Traders in Financial Futures - Futures Only Positions as of October 11, 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 144,000
Positions
28,352 14,996 1,076 41,565 39,901 6,163 16,922 38,375 2,701 14,389 6,262 1,696 31,136 32,830
Changes from: October 4, 2022 Total Change is: 2,201
9,004 1,030 744 -3,576 -2,643 -896 -2,193 136 488 619 177 -124 -1,865 3,289
Percent of Open Interest Represented by Each Category of Trader
19.7 10.4 0.7 28.9 27.7 4.3 11.8 26.6 1.9 10.0 4.3 1.2 21.6 22.8
Number of Traders in Each Category Total Traders: 110
11 5 . 14 20 8 14 29 12 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 43,748
Positions
25,550 92 790 2,369 15,526 712 5,537 5,745 20 0 0 0 8,770 20,863
Changes from: October 4, 2022 Total Change is: 627
4,121 92 1 -745 1,948 -276 -2,113 -3,700 -3 0 0 0 -358 2,565
Percent of Open Interest Represented by Each Category of Trader
58.4 0.2 1.8 5.4 35.5 1.6 12.7 13.1 0.0 0.0 0.0 0.0 20.0 47.7
Number of Traders in Each Category Total Traders: 36
6 . . . 12 . 7 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 255,649
Positions
105,852 27,148 1,420 38,898 112,569 3,687 74,168 56,394 6,419 5,585 2,758 0 19,620 45,254
Changes from: October 4, 2022 Total Change is: -1,257
-10,560 -5,446 707 -867 -4,518 -89 5,174 6,779 1,523 -398 477 0 3,253 -690
Percent of Open Interest Represented by Each Category of Trader
41.4 10.6 0.6 15.2 44.0 1.4 29.0 22.1 2.5 2.2 1.1 0.0 7.7 17.7
Number of Traders in Each Category Total Traders: 134
8 7 4 12 39 12 26 31 16 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 245,007
Positions
112,847 537 266 60,578 126,034 5,389 35,427 66,066 2,260 3,714 2,873 0 24,526 41,582
Changes from: October 4, 2022 Total Change is: 1,718
5,292 -3,505 27 -1,054 -3,682 822 -593 5,317 -1,157 621 781 0 -2,240 3,115
Percent of Open Interest Represented by Each Category of Trader
46.1 0.2 0.1 24.7 51.4 2.2 14.5 27.0 0.9 1.5 1.2 0.0 10.0 17.0
Number of Traders in Each Category Total Traders: 125
11 . . 20 28 19 19 36 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 639,348
Positions
30,929 273,318 1,927 377,407 167,700 24,322 64,598 83,788 17,167 42,082 12,872 4,260 76,656 53,994
Changes from: October 4, 2022 Total Change is: -1,110
231 4,302 179 1,685 6,095 -1,483 -4,315 -3,436 937 -705 -569 -120 2,481 -7,015
Percent of Open Interest Represented by Each Category of Trader
4.8 42.7 0.3 59.0 26.2 3.8 10.1 13.1 2.7 6.6 2.0 0.7 12.0 8.4
Number of Traders in Each Category Total Traders: 312
16 14 7 107 38 51 48 39 25 34 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 32,435
Positions
419 18,749 25 14,169 591 2,653 1,404 7,222 0 0 0 0 13,765 3,195
Changes from: October 4, 2022 Total Change is: -955
-33 -1 1 34 0 13 -1,325 -334 -409 0 0 0 764 -225
Percent of Open Interest Represented by Each Category of Trader
1.3 57.8 0.1 43.7 1.8 8.2 4.3 22.3 0.0 0.0 0.0 0.0 42.4 9.9
Number of Traders in Each Category Total Traders: 31
. . . 18 . 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 138,320
Positions
50,282 9,095 2,093 44,086 52,885 5,248 14,900 33,921 1,682 1,784 3,730 0 18,245 29,666
