Traders in Financial Futures - Futures Only Positions as of December 20, 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 180,857
Positions
37,678 15,538 19,215 28,122 63,787 5,423 35,744 33,701 4,712 14,677 7,170 518 34,768 30,793
Changes from: December 13, 2022 Total Change is: 11,424
-745 -21 3,093 975 4,451 -292 8,218 5,274 -1,885 -618 -223 -1 2,679 1,028
Percent of Open Interest Represented by Each Category of Trader
20.8 8.6 10.6 15.5 35.3 3.0 19.8 18.6 2.6 8.1 4.0 0.3 19.2 17.0
Number of Traders in Each Category Total Traders: 110
10 5 5 11 24 11 14 29 11 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 30,040
Positions
10,733 1,040 12 2,293 8,420 578 5,026 7,484 22 0 0 0 11,376 12,484
Changes from: December 13, 2022 Total Change is: -19,300
-14,397 -4,028 -4,635 423 -1,187 25 2,367 -3,339 -3,862 0 0 0 779 -2,274
Percent of Open Interest Represented by Each Category of Trader
35.7 3.5 0.0 7.6 28.0 1.9 16.7 24.9 0.1 0.0 0.0 0.0 37.9 41.6
Number of Traders in Each Category Total Traders: 35
4 . . 5 7 . 9 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 187,766
Positions
48,548 35,984 573 46,853 60,308 6,512 51,110 41,252 10,337 960 2,873 0 22,873 29,927
Changes from: December 13, 2022 Total Change is: -52,498
-34,373 -19,506 -10,775 5,151 -144 163 -4,126 -15,917 -4,961 -978 -264 0 -2,599 -1,094
Percent of Open Interest Represented by Each Category of Trader
25.9 19.2 0.3 25.0 32.1 3.5 27.2 22.0 5.5 0.5 1.5 0.0 12.2 15.9
Number of Traders in Each Category Total Traders: 122
5 7 . 14 32 13 25 33 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 182,034
Positions
64,037 5,563 272 53,587 87,835 3,272 33,835 52,242 1,107 0 977 0 25,924 30,766
Changes from: December 13, 2022 Total Change is: -44,930
-27,799 -12,637 -14,030 2,728 -6,332 330 12,082 6,801 -16,679 -774 -596 -44 -744 -1,743
Percent of Open Interest Represented by Each Category of Trader
35.2 3.1 0.1 29.4 48.3 1.8 18.6 28.7 0.6 0.0 0.5 0.0 14.2 16.9
Number of Traders in Each Category Total Traders: 111
11 4 . 20 24 15 19 30 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 725,968
Positions
33,389 448,199 1,846 450,549 89,882 17,696 78,454 95,148 13,941 40,803 13,708 4,423 84,867 41,125
Changes from: December 13, 2022 Total Change is: -46,832
-6,999 8,937 -15,118 5,261 -4,883 -2,054 10,308 16,045 -26,277 -2,742 -3,191 -45 -9,166 -20,246
Percent of Open Interest Represented by Each Category of Trader
4.6 61.7 0.3 62.1 12.4 2.4 10.8 13.1 1.9 5.6 1.9 0.6 11.7 5.7
Number of Traders in Each Category Total Traders: 302
17 13 5 109 26 49 48 40 20 32 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 28,874
Positions
0 10,168 7 13,116 1,062 2,870 429 11,701 0 0 0 0 12,452 3,066
Changes from: December 13, 2022 Total Change is: -3,278
0 -8,599 7 1,225 441 -242 -1,536 7,406 -1,641 0 0 0 -1,091 -650
Percent of Open Interest Represented by Each Category of Trader
0.0 35.2 0.0 45.4 3.7 9.9 1.5 40.5 0.0 0.0 0.0 0.0 43.1 10.6
Number of Traders in Each Category Total Traders: 27
0 . . 15 4 5 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 129,256
Positions
29,768 7,320 57 50,790 65,494 3,155 22,603 27,889 4,295 2,375 520 0 16,213 20,526
Changes from: December 13, 2022 Total Change is: -43,013
