Traders in Financial Futures - Futures Only Positions as of November 1, 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 147,170
Positions
28,686 15,325 1,315 45,888 45,562 5,805 16,235 34,838 3,177 13,967 7,425 885 31,212 32,838
Changes from: October 25, 2022 Total Change is: 3,753
1,493 -995 90 1,695 1,093 -237 693 2,593 376 -69 -607 -377 89 1,817
Percent of Open Interest Represented by Each Category of Trader
19.5 10.4 0.9 31.2 31.0 3.9 11.0 23.7 2.2 9.5 5.0 0.6 21.2 22.3
Number of Traders in Each Category Total Traders: 111
11 5 . 14 25 5 15 27 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 50,107
Positions
32,490 89 787 2,545 15,944 252 6,465 12,520 9 0 0 0 7,559 20,506
Changes from: October 25, 2022 Total Change is: 3,513
4,040 -3 -4 121 1,044 -320 1,228 3,262 -14 0 0 0 -1,538 -452
Percent of Open Interest Represented by Each Category of Trader
64.8 0.2 1.6 5.1 31.8 0.5 12.9 25.0 0.0 0.0 0.0 0.0 15.1 40.9
Number of Traders in Each Category Total Traders: 46
7 . . . 14 . 11 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 243,549
Positions
107,764 35,819 1,522 38,162 90,884 3,905 64,702 61,888 4,360 3,670 5,166 0 19,464 40,005
Changes from: October 25, 2022 Total Change is: -15,420
-5,399 623 -33 -546 -13,000 -132 -8,308 -3,470 504 42 -150 0 -1,548 238
Percent of Open Interest Represented by Each Category of Trader
44.2 14.7 0.6 15.7 37.3 1.6 26.6 25.4 1.8 1.5 2.1 0.0 8.0 16.4
Number of Traders in Each Category Total Traders: 136
7 8 4 13 39 11 21 37 17 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 258,906
Positions
124,994 7,761 639 56,909 136,135 3,980 40,246 62,353 5,101 4,016 1,762 0 23,021 41,175
Changes from: October 25, 2022 Total Change is: -13,691
-7,688 4,668 138 -2,880 -3,361 -1,821 -259 -11,979 1,956 -603 -3,448 0 -2,534 156
Percent of Open Interest Represented by Each Category of Trader
48.3 3.0 0.2 22.0 52.6 1.5 15.5 24.1 2.0 1.6 0.7 0.0 8.9 15.9
Number of Traders in Each Category Total Traders: 130
11 . . 18 32 19 20 37 15 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 671,729
Positions
27,000 341,879 4,922 388,553 131,227 22,149 88,366 84,155 14,823 44,399 14,086 4,455 77,062 54,033
Changes from: October 25, 2022 Total Change is: 5,010
-1,695 31,490 486 2,048 -15,867 394 4,673 -4,742 -3,411 1,281 -468 62 1,172 -2,934
Percent of Open Interest Represented by Each Category of Trader
4.0 50.9 0.7 57.8 19.5 3.3 13.2 12.5 2.2 6.6 2.1 0.7 11.5 8.0
Number of Traders in Each Category Total Traders: 326
16 15 6 108 37 51 52 43 31 38 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 30,443
Positions
0 18,769 14 11,664 653 2,957 1,628 4,786 0 0 0 0 14,180 3,264
Changes from: October 25, 2022 Total Change is: -399
-412 14 -9 -233 62 353 33 -148 -603 0 0 0 472 -68
Percent of Open Interest Represented by Each Category of Trader
0.0 61.7 0.0 38.3 2.1 9.7 5.3 15.7 0.0 0.0 0.0 0.0 46.6 10.7
Number of Traders in Each Category Total Traders: 26
0 . . 15 . 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 165,411
Positions
77,134 11,260 2,236 43,826 68,543 4,846 18,241 45,476 1,825 2,002 3,730 0 15,301 27,495
Changes from: October 25, 2022 Total Change is: -1,550
2,128 -229 19 -5,349 -1,035 -182 688 2,321 -44 911 0 0 279 -2,400
Percent of Open Interest Represented by Each Category of Trader
46.6 6.8 1.4 26.5 41.4 2.9 11.0 27.5 1.1 1.2 2.3 0.0 9.3 16.6
Number of Traders in Each Category Total Traders: 96
8 . . 13 22 11 15 29 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 282,864
Positions