Changes from: October 4, 2022 Total Change is: -1,170
8,021 2,579 2 2,204 2,296 382 -13,365 -9,393 -449 603 1,600 0 1,432 1,813
Percent of Open Interest Represented by Each Category of Trader
36.4 6.6 1.5 31.9 38.2 3.8 10.8 24.5 1.2 1.3 2.7 0.0 13.2 21.4
Number of Traders in Each Category Total Traders: 91
7 4 . 10 22 12 15 28 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 206,170
Positions
752 116,592 1,324 123,627 1,330 380 66,822 58,567 1,104 3,867 24,394 0 8,294 2,479
Changes from: October 4, 2022 Total Change is: 13,818
-1,146 4,387 444 3,275 -225 -10 10,759 8,452 226 -108 574 0 378 -30
Percent of Open Interest Represented by Each Category of Trader
0.4 56.6 0.6 60.0 0.6 0.2 32.4 28.4 0.5 1.9 11.8 0.0 4.0 1.2
Number of Traders in Each Category Total Traders: 153
. 10 . 29 5 4 56 27 9 11 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 41,360
Positions
337 32,028 190 19,520 2,738 42 14,828 2,918 1,410 1,851 743 0 3,182 1,291
Changes from: October 4, 2022 Total Change is: 1,376
0 348 13 -2,335 74 0 1,859 -333 1,115 477 12 0 247 147
Percent of Open Interest Represented by Each Category of Trader
0.8 77.4 0.5 47.2 6.6 0.1 35.9 7.1 3.4 4.5 1.8 0.0 7.7 3.1
Number of Traders in Each Category Total Traders: 62
. 6 . 7 6 . 21 7 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 50,557
Positions
28,747 399 48 7,446 21,485 369 10,204 20,615 390 550 973 32 2,771 6,246
Changes from: October 4, 2022 Total Change is: 2,070
5,671 37 0 -889 1,792 43 -3,169 -529 132 -130 -11 0 412 606
Percent of Open Interest Represented by Each Category of Trader
56.9 0.8 0.1 14.7 42.5 0.7 20.2 40.8 0.8 1.1 1.9 0.1 5.5 12.4
Number of Traders in Each Category Total Traders: 95
10 . . 11 18 5 18 30 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 11,593
Positions
2,780 4,942 51 4,089 2,894 0 3,326 1,591 321 0 124 0 1,026 1,670
Changes from: October 4, 2022 Total Change is: -554
-38 -93 2 417 10 0 -998 -459 0 0 -60 0 63 46
Percent of Open Interest Represented by Each Category of Trader
24.0 42.6 0.4 35.3 25.0 0.0 28.7 13.7 2.8 0.0 1.1 0.0 8.9 14.4
Number of Traders in Each Category Total Traders: 33
4 . . . 7 0 9 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 32,966
Positions
9,170 6,012 454 5,958 4,188 938 8,989 5,138 425 1,161 8,507 0 5,874 7,307
Changes from: October 4, 2022 Total Change is: -361
-310 -265 38 -725 383 413 665 -867 -380 631 -100 0 -692 418
Percent of Open Interest Represented by Each Category of Trader
27.8 18.2 1.4 18.1 12.7 2.8 27.3 15.6 1.3 3.5 25.8 0.0 17.8 22.2
Number of Traders in Each Category Total Traders: 83
14 8 . 14 11 4 15 15 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 65,931
Positions
18,339 12,023 907 11,915 8,376 1,875 17,977 10,275 849 2,321 17,013 0 11,748 14,613
Changes from: October 4, 2022 Total Change is: -721
-620 -529 75 -1,450 765 825 1,330 -1,733 -759 1,261 -200 0 -1,383 835
Percent of Open Interest Represented by Each Category of Trader
27.8 18.2 1.4 18.1 12.7 2.8 27.3 15.6 1.3 3.5 25.8 0.0 17.8 22.2
Number of Traders in Each Category Total Traders: 83
14 8 . 14 11 4 15 15 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 55,846
