Traders in Financial Futures - Futures Only Positions as of November 29, 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 136,654
Positions
21,101 15,314 1,408 37,229 40,886 5,903 21,031 30,735 2,372 14,188 8,779 47 33,375 31,210
Changes from: November 22, 2022 Total Change is: 1,753
-1,188 402 55 -5,934 -457 273 6,525 2,472 -409 -531 -388 0 2,962 -195
Percent of Open Interest Represented by Each Category of Trader
15.4 11.2 1.0 27.2 29.9 4.3 15.4 22.5 1.7 10.4 6.4 0.0 24.4 22.8
Number of Traders in Each Category Total Traders: 109
10 5 . 13 19 7 18 28 13 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 41,360
Positions
25,189 1,402 698 2,212 9,225 704 1,526 12,577 335 0 0 0 10,696 16,419
Changes from: November 22, 2022 Total Change is: -80
-179 149 -1 37 -1,020 538 -444 -711 -4 0 0 0 -27 969
Percent of Open Interest Represented by Each Category of Trader
60.9 3.4 1.7 5.3 22.3 1.7 3.7 30.4 0.8 0.0 0.0 0.0 25.9 39.7
Number of Traders in Each Category Total Traders: 33
6 . . . 7 . 4 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 225,480
Positions
89,822 47,445 5,273 42,153 73,565 5,572 54,861 50,822 4,469 1,960 4,316 7 21,363 34,011
Changes from: November 22, 2022 Total Change is: 3,163
1,087 3,049 3,555 593 -2,365 988 -4,341 -1,509 280 -1,061 0 -44 2,106 -791
Percent of Open Interest Represented by Each Category of Trader
39.8 21.0 2.3 18.7 32.6 2.5 24.3 22.5 2.0 0.9 1.9 0.0 9.5 15.1
Number of Traders in Each Category Total Traders: 131
8 7 4 16 35 13 22 35 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 228,328
Positions
109,321 16,913 736 58,986 108,836 4,287 24,956 55,283 4,042 3,597 553 0 22,403 37,678
Changes from: November 22, 2022 Total Change is: 893
3,273 483 33 661 -2,922 172 -4,073 297 1,880 116 100 -39 -1,130 889
Percent of Open Interest Represented by Each Category of Trader
47.9 7.4 0.3 25.8 47.7 1.9 10.9 24.2 1.8 1.6 0.2 0.0 9.8 16.5
Number of Traders in Each Category Total Traders: 125
12 4 4 21 29 16 12 41 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 695,776
Positions
32,015 401,343 7,320 411,019 96,730 20,538 76,460 79,804 17,896 44,288 18,243 4,373 81,867 49,529
Changes from: November 22, 2022 Total Change is: 14,903
3,424 5,219 3,935 12,156 -3,302 147 -6,959 2,926 4,058 -1,016 268 37 -879 1,615
Percent of Open Interest Represented by Each Category of Trader
4.6 57.7 1.1 59.1 13.9 3.0 11.0 11.5 2.6 6.4 2.6 0.6 11.8 7.1
Number of Traders in Each Category Total Traders: 314
16 16 9 107 32 48 48 43 27 37 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 29,920
Positions
0 18,750 12 11,658 639 2,889 593 3,641 666 0 0 0 14,102 3,323
Changes from: November 22, 2022 Total Change is: -1,268
-414 -15 -6 -628 -448 -81 -552 -1,214 -19 0 0 0 432 515
Percent of Open Interest Represented by Each Category of Trader
0.0 62.7 0.0 39.0 2.1 9.7 2.0 12.2 2.2 0.0 0.0 0.0 47.1 11.1
Number of Traders in Each Category Total Traders: 23
0 . . 15 . 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 159,378
Positions
68,789 16,476 2,233 50,277 62,593 3,879 14,096 46,455 2,038 2,368 3,730 0 15,698 21,974
Changes from: November 22, 2022 Total Change is: 2,571
-1,835 -184 41 4,080 -971 -92 -6 4,805 394 459 0 0 -470 -1,422
Percent of Open Interest Represented by Each Category of Trader
