Traders in Financial Futures - Futures Only Positions as of December 6, 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 148,891
Positions
33,441 13,879 2,303 27,941 52,358 5,298 26,001 26,399 7,988 14,621 8,553 314 30,984 31,799
Changes from: November 29, 2022 Total Change is: 12,237
12,340 -1,435 895 -9,288 11,472 -605 4,970 -4,336 5,616 433 -226 267 -2,391 589
Percent of Open Interest Represented by Each Category of Trader
22.5 9.3 1.5 18.8 35.2 3.6 17.5 17.7 5.4 9.8 5.7 0.2 20.8 21.4
Number of Traders in Each Category Total Traders: 108
11 4 4 10 24 7 18 25 17 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 40,171
Positions
24,980 2,467 674 2,109 9,573 614 1,439 10,859 172 0 0 0 10,183 15,812
Changes from: November 29, 2022 Total Change is: -1,189
-209 1,065 -24 -103 348 -90 -87 -1,718 -163 0 0 0 -513 -607
Percent of Open Interest Represented by Each Category of Trader
62.2 6.1 1.7 5.3 23.8 1.5 3.6 27.0 0.4 0.0 0.0 0.0 25.3 39.4
Number of Traders in Each Category Total Traders: 33
6 . . 4 6 . . 12 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 230,311
Positions
87,475 52,520 4,867 42,986 69,333 5,457 55,649 52,473 8,969 1,960 4,163 7 22,941 32,522
Changes from: November 29, 2022 Total Change is: 4,831
-2,347 5,075 -406 833 -4,232 -115 788 1,651 4,500 0 -153 0 1,578 -1,489
Percent of Open Interest Represented by Each Category of Trader
38.0 22.8 2.1 18.7 30.1 2.4 24.2 22.8 3.9 0.9 1.8 0.0 10.0 14.1
Number of Traders in Each Category Total Traders: 128
6 8 4 15 33 12 21 38 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 223,424
Positions
107,518 22,237 1,601 55,492 98,262 3,213 23,827 56,261 6,053 824 1,695 0 24,896 34,102
Changes from: November 29, 2022 Total Change is: -4,904
-1,803 5,324 865 -3,494 -10,574 -1,074 -1,129 978 2,011 -2,773 1,142 0 2,493 -3,576
Percent of Open Interest Represented by Each Category of Trader
48.1 10.0 0.7 24.8 44.0 1.4 10.7 25.2 2.7 0.4 0.8 0.0 11.1 15.3
Number of Traders in Each Category Total Traders: 120
13 5 6 18 29 14 13 36 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 711,537
Positions
41,631 412,261 6,358 414,337 98,301 20,496 76,694 81,601 19,293 43,236 18,857 4,442 85,050 49,928
Changes from: November 29, 2022 Total Change is: 15,761
9,616 10,918 -962 3,318 1,571 -42 234 1,797 1,397 -1,052 614 69 3,183 399
Percent of Open Interest Represented by Each Category of Trader
5.9 57.9 0.9 58.2 13.8 2.9 10.8 11.5 2.7 6.1 2.7 0.6 12.0 7.0
Number of Traders in Each Category Total Traders: 312
19 14 12 108 30 46 46 44 26 36 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,342
Positions
0 18,764 0 12,339 648 2,889 1,417 3,709 885 0 0 0 12,812 3,447
Changes from: November 29, 2022 Total Change is: 422
0 14 -12 681 9 0 824 68 219 0 0 0 -1,290 124
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 40.7 2.1 9.5 4.7 12.2 2.9 0.0 0.0 0.0 42.2 11.4
Number of Traders in Each Category Total Traders: 25
0 . 0 15 . 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 158,755
Positions
64,064 22,533 2,391 52,681 59,873 3,834 13,809 48,789 2,264 2,898 0 0 16,814 19,071
Changes from: November 29, 2022 Total Change is: -623
-4,725 6,057 158 2,404 -2,720 -45 -287 2,334 226 530 -3,730 0 1,116 -2,903
Percent of Open Interest Represented by Each Category of Trader
40.4 14.2 1.5 33.2 37.7 2.4 8.7 30.7 1.4 1.8 0.0 0.0 10.6 12.0