Positions
27,497 37,123 0 20,124 10,347 1,963 4,030 5,326 0 0 0 0 2,232 1,087
Changes from: October 4, 2022 Total Change is: -1,672
579 -99 0 138 455 -668 -361 -1,333 0 0 0 0 -1,360 -27
Percent of Open Interest Represented by Each Category of Trader
49.2 66.5 0.0 36.0 18.5 3.5 7.2 9.5 0.0 0.0 0.0 0.0 4.0 1.9
Number of Traders in Each Category Total Traders: 34
5 5 0 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 455,559
Positions
92,698 51,079 8,008 181,513 145,475 57,317 30,115 99,512 12,918 25,536 27,562 2,824 44,630 50,864
Changes from: October 4, 2022 Total Change is: 3,302
787 -2,506 1,180 -772 2,676 1,144 2,599 3,902 1,241 -1,054 -1,177 580 -2,404 -3,738
Percent of Open Interest Represented by Each Category of Trader
20.3 11.2 1.8 39.8 31.9 12.6 6.6 21.8 2.8 5.6 6.1 0.6 9.8 11.2
Number of Traders in Each Category Total Traders: 570
34 38 25 139 116 116 60 115 54 27 41 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 15,936
Positions
1,786 14,206 0 7,229 169 118 2,812 0 0 0 597 0 3,991 846
Changes from: October 4, 2022 Total Change is: -333
-203 1,454 0 -2,014 0 0 -79 0 0 0 0 0 1,963 -1,787
Percent of Open Interest Represented by Each Category of Trader
11.2 89.1 0.0 45.4 1.1 0.7 17.6 0.0 0.0 0.0 3.7 0.0 25.0 5.3
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . . 5 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 33,251
Positions
6,065 30,170 0 19,445 1,401 0 4,143 299 142 0 306 0 3,456 933
Changes from: October 4, 2022 Total Change is: -151
-433 -142 0 1,496 300 0 -15 -315 -49 0 66 0 -1,150 -11
Percent of Open Interest Represented by Each Category of Trader
18.2 90.7 0.0 58.5 4.2 0.0 12.5 0.9 0.4 0.0 0.9 0.0 10.4 2.8
Number of Traders in Each Category Total Traders: 36
5 7 0 13 . 0 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 2,277,794
Positions
463,492 255,396 40,039 907,565 727,377 286,587 150,575 497,560 64,588 127,682 137,809 14,118 223,148 254,320
Changes from: October 4, 2022 Total Change is: 16,509
3,935 -12,530 5,899 -3,862 13,382 5,721 12,997 19,508 6,207 -5,269 -5,887 2,900 -12,019 -18,691
Percent of Open Interest Represented by Each Category of Trader
20.3 11.2 1.8 39.8 31.9 12.6 6.6 21.8 2.8 5.6 6.1 0.6 9.8 11.2
Number of Traders in Each Category Total Traders: 570
34 38 25 139 116 116 60 115 54 27 41 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 24,590
Positions
16,608 21,022 0 5,208 53 330 1,104 804 0 0 0 0 1,340 2,381
Changes from: October 4, 2022 Total Change is: 128
236 1,266 0 1,237 -1,256 0 362 -150 0 0 0 0 -1,707 268
Percent of Open Interest Represented by Each Category of Trader
67.5 85.5 0.0 21.2 0.2 1.3 4.5 3.3 0.0 0.0 0.0 0.0 5.4 9.7
Number of Traders in Each Category Total Traders: 22
6 5 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 13,582
Positions
2,616 12,460 0 6,705 0 0 1,795 0 1 256 0 0 2,209 1,121
Changes from: October 4, 2022 Total Change is: 57
100 -149 0 -449 0 0 301 0 1 0 0 0 104 205
Percent of Open Interest Represented by Each Category of Trader
19.3 91.7 0.0 49.4 0.0 0.0 13.2 0.0 0.0 1.9 0.0 0.0 16.3 8.3