43.2 10.3 1.4 31.5 39.3 2.4 8.8 29.1 1.3 1.5 2.3 0.0 9.8 13.8
Number of Traders in Each Category Total Traders: 93
8 4 . 15 20 7 12 28 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 307,733
Positions
2,064 234,846 784 177,650 1,157 447 108,186 36,471 2,025 7,294 29,393 57 9,226 2,553
Changes from: November 22, 2022 Total Change is: 11,588
1,461 1,114 -220 6,692 0 -205 3,244 10,124 160 297 387 0 159 228
Percent of Open Interest Represented by Each Category of Trader
0.7 76.3 0.3 57.7 0.4 0.1 35.2 11.9 0.7 2.4 9.6 0.0 3.0 0.8
Number of Traders in Each Category Total Traders: 180
4 7 . 30 4 5 75 26 9 20 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 32,057
Positions
498 7,071 7,050 5,953 9,194 42 12,365 4,969 871 1,612 1,216 0 3,666 1,644
Changes from: November 22, 2022 Total Change is: 4,309
0 -44 6,933 545 -172 0 -2,572 -942 -154 -540 -841 0 97 -471
Percent of Open Interest Represented by Each Category of Trader
1.6 22.1 22.0 18.6 28.7 0.1 38.6 15.5 2.7 5.0 3.8 0.0 11.4 5.1
Number of Traders in Each Category Total Traders: 61
. 4 . 10 6 . 18 8 7 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 46,180
Positions
18,281 4,192 669 7,303 14,502 231 14,406 21,465 1,244 342 586 13 3,691 3,278
Changes from: November 22, 2022 Total Change is: 3,591
-1,085 1,189 639 2,312 -2,074 -17 722 4,423 295 266 -130 -29 488 -705
Percent of Open Interest Represented by Each Category of Trader
39.6 9.1 1.4 15.8 31.4 0.5 31.2 46.5 2.7 0.7 1.3 0.0 8.0 7.1
Number of Traders in Each Category Total Traders: 88
7 5 . 13 16 5 21 20 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 19,820
Positions
6,000 5,582 0 2,006 8,562 0 10,066 1,008 471 0 3,133 0 1,277 1,064
Changes from: November 22, 2022 Total Change is: -1,578
-64 474 -31 -150 -1,935 0 -1,997 -564 468 0 143 0 196 -133
Percent of Open Interest Represented by Each Category of Trader
30.3 28.2 0.0 10.1 43.2 0.0 50.8 5.1 2.4 0.0 15.8 0.0 6.4 5.4
Number of Traders in Each Category Total Traders: 30
. . 0 . 6 0 11 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 39,542
Positions
12,387 6,608 717 9,649 3,455 159 8,901 8,934 832 666 9,237 0 6,233 9,602
Changes from: November 22, 2022 Total Change is: -92
-100 359 129 378 147 -4 -30 -376 217 -692 -68 0 11 -496
Percent of Open Interest Represented by Each Category of Trader
31.3 16.7 1.8 24.4 8.7 0.4 22.5 22.6 2.1 1.7 23.4 0.0 15.8 24.3
Number of Traders in Each Category Total Traders: 96
11 16 . 14 8 . 18 21 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 79,083
Positions
24,773 13,216 1,433 19,298 6,909 317 17,801 17,868 1,664 1,332 18,473 0 12,465 19,203
Changes from: November 22, 2022 Total Change is: -183
-200 718 257 755 293 -7 -60 -751 434 -1,383 -136 0 21 -991
Percent of Open Interest Represented by Each Category of Trader
31.3 16.7 1.8 24.4 8.7 0.4 22.5 22.6 2.1 1.7 23.4 0.0 15.8 24.3
Number of Traders in Each Category Total Traders: 96
11 16 . 14 8 . 18 21 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 51,402
Positions
26,710 31,302 0 18,025 10,382 1,789 2,179 6,669 14 0 0 0 2,685 1,246
Changes from: November 22, 2022 Total Change is: -177
184 113 0 -343 -200 0 237 -257 5 0 0 0 -260 162
Percent of Open Interest Represented by Each Category of Trader
52.0 60.9 0.0 35.1 20.2 3.5 4.2 13.0 0.0 0.0 0.0 0.0 5.2 2.4