214 206,476 1,308 156,826 1,547 798 107,313 41,510 2,089 5,824 27,111 28 8,464 1,997
Changes from: October 25, 2022 Total Change is: 33,954
-643 42,769 -38 20,669 -142 267 13,219 -11,247 1,186 -814 283 23 85 853
Percent of Open Interest Represented by Each Category of Trader
0.1 73.0 0.5 55.4 0.5 0.3 37.9 14.7 0.7 2.1 9.6 0.0 3.0 0.7
Number of Traders in Each Category Total Traders: 179
. 10 . 34 5 6 71 26 12 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 58,289
Positions
1,585 31,582 3,804 5,746 9,313 42 36,951 5,401 874 3,041 1,009 0 6,246 6,264
Changes from: October 25, 2022 Total Change is: 14,645
1,209 -317 3,616 -13,854 5,649 0 23,699 2,668 -2,135 -390 235 0 2,500 4,929
Percent of Open Interest Represented by Each Category of Trader
2.7 54.2 6.5 9.9 16.0 0.1 63.4 9.3 1.5 5.2 1.7 0.0 10.7 10.7
Number of Traders in Each Category Total Traders: 69
. 5 . 7 8 . 20 11 6 12 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 47,219
Positions
18,464 1,046 91 4,137 22,728 400 19,970 15,639 747 623 747 80 2,707 5,741
Changes from: October 25, 2022 Total Change is: -3,401
-6,700 79 0 -1,441 -1,109 -96 5,199 -1,198 -373 276 -67 10 -276 -647
Percent of Open Interest Represented by Each Category of Trader
39.1 2.2 0.2 8.8 48.1 0.8 42.3 33.1 1.6 1.3 1.6 0.2 5.7 12.2
Number of Traders in Each Category Total Traders: 91
9 . . 7 20 5 19 27 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 23,214
Positions
5,469 5,412 57 2,464 12,047 0 14,428 1,693 0 0 2,414 0 796 1,591
Changes from: October 25, 2022 Total Change is: 6,013
1,379 467 0 227 5,529 0 4,714 35 0 0 170 0 -307 -188
Percent of Open Interest Represented by Each Category of Trader
23.6 23.3 0.2 10.6 51.9 0.0 62.2 7.3 0.0 0.0 10.4 0.0 3.4 6.9
Number of Traders in Each Category Total Traders: 37
4 . . 4 7 0 10 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 37,908
Positions
13,273 5,512 438 6,831 3,625 297 7,757 8,313 458 2,978 9,423 0 5,878 9,843
Changes from: October 25, 2022 Total Change is: 2,548
59 242 57 1,312 -2,357 -342 904 2,183 16 131 817 0 413 1,934
Percent of Open Interest Represented by Each Category of Trader
35.0 14.5 1.2 18.0 9.6 0.8 20.5 21.9 1.2 7.9 24.9 0.0 15.5 26.0
Number of Traders in Each Category Total Traders: 92
13 10 . 14 10 . 16 19 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 75,815
Positions
26,545 11,023 876 13,662 7,250 593 15,513 16,625 916 5,955 18,846 0 11,755 19,686
Changes from: October 25, 2022 Total Change is: 5,096
118 483 113 2,624 -4,714 -684 1,807 4,366 32 261 1,633 0 825 3,867
Percent of Open Interest Represented by Each Category of Trader
35.0 14.5 1.2 18.0 9.6 0.8 20.5 21.9 1.2 7.9 24.9 0.0 15.5 26.0
Number of Traders in Each Category Total Traders: 92
13 10 . 14 10 . 16 19 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 49,514
Positions
26,308 31,930 307 16,310 10,510 1,675 2,603 3,808 0 0 0 0 2,311 1,284
Changes from: October 25, 2022 Total Change is: -898
-110 -955 307 654 693 -381 -1,193 -13 -18 0 0 0 -157 -531
Percent of Open Interest Represented by Each Category of Trader
53.1 64.5 0.6 32.9 21.2 3.4 5.3 7.7 0.0 0.0 0.0 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 34
5 4 . 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 467,342
Positions
84,668 73,523 10,161 187,560 123,393 55,418 32,075 111,253 18,176 31,816 23,493 2,412 45,057 49,513
Changes from: October 25, 2022 Total Change is: -5,023
-10,503 17,203 248 -1,377 -9,620 -1,212 1,453 -8,535 41 7,633 -587 -2,792 1,486 232
