Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 140,889
Positions
22,600 13,939 161 43,307 40,094 6,486 19,869 36,904 2,021 14,712 5,510 1,755 29,978 34,019
Changes from: September 20, 2022 Total Change is: -19,425
9,208 -12,875 -10,167 -49 1,237 -74 -11,905 6,483 -1,635 -875 441 69 -3,997 -2,904
Percent of Open Interest Represented by Each Category of Trader
16.0 9.9 0.1 30.7 28.5 4.6 14.1 26.2 1.4 10.4 3.9 1.2 21.3 24.1
Number of Traders in Each Category Total Traders: 114
9 6 . 12 22 7 20 27 9 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,492
Positions
23,567 0 885 3,183 14,764 1,142 7,199 8,017 16 0 0 0 8,500 19,668
Changes from: September 20, 2022 Total Change is: 3,555
5,892 -5 21 525 1,943 2 -968 -1,411 4 0 0 0 -1,921 3,001
Percent of Open Interest Represented by Each Category of Trader
53.0 0.0 2.0 7.2 33.2 2.6 16.2 18.0 0.0 0.0 0.0 0.0 19.1 44.2
Number of Traders in Each Category Total Traders: 40
7 0 . 5 11 . 7 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 281,805
Positions
120,835 30,905 1,314 39,646 126,937 6,147 82,200 70,569 3,355 6,981 2,458 0 21,327 40,120
Changes from: September 20, 2022 Total Change is: 15,510
-4,356 -826 1,005 -100 -12,066 2,279 18,390 26,516 -1,118 -179 -17 0 -411 -263
Percent of Open Interest Represented by Each Category of Trader
42.9 11.0 0.5 14.1 45.0 2.2 29.2 25.0 1.2 2.5 0.9 0.0 7.6 14.2
Number of Traders in Each Category Total Traders: 145
7 7 . 11 43 15 21 46 11 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 244,655
Positions
123,466 3,223 234 61,012 133,243 4,674 27,265 58,221 4,066 2,462 1,441 0 21,476 39,553
Changes from: September 20, 2022 Total Change is: -6,237
4,235 2,486 118 1,918 -6,953 -2,979 -7,541 -1,099 1,198 -2,325 9 0 -861 983
Percent of Open Interest Represented by Each Category of Trader
50.5 1.3 0.1 24.9 54.5 1.9 11.1 23.8 1.7 1.0 0.6 0.0 8.8 16.2
Number of Traders in Each Category Total Traders: 128
11 . . 20 29 18 17 41 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 654,142
Positions
25,831 273,975 2,168 377,486 161,306 27,163 75,359 102,250 15,369 47,649 13,437 4,570 78,547 53,904
Changes from: September 20, 2022 Total Change is: -3,810
-896 -3,666 1,350 -12,224 -530 1,678 5,784 4,872 -3,907 1,423 -807 -19 3,001 -2,781
Percent of Open Interest Represented by Each Category of Trader
3.9 41.9 0.3 57.7 24.7 4.2 11.5 15.6 2.3 7.3 2.1 0.7 12.0 8.2
Number of Traders in Each Category Total Traders: 327
15 14 7 103 42 48 49 49 30 36 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,901
Positions
461 18,038 30 13,927 591 2,686 4,010 9,217 600 0 0 0 13,187 3,739
Changes from: September 20, 2022 Total Change is: 2,431
-3 345 0 -703 -459 18 3,121 2,149 195 0 0 0 -197 183
Percent of Open Interest Represented by Each Category of Trader
1.3 51.7 0.1 39.9 1.7 7.7 11.5 26.4 1.7 0.0 0.0 0.0 37.8 10.7
Number of Traders in Each Category Total Traders: 31
. . . 17 . 7 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,301
Positions
58,953 5,525 2,258 36,855 66,484 3,837 30,326 40,645 1,795 1,295 1,430 0 16,982 30,327
Changes from: September 20, 2022 Total Change is: 1,757
-297 2,174 -233 -1,945 -8,844 486 2,536 4,875 -22 -316 0 0 1,548 3,321
Percent of Open Interest Represented by Each Category of Trader
38.7 3.6 1.5 24.2 43.7 2.5 19.9 26.7 1.2 0.9 0.9 0.0 11.2 19.9
Number of Traders in Each Category Total Traders: 96
9 . . 10 22 9 18 30 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 173,045
Positions
