Traders in Financial Futures - Futures Only Positions as of December 13, 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 169,433
Positions
38,423 15,559 16,122 27,147 59,336 5,715 27,526 28,427 6,597 15,295 7,393 519 32,089 29,765
Changes from: December 6, 2022 Total Change is: 20,542
4,982 1,680 13,819 -794 6,978 417 1,525 2,028 -1,391 674 -1,160 205 1,105 -2,034
Percent of Open Interest Represented by Each Category of Trader
22.7 9.2 9.5 16.0 35.0 3.4 16.2 16.8 3.9 9.0 4.4 0.3 18.9 17.6
Number of Traders in Each Category Total Traders: 111
10 5 7 12 22 10 16 28 13 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 49,340
Positions
25,130 5,068 4,647 1,870 9,607 553 2,659 10,823 3,884 0 0 0 10,597 14,758
Changes from: December 6, 2022 Total Change is: 9,169
150 2,601 3,973 -239 34 -61 1,220 -36 3,712 0 0 0 414 -1,054
Percent of Open Interest Represented by Each Category of Trader
50.9 10.3 9.4 3.8 19.5 1.1 5.4 21.9 7.9 0.0 0.0 0.0 21.5 29.9
Number of Traders in Each Category Total Traders: 36
5 . . 4 6 . 7 12 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 240,264
Positions
82,921 55,490 11,348 41,702 60,452 6,349 55,236 57,169 15,298 1,938 3,137 0 25,472 31,021
Changes from: December 6, 2022 Total Change is: 9,953
-4,554 2,970 6,481 -1,284 -8,881 892 -413 4,696 6,329 -22 -1,026 -7 2,531 -1,501
Percent of Open Interest Represented by Each Category of Trader
34.5 23.1 4.7 17.4 25.2 2.6 23.0 23.8 6.4 0.8 1.3 0.0 10.6 12.9
Number of Traders in Each Category Total Traders: 128
7 9 6 15 30 13 27 32 23 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 226,964
Positions
91,836 18,200 14,302 50,859 94,167 2,942 21,753 45,441 17,786 774 1,573 44 26,668 32,509
Changes from: December 6, 2022 Total Change is: 3,540
-15,682 -4,037 12,701 -4,633 -4,095 -271 -2,074 -10,820 11,733 -50 -122 44 1,772 -1,593
Percent of Open Interest Represented by Each Category of Trader
40.5 8.0 6.3 22.4 41.5 1.3 9.6 20.0 7.8 0.3 0.7 0.0 11.7 14.3
Number of Traders in Each Category Total Traders: 112
11 5 8 17 28 15 16 30 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 772,800
Positions
40,388 439,262 16,964 445,288 94,765 19,750 68,146 79,103 40,218 43,545 16,899 4,468 94,033 61,371
Changes from: December 6, 2022 Total Change is: 61,263
-1,243 27,001 10,606 30,951 -3,536 -746 -8,548 -2,498 20,925 309 -1,958 26 8,983 11,443
Percent of Open Interest Represented by Each Category of Trader
5.2 56.8 2.2 57.6 12.3 2.6 8.8 10.2 5.2 5.6 2.2 0.6 12.2 7.9
Number of Traders in Each Category Total Traders: 307
17 15 11 108 28 44 48 37 30 35 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,152
Positions
0 18,767 0 11,891 621 3,112 1,965 4,295 1,641 0 0 0 13,543 3,716
Changes from: December 6, 2022 Total Change is: 1,810
0 3 0 -448 -27 223 548 586 756 0 0 0 731 269
Percent of Open Interest Represented by Each Category of Trader
0.0 58.4 0.0 37.0 1.9 9.7 6.1 13.4 5.1 0.0 0.0 0.0 42.1 11.6
Number of Traders in Each Category Total Traders: 25
0 . 0 14 . 6 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 172,269
Positions
63,287 26,158 5,071 52,113 58,607 3,721 15,950 44,672 11,693 3,095 0 0 17,339 22,347
Changes from: December 6, 2022 Total Change is: 13,514