Percent of Open Interest Represented by Each Category of Trader
18.1 15.7 2.2 40.1 26.4 11.9 6.9 23.8 3.9 6.8 5.0 0.5 9.6 10.6
Number of Traders in Each Category Total Traders: 554
34 38 23 138 113 108 70 98 56 34 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 31,459
Positions
8,211 28,475 0 15,155 1,459 0 4,794 656 0 0 0 0 3,299 869
Changes from: October 25, 2022 Total Change is: -254
1,366 -467 0 -1,840 -138 0 329 307 0 0 0 0 -109 44
Percent of Open Interest Represented by Each Category of Trader
26.1 90.5 0.0 48.2 4.6 0.0 15.2 2.1 0.0 0.0 0.0 0.0 10.5 2.8
Number of Traders in Each Category Total Traders: 35
5 7 0 11 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 2,336,711
Positions
423,340 367,613 50,807 937,799 616,967 277,088 160,373 556,267 90,881 159,078 117,466 12,058 225,287 247,564
Changes from: October 25, 2022 Total Change is: -25,113
-52,517 86,016 1,238 -6,884 -48,102 -6,059 7,266 -42,677 205 38,166 -2,933 -13,959 7,431 1,158
Percent of Open Interest Represented by Each Category of Trader
18.1 15.7 2.2 40.1 26.4 11.9 6.9 23.8 3.9 6.8 5.0 0.5 9.6 10.6
Number of Traders in Each Category Total Traders: 554
34 38 23 138 113 108 70 98 56 34 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 24,751
Positions
15,946 21,328 0 5,685 53 330 956 824 0 0 0 0 1,834 2,216
Changes from: October 25, 2022 Total Change is: -62
-400 306 0 140 0 0 100 -50 0 0 0 0 98 -318
Percent of Open Interest Represented by Each Category of Trader
64.4 86.2 0.0 23.0 0.2 1.3 3.9 3.3 0.0 0.0 0.0 0.0 7.4 9.0
Number of Traders in Each Category Total Traders: 23
6 6 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 13,916
Positions
2,516 12,974 0 7,406 0 0 1,807 0 0 0 0 0 2,187 942
Changes from: October 25, 2022 Total Change is: 208
-100 289 0 83 0 0 120 0 0 0 0 0 105 -81
Percent of Open Interest Represented by Each Category of Trader
18.1 93.2 0.0 53.2 0.0 0.0 13.0 0.0 0.0 0.0 0.0 0.0 15.7 6.8
Number of Traders in Each Category Total Traders: 24
4 7 0 9 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 12,456
Positions
1,121 7,158 0 6,011 1,691 1,290 1,265 1,205 0 0 0 0 2,769 1,112
Changes from: October 25, 2022 Total Change is: -278
246 -61 0 -141 0 -31 -1,149 -56 0 0 0 0 797 -130
Percent of Open Interest Represented by Each Category of Trader
9.0 57.5 0.0 48.3 13.6 10.4 10.2 9.7 0.0 0.0 0.0 0.0 22.2 8.9
Number of Traders in Each Category Total Traders: 21
. 6 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 181,908
Positions
14,986 3,031 300 33,222 3,782 233 75,809 100,294 6,147 1,730 2,013 0 49,481 66,108
Changes from: October 25, 2022 Total Change is: 23,239
4,747 476 300 158 654 18 19,394 2,046 2,865 40 807 0 -4,283 16,073
Percent of Open Interest Represented by Each Category of Trader
8.2 1.7 0.2 18.3 2.1 0.1 41.7 55.1 3.4 1.0 1.1 0.0 27.2 36.3
Number of Traders in Each Category Total Traders: 33
. . . 12 . 6 6 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 275,962
Positions
110,239 82,100 102,783 0 32,000 0 5,816 3,093 51,297 0 0 0 5,827 4,689
Changes from: October 25, 2022 Total Change is: -950
-1,000 -1,000 500 0 0 0 10 0 -510 0 0 0 50 60
Percent of Open Interest Represented by Each Category of Trader
39.9 29.8 37.2 0.0 11.6 0.0 2.1 1.1 18.6 0.0 0.0 0.0 2.1 1.7
Number of Traders in Each Category Total Traders: 21
9 4 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 47,075
Positions
15,987 2,288 49 20,621 33,713 2,989 1,143 1,863 76 0 0 0 6,210 6,097
Changes from: October 25, 2022 Total Change is: -5,356
-4,127 1,172 -10 101 -6,506 -196 -122 -977 60 0 0 0 -1,062 1,101