5,081 110,351 505 93,905 4,112 870 61,378 29,040 2,003 2,677 22,862 0 6,626 3,302
Changes from: September 20, 2022 Total Change is: 395
1,938 -4,651 -271 8,713 1,221 -762 -8,277 4,901 158 -285 -350 0 -819 149
Percent of Open Interest Represented by Each Category of Trader
2.9 63.8 0.3 54.3 2.4 0.5 35.5 16.8 1.2 1.5 13.2 0.0 3.8 1.9
Number of Traders in Each Category Total Traders: 147
7 5 . 27 10 6 52 28 12 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,930
Positions
0 25,965 8,465 35,531 2,306 90 5,973 15,241 1,169 1,541 800 0 3,161 1,894
Changes from: September 20, 2022 Total Change is: 4,430
0 1,365 7,421 -1,045 -54 53 -2,696 -5,729 1,057 -412 -170 0 52 487
Percent of Open Interest Represented by Each Category of Trader
0.0 46.4 15.1 63.5 4.1 0.2 10.7 27.3 2.1 2.8 1.4 0.0 5.7 3.4
Number of Traders in Each Category Total Traders: 58
0 5 . 9 6 . 10 16 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 45,240
Positions
23,016 466 53 5,381 18,365 276 13,515 19,114 101 363 729 46 2,489 6,090
Changes from: September 20, 2022 Total Change is: -2,644
-3,082 202 0 482 -402 -32 184 -1,570 -40 -107 -152 6 -55 -656
Percent of Open Interest Represented by Each Category of Trader
50.9 1.0 0.1 11.9 40.6 0.6 29.9 42.3 0.2 0.8 1.6 0.1 5.5 13.5
Number of Traders in Each Category Total Traders: 98
8 . . 8 21 . 22 32 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,038
Positions
2,763 5,064 48 601 4,443 120 8,472 1,286 0 0 186 0 1,034 1,891
Changes from: September 20, 2022 Total Change is: 642
122 -90 3 -1,971 1,169 -120 2,558 -278 0 0 186 0 50 -228
Percent of Open Interest Represented by Each Category of Trader
21.2 38.8 0.4 4.6 34.1 0.9 65.0 9.9 0.0 0.0 1.4 0.0 7.9 14.5
Number of Traders in Each Category Total Traders: 31
4 . . . 9 . 8 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,528
Positions
10,285 5,619 437 6,970 4,820 318 8,691 5,881 278 755 9,783 0 5,795 6,394
Changes from: September 20, 2022 Total Change is: 783
709 -1,201 16 -1,043 -292 84 836 423 -21 250 1,426 0 -49 348
Percent of Open Interest Represented by Each Category of Trader
30.7 16.8 1.3 20.8 14.4 0.9 25.9 17.5 0.8 2.3 29.2 0.0 17.3 19.1
Number of Traders in Each Category Total Traders: 90
18 7 . 14 10 4 15 18 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 67,055
Positions
20,570 11,237 874 13,940 9,640 635 17,381 11,761 555 1,510 19,565 0 11,590 12,788
Changes from: September 20, 2022 Total Change is: 1,565
1,417 -2,402 32 -2,086 -584 168 1,672 845 -41 500 2,852 0 -97 695
Percent of Open Interest Represented by Each Category of Trader
30.7 16.8 1.3 20.8 14.4 0.9 25.9 17.5 0.8 2.3 29.2 0.0 17.3 19.1
Number of Traders in Each Category Total Traders: 90
18 7 . 14 10 4 15 18 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,201
Positions
28,836 29,593 0 16,538 13,785 1,909 2,282 6,022 3 0 0 0 2,633 889
Changes from: September 20, 2022 Total Change is: 2,503
2,515 5,596 0 280 -3,119 -274 -132 578 2 0 0 0 112 -280
Percent of Open Interest Represented by Each Category of Trader
55.2 56.7 0.0 31.7 26.4 3.7 4.4 11.5 0.0 0.0 0.0 0.0 5.0 1.7
Number of Traders in Each Category Total Traders: 34
6 4 0 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 446,776
Positions
91,332 54,108 8,043 180,681 137,057 57,222 32,735 90,102 12,168 26,350 33,278 921 37,325 53,878
Changes from: September 20, 2022 Total Change is: 18,571
282 10,198 2,173 -2,226 10,939 2,058 10,119 -1,843 2,602 3,263 -5,560 -45 344 -1,952
Percent of Open Interest Represented by Each Category of Trader