Number of Traders in Each Category Total Traders: 24
4 7 0 7 0 0 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 12,048
Positions
975 6,633 0 5,399 1,691 1,412 2,253 1,261 0 0 0 0 2,009 1,051
Changes from: October 4, 2022 Total Change is: 131
-3 -21 0 664 1,691 0 -263 0 0 0 0 0 -267 -1,539
Percent of Open Interest Represented by Each Category of Trader
8.1 55.1 0.0 44.8 14.0 11.7 18.7 10.5 0.0 0.0 0.0 0.0 16.7 8.7
Number of Traders in Each Category Total Traders: 25
. 8 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 131,767
Positions
10,730 1,773 100 30,850 1,907 704 29,533 87,232 562 0 1,000 0 59,288 38,489
Changes from: October 4, 2022 Total Change is: 7,212
3,883 175 100 -131 -1,290 -1 -8,147 12,575 137 0 1,000 0 11,371 -5,484
Percent of Open Interest Represented by Each Category of Trader
8.1 1.3 0.1 23.4 1.4 0.5 22.4 66.2 0.4 0.0 0.8 0.0 45.0 29.2
Number of Traders in Each Category Total Traders: 32
. . . 12 . 5 9 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 268,323
Positions
112,884 83,245 95,280 0 32,000 0 3,806 3,093 50,576 0 0 0 5,777 4,129
Changes from: October 4, 2022 Total Change is: 750
-1,000 -500 550 0 0 0 0 0 950 0 0 0 250 -250
Percent of Open Interest Represented by Each Category of Trader
42.1 31.0 35.5 0.0 11.9 0.0 1.4 1.2 18.8 0.0 0.0 0.0 2.2 1.5
Number of Traders in Each Category Total Traders: 21
8 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 55,998
Positions
23,899 399 82 21,052 43,063 3,175 771 3,435 0 0 558 0 7,019 5,286
Changes from: October 4, 2022 Total Change is: 2,064
2,396 -6 6 -794 1,125 69 75 1,032 0 0 262 0 312 -424
Percent of Open Interest Represented by Each Category of Trader
42.7 0.7 0.1 37.6 76.9 5.7 1.4 6.1 0.0 0.0 1.0 0.0 12.5 9.4
Number of Traders in Each Category Total Traders: 66
9 . . 26 21 12 . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 56,257
Positions
15,756 2,443 756 15,798 16,511 2,228 11,596 15,564 820 2,333 7,365 119 6,851 10,451
Changes from: October 4, 2022 Total Change is: 1,823
-1,768 446 519 1,500 -426 66 1,471 1,437 201 252 -88 35 -453 -367
Percent of Open Interest Represented by Each Category of Trader
28.0 4.3 1.3 28.1 29.3 4.0 20.6 27.7 1.5 4.1 13.1 0.2 12.2 18.6
Number of Traders in Each Category Total Traders: 320
32 16 7 56 53 33 43 68 22 20 32 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 281,284
Positions
78,780 12,213 3,780 78,991 82,555 11,140 57,979 77,822 4,099 11,665 36,826 595 34,255 52,254
Changes from: October 4, 2022 Total Change is: 9,113
-8,842 2,229 2,595 7,502 -2,132 331 7,354 7,185 1,007 1,258 -440 173 -2,265 -1,835
Percent of Open Interest Represented by Each Category of Trader
28.0 4.3 1.3 28.1 29.3 4.0 20.6 27.7 1.5 4.1 13.1 0.2 12.2 18.6
Number of Traders in Each Category Total Traders: 320
32 16 7 56 53 33 43 68 22 20 32 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 127,646
Positions
4,448 2,913 0 1,022 0 0 23,378 94,137 1,190 4,626 2,461 130 92,852 26,815
Changes from: October 4, 2022 Total Change is: 1,361
1,082 715 0 -472 0 0 -2,940 8,962 -466 1,411 105 20 2,726 -7,975
Percent of Open Interest Represented by Each Category of Trader
