Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 155,358
Positions
22,250 16,012 4,339 37,303 40,779 6,184 19,483 30,369 15,310 14,198 10,252 49 36,243 32,064
Changes from: November 22, 2022 Total Change is: 3,256
89 2,178 -874 -5,476 -532 47 6,066 2,391 283 -529 20 -1 3,650 -256
Percent of Open Interest Represented by Each Category of Trader
14.3 10.3 2.8 24.0 26.2 4.0 12.5 19.5 9.9 9.1 6.6 0.0 23.3 20.6
Number of Traders in Each Category Total Traders: 111
10 5 7 13 19 9 21 26 17 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 47,042
Positions
25,190 2,981 2,493 2,212 9,225 704 2,225 11,622 3,180 0 0 0 11,038 16,838
Changes from: November 22, 2022 Total Change is: -157
-171 72 -4 37 -1,020 538 -916 -1,106 393 0 0 0 -35 969
Percent of Open Interest Represented by Each Category of Trader
53.5 6.3 5.3 4.7 19.6 1.5 4.7 24.7 6.8 0.0 0.0 0.0 23.5 35.8
Number of Traders in Each Category Total Traders: 33
5 . 4 . 7 . 6 10 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 264,910
Positions
88,710 46,159 14,940 40,239 73,324 9,801 55,299 49,486 29,338 2,511 4,671 830 23,243 36,361
Changes from: November 22, 2022 Total Change is: 6,035
974 2,183 4,987 -272 -3,121 2,056 -4,393 -1,141 1,448 -1,200 350 202 2,235 -930
Percent of Open Interest Represented by Each Category of Trader
33.5 17.4 5.6 15.2 27.7 3.7 20.9 18.7 11.1 0.9 1.8 0.3 8.8 13.7
Number of Traders in Each Category Total Traders: 138
8 7 7 13 39 18 24 34 23 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 260,841
Positions
104,412 17,734 9,663 57,016 108,451 8,556 27,533 50,837 25,032 3,830 791 0 24,801 39,778
Changes from: November 22, 2022 Total Change is: 5,514
628 911 1,904 393 -3,490 1,238 -3,235 -1,422 5,064 310 57 -39 -747 1,292
Percent of Open Interest Represented by Each Category of Trader
40.0 6.8 3.7 21.9 41.6 3.3 10.6 19.5 9.6 1.5 0.3 0.0 9.5 15.3
Number of Traders in Each Category Total Traders: 132
10 6 8 20 31 22 15 40 20 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 809,088
Positions
31,928 418,637 19,252 439,160 98,592 25,108 68,955 82,566 88,488 44,366 17,704 4,953 86,878 53,787
Changes from: November 22, 2022 Total Change is: 19,645
2,973 6,284 4,430 9,585 -3,517 1,093 -1,711 4,333 5,183 -1,599 451 -154 -154 1,543
Percent of Open Interest Represented by Each Category of Trader
3.9 51.7 2.4 54.3 12.2 3.1 8.5 10.2 10.9 5.5 2.2 0.6 10.7 6.6
Number of Traders in Each Category Total Traders: 329
16 16 14 109 35 54 48 49 40 39 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,920
Positions
0 18,750 12 11,658 639 2,889 593 3,641 666 0 0 0 14,102 3,323
Changes from: November 22, 2022 Total Change is: -1,268
-414 -15 -6 -628 -448 -81 -552 -1,214 -19 0 0 0 432 515
Percent of Open Interest Represented by Each Category of Trader
0.0 62.7 0.0 39.0 2.1 9.7 2.0 12.2 2.2 0.0 0.0 0.0 47.1 11.1
Number of Traders in Each Category Total Traders: 23
0 . . 15 . 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 179,054
Positions
68,423 16,448 3,974 48,597 62,546 5,761 14,086 44,599 18,999 2,368 3,730 0 16,847 22,997
Changes from: November 22, 2022 Total Change is: 10,368
-2,201 -165 639 3,694 -944 294 1,953 5,981 6,060 459 0 0 -530 -1,496
Percent of Open Interest Represented by Each Category of Trader