20.4 12.1 1.8 40.4 30.7 12.8 7.3 20.2 2.7 5.9 7.4 0.2 8.4 12.1
Number of Traders in Each Category Total Traders: 566
34 42 21 135 113 108 61 115 60 32 33 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,217
Positions
1,328 12,566 0 7,466 170 118 3,096 0 0 220 597 0 1,989 766
Changes from: September 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.3 88.4 0.0 52.5 1.2 0.8 21.8 0.0 0.0 1.5 4.2 0.0 14.0 5.4
Number of Traders in Each Category Total Traders: 23
. 7 0 6 . . 5 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,793
Positions
5,692 29,407 0 19,012 221 0 4,055 573 594 0 240 0 3,440 1,758
Changes from: September 20, 2022 Total Change is: -77
746 504 0 -761 0 0 316 -357 0 0 0 0 -378 -224
Percent of Open Interest Represented by Each Category of Trader
17.4 89.7 0.0 58.0 0.7 0.0 12.4 1.7 1.8 0.0 0.7 0.0 10.5 5.4
Number of Traders in Each Category Total Traders: 35
4 7 0 14 . 0 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,233,878
Positions
456,660 270,540 40,213 903,403 685,284 286,108 163,675 450,511 60,839 131,752 166,389 4,605 186,623 269,389
Changes from: September 20, 2022 Total Change is: 92,856
1,412 50,989 10,864 -11,131 54,697 10,292 50,597 -9,213 13,011 16,315 -27,799 -224 1,720 -9,761
Percent of Open Interest Represented by Each Category of Trader
20.4 12.1 1.8 40.4 30.7 12.8 7.3 20.2 2.7 5.9 7.4 0.2 8.4 12.1
Number of Traders in Each Category Total Traders: 566
34 42 21 135 113 108 61 115 60 32 33 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,944
Positions
16,436 18,277 0 4,092 723 330 427 1,047 161 0 0 0 1,498 2,406
Changes from: September 20, 2022 Total Change is: 244
584 -200 0 -399 0 0 -40 -50 161 0 0 0 -62 333
Percent of Open Interest Represented by Each Category of Trader
71.6 79.7 0.0 17.8 3.2 1.4 1.9 4.6 0.7 0.0 0.0 0.0 6.5 10.5
Number of Traders in Each Category Total Traders: 21
6 5 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,263
Positions
1,658 12,387 0 7,675 0 0 1,039 0 0 256 0 0 2,635 876
Changes from: September 20, 2022 Total Change is: -195
100 -124 0 -120 0 0 -322 0 0 0 0 0 147 -71
Percent of Open Interest Represented by Each Category of Trader
12.5 93.4 0.0 57.9 0.0 0.0 7.8 0.0 0.0 1.9 0.0 0.0 19.9 6.6
Number of Traders in Each Category Total Traders: 21
. 8 0 7 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,163
Positions
819 12,613 0 9,448 0 1,360 2,120 1,203 0 0 0 0 2,416 987
Changes from: September 20, 2022 Total Change is: -387
405 -196 0 -470 -200 -8 248 154 0 0 0 0 -562 -137
Percent of Open Interest Represented by Each Category of Trader
5.1 78.0 0.0 58.5 0.0 8.4 13.1 7.4 0.0 0.0 0.0 0.0 14.9 6.1
Number of Traders in Each Category Total Traders: 24
. 7 0 8 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,266
Positions
8,452 1,546 0 26,916 3,249 434 14,118 86,074 612 0 0 0 74,734 33,351
Changes from: September 20, 2022 Total Change is: 28,576
5,165 1,546 0 122 13 230 8,747 34,224 -473 0 0 0 14,785 -6,964
Percent of Open Interest Represented by Each Category of Trader
6.7 1.2 0.0 21.5 2.6 0.3 11.3 68.7 0.5 0.0 0.0 0.0 59.7 26.6
Number of Traders in Each Category Total Traders: 23
. . 0 10 . . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 260,255
Positions
111,984 81,095 90,130 0 32,000 0 3,806 3,092 49,808 0 0 0 4,527 4,130
Changes from: September 20, 2022 Total Change is: 4,000
1,000 1,750 -1,000 0 0 0 0 0 3,500 0 0 0 500 -250
Percent of Open Interest Represented by Each Category of Trader
43.0 31.2 34.6 0.0 12.3 0.0 1.5 1.2 19.1 0.0 0.0 0.0 1.7 1.6
