Traders in Financial Futures - Futures Only Positions as of November 15, 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 139,753
Positions
26,205 15,672 1,300 44,106 44,880 5,690 14,824 30,064 1,964 15,139 8,349 47 30,478 31,787
Changes from: November 8, 2022 Total Change is: -7,802
-4,666 1,062 -9 -795 -2,033 16 -2,103 -7,867 -285 -68 -637 0 108 1,951
Percent of Open Interest Represented by Each Category of Trader
18.8 11.2 0.9 31.6 32.1 4.1 10.6 21.5 1.4 10.8 6.0 0.0 21.8 22.7
Number of Traders in Each Category Total Traders: 106
10 5 . 12 24 5 15 25 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 41,966
Positions
26,164 902 658 2,035 11,068 177 2,493 13,912 381 0 0 0 10,058 14,868
Changes from: November 8, 2022 Total Change is: -7,941
-6,220 902 -40 -294 -3,393 -40 -2,411 -122 162 0 0 0 902 -5,410
Percent of Open Interest Represented by Each Category of Trader
62.3 2.1 1.6 4.8 26.4 0.4 5.9 33.2 0.9 0.0 0.0 0.0 24.0 35.4
Number of Traders in Each Category Total Traders: 40
7 . . . 9 . 5 15 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 230,102
Positions
89,795 43,269 1,858 41,981 83,053 5,534 64,269 51,857 3,883 3,055 4,316 51 19,676 36,281
Changes from: November 8, 2022 Total Change is: -7,232
-10,844 6,182 429 4,030 -9,162 993 -1,341 -6,410 90 -1,350 -200 -201 962 1,047
Percent of Open Interest Represented by Each Category of Trader
39.0 18.8 0.8 18.2 36.1 2.4 27.9 22.5 1.7 1.3 1.9 0.0 8.6 15.8
Number of Traders in Each Category Total Traders: 131
7 8 . 17 35 13 21 34 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 233,346
Positions
108,146 12,676 717 56,437 119,838 3,469 33,862 55,569 3,153 3,462 2,453 39 24,061 35,432
Changes from: November 8, 2022 Total Change is: -18,032
-10,295 7,283 113 580 -13,641 -324 -3,820 -5,907 -1,257 -667 414 39 -2,401 -4,752
Percent of Open Interest Represented by Each Category of Trader
46.3 5.4 0.3 24.2 51.4 1.5 14.5 23.8 1.4 1.5 1.1 0.0 10.3 15.2
Number of Traders in Each Category Total Traders: 116
11 . 4 19 29 14 16 31 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 682,575
Positions
29,953 382,541 4,450 396,749 108,180 21,243 80,563 80,590 14,776 44,369 19,230 4,325 86,147 47,240
Changes from: November 8, 2022 Total Change is: 14,673
1,565 31,441 -354 10,755 -15,123 -24 -1,287 5,559 -3,940 363 4,262 -413 8,008 -6,735
Percent of Open Interest Represented by Each Category of Trader
4.4 56.0 0.7 58.1 15.8 3.1 11.8 11.8 2.2 6.5 2.8 0.6 12.6 6.9
Number of Traders in Each Category Total Traders: 320
16 15 8 109 35 46 47 41 28 40 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 31,419
Positions
408 18,764 19 12,171 1,087 2,921 960 4,893 503 0 0 0 14,437 3,232
Changes from: November 8, 2022 Total Change is: 816
-7 -1 1 600 0 -37 -41 491 4 0 0 0 296 358
Percent of Open Interest Represented by Each Category of Trader
1.3 59.7 0.1 38.7 3.5 9.3 3.1 15.6 1.6 0.0 0.0 0.0 45.9 10.3
Number of Traders in Each Category Total Traders: 26
. . . 14 4 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 162,440
Positions
74,128 12,510 2,100 43,554 71,802 4,452 19,092 41,351 2,103 1,982 3,730 0 15,029 24,392
Changes from: November 8, 2022 Total Change is: -83