38.2 9.2 2.2 27.1 34.9 3.2 7.9 24.9 10.6 1.3 2.1 0.0 9.4 12.8
Number of Traders in Each Category Total Traders: 94
7 5 6 14 21 10 16 25 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 309,235
Positions
2,064 234,846 784 177,650 1,157 447 107,989 36,280 3,697 7,294 29,393 57 9,253 2,574
Changes from: November 22, 2022 Total Change is: 11,957
1,461 1,114 -220 6,692 0 -205 3,226 10,111 542 297 387 0 164 228
Percent of Open Interest Represented by Each Category of Trader
0.7 75.9 0.3 57.4 0.4 0.1 34.9 11.7 1.2 2.4 9.5 0.0 3.0 0.8
Number of Traders in Each Category Total Traders: 180
4 7 . 30 4 5 74 27 12 20 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 32,083
Positions
498 7,071 7,050 5,953 9,194 42 12,365 4,995 871 1,612 1,216 0 3,692 1,644
Changes from: November 22, 2022 Total Change is: 4,332
0 -44 6,933 545 -172 0 -2,572 -919 -154 -540 -840 -1 121 -471
Percent of Open Interest Represented by Each Category of Trader
1.6 22.0 22.0 18.6 28.7 0.1 38.5 15.6 2.7 5.0 3.8 0.0 11.5 5.1
Number of Traders in Each Category Total Traders: 62
. 4 . 10 6 . 18 9 7 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,191
Positions
18,281 4,192 669 7,303 14,502 231 14,406 21,465 1,244 342 586 13 3,702 3,289
Changes from: November 22, 2022 Total Change is: 3,592
-1,085 1,189 639 2,312 -2,074 -17 722 4,423 295 266 -130 -29 489 -704
Percent of Open Interest Represented by Each Category of Trader
39.6 9.1 1.4 15.8 31.4 0.5 31.2 46.5 2.7 0.7 1.3 0.0 8.0 7.1
Number of Traders in Each Category Total Traders: 88
7 5 . 13 16 5 21 20 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 19,820
Positions
6,000 5,582 0 2,006 8,562 0 10,066 1,008 471 0 3,133 0 1,277 1,064
Changes from: November 22, 2022 Total Change is: -1,578
-64 474 -31 -150 -1,935 0 -1,997 -564 468 0 143 0 196 -133
Percent of Open Interest Represented by Each Category of Trader
30.3 28.2 0.0 10.1 43.2 0.0 50.8 5.1 2.4 0.0 15.8 0.0 6.4 5.4
Number of Traders in Each Category Total Traders: 30
. . 0 . 6 0 11 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,749
Positions
12,387 6,608 717 9,649 3,455 159 8,914 8,924 979 666 9,234 3 6,276 9,672
Changes from: November 22, 2022 Total Change is: -31
-100 359 129 378 147 -4 -35 -361 257 -692 -71 3 34 -489
Percent of Open Interest Represented by Each Category of Trader
31.2 16.6 1.8 24.3 8.7 0.4 22.4 22.5 2.5 1.7 23.2 0.0 15.8 24.3
Number of Traders in Each Category Total Traders: 96
11 16 . 14 8 . 18 21 14 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,498
Positions
24,773 13,216 1,433 19,298 6,909 317 17,829 17,848 1,958 1,332 18,467 6 12,553 19,344
Changes from: November 22, 2022 Total Change is: -61
-200 718 257 755 293 -7 -70 -722 514 -1,383 -142 6 67 -978
Percent of Open Interest Represented by Each Category of Trader
31.2 16.6 1.8 24.3 8.7 0.4 22.4 22.5 2.5 1.7 23.2 0.0 15.8 24.3
Number of Traders in Each Category Total Traders: 96
11 16 . 14 8 . 18 21 14 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 51,402
Positions
26,710 31,302 0 18,025 10,382 1,789 2,179 6,669 14 0 0 0 2,685 1,246
Changes from: November 22, 2022 Total Change is: -177
184 113 0 -343 -200 0 237 -257 5 0 0 0 -260 162
Percent of Open Interest Represented by Each Category of Trader
