Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 171,448
Positions
22,166 12,867 8,277 45,304 41,774 8,538 16,521 38,916 20,048 13,811 8,968 1,824 34,959 30,236
Changes from: September 27, 2022 Total Change is: -2,636
-5,025 502 -1,813 1,481 2,927 778 -1,694 1,048 2,156 -917 -3,934 69 2,330 -4,369
Percent of Open Interest Represented by Each Category of Trader
12.9 7.5 4.8 26.4 24.4 5.0 9.6 22.7 11.7 8.1 5.2 1.1 20.4 17.6
Number of Traders in Each Category Total Traders: 119
11 4 7 15 20 12 19 32 18 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 46,956
Positions
21,246 323 2,820 3,114 13,578 988 7,817 9,163 1,735 0 0 0 9,236 18,349
Changes from: September 27, 2022 Total Change is: -1,303
-2,069 243 -232 -69 -1,186 -154 509 1,279 132 0 0 0 580 -1,385
Percent of Open Interest Represented by Each Category of Trader
45.2 0.7 6.0 6.6 28.9 2.1 16.6 19.5 3.7 0.0 0.0 0.0 19.7 39.1
Number of Traders in Each Category Total Traders: 41
5 . 5 4 11 . 10 9 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 300,475
Positions
117,849 29,125 10,983 40,582 116,578 5,763 69,450 57,058 29,287 7,134 2,392 862 18,565 48,427
Changes from: September 27, 2022 Total Change is: -27,528
-6,722 -2,860 3,030 -339 -8,681 -3,118 -11,398 -19,565 -2,030 -937 -99 -133 -5,879 5,928
Percent of Open Interest Represented by Each Category of Trader
39.2 9.7 3.7 13.5 38.8 1.9 23.1 19.0 9.7 2.4 0.8 0.3 6.2 16.1
Number of Traders in Each Category Total Traders: 146
8 6 7 13 41 16 20 44 25 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 269,738
Positions
106,968 4,270 4,402 61,861 129,480 6,348 37,331 61,658 20,913 2,841 2,560 405 28,669 39,703
Changes from: September 27, 2022 Total Change is: -1,379
-15,983 1,943 -216 -116 -3,764 -334 9,294 1,266 729 528 476 -50 4,767 -1,429
Percent of Open Interest Represented by Each Category of Trader
39.7 1.6 1.6 22.9 48.0 2.4 13.8 22.9 7.8 1.1 0.9 0.2 10.6 14.7
Number of Traders in Each Category Total Traders: 142
11 . 8 23 28 22 25 39 26 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 737,733
Positions
29,719 277,491 15,999 396,661 161,300 28,186 61,641 91,543 78,229 43,551 13,258 5,310 78,437 66,418
Changes from: September 27, 2022 Total Change is: -11,268
2,710 3,388 -2,841 -675 324 -2,444 -3,912 -19,305 5,232 -4,321 -1,434 179 -5,196 5,634
Percent of Open Interest Represented by Each Category of Trader
4.0 37.6 2.2 53.8 21.9 3.8 8.4 12.4 10.6 5.9 1.8 0.7 10.6 9.0
Number of Traders in Each Category Total Traders: 340
15 15 12 109 43 56 43 54 42 42 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 33,390
Positions
452 18,750 24 14,135 591 2,640 2,729 7,556 409 0 0 0 13,001 3,420
Changes from: September 27, 2022 Total Change is: -1,511
-9 712 -6 208 0 -46 -1,281 -1,661 -191 0 0 0 -186 -319
Percent of Open Interest Represented by Each Category of Trader
1.4 56.2 0.1 42.3 1.8 7.9 8.2 22.6 1.2 0.0 0.0 0.0 38.9 10.2
Number of Traders in Each Category Total Traders: 31
. . . 17 . 5 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 161,364
Positions
42,226 8,003 3,030 41,337 49,725 6,802 21,889 36,081 26,795 1,181 2,130 0 18,104 28,797