Number of Traders in Each Category Total Traders: 94
6 6 4 16 21 8 12 30 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 293,708
Positions
4,894 227,377 765 159,913 4,207 738 110,008 29,928 3,099 6,380 25,091 57 7,854 2,446
Changes from: November 29, 2022 Total Change is: -14,025
2,830 -7,469 -19 -17,737 3,050 291 1,822 -6,543 1,074 -914 -4,302 0 -1,372 -107
Percent of Open Interest Represented by Each Category of Trader
1.7 77.4 0.3 54.4 1.4 0.3 37.5 10.2 1.1 2.2 8.5 0.0 2.7 0.8
Number of Traders in Each Category Total Traders: 168
4 8 . 34 7 6 62 25 12 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 25,464
Positions
4,771 3,859 141 9,589 4,104 37 6,223 14,525 2 1,135 1,356 0 3,566 1,440
Changes from: November 29, 2022 Total Change is: -6,593
4,273 -3,212 -6,909 3,636 -5,090 -5 -6,142 9,556 -869 -477 140 0 -100 -204
Percent of Open Interest Represented by Each Category of Trader
18.7 15.2 0.6 37.7 16.1 0.1 24.4 57.0 0.0 4.5 5.3 0.0 14.0 5.7
Number of Traders in Each Category Total Traders: 63
5 . . 14 5 . 15 10 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 42,954
Positions
18,326 4,743 539 7,998 12,180 108 12,083 21,077 335 155 759 13 3,397 3,200
Changes from: November 29, 2022 Total Change is: -3,226
45 551 -130 695 -2,322 -123 -2,323 -388 -909 -187 173 0 -294 -78
Percent of Open Interest Represented by Each Category of Trader
42.7 11.0 1.3 18.6 28.4 0.3 28.1 49.1 0.8 0.4 1.8 0.0 7.9 7.4
Number of Traders in Each Category Total Traders: 87
8 5 . 13 16 4 20 19 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 14,489
Positions
5,882 5,539 13 2,469 6,089 0 4,439 923 253 0 143 0 1,433 1,529
Changes from: November 29, 2022 Total Change is: -5,331
-118 -43 13 463 -2,473 0 -5,627 -85 -218 0 -2,990 0 156 465
Percent of Open Interest Represented by Each Category of Trader
40.6 38.2 0.1 17.0 42.0 0.0 30.6 6.4 1.7 0.0 1.0 0.0 9.9 10.6
Number of Traders in Each Category Total Traders: 30
. . . 4 6 0 9 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 40,889
Positions
12,777 5,605 643 10,951 3,595 1 8,963 8,078 1,198 0 11,665 117 6,241 9,989
Changes from: November 29, 2022 Total Change is: 1,347
391 -1,004 -74 1,302 141 -158 63 -856 366 -666 2,429 117 8 387
Percent of Open Interest Represented by Each Category of Trader
31.2 13.7 1.6 26.8 8.8 0.0 21.9 19.8 2.9 0.0 28.5 0.3 15.3 24.4
Number of Traders in Each Category Total Traders: 90
12 12 . 15 8 . 13 23 13 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 81,777
Positions
25,554 11,209 1,286 21,901 7,190 1 17,926 16,156 2,395 0 23,330 233 12,481 19,977
Changes from: November 29, 2022 Total Change is: 2,694
781 -2,007 -147 2,603 281 -316 125 -1,712 731 -1,332 4,857 233 16 774
Percent of Open Interest Represented by Each Category of Trader
31.2 13.7 1.6 26.8 8.8 0.0 21.9 19.8 2.9 0.0 28.5 0.3 15.3 24.4
Number of Traders in Each Category Total Traders: 90
12 12 . 15 8 . 13 23 13 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 51,449
Positions
27,044 31,184 0 18,031 10,644 1,712 2,244 6,832 18 0 0 0 2,400 1,059
Changes from: November 29, 2022 Total Change is: 47
334 -118 0 6 262 -77 65 163 4 0 0 0 -285 -187
Percent of Open Interest Represented by Each Category of Trader
52.6 60.6 0.0 35.0 20.7 3.3 4.4 13.3 0.0 0.0 0.0 0.0 4.7 2.1
Number of Traders in Each Category Total Traders: 34