-777 3,625 2,680 -568 -1,266 -113 2,141 -4,117 9,429 197 0 0 525 3,276
Percent of Open Interest Represented by Each Category of Trader
36.7 15.2 2.9 30.3 34.0 2.2 9.3 25.9 6.8 1.8 0.0 0.0 10.1 13.0
Number of Traders in Each Category Total Traders: 92
6 6 4 15 19 9 17 24 11 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 290,116
Positions
7,826 222,530 3,583 129,696 4,568 544 126,257 24,266 8,720 5,441 23,303 114 7,935 2,488
Changes from: December 6, 2022 Total Change is: -3,592
2,932 -4,847 2,818 -30,217 361 -194 16,249 -5,662 5,621 -939 -1,788 57 81 42
Percent of Open Interest Represented by Each Category of Trader
2.7 76.7 1.2 44.7 1.6 0.2 43.5 8.4 3.0 1.9 8.0 0.0 2.7 0.9
Number of Traders in Each Category Total Traders: 166
4 8 4 32 7 5 62 23 12 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 34,190
Positions
4,648 3,859 459 17,649 3,718 28 6,736 23,410 19 1,196 1,343 0 3,455 1,354
Changes from: December 6, 2022 Total Change is: 8,726
-123 0 318 8,060 -386 -9 513 8,885 17 61 -13 0 -111 -86
Percent of Open Interest Represented by Each Category of Trader
13.6 11.3 1.3 51.6 10.9 0.1 19.7 68.5 0.1 3.5 3.9 0.0 10.1 4.0
Number of Traders in Each Category Total Traders: 62
4 . . 14 4 . 15 11 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 55,294
Positions
18,432 7,343 4,650 11,042 11,453 97 13,889 25,159 1,887 0 818 0 5,297 3,887
Changes from: December 6, 2022 Total Change is: 12,340
106 2,600 4,111 3,044 -727 -11 1,806 4,082 1,552 -155 59 -13 1,900 687
Percent of Open Interest Represented by Each Category of Trader
33.3 13.3 8.4 20.0 20.7 0.2 25.1 45.5 3.4 0.0 1.5 0.0 9.6 7.0
Number of Traders in Each Category Total Traders: 86
8 5 5 15 14 4 21 17 6 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 15,326
Positions
4,758 5,646 1,624 2,058 3,924 0 4,357 1,435 1,146 0 0 0 1,383 1,551
Changes from: December 6, 2022 Total Change is: 837
-1,124 107 1,611 -411 -2,165 0 -82 512 893 0 -143 0 -50 22
Percent of Open Interest Represented by Each Category of Trader
31.0 36.8 10.6 13.4 25.6 0.0 28.4 9.4 7.5 0.0 0.0 0.0 9.0 10.1
Number of Traders in Each Category Total Traders: 27
. . . . 5 0 10 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 53,227
Positions
14,175 6,828 5,556 11,449 3,956 12 10,129 9,179 4,980 0 11,936 0 6,928 10,781
Changes from: December 6, 2022 Total Change is: 12,339
1,398 1,224 4,913 498 361 12 1,166 1,101 3,783 0 271 -117 687 793
Percent of Open Interest Represented by Each Category of Trader
26.6 12.8 10.4 21.5 7.4 0.0 19.0 17.2 9.4 0.0 22.4 0.0 13.0 20.3
Number of Traders in Each Category Total Traders: 106
13 17 13 19 8 . 17 24 16 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 106,454
Positions
28,349 13,656 11,112 22,897 7,911 24 20,257 18,357 9,960 0 23,872 0 13,855 21,562
Changes from: December 6, 2022 Total Change is: 24,677
2,795 2,447 9,826 996 721 23 2,331 2,201 7,565 0 542 -233 1,374 1,585
Percent of Open Interest Represented by Each Category of Trader
26.6 12.8 10.4 21.5 7.4 0.0 19.0 17.2 9.4 0.0 22.4 0.0 13.0 20.3
Number of Traders in Each Category Total Traders: 106
13 17 13 19 8 . 17 24 16 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 67,407
Positions
19,096 33,395 14,491 27,041 9,539 1,772 2,169 6,813 0 0 0 0 2,838 1,397