Changes from: September 27, 2022 Total Change is: -10,315
-16,720 780 -33 4,172 -15,786 1,454 -3,860 12 5,046 -195 700 -23 -157 -2,467
Percent of Open Interest Represented by Each Category of Trader
26.2 5.0 1.9 25.6 30.8 4.2 13.6 22.4 16.6 0.7 1.3 0.0 11.2 17.8
Number of Traders in Each Category Total Traders: 96
6 4 5 14 18 13 19 31 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 193,072
Positions
1,898 112,205 880 120,352 1,555 390 56,008 50,062 1,642 3,975 23,820 0 7,927 2,518
Changes from: September 27, 2022 Total Change is: 19,737
-3,183 1,854 375 26,447 -2,557 -480 -5,254 21,135 -755 1,298 958 0 1,288 -793
Percent of Open Interest Represented by Each Category of Trader
1.0 58.1 0.5 62.3 0.8 0.2 29.0 25.9 0.9 2.1 12.3 0.0 4.1 1.3
Number of Traders in Each Category Total Traders: 153
. 8 . 30 6 5 55 27 12 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 39,985
Positions
337 31,680 177 21,855 2,664 42 12,969 3,251 295 1,374 731 0 2,936 1,145
Changes from: September 27, 2022 Total Change is: -15,946
337 5,715 -8,288 -13,676 358 -48 6,996 -11,990 -874 -167 -69 0 -226 -750
Percent of Open Interest Represented by Each Category of Trader
0.8 79.2 0.4 54.7 6.7 0.1 32.4 8.1 0.7 3.4 1.8 0.0 7.3 2.9
Number of Traders in Each Category Total Traders: 57
. 5 . 10 6 . 16 7 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 49,555
Positions
24,144 362 48 8,335 20,761 326 13,373 21,144 258 680 984 32 2,359 5,640
Changes from: September 27, 2022 Total Change is: -14
-3,201 -104 -5 2,954 -1,933 50 -142 2,030 157 317 255 -14 -130 -450
Percent of Open Interest Represented by Each Category of Trader
48.7 0.7 0.1 16.8 41.9 0.7 27.0 42.7 0.5 1.4 2.0 0.1 4.8 11.4
Number of Traders in Each Category Total Traders: 95
9 . . 9 21 4 19 28 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 12,147
Positions
2,818 5,035 49 3,672 2,884 0 4,324 2,050 321 0 184 0 963 1,624
Changes from: September 27, 2022 Total Change is: -891
55 -29 1 3,071 -1,559 -120 -4,148 764 321 0 -2 0 -71 -267
Percent of Open Interest Represented by Each Category of Trader
23.2 41.5 0.4 30.2 23.7 0.0 35.6 16.9 2.6 0.0 1.5 0.0 7.9 13.4
Number of Traders in Each Category Total Traders: 32
4 . . . 6 0 10 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 33,443
Positions
9,480 6,276 416 6,683 3,806 525 8,323 6,018 844 530 8,607 0 6,643 6,951
Changes from: September 27, 2022 Total Change is: -177
-806 658 -21 -288 -1,015 208 -366 119 533 -225 -1,176 0 788 518
Percent of Open Interest Represented by Each Category of Trader
28.3 18.8 1.2 20.0 11.4 1.6 24.9 18.0 2.5 1.6 25.7 0.0 19.9 20.8
Number of Traders in Each Category Total Traders: 88
16 9 . 13 9 4 17 18 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 66,885
Positions
18,959 12,552 832 13,365 7,611 1,050 16,645 12,036 1,688 1,060 17,213 0 13,285 13,902
Changes from: September 27, 2022 Total Change is: -353
-1,611 1,315 -42 -575 -2,029 415 -732 238 1,067 -450 -2,352 0 1,576 1,035
Percent of Open Interest Represented by Each Category of Trader
28.3 18.8 1.2 20.0 11.4 1.6 24.9 18.0 2.5 1.6 25.7 0.0 19.9 20.8
Number of Traders in Each Category Total Traders: 88