Percent of Open Interest Represented by Each Category of Trader
34.0 4.9 0.1 43.8 71.6 6.3 2.4 4.0 0.2 0.0 0.0 0.0 13.2 13.0
Number of Traders in Each Category Total Traders: 57
5 4 . 26 15 11 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 56,493
Positions
16,365 3,580 740 15,761 13,952 1,773 11,833 18,226 924 1,954 7,391 393 6,750 9,514
Changes from: October 25, 2022 Total Change is: 175
589 90 68 -479 -793 4 -74 -334 366 -261 1,316 297 -335 -840
Percent of Open Interest Represented by Each Category of Trader
29.0 6.3 1.3 27.9 24.7 3.1 20.9 32.3 1.6 3.5 13.1 0.7 11.9 16.8
Number of Traders in Each Category Total Traders: 293
33 15 9 57 47 29 42 52 21 19 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 282,466
Positions
81,825 17,901 3,702 78,807 69,758 8,863 59,164 91,130 4,621 9,772 36,956 1,963 33,749 47,572
Changes from: October 25, 2022 Total Change is: 876
2,943 451 339 -2,395 -3,963 19 -372 -1,670 1,831 -1,303 6,580 1,487 -1,673 -4,198
Percent of Open Interest Represented by Each Category of Trader
29.0 6.3 1.3 27.9 24.7 3.1 20.9 32.3 1.6 3.5 13.1 0.7 11.9 16.8
Number of Traders in Each Category Total Traders: 293
33 15 9 57 47 29 42 52 21 19 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 137,692
Positions
5,881 2,013 0 1,149 0 0 25,191 104,424 1,645 2,970 4,006 0 100,856 25,604
Changes from: October 25, 2022 Total Change is: 7,544
-5,143 179 -160 0 0 0 1,287 15,314 1,088 1,733 -364 -80 8,819 -8,433
Percent of Open Interest Represented by Each Category of Trader
4.3 1.5 0.0 0.8 0.0 0.0 18.3 75.8 1.2 2.2 2.9 0.0 73.2 18.6
Number of Traders in Each Category Total Traders: 36
4 . 0 . 0 0 12 8 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 499,310
Positions
135,516 56,552 977 157,511 218,158 42,492 103,758 129,552 3,124 30,117 27,520 300 25,515 20,635
Changes from: October 25, 2022 Total Change is: -24,300
-42,050 8,135 -116 13,476 -16,003 -1,830 4,731 -6,354 -258 6,463 -4,848 -1,356 -3,360 -1,670
Percent of Open Interest Represented by Each Category of Trader
27.1 11.3 0.2 31.5 43.7 8.5 20.8 25.9 0.6 6.0 5.5 0.1 5.1 4.1
Number of Traders in Each Category Total Traders: 325
22 20 . 71 74 43 45 67 19 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 15,759
Positions
1,211 14,215 0 10,988 372 0 2,564 718 0 0 0 0 996 454
Changes from: October 25, 2022 Total Change is: 36
100 46 0 -251 -6 0 6 -20 0 0 0 0 181 16
Percent of Open Interest Represented by Each Category of Trader
7.7 90.2 0.0 69.7 2.4 0.0 16.3 4.6 0.0 0.0 0.0 0.0 6.3 2.9
Number of Traders in Each Category Total Traders: 21
. 6 0 7 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 13,102
Positions
1,240 5,670 0 6,970 785 28 0 2,816 0 2,135 1,011 0 2,729 2,792
Changes from: October 25, 2022 Total Change is: 915
1,240 221 0 134 -663 1 -413 516 0 0 411 0 -47 429
Percent of Open Interest Represented by Each Category of Trader
9.5 43.3 0.0 53.2 6.0 0.2 0.0 21.5 0.0 16.3 7.7 0.0 20.8 21.3
Number of Traders in Each Category Total Traders: 20
. 4 0 8 . . 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 50,530
Positions
7,618 8,708 298 21,782 4,213 2,537 12,286 5,517 34 738 10,411 0 5,237 18,812
Changes from: October 25, 2022 Total Change is: 3,404
1,048 2,110 -28 -622 -443 -10 2,548 -2,080 8 738 1,777 0 -278 2,070
Percent of Open Interest Represented by Each Category of Trader
15.1 17.2 0.6 43.1 8.3 5.0 24.3 10.9 0.1 1.5 20.6 0.0 10.4 37.2
Number of Traders in Each Category Total Traders: 64