Changes from: December 6, 2022 Total Change is: 15,958
-7,948 2,211 14,491 9,010 -1,105 60 -75 -19 -18 0 0 0 438 338
Percent of Open Interest Represented by Each Category of Trader
28.3 49.5 21.5 40.1 14.2 2.6 3.2 10.1 0.0 0.0 0.0 0.0 4.2 2.1
Number of Traders in Each Category Total Traders: 33
5 5 4 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 48,564
Positions
503 1,554 0 548 0 427 22,107 16,121 6,945 274 4,009 557 17,203 18,951
Changes from: December 6, 2022 Total Change is: 7,329
53 687 -402 0 0 0 1,862 646 4,782 -200 970 332 902 314
Percent of Open Interest Represented by Each Category of Trader
1.0 3.2 0.0 1.1 0.0 0.9 45.5 33.2 14.3 0.6 8.3 1.1 35.4 39.0
Number of Traders in Each Category Total Traders: 23
. 4 0 . 0 . 5 6 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 495,428
Positions
73,540 75,434 33,218 192,036 94,405 52,908 22,210 117,516 34,352 20,045 23,955 11,164 55,955 52,476
Changes from: December 6, 2022 Total Change is: 37,890
-4,391 -8,287 12,073 2,174 -2,708 1,307 -2,026 7,007 13,441 300 2,105 7,828 7,184 5,124
Percent of Open Interest Represented by Each Category of Trader
14.8 15.2 6.7 38.8 19.1 10.7 4.5 23.7 6.9 4.0 4.8 2.3 11.3 10.6
Number of Traders in Each Category Total Traders: 550
34 35 38 139 103 110 70 106 92 33 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 20,865
Positions
1,348 16,459 769 14,116 250 0 1,186 0 919 0 0 0 2,527 2,468
Changes from: December 6, 2022 Total Change is: 3,763
-84 5,201 769 1,821 -4,235 -37 -388 0 919 0 0 0 763 1,146
Percent of Open Interest Represented by Each Category of Trader
6.5 78.9 3.7 67.7 1.2 0.0 5.7 0.0 4.4 0.0 0.0 0.0 12.1 11.8
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 33,921
Positions
9,481 25,389 1,238 12,065 3,420 0 5,639 672 1,053 0 0 0 4,445 2,149
Changes from: December 6, 2022 Total Change is: 2,482
714 -2,622 1,238 -1,891 1,842 0 228 2 1,023 0 0 0 1,170 999
Percent of Open Interest Represented by Each Category of Trader
28.0 74.8 3.6 35.6 10.1 0.0 16.6 2.0 3.1 0.0 0.0 0.0 13.1 6.3
Number of Traders in Each Category Total Traders: 39
5 7 . 11 4 0 9 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 2,477,140
Positions
367,698 377,170 166,092 960,181 472,024 264,541 111,051 587,581 171,760 100,224 119,775 55,818 279,775 262,379
Changes from: December 6, 2022 Total Change is: 189,449
-21,955 -41,437 60,363 10,870 -13,539 6,535 -10,129 35,034 67,207 1,499 10,526 39,140 35,919 25,620
Percent of Open Interest Represented by Each Category of Trader
14.8 15.2 6.7 38.8 19.1 10.7 4.5 23.7 6.9 4.0 4.8 2.3 11.3 10.6
Number of Traders in Each Category Total Traders: 550
34 35 38 139 103 110 70 106 92 33 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 34,742
Positions
17,075 26,849 185 10,451 33 520 670 288 1,708 0 0 0 4,133 5,159
Changes from: December 6, 2022 Total Change is: 5,301
2,321 -85 185 -1,237 0 0 -122 -43 1,708 0 0 0 2,446 3,536
Percent of Open Interest Represented by Each Category of Trader
49.1 77.3 0.5 30.1 0.1 1.5 1.9 0.8 4.9 0.0 0.0 0.0 11.9 14.8
Number of Traders in Each Category Total Traders: 23
5 7 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 18,817
Positions
3,845 14,508 3,234 6,527 0 0 2,357 0 3 0 0 0 2,851 1,072
Changes from: December 6, 2022 Total Change is: 3,315