3.5 2.3 0.0 0.8 0.0 0.0 18.3 73.7 0.9 3.6 1.9 0.1 72.7 21.0
Number of Traders in Each Category Total Traders: 35
. . 0 . 0 0 11 10 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 564,078
Positions
225,171 37,813 2,018 143,582 259,148 46,195 103,876 153,186 5,345 15,291 36,694 1,582 21,018 22,097
Changes from: October 4, 2022 Total Change is: 6,223
2,410 5,194 669 -6,433 2,572 -1,892 10,616 2,044 -171 138 -5,120 1,535 -649 1,392
Percent of Open Interest Represented by Each Category of Trader
39.9 6.7 0.4 25.5 45.9 8.2 18.4 27.2 0.9 2.7 6.5 0.3 3.7 3.9
Number of Traders in Each Category Total Traders: 334
27 18 4 66 80 44 39 76 20 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 16,009
Positions
903 14,509 0 11,769 387 0 2,474 820 1 0 0 0 862 292
Changes from: October 4, 2022 Total Change is: 363
0 308 0 181 11 0 639 -44 1 0 0 0 -458 87
Percent of Open Interest Represented by Each Category of Trader
5.6 90.6 0.0 73.5 2.4 0.0 15.5 5.1 0.0 0.0 0.0 0.0 5.4 1.8
Number of Traders in Each Category Total Traders: 23
. 7 0 9 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 12,694
Positions
300 6,490 0 7,304 1,826 45 413 1,690 0 2,135 248 0 2,497 2,395
Changes from: October 4, 2022 Total Change is: -977
-640 21 0 -135 0 0 0 -425 0 0 -285 0 -202 -288
Percent of Open Interest Represented by Each Category of Trader
2.4 51.1 0.0 57.5 14.4 0.4 3.3 13.3 0.0 16.8 2.0 0.0 19.7 18.9
Number of Traders in Each Category Total Traders: 21
. . 0 8 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 44,498
Positions
7,476 4,604 366 21,181 4,339 2,705 7,458 8,740 28 358 7,416 0 4,926 16,300
Changes from: October 4, 2022 Total Change is: 2,850
1,547 -692 88 -740 -1,029 6 2,331 1,509 -50 2 2,432 0 -334 586
Percent of Open Interest Represented by Each Category of Trader
16.8 10.3 0.8 47.6 9.8 6.1 16.8 19.6 0.1 0.8 16.7 0.0 11.1 36.6
Number of Traders in Each Category Total Traders: 64
11 8 . 11 5 8 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 407,995
Positions
40,422 126,639 1,871 272,701 168,408 45,639 21,545 28,099 1,013 15,563 23,641 346 8,895 12,339
Changes from: October 4, 2022 Total Change is: -5,969
-4,037 -1,396 337 -3,665 3,556 -2,160 3,391 -6,329 -27 -916 -6,102 69 1,039 6,083
Percent of Open Interest Represented by Each Category of Trader
9.9 31.0 0.5 66.8 41.3 11.2 5.3 6.9 0.2 3.8 5.8 0.1 2.2 3.0
Number of Traders in Each Category Total Traders: 202
15 15 5 66 57 40 17 17 8 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,066,005
Positions
79,732 292,484 12,107 614,954 451,243 146,957 94,489 109,879 7,437 87,399 22,892 1,842 21,088 21,164
Changes from: October 4, 2022 Total Change is: -17,330
-4,616 -5,870 531 -19,793 5,883 1,355 5,767 -15,110 -2,067 174 215 46 1,273 -2,313
Percent of Open Interest Represented by Each Category of Trader
7.5 27.4 1.1 57.7 42.3 13.8 8.9 10.3 0.7 8.2 2.1 0.2 2.0 2.0
Number of Traders in Each Category Total Traders: 395
26 18 11 128 100 90 42 42 28 23 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 246,294
Positions
22,648 177,246 35,250 25,594 379 2,948 138,933 5,394 16,915 3,510 7,969 140 356 53