6 4 0 16 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 41,235
Positions
450 867 402 548 0 427 20,245 15,475 2,163 474 3,039 225 16,301 18,637
Changes from: November 29, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 2.1 1.0 1.3 0.0 1.0 49.1 37.5 5.2 1.1 7.4 0.5 39.5 45.2
Number of Traders in Each Category Total Traders: 22
. . . . 0 . 7 5 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 457,538
Positions
77,931 83,721 21,146 189,862 97,113 51,601 24,236 110,509 20,911 19,745 21,850 3,336 48,771 47,352
Changes from: November 29, 2022 Total Change is: -5,367
513 -6,093 3,385 -6,662 -3,026 1,631 -4,163 -1,758 919 -1,138 348 -270 419 -502
Percent of Open Interest Represented by Each Category of Trader
17.0 18.3 4.6 41.5 21.2 11.3 5.3 24.2 4.6 4.3 4.8 0.7 10.7 10.3
Number of Traders in Each Category Total Traders: 562
36 35 27 143 107 111 66 110 71 36 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 17,102
Positions
1,432 11,258 0 12,295 4,485 37 1,574 0 0 0 0 0 1,764 1,322
Changes from: November 29, 2022 Total Change is: 607
163 -3,156 0 257 3,597 37 5 0 0 0 0 0 145 129
Percent of Open Interest Represented by Each Category of Trader
8.4 65.8 0.0 71.9 26.2 0.2 9.2 0.0 0.0 0.0 0.0 0.0 10.3 7.7
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 31,439
Positions
8,767 28,011 0 13,956 1,578 0 5,411 670 30 0 0 0 3,275 1,150
Changes from: November 29, 2022 Total Change is: -1,042
352 -1,178 0 -1,678 185 0 -87 101 0 0 0 0 371 -150
Percent of Open Interest Represented by Each Category of Trader
27.9 89.1 0.0 44.4 5.0 0.0 17.2 2.1 0.1 0.0 0.0 0.0 10.4 3.7
Number of Traders in Each Category Total Traders: 38
6 7 0 13 4 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,287,691
Positions
389,653 418,607 105,729 949,311 485,563 258,006 121,180 552,547 104,553 98,725 109,249 16,678 243,856 236,759
Changes from: November 29, 2022 Total Change is: -26,836
2,566 -30,465 16,924 -33,312 -15,132 8,153 -20,815 -8,788 4,593 -5,691 1,738 -1,349 2,095 -2,510
Percent of Open Interest Represented by Each Category of Trader
17.0 18.3 4.6 41.5 21.2 11.3 5.3 24.2 4.6 4.3 4.8 0.7 10.7 10.3
Number of Traders in Each Category Total Traders: 562
36 35 27 143 107 111 66 110 71 36 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 29,441
Positions
14,754 26,934 0 11,688 33 520 792 331 0 0 0 0 1,687 1,623
Changes from: November 29, 2022 Total Change is: 4,165
161 4,144 0 4,002 0 190 -188 -165 0 0 0 0 0 -4
Percent of Open Interest Represented by Each Category of Trader
50.1 91.5 0.0 39.7 0.1 1.8 2.7 1.1 0.0 0.0 0.0 0.0 5.7 5.5
Number of Traders in Each Category Total Traders: 23
6 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 15,502
Positions
3,844 14,510 0 6,527 0 0 2,482 0 3 0 0 0 2,646 989
Changes from: November 29, 2022 Total Change is: 256
-100 20 0 185 0 0 675 0 0 0 0 0 -504 236
Percent of Open Interest Represented by Each Category of Trader
24.8 93.6 0.0 42.1 0.0 0.0 16.0 0.0 0.0 0.0 0.0 0.0 17.1 6.4
Number of Traders in Each Category Total Traders: 25
5 9 0 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 22,412
Positions
12,382 12,921 0 8,239 7,040 0 619 1,073 0 0 0 0 1,172 1,378
Changes from: November 29, 2022 Total Change is: -289
5,852 -262 0 -6,257 -20 0 0 58 0 0 0 0 116 -65
Percent of Open Interest Represented by Each Category of Trader