Number of Traders in Each Category Total Traders: 32
5 4 0 15 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 462,905
Positions
77,417 89,814 17,761 196,525 100,139 49,971 28,399 112,267 19,992 20,883 21,502 3,605 48,352 47,854
Changes from: November 22, 2022 Total Change is: 2,090
924 9,742 1,609 5,830 379 -3,590 942 -2,387 -669 -3,483 -2,284 322 203 -1,034
Percent of Open Interest Represented by Each Category of Trader
16.7 19.4 3.8 42.5 21.6 10.8 6.1 24.3 4.3 4.5 4.6 0.8 10.4 10.3
Number of Traders in Each Category Total Traders: 545
33 36 25 145 104 109 66 97 59 35 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,495
Positions
1,269 14,414 0 12,038 888 0 1,569 0 0 0 0 0 1,619 1,193
Changes from: November 22, 2022 Total Change is: 258
-21 0 0 23 50 0 80 0 0 0 0 0 176 208
Percent of Open Interest Represented by Each Category of Trader
7.7 87.4 0.0 73.0 5.4 0.0 9.5 0.0 0.0 0.0 0.0 0.0 9.8 7.2
Number of Traders in Each Category Total Traders: 21
4 7 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 32,481
Positions
8,415 29,189 0 15,634 1,393 0 5,498 569 30 0 0 0 2,904 1,300
Changes from: November 22, 2022 Total Change is: -225
215 -276 0 -213 329 0 -151 -90 0 0 0 0 -76 -188
Percent of Open Interest Represented by Each Category of Trader
25.9 89.9 0.0 48.1 4.3 0.0 16.9 1.8 0.1 0.0 0.0 0.0 8.9 4.0
Number of Traders in Each Category Total Traders: 39
5 7 0 14 4 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 2,314,527
Positions
387,087 449,072 88,805 982,623 500,695 249,853 141,995 561,335 99,960 104,416 107,511 18,027 241,761 239,269
Changes from: November 22, 2022 Total Change is: 10,450
4,618 48,711 8,047 29,152 1,897 -17,949 4,712 -11,935 -3,343 -17,414 -11,418 1,610 1,017 -5,170
Percent of Open Interest Represented by Each Category of Trader
16.7 19.4 3.8 42.5 21.6 10.8 6.1 24.3 4.3 4.5 4.6 0.8 10.4 10.3
Number of Traders in Each Category Total Traders: 545
33 36 25 145 104 109 66 97 59 35 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 25,276
Positions
14,593 22,790 0 7,686 33 330 980 496 0 0 0 0 1,687 1,627
Changes from: November 22, 2022 Total Change is: -1,299
-95 -1,033 0 -1,029 -20 0 -305 -250 0 0 0 0 130 4
Percent of Open Interest Represented by Each Category of Trader
57.7 90.2 0.0 30.4 0.1 1.3 3.9 2.0 0.0 0.0 0.0 0.0 6.7 6.4
Number of Traders in Each Category Total Traders: 22
6 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 15,246
Positions
3,944 14,490 0 6,342 0 0 1,807 0 3 0 0 0 3,150 753
Changes from: November 22, 2022 Total Change is: 501
324 320 0 -16 0 0 0 0 0 0 0 0 193 181
Percent of Open Interest Represented by Each Category of Trader
25.9 95.0 0.0 41.6 0.0 0.0 11.9 0.0 0.0 0.0 0.0 0.0 20.7 4.9
Number of Traders in Each Category Total Traders: 24
5 9 0 6 0 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 22,701
Positions
6,530 13,183 0 14,496 7,060 0 619 1,015 0 0 0 0 1,056 1,443
Changes from: November 22, 2022 Total Change is: 464
-5 262 0 3 28 0 247 -287 0 0 0 0 219 461
Percent of Open Interest Represented by Each Category of Trader
28.8 58.1 0.0 63.9 31.1 0.0 2.7 4.5 0.0 0.0 0.0 0.0 4.7 6.4
Number of Traders in Each Category Total Traders: 25
7 5 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 17,686
Positions
1,078 9,347 0 11,485 4,876 1,319 1,549 1,546 0 0 0 0 2,255 598