52.0 60.9 0.0 35.1 20.2 3.5 4.2 13.0 0.0 0.0 0.0 0.0 5.2 2.4
Number of Traders in Each Category Total Traders: 32
5 4 0 15 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 664,246
Positions
78,359 89,847 32,496 196,178 100,652 52,032 26,770 109,408 193,391 21,198 21,566 6,942 56,880 57,912
Changes from: November 22, 2022 Total Change is: 6,422
734 9,485 2,443 5,826 499 -3,465 1,580 -2,275 1,723 -3,411 -2,326 872 119 -535
Percent of Open Interest Represented by Each Category of Trader
11.8 13.5 4.9 29.5 15.2 7.8 4.0 16.5 29.1 3.2 3.2 1.0 8.6 8.7
Number of Traders in Each Category Total Traders: 589
33 37 46 143 107 119 62 114 118 51 38 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,495
Positions
1,269 14,414 0 12,038 888 0 1,569 0 0 0 0 0 1,619 1,193
Changes from: November 22, 2022 Total Change is: 258
-21 0 0 23 50 0 80 0 0 0 0 0 176 208
Percent of Open Interest Represented by Each Category of Trader
7.7 87.4 0.0 73.0 5.4 0.0 9.5 0.0 0.0 0.0 0.0 0.0 9.8 7.2
Number of Traders in Each Category Total Traders: 21
4 7 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 32,481
Positions
8,415 29,189 0 15,634 1,393 0 5,498 569 30 0 0 0 2,904 1,300
Changes from: November 22, 2022 Total Change is: -225
215 -276 0 -213 329 0 -151 -90 0 0 0 0 -76 -188
Percent of Open Interest Represented by Each Category of Trader
25.9 89.9 0.0 48.1 4.3 0.0 16.9 1.8 0.1 0.0 0.0 0.0 8.9 4.0
Number of Traders in Each Category Total Traders: 39
5 7 0 14 4 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,321,228
Positions
391,796 449,234 162,481 980,889 503,258 260,161 133,848 547,039 966,953 105,991 107,832 34,710 284,400 289,560
Changes from: November 22, 2022 Total Change is: 32,108
3,672 47,424 12,213 29,132 2,496 -17,326 7,898 -11,377 8,617 -17,055 -11,629 4,362 594 -2,673
Percent of Open Interest Represented by Each Category of Trader
11.8 13.5 4.9 29.5 15.2 7.8 4.0 16.5 29.1 3.2 3.2 1.0 8.6 8.7
Number of Traders in Each Category Total Traders: 589
33 37 46 143 107 119 62 114 118 51 38 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 25,276
Positions
14,593 22,790 0 7,686 33 330 980 496 0 0 0 0 1,687 1,627
Changes from: November 22, 2022 Total Change is: -1,299
-95 -1,033 0 -1,029 -20 0 -305 -250 0 0 0 0 130 4
Percent of Open Interest Represented by Each Category of Trader
57.7 90.2 0.0 30.4 0.1 1.3 3.9 2.0 0.0 0.0 0.0 0.0 6.7 6.4
Number of Traders in Each Category Total Traders: 22
6 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,246
Positions
3,944 14,490 0 6,342 0 0 1,807 0 3 0 0 0 3,150 753
Changes from: November 22, 2022 Total Change is: 501
324 320 0 -16 0 0 0 0 0 0 0 0 193 181
Percent of Open Interest Represented by Each Category of Trader
25.9 95.0 0.0 41.6 0.0 0.0 11.9 0.0 0.0 0.0 0.0 0.0 20.7 4.9
Number of Traders in Each Category Total Traders: 24
5 9 0 6 0 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,701
Positions
6,530 13,183 0 14,496 7,060 0 619 1,015 0 0 0 0 1,056 1,443
Changes from: November 22, 2022 Total Change is: 464
-5 262 0 3 28 0 247 -287 0 0 0 0 219 461
Percent of Open Interest Represented by Each Category of Trader
28.8 58.1 0.0 63.9 31.1 0.0 2.7 4.5 0.0 0.0 0.0 0.0 4.7 6.4
Number of Traders in Each Category Total Traders: 25