-33,519 -18,838 -5,014 -1,323 6,887 -566 6,653 -16,783 -7,398 -720 520 0 -1,126 -1,821
Percent of Open Interest Represented by Each Category of Trader
23.0 5.7 0.0 39.3 50.7 2.4 17.5 21.6 3.3 1.8 0.4 0.0 12.5 15.9
Number of Traders in Each Category Total Traders: 85
6 . . 15 19 6 18 20 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 229,275
Positions
815 170,536 750 127,816 6,927 665 86,132 25,989 578 4,893 21,708 0 7,626 2,122
Changes from: December 13, 2022 Total Change is: -60,841
-7,011 -51,994 -2,833 -1,880 2,359 121 -40,125 1,723 -8,142 -548 -1,595 -114 -309 -366
Percent of Open Interest Represented by Each Category of Trader
0.4 74.4 0.3 55.7 3.0 0.3 37.6 11.3 0.3 2.1 9.5 0.0 3.3 0.9
Number of Traders in Each Category Total Traders: 157
4 7 . 29 8 5 61 25 5 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 35,303
Positions
4,661 3,859 459 18,316 3,860 28 6,617 23,710 131 1,467 1,171 0 3,624 2,085
Changes from: December 13, 2022 Total Change is: 1,113
13 0 0 667 142 0 -119 300 112 271 -172 0 169 731
Percent of Open Interest Represented by Each Category of Trader
13.2 10.9 1.3 51.9 10.9 0.1 18.7 67.2 0.4 4.2 3.3 0.0 10.3 5.9
Number of Traders in Each Category Total Traders: 65
4 . . 15 5 . 15 11 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 29,044
Positions
4,530 6,719 0 13,936 7,512 115 6,057 11,107 251 0 606 1 4,154 2,733
Changes from: December 13, 2022 Total Change is: -26,250
-13,902 -624 -4,650 2,894 -3,941 18 -7,832 -14,052 -1,636 0 -212 1 -1,143 -1,154
Percent of Open Interest Represented by Each Category of Trader
15.6 23.1 0.0 48.0 25.9 0.4 20.9 38.2 0.9 0.0 2.1 0.0 14.3 9.4
Number of Traders in Each Category Total Traders: 67
5 . 0 18 11 4 16 11 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 9,346
Positions
1,533 1,729 28 1,940 5,689 0 4,605 623 0 0 0 0 1,240 1,277
Changes from: December 13, 2022 Total Change is: -5,980
-3,225 -3,917 -1,596 -118 1,765 0 248 -812 -1,146 0 0 0 -143 -274
Percent of Open Interest Represented by Each Category of Trader
16.4 18.5 0.3 20.8 60.9 0.0 49.3 6.7 0.0 0.0 0.0 0.0 13.3 13.7
Number of Traders in Each Category Total Traders: 28
4 . . . 6 0 11 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 36,303
Positions
6,619 9,451 526 9,332 2,936 110 13,331 3,259 386 0 11,673 0 6,000 7,964
Changes from: December 13, 2022 Total Change is: -16,925
-7,556 2,623 -5,031 -2,117 -1,020 98 3,203 -5,920 -4,594 0 -263 0 -928 -2,817
Percent of Open Interest Represented by Each Category of Trader
18.2 26.0 1.4 25.7 8.1 0.3 36.7 9.0 1.1 0.0 32.2 0.0 16.5 21.9
Number of Traders in Each Category Total Traders: 84
8 11 4 18 10 . 17 13 8 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 72,605
Positions
13,238 18,901 1,051 18,664 5,871 219 26,662 6,517 772 0 23,346 0 11,999 15,928
Changes from: December 13, 2022 Total Change is: -33,849
-15,111 5,245 -10,061 -4,233 -2,040 195 6,405 -11,840 -9,188 0 -526 0 -1,856 -5,634
Percent of Open Interest Represented by Each Category of Trader
18.2 26.0 1.4 25.7 8.1 0.3 36.7 9.0 1.1 0.0 32.2 0.0 16.5 21.9
Number of Traders in Each Category Total Traders: 84
8 11 4 18 10 . 17 13 8 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 42,793
Positions
10,951 26,543 0 24,633 9,615 1,970 2,518 3,742 0 0 0 0 2,721 923