Changes from: October 4, 2022 Total Change is: 4,036
-3,506 -4,424 6,320 -108 115 0 -714 30 2,037 0 -52 0 7 10
Percent of Open Interest Represented by Each Category of Trader
9.2 72.0 14.3 10.4 0.2 1.2 56.4 2.2 6.9 1.4 3.2 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 102
6 27 14 14 . 4 35 4 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,211,229
Positions
21,868 143,203 4 612,583 296,289 196,892 118,536 328,460 9,767 84,612 97,282 0 166,967 139,332
Changes from: October 4, 2022 Total Change is: 3,247
711 15,383 -737 -13,787 -413 -1,600 3,376 -10,496 3,754 4,953 181 0 6,577 -2,825
Percent of Open Interest Represented by Each Category of Trader
1.8 11.8 0.0 50.6 24.5 16.3 9.8 27.1 0.8 7.0 8.0 0.0 13.8 11.5
Number of Traders in Each Category Total Traders: 189
6 17 . 65 30 59 27 30 18 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,429,371
Positions
11,337 63,524 1,703 845,730 223,652 258,924 58,223 733,160 26,946 66,486 8,389 0 160,022 113,073
Changes from: October 4, 2022 Total Change is: 26,099
-2,671 11,246 1,174 552 -134 10,634 10,312 -7,371 2,216 3,204 -2,160 0 678 10,494
Percent of Open Interest Represented by Each Category of Trader
0.8 4.4 0.1 59.2 15.6 18.1 4.1 51.3 1.9 4.7 0.6 0.0 11.2 7.9
Number of Traders in Each Category Total Traders: 161
4 10 . 76 25 61 11 24 9 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 2,045,923
Positions
26,579 236,803 14,207 1,134,110 417,766 288,483 195,991 585,274 72,100 149,286 176,059 4,469 160,698 250,762
Changes from: October 4, 2022 Total Change is: 82,444
-2,906 20,790 -231 61,240 -7,756 -9,799 -3,060 83,608 12,365 18,394 -24,445 1,931 4,510 5,981
Percent of Open Interest Represented by Each Category of Trader
1.3 11.6 0.7 55.4 20.4 14.1 9.6 28.6 3.5 7.3 8.6 0.2 7.9 12.3
Number of Traders in Each Category Total Traders: 348
11 41 8 99 53 84 33 67 28 17 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 3,873,986
Positions
116,855 422,584 9,837 1,903,888 974,084 766,627 299,006 793,332 97,396 312,592 390,333 21,821 345,964 397,972
Changes from: October 4, 2022 Total Change is: 23,492
-26,223 30,736 -33 30,844 -14,058 900 -18,596 6,711 12,201 14,237 -25,379 4,211 5,951 8,203
Percent of Open Interest Represented by Each Category of Trader
3.0 10.9 0.3 49.1 25.1 19.8 7.7 20.5 2.5 8.1 10.1 0.6 8.9 10.3
Number of Traders in Each Category Total Traders: 423
18 33 11 123 77 110 52 70 40 23 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,385,381
Positions
54,867 51,445 4,393 633,152 499,319 247,818 170,455 233,341 16,650 119,667 87,611 0 138,379 244,804
Changes from: October 4, 2022 Total Change is: 29,300
3,166 1,468 2,903 13,802 -12,243 6,644 1,153 15,471 2,192 10,172 2,746 0 -10,732 10,119
Percent of Open Interest Represented by Each Category of Trader
4.0 3.7 0.3 45.7 36.0 17.9 12.3 16.8 1.2 8.6 6.3 0.0 10.0 17.7
Number of Traders in Each Category Total Traders: 143
6 7 . 45 43 57 12 13 12 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 3,092
Positions
0 0 0 0 0 0 585 742 272 915 1,159 1 1,319 918
Changes from: October 4, 2022 Total Change is: -85