7 5 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,686
Positions
1,078 9,347 0 11,485 4,876 1,319 1,549 1,546 0 0 0 0 2,255 598
Changes from: November 22, 2022 Total Change is: 6
249 367 0 -142 0 -36 -123 96 0 0 0 0 58 -421
Percent of Open Interest Represented by Each Category of Trader
6.1 52.8 0.0 64.9 27.6 7.5 8.8 8.7 0.0 0.0 0.0 0.0 12.8 3.4
Number of Traders in Each Category Total Traders: 30
. 10 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 228,781
Positions
31,090 3,811 300 36,177 4,006 141 85,436 77,789 18,450 3,075 7,863 0 54,112 116,421
Changes from: November 22, 2022 Total Change is: 15,093
9,908 -303 0 1,135 0 36 -226 14,084 74 -1,165 4,062 0 5,331 -2,860
Percent of Open Interest Represented by Each Category of Trader
13.6 1.7 0.1 15.8 1.8 0.1 37.3 34.0 8.1 1.3 3.4 0.0 23.7 50.9
Number of Traders in Each Category Total Traders: 36
. . . 12 . 4 6 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 280,112
Positions
107,482 81,350 112,363 0 32,000 0 7,336 2,343 47,097 0 0 0 5,834 4,959
Changes from: November 22, 2022 Total Change is: 400
1,250 0 1,500 0 0 0 -500 0 -600 0 0 0 -1,250 -500
Percent of Open Interest Represented by Each Category of Trader
38.4 29.0 40.1 0.0 11.4 0.0 2.6 0.8 16.8 0.0 0.0 0.0 2.1 1.8
Number of Traders in Each Category Total Traders: 21
9 4 11 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 44,315
Positions
11,387 3,773 50 20,707 31,153 2,926 1,374 1,600 54 0 321 0 7,817 4,438
Changes from: November 22, 2022 Total Change is: -979
-1,574 528 -29 19 -1,746 15 -19 371 -5 0 91 0 614 -204
Percent of Open Interest Represented by Each Category of Trader
25.7 8.5 0.1 46.7 70.3 6.6 3.1 3.6 0.1 0.0 0.7 0.0 17.6 10.0
Number of Traders in Each Category Total Traders: 57
4 4 . 22 18 11 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 61,585
Positions
13,389 6,437 1,333 15,348 12,498 1,384 9,869 15,502 10,038 2,044 4,112 645 7,536 9,635
Changes from: November 22, 2022 Total Change is: 260
829 -112 43 -351 645 -151 107 654 0 66 -1,221 88 -371 316
Percent of Open Interest Represented by Each Category of Trader
21.7 10.5 2.2 24.9 20.3 2.2 16.0 25.2 16.3 3.3 6.7 1.0 12.2 15.6
Number of Traders in Each Category Total Traders: 293
29 17 15 61 42 31 31 65 35 19 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 307,923
Positions
66,944 32,186 6,665 76,740 62,492 6,919 49,346 77,511 50,189 10,218 20,562 3,224 37,679 48,175
Changes from: November 22, 2022 Total Change is: 1,302
4,147 -561 213 -1,756 3,223 -755 534 3,270 2 331 -6,107 439 -1,853 1,578
Percent of Open Interest Represented by Each Category of Trader
21.7 10.5 2.2 24.9 20.3 2.2 16.0 25.2 16.3 3.3 6.7 1.0 12.2 15.6
Number of Traders in Each Category Total Traders: 293
29 17 15 61 42 31 31 65 35 19 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 129,039
Positions
6,432 2,636 0 1,932 0 486 16,565 94,047 1,738 6,384 4,272 24 95,479 25,836
Changes from: November 22, 2022 Total Change is: 10,602
539 -395 0 -84 0 354 635 14,626 -491 321 174 24 9,303 -3,691
Percent of Open Interest Represented by Each Category of Trader
5.0 2.0 0.0 1.5 0.0 0.4 12.8 72.9 1.3 4.9 3.3 0.0 74.0 20.0
Number of Traders in Each Category Total Traders: 44