Number of Traders in Each Category Total Traders: 20
7 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,030
Positions
19,058 1,095 63 19,571 39,246 2,997 1,796 2,946 40 439 0 0 7,066 4,643
Changes from: September 20, 2022 Total Change is: 2,974
1,779 -30 9 -1,184 2,793 320 1,003 -88 34 193 0 0 820 -64
Percent of Open Interest Represented by Each Category of Trader
37.3 2.1 0.1 38.4 76.9 5.9 3.5 5.8 0.1 0.9 0.0 0.0 13.8 9.1
Number of Traders in Each Category Total Traders: 62
9 . . 25 18 11 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,411
Positions
19,598 1,695 204 14,827 16,966 1,770 10,257 16,662 529 2,522 6,996 140 6,564 11,449
Changes from: September 20, 2022 Total Change is: 2,048
-74 -801 96 -20 2,095 275 988 -779 -365 235 743 54 857 729
Percent of Open Interest Represented by Each Category of Trader
34.7 3.0 0.4 26.3 30.1 3.1 18.2 29.5 0.9 4.5 12.4 0.2 11.6 20.3
Number of Traders in Each Category Total Traders: 306
33 11 6 53 53 37 40 66 19 20 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 282,054
Positions
97,992 8,477 1,019 74,137 84,831 8,849 51,285 83,312 2,645 12,609 34,978 700 32,818 57,243
Changes from: September 20, 2022 Total Change is: 10,239
-368 -4,006 482 -98 10,476 1,377 4,940 -3,893 -1,825 1,174 3,713 270 4,287 3,645
Percent of Open Interest Represented by Each Category of Trader
34.7 3.0 0.4 26.3 30.1 3.1 18.2 29.5 0.9 4.5 12.4 0.2 11.6 20.3
Number of Traders in Each Category Total Traders: 306
33 11 6 53 53 37 40 66 19 20 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,799
Positions
0 4,670 0 2,022 0 0 32,685 93,843 1,158 3,263 2,623 70 89,601 26,435
Changes from: September 20, 2022 Total Change is: 24,025
-2,236 987 0 985 0 -22 -7,303 25,372 201 2,191 693 0 30,209 -3,206
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 1.6 0.0 0.0 25.4 72.9 0.9 2.5 2.0 0.1 69.6 20.5
Number of Traders in Each Category Total Traders: 42
0 5 0 4 0 0 12 11 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 549,389
Positions
221,557 28,002 1,960 150,913 246,182 45,321 89,389 158,160 5,373 13,962 42,202 136 20,778 22,053
Changes from: September 20, 2022 Total Change is: 19,016
10,207 -944 842 -9,346 15,288 -807 14,622 2,292 311 4,330 2,944 76 -1,219 -986
Percent of Open Interest Represented by Each Category of Trader
40.3 5.1 0.4 27.5 44.8 8.2 16.3 28.8 1.0 2.5 7.7 0.0 3.8 4.0
Number of Traders in Each Category Total Traders: 343
31 13 . 66 80 48 37 83 18 8 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,070
Positions
699 6,429 0 8,164 1,847 48 413 2,693 0 2,135 463 0 2,611 2,590
Changes from: September 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 45.7 0.0 58.0 13.1 0.3 2.9 19.1 0.0 15.2 3.3 0.0 18.6 18.4
Number of Traders in Each Category Total Traders: 23
. . 0 8 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,115
Positions
7,281 5,107 359 20,163 4,681 2,864 6,657 7,040 575 356 3,896 1 4,859 18,592
Changes from: September 20, 2022 Total Change is: 760
2,829 1,276 -37 -3,853 603 -71 1,958 1,455 575 -305 2,277 1 -337 -5,319
Percent of Open Interest Represented by Each Category of Trader
16.9 11.8 0.8 46.8 10.9 6.6 15.4 16.3 1.3 0.8 9.0 0.0 11.3 43.1
Number of Traders in Each Category Total Traders: 56
10 6 . 10 6 8 6 15 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 396,737
Positions
42,222 135,285 875 265,380 164,421 47,208 19,662 32,795 1,499 11,330 7,250 255 8,306 7,149
Changes from: September 20, 2022 Total Change is: 4,810