55.2 57.7 0.0 36.8 31.4 0.0 2.8 4.8 0.0 0.0 0.0 0.0 5.2 6.1
Number of Traders in Each Category Total Traders: 26
8 4 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 18,043
Positions
657 9,994 0 11,661 4,633 1,389 2,264 1,518 0 0 0 0 2,072 509
Changes from: November 29, 2022 Total Change is: 357
-421 647 0 176 -243 70 715 -28 0 0 0 0 -183 -89
Percent of Open Interest Represented by Each Category of Trader
3.6 55.4 0.0 64.6 25.7 7.7 12.5 8.4 0.0 0.0 0.0 0.0 11.5 2.8
Number of Traders in Each Category Total Traders: 32
. 11 0 10 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 217,435
Positions
33,620 4,182 1,510 32,655 4,002 121 88,069 89,705 3,165 2,050 6,818 0 56,245 107,932
Changes from: November 29, 2022 Total Change is: 5,656
2,530 371 1,210 -3,522 -4 -20 1,396 10,145 -1,095 -1,025 -1,042 0 6,182 -3,909
Percent of Open Interest Represented by Each Category of Trader
15.5 1.9 0.7 15.0 1.8 0.1 40.5 41.3 1.5 0.9 3.1 0.0 25.9 49.6
Number of Traders in Each Category Total Traders: 33
. . . 11 . 5 8 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 287,472
Positions
108,602 81,900 117,403 0 32,000 0 6,766 2,343 48,867 0 0 0 5,834 4,959
Changes from: November 29, 2022 Total Change is: 7,360
1,120 550 5,040 0 0 0 -570 0 1,770 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
37.8 28.5 40.8 0.0 11.1 0.0 2.4 0.8 17.0 0.0 0.0 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 21
10 . 11 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 44,217
Positions
10,359 4,086 126 21,878 31,852 2,670 1,404 1,521 50 222 0 0 7,508 3,912
Changes from: November 29, 2022 Total Change is: -98
-1,028 313 76 1,171 699 -256 30 -79 -4 222 -321 0 -309 -526
Percent of Open Interest Represented by Each Category of Trader
23.4 9.2 0.3 49.5 72.0 6.0 3.2 3.4 0.1 0.5 0.0 0.0 17.0 8.8
Number of Traders in Each Category Total Traders: 62
4 4 . 26 19 10 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 50,020
Positions
12,539 6,691 894 16,136 12,071 1,300 9,098 15,527 1,085 1,699 3,483 2 7,267 8,966
Changes from: November 29, 2022 Total Change is: -829
-880 206 -63 795 -107 -70 -434 -100 68 -304 -581 -196 255 14
Percent of Open Interest Represented by Each Category of Trader
25.1 13.4 1.8 32.3 24.1 2.6 18.2 31.0 2.2 3.4 7.0 0.0 14.5 17.9
Number of Traders in Each Category Total Traders: 292
32 18 14 60 43 33 30 64 28 18 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 250,102
Positions
62,693 33,455 4,471 80,681 60,357 6,498 45,490 77,637 5,425 8,497 17,416 12 36,335 44,831
Changes from: November 29, 2022 Total Change is: -4,143
-4,400 1,028 -316 3,975 -533 -349 -2,169 -501 339 -1,520 -2,905 -978 1,275 72
Percent of Open Interest Represented by Each Category of Trader
25.1 13.4 1.8 32.3 24.1 2.6 18.2 31.0 2.2 3.4 7.0 0.0 14.5 17.9
Number of Traders in Each Category Total Traders: 292
32 18 14 60 43 33 30 64 28 18 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 129,170
Positions
6,719 2,949 0 2,034 0 539 15,678 95,699 2,715 6,225 4,308 20 95,240 22,940
Changes from: November 29, 2022 Total Change is: 1,868
287 313 0 102 0 53 -1,029 1,652 1,965 -159 36 -4 653 -2,147
Percent of Open Interest Represented by Each Category of Trader
5.2 2.3 0.0 1.6 0.0 0.4 12.1 74.1 2.1 4.8 3.3 0.0 73.7 17.8
Number of Traders in Each Category Total Traders: 39