552 -639 -20 883 420 -405 412 989 322 -254 0 0 -1,573 -750
Percent of Open Interest Represented by Each Category of Trader
45.6 7.7 1.3 26.8 44.2 2.7 11.8 25.5 1.3 1.2 2.3 0.0 9.3 15.0
Number of Traders in Each Category Total Traders: 95
7 . . 13 23 10 18 26 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 303,442
Positions
561 235,128 793 169,311 3,413 792 114,174 30,266 1,410 6,949 28,900 62 9,390 2,678
Changes from: November 8, 2022 Total Change is: 3,422
-434 6,339 -500 5,609 1,812 -751 485 -4,357 -368 -947 889 7 321 351
Percent of Open Interest Represented by Each Category of Trader
0.2 77.5 0.3 55.8 1.1 0.3 37.6 10.0 0.5 2.3 9.5 0.0 3.1 0.9
Number of Traders in Each Category Total Traders: 176
. 9 . 30 7 6 71 23 11 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 23,469
Positions
462 7,267 342 6,319 5,602 93 8,594 5,976 293 2,624 2,540 0 4,742 1,356
Changes from: November 8, 2022 Total Change is: -4,577
-36 468 180 -737 -3,007 51 -4,192 -3,109 246 -329 468 0 240 126
Percent of Open Interest Represented by Each Category of Trader
2.0 31.0 1.5 26.9 23.9 0.4 36.6 25.5 1.2 11.2 10.8 0.0 20.2 5.8
Number of Traders in Each Category Total Traders: 68
. 4 . 8 7 . 16 11 . 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 42,589
Positions
20,893 1,430 81 3,724 19,286 271 14,176 16,323 221 492 493 51 2,680 4,433
Changes from: November 8, 2022 Total Change is: -3,219
776 582 -6 -12 -3,444 -150 -3,056 1,572 -929 14 -316 -4 148 -524
Percent of Open Interest Represented by Each Category of Trader
49.1 3.4 0.2 8.7 45.3 0.6 33.3 38.3 0.5 1.2 1.2 0.1 6.3 10.4
Number of Traders in Each Category Total Traders: 86
8 4 . 8 21 5 18 22 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 23,155
Positions
5,607 5,109 32 2,242 12,261 0 14,157 1,380 3 0 3,220 0 1,114 1,150
Changes from: November 8, 2022 Total Change is: -927
-11 58 -11 -119 -284 0 -787 -338 0 0 -165 0 1 -187
Percent of Open Interest Represented by Each Category of Trader
24.2 22.1 0.1 9.7 53.0 0.0 61.1 6.0 0.0 0.0 13.9 0.0 4.8 5.0
Number of Traders in Each Category Total Traders: 37
4 . . . 7 0 12 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 36,917
Positions
13,039 6,016 389 8,242 3,289 264 8,237 7,900 394 0 9,468 14 6,340 9,185
Changes from: November 8, 2022 Total Change is: -1,959
960 -755 -76 287 -1,886 -100 -674 925 -79 -2,714 435 14 425 -437
Percent of Open Interest Represented by Each Category of Trader
35.3 16.3 1.1 22.3 8.9 0.7 22.3 21.4 1.1 0.0 25.6 0.0 17.2 24.9
Number of Traders in Each Category Total Traders: 90
14 13 . 14 8 . 17 15 10 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 73,833
Positions
26,077 12,032 777 16,483 6,577 527 16,474 15,800 788 0 18,935 27 12,680 18,370
Changes from: November 8, 2022 Total Change is: -3,917
1,919 -1,509 -152 573 -3,772 -199 -1,348 1,849 -158 -5,428 870 27 849 -873
Percent of Open Interest Represented by Each Category of Trader
35.3 16.3 1.1 22.3 8.9 0.7 22.3 21.4 1.1 0.0 25.6 0.0 17.2 24.9
Number of Traders in Each Category Total Traders: 90
14 13 . 14 8 . 17 15 10 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 50,410
Positions