16 9 . 13 9 4 17 18 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 57,518
Positions
26,918 37,222 0 19,986 9,892 2,631 4,391 6,659 0 0 0 0 3,592 1,114
Changes from: September 27, 2022 Total Change is: 5,317
-1,918 7,629 0 3,448 -3,893 722 2,109 637 -3 0 0 0 959 225
Percent of Open Interest Represented by Each Category of Trader
46.8 64.7 0.0 34.7 17.2 4.6 7.6 11.6 0.0 0.0 0.0 0.0 6.2 1.9
Number of Traders in Each Category Total Traders: 33
5 4 0 19 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 673,339
Positions
93,247 54,501 23,659 182,987 143,236 58,021 26,383 95,768 198,964 27,378 28,709 5,563 57,137 64,919
Changes from: September 27, 2022 Total Change is: -26,570
122 -60 -3,033 1,802 4,717 -1,980 -7,867 2,570 -24,342 -101 -4,434 311 8,518 -320
Percent of Open Interest Represented by Each Category of Trader
13.8 8.1 3.5 27.2 21.3 8.6 3.9 14.2 29.5 4.1 4.3 0.8 8.5 9.6
Number of Traders in Each Category Total Traders: 588
37 32 44 132 114 119 59 123 118 41 47 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,269
Positions
1,989 12,752 0 9,243 169 118 2,891 0 0 0 597 0 2,028 2,633
Changes from: September 27, 2022 Total Change is: 2,052
661 186 0 1,777 -1 0 -205 0 0 -220 0 0 39 1,867
Percent of Open Interest Represented by Each Category of Trader
12.2 78.4 0.0 56.8 1.0 0.7 17.8 0.0 0.0 0.0 3.7 0.0 12.5 16.2
Number of Traders in Each Category Total Traders: 22
. 6 0 6 . . 5 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 33,402
Positions
6,498 30,312 0 17,949 1,101 0 4,158 614 191 0 240 0 4,606 944
Changes from: September 27, 2022 Total Change is: 609
806 905 0 -1,063 880 0 103 41 -403 0 0 0 1,166 -814
Percent of Open Interest Represented by Each Category of Trader
19.5 90.7 0.0 53.7 3.3 0.0 12.4 1.8 0.6 0.0 0.7 0.0 13.8 2.8
Number of Traders in Each Category Total Traders: 36
5 7 0 13 . 0 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 3,366,695
Positions
466,235 272,503 118,294 914,936 716,179 290,106 131,915 478,840 994,819 136,891 143,545 27,814 285,685 324,596
Changes from: September 27, 2022 Total Change is: -132,850
612 -299 -15,165 9,009 23,587 -9,902 -39,333 12,852 -121,712 -507 -22,168 1,557 42,591 -1,600
Percent of Open Interest Represented by Each Category of Trader
13.8 8.1 3.5 27.2 21.3 8.6 3.9 14.2 29.5 4.1 4.3 0.8 8.5 9.6
Number of Traders in Each Category Total Traders: 588
37 32 44 132 114 119 59 123 118 41 47 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 24,462
Positions
16,372 19,756 0 3,971 1,309 330 742 954 0 0 0 0 3,047 2,113
Changes from: September 27, 2022 Total Change is: 1,518
-64 1,479 0 -121 586 0 315 -93 -161 0 0 0 1,549 -293
Percent of Open Interest Represented by Each Category of Trader
66.9 80.8 0.0 16.2 5.4 1.3 3.0 3.9 0.0 0.0 0.0 0.0 12.5 8.6
Number of Traders in Each Category Total Traders: 20
5 5 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 13,525
Positions
2,516 12,609 0 7,154 0 0 1,494 0 0 256 0 0 2,105 916
Changes from: September 27, 2022 Total Change is: 262
858 222 0 -521 0 0 455 0 0 0 0 0 -530 40
Percent of Open Interest Represented by Each Category of Trader
18.6 93.2 0.0 52.9 0.0 0.0 11.0 0.0 0.0 1.9 0.0 0.0 15.6 6.8