Changes from: December 13, 2022 Total Change is: -24,614
-8,145 -6,852 -14,491 -2,408 76 198 349 -3,071 0 0 0 0 -117 -474
Percent of Open Interest Represented by Each Category of Trader
25.6 62.0 0.0 57.6 22.5 4.6 5.9 8.7 0.0 0.0 0.0 0.0 6.4 2.2
Number of Traders in Each Category Total Traders: 31
. 5 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 397,369
Positions
36,084 74,593 7,990 192,058 103,262 48,388 32,129 75,826 9,526 23,133 29,529 1,367 46,694 46,888
Changes from: December 13, 2022 Total Change is: -98,059
-37,455 -841 -25,228 22 8,858 -4,520 9,919 -41,690 -24,826 3,088 5,574 -9,796 -9,261 -5,588
Percent of Open Interest Represented by Each Category of Trader
9.1 18.8 2.0 48.3 26.0 12.2 8.1 19.1 2.4 5.8 7.4 0.3 11.8 11.8
Number of Traders in Each Category Total Traders: 531
28 31 19 138 108 107 71 100 56 30 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 18,216
Positions
563 15,286 0 14,482 1,366 0 1,335 489 0 0 0 0 1,836 1,075
Changes from: December 13, 2022 Total Change is: -2,649
-785 -1,173 -769 366 1,116 0 149 489 -919 0 0 0 -691 -1,393
Percent of Open Interest Represented by Each Category of Trader
3.1 83.9 0.0 79.5 7.5 0.0 7.3 2.7 0.0 0.0 0.0 0.0 10.1 5.9
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 26,109
Positions
6,029 20,443 0 11,610 3,596 4 4,831 751 0 0 0 0 3,635 1,315
Changes from: December 13, 2022 Total Change is: -7,812
-3,452 -4,946 -1,238 -455 176 4 -808 79 -1,053 0 0 0 -810 -834
Percent of Open Interest Represented by Each Category of Trader
23.1 78.3 0.0 44.5 13.8 0.0 18.5 2.9 0.0 0.0 0.0 0.0 13.9 5.0
Number of Traders in Each Category Total Traders: 31
. 5 0 9 6 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,986,847
Positions
180,422 372,964 39,951 960,291 516,312 241,939 160,644 379,132 47,629 115,664 147,646 6,836 233,471 234,438
Changes from: December 13, 2022 Total Change is: -490,293
-187,276 -4,206 -126,141 110 44,288 -22,602 49,593 -208,449 -124,131 15,440 27,871 -48,982 -46,304 -27,941
Percent of Open Interest Represented by Each Category of Trader
9.1 18.8 2.0 48.3 26.0 12.2 8.1 19.1 2.4 5.8 7.4 0.3 11.8 11.8
Number of Traders in Each Category Total Traders: 531
28 31 19 138 108 107 71 100 56 30 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 22,995
Positions
12,025 19,070 0 8,566 1,017 190 443 1,283 0 0 0 0 1,771 1,435
Changes from: December 13, 2022 Total Change is: -11,747
-5,050 -7,779 -185 -1,885 984 -330 -227 995 -1,708 0 0 0 -2,362 -3,724
Percent of Open Interest Represented by Each Category of Trader
52.3 82.9 0.0 37.3 4.4 0.8 1.9 5.6 0.0 0.0 0.0 0.0 7.7 6.2
Number of Traders in Each Category Total Traders: 20
4 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 12,505
Positions
703 11,983 0 6,527 0 0 2,450 0 3 0 0 0 2,822 519
Changes from: December 13, 2022 Total Change is: -6,312
-3,142 -2,525 -3,234 0 0 0 93 0 0 0 0 0 -29 -553
Percent of Open Interest Represented by Each Category of Trader
5.6 95.8 0.0 52.2 0.0 0.0 19.6 0.0 0.0 0.0 0.0 0.0 22.6 4.2
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 13,260
Positions
2,824 3,963 0 8,285 6,576 0 998 1,254 0 0 0 0 1,153 1,467
Changes from: December 13, 2022 Total Change is: -13,273
-9,292 -9,085 -3,279 46 -310 0 260 151 -488 0 0 0 -520 -262