13 7 . 14 5 7 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 378,914
Positions
36,809 122,946 508 256,545 151,539 45,681 14,800 28,807 1,734 15,790 20,744 401 6,646 6,554
Changes from: October 25, 2022 Total Change is: -13,962
-2,574 -2,550 -1,077 -6,176 -12,319 1,790 -3,973 2,670 645 -1,197 -3,013 -3 -1,397 -105
Percent of Open Interest Represented by Each Category of Trader
9.7 32.4 0.1 67.7 40.0 12.1 3.9 7.6 0.5 4.2 5.5 0.1 1.8 1.7
Number of Traders in Each Category Total Traders: 210
14 14 4 69 58 36 15 23 10 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 1,133,700
Positions
81,978 328,535 9,638 706,450 434,491 140,320 73,453 139,276 8,007 84,293 55,649 1,658 27,903 16,126
Changes from: October 25, 2022 Total Change is: 75,769
-5,652 43,165 -1,246 74,944 -4,875 -6,525 -774 27,367 -1,607 11,213 24,384 -102 5,518 -4,792
Percent of Open Interest Represented by Each Category of Trader
7.2 29.0 0.9 62.3 38.3 12.4 6.5 12.3 0.7 7.4 4.9 0.1 2.5 1.4
Number of Traders in Each Category Total Traders: 413
26 21 10 136 99 91 43 48 31 22 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 270,063
Positions
9,983 188,328 49,504 24,694 99 2,733 161,046 5,174 15,388 5,492 7,879 388 835 570
Changes from: October 25, 2022 Total Change is: 6,596
-3,981 421 4,675 -879 -88 -205 5,137 20 1,092 0 -41 248 509 474
Percent of Open Interest Represented by Each Category of Trader
3.7 69.7 18.3 9.1 0.0 1.0 59.6 1.9 5.7 2.0 2.9 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 105
5 29 15 13 . 4 37 4 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 1,193,687
Positions
29,460 120,060 3,467 600,548 299,777 196,029 104,429 329,064 7,998 80,835 96,770 385 170,536 140,137
Changes from: October 25, 2022 Total Change is: -30,227
2,210 -2,791 -5,541 -24,082 883 14,316 -15,451 -35,098 -3,406 2,551 3,978 375 -1,199 -2,943
Percent of Open Interest Represented by Each Category of Trader
2.5 10.1 0.3 50.3 25.1 16.4 8.7 27.6 0.7 6.8 8.1 0.0 14.3 11.7
Number of Traders in Each Category Total Traders: 193
8 15 . 62 34 60 25 33 21 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 1,450,942
Positions
22,875 46,137 513 856,686 244,347 258,635 71,924 754,706 18,484 55,964 14,533 0 165,861 113,587
Changes from: October 25, 2022 Total Change is: -2,090
10,709 -17,651 -4,476 -3,588 22,623 3,260 2,207 1,154 -5,355 -6,050 5,425 0 1,203 -7,070
Percent of Open Interest Represented by Each Category of Trader
1.6 3.2 0.0 59.0 16.8 17.8 5.0 52.0 1.3 3.9 1.0 0.0 11.4 7.8
Number of Traders in Each Category Total Traders: 158
4 10 . 74 24 58 11 25 9 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 2,234,148
Positions
43,287 197,577 16,479 1,286,483 366,265 298,326 156,259 908,259 102,611 158,309 145,635 3,363 169,031 195,633
Changes from: October 25, 2022 Total Change is: 101,013
16,009 -58,102 5,532 60,546 7,232 -32,938 5,131 185,650 25,524 11,997 4,068 103 9,109 -36,056
Percent of Open Interest Represented by Each Category of Trader
1.9 8.8 0.7 57.6 16.4 13.4 7.0 40.7 4.6 7.1 6.5 0.2 7.6 8.8
Number of Traders in Each Category Total Traders: 354
13 35 11 107 50 86 33 69 36 18 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 3,952,205
Positions
82,890 404,063 16,087 2,069,614 906,955 759,353 297,048 961,486 102,446 248,510 380,320 18,290 357,967 403,205
Changes from: October 25, 2022 Total Change is: 23,195
2,961 -17,427 4,493 29,079 -62,385 -17,377 -8,159 137,359 22,117 -134 -30,094 -3,940 -5,845 -9,551
Percent of Open Interest Represented by Each Category of Trader
