Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 167,549
Positions
35,299 14,562 5,172 28,092 52,145 5,556 23,776 26,399 20,757 14,632 10,002 315 33,950 32,640
Changes from: November 29, 2022 Total Change is: 12,191
13,049 -1,450 833 -9,211 11,366 -628 4,294 -3,970 5,447 434 -251 267 -2,293 577
Percent of Open Interest Represented by Each Category of Trader
21.1 8.7 3.1 16.8 31.1 3.3 14.2 15.8 12.4 8.7 6.0 0.2 20.3 19.5
Number of Traders in Each Category Total Traders: 110
11 4 8 11 23 9 20 24 20 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 46,512
Positions
25,234 5,183 1,985 2,203 9,573 614 2,577 9,649 3,270 0 0 0 10,629 16,238
Changes from: November 29, 2022 Total Change is: -530
43 2,202 -508 -9 348 -90 352 -1,973 90 0 0 0 -409 -599
Percent of Open Interest Represented by Each Category of Trader
54.3 11.1 4.3 4.7 20.6 1.3 5.5 20.7 7.0 0.0 0.0 0.0 22.9 34.9
Number of Traders in Each Category Total Traders: 33
5 . . 4 6 . 6 9 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 277,858
Positions
86,417 51,772 17,700 40,288 69,596 11,348 56,372 49,452 37,804 2,351 4,392 998 24,581 34,795
Changes from: November 29, 2022 Total Change is: 12,948
-2,293 5,613 2,760 49 -3,728 1,547 1,073 -35 8,467 -160 -279 167 1,338 -1,565
Percent of Open Interest Represented by Each Category of Trader
31.1 18.6 6.4 14.5 25.0 4.1 20.3 17.8 13.6 0.8 1.6 0.4 8.8 12.5
Number of Traders in Each Category Total Traders: 133
7 7 6 12 36 16 25 35 26 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 258,646
Positions
100,780 22,804 12,315 53,316 97,999 7,334 28,286 52,224 28,226 1,088 1,915 0 27,301 35,829
Changes from: November 29, 2022 Total Change is: -2,195
-3,631 5,070 2,652 -3,699 -10,452 -1,222 753 1,388 3,194 -2,742 1,124 0 2,499 -3,949
Percent of Open Interest Represented by Each Category of Trader
39.0 8.8 4.8 20.6 37.9 2.8 10.9 20.2 10.9 0.4 0.7 0.0 10.6 13.9
Number of Traders in Each Category Total Traders: 128
10 8 9 17 32 18 16 36 21 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 841,667
Positions
39,778 434,668 22,973 449,188 99,925 29,025 67,605 82,858 94,673 43,333 18,288 5,032 90,061 54,226
Changes from: November 29, 2022 Total Change is: 32,579
7,850 16,031 3,721 10,028 1,333 3,917 -1,350 293 6,185 -1,033 583 79 3,183 439
Percent of Open Interest Represented by Each Category of Trader
4.7 51.6 2.7 53.4 11.9 3.4 8.0 9.8 11.2 5.1 2.2 0.6 10.7 6.4
Number of Traders in Each Category Total Traders: 324
18 15 14 111 33 52 44 50 37 37 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,342
Positions
0 18,764 0 12,339 648 2,889 1,417 3,709 885 0 0 0 12,812 3,447
Changes from: November 29, 2022 Total Change is: 422
0 14 -12 681 9 0 824 68 219 0 0 0 -1,290 124
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 40.7 2.1 9.5 4.7 12.2 2.9 0.0 0.0 0.0 42.2 11.4
Number of Traders in Each Category Total Traders: 25
0 . 0 15 . 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 188,252
Positions
63,381 23,426 4,844 50,993 59,814 5,904 16,116 48,283 26,011 2,898 0 0 18,106 19,970
Changes from: November 29, 2022 Total Change is: 9,198
-5,042 6,978 870 2,396 -2,733 143 2,031 3,685 7,011 530 -3,730 0 1,259 -3,026
Percent of Open Interest Represented by Each Category of Trader
33.7 12.4 2.6 27.1 31.8 3.1 8.6 25.6 13.8 1.5 0.0 0.0 9.6 10.6