Changes from: November 22, 2022 Total Change is: 6
249 367 0 -142 0 -36 -123 96 0 0 0 0 58 -421
Percent of Open Interest Represented by Each Category of Trader
6.1 52.8 0.0 64.9 27.6 7.5 8.8 8.7 0.0 0.0 0.0 0.0 12.8 3.4
Number of Traders in Each Category Total Traders: 30
. 10 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 211,779
Positions
31,090 3,811 300 36,177 4,006 141 86,673 79,560 4,260 3,075 7,860 0 50,063 111,841
Changes from: November 22, 2022 Total Change is: 13,740
9,908 -303 0 1,135 0 36 -381 12,619 13 -1,165 4,063 0 4,194 -2,688
Percent of Open Interest Represented by Each Category of Trader
14.7 1.8 0.1 17.1 1.9 0.1 40.9 37.6 2.0 1.5 3.7 0.0 23.6 52.8
Number of Traders in Each Category Total Traders: 35
. . . 12 . 4 7 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 280,112
Positions
107,482 81,350 112,363 0 32,000 0 7,336 2,343 47,097 0 0 0 5,834 4,959
Changes from: November 22, 2022 Total Change is: 400
1,250 0 1,500 0 0 0 -500 0 -600 0 0 0 -1,250 -500
Percent of Open Interest Represented by Each Category of Trader
38.4 29.0 40.1 0.0 11.4 0.0 2.6 0.8 16.8 0.0 0.0 0.0 2.1 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 29, 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 44,315
Positions
11,387 3,773 50 20,707 31,153 2,926 1,374 1,600 54 0 321 0 7,817 4,438
Changes from: November 22, 2022 Total Change is: -979
-1,574 528 -29 19 -1,746 15 -19 371 -5 0 91 0 614 -204
Percent of Open Interest Represented by Each Category of Trader
25.7 8.5 0.1 46.7 70.3 6.6 3.1 3.6 0.1 0.0 0.7 0.0 17.6 10.0
Number of Traders in Each Category Total Traders: 57
4 4 . 22 18 11 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 50,849
Positions
13,419 6,485 957 15,341 12,178 1,369 9,532 15,628 1,017 2,003 4,064 198 7,012 8,952
Changes from: November 22, 2022 Total Change is: 307
931 -61 -26 -346 664 -153 -199 427 210 70 -1,217 175 -355 288
Percent of Open Interest Represented by Each Category of Trader
26.4 12.8 1.9 30.2 23.9 2.7 18.7 30.7 2.0 3.9 8.0 0.4 13.8 17.6
Number of Traders in Each Category Total Traders: 286
29 17 11 60 41 28 29 67 24 15 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 254,245
Positions
67,093 32,427 4,787 76,706 60,890 6,847 47,659 78,138 5,086 10,017 20,321 990 35,060 44,759
Changes from: November 22, 2022 Total Change is: 1,533
4,654 -304 -132 -1,729 3,319 -763 -995 2,136 1,049 350 -6,083 873 -1,774 1,438
Percent of Open Interest Represented by Each Category of Trader
26.4 12.8 1.9 30.2 23.9 2.7 18.7 30.7 2.0 3.9 8.0 0.4 13.8 17.6
Number of Traders in Each Category Total Traders: 286
29 17 11 60 41 28 29 67 24 15 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 127,302
Positions
6,432 2,636 0 1,932 0 486 16,707 94,047 750 6,384 4,272 24 94,587 25,087
Changes from: November 22, 2022 Total Change is: 10,541
539 -395 0 -84 0 354 925 14,626 -696 321 175 24 9,158 -3,547
Percent of Open Interest Represented by Each Category of Trader
5.1 2.1 0.0 1.5 0.0 0.4 13.1 73.9 0.6 5.0 3.4 0.0 74.3 19.7
Number of Traders in Each Category Total Traders: 44
5 . 0 5 0 . 12 9 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 473,882
Positions
123,556 60,067 1,720 171,898 184,164 40,451 82,595 131,569 4,846 23,699 30,680 217 24,900 20,168
Changes from: November 22, 2022 Total Change is: -1,042