2,377 -4,176 -74 3,576 6,880 462 -1,118 -4,426 145 -884 5,381 29 297 589
Percent of Open Interest Represented by Each Category of Trader
10.6 34.1 0.2 66.9 41.4 11.9 5.0 8.3 0.4 2.9 1.8 0.1 2.1 1.8
Number of Traders in Each Category Total Traders: 206
17 13 4 74 54 42 16 18 7 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,137,235
Positions
83,873 349,195 10,645 653,163 468,683 133,105 107,859 125,197 5,448 117,408 22,620 1,629 24,105 20,713
Changes from: September 20, 2022 Total Change is: 5,587
-614 -41,340 370 -14,949 33,205 -1,243 -7,527 17,079 -336 28,336 294 -427 1,977 -2,015
Percent of Open Interest Represented by Each Category of Trader
7.4 30.7 0.9 57.4 41.2 11.7 9.5 11.0 0.5 10.3 2.0 0.1 2.1 1.8
Number of Traders in Each Category Total Traders: 402
27 20 11 130 96 88 44 47 27 22 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 243,736
Positions
29,301 170,248 32,586 25,334 751 3,373 125,841 5,159 23,435 3,110 8,021 140 616 23
Changes from: September 20, 2022 Total Change is: 7,451
1,700 -3,577 8,236 -7 751 -250 -4,265 60 2,279 -511 2 0 269 -50
Percent of Open Interest Represented by Each Category of Trader
12.0 69.8 13.4 10.4 0.3 1.4 51.6 2.1 9.6 1.3 3.3 0.1 0.3 0.0
Number of Traders in Each Category Total Traders: 105
6 27 14 14 . 4 35 4 12 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,213,680
Positions
24,096 134,943 1,366 603,970 290,633 204,798 111,329 320,806 14,031 81,279 102,576 0 172,811 144,527
Changes from: September 20, 2022 Total Change is: -21,972
462 -11,435 58 2,704 11,224 2,467 -11,754 -4,170 -17,637 -147 3,349 0 1,875 -5,828
Percent of Open Interest Represented by Each Category of Trader
2.0 11.1 0.1 49.8 23.9 16.9 9.2 26.4 1.2 6.7 8.5 0.0 14.2 11.9
Number of Traders in Each Category Total Traders: 186
7 16 . 63 27 60 26 33 20 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,416,041
Positions
14,884 53,159 1,430 868,950 213,485 234,799 47,021 763,367 26,950 65,730 12,569 0 156,277 110,282
Changes from: September 20, 2022 Total Change is: 31,061
3,641 7,090 -1,054 13,669 -11,159 12,624 777 36,251 -7,392 468 -3,402 0 8,328 -1,897
Percent of Open Interest Represented by Each Category of Trader
1.1 3.8 0.1 61.4 15.1 16.6 3.3 53.9 1.9 4.6 0.9 0.0 11.0 7.8
Number of Traders in Each Category Total Traders: 161
4 9 . 76 24 61 11 26 11 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,028,931
Positions
41,762 217,783 11,816 1,096,119 469,147 298,899 229,164 484,528 72,165 120,925 210,819 1,095 156,986 262,679
Changes from: September 20, 2022 Total Change is: 8,529
-3,405 -19,477 325 24,079 -1,630 6,503 -27,891 -29,550 17,374 -11,345 22,168 9 2,880 12,807
Percent of Open Interest Represented by Each Category of Trader
2.1 10.7 0.6 54.0 23.1 14.7 11.3 23.9 3.6 6.0 10.4 0.1 7.7 12.9
Number of Traders in Each Category Total Traders: 348
8 41 10 99 57 84 33 66 28 15 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,766,782
Positions
121,465 374,157 8,996 1,856,635 1,049,054 767,432 249,712 685,312 85,372 299,161 373,704 10,135 367,874 412,620
Changes from: September 20, 2022 Total Change is: 65,853
-14,624 28,266 -4,310 27,500 -53,371 30,716 -87,546 80,280 -14,366 98,410 36,577 -3,156 33,229 -34,783
Percent of Open Interest Represented by Each Category of Trader
3.2 9.9 0.2 49.3 27.9 20.4 6.6 18.2 2.3 7.9 9.9 0.3 9.8 11.0
Number of Traders in Each Category Total Traders: 408
13 36 12 124 73 112 52 66 39 21 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,372,794
Positions