Number of Traders in Each Category Total Traders: 25
4 8 0 8 0 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 11,917
Positions
978 6,654 0 4,735 0 1,412 2,516 1,261 0 0 0 0 2,276 2,590
Changes from: September 27, 2022 Total Change is: -4,246
159 -5,959 0 -4,713 0 52 396 58 0 0 0 0 -140 1,603
Percent of Open Interest Represented by Each Category of Trader
8.2 55.8 0.0 39.7 0.0 11.8 21.1 10.6 0.0 0.0 0.0 0.0 19.1 21.7
Number of Traders in Each Category Total Traders: 24
. 8 0 6 0 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 140,891
Positions
6,847 1,598 0 30,981 3,197 705 37,429 73,767 12,537 0 71 0 52,392 49,016
Changes from: September 27, 2022 Total Change is: -2,811
-1,605 52 0 4,065 -52 271 23,462 -14,185 652 0 -44 0 -29,656 10,494
Percent of Open Interest Represented by Each Category of Trader
4.9 1.1 0.0 22.0 2.3 0.5 26.6 52.4 8.9 0.0 0.1 0.0 37.2 34.8
Number of Traders in Each Category Total Traders: 29
. . 0 12 . 4 7 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 267,573
Positions
113,884 83,745 94,730 0 32,000 0 3,806 3,093 49,626 0 0 0 5,527 4,379
Changes from: September 27, 2022 Total Change is: 7,318
1,900 2,650 4,600 0 0 0 0 1 -182 0 0 0 1,000 249
Percent of Open Interest Represented by Each Category of Trader
42.6 31.3 35.4 0.0 12.0 0.0 1.4 1.2 18.5 0.0 0.0 0.0 2.1 1.6
Number of Traders in Each Category Total Traders: 21
8 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 53,934
Positions
21,503 405 76 21,846 41,938 3,106 696 2,403 0 0 296 0 6,707 5,710
Changes from: September 27, 2022 Total Change is: 2,904
2,445 -690 13 2,275 2,692 109 -1,100 -543 -40 -439 296 0 -359 1,067
Percent of Open Interest Represented by Each Category of Trader
39.9 0.8 0.1 40.5 77.8 5.8 1.3 4.5 0.0 0.0 0.5 0.0 12.4 10.6
Number of Traders in Each Category Total Traders: 60
9 . . 26 18 11 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 65,965
Positions
17,498 2,018 554 14,296 16,978 2,236 10,327 13,676 10,531 2,067 7,688 601 7,853 11,682
Changes from: September 27, 2022 Total Change is: -4,060
-2,058 256 -5 -588 -62 374 -560 -3,224 -1,486 -447 575 120 590 -609
Percent of Open Interest Represented by Each Category of Trader
26.5 3.1 0.8 21.7 25.7 3.4 15.7 20.7 16.0 3.1 11.7 0.9 11.9 17.7
Number of Traders in Each Category Total Traders: 294
28 12 11 52 55 38 36 59 40 20 32 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 329,824
Positions
87,492 10,088 2,772 71,480 84,889 11,180 51,637 68,381 52,654 10,337 38,442 3,007 39,265 58,411
Changes from: September 27, 2022 Total Change is: -20,301
-10,292 1,280 -25 -2,939 -309 1,872 -2,801 -16,118 -7,431 -2,236 2,877 600 2,952 -3,046
Percent of Open Interest Represented by Each Category of Trader
26.5 3.1 0.8 21.7 25.7 3.4 15.7 20.7 16.0 3.1 11.7 0.9 11.9 17.7
Number of Traders in Each Category Total Traders: 294
28 12 11 52 55 38 36 59 40 20 32 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 128,372
Positions
3,366 2,198 0 1,494 0 0 26,641 85,176 2,567 3,215 2,356 110 90,978 35,965
Changes from: September 27, 2022 Total Change is: -2,472
3,366 -2,472 0 -528 0 0 -5,812 -8,819 347 -48 -267 40 163 8,699