1 -2 3,234 0 0 0 -125 0 0 0 0 0 205 83
Percent of Open Interest Represented by Each Category of Trader
20.4 77.1 17.2 34.7 0.0 0.0 12.5 0.0 0.0 0.0 0.0 0.0 15.2 5.7
Number of Traders in Each Category Total Traders: 26
6 9 5 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 26,533
Positions
12,116 13,048 3,279 8,239 6,886 0 738 1,103 488 0 0 0 1,673 1,729
Changes from: December 6, 2022 Total Change is: 4,121
-266 127 3,279 0 -154 0 119 30 488 0 0 0 501 351
Percent of Open Interest Represented by Each Category of Trader
45.7 49.2 12.4 31.1 26.0 0.0 2.8 4.2 1.8 0.0 0.0 0.0 6.3 6.5
Number of Traders in Each Category Total Traders: 26
7 4 4 . 6 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 23,065
Positions
747 12,307 2,920 10,382 2,958 2,301 2,455 1,168 4 0 0 0 4,256 1,407
Changes from: December 6, 2022 Total Change is: 5,022
90 2,313 2,920 -1,279 -1,675 912 191 -350 4 0 0 0 2,184 898
Percent of Open Interest Represented by Each Category of Trader
3.2 53.4 12.7 45.0 12.8 10.0 10.6 5.1 0.0 0.0 0.0 0.0 18.5 6.1
Number of Traders in Each Category Total Traders: 30
. 10 5 9 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 260,045
Positions
30,785 4,842 3,016 31,784 4,033 13 111,337 71,699 30,531 2,040 9,755 0 50,539 136,156
Changes from: December 6, 2022 Total Change is: 42,610
-2,835 660 1,506 -871 31 -108 23,268 -18,006 27,366 -10 2,937 0 -5,706 28,224
Percent of Open Interest Represented by Each Category of Trader
11.8 1.9 1.2 12.2 1.6 0.0 42.8 27.6 11.7 0.8 3.8 0.0 19.4 52.4
Number of Traders in Each Category Total Traders: 32
. . . 11 . . 7 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 295,229
Positions
109,362 81,900 123,907 0 32,000 0 8,263 2,593 51,120 0 0 0 2,577 3,709
Changes from: December 6, 2022 Total Change is: 7,757
760 0 6,504 0 0 0 1,497 250 2,253 0 0 0 -3,257 -1,250
Percent of Open Interest Represented by Each Category of Trader
37.0 27.7 42.0 0.0 10.8 0.0 2.8 0.9 17.3 0.0 0.0 0.0 0.9 1.3
Number of Traders in Each Category Total Traders: 23
10 . 12 0 . 0 . . 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 47,655
Positions
10,972 4,396 2,092 22,275 32,019 3,055 1,198 949 152 231 0 115 7,565 4,877
Changes from: December 6, 2022 Total Change is: 3,438
613 310 1,966 397 167 385 -206 -572 102 9 0 115 57 965
Percent of Open Interest Represented by Each Category of Trader
23.0 9.2 4.4 46.7 67.2 6.4 2.5 2.0 0.3 0.5 0.0 0.2 15.9 10.2
Number of Traders in Each Category Total Traders: 63
5 6 6 23 21 10 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 62,597
Positions
12,814 6,989 5,434 16,130 12,201 1,730 8,885 15,039 8,335 1,847 4,163 27 7,395 8,679
Changes from: December 6, 2022 Total Change is: 12,576
275 298 4,540 -6 130 430 -213 -489 7,250 148 680 24 128 -287
Percent of Open Interest Represented by Each Category of Trader
20.5 11.2 8.7 25.8 19.5 2.8 14.2 24.0 13.3 3.0 6.7 0.0 11.8 13.9
Number of Traders in Each Category Total Traders: 294
31 17 23 61 44 35 41 54 45 18 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 312,984
Positions
64,069 34,945 27,172 80,650 61,006 8,648 44,423 75,194 41,676 9,237 20,815 134 36,975 43,394
Changes from: December 6, 2022 Total Change is: 62,882
1,376 1,490 22,701 -31 649 2,150 -1,067 -2,443 36,251 740 3,399 122 640 -1,437