2,105 2,767 50 -1,949 -46 -502 2,911 -5,798 -805 -3,990 1,328 -6 1,144 1,970
Percent of Open Interest Represented by Each Category of Trader
26.1 12.7 0.4 36.3 38.9 8.5 17.4 27.8 1.0 5.0 6.5 0.0 5.3 4.3
Number of Traders in Each Category Total Traders: 312
25 16 6 76 66 43 38 61 17 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 18,587
Positions
1,111 16,812 0 12,725 343 0 3,619 1,175 0 0 0 0 1,132 257
Changes from: November 22, 2022 Total Change is: 635
-100 769 0 244 0 0 351 18 0 0 0 0 140 -152
Percent of Open Interest Represented by Each Category of Trader
6.0 90.5 0.0 68.5 1.8 0.0 19.5 6.3 0.0 0.0 0.0 0.0 6.1 1.4
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 24,333
Positions
2,207 709 0 949 0 0 11,420 2,966 3,375 0 1,289 0 6,382 15,994
Changes from: November 22, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.1 2.9 0.0 3.9 0.0 0.0 46.9 12.2 13.9 0.0 5.3 0.0 26.2 65.7
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 8 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 14,964
Positions
1,042 6,541 0 7,923 0 12 316 4,675 1 2,135 1,444 0 3,535 2,291
Changes from: November 22, 2022 Total Change is: 601
0 267 0 334 0 0 0 200 0 0 240 0 267 -106
Percent of Open Interest Represented by Each Category of Trader
7.0 43.7 0.0 52.9 0.0 0.1 2.1 31.2 0.0 14.3 9.6 0.0 23.6 15.3
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 47,626
Positions
10,817 7,349 430 13,920 3,293 2,793 12,856 4,639 167 843 7,902 0 5,800 21,053
Changes from: November 22, 2022 Total Change is: -234
838 -1,088 177 -479 0 -27 -648 -585 75 -102 189 0 -68 1,025
Percent of Open Interest Represented by Each Category of Trader
22.7 15.4 0.9 29.2 6.9 5.9 27.0 9.7 0.4 1.8 16.6 0.0 12.2 44.2
Number of Traders in Each Category Total Traders: 67
12 8 . 15 4 7 14 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 368,642
Positions
34,310 138,744 3,036 239,730 114,937 46,700 17,605 28,324 1,196 15,225 28,840 645 10,195 6,220
Changes from: November 22, 2022 Total Change is: 2,547
-339 1,281 1,946 2,229 -2,364 17 253 1,529 -136 2,080 3,904 -18 -3,485 -3,612
Percent of Open Interest Represented by Each Category of Trader
9.3 37.6 0.8 65.0 31.2 12.7 4.8 7.7 0.3 4.1 7.8 0.2 2.8 1.7
Number of Traders in Each Category Total Traders: 202
13 16 7 73 50 37 16 18 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,180,558
Positions
98,339 403,839 12,263 741,471 348,734 136,379 82,474 160,700 9,572 67,069 89,956 3,435 29,556 15,680
Changes from: November 22, 2022 Total Change is: 10,087
-33 9,616 1,338 -5,470 -13,439 13,403 -731 8,966 716 -1,618 -503 -166 2,648 -9,844
Percent of Open Interest Represented by Each Category of Trader
8.3 34.2 1.0 62.8 29.5 11.6 7.0 13.6 0.8 5.7 7.6 0.3 2.5 1.3
Number of Traders in Each Category Total Traders: 403
28 19 11 145 81 82 49 39 33 23 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 274,243
Positions
5,877 193,278 52,863 27,602 0 1,587 167,158 5,119 12,744 5,533 8,129 470 409 53
Changes from: November 22, 2022 Total Change is: 2,707
0 3,076 -151 1,272 0 -200 1,127 0 -41 674 1 26 0 -4
Percent of Open Interest Represented by Each Category of Trader
2.1 70.5 19.3 10.1 0.0 0.6 61.0 1.9 4.6 2.0 3.0 0.2 0.1 0.0
Number of Traders in Each Category Total Traders: 102
4 30 15 13 0 4 34 4 8 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 16,205