Percent of Open Interest Represented by Each Category of Trader
21.3 29.9 0.0 62.5 49.6 0.0 7.5 9.5 0.0 0.0 0.0 0.0 8.7 11.1
Number of Traders in Each Category Total Traders: 22
4 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 18,051
Positions
767 13,582 0 10,493 618 2,301 2,207 853 0 0 0 0 2,283 697
Changes from: December 13, 2022 Total Change is: -5,014
20 1,275 -2,920 111 -2,340 0 -248 -315 -4 0 0 0 -1,973 -710
Percent of Open Interest Represented by Each Category of Trader
4.2 75.2 0.0 58.1 3.4 12.7 12.2 4.7 0.0 0.0 0.0 0.0 12.6 3.9
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 108,675
Positions
0 0 0 32,675 6,011 12 19,861 42,995 3,338 0 2,000 0 52,789 54,319
Changes from: December 13, 2022 Total Change is: -151,370
-30,785 -4,842 -3,016 891 1,978 -1 -91,476 -28,704 -27,193 -2,040 -7,755 0 2,250 -81,837
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 30.1 5.5 0.0 18.3 39.6 3.1 0.0 1.8 0.0 48.6 50.0
Number of Traders in Each Category Total Traders: 24
0 0 0 11 . . 4 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 247,610
Positions
81,123 53,703 104,401 0 32,000 0 2,250 12,916 41,382 0 0 0 18,454 3,208
Changes from: December 13, 2022 Total Change is: -47,619
-28,239 -28,197 -19,506 0 0 0 -6,013 10,323 -9,738 0 0 0 15,877 -501
Percent of Open Interest Represented by Each Category of Trader
32.8 21.7 42.2 0.0 12.9 0.0 0.9 5.2 16.7 0.0 0.0 0.0 7.5 1.3
Number of Traders in Each Category Total Traders: 21
10 . 12 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 42,987
Positions
8,400 3,062 310 23,003 31,089 2,447 993 1,329 52 816 0 0 6,966 4,698
Changes from: December 13, 2022 Total Change is: -4,668
-2,572 -1,334 -1,782 728 -930 -608 -205 380 -100 585 0 -115 -599 -179
Percent of Open Interest Represented by Each Category of Trader
19.5 7.1 0.7 53.5 72.3 5.7 2.3 3.1 0.1 1.9 0.0 0.0 16.2 10.9
Number of Traders in Each Category Total Traders: 62
4 6 . 24 20 9 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 49,009
Positions
10,761 8,597 212 15,932 13,732 1,643 10,942 12,559 903 1,458 3,561 6 7,151 7,797
Changes from: December 13, 2022 Total Change is: -13,588
-2,052 1,608 -5,222 -198 1,530 -86 2,058 -2,480 -7,433 -389 -602 -21 -244 -882
Percent of Open Interest Represented by Each Category of Trader
22.0 17.5 0.4 32.5 28.0 3.4 22.3 25.6 1.8 3.0 7.3 0.0 14.6 15.9
Number of Traders in Each Category Total Traders: 274
30 17 5 58 42 33 39 54 22 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 245,045
Positions
53,807 42,983 1,060 79,662 68,658 8,217 54,712 62,794 4,513 7,292 17,807 28 35,754 38,985
Changes from: December 13, 2022 Total Change is: -67,939
-10,262 8,038 -26,112 -988 7,652 -431 10,289 -12,400 -37,163 -1,945 -3,008 -106 -1,221 -4,409
Percent of Open Interest Represented by Each Category of Trader
22.0 17.5 0.4 32.5 28.0 3.4 22.3 25.6 1.8 3.0 7.3 0.0 14.6 15.9
Number of Traders in Each Category Total Traders: 274
30 17 5 58 42 33 39 54 22 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 76,374
Positions
3,741 434 0 2,308 0 938 9,149 53,260 1,654 1,928 343 0 56,656 19,745
Changes from: December 13, 2022 Total Change is: -62,122
-4,043 -1,082 -2,667 152 0 433 -10,048 -41,426 -10,748 -4,181 -2,437 -40 -30,980 -4,155
Percent of Open Interest Represented by Each Category of Trader