Percent of Open Interest Represented by Each Category of Trader
20.5 11.2 8.7 25.8 19.5 2.8 14.2 24.0 13.3 3.0 6.7 0.0 11.8 13.9
Number of Traders in Each Category Total Traders: 294
31 17 23 61 44 35 41 54 45 18 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 138,496
Positions
7,784 1,516 2,667 2,156 0 505 19,197 94,686 12,402 6,109 2,780 40 87,636 23,900
Changes from: December 6, 2022 Total Change is: 9,326
1,065 -1,433 2,667 122 0 -34 3,519 -1,013 9,687 -116 -1,528 20 -7,604 960
Percent of Open Interest Represented by Each Category of Trader
5.6 1.1 1.9 1.6 0.0 0.4 13.9 68.4 9.0 4.4 2.0 0.0 63.3 17.3
Number of Traders in Each Category Total Traders: 35
4 . . 5 0 . 12 7 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 519,430
Positions
119,731 70,778 23,134 170,834 179,558 44,655 87,151 129,773 21,499 24,147 27,891 401 27,878 21,741
Changes from: December 6, 2022 Total Change is: 36,990
-2,558 8,262 20,473 -5,052 -4,602 4,122 4,249 -5,594 12,947 427 -1,037 235 2,147 2,184
Percent of Open Interest Represented by Each Category of Trader
23.1 13.6 4.5 32.9 34.6 8.6 16.8 25.0 4.1 4.6 5.4 0.1 5.4 4.2
Number of Traders in Each Category Total Traders: 317
21 22 12 78 68 47 40 64 38 9 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 35,763
Positions
903 17,160 9,559 13,568 875 0 3,742 1,071 81 0 0 0 7,910 7,017
Changes from: December 6, 2022 Total Change is: 16,234
0 -559 9,559 -332 302 0 29 -88 81 0 0 0 6,897 6,939
Percent of Open Interest Represented by Each Category of Trader
2.5 48.0 26.7 37.9 2.4 0.0 10.5 3.0 0.2 0.0 0.0 0.0 22.1 19.6
Number of Traders in Each Category Total Traders: 27
. 8 6 9 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 39,328
Positions
3,814 8,509 600 13,463 2,837 2,674 11,494 5,153 37 1,542 2,254 2 5,702 17,262
Changes from: December 6, 2022 Total Change is: -15,402
-7,825 1,709 -2,820 5,797 -1,242 653 -4,114 101 -1,096 775 -6,286 -1 -6,771 -6,420
Percent of Open Interest Represented by Each Category of Trader
9.7 21.6 1.5 34.2 7.2 6.8 29.2 13.1 0.1 3.9 5.7 0.0 14.5 43.9
Number of Traders in Each Category Total Traders: 47
7 5 . 13 4 6 8 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 426,335
Positions
32,801 139,190 71,065 217,278 112,248 52,580 17,853 22,153 2,258 12,116 16,417 839 19,545 9,585
Changes from: December 6, 2022 Total Change is: 77,713
371 -3,760 66,048 -3,493 -5,182 6,109 -413 5,315 1,344 -157 5,268 201 7,703 2,370
Percent of Open Interest Represented by Each Category of Trader
7.7 32.6 16.7 51.0 26.3 12.3 4.2 5.2 0.5 2.8 3.9 0.2 4.6 2.2
Number of Traders in Each Category Total Traders: 197
12 15 16 67 53 41 16 15 8 9 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,259,552
Positions
91,103 372,738 125,728 666,934 330,209 125,482 81,300 145,695 17,438 53,136 68,461 10,897 87,534 62,904
Changes from: December 6, 2022 Total Change is: 214,223
375 -7,166 110,268 21,953 -20,956 10,859 -4,537 39,085 6,683 3,023 18,608 6,920 58,679 49,922
Percent of Open Interest Represented by Each Category of Trader
7.2 29.6 10.0 53.0 26.2 10.0 6.5 11.6 1.4 4.2 5.4 0.9 6.9 5.0
Number of Traders in Each Category Total Traders: 395
26 20 22 142 70 91 53 39 38 27 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 274,119