5 . 0 5 0 . 12 9 10 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 483,703
Positions
123,556 60,067 1,720 171,898 184,164 40,451 82,984 131,816 13,723 23,699 30,683 217 25,455 20,862
Changes from: November 22, 2022 Total Change is: -1,231
2,105 2,767 50 -1,949 -46 -502 3,142 -5,479 -1,181 -3,990 1,328 -6 1,100 1,838
Percent of Open Interest Represented by Each Category of Trader
25.5 12.4 0.4 35.5 38.1 8.4 17.2 27.3 2.8 4.9 6.3 0.0 5.3 4.3
Number of Traders in Each Category Total Traders: 312
25 16 6 76 66 43 38 61 22 13 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 18,587
Positions
1,111 16,812 0 12,725 343 0 3,619 1,175 0 0 0 0 1,132 257
Changes from: November 22, 2022 Total Change is: 635
-100 769 0 244 0 0 351 18 0 0 0 0 140 -152
Percent of Open Interest Represented by Each Category of Trader
6.0 90.5 0.0 68.5 1.8 0.0 19.5 6.3 0.0 0.0 0.0 0.0 6.1 1.4
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 24,333
Positions
2,207 709 0 949 0 0 11,420 2,966 3,375 0 1,289 0 6,382 15,994
Changes from: November 22, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.1 2.9 0.0 3.9 0.0 0.0 46.9 12.2 13.9 0.0 5.3 0.0 26.2 65.7
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 8 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,964
Positions
1,042 6,541 0 7,923 0 12 316 4,675 1 2,135 1,444 0 3,535 2,291
Changes from: November 22, 2022 Total Change is: 601
0 267 0 334 0 0 0 200 0 0 240 0 267 -106
Percent of Open Interest Represented by Each Category of Trader
7.0 43.7 0.0 52.9 0.0 0.1 2.1 31.2 0.0 14.3 9.6 0.0 23.6 15.3
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,626
Positions
10,817 7,349 430 13,920 3,293 2,793 12,856 4,639 167 843 7,902 0 5,800 21,053
Changes from: November 22, 2022 Total Change is: -234
838 -1,088 177 -479 0 -27 -648 -585 75 -102 189 0 -68 1,025
Percent of Open Interest Represented by Each Category of Trader
22.7 15.4 0.9 29.2 6.9 5.9 27.0 9.7 0.4 1.8 16.6 0.0 12.2 44.2
Number of Traders in Each Category Total Traders: 67
12 8 . 15 4 7 14 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 368,642
Positions
34,310 138,744 3,036 239,730 114,937 46,700 17,605 28,324 1,196 15,225 28,840 645 10,195 6,220
Changes from: November 22, 2022 Total Change is: 2,547
-339 1,281 1,946 2,229 -2,364 17 253 1,529 -136 2,080 3,904 -18 -3,485 -3,612
Percent of Open Interest Represented by Each Category of Trader
9.3 37.6 0.8 65.0 31.2 12.7 4.8 7.7 0.3 4.1 7.8 0.2 2.8 1.7
Number of Traders in Each Category Total Traders: 202
13 16 7 73 50 37 16 18 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,180,558
Positions
98,339 403,839 12,263 741,471 348,734 136,379 82,474 160,700 9,572 67,069 89,956 3,435 29,556 15,680
Changes from: November 22, 2022 Total Change is: 10,087
-33 9,616 1,338 -5,470 -13,439 13,403 -731 8,966 716 -1,618 -503 -166 2,648 -9,844
Percent of Open Interest Represented by Each Category of Trader
8.3 34.2 1.0 62.8 29.5 11.6 7.0 13.6 0.8 5.7 7.6 0.3 2.5 1.3
Number of Traders in Each Category Total Traders: 403
28 19 11 145 81 82 49 39 33 23 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 274,243
Positions
5,877 193,278 52,863 27,602 0 1,587 167,158 5,119 12,744 5,533 8,129 470 409 53
Changes from: November 22, 2022 Total Change is: 2,707