4.9 0.6 0.0 3.0 0.0 1.2 12.0 69.7 2.2 2.5 0.4 0.0 74.2 25.9
Number of Traders in Each Category Total Traders: 34
. . 0 5 0 . 7 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 438,415
Positions
89,648 30,413 3,241 167,505 186,375 40,391 84,700 124,658 5,190 25,103 27,372 30 22,607 20,745
Changes from: December 13, 2022 Total Change is: -81,015
-30,083 -40,365 -19,893 -3,329 6,817 -4,264 -2,451 -5,115 -16,309 956 -519 -371 -5,271 -996
Percent of Open Interest Represented by Each Category of Trader
20.4 6.9 0.7 38.2 42.5 9.2 19.3 28.4 1.2 5.7 6.2 0.0 5.2 4.7
Number of Traders in Each Category Total Traders: 302
28 14 4 76 68 44 44 48 20 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 19,386
Positions
1,437 18,011 0 13,933 867 0 2,836 297 0 0 0 0 1,180 211
Changes from: December 13, 2022 Total Change is: -16,377
534 851 -9,559 365 -8 0 -906 -774 -81 0 0 0 -6,730 -6,806
Percent of Open Interest Represented by Each Category of Trader
7.4 92.9 0.0 71.9 4.5 0.0 14.6 1.5 0.0 0.0 0.0 0.0 6.1 1.1
Number of Traders in Each Category Total Traders: 23
. 5 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 13,271
Positions
497 2,563 0 7,798 540 16 202 6,223 0 2,082 1,569 0 2,676 2,360
Changes from: December 13, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.7 19.3 0.0 58.8 4.1 0.1 1.5 46.9 0.0 15.7 11.8 0.0 20.2 17.8
Number of Traders in Each Category Total Traders: 21
. . 0 7 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 43,950
Positions
4,470 11,342 732 11,409 2,708 2,886 16,648 4,807 26 1,616 3,575 1 6,162 17,873
Changes from: December 13, 2022 Total Change is: 4,622
656 2,833 132 -2,054 -129 212 5,154 -346 -11 74 1,321 -1 460 611
Percent of Open Interest Represented by Each Category of Trader
10.2 25.8 1.7 26.0 6.2 6.6 37.9 10.9 0.1 3.7 8.1 0.0 14.0 40.7
Number of Traders in Each Category Total Traders: 42
5 5 . 10 . 6 6 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 360,349
Positions
34,012 150,857 4,005 222,481 118,165 51,171 20,497 13,497 1,128 13,591 15,437 354 13,110 5,735
Changes from: December 13, 2022 Total Change is: -65,986
1,211 11,667 -67,060 5,203 5,917 -1,409 2,644 -8,656 -1,130 1,475 -980 -485 -6,435 -3,850
Percent of Open Interest Represented by Each Category of Trader
9.4 41.9 1.1 61.7 32.8 14.2 5.7 3.7 0.3 3.8 4.3 0.1 3.6 1.6
Number of Traders in Each Category Total Traders: 183
11 12 5 65 50 36 20 9 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,081,268
Positions
74,833 498,294 7,943 692,242 321,428 119,961 82,283 90,228 6,712 60,440 17,227 3,463 33,391 16,012
Changes from: December 13, 2022 Total Change is: -178,284
-16,270 125,556 -117,785 25,308 -8,781 -5,521 983 -55,467 -10,726 7,304 -51,234 -7,434 -54,143 -46,892
Percent of Open Interest Represented by Each Category of Trader
6.9 46.1 0.7 64.0 29.7 11.1 7.6 8.3 0.6 5.6 1.6 0.3 3.1 1.5
Number of Traders in Each Category Total Traders: 389
27 17 10 140 76 83 52 36 30 26 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 182,525
Positions
13,015 133,937 25,506 19,458 0 1,287 98,960 5,018 10,752 12,712 5,506 458 377 61
Changes from: December 13, 2022 Total Change is: -91,594
6,347 -64,873 -22,277 -6,931 0 -50 -71,226 -201 -1,570 4,190 -2,625 -7 -70 9