Positions
6,668 198,810 47,783 26,389 0 1,337 170,186 5,219 12,322 8,522 8,131 465 447 52
Changes from: December 6, 2022 Total Change is: -1,700
88 115 -1,122 -1,220 0 -250 602 100 -522 692 1 -21 53 -1
Percent of Open Interest Represented by Each Category of Trader
2.4 72.5 17.4 9.6 0.0 0.5 62.1 1.9 4.5 3.1 3.0 0.2 0.2 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 13, 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 20,450
Positions
613 13,492 3,378 0 0 0 16,060 3,181 399 0 0 0 0 0
Changes from: December 6, 2022 Total Change is: 3,205
-1,137 1,779 1,101 0 0 0 2,991 75 250 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.0 66.0 16.5 0.0 0.0 0.0 78.5 15.6 2.0 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
4 11 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,185,521
Positions
27,766 155,237 2,292 624,431 264,939 175,202 86,715 367,436 11,021 81,882 73,654 0 176,212 135,740
Changes from: December 6, 2022 Total Change is: 14,858
6,090 7,499 -189 8,411 14 -2,938 -470 22,711 -2,247 3,271 2,889 0 2,930 -12,881
Percent of Open Interest Represented by Each Category of Trader
2.3 13.1 0.2 52.7 22.3 14.8 7.3 31.0 0.9 6.9 6.2 0.0 14.9 11.4
Number of Traders in Each Category Total Traders: 188
8 16 . 66 29 60 23 31 20 5 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,426,930
Positions
7,975 66,032 1,452 887,980 272,111 230,304 54,213 701,928 32,301 46,934 13,441 0 165,771 109,361
Changes from: December 6, 2022 Total Change is: 2,230
2,829 13,278 -1,594 16,403 -5,339 -7,213 2,043 10,248 -1,770 -5,802 -148 0 -2,666 -5,232
Percent of Open Interest Represented by Each Category of Trader
0.6 4.6 0.1 62.2 19.1 16.1 3.8 49.2 2.3 3.3 0.9 0.0 11.6 7.7
Number of Traders in Each Category Total Traders: 157
. 12 . 78 21 55 14 22 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 2,202,604
Positions
36,652 209,176 19,988 1,296,440 383,423 286,376 137,014 895,634 97,485 143,936 128,432 1,000 183,713 181,090
Changes from: December 6, 2022 Total Change is: 92,616
-8,210 15,884 -1,013 36,327 3,999 16,994 -2,779 10,748 42,762 -744 -8,061 274 9,005 11,029
Percent of Open Interest Represented by Each Category of Trader
1.7 9.5 0.9 58.9 17.4 13.0 6.2 40.7 4.4 6.5 5.8 0.0 8.3 8.2
Number of Traders in Each Category Total Traders: 360
13 36 9 118 53 86 37 60 29 20 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 3,822,244
Positions
120,920 254,349 17,329 1,992,138 900,074 749,337 224,031 1,039,800 109,838 243,109 287,483 28,729 336,813 435,305
Changes from: December 6, 2022 Total Change is: 46,813
13,191 -32,939 4,093 7,302 67,297 4,794 -15,018 35,817 -6,148 36,596 -12,653 1,369 634 -14,817
Percent of Open Interest Represented by Each Category of Trader
3.2 6.7 0.5 52.1 23.5 19.6 5.9 27.2 2.9 6.4 7.5 0.8 8.8 11.4
Number of Traders in Each Category Total Traders: 395
26 23 16 117 80 107 36 67 35 19 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,433,431
Positions
41,585 41,230 6,593 656,071 593,527 199,902 216,957 268,560 13,451 140,537 58,219 226 158,109 251,723
Changes from: December 6, 2022 Total Change is: 22,860
-1,537 1,563 694 9,181 2,508 -8,284 27,951 16,091 -696 -2,259 2,113 -112 -2,078 8,983