0 3,076 -151 1,272 0 -200 1,127 0 -41 674 1 26 0 -4
Percent of Open Interest Represented by Each Category of Trader
2.1 70.5 19.3 10.1 0.0 0.6 61.0 1.9 4.6 2.0 3.0 0.2 0.1 0.0
Number of Traders in Each Category Total Traders: 102
4 30 15 13 0 4 34 4 8 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 16,205
Positions
1,627 11,240 1,790 0 0 0 12,688 3,075 100 0 0 0 0 0
Changes from: November 22, 2022 Total Change is: 1,313
0 950 350 0 0 0 963 13 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.0 69.4 11.0 0.0 0.0 0.0 78.3 19.0 0.6 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
4 10 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,294,464
Positions
20,369 150,175 18,047 621,175 284,572 178,053 88,796 340,067 94,892 76,643 70,277 3,222 193,266 155,159
Changes from: November 22, 2022 Total Change is: -153,071
-2,498 11,283 -43,613 13,486 -5,841 -24,419 5,441 2,927 -74,154 -3,279 -838 -7,265 -16,770 -11,150
Percent of Open Interest Represented by Each Category of Trader
1.6 11.6 1.4 48.0 22.0 13.8 6.9 26.3 7.3 5.9 5.4 0.2 14.9 12.0
Number of Traders in Each Category Total Traders: 182
6 17 13 62 30 60 20 30 37 8 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,479,422
Positions
12,989 42,726 11,298 873,263 267,209 246,889 57,352 730,765 49,112 52,695 13,578 0 175,823 117,845
Changes from: November 22, 2022 Total Change is: -78,045
5,881 -1,248 -519 11,709 13,230 -60,682 -9,337 -4,874 -10,805 -3,940 1,556 -2,245 -8,106 -12,458
Percent of Open Interest Represented by Each Category of Trader
0.9 2.9 0.8 59.0 18.1 16.7 3.9 49.4 3.3 3.6 0.9 0.0 11.9 8.0
Number of Traders in Each Category Total Traders: 155
4 10 6 72 23 57 14 23 18 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,106,030
Positions
30,453 187,009 25,059 1,263,756 367,055 256,121 113,042 848,770 92,456 133,927 147,750 2,458 188,758 179,352
Changes from: November 22, 2022 Total Change is: -204,578
-20,074 -5,391 -27,145 -46,523 13,762 -22,004 -1,896 -59,913 -67,576 6,181 16,332 -2,913 -22,629 -49,730
Percent of Open Interest Represented by Each Category of Trader
1.4 8.9 1.2 60.0 17.4 12.2 5.4 40.3 4.4 6.4 7.0 0.1 9.0 8.5
Number of Traders in Each Category Total Traders: 356
12 38 15 121 49 90 34 61 36 18 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,568,890
Positions
71,893 365,645 106,891 2,064,936 833,376 807,881 241,756 1,016,927 606,615 223,871 321,563 73,747 371,300 436,244
Changes from: November 22, 2022 Total Change is: -587,646
-2,871 -19,332 -137,725 -37,062 -36,725 -66,757 1,368 2,074 -272,214 -565 -8,412 -35,567 -36,254 -12,988
Percent of Open Interest Represented by Each Category of Trader
1.6 8.0 2.3 45.2 18.2 17.7 5.3 22.3 13.3 4.9 7.0 1.6 8.1 9.5
Number of Traders in Each Category Total Traders: 401
15 27 27 120 74 111 48 69 75 24 24 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,363,277
Positions
43,072 35,806 6,184 618,461 610,888 199,248 184,811 205,317 15,389 136,305 50,334 404 159,403 239,707
Changes from: November 22, 2022 Total Change is: -65,699
601 -5,917 -4,938 -48,730 -1,777 -13,776 -1,299 -15,166 -5,753 14,457 -1,235 -591 -5,670 -16,546
Percent of Open Interest Represented by Each Category of Trader
3.2 2.6 0.5 45.4 44.8 14.6 13.6 15.1 1.1 10.0 3.7 0.0 11.7 17.6