2.1 10.2 0.4 52.4 22.9 19.2 7.5 24.3 2.6 6.3 9.6 0.5 9.1 10.2
Number of Traders in Each Category Total Traders: 412
18 35 16 128 77 110 48 65 47 18 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 1,392,475
Positions
45,406 47,821 6,284 668,880 546,174 232,945 144,291 213,127 16,747 124,348 98,110 0 153,574 231,267
Changes from: October 25, 2022 Total Change is: 6,476
-3,552 581 666 7,826 15,833 -8,545 -797 -6,708 2,271 5,822 1,577 0 2,785 801
Percent of Open Interest Represented by Each Category of Trader
3.3 3.4 0.5 48.0 39.2 16.7 10.4 15.3 1.2 8.9 7.0 0.0 11.0 16.6
Number of Traders in Each Category Total Traders: 145
. 7 . 46 44 57 10 15 9 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 2,518
Positions
0 0 0 0 0 0 89 1,662 0 1,296 119 0 1,133 737
Changes from: October 25, 2022 Total Change is: -1,230
0 0 0 0 0 0 -825 110 -382 81 -524 -20 -84 -414
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 3.5 66.0 0.0 51.5 4.7 0.0 45.0 29.3
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . 0 18 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 4,140,760
Positions
41,440 559,530 10,658 1,791,955 706,094 800,387 632,924 1,329,833 69,298 479,021 256,973 1,135 313,942 406,852
Changes from: October 25, 2022 Total Change is: 53,012
5,704 20,672 492 83,382 -34,780 -31,478 -16,695 99,457 3,192 14,827 -6,629 -15 -6,397 2,101
Percent of Open Interest Represented by Each Category of Trader
1.0 13.5 0.3 43.3 17.1 19.3 15.3 32.1 1.7 11.6 6.2 0.0 7.6 9.8
Number of Traders in Each Category Total Traders: 345
12 34 11 99 56 90 41 62 31 20 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 1,364,703
Positions
276,825 256,819 353,718 3,561 96,810 14,496 310,176 245,629 347,436 28,767 6,280 4,633 25,091 38,882
Changes from: October 25, 2022 Total Change is: -345,692
44,289 -148,400 -102,602 -4,662 -3,514 -718 -202,780 -59,495 -38,965 -38,053 3,925 406 -2,607 3,671
Percent of Open Interest Represented by Each Category of Trader
20.3 18.8 25.9 0.3 7.1 1.1 22.7 18.0 25.5 2.1 0.5 0.3 1.8 2.8
Number of Traders in Each Category Total Traders: 130
24 33 49 . 4 4 26 25 46 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 7,921,865
Positions
2,732,225 1,289,463 1,039,535 587,818 154,596 254,793 936,036 2,398,247 1,912,527 24,993 172,005 62,749 371,189 637,950
Changes from: October 25, 2022 Total Change is: -94,377
223,902 -54,995 -55,458 -106,910 -10,447 -1,731 -24,920 -7,727 72,454 -1,273 1,268 6,270 -206,711 -44,011
Percent of Open Interest Represented by Each Category of Trader
34.5 16.3 13.1 7.4 2.0 3.2 11.8 30.3 24.1 0.3 2.2 0.8 4.7 8.1
Number of Traders in Each Category Total Traders: 171
28 24 50 9 9 10 32 45 61 6 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 7,403,932
Positions
2,588,400 2,447,606 1,151,897 538,554 442,999 313,102 840,590 1,071,352 1,772,713 75,839 83,807 90,759 32,078 29,697
Changes from: October 25, 2022 Total Change is: 158,884
-4,747 -17,926 77,480 -85,585 -49,718 19,780 38,233 20,284 100,510 3,510 322 832 8,871 7,320
Percent of Open Interest Represented by Each Category of Trader
35.0 33.1 15.6 7.3 6.0 4.2 11.4 14.5 23.9 1.0 1.1 1.2 0.4 0.4
Number of Traders in Each Category Total Traders: 472
51 88 111 23 28 28 63 98 125 31 48 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 553,111
Positions
115,590 251,099 109,346 200 1,153 11,718 204,132 62,950 110,233 943 5,506 782 167 324
Changes from: October 25, 2022 Total Change is: -181,829
-64,415 -69,483 -28,861 -100 -8,534 1,074 -38,334 -15,502 -50,797 -738 -7,186 308 34 -2,848