Positions
1,627 11,240 1,790 0 0 0 12,688 3,075 100 0 0 0 0 0
Changes from: November 22, 2022 Total Change is: 1,313
0 950 350 0 0 0 963 13 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.0 69.4 11.0 0.0 0.0 0.0 78.3 19.0 0.6 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
4 10 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,197,681
Positions
22,888 148,914 702 619,251 284,336 167,879 93,345 344,138 35,276 75,509 70,671 383 182,448 145,382
Changes from: November 22, 2022 Total Change is: -34,676
-4,773 -6,486 -6,278 12,110 -4,395 -5,524 -5,358 4,692 -2,836 -4,011 -3,796 -2,105 -15,901 -7,948
Percent of Open Interest Represented by Each Category of Trader
1.9 12.4 0.1 51.7 23.7 14.0 7.8 28.7 2.9 6.3 5.9 0.0 15.2 12.1
Number of Traders in Each Category Total Traders: 179
4 19 6 61 31 58 23 27 26 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,479,212
Positions
12,989 42,726 11,298 873,250 267,209 246,885 57,352 730,765 49,112 52,695 13,578 0 175,631 117,639
Changes from: November 22, 2022 Total Change is: -77,970
5,881 -1,248 -519 11,716 13,230 -60,668 -9,337 -4,874 -10,805 -3,940 1,556 -2,245 -8,053 -12,397
Percent of Open Interest Represented by Each Category of Trader
0.9 2.9 0.8 59.0 18.1 16.7 3.9 49.4 3.3 3.6 0.9 0.0 11.9 8.0
Number of Traders in Each Category Total Traders: 155
4 10 6 72 23 56 14 23 18 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 2,099,117
Positions
30,453 187,009 25,059 1,263,741 367,055 256,121 112,442 847,901 88,184 133,927 147,260 2,458 186,732 178,070
Changes from: November 22, 2022 Total Change is: -193,104
-15,500 -4,806 -27,145 -45,771 13,764 -22,001 -2,679 -57,212 -59,754 6,181 16,892 -2,913 -23,522 -49,929
Percent of Open Interest Represented by Each Category of Trader
1.5 8.9 1.2 60.2 17.5 12.2 5.4 40.4 4.2 6.4 7.0 0.1 8.9 8.5
Number of Traders in Each Category Total Traders: 356
12 38 15 121 49 90 33 62 33 18 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 3,897,383
Positions
79,613 354,293 19,299 2,058,865 847,531 716,202 252,180 1,041,829 161,862 226,178 310,335 31,244 351,940 414,788
Changes from: November 22, 2022 Total Change is: -169,495
-36,660 -52,964 -1,998 -30,543 -44,239 7,965 -38,298 -17,241 -20,553 658 -10,281 -19,522 -30,544 -10,662
Percent of Open Interest Represented by Each Category of Trader
2.0 9.1 0.5 52.8 21.7 18.4 6.5 26.7 4.2 5.8 8.0 0.8 9.0 10.6
Number of Traders in Each Category Total Traders: 387
14 27 16 118 75 105 42 68 43 23 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,363,269
Positions
43,072 35,806 6,184 618,461 610,888 199,248 184,811 205,317 15,389 136,305 50,334 404 159,395 239,699
Changes from: November 22, 2022 Total Change is: -65,699
601 -5,917 -4,938 -48,730 -1,777 -13,776 -1,299 -15,166 -5,753 14,457 -1,235 -591 -5,670 -16,546
Percent of Open Interest Represented by Each Category of Trader
3.2 2.6 0.5 45.4 44.8 14.6 13.6 15.1 1.1 10.0 3.7 0.0 11.7 17.6
Number of Traders in Each Category Total Traders: 138
4 7 6 39 47 50 14 12 13 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 2,330
Positions
0 0 0 0 0 0 0 1,329 147 794 259 38 1,351 557
Changes from: November 22, 2022 Total Change is: -1,032
0 0 0 0 0 0 0 -1,097 147 -699 -38 -34 -446 -10
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 57.0 6.3 34.1 11.1 1.6 58.0 23.9