Number of Traders in Each Category Total Traders: 138
4 7 6 39 47 50 14 12 13 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 2,330
Positions
0 0 0 0 0 0 0 1,329 147 794 259 38 1,351 557
Changes from: November 22, 2022 Total Change is: -1,032
0 0 0 0 0 0 0 -1,097 147 -699 -38 -34 -446 -10
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 57.0 6.3 34.1 11.1 1.6 58.0 23.9
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 0 . . 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,526,803
Positions
34,203 505,833 55,432 1,769,422 731,985 838,407 656,588 1,438,610 302,566 547,820 241,194 2,906 319,459 409,869
Changes from: November 22, 2022 Total Change is: -270,036
2,688 -42,912 -58,998 12,242 16,297 -43,057 -24,922 11,436 -74,620 3,778 -2,544 -30,510 -56,638 -45,128
Percent of Open Interest Represented by Each Category of Trader
0.8 11.2 1.2 39.1 16.2 18.5 14.5 31.8 6.7 12.1 5.3 0.1 7.1 9.1
Number of Traders in Each Category Total Traders: 336
7 33 25 104 53 93 37 63 55 21 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,643,665
Positions
328,967 340,362 414,825 1,900 114,259 12,553 430,267 319,474 379,652 42,391 19,075 2,613 30,497 40,852
Changes from: November 22, 2022 Total Change is: 56,600
58,157 -9,530 -407 1,900 8,933 1 -5,133 58,098 946 4,636 0 1 -3,501 -1,442
Percent of Open Interest Represented by Each Category of Trader
20.0 20.7 25.2 0.1 7.0 0.8 26.2 19.4 23.1 2.6 1.2 0.2 1.9 2.5
Number of Traders in Each Category Total Traders: 136
27 33 54 . 5 4 34 23 49 7 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,016,461
Positions
2,198,670 2,023,895 1,903,526 567,253 111,328 332,675 714,454 931,813 6,784,986 32,698 139,732 135,667 346,532 652,840
Changes from: November 22, 2022 Total Change is: -588,908
19,742 -3,581 -141,809 -18,487 -2,977 -9,403 -6,042 15,324 -399,876 -104 -5,186 -11,656 -21,272 -29,744
Percent of Open Interest Represented by Each Category of Trader
16.9 15.5 14.6 4.4 0.9 2.6 5.5 7.2 52.1 0.3 1.1 1.0 2.7 5.0
Number of Traders in Each Category Total Traders: 190
23 31 50 14 5 13 47 42 77 8 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is14,695,012
Positions
2,576,756 2,778,383 1,833,295 587,086 364,851 706,753 1,033,757 1,017,711 7,676,780 90,209 149,807 103,312 87,064 64,120
Changes from: November 22, 2022 Total Change is: 454,314
53,677 59,359 21,116 43,110 9,556 38,709 43,892 75,286 262,274 11,758 -5,634 -9,734 -10,489 3,381
Percent of Open Interest Represented by Each Category of Trader
17.5 18.9 12.5 4.0 2.5 4.8 7.0 6.9 52.2 0.6 1.0 0.7 0.6 0.4
Number of Traders in Each Category Total Traders: 580
53 91 125 27 34 41 92 108 162 66 65 83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 747,463
Positions
117,153 287,320 170,824 20,874 6,219 5,247 295,705 132,432 134,673 2,414 10,142 438 135 168
Changes from: November 22, 2022 Total Change is: 71,650
5,125 11,210 16,315 19,912 -1,530 -5,150 23,826 35,646 10,797 1,187 4,598 -231 -131 -5
Percent of Open Interest Represented by Each Category of Trader
15.7 38.4 22.9 2.8 0.8 0.7 39.6 17.7 18.0 0.3 1.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 174
35 49 54 . 5 . 29 38 46 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 18,842
Positions