0 0 0 0 0 0 -93 -883 255 -350 419 1 102 123
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 18.9 24.0 8.8 29.6 37.5 0.0 42.7 29.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 4,040,583
Positions
74,210 480,570 8,093 1,735,888 737,880 792,825 599,598 1,255,411 59,510 464,726 282,796 1,992 303,741 421,506
Changes from: October 4, 2022 Total Change is: 44,858
-12,697 36,332 -1,047 -1,503 3,424 35,252 6,308 5,036 -7,594 18,960 -9,348 -414 7,593 -16,783
Percent of Open Interest Represented by Each Category of Trader
1.8 11.9 0.2 43.0 18.3 19.6 14.8 31.1 1.5 11.5 7.0 0.0 7.5 10.4
Number of Traders in Each Category Total Traders: 340
14 34 10 91 58 85 38 61 25 21 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,617,720
Positions
224,849 342,592 431,935 135 86,513 33,143 459,914 281,503 385,062 53,920 5,139 5,957 22,805 45,876
Changes from: October 4, 2022 Total Change is: 101,552
-3,092 -13,235 21,010 27 41,652 7,001 44,947 18,689 26,121 10,405 214 -2,055 -2,812 2,155
Percent of Open Interest Represented by Each Category of Trader
13.9 21.2 26.7 0.0 5.3 2.0 28.4 17.4 23.8 3.3 0.3 0.4 1.4 2.8
Number of Traders in Each Category Total Traders: 136
23 38 54 . 5 4 25 25 44 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 8,129,682
Positions
2,888,495 1,249,082 1,076,372 757,673 227,348 218,324 827,363 2,617,527 1,823,455 25,331 174,346 100,736 411,933 642,492
Changes from: October 4, 2022 Total Change is: -96,393
70,387 13,511 -7,142 -57,990 40,250 -35,177 -39,654 -69,823 -35,857 650 15,059 -2,359 10,749 -14,855
Percent of Open Interest Represented by Each Category of Trader
35.5 15.4 13.2 9.3 2.8 2.7 10.2 32.2 22.4 0.3 2.1 1.2 5.1 7.9
Number of Traders in Each Category Total Traders: 173
28 24 48 8 10 11 29 51 59 5 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 7,223,064
Positions
2,511,493 2,482,443 1,089,914 739,815 514,541 256,655 886,713 1,151,159 1,583,412 73,683 62,727 61,604 19,775 20,609
Changes from: October 4, 2022 Total Change is: 110,915
33,627 182,936 -26,516 -2,764 -63,961 22,283 34,902 -51,754 53,977 -1,549 85 437 -3,482 -6,572
Percent of Open Interest Represented by Each Category of Trader
34.8 34.4 15.1 10.2 7.1 3.6 12.3 15.9 21.9 1.0 0.9 0.9 0.3 0.3
Number of Traders in Each Category Total Traders: 451
52 82 108 11 33 30 64 93 123 29 48 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 630,362
Positions
152,662 255,848 127,756 300 12,443 4,985 191,074 67,390 152,305 655 8,848 339 286 448
Changes from: October 4, 2022 Total Change is: 38,205
27,767 15,601 1,735 0 -694 -1,409 -8,501 3,910 18,686 -197 139 46 78 191
Percent of Open Interest Represented by Each Category of Trader
24.2 40.6 20.3 0.0 2.0 0.8 30.3 10.7 24.2 0.1 1.4 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 157
29 46 46 . 4 . 30 30 41 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 15,756
Positions
246 2,553 53 5,902 1,486 1,006 3,722 8,172 949 2,867 746 4 1,007 787
Changes from: October 4, 2022 Total Change is: 1,526
122 66 53 -126 369 182 1,040 -3 653 -118 253 4 -284 -51
Percent of Open Interest Represented by Each Category of Trader