27,076 30,713 0 16,895 10,414 1,757 1,848 6,168 0 0 0 0 2,834 1,358
Changes from: November 8, 2022 Total Change is: 161
259 -554 0 6 -451 48 -445 1,899 0 0 0 0 293 -781
Percent of Open Interest Represented by Each Category of Trader
53.7 60.9 0.0 33.5 20.7 3.5 3.7 12.2 0.0 0.0 0.0 0.0 5.6 2.7
Number of Traders in Each Category Total Traders: 31
5 4 0 15 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 468,702
Positions
81,679 75,249 15,459 188,799 103,789 55,019 30,575 124,829 19,939 27,012 24,098 2,297 47,923 48,021
Changes from: November 8, 2022 Total Change is: 4,923
-1,655 4,979 4,049 3,720 -16,728 861 -2,603 13,231 -189 -1,635 481 -25 2,401 -1,736
Percent of Open Interest Represented by Each Category of Trader
17.4 16.1 3.3 40.3 22.1 11.7 6.5 26.6 4.3 5.8 5.1 0.5 10.2 10.2
Number of Traders in Each Category Total Traders: 540
34 36 25 143 103 110 70 92 66 33 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 31,861
Positions
8,670 29,166 0 14,777 1,364 0 5,543 281 25 0 0 0 2,846 1,025
Changes from: November 8, 2022 Total Change is: 150
828 300 0 -129 0 0 -370 -30 25 0 0 0 -204 -145
Percent of Open Interest Represented by Each Category of Trader
27.2 91.5 0.0 46.4 4.3 0.0 17.4 0.9 0.1 0.0 0.0 0.0 8.9 3.2
Number of Traders in Each Category Total Traders: 36
5 7 0 13 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 2,343,509
Positions
408,394 376,245 77,293 943,995 518,947 275,097 152,873 624,147 99,696 135,061 120,491 11,487 239,613 240,106
Changes from: November 8, 2022 Total Change is: 24,614
-8,277 24,895 20,246 18,600 -83,639 4,305 -13,015 66,155 -946 -8,177 2,405 -126 12,004 -8,681
Percent of Open Interest Represented by Each Category of Trader
17.4 16.1 3.3 40.3 22.1 11.7 6.5 26.6 4.3 5.8 5.1 0.5 10.2 10.2
Number of Traders in Each Category Total Traders: 540
34 36 25 143 103 110 70 92 66 33 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 25,919
Positions
14,790 23,106 0 7,858 53 330 1,313 753 0 0 0 0 1,628 1,677
Changes from: November 8, 2022 Total Change is: 996
774 1,125 0 2,050 0 0 -14 219 0 0 0 0 -1,814 -348
Percent of Open Interest Represented by Each Category of Trader
57.1 89.1 0.0 30.3 0.2 1.3 5.1 2.9 0.0 0.0 0.0 0.0 6.3 6.5
Number of Traders in Each Category Total Traders: 25
6 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 14,454
Positions
3,960 13,651 0 6,247 0 0 1,721 0 3 0 0 0 2,523 800
Changes from: November 8, 2022 Total Change is: 339
1,348 301 0 -903 0 0 -44 0 3 0 0 0 -65 35
Percent of Open Interest Represented by Each Category of Trader
27.4 94.4 0.0 43.2 0.0 0.0 11.9 0.0 0.0 0.0 0.0 0.0 17.5 5.5
Number of Traders in Each Category Total Traders: 23
5 8 0 6 0 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 23,434
Positions
7,514 12,921 0 14,325 8,307 0 628 1,223 0 0 0 0 967 983
Changes from: November 8, 2022 Total Change is: 459
258 -3,823 0 334 4,123 0 0 128 0 0 0 0 -133 31
Percent of Open Interest Represented by Each Category of Trader
32.1 55.1 0.0 61.1 35.4 0.0 2.7 5.2 0.0 0.0 0.0 0.0 4.1 4.2
Number of Traders in Each Category Total Traders: 24
6 4 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,427
Positions
819 10,845 0 10,769 1,936 1,365 1,334 1,290 0 0 0 0 2,140 991