Percent of Open Interest Represented by Each Category of Trader
20.9 45.4 19.8 0.0 0.2 2.1 36.9 11.4 19.9 0.2 1.0 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 163
32 49 47 . 5 . 29 35 42 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 12,183
Positions
222 2,453 38 6,397 1,042 556 2,304 5,873 956 450 473 42 1,218 750
Changes from: October 25, 2022 Total Change is: -2,671
-15 123 -54 88 195 -257 -1,221 -2,002 -283 -789 -142 -182 42 -69
Percent of Open Interest Represented by Each Category of Trader
1.8 20.1 0.3 52.5 8.6 4.6 18.9 48.2 7.8 3.7 3.9 0.3 10.0 6.2
Number of Traders in Each Category Total Traders: 88
4 . . 4 7 4 21 38 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 19,130
Positions
232 1,177 0 60 1,224 6 11,534 13,171 1,790 2,951 672 1 2,556 1,089
Changes from: October 25, 2022 Total Change is: -4,752
5 296 0 30 -155 4 -765 -1,592 -2,313 -1,488 -666 -23 -202 -303
Percent of Open Interest Represented by Each Category of Trader
1.2 6.2 0.0 0.3 6.4 0.0 60.3 68.8 9.4 15.4 3.5 0.0 13.4 5.7
Number of Traders in Each Category Total Traders: 76
. . 0 . . . 12 9 6 36 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 3,279
Positions
96 141 148 325 277 31 1,230 1,834 204 356 268 5 884 371
Changes from: October 25, 2022 Total Change is: -1,529
0 56 -13 133 -171 7 -164 -723 -442 -1,026 -164 5 -29 -84
Percent of Open Interest Represented by Each Category of Trader
2.9 4.3 4.5 9.9 8.4 0.9 37.5 55.9 6.2 10.9 8.2 0.2 27.0 11.3
Number of Traders in Each Category Total Traders: 58
. . . . 4 . 20 17 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 26,032
Positions
3,447 0 0 138 1,674 0 8,026 18,650 920 12,078 4,323 252 1,171 213
Changes from: October 25, 2022 Total Change is: -20,551
662 0 0 0 -972 0 -18,931 -16,802 -997 -699 -1,188 -451 -135 -141
Percent of Open Interest Represented by Each Category of Trader
13.2 0.0 0.0 0.5 6.4 0.0 30.8 71.6 3.5 46.4 16.6 1.0 4.5 0.8
Number of Traders in Each Category Total Traders: 108
. 0 0 . . 0 7 7 . 71 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 55,942
Positions
415 25,566 0 27,011 1,271 761 15,613 21,704 351 5,001 3,042 330 6,460 2,917
Changes from: October 25, 2022 Total Change is: -3,111
24 0 0 -2,630 -96 97 1,751 -3,956 -301 -1,579 899 -12 -461 258
Percent of Open Interest Represented by Each Category of Trader
0.7 45.7 0.0 48.3 2.3 1.4 27.9 38.8 0.6 8.9 5.4 0.6 11.5 5.2
Number of Traders in Each Category Total Traders: 120
. . 0 14 . 4 31 18 . 30 21 4
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 326,527
Positions
30,601 10,936 22,490 67,940 55,218 37,414 54,707 82,598 75,530 6,329 5,278 10,409 21,107 26,654
Changes from: October 25, 2022 Total Change is: 8,635
2,740 -307 1,565 -8,749 14,950 -2,306 4,458 -16,490 9,924 14 1,994 725 264 -1,420
Percent of Open Interest Represented by Each Category of Trader
9.4 3.3 6.9 20.8 16.9 11.5 16.8 25.3 23.1 1.9 1.6 3.2 6.5 8.2
Number of Traders in Each Category Total Traders: 167
12 12 18 16 28 24 30 45 49 8 5 16
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 57,986
Positions
36,988 47,444 0 13,802 75 2,396 3,462 7,758 3 981 189 17 337 104
Changes from: October 25, 2022 Total Change is: -71
0 2,536 0 144 -170 0 -258 -2,550 0 -3 86 2 44 25
Percent of Open Interest Represented by Each Category of Trader
63.8 81.8 0.0 23.8 0.1 4.1 6.0 13.4 0.0 1.7 0.3 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 42
. 4 0 14 . 4 7 8 . . . .
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Updated November 04, 2022