Percent of Open Interest Represented by Each Category of Trader
7.1 73.4 14.0 10.7 0.0 0.7 54.2 2.7 5.9 7.0 3.0 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 98
8 24 13 14 0 . 32 5 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,198,678
Positions
25,075 140,441 2,833 640,297 257,720 172,276 88,413 403,710 11,035 86,446 73,055 682 171,621 136,926
Changes from: December 13, 2022 Total Change is: 13,157
-2,691 -14,796 541 15,866 -7,219 -2,926 1,698 36,274 14 4,564 -599 682 -4,591 1,186
Percent of Open Interest Represented by Each Category of Trader
2.1 11.7 0.2 53.4 21.5 14.4 7.4 33.7 0.9 7.2 6.1 0.1 14.3 11.4
Number of Traders in Each Category Total Traders: 191
8 15 . 68 27 59 24 33 20 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,414,335
Positions
4,952 72,075 1,145 883,040 258,850 233,446 51,031 692,528 28,947 47,584 12,789 0 164,190 114,555
Changes from: December 13, 2022 Total Change is: -12,595
-3,023 6,043 -307 -4,940 -13,261 3,142 -3,182 -9,400 -3,354 650 -652 0 -1,581 5,194
Percent of Open Interest Represented by Each Category of Trader
0.4 5.1 0.1 62.4 18.3 16.5 3.6 49.0 2.0 3.4 0.9 0.0 11.6 8.1
Number of Traders in Each Category Total Traders: 153
. 11 . 78 22 55 13 19 14 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 2,223,207
Positions
34,361 240,018 16,620 1,305,495 345,702 286,689 152,453 920,457 98,565 146,468 129,162 859 181,697 185,135
Changes from: December 13, 2022 Total Change is: 20,603
-2,291 30,842 -3,368 9,055 -37,721 313 15,439 24,823 1,080 2,532 730 -141 -2,016 4,045
Percent of Open Interest Represented by Each Category of Trader
1.5 10.8 0.7 58.7 15.5 12.9 6.9 41.4 4.4 6.6 5.8 0.0 8.2 8.3
Number of Traders in Each Category Total Traders: 373
13 41 9 118 54 90 43 63 31 18 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 3,751,165
Positions
95,669 268,679 17,100 2,010,875 878,341 728,778 232,880 988,816 101,711 211,983 308,310 29,113 323,056 430,317
Changes from: December 13, 2022 Total Change is: -71,079
-25,251 14,330 -229 18,737 -21,733 -20,559 8,849 -50,984 -8,127 -31,126 20,827 384 -13,757 -4,988
Percent of Open Interest Represented by Each Category of Trader
2.6 7.2 0.5 53.6 23.4 19.4 6.2 26.4 2.7 5.7 8.2 0.8 8.6 11.5
Number of Traders in Each Category Total Traders: 402
24 26 11 117 78 107 38 72 39 19 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,427,542
Positions
43,162 32,247 5,285 658,433 593,685 213,338 195,660 277,053 15,904 143,683 52,655 535 151,542 236,840
Changes from: December 13, 2022 Total Change is: -5,889
1,577 -8,983 -1,308 2,362 158 13,436 -21,297 8,493 2,453 3,146 -5,564 309 -6,567 -14,883
Percent of Open Interest Represented by Each Category of Trader
3.0 2.3 0.4 46.1 41.6 14.9 13.7 19.4 1.1 10.1 3.7 0.0 10.6 16.6
Number of Traders in Each Category Total Traders: 142
4 7 . 40 47 53 11 18 10 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 2,488
Positions
0 0 0 0 0 0 0 1,496 1 1,063 338 0 1,424 653
Changes from: December 13, 2022 Total Change is: -77
0 0 0 0 0 0 0 -296 1 114 151 -38 -154 105
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 60.1 0.0 42.7 13.6 0.0 57.2 26.2
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 0 . . 19 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 4,144,602
Positions