Changes from: November 8, 2022 Total Change is: 284
26 250 0 508 1,936 41 -189 106 0 0 0 0 -102 -2,049
Percent of Open Interest Represented by Each Category of Trader
5.0 66.0 0.0 65.6 11.8 8.3 8.1 7.9 0.0 0.0 0.0 0.0 13.0 6.0
Number of Traders in Each Category Total Traders: 27
. 9 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 187,469
Positions
20,778 3,134 300 34,393 3,970 128 83,221 67,488 3,956 1,810 1,647 0 42,883 106,846
Changes from: November 8, 2022 Total Change is: -241
7,102 156 0 -118 177 -7 -8,098 -20,245 2,994 200 1,647 0 -2,314 15,037
Percent of Open Interest Represented by Each Category of Trader
11.1 1.7 0.2 18.3 2.1 0.1 44.4 36.0 2.1 1.0 0.9 0.0 22.9 57.0
Number of Traders in Each Category Total Traders: 32
. . . 12 . . 7 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 280,962
Positions
108,002 81,850 106,763 0 32,000 0 6,316 2,093 53,297 0 0 0 6,584 4,959
Changes from: November 8, 2022 Total Change is: 1,500
-1,000 -250 1,750 0 0 0 500 0 0 0 0 0 250 0
Percent of Open Interest Represented by Each Category of Trader
38.4 29.1 38.0 0.0 11.4 0.0 2.2 0.7 19.0 0.0 0.0 0.0 2.3 1.8
Number of Traders in Each Category Total Traders: 21
9 4 11 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 45,590
Positions
14,545 2,472 80 20,021 33,005 2,921 987 1,517 37 0 440 0 6,999 5,118
Changes from: November 8, 2022 Total Change is: -1,869
-994 645 -53 -1,514 -2,066 -51 136 -455 -109 0 222 0 716 -2
Percent of Open Interest Represented by Each Category of Trader
31.9 5.4 0.2 43.9 72.4 6.4 2.2 3.3 0.1 0.0 1.0 0.0 15.4 11.2
Number of Traders in Each Category Total Traders: 56
5 . . 23 18 10 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 53,686
Positions
14,051 6,556 997 16,041 11,293 1,797 10,109 17,697 993 2,490 5,527 81 7,127 8,745
Changes from: November 8, 2022 Total Change is: -925
-1,393 3,057 98 615 -2,457 -72 -892 -124 -74 670 -348 -174 297 -831
Percent of Open Interest Represented by Each Category of Trader
26.2 12.2 1.9 29.9 21.0 3.3 18.8 33.0 1.8 4.6 10.3 0.2 13.3 16.3
Number of Traders in Each Category Total Traders: 297
29 18 10 61 48 30 41 55 23 22 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 268,428
Positions
70,255 32,778 4,986 80,205 56,465 8,986 50,543 88,483 4,965 12,449 27,636 405 35,634 43,724
Changes from: November 8, 2022 Total Change is: -4,626
-6,967 15,285 490 3,074 -12,285 -360 -4,459 -622 -369 3,348 -1,742 -868 1,485 -4,155
Percent of Open Interest Represented by Each Category of Trader
26.2 12.2 1.9 29.9 21.0 3.3 18.8 33.0 1.8 4.6 10.3 0.2 13.3 16.3
Number of Traders in Each Category Total Traders: 297
29 18 10 61 48 30 41 55 23 22 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 112,262
Positions
4,539 2,374 0 1,370 0 0 11,734 71,523 1,454 5,711 3,596 101 87,353 33,214
Changes from: November 8, 2022 Total Change is: -17,388
-1,753 -134 0 219 0 0 -7,314 -24,131 417 1,833 -749 -24 -10,766 7,233
Percent of Open Interest Represented by Each Category of Trader
4.0 2.1 0.0 1.2 0.0 0.0 10.5 63.7 1.3 5.1 3.2 0.1 77.8 29.6
Number of Traders in Each Category Total Traders: 40
5 . 0 . 0 0 11 9 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 466,354