271 3,105 239 5,872 1,369 868 5,062 8,750 1,606 3,017 1,470 642 1,264 792
Changes from: November 22, 2022 Total Change is: -2,342
-69 73 -128 -20 47 -69 -743 -232 -994 275 -293 -410 -183 -335
Percent of Open Interest Represented by Each Category of Trader
1.4 16.5 1.3 31.2 7.3 4.6 26.9 46.4 8.5 16.0 7.8 3.4 6.7 4.2
Number of Traders in Each Category Total Traders: 118
4 . . 6 9 5 23 49 19 12 11 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 13,779
Positions
520 0 0 178 1,382 24 7,293 7,427 1,182 1,887 1,996 90 2,605 1,678
Changes from: November 22, 2022 Total Change is: -16,095
210 -1,650 -91 -4 45 12 -12,938 -11,474 -1,804 -1,082 -605 -15 -383 -513
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 0.0 1.3 10.0 0.2 52.9 53.9 8.6 13.7 14.5 0.7 18.9 12.2
Number of Traders in Each Category Total Traders: 111
5 0 0 5 . . 12 17 8 38 31 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,773
Positions
163 376 175 34 817 30 2,571 2,324 181 1,894 1,244 10 716 616
Changes from: November 22, 2022 Total Change is: -977
0 0 -39 0 -192 22 -928 -340 -253 277 -95 -19 -37 -62
Percent of Open Interest Represented by Each Category of Trader
2.8 6.5 3.0 0.6 14.2 0.5 44.5 40.3 3.1 32.8 21.5 0.2 12.4 10.7
Number of Traders in Each Category Total Traders: 68
. . . . 7 4 16 19 8 12 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 51,539
Positions
0 1,154 0 138 1,685 0 23,467 28,600 12,412 13,849 6,777 468 1,205 443
Changes from: November 22, 2022 Total Change is: -40,663
0 -9,050 0 -74 833 0 -38,974 -29,975 -1,169 142 -872 -289 -299 -140
Percent of Open Interest Represented by Each Category of Trader
0.0 2.2 0.0 0.3 3.3 0.0 45.5 55.5 24.1 26.9 13.1 0.9 2.3 0.9
Number of Traders in Each Category Total Traders: 124
0 . 0 . . 0 12 7 6 68 33 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,956
Positions
270 25,566 0 22,191 1,925 790 13,445 12,982 419 3,430 2,471 200 6,212 2,604
Changes from: November 22, 2022 Total Change is: -879
-6 0 0 47 489 -2 -1,043 -2,763 80 22 1,015 -12 34 314
Percent of Open Interest Represented by Each Category of Trader
0.6 54.4 0.0 47.3 4.1 1.7 28.6 27.6 0.9 7.3 5.3 0.4 13.2 5.5
Number of Traders in Each Category Total Traders: 100
. . 0 13 6 4 27 15 6 24 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 323,336
Positions
32,233 14,865 9,963 100,711 69,519 43,277 48,157 90,289 55,200 2,916 3,490 9,352 21,527 27,381
Changes from: November 22, 2022 Total Change is: 9,459
442 1,509 -1,472 18,200 5,838 764 -4,266 2,588 722 -3,676 835 -2,863 1,608 1,538
Percent of Open Interest Represented by Each Category of Trader
10.0 4.6 3.1 31.1 21.5 13.4 14.9 27.9 17.1 0.9 1.1 2.9 6.7 8.5
Number of Traders in Each Category Total Traders: 170
11 12 17 21 31 25 28 44 45 10 5 13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 57,600
Positions
37,124 46,118 0 13,180 2,500 761 4,962 7,872 0 1,179 276 17 377 56
Changes from: November 22, 2022 Total Change is: 949
18 0 0 -51 2,500 -1,412 2,176 -161 0 180 14 0 38 8
Percent of Open Interest Represented by Each Category of Trader
64.5 80.1 0.0 22.9 4.3 1.3 8.6 13.7 0.0 2.0 0.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 42
. 4 0 14 . . 8 6 0 . . .
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Updated December 02, 2022