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 0 . . 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 4,303,419
Positions
34,898 507,445 20,030 1,784,339 735,528 792,511 653,984 1,450,948 159,356 547,812 237,939 627 309,862 399,035
Changes from: November 22, 2022 Total Change is: -23,099
5,156 -33,466 -3,137 -9,670 15,665 10,834 -39,787 -27,195 79,789 5,384 -6,187 -16,798 -54,870 -42,604
Percent of Open Interest Represented by Each Category of Trader
0.8 11.8 0.5 41.5 17.1 18.4 15.2 33.7 3.7 12.7 5.5 0.0 7.2 9.3
Number of Traders in Each Category Total Traders: 335
7 32 13 105 52 93 34 66 34 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 1,641,595
Positions
328,967 340,362 414,825 1,900 114,259 12,553 430,267 319,474 377,582 42,391 19,075 2,613 30,497 40,852
Changes from: November 22, 2022 Total Change is: 56,540
58,157 -9,530 -407 1,900 8,933 1 -5,133 58,098 887 4,636 0 1 -3,502 -1,443
Percent of Open Interest Represented by Each Category of Trader
20.0 20.7 25.3 0.1 7.0 0.8 26.2 19.5 23.0 2.6 1.2 0.2 1.9 2.5
Number of Traders in Each Category Total Traders: 135
27 33 54 . 5 4 33 23 48 7 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 7,234,801
Positions
2,614,150 1,285,392 991,117 394,566 160,550 189,273 798,399 1,973,552 1,793,576 31,131 175,952 62,498 360,091 602,891
Changes from: November 22, 2022 Total Change is: -243,342
-100,571 31,994 -771 -2,014 -11,285 5,548 -94,200 -170,770 -57,197 -31 -8,762 0 5,894 -32,099
Percent of Open Interest Represented by Each Category of Trader
36.1 17.8 13.7 5.5 2.2 2.6 11.0 27.3 24.8 0.4 2.4 0.9 5.0 8.3
Number of Traders in Each Category Total Traders: 170
26 27 50 11 7 9 27 49 62 6 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 8,159,669
Positions
2,687,374 2,665,989 1,178,410 573,610 370,826 423,404 925,950 1,098,266 2,207,428 79,197 131,993 66,282 18,014 17,071
Changes from: November 22, 2022 Total Change is: 237,173
54,889 86,698 -3,111 39,836 -7,621 21,482 37,825 38,665 98,813 3,319 6,654 -2,464 -13,416 -1,943
Percent of Open Interest Represented by Each Category of Trader
32.9 32.7 14.4 7.0 4.5 5.2 11.3 13.5 27.1 1.0 1.6 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 516
51 90 120 25 32 33 61 110 134 36 60 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 747,463
Positions
117,153 287,320 170,824 20,874 6,219 5,247 295,705 132,432 134,673 2,414 10,142 438 135 168
Changes from: November 22, 2022 Total Change is: 71,650
5,125 11,210 16,315 19,912 -1,530 -5,150 23,826 35,646 10,797 1,187 4,598 -231 -131 -5
Percent of Open Interest Represented by Each Category of Trader
15.7 38.4 22.9 2.8 0.8 0.7 39.6 17.7 18.0 0.3 1.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 174
35 49 54 . 5 . 29 38 46 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 16,832
Positions
271 3,095 169 5,606 1,369 835 4,842 8,606 675 3,191 1,296 7 1,236 780
Changes from: November 22, 2022 Total Change is: -1,522
-69 78 -121 147 47 -51 -901 -66 -432 430 -299 -356 -169 -322
Percent of Open Interest Represented by Each Category of Trader
1.6 18.4 1.0 33.3 8.1 5.0 28.8 51.1 4.0 19.0 7.7 0.0 7.3 4.6
Number of Traders in Each Category Total Traders: 114
4 . . 4 9 4 24 48 18 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 29, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 13,112