4 . 0 5 0 . 11 8 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 482,440
Positions
122,289 62,516 2,661 175,886 184,160 40,533 82,902 135,367 8,552 23,720 28,928 166 25,731 19,557
Changes from: November 29, 2022 Total Change is: 8,558
-1,267 2,449 941 3,988 -4 82 307 3,798 3,706 21 -1,752 -51 831 -611
Percent of Open Interest Represented by Each Category of Trader
25.3 13.0 0.6 36.5 38.2 8.4 17.2 28.1 1.8 4.9 6.0 0.0 5.3 4.1
Number of Traders in Each Category Total Traders: 314
25 18 7 76 67 44 35 67 24 10 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 19,529
Positions
903 17,719 0 13,900 573 0 3,713 1,159 0 0 0 0 1,013 78
Changes from: November 29, 2022 Total Change is: 942
-208 907 0 1,175 230 0 94 -16 0 0 0 0 -119 -179
Percent of Open Interest Represented by Each Category of Trader
4.6 90.7 0.0 71.2 2.9 0.0 19.0 5.9 0.0 0.0 0.0 0.0 5.2 0.4
Number of Traders in Each Category Total Traders: 27
. 8 0 10 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 25,902
Positions
2,583 1,117 0 1,185 0 0 11,636 5,405 2,735 261 1,219 0 7,502 15,426
Changes from: November 29, 2022 Total Change is: 1,569
376 408 0 236 0 0 216 2,439 -640 261 -70 0 1,120 -568
Percent of Open Interest Represented by Each Category of Trader
10.0 4.3 0.0 4.6 0.0 0.0 44.9 20.9 10.6 1.0 4.7 0.0 29.0 59.6
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 8 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 18,813
Positions
1,221 6,859 1,203 7,985 0 11 528 5,159 1,651 2,082 1,344 0 4,132 2,586
Changes from: November 29, 2022 Total Change is: 3,849
179 318 1,203 62 0 -1 212 484 1,650 -53 -100 0 597 295
Percent of Open Interest Represented by Each Category of Trader
6.5 36.5 6.4 42.4 0.0 0.1 2.8 27.4 8.8 11.1 7.1 0.0 22.0 13.7
Number of Traders in Each Category Total Traders: 23
. . . 7 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 54,730
Positions
11,639 6,800 3,420 7,666 4,079 2,021 15,608 5,052 1,133 767 8,540 3 12,473 23,682
Changes from: November 29, 2022 Total Change is: 7,104
822 -549 2,990 -6,254 786 -772 2,752 413 966 -76 638 3 6,673 2,629
Percent of Open Interest Represented by Each Category of Trader
21.3 12.4 6.2 14.0 7.5 3.7 28.5 9.2 2.1 1.4 15.6 0.0 22.8 43.3
Number of Traders in Each Category Total Traders: 62
12 7 8 10 5 6 12 12 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 348,622
Positions
32,430 142,950 5,017 220,771 117,430 46,471 18,266 16,838 914 12,273 11,149 638 11,842 7,215
Changes from: November 29, 2022 Total Change is: -20,020
-1,880 4,206 1,981 -18,959 2,493 -229 661 -11,486 -282 -2,952 -17,691 -7 1,647 995
Percent of Open Interest Represented by Each Category of Trader
9.3 41.0 1.4 63.3 33.7 13.3 5.2 4.8 0.3 3.5 3.2 0.2 3.4 2.1
Number of Traders in Each Category Total Traders: 196
13 16 6 69 51 36 18 14 6 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,045,329
Positions
90,728 379,904 15,460 644,981 351,165 114,623 85,837 106,610 10,755 50,113 49,853 3,977 28,855 12,982
Changes from: November 29, 2022 Total Change is: -135,229
-7,611 -23,935 3,197 -96,490 2,431 -21,756 3,363 -54,090 1,183 -16,956 -40,103 542 -701 -2,698
Percent of Open Interest Represented by Each Category of Trader
8.7 36.3 1.5 61.7 33.6 11.0 8.2 10.2 1.0 4.8 4.8 0.4 2.8 1.2
Number of Traders in Each Category Total Traders: 391