Percent of Open Interest Represented by Each Category of Trader
2.6 1.7 0.0 1.2 0.0 0.0 20.8 66.4 2.0 2.5 1.8 0.1 70.9 28.0
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 11 8 7 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 569,019
Positions
222,761 32,619 1,349 150,015 256,576 48,087 92,880 150,436 16,110 15,153 41,837 53 22,611 21,952
Changes from: September 27, 2022 Total Change is: 6,883
1,204 4,617 -611 -898 10,394 2,766 4,398 -6,961 -1,965 1,191 -394 -103 901 -860
Percent of Open Interest Represented by Each Category of Trader
39.1 5.7 0.2 26.4 45.1 8.5 16.3 26.4 2.8 2.7 7.4 0.0 4.0 3.9
Number of Traders in Each Category Total Traders: 334
28 13 . 69 78 48 37 79 28 8 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 15,646
Positions
903 14,201 0 11,588 376 0 1,835 864 0 0 0 0 1,320 205
Changes from: September 27, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.8 90.8 0.0 74.1 2.4 0.0 11.7 5.5 0.0 0.0 0.0 0.0 8.4 1.3
Number of Traders in Each Category Total Traders: 20
. 6 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 13,671
Positions
940 6,469 0 7,439 1,826 45 413 2,115 0 2,135 533 0 2,699 2,683
Changes from: September 27, 2022 Total Change is: -399
241 40 0 -725 -21 -3 0 -578 0 0 70 0 88 93
Percent of Open Interest Represented by Each Category of Trader
6.9 47.3 0.0 54.4 13.4 0.3 3.0 15.5 0.0 15.6 3.9 0.0 19.7 19.6
Number of Traders in Each Category Total Traders: 24
. . 0 9 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 41,648
Positions
5,929 5,296 278 21,921 5,368 2,699 5,127 7,231 78 356 4,984 0 5,260 15,714
Changes from: September 27, 2022 Total Change is: -1,467
-1,352 189 -81 1,758 687 -165 -1,530 191 -497 0 1,088 -1 401 -2,878
Percent of Open Interest Represented by Each Category of Trader
14.2 12.7 0.7 52.6 12.9 6.5 12.3 17.4 0.2 0.9 12.0 0.0 12.6 37.7
Number of Traders in Each Category Total Traders: 56
10 6 . 11 4 7 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 413,964
Positions
44,459 128,035 1,534 276,366 164,852 47,799 18,154 34,428 1,040 16,479 29,743 277 7,856 6,256
Changes from: September 27, 2022 Total Change is: 17,227
2,237 -7,250 659 10,986 431 591 -1,508 1,633 -459 5,149 22,493 22 -450 -893
Percent of Open Interest Represented by Each Category of Trader
10.7 30.9 0.4 66.8 39.8 11.5 4.4 8.3 0.3 4.0 7.2 0.1 1.9 1.5
Number of Traders in Each Category Total Traders: 207
17 13 6 71 57 40 15 20 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,083,335
Positions
84,348 298,354 11,576 634,747 445,360 145,602 88,722 124,989 9,504 87,225 22,677 1,796 19,815 23,477
Changes from: September 27, 2022 Total Change is: -53,900
475 -50,841 931 -18,416 -23,323 12,497 -19,137 -208 4,056 -30,183 57 167 -4,290 2,764
Percent of Open Interest Represented by Each Category of Trader
7.8 27.5 1.1 58.6 41.1 13.4 8.2 11.5 0.9 8.1 2.1 0.2 1.8 2.2
Number of Traders in Each Category Total Traders: 401
27 17 11 135 96 87 44 43 31 22 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 242,258
Positions
26,154 181,670 28,930 25,702 264 2,948 139,647 5,364 14,878 3,510 8,021 140 349 43
Changes from: September 27, 2022 Total Change is: -1,478