1.6 16.2 0.3 37.5 9.4 6.4 23.6 51.9 6.0 18.2 4.7 0.0 6.4 5.0
Number of Traders in Each Category Total Traders: 97
5 . . . 8 4 24 41 13 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 20,173
Positions
438 52 0 89 1,290 24 10,809 14,158 1,545 5,045 1,514 25 2,198 1,565
Changes from: October 4, 2022 Total Change is: -666
-701 -138 0 69 -15 12 -910 -1,311 705 474 -188 -6 -309 275
Percent of Open Interest Represented by Each Category of Trader
2.2 0.3 0.0 0.4 6.4 0.1 53.6 70.2 7.7 25.0 7.5 0.1 10.9 7.8
Number of Traders in Each Category Total Traders: 92
. . 0 . . . 12 16 5 38 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 3,871
Positions
96 93 168 0 385 13 1,639 1,951 258 977 363 42 678 598
Changes from: October 4, 2022 Total Change is: 59
-6 1 9 -116 101 -3 191 577 -7 -9 -682 13 -13 50
Percent of Open Interest Represented by Each Category of Trader
2.5 2.4 4.3 0.0 9.9 0.3 42.3 50.4 6.7 25.2 9.4 1.1 17.5 15.4
Number of Traders in Each Category Total Traders: 55
. . . 0 4 . 9 23 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 46,941
Positions
4,314 0 0 138 2,797 0 26,354 30,829 4,717 9,661 7,512 655 1,102 431
Changes from: October 4, 2022 Total Change is: 7,674
416 0 0 0 622 0 8,454 6,542 -196 -977 614 10 -33 82
Percent of Open Interest Represented by Each Category of Trader
9.2 0.0 0.0 0.3 6.0 0.0 56.1 65.7 10.0 20.6 16.0 1.4 2.3 0.9
Number of Traders in Each Category Total Traders: 112
. 0 0 . . 0 9 7 . 60 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 54,615
Positions
390 25,558 0 29,124 1,556 627 12,295 21,292 515 4,801 2,265 300 6,563 2,502
Changes from: October 4, 2022 Total Change is: -23
-138 282 0 114 279 -10 -977 -1,352 130 1,338 69 80 -560 499
Percent of Open Interest Represented by Each Category of Trader
0.7 46.8 0.0 53.3 2.8 1.1 22.5 39.0 0.9 8.8 4.1 0.5 12.0 4.6
Number of Traders in Each Category Total Traders: 132
. . 0 18 5 . 36 16 7 34 18 4
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Traders in Financial Futures - Futures Only Positions as of October 11, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 340,635
Positions
36,547 14,834 15,343 94,417 49,864 36,658 43,031 105,095 71,662 8,339 3,324 11,676 22,962 32,179
Changes from: October 4, 2022 Total Change is: 18,448
3,400 3,805 -9,001 2,165 919 -4,513 7,510 5,895 14,742 -527 299 1,538 3,134 4,764
Percent of Open Interest Represented by Each Category of Trader
10.7 4.4 4.5 27.7 14.6 10.8 12.6 30.9 21.0 2.4 1.0 3.4 6.7 9.4
Number of Traders in Each Category Total Traders: 184
16 13 18 27 20 26 38 42 52 10 6 17
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 59,022
Positions
37,033 44,908 0 16,756 831 2,234 1,938 10,734 0 803 212 5 253 98
Changes from: October 4, 2022 Total Change is: -321
-15 0 0 -285 -1,231 767 -1,081 -6 0 313 122 0 -20 27
Percent of Open Interest Represented by Each Category of Trader
62.7 76.1 0.0 28.4 1.4 3.8 3.3 18.2 0.0 1.4 0.4 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 42
. . 0 15 . 4 6 8 0 . . .
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Updated October 14, 2022