Positions
119,275 45,856 3,276 166,143 185,510 39,598 83,868 143,915 4,727 24,470 25,123 231 24,766 18,118
Changes from: November 8, 2022 Total Change is: -28,279
-10,965 -5,036 2,102 4,912 -26,066 -2,140 -21,340 6,146 776 -3,636 -3,105 11 2,001 -967
Percent of Open Interest Represented by Each Category of Trader
25.6 9.8 0.7 35.6 39.8 8.5 18.0 30.9 1.0 5.2 5.4 0.0 5.3 3.9
Number of Traders in Each Category Total Traders: 317
25 19 6 76 68 43 40 65 22 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 16,941
Positions
1,211 15,148 0 11,703 349 0 2,944 1,017 0 0 0 0 1,083 427
Changes from: November 8, 2022 Total Change is: 388
0 402 0 317 -19 0 45 14 0 0 0 0 26 -9
Percent of Open Interest Represented by Each Category of Trader
7.1 89.4 0.0 69.1 2.1 0.0 17.4 6.0 0.0 0.0 0.0 0.0 6.4 2.5
Number of Traders in Each Category Total Traders: 23
. 6 0 8 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,225
Positions
1,240 6,354 0 7,486 0 12 246 4,042 1 2,135 1,194 0 3,105 2,622
Changes from: November 8, 2022 Total Change is: 890
0 578 0 590 -197 -17 0 375 0 0 233 0 317 -82
Percent of Open Interest Represented by Each Category of Trader
8.7 44.7 0.0 52.6 0.0 0.1 1.7 28.4 0.0 15.0 8.4 0.0 21.8 18.4
Number of Traders in Each Category Total Traders: 22
. 4 0 8 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 47,450
Positions
10,059 8,011 158 15,477 3,281 2,902 11,948 5,548 34 922 8,064 0 5,950 19,452
Changes from: November 8, 2022 Total Change is: -2,033
1,018 -1,633 51 -3,031 -56 -270 -902 -352 -8 39 -437 0 1,070 672
Percent of Open Interest Represented by Each Category of Trader
21.2 16.9 0.3 32.6 6.9 6.1 25.2 11.7 0.1 1.9 17.0 0.0 12.5 41.0
Number of Traders in Each Category Total Traders: 67
13 8 . 15 4 7 12 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 364,486
Positions
35,050 131,486 1,114 237,754 120,542 47,147 19,081 30,278 1,113 13,031 26,350 696 9,500 5,760
Changes from: November 8, 2022 Total Change is: -18,099
-1,798 -457 -783 -17,051 -24,082 1,818 1,266 2,806 -444 -2,538 3,520 14 1,417 -491
Percent of Open Interest Represented by Each Category of Trader
9.6 36.1 0.3 65.2 33.1 12.9 5.2 8.3 0.3 3.6 7.2 0.2 2.6 1.6
Number of Traders in Each Category Total Traders: 203
13 17 4 71 52 37 17 18 8 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 1,162,257
Positions
96,517 369,255 9,276 728,670 388,737 127,789 88,715 149,939 8,664 64,222 87,109 3,507 34,897 17,981
Changes from: November 8, 2022 Total Change is: -5,334
731 18,236 1,131 -15,050 -40,410 -4,907 6,019 3,209 598 -5,677 16,803 -15 11,836 21
Percent of Open Interest Represented by Each Category of Trader
8.3 31.8 0.8 62.7 33.4 11.0 7.6 12.9 0.7 5.5 7.5 0.3 3.0 1.5
Number of Traders in Each Category Total Traders: 401
28 20 12 143 86 87 50 39 29 21 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 269,048
Positions
5,877 189,021 51,874 25,263 0 2,233 166,048 5,119 11,870 4,854 8,123 355 674 453
Changes from: November 8, 2022 Total Change is: -3,093
-1,899 -838 1,191 15 0 0 1,327 0 -3,859 -188 29 -11 331 395
Percent of Open Interest Represented by Each Category of Trader