Percent of Open Interest Represented by Each Category of Trader
2.9 2.9 0.5 45.8 41.4 13.9 15.1 18.7 0.9 9.8 4.1 0.0 11.0 17.6
Number of Traders in Each Category Total Traders: 145
. 7 . 41 50 55 13 14 9 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 2,565
Positions
0 0 0 0 0 0 0 1,792 0 949 187 38 1,578 548
Changes from: December 6, 2022 Total Change is: 412
0 0 0 0 0 0 0 576 0 186 -99 38 188 -103
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 69.9 0.0 37.0 7.3 1.5 61.5 21.4
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 0 . 0 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 4,114,021
Positions
30,370 522,982 5,077 1,813,585 588,305 778,332 652,511 1,486,165 83,767 445,589 262,118 0 304,790 387,275
Changes from: December 6, 2022 Total Change is: -16,301
-2,769 24,544 -723 26,470 -60,233 -3,603 -20,019 37,537 5,419 -22,176 8,791 -110 1,210 -27,923
Percent of Open Interest Represented by Each Category of Trader
0.7 12.7 0.1 44.1 14.3 18.9 15.9 36.1 2.0 10.8 6.4 0.0 7.4 9.4
Number of Traders in Each Category Total Traders: 335
8 32 6 105 49 87 35 66 30 19 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,402,582
Positions
394,579 278,400 381,155 0 73,313 7,886 245,298 294,646 303,577 34,793 19,075 855 34,439 43,675
Changes from: December 6, 2022 Total Change is: 79,554
-4,386 -7,413 41,654 0 3,542 0 13,293 8,210 29,139 -4,210 0 -365 4,429 4,787
Percent of Open Interest Represented by Each Category of Trader
28.1 19.8 27.2 0.0 5.2 0.6 17.5 21.0 21.6 2.5 1.4 0.1 2.5 3.1
Number of Traders in Each Category Total Traders: 123
27 32 49 0 5 4 21 25 36 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 7,223,627
Positions
2,607,749 1,313,611 1,082,172 336,083 136,755 211,498 823,038 1,956,497 1,719,887 28,951 156,142 61,148 353,101 585,917
Changes from: December 6, 2022 Total Change is: -40,043
-55,734 -13,021 37,933 -23,343 -16,066 19,009 -2,274 36,178 -14,713 -1,364 -22,453 750 -307 -67,660
Percent of Open Interest Represented by Each Category of Trader
36.1 18.2 15.0 4.7 1.9 2.9 11.4 27.1 23.8 0.4 2.2 0.8 4.9 8.1
Number of Traders in Each Category Total Traders: 165
26 26 50 10 10 10 32 42 61 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 8,567,541
Positions
2,715,776 2,894,494 1,224,416 569,214 322,693 448,616 1,092,389 1,069,056 2,331,893 77,166 166,169 79,623 28,448 30,581
Changes from: December 6, 2022 Total Change is: 157,485
-67,173 113,670 30,168 10,204 -26,611 23,889 39,874 -111,676 105,045 -7,280 3,457 14,737 8,021 4,806
Percent of Open Interest Represented by Each Category of Trader
31.7 33.8 14.3 6.6 3.8 5.2 12.8 12.5 27.2 0.9 1.9 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 551
51 92 123 23 34 34 79 104 144 39 71 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 676,713
Positions
105,370 221,869 179,004 27,510 6,295 7,131 240,809 131,530 114,464 1,499 14,512 701 225 1,207
Changes from: December 6, 2022 Total Change is: 63,262
6,051 -11,242 34,426 3,729 303 -164 4,140 22,152 15,923 -977 2,175 63 71 -374
Percent of Open Interest Represented by Each Category of Trader
15.6 32.8 26.5 4.1 0.9 1.1 35.6 19.4 16.9 0.2 2.1 0.1 0.0 0.2
Number of Traders in Each Category Total Traders: 170
24 55 52 . 5 . 34 33 42 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 13,989