28 17 14 139 77 84 55 34 34 24 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 275,819
Positions
6,580 198,695 48,905 27,609 0 1,587 169,584 5,119 12,844 7,830 8,130 486 394 53
Changes from: November 29, 2022 Total Change is: 1,576
703 5,417 -3,958 7 0 0 2,426 0 100 2,297 1 16 -15 0
Percent of Open Interest Represented by Each Category of Trader
2.4 72.0 17.7 10.0 0.0 0.6 61.5 1.9 4.7 2.8 2.9 0.2 0.1 0.0
Number of Traders in Each Category Total Traders: 104
5 30 15 13 0 4 34 4 9 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 17,245
Positions
1,750 11,713 2,277 0 0 0 13,069 3,106 149 0 0 0 0 0
Changes from: November 29, 2022 Total Change is: 1,040
123 473 487 0 0 0 381 31 49 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.1 67.9 13.2 0.0 0.0 0.0 75.8 18.0 0.9 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
5 10 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,170,663
Positions
21,676 147,738 2,481 616,020 264,925 178,140 87,185 344,725 13,268 78,611 70,765 0 173,282 148,621
Changes from: November 29, 2022 Total Change is: -27,018
-1,212 -1,176 1,779 -3,231 -19,411 10,261 -6,160 587 -22,008 3,102 94 -383 -9,166 3,239
Percent of Open Interest Represented by Each Category of Trader
1.9 12.6 0.2 52.6 22.6 15.2 7.4 29.4 1.1 6.7 6.0 0.0 14.8 12.7
Number of Traders in Each Category Total Traders: 184
4 19 . 64 30 59 23 30 18 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,424,700
Positions
5,146 52,754 3,046 871,577 277,450 237,517 52,170 691,680 34,071 52,736 13,589 0 168,437 114,593
Changes from: November 29, 2022 Total Change is: -54,512
-7,843 10,028 -8,252 -1,673 10,241 -9,368 -5,182 -39,085 -15,041 41 11 0 -7,194 -3,046
Percent of Open Interest Represented by Each Category of Trader
0.4 3.7 0.2 61.2 19.5 16.7 3.7 48.5 2.4 3.7 1.0 0.0 11.8 8.0
Number of Traders in Each Category Total Traders: 155
. 11 . 75 23 57 13 22 15 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,109,988
Positions
44,862 193,292 21,001 1,260,113 379,424 269,382 139,793 884,886 54,723 144,680 136,493 726 174,708 170,061
Changes from: November 29, 2022 Total Change is: 10,871
14,409 6,283 -4,058 -3,628 12,369 13,261 27,351 36,985 -33,461 10,753 -10,767 -1,732 -12,024 -8,009
Percent of Open Interest Represented by Each Category of Trader
2.1 9.2 1.0 59.7 18.0 12.8 6.6 41.9 2.6 6.9 6.5 0.0 8.3 8.1
Number of Traders in Each Category Total Traders: 374
17 35 11 121 52 87 42 61 26 21 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 3,775,431
Positions
107,729 287,288 13,236 1,984,836 832,777 744,543 239,049 1,003,983 115,986 206,513 300,136 27,360 336,179 450,122
Changes from: November 29, 2022 Total Change is: -121,952
28,116 -67,005 -6,063 -74,029 -14,754 28,341 -13,131 -37,846 -45,876 -19,665 -10,199 -3,884 -15,761 35,334
Percent of Open Interest Represented by Each Category of Trader
2.9 7.6 0.4 52.6 22.1 19.7 6.3 26.6 3.1 5.5 7.9 0.7 8.9 11.9
Number of Traders in Each Category Total Traders: 393
22 30 15 115 76 103 37 69 40 17 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,410,571
Positions
43,122 39,667 5,899 646,890 591,019 208,186 189,006 252,469 14,147 142,796 56,106 338 160,187 242,740
Changes from: November 29, 2022 Total Change is: 47,302
50 3,861 -285 28,429 -19,869 8,938 4,195 47,152 -1,242 6,491 5,772 -66 792 3,041
Percent of Open Interest Represented by Each Category of Trader