-3,147 11,422 -3,656 368 -487 -425 13,806 205 -8,557 400 0 0 -267 20
Percent of Open Interest Represented by Each Category of Trader
10.8 75.0 11.9 10.6 0.1 1.2 57.6 2.2 6.1 1.4 3.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 103
6 27 14 14 . 4 35 4 10 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
- CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,381,169
Positions
18,436 116,566 43,737 621,326 296,716 216,495 103,353 333,880 120,392 78,857 95,554 8,276 170,297 149,554
Changes from: September 27, 2022 Total Change is: 1,367
-8,906 -4,345 6,780 19,631 6,048 -1,301 10,921 11,795 -11,024 -1,140 -3,787 -975 -12,619 -1,825
Percent of Open Interest Represented by Each Category of Trader
1.3 8.4 3.2 45.0 21.5 15.7 7.5 24.2 8.7 5.7 6.9 0.6 12.3 10.8
Number of Traders in Each Category Total Traders: 196
4 20 18 64 29 63 31 32 47 6 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,403,886
Positions
14,008 52,278 529 845,207 223,786 248,305 47,911 740,512 24,779 63,282 10,549 0 159,865 103,148
Changes from: September 27, 2022 Total Change is: -12,744
-876 -881 -901 -23,767 10,301 13,497 890 -22,855 -2,171 -2,448 -2,020 0 3,032 -7,713
Percent of Open Interest Represented by Each Category of Trader
1.0 3.7 0.0 60.2 15.9 17.7 3.4 52.7 1.8 4.5 0.8 0.0 11.4 7.3
Number of Traders in Each Category Total Traders: 157
4 10 . 74 25 62 11 24 9 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,982,564
Positions
29,544 216,805 15,346 1,072,647 425,522 298,763 202,596 502,994 72,772 131,102 201,680 2,538 157,254 246,143
Changes from: September 27, 2022 Total Change is: -60,565
-12,218 -1,092 3,093 -22,553 -43,651 -1,446 -27,495 20,261 -11,357 10,177 -10,366 1,443 -209 -17,450
Percent of Open Interest Represented by Each Category of Trader
1.5 10.9 0.8 54.1 21.5 15.1 10.2 25.4 3.7 6.6 10.2 0.1 7.9 12.4
Number of Traders in Each Category Total Traders: 345
10 41 11 100 54 84 30 67 31 16 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,709,624
Positions
126,740 343,799 217,975 1,880,885 1,010,652 835,130 276,028 774,953 634,850 300,006 406,274 74,203 363,805 411,787
Changes from: September 27, 2022 Total Change is: 144,696
15,749 -12,859 35,416 20,803 -40,941 21,399 38,322 99,208 41,911 -24,840 -437 26,096 -30,160 -25,097
Percent of Open Interest Represented by Each Category of Trader
2.7 7.3 4.6 39.9 21.5 17.7 5.9 16.5 13.5 6.4 8.6 1.6 7.7 8.7
Number of Traders in Each Category Total Traders: 444
14 44 35 129 72 118 56 74 91 30 25 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,356,087
Positions
51,701 49,977 1,490 619,350 511,562 241,174 169,302 217,865 14,463 109,495 84,865 0 149,112 234,691
Changes from: September 27, 2022 Total Change is: -16,707
-3,259 -2,420 -4,468 -22,026 -19,223 4,004 -6,988 2,556 0 -919 1,763 0 16,949 1,081
Percent of Open Interest Represented by Each Category of Trader
3.8 3.7 0.1 45.7 37.7 17.8 12.5 16.1 1.1 8.1 6.3 0.0 11.0 17.3
Number of Traders in Each Category Total Traders: 141
4 8 4 47 41 56 13 14 12 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,177
Positions
0 0 0 0 0 0 678 1,625 17 1,265 740 0 1,217 795
Changes from: September 27, 2022 Total Change is: -1,008