28,196 548,005 4,254 1,889,779 633,968 738,142 654,898 1,520,767 67,742 444,603 259,390 294 316,694 372,040
Changes from: December 13, 2022 Total Change is: 30,581
-2,174 25,023 -823 76,194 45,663 -40,190 2,387 34,602 -16,025 -986 -2,728 294 11,904 -15,235
Percent of Open Interest Represented by Each Category of Trader
0.7 13.2 0.1 45.6 15.3 17.8 15.8 36.7 1.6 10.7 6.3 0.0 7.6 9.0
Number of Traders in Each Category Total Traders: 339
8 34 5 100 52 87 37 68 28 19 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 1,531,049
Positions
416,887 284,669 413,195 0 135,426 7,618 311,383 319,490 305,078 39,356 20,875 869 36,663 43,829
Changes from: December 13, 2022 Total Change is: 128,467
22,308 6,269 32,040 0 62,113 -268 66,085 24,844 1,501 4,563 1,800 14 2,224 154
Percent of Open Interest Represented by Each Category of Trader
27.2 18.6 27.0 0.0 8.8 0.5 20.3 20.9 19.9 2.6 1.4 0.1 2.4 2.9
Number of Traders in Each Category Total Traders: 127
24 33 47 0 6 4 25 26 43 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 5,928,712
Positions
2,185,888 1,069,371 1,037,220 258,202 148,673 160,557 588,456 1,481,122 1,326,608 11,721 127,668 36,773 323,287 540,720
Changes from: December 13, 2022 Total Change is:-1,294,915
-421,861 -244,240 -44,952 -77,881 11,918 -50,941 -234,582 -475,375 -393,279 -17,230 -28,474 -24,375 -29,814 -45,197
Percent of Open Interest Represented by Each Category of Trader
36.9 18.0 17.5 4.4 2.5 2.7 9.9 25.0 22.4 0.2 2.2 0.6 5.5 9.1
Number of Traders in Each Category Total Traders: 135
25 19 41 7 8 7 22 41 55 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 8,675,952
Positions
2,731,277 2,933,836 1,255,951 543,682 345,669 483,523 1,093,265 1,016,479 2,374,941 82,109 152,470 90,581 20,623 22,502
Changes from: December 13, 2022 Total Change is: 108,411
15,501 39,342 31,535 -25,532 22,976 34,907 876 -52,577 43,048 4,943 -13,699 10,958 -7,825 -8,079
Percent of Open Interest Represented by Each Category of Trader
31.5 33.8 14.5 6.3 4.0 5.6 12.6 11.7 27.4 0.9 1.8 1.0 0.2 0.3
Number of Traders in Each Category Total Traders: 560
53 91 122 21 41 38 71 116 142 44 71 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 713,947
Positions
102,659 258,627 188,753 49,257 5,798 4,332 254,094 126,481 112,703 1,020 15,949 973 156 331
Changes from: December 13, 2022 Total Change is: 37,234
-2,711 36,758 9,749 21,747 -497 -2,799 13,285 -5,049 -1,761 -479 1,437 272 -69 -876
Percent of Open Interest Represented by Each Category of Trader
14.4 36.2 26.4 6.9 0.8 0.6 35.6 17.7 15.8 0.1 2.2 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 173
22 57 53 . 5 . 36 34 45 6 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 14,563
Positions
272 3,754 66 6,006 875 854 3,962 5,692 864 1,174 1,571 46 1,319 841
Changes from: December 13, 2022 Total Change is: 574
171 264 -32 -449 -93 236 -214 15 33 837 188 2 -10 -39
Percent of Open Interest Represented by Each Category of Trader
1.9 25.8 0.5 41.2 6.0 5.9 27.2 39.1 5.9 8.1 10.8 0.3 9.1 5.8
Number of Traders in Each Category Total Traders: 104
. 4 . 5 6 . 24 41 12 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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 12,145
Positions
200 394 0 110 1,255 33 6,513 5,763 1,060 1,741 1,853 98 2,390 1,689