54,960 52,397 5,958 641,376 530,785 237,170 176,290 215,309 14,463 110,414 83,102 0 132,163 233,610
Changes from: September 20, 2022 Total Change is: 5,780
2,429 13,889 2,520 37,071 18,471 927 -19,022 7,668 -31,141 3,916 6,396 0 9,080 -12,950
Percent of Open Interest Represented by Each Category of Trader
4.0 3.8 0.4 46.7 38.7 17.3 12.8 15.7 1.1 8.0 6.1 0.0 9.6 17.0
Number of Traders in Each Category Total Traders: 145
5 8 6 44 44 55 15 13 11 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,185
Positions
0 0 0 0 0 0 2,049 70 318 572 2,457 152 1,094 1,188
Changes from: September 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 49.0 1.7 7.6 13.7 58.7 3.6 26.1 28.4
Number of Traders in Each Category Total Traders: 28
0 0 0 0 0 0 . . . 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,999,390
Positions
101,276 407,082 6,893 1,637,201 838,488 795,445 655,506 1,147,240 63,054 436,350 312,001 3,006 300,659 426,181
Changes from: September 20, 2022 Total Change is: 25,069
-15,718 24,735 2,730 -5,161 -30,812 -4,698 41,336 59,456 -12,240 8,168 -4,352 1,026 9,626 -10,776
Percent of Open Interest Represented by Each Category of Trader
2.5 10.2 0.2 40.9 21.0 19.9 16.4 28.7 1.6 10.9 7.8 0.1 7.5 10.7
Number of Traders in Each Category Total Traders: 345
16 31 10 86 68 89 38 67 29 15 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,756,969
Positions
270,657 501,106 487,669 95 45,176 21,370 548,014 306,390 341,183 49,984 0 8,815 29,182 45,260
Changes from: September 20, 2022 Total Change is: 37,771
-13,835 58,304 29,526 -1,405 -12,494 11,819 45,679 -16,170 -29,155 5,819 -2,569 -421 -10,256 -1,069
Percent of Open Interest Represented by Each Category of Trader
15.4 28.5 27.8 0.0 2.6 1.2 31.2 17.4 19.4 2.8 0.0 0.5 1.7 2.6
Number of Traders in Each Category Total Traders: 128
27 33 56 . 4 . 31 20 40 10 0 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,302,517
Positions
2,887,123 1,213,854 1,106,592 789,707 172,427 259,797 826,640 2,743,666 1,889,938 28,523 146,491 116,881 397,316 652,871
Changes from: September 20, 2022 Total Change is: -17,848
-71,858 22,440 -26,202 54,249 -24,158 -27,913 78,818 80,664 -29,318 -4,986 7,882 10,573 -1,211 -31,816
Percent of Open Interest Represented by Each Category of Trader
34.8 14.6 13.3 9.5 2.1 3.1 10.0 33.0 22.8 0.3 1.8 1.4 4.8 7.9
Number of Traders in Each Category Total Traders: 173
29 27 49 10 9 10 31 48 60 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 6,919,575
Positions
2,411,115 2,121,214 1,157,150 633,562 638,217 215,850 796,431 1,120,865 1,551,005 94,456 58,206 48,236 11,770 8,832
Changes from: September 20, 2022 Total Change is: -993,984
-287,770 -53,346 -400,101 30,825 64,946 -161,874 53,868 -190,720 -204,027 14,917 -6,687 -15,092 -24,730 -27,083
Percent of Open Interest Represented by Each Category of Trader
34.8 30.7 16.7 9.2 9.2 3.1 11.5 16.2 22.4 1.4 0.8 0.7 0.2 0.1
Number of Traders in Each Category Total Traders: 433
51 78 102 12 32 26 62 89 111 30 43 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 650,419
Positions
110,372 268,985 167,525 300 12,942 2,590 246,700 65,588 121,507 682 10,312 270 473 700
Changes from: September 20, 2022 Total Change is: 28,294
-7,527 13,429 20,920 0 10,454 -8,049 38,439 9,295 -14,535 -927 -3,286 -194 167 260
Percent of Open Interest Represented by Each Category of Trader
17.0 41.4 25.8 0.0 2.0 0.4 37.9 10.1 18.7 0.1 1.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 150
24 49 46 . 4 . 22 36 42 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,271