Positions
520 0 0 178 1,382 24 7,104 7,167 806 1,844 1,997 83 2,553 1,653
Changes from: November 22, 2022 Total Change is: -14,440
210 -1,650 -91 -4 45 12 -12,613 -11,161 -482 -1,101 -604 -10 -361 -499
Percent of Open Interest Represented by Each Category of Trader
4.0 0.0 0.0 1.4 10.5 0.2 54.2 54.7 6.1 14.1 15.2 0.6 19.5 12.6
Number of Traders in Each Category Total Traders: 107
5 0 0 5 . . 13 16 7 35 30 .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,647
Positions
163 376 175 34 817 30 2,585 2,324 81 1,873 1,244 0 706 600
Changes from: November 22, 2022 Total Change is: -945
0 0 -39 0 -192 22 -947 -345 -218 286 -95 -23 -26 -55
Percent of Open Interest Represented by Each Category of Trader
2.9 6.7 3.1 0.6 14.5 0.5 45.8 41.2 1.4 33.2 22.0 0.0 12.5 10.6
Number of Traders in Each Category Total Traders: 67
. . . . 7 4 15 19 5 12 8 0
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Traders in Financial Futures - Futures Only Positions as of November 29, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 23,446
Positions
0 1,154 0 138 1,685 0 5,465 10,596 2,575 13,667 6,589 417 1,184 430
Changes from: November 22, 2022 Total Change is: -34,886
0 -9,050 0 -74 833 0 -34,474 -25,916 -495 432 -118 5 -280 -145
Percent of Open Interest Represented by Each Category of Trader
0.0 4.9 0.0 0.6 7.2 0.0 23.3 45.2 11.0 58.3 28.1 1.8 5.0 1.8
Number of Traders in Each Category Total Traders: 112
0 . 0 . . 0 9 7 . 61 31 .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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 46,836
Positions
270 25,566 0 22,191 1,925 790 13,445 13,050 335 3,427 2,392 179 6,199 2,599
Changes from: November 22, 2022 Total Change is: -882
-6 0 0 47 489 -2 -1,043 -2,758 73 32 1,012 -11 28 315
Percent of Open Interest Represented by Each Category of Trader
0.6 54.6 0.0 47.4 4.1 1.7 28.7 27.9 0.7 7.3 5.1 0.4 13.2 5.5
Number of Traders in Each Category Total Traders: 97
. . 0 13 6 4 27 15 5 24 9 .
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Traders in Financial Futures - Futures Only Positions as of November 29, 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 323,336
Positions
32,233 14,865 9,963 100,711 69,519 43,277 48,157 90,289 55,200 2,916 3,490 9,352 21,527 27,381
Changes from: November 22, 2022 Total Change is: 9,459
442 1,509 -1,472 18,200 5,838 764 -4,266 2,588 722 -3,676 835 -2,863 1,608 1,538
Percent of Open Interest Represented by Each Category of Trader
10.0 4.6 3.1 31.1 21.5 13.4 14.9 27.9 17.1 0.9 1.1 2.9 6.7 8.5
Number of Traders in Each Category Total Traders: 170
11 12 17 21 31 25 28 44 45 10 5 13
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Traders in Financial Futures - Futures Only Positions as of November 29, 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 57,600
Positions
37,124 46,118 0 13,180 2,500 761 4,962 7,872 0 1,179 276 17 377 56
Changes from: November 22, 2022 Total Change is: 949
18 0 0 -51 2,500 -1,412 2,176 -161 0 180 14 0 38 8
Percent of Open Interest Represented by Each Category of Trader
64.5 80.1 0.0 22.9 4.3 1.3 8.6 13.7 0.0 2.0 0.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 42
. 4 0 14 . . 8 6 0 . . .
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Updated December 02, 2022