Number of Traders in Each Category Total Traders: 96
5 7 7 16 22 12 13 30 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 294,980
Positions
4,894 227,377 765 159,913 4,207 738 109,805 29,726 4,563 6,380 25,091 57 7,865 2,456
Changes from: November 29, 2022 Total Change is: -14,255
2,830 -7,469 -19 -17,737 3,050 291 1,816 -6,554 866 -914 -4,302 0 -1,388 -118
Percent of Open Interest Represented by Each Category of Trader
1.7 77.1 0.3 54.2 1.4 0.3 37.2 10.1 1.5 2.2 8.5 0.0 2.7 0.8
Number of Traders in Each Category Total Traders: 168
4 8 . 34 7 6 60 27 16 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,490
Positions
4,771 3,859 141 9,589 4,104 37 6,223 14,525 2 1,135 1,356 0 3,592 1,466
Changes from: November 29, 2022 Total Change is: -6,593
4,273 -3,212 -6,909 3,636 -5,090 -5 -6,142 9,530 -869 -477 140 0 -100 -178
Percent of Open Interest Represented by Each Category of Trader
18.7 15.1 0.6 37.6 16.1 0.1 24.4 57.0 0.0 4.5 5.3 0.0 14.1 5.8
Number of Traders in Each Category Total Traders: 63
5 . . 14 5 . 15 10 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 42,966
Positions
18,326 4,743 539 7,998 12,180 108 12,083 21,077 335 155 759 13 3,409 3,212
Changes from: November 29, 2022 Total Change is: -3,225
45 551 -130 695 -2,322 -123 -2,323 -388 -909 -187 173 0 -293 -77
Percent of Open Interest Represented by Each Category of Trader
42.7 11.0 1.3 18.6 28.3 0.3 28.1 49.1 0.8 0.4 1.8 0.0 7.9 7.5
Number of Traders in Each Category Total Traders: 87
8 5 . 13 16 4 20 19 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,489
Positions
5,882 5,539 13 2,469 6,089 0 4,439 923 253 0 143 0 1,433 1,529
Changes from: November 29, 2022 Total Change is: -5,331
-118 -43 13 463 -2,473 0 -5,627 -85 -218 0 -2,990 0 156 465
Percent of Open Interest Represented by Each Category of Trader
40.6 38.2 0.1 17.0 42.0 0.0 30.6 6.4 1.7 0.0 1.0 0.0 9.9 10.6
Number of Traders in Each Category Total Traders: 30
. . . 4 6 0 9 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,304
Positions
12,777 5,605 643 10,951 3,595 1 8,999 8,076 1,521 0 11,658 124 6,289 10,082
Changes from: November 29, 2022 Total Change is: 1,555
390 -1,004 -73 1,302 141 -158 84 -848 542 -666 2,424 121 12 410
Percent of Open Interest Represented by Each Category of Trader
30.9 13.6 1.6 26.5 8.7 0.0 21.8 19.6 3.7 0.0 28.2 0.3 15.2 24.4
Number of Traders in Each Category Total Traders: 90
12 12 4 15 8 . 14 22 16 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,607
Positions
25,554 11,209 1,286 21,901 7,190 1 17,997 16,152 3,042 0 23,316 248 12,578 20,163
Changes from: November 29, 2022 Total Change is: 3,109
781 -2,007 -147 2,603 281 -316 169 -1,697 1,084 -1,332 4,849 242 25 819
Percent of Open Interest Represented by Each Category of Trader
30.9 13.6 1.6 26.5 8.7 0.0 21.8 19.6 3.7 0.0 28.2 0.3 15.2 24.4
Number of Traders in Each Category Total Traders: 90
12 12 4 15 8 . 14 22 16 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 51,449
Positions
27,044 31,184 0 18,031 10,644 1,712 2,244 6,832 18 0 0 0 2,400 1,059
Changes from: November 29, 2022 Total Change is: 47
334 -118 0 6 262 -77 65 163 4 0 0 0 -285 -187
Percent of Open Interest Represented by Each Category of Trader
52.6 60.6 0.0 35.0 20.7 3.3 4.4 13.3 0.0 0.0 0.0 0.0 4.7 2.1
Number of Traders in Each Category Total Traders: 34