3.1 2.8 0.4 45.9 41.9 14.8 13.4 17.9 1.0 10.1 4.0 0.0 11.4 17.2
Number of Traders in Each Category Total Traders: 137
4 7 . 41 45 52 11 12 13 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,153
Positions
0 0 0 0 0 0 0 1,216 0 763 286 0 1,390 651
Changes from: November 29, 2022 Total Change is: -177
0 0 0 0 0 0 0 -113 -147 -31 27 -38 39 94
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 56.5 0.0 35.4 13.3 0.0 64.6 30.2
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 0 . 0 14 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 4,130,322
Positions
33,139 498,438 5,800 1,787,115 648,538 781,935 672,530 1,448,628 78,348 467,765 253,327 110 303,580 415,198
Changes from: November 29, 2022 Total Change is: -173,097
-1,759 -9,007 -14,230 2,776 -86,990 -10,576 18,546 -2,320 -81,008 -80,047 15,388 -517 -6,282 16,163
Percent of Open Interest Represented by Each Category of Trader
0.8 12.1 0.1 43.3 15.7 18.9 16.3 35.1 1.9 11.3 6.1 0.0 7.4 10.1
Number of Traders in Each Category Total Traders: 334
10 30 8 100 52 89 41 65 32 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,323,028
Positions
398,965 285,813 339,501 0 69,771 7,886 232,005 286,436 274,438 39,003 19,075 1,220 30,010 38,888
Changes from: November 29, 2022 Total Change is: -318,567
69,998 -54,549 -75,324 -1,900 -44,488 -4,667 -198,262 -33,038 -103,144 -3,388 0 -1,393 -487 -1,964
Percent of Open Interest Represented by Each Category of Trader
30.2 21.6 25.7 0.0 5.3 0.6 17.5 21.7 20.7 2.9 1.4 0.1 2.3 2.9
Number of Traders in Each Category Total Traders: 122
25 32 48 0 4 4 27 22 42 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 7,263,670
Positions
2,663,483 1,326,632 1,044,239 359,426 152,821 192,489 825,312 1,920,319 1,734,600 30,315 178,595 60,398 353,408 653,577
Changes from: November 29, 2022 Total Change is: 28,869
49,333 41,240 53,122 -35,140 -7,729 3,216 26,913 -53,233 -58,976 -816 2,643 -2,100 -6,683 50,686
Percent of Open Interest Represented by Each Category of Trader
36.7 18.3 14.4 4.9 2.1 2.7 11.4 26.4 23.9 0.4 2.5 0.8 4.9 9.0
Number of Traders in Each Category Total Traders: 165
26 26 49 10 9 9 27 46 63 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 8,410,056
Positions
2,782,949 2,780,824 1,194,248 559,010 349,304 424,727 1,052,515 1,180,732 2,226,848 84,446 162,712 64,886 20,427 25,775
Changes from: November 29, 2022 Total Change is: 250,387
95,575 114,835 15,838 -14,600 -21,522 1,323 126,565 82,466 19,420 5,249 30,719 -1,396 2,413 8,704
Percent of Open Interest Represented by Each Category of Trader
33.1 33.1 14.2 6.6 4.2 5.1 12.5 14.0 26.5 1.0 1.9 0.8 0.2 0.3
Number of Traders in Each Category Total Traders: 521
53 87 119 21 33 31 69 106 139 37 63 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 613,451
Positions
99,319 233,111 144,578 23,781 5,992 7,295 236,669 109,378 98,541 2,476 12,337 638 154 1,581
Changes from: November 29, 2022 Total Change is: -134,012
-17,834 -54,209 -26,246 2,907 -227 2,048 -59,036 -23,054 -36,132 62 2,195 200 19 1,413
Percent of Open Interest Represented by Each Category of Trader
16.2 38.0 23.6 3.9 1.0 1.2 38.6 17.8 16.1 0.4 2.0 0.1 0.0 0.3
Number of Traders in Each Category Total Traders: 170
28 52 50 . 5 . 37 29 40 6 8 7
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,769
Positions
171 3,130 67 6,303 1,278 651 4,197 7,707 729 2,286 1,343 0 1,365 864