0 0 0 0 0 0 -1,371 1,555 -301 693 -1,717 -152 123 -393
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 21.3 51.1 0.5 39.8 23.3 0.0 38.3 25.0
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . . . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 4,483,322
Positions
83,902 428,795 107,225 1,697,164 745,022 848,817 602,147 1,216,713 373,124 446,213 292,840 16,211 308,519 454,574
Changes from: September 27, 2022 Total Change is: -4,007
-11,396 -1,915 15,903 46,659 -93,908 6,306 -41,547 97,507 -25,672 9,738 -15,410 -1,705 -2,292 14,888
Percent of Open Interest Represented by Each Category of Trader
1.9 9.6 2.4 37.9 16.6 18.9 13.4 27.1 8.3 10.0 6.5 0.4 6.9 10.1
Number of Traders in Each Category Total Traders: 341
10 34 23 91 59 88 46 61 55 18 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,516,168
Positions
227,941 355,827 410,925 108 44,861 26,142 414,967 262,814 358,941 43,515 4,925 8,012 25,617 43,721
Changes from: September 27, 2022 Total Change is: -240,801
-42,716 -145,279 -76,744 13 -315 4,772 -133,047 -43,576 17,758 -6,469 4,925 -803 -3,565 -1,539
Percent of Open Interest Represented by Each Category of Trader
15.0 23.5 27.1 0.0 3.0 1.7 27.4 17.3 23.7 2.9 0.3 0.5 1.7 2.9
Number of Traders in Each Category Total Traders: 121
22 33 52 . 5 . 25 20 41 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 is16,918,278
Positions
2,182,192 1,922,021 2,512,300 949,476 151,276 532,689 536,882 1,187,928 9,560,996 26,476 174,704 158,603 458,664 717,761
Changes from: September 27, 2022 Total Change is: -262,940
-55,375 -64,072 -11,119 -30,168 -3,992 21,806 21,357 8,298 -222,876 -7,608 9,569 -8,500 29,542 7,945
Percent of Open Interest Represented by Each Category of Trader
12.9 11.4 14.8 5.6 0.9 3.1 3.2 7.0 56.5 0.2 1.0 0.9 2.7 4.2
Number of Traders in Each Category Total Traders: 192
25 29 50 15 7 17 40 51 78 11 11 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 is12,032,975
Positions
2,392,595 2,359,213 1,560,427 750,569 560,669 501,880 834,787 1,050,310 5,747,072 78,079 89,432 125,823 41,742 38,149
Changes from: September 27, 2022 Total Change is: 413,536
72,193 171,974 -28,526 112,671 -69,922 44,570 4,724 105,840 148,896 -17,603 -33,786 49,968 26,643 24,522
Percent of Open Interest Represented by Each Category of Trader
19.9 19.6 13.0 6.2 4.7 4.2 6.9 8.7 47.8 0.6 0.7 1.0 0.3 0.3
Number of Traders in Each Category Total Traders: 479
53 83 114 16 32 34 72 103 142 36 55 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 592,157
Positions
124,895 240,247 126,021 300 13,137 6,394 199,575 63,480 133,619 852 8,709 293 208 257
Changes from: September 27, 2022 Total Change is: -58,262
14,523 -28,738 -41,504 0 195 3,804 -47,125 -2,108 12,112 170 -1,603 23 -265 -443
Percent of Open Interest Represented by Each Category of Trader
21.1 40.6 21.3 0.1 2.2 1.1 33.7 10.7 22.6 0.1 1.5 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 154
31 42 47 . 4 . 32 29 39 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 14,876
Positions
124 2,493 4 6,241 1,117 836 2,747 8,397 579 2,903 475 131 1,312 846
Changes from: September 27, 2022 Total Change is: -492