Changes from: December 13, 2022 Total Change is: 1,003
0 173 0 -4 -24 33 1,216 41 -72 -222 734 2 50 116
Percent of Open Interest Represented by Each Category of Trader
1.6 3.2 0.0 0.9 10.3 0.3 53.6 47.5 8.7 14.3 15.3 0.8 19.7 13.9
Number of Traders in Each Category Total Traders: 91
. . 0 . 4 . 8 11 7 32 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,698
Positions
231 672 58 34 655 9 2,448 2,283 165 1,921 1,285 0 832 571
Changes from: December 13, 2022 Total Change is: 962
117 116 28 0 136 -23 384 589 -66 540 98 -1 -17 85
Percent of Open Interest Represented by Each Category of Trader
4.1 11.8 1.0 0.6 11.5 0.2 43.0 40.1 2.9 33.7 22.6 0.0 14.6 10.0
Number of Traders in Each Category Total Traders: 66
. . . . 5 . 12 22 6 11 7 0
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Traders in Financial Futures - Futures Only Positions as of December 20, 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 24,910
Positions
3,287 103 0 0 2,395 0 6,860 7,769 2,492 10,597 11,256 496 1,178 399
Changes from: December 13, 2022 Total Change is: 72
-16 103 0 -138 573 0 1,400 -7,350 -176 -1,062 6,799 71 -7 52
Percent of Open Interest Represented by Each Category of Trader
13.2 0.4 0.0 0.0 9.6 0.0 27.5 31.2 10.0 42.5 45.2 2.0 4.7 1.6
Number of Traders in Each Category Total Traders: 101
. . 0 0 . 0 9 8 . 48 31 .
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Traders in Financial Futures - Futures Only Positions as of December 20, 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 41,389
Positions
237 12,788 0 19,596 1,980 1,009 10,753 22,026 574 3,405 637 0 5,815 2,375
Changes from: December 13, 2022 Total Change is: -6,680
-5 -12,778 0 -281 -68 170 -5,823 7,799 -843 165 -161 -96 33 -703
Percent of Open Interest Represented by Each Category of Trader
0.6 30.9 0.0 47.3 4.8 2.4 26.0 53.2 1.4 8.2 1.5 0.0 14.0 5.7
Number of Traders in Each Category Total Traders: 86
. . 0 11 6 . 17 25 7 21 4 0
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Traders in Financial Futures - Futures Only Positions as of December 20, 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 331,232
Positions
41,080 14,892 20,851 87,360 85,240 36,151 52,657 62,628 57,166 2,131 8,152 14,625 19,211 31,527
Changes from: December 13, 2022 Total Change is: -16,491
4,570 -3,409 4,889 -5,666 6,272 -4,426 -3,325 -18,019 -10,808 -597 297 5,382 -6,510 3,331
Percent of Open Interest Represented by Each Category of Trader
12.4 4.5 6.3 26.4 25.7 10.9 15.9 18.9 17.3 0.6 2.5 4.4 5.8 9.5
Number of Traders in Each Category Total Traders: 172
15 12 20 16 36 22 36 35 48 6 9 12
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Traders in Financial Futures - Futures Only Positions as of December 20, 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 64,668
Positions
37,366 46,118 3,943 11,768 2,814 1,085 6,057 7,786 2,409 1,346 124 293 401 96
Changes from: December 13, 2022 Total Change is: 4,183
-735 0 3,943 -1,112 -695 352 915 29 785 33 -192 -42 44 3
Percent of Open Interest Represented by Each Category of Trader
57.8 71.3 6.1 18.2 4.4 1.7 9.4 12.0 3.7 2.1 0.2 0.5 0.6 0.1
Number of Traders in Each Category Total Traders: 44
5 4 . 14 . . 7 7 . . . .
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Updated December 23, 2022