Changes from: November 29, 2022 Total Change is: -1,063
-100 35 -102 697 -91 -184 -645 -899 54 -905 47 -7 129 84
Percent of Open Interest Represented by Each Category of Trader
1.1 19.8 0.4 40.0 8.1 4.1 26.6 48.9 4.6 14.5 8.5 0.0 8.7 5.5
Number of Traders in Each Category Total Traders: 109
. . . 6 8 . 20 48 15 11 10 0
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,461
Positions
200 221 0 177 1,293 22 6,781 6,662 841 1,808 1,736 83 2,549 1,603
Changes from: November 29, 2022 Total Change is: -651
-320 221 0 -1 -89 -2 -323 -505 35 -36 -261 0 -4 -50
Percent of Open Interest Represented by Each Category of Trader
1.6 1.8 0.0 1.4 10.4 0.2 54.4 53.5 6.7 14.5 13.9 0.7 20.5 12.9
Number of Traders in Each Category Total Traders: 98
. . 0 5 . . 12 13 4 35 28 .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 5,272
Positions
147 399 133 34 608 26 2,141 2,071 134 1,980 1,328 1 676 572
Changes from: November 29, 2022 Total Change is: -375
-16 23 -42 0 -209 -4 -444 -253 53 107 84 1 -30 -28
Percent of Open Interest Represented by Each Category of Trader
2.8 7.6 2.5 0.6 11.5 0.5 40.6 39.3 2.5 37.6 25.2 0.0 12.8 10.8
Number of Traders in Each Category Total Traders: 67
. . . . 5 . 12 21 5 12 10 .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 22,300
Positions
1,326 0 0 138 1,657 0 5,234 10,364 2,738 11,175 6,643 431 1,258 467
Changes from: November 29, 2022 Total Change is: -1,146
1,326 -1,154 0 0 -28 0 -231 -232 163 -2,492 54 14 74 37
Percent of Open Interest Represented by Each Category of Trader
5.9 0.0 0.0 0.6 7.4 0.0 23.5 46.5 12.3 50.1 29.8 1.9 5.6 2.1
Number of Traders in Each Category Total Traders: 108
. 0 0 . . 0 8 9 . 58 30 .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,115
Positions
204 25,566 0 20,366 1,889 840 14,562 11,088 522 2,833 2,076 178 5,610 2,956
Changes from: November 29, 2022 Total Change is: -1,721
-66 0 0 -1,825 -36 50 1,117 -1,962 187 -594 -316 -1 -589 357
Percent of Open Interest Represented by Each Category of Trader
0.5 56.7 0.0 45.1 4.2 1.9 32.3 24.6 1.2 6.3 4.6 0.4 12.4 6.6
Number of Traders in Each Category Total Traders: 92
. . 0 10 8 4 22 20 6 17 11 .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 334,630
Positions
38,374 18,790 13,335 91,562 72,245 43,693 51,013 84,480 61,584 2,238 3,773 9,049 23,782 27,681
Changes from: November 29, 2022 Total Change is: 11,294
6,141 3,925 3,372 -9,149 2,726 416 2,856 -5,809 6,384 -678 283 -303 2,255 300
Percent of Open Interest Represented by Each Category of Trader
11.5 5.6 4.0 27.4 21.6 13.1 15.2 25.2 18.4 0.7 1.1 2.7 7.1 8.3
Number of Traders in Each Category Total Traders: 175
17 12 19 23 30 28 27 44 46 9 5 11
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Traders in Financial Futures - Futures Only Positions as of December 6, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 60,007
Positions
38,213 46,118 0 13,012 3,509 733 6,104 9,226 7 1,522 299 25 391 90
Changes from: November 29, 2022 Total Change is: 2,407
1,089 0 0 -168 1,009 -28 1,142 1,354 7 343 23 8 14 34
Percent of Open Interest Represented by Each Category of Trader
63.7 76.9 0.0 21.7 5.8 1.2 10.2 15.4 0.0 2.5 0.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 44
5 4 0 14 . . 7 7 . . . .
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Updated December 09, 2022