19 -70 -57 334 -34 178 -710 282 -643 258 -2 -89 219 -55
Percent of Open Interest Represented by Each Category of Trader
0.8 16.8 0.0 42.0 7.5 5.6 18.5 56.4 3.9 19.5 3.2 0.9 8.8 5.7
Number of Traders in Each Category Total Traders: 89
. . . 5 8 5 18 39 17 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 21,968
Positions
1,139 190 0 20 1,305 12 11,771 15,555 1,817 4,611 1,710 47 2,550 1,332
Changes from: September 27, 2022 Total Change is: -3,953
922 -311 0 -105 -6 -21 108 -2,592 -788 -4,026 158 -50 8 -342
Percent of Open Interest Represented by Each Category of Trader
5.2 0.9 0.0 0.1 5.9 0.1 53.6 70.8 8.3 21.0 7.8 0.2 11.6 6.1
Number of Traders in Each Category Total Traders: 93
. . 0 . . . 13 13 7 42 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,833
Positions
102 92 159 116 284 16 1,461 1,389 268 988 1,045 29 693 550
Changes from: September 27, 2022 Total Change is: -865
-31 -22 -13 30 46 0 79 -784 18 -766 114 -140 -42 -84
Percent of Open Interest Represented by Each Category of Trader
2.7 2.4 4.1 3.0 7.4 0.4 38.1 36.2 7.0 25.8 27.3 0.8 18.1 14.4
Number of Traders in Each Category Total Traders: 58
. . . . 4 . 13 16 10 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 73,582
Positions
3,898 0 0 138 2,175 0 27,763 34,102 29,264 10,703 7,012 666 1,150 363
Changes from: September 27, 2022 Total Change is: -24,665
3,898 -11,181 -555 0 1,882 0 -16,331 -2,915 -10,380 -983 -1,308 -34 -280 -173
Percent of Open Interest Represented by Each Category of Trader
5.3 0.0 0.0 0.2 3.0 0.0 37.7 46.3 39.8 14.5 9.5 0.9 1.6 0.5
Number of Traders in Each Category Total Traders: 118
. 0 0 . . 0 9 7 5 68 31 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 54,782
Positions
528 25,276 0 29,010 1,277 637 13,272 22,639 420 3,534 2,273 241 7,140 2,019
Changes from: September 27, 2022 Total Change is: -1,454
112 3,113 0 -351 -528 54 -8 -1,804 24 -2,962 -772 37 1,641 -1,577
Percent of Open Interest Represented by Each Category of Trader
1.0 46.1 0.0 53.0 2.3 1.2 24.2 41.3 0.8 6.5 4.1 0.4 13.0 3.7
Number of Traders in Each Category Total Traders: 126
. . 0 17 4 . 40 13 6 30 19 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 322,187
Positions
33,147 11,029 24,344 92,252 48,945 41,171 35,521 99,200 56,920 8,866 3,025 10,138 19,828 27,415
Changes from: September 27, 2022 Total Change is: -8,855
-7,715 629 2,599 -10,397 -11,817 5,506 -2,516 -7,354 8,793 797 -1,222 -1,759 -4,163 -4,230
Percent of Open Interest Represented by Each Category of Trader
10.3 3.4 7.6 28.6 15.2 12.8 11.0 30.8 17.7 2.8 0.9 3.1 6.2 8.5
Number of Traders in Each Category Total Traders: 175
16 12 17 26 19 26 33 40 49 8 9 18
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 59,343
Positions
37,048 44,908 0 17,041 2,062 1,467 3,019 10,740 0 490 90 5 273 71
Changes from: September 27, 2022 Total Change is: -1,750
0 0 0 -12 -1,849 245 -2,241 325 0 251 -445 5 2 -31
Percent of Open Interest Represented by Each Category of Trader
62.4 75.7 0.0 28.7 3.5 2.5 5.1 18.1 0.0 0.8 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 41
. . 0 15 . 5 6 8 0 4 . .
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Updated October 7, 2022