2.2 70.3 19.3 9.4 0.0 0.8 61.7 1.9 4.4 1.8 3.0 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 103
4 30 15 13 0 4 36 4 8 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 14,348
Positions
1,800 9,875 1,459 0 0 0 10,989 2,914 100 0 0 0 0 0
Changes from: November 8, 2022 Total Change is: 679
104 609 -48 0 0 0 723 218 -100 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
12.5 68.8 10.2 0.0 0.0 0.0 76.6 20.3 0.7 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
5 9 5 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 1,199,687
Positions
25,153 119,853 6,645 614,322 304,430 178,694 100,484 338,135 17,959 81,624 78,101 385 174,421 155,485
Changes from: November 8, 2022 Total Change is: -8,218
-2,173 -5,909 2,171 8,269 -2,110 -18,374 -4,580 6,904 8,889 1,807 -9,095 0 -4,227 9,306
Percent of Open Interest Represented by Each Category of Trader
2.1 10.0 0.6 51.2 25.4 14.9 8.4 28.2 1.5 6.8 6.5 0.0 14.5 13.0
Number of Traders in Each Category Total Traders: 191
5 18 4 66 31 59 20 35 29 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 1,494,015
Positions
12,328 65,196 10,239 876,156 263,999 250,413 79,682 734,871 36,492 58,096 13,287 0 170,609 119,518
Changes from: November 8, 2022 Total Change is: 28,615
-4,172 -117 2,765 18,261 6,483 460 852 3,780 16,718 -1,856 -53 0 -4,413 -1,421
Percent of Open Interest Represented by Each Category of Trader
0.8 4.4 0.7 58.6 17.7 16.8 5.3 49.2 2.4 3.9 0.9 0.0 11.4 8.0
Number of Traders in Each Category Total Traders: 155
. 12 5 75 22 57 11 23 16 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 2,261,042
Positions
54,472 208,457 34,434 1,299,996 358,980 299,817 131,410 919,663 107,524 143,102 137,344 3,205 187,082 191,618
Changes from: November 8, 2022 Total Change is: 55,469
18,712 -35,845 13,540 42,678 1,808 11,640 -41,408 64,241 20,775 -16,026 -8,475 253 5,305 -12,468
Percent of Open Interest Represented by Each Category of Trader
2.4 9.2 1.5 57.5 15.9 13.3 5.8 40.7 4.8 6.3 6.1 0.1 8.3 8.5
Number of Traders in Each Category Total Traders: 361
21 36 12 110 51 88 38 62 38 16 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 4,015,833
Positions
102,400 380,965 25,591 2,094,589 931,333 724,972 315,354 976,260 128,897 209,506 371,183 35,048 379,476 441,584
Changes from: November 8, 2022 Total Change is: -14,937
21,597 -43,484 -1,515 -850 2,367 -2,615 -19,903 -17,013 15,113 -42,658 20,973 2,679 13,215 8,558
Percent of Open Interest Represented by Each Category of Trader
2.5 9.5 0.6 52.2 23.2 18.1 7.9 24.3 3.2 5.2 9.2 0.9 9.4 11.0
Number of Traders in Each Category Total Traders: 410
16 34 17 126 72 108 55 62 50 22 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 1,395,878
Positions
47,506 32,459 4,579 667,396 603,268 224,884 174,425 198,114 22,422 121,294 71,599 0 133,372 238,553
Changes from: November 8, 2022 Total Change is: 12,479
1,588 -13,999 -1,189 8,815 27,972 -718 20,719 -2,202 6,189 -4,931 -14,707 -25 -17,969 11,158
Percent of Open Interest Represented by Each Category of Trader
3.4 2.3 0.3 47.8 43.2 16.1 12.5 14.2 1.6 8.7 5.1 0.0 9.6 17.1
Number of Traders in Each Category Total Traders: 144
4 6 . 45 47 56 16 10 13 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 3,367