Positions
101 3,490 98 6,455 968 618 4,176 5,677 831 337 1,383 44 1,329 880
Changes from: December 6, 2022 Total Change is: -1,780
-70 360 31 152 -310 -33 -21 -2,030 102 -1,949 40 44 -36 16
Percent of Open Interest Represented by Each Category of Trader
0.7 24.9 0.7 46.1 6.9 4.4 29.9 40.6 5.9 2.4 9.9 0.3 9.5 6.3
Number of Traders in Each Category Total Traders: 105
. 4 . 6 6 4 29 39 16 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 11,142
Positions
200 221 0 114 1,279 0 5,297 5,722 1,132 1,963 1,119 96 2,340 1,573
Changes from: December 6, 2022 Total Change is: -1,319
0 0 0 -63 -14 -22 -1,484 -940 291 155 -617 13 -209 -30
Percent of Open Interest Represented by Each Category of Trader
1.8 2.0 0.0 1.0 11.5 0.0 47.5 51.4 10.2 17.6 10.0 0.9 21.0 14.1
Number of Traders in Each Category Total Traders: 90
. . 0 . . 0 9 10 6 36 25 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 4,736
Positions
114 556 30 34 519 32 2,064 1,694 231 1,381 1,187 1 849 486
Changes from: December 6, 2022 Total Change is: -536
-33 157 -103 0 -89 6 -77 -377 97 -599 -141 0 173 -86
Percent of Open Interest Represented by Each Category of Trader
2.4 11.7 0.6 0.7 11.0 0.7 43.6 35.8 4.9 29.2 25.1 0.0 17.9 10.3
Number of Traders in Each Category Total Traders: 69
. 4 . . 5 . 19 17 6 13 7 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 24,838
Positions
3,303 0 0 138 1,822 0 5,460 15,119 2,668 11,659 4,457 425 1,185 347
Changes from: December 6, 2022 Total Change is: 2,538
1,977 0 0 0 165 0 226 4,755 -70 484 -2,186 -6 -73 -120
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.6 7.3 0.0 22.0 60.9 10.7 46.9 17.9 1.7 4.8 1.4
Number of Traders in Each Category Total Traders: 106
. 0 0 . . 0 7 10 . 55 28 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,069
Positions
242 25,566 0 19,877 2,048 839 16,576 14,227 1,417 3,240 798 96 5,782 3,078
Changes from: December 6, 2022 Total Change is: 2,954
38 0 0 -489 159 -1 2,014 3,139 895 407 -1,278 -82 172 122
Percent of Open Interest Represented by Each Category of Trader
0.5 53.2 0.0 41.4 4.3 1.7 34.5 29.6 2.9 6.7 1.7 0.2 12.0 6.4
Number of Traders in Each Category Total Traders: 89
. . 0 8 7 4 20 24 11 20 7 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 347,723
Positions
36,510 18,301 15,962 93,026 78,968 40,577 55,982 80,647 67,974 2,728 7,855 9,243 25,721 28,196
Changes from: December 6, 2022 Total Change is: 13,093
-1,864 -489 2,627 1,464 6,723 -3,116 4,969 -3,833 6,390 490 4,082 194 1,939 515
Percent of Open Interest Represented by Each Category of Trader
10.5 5.3 4.6 26.8 22.7 11.7 16.1 23.2 19.5 0.8 2.3 2.7 7.4 8.1
Number of Traders in Each Category Total Traders: 179
12 14 20 20 33 28 31 44 47 7 9 12
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 60,485
Positions
38,101 46,118 0 12,880 3,509 733 5,142 7,757 1,624 1,313 316 335 357 93
Changes from: December 6, 2022 Total Change is: 478
-112 0 0 -132 0 0 -962 -1,469 1,617 -209 17 310 -34 3
Percent of Open Interest Represented by Each Category of Trader
63.0 76.2 0.0 21.3 5.8 1.2 8.5 12.8 2.7 2.2 0.5 0.6 0.6 0.2
Number of Traders in Each Category Total Traders: 44
5 4 0 14 . . 7 7 . . . .
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Updated December 16, 2022