Positions
105 2,574 38 5,666 1,151 637 3,472 7,962 537 2,717 470 38 1,061 864
Changes from: September 20, 2022 Total Change is: 391
-3 72 -54 178 -280 62 82 721 -167 301 7 38 -46 -8
Percent of Open Interest Represented by Each Category of Trader
0.7 18.0 0.3 39.7 8.1 4.5 24.3 55.8 3.8 19.0 3.3 0.3 7.4 6.1
Number of Traders in Each Category Total Traders: 98
. . . 5 8 4 22 42 15 9 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,790
Positions
217 501 0 125 1,311 33 10,139 16,578 1,104 8,580 1,553 73 2,519 1,637
Changes from: September 20, 2022 Total Change is: 195
-10 -33 0 25 27 -28 780 758 -559 111 193 -25 -99 -138
Percent of Open Interest Represented by Each Category of Trader
1.0 2.2 0.0 0.5 5.8 0.1 44.5 72.7 4.8 37.6 6.8 0.3 11.1 7.2
Number of Traders in Each Category Total Traders: 96
. . 0 . 4 . 15 12 6 37 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,687
Positions
133 114 172 86 238 16 1,375 2,173 249 1,754 931 169 733 625
Changes from: September 20, 2022 Total Change is: 328
7 -3 5 -12 86 5 73 182 7 214 7 12 17 27
Percent of Open Interest Represented by Each Category of Trader
2.8 2.4 3.7 1.8 5.1 0.3 29.3 46.4 5.3 37.4 19.9 3.6 15.6 13.3
Number of Traders in Each Category Total Traders: 63
. . . . 4 . 14 20 8 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 57,623
Positions
0 11,181 555 138 293 0 40,290 33,102 3,101 11,489 8,216 674 1,376 501
Changes from: September 20, 2022 Total Change is: 5,730
0 -2,572 555 -100 186 0 5,276 8,323 -472 546 -176 37 -112 -151
Percent of Open Interest Represented by Each Category of Trader
0.0 19.4 1.0 0.2 0.5 0.0 69.9 57.4 5.4 19.9 14.3 1.2 2.4 0.9
Number of Traders in Each Category Total Traders: 134
0 . . . . 0 10 5 . 76 40 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,046
Positions
416 22,163 0 29,361 1,805 583 13,280 24,413 381 6,381 2,977 163 5,481 3,561
Changes from: September 20, 2022 Total Change is: 1,754
16 100 0 -804 505 -3 399 -582 40 2,001 665 103 2 926
Percent of Open Interest Represented by Each Category of Trader
0.7 39.5 0.0 52.4 3.2 1.0 23.7 43.6 0.7 11.4 5.3 0.3 9.8 6.4
Number of Traders in Each Category Total Traders: 126
. . 0 18 5 . 36 19 4 24 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 331,042
Positions
40,862 10,400 21,745 102,649 60,762 35,665 38,037 106,554 48,127 8,069 4,247 11,897 23,991 31,645
Changes from: September 20, 2022 Total Change is: -14,299
5,701 -7,038 328 -5,009 -5,778 690 3,346 13,486 -19,527 -1,070 3,688 -942 2,184 794
Percent of Open Interest Represented by Each Category of Trader
12.3 3.1 6.6 31.0 18.4 10.8 11.5 32.2 14.5 2.4 1.3 3.6 7.2 9.6
Number of Traders in Each Category Total Traders: 177
18 10 17 25 22 22 34 39 47 9 10 16
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Traders in Financial Futures - Futures Only Positions as of September 27, 2022
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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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,093
Positions
37,048 44,908 0 17,053 3,911 1,222 5,260 10,415 0 239 535 0 271 102
Changes from: September 20, 2022 Total Change is: -7,241
-3,987 -3,230 0 -3,207 -5 100 3,163 -2,439 -1,039 -1,103 423 -1,078 -90 27
Percent of Open Interest Represented by Each Category of Trader
60.6 73.5 0.0 27.9 6.4 2.0 8.6 17.0 0.0 0.4 0.9 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 41
. . 0 13 . 4 7 7 0 . . 0
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Updated September 30, 2022