Positions
0 0 0 0 0 0 89 2,504 0 1,559 192 33 1,686 638
Changes from: November 8, 2022 Total Change is: 385
0 0 0 0 0 0 39 290 0 110 117 30 206 -52
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 2.6 74.4 0.0 46.3 5.7 1.0 50.1 18.9
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . 0 19 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 4,333,912
Positions
31,927 569,237 21,485 1,820,216 777,281 779,896 723,991 1,437,661 111,450 531,720 239,086 2,293 310,934 395,523
Changes from: November 8, 2022 Total Change is: 52,592
-2,530 -116 9,905 9,234 24,126 8,523 54,220 45,235 17,848 -29,524 -9,543 1,016 -16,100 -44,402
Percent of Open Interest Represented by Each Category of Trader
0.7 13.1 0.5 42.0 17.9 18.0 16.7 33.2 2.6 12.3 5.5 0.1 7.2 9.1
Number of Traders in Each Category Total Traders: 349
11 33 14 100 56 93 45 63 36 20 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 1,488,043
Positions
272,483 315,493 426,565 0 92,992 9,538 370,295 232,619 344,820 23,938 19,075 1,885 38,519 45,056
Changes from: November 8, 2022 Total Change is: -2,640
-14,862 12,686 43,027 -5,480 -36,978 -1,396 15,454 -15,633 -15,783 -27,312 9,162 -1,782 5,494 4,057
Percent of Open Interest Represented by Each Category of Trader
18.3 21.2 28.7 0.0 6.2 0.6 24.9 15.6 23.2 1.6 1.3 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 126
25 33 50 0 6 . 27 26 44 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 7,670,696
Positions
2,801,344 1,274,214 931,574 406,758 172,034 212,676 954,308 2,267,150 1,874,097 28,107 211,273 59,644 402,188 668,034
Changes from: November 8, 2022 Total Change is: -302,655
-31,851 -29,548 -83,151 -137,905 -28 -14,957 70,298 -95,211 -18,589 -2,101 4,664 -834 -83,565 -65,001
Percent of Open Interest Represented by Each Category of Trader
36.5 16.6 12.1 5.3 2.2 2.8 12.4 29.6 24.4 0.4 2.8 0.8 5.2 8.7
Number of Traders in Each Category Total Traders: 175
27 25 48 11 10 10 33 44 65 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 7,647,265
Positions
2,665,493 2,516,913 1,161,290 507,004 421,341 304,839 859,848 1,071,466 1,986,016 75,101 96,515 69,667 18,007 19,218
Changes from: November 8, 2022 Total Change is: 128,626
59,165 57,204 -16,806 -48,278 -21,387 22,189 8,559 -31,625 114,084 -2,433 11,215 -4,731 -3,123 -1,517
Percent of Open Interest Represented by Each Category of Trader
34.9 32.9 15.2 6.6 5.5 4.0 11.2 14.0 26.0 1.0 1.3 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 500
52 89 118 24 31 28 64 109 131 28 55 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 608,255
Positions
96,255 258,381 164,488 1,646 720 13,446 231,433 65,742 98,892 1,285 5,551 674 136 361
Changes from: November 8, 2022 Total Change is: -1,016
-15,543 -5,919 14,965 1,146 -6,032 3,908 -202 -2,208 -5,623 487 88 -150 -4 -45
Percent of Open Interest Represented by Each Category of Trader
15.8 42.5 27.0 0.3 0.1 2.2 38.0 10.8 16.3 0.2 0.9 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 168
31 51 52 . 4 . 30 36 47 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 17,901
Positions
415 2,608 108 5,706 1,416 836 5,365 9,052 863 2,736 1,489 641 1,231 888
Changes from: November 8, 2022 Total Change is: 3,462
191 -32 25 -559 -18 159 1,367 2,014 -96 1,774 721 639 -38 50
Percent of Open Interest Represented by Each Category of Trader
2.3 14.6 0.6 31.9 7.9 4.7 30.0 50.6 4.8 15.3 8.3 3.6 6.9 5.0
Number of Traders in Each Category Total Traders: 109
7 . . . 9 5 25 42 15 8 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 27,287
Positions
348 1,300 0 147 1,338 55 18,338 18,716 1,594 3,708 2,198 88 3,009 1,998
Changes from: November 8, 2022 Total Change is: 6,417
69 1,114 0 60 241 -16 4,258 3,041 515 1,119 845 87 325 590
Percent of Open Interest Represented by Each Category of Trader
1.3 4.8 0.0 0.5 4.9 0.2 67.2 68.6 5.8 13.6 8.1 0.3 11.0 7.3
Number of Traders in Each Category Total Traders: 115
. . 0 4 . . 11 18 5 44 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 5,653
Positions
165 29 224 0 786 8 3,386 2,420 296 691 1,332 0 883 558
Changes from: November 8, 2022 Total Change is: 2,407
48 29 90 -88 271 -1 2,139 1,479 -62 329 492 -10 -38 119
Percent of Open Interest Represented by Each Category of Trader
2.9 0.5 4.0 0.0 13.9 0.1 59.9 42.8 5.2 12.2 23.6 0.0 15.6 9.9
Number of Traders in Each Category Total Traders: 68
. . . 0 6 . 16 24 8 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 31,606
Positions
0 4,616 0 138 270 0 10,682 13,864 5,608 13,534 6,373 299 1,345 576
Changes from: November 8, 2022 Total Change is: 11,377
-1,557 4,379 0 0 270 0 7,297 -790 4,813 697 2,387 60 67 258
Percent of Open Interest Represented by Each Category of Trader
0.0 14.6 0.0 0.4 0.9 0.0 33.8 43.9 17.7 42.8 20.2 0.9 4.3 1.8
Number of Traders in Each Category Total Traders: 133
0 . 0 . . 0 8 8 . 71 41 .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,382
Positions
361 25,566 0 23,369 1,379 932 13,144 15,786 320 4,213 1,483 200 5,843 2,716
Changes from: November 8, 2022 Total Change is: -7,958
-126 0 0 -2,884 -43 156 -1,919 -6,638 -202 -2,289 -1,068 -210 -484 47
Percent of Open Interest Represented by Each Category of Trader
0.7 52.8 0.0 48.3 2.9 1.9 27.2 32.6 0.7 8.7 3.1 0.4 12.1 5.6
Number of Traders in Each Category Total Traders: 104
. . 0 15 5 4 24 19 5 26 12 .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 323,631
Positions
35,322 15,020 19,834 81,690 49,636 36,944 47,699 96,774 62,280 7,573 944 13,331 18,958 28,868
Changes from: November 8, 2022 Total Change is: -9,400
758 1,547 2,328 2,898 -6,472 -2,168 2,171 10,491 -12,161 418 -2,019 -1,632 -2,012 686
Percent of Open Interest Represented by Each Category of Trader
10.9 4.6 6.1 25.2 15.3 11.4 14.7 29.9 19.2 2.3 0.3 4.1 5.9 8.9
Number of Traders in Each Category Total Traders: 168
14 10 19 19 29 23 29 48 54 6 4 14
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 56,414
Positions
36,981 46,118 0 14,260 0 1,562 2,192 8,389 11 1,022 231 23 363 80
Changes from: November 8, 2022 Total Change is: -1,312
-113 1,210 0 -933 0 -208 -10 309 11 -57 9 8 -10 -2,651
Percent of Open Interest Represented by Each Category of Trader
65.6 81.7 0.0 25.3 0.0 2.8 3.9 14.9 0.0 1.8 0.4 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 41
. 4 0 14 0 4 6 9 . . . .
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Updated November 18, 2022