6 4 0 16 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 41,235
Positions
450 867 402 548 0 427 20,245 15,475 2,163 474 3,039 225 16,301 18,637
Changes from: November 29, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 2.1 1.0 1.3 0.0 1.0 49.1 37.5 5.2 1.1 7.4 0.5 39.5 45.2
Number of Traders in Each Category Total Traders: 22
. . . . 0 . 7 5 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 672,271
Positions
78,351 83,256 37,043 189,737 97,861 53,609 25,669 111,310 202,701 19,996 21,849 6,794 58,371 57,849
Changes from: November 29, 2022 Total Change is: 8,026
-8 -6,591 4,547 -6,441 -2,791 1,577 -1,101 1,902 9,310 -1,202 282 -148 1,491 -63
Percent of Open Interest Represented by Each Category of Trader
11.7 12.4 5.5 28.2 14.6 8.0 3.8 16.6 30.2 3.0 3.2 1.0 8.7 8.6
Number of Traders in Each Category Total Traders: 604
37 35 47 142 109 120 65 124 127 52 38 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,102
Positions
1,432 11,258 0 12,295 4,485 37 1,574 0 0 0 0 0 1,764 1,322
Changes from: November 29, 2022 Total Change is: 607
163 -3,156 0 257 3,597 37 5 0 0 0 0 0 145 129
Percent of Open Interest Represented by Each Category of Trader
8.4 65.8 0.0 71.9 26.2 0.2 9.2 0.0 0.0 0.0 0.0 0.0 10.3 7.7
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 31,439
Positions
8,767 28,011 0 13,956 1,578 0 5,411 670 30 0 0 0 3,275 1,150
Changes from: November 29, 2022 Total Change is: -1,042
352 -1,178 0 -1,678 185 0 -87 101 0 0 0 0 371 -150
Percent of Open Interest Represented by Each Category of Trader
27.9 89.1 0.0 44.4 5.0 0.0 17.2 2.1 0.1 0.0 0.0 0.0 10.4 3.7
Number of Traders in Each Category Total Traders: 38
6 7 0 13 4 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,361,357
Positions
391,757 416,280 185,214 948,685 489,305 268,044 128,345 556,552 1,013,503 99,981 109,243 33,970 291,857 289,246
Changes from: November 29, 2022 Total Change is: 40,129
-39 -32,954 22,733 -32,204 -13,953 7,883 -5,503 9,512 46,550 -6,010 1,410 -739 7,457 -314
Percent of Open Interest Represented by Each Category of Trader
11.7 12.4 5.5 28.2 14.6 8.0 3.8 16.6 30.2 3.0 3.2 1.0 8.7 8.6
Number of Traders in Each Category Total Traders: 604
37 35 47 142 109 120 65 124 127 52 38 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 29,441
Positions
14,754 26,934 0 11,688 33 520 792 331 0 0 0 0 1,687 1,623
Changes from: November 29, 2022 Total Change is: 4,165
161 4,144 0 4,002 0 190 -188 -165 0 0 0 0 0 -4
Percent of Open Interest Represented by Each Category of Trader
50.1 91.5 0.0 39.7 0.1 1.8 2.7 1.1 0.0 0.0 0.0 0.0 5.7 5.5
Number of Traders in Each Category Total Traders: 23
6 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,502
Positions
3,844 14,510 0 6,527 0 0 2,482 0 3 0 0 0 2,646 989
Changes from: November 29, 2022 Total Change is: 256
-100 20 0 185 0 0 675 0 0 0 0 0 -504 236
Percent of Open Interest Represented by Each Category of Trader
24.8 93.6 0.0 42.1 0.0 0.0 16.0 0.0 0.0 0.0 0.0 0.0 17.1 6.4
Number of Traders in Each Category Total Traders: 25
5 9 0 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,412
Positions
12,382 12,921 0 8,239 7,040 0 619 1,073 0 0 0 0 1,172 1,378
Changes from: November 29, 2022 Total Change is: -289
5,852 -262 0 -6,257 -20 0 0 58 0 0 0 0 116 -65
Percent of Open Interest Represented by Each Category of Trader
55.2 57.7 0.0 36.8 31.4 0.0 2.8 4.8 0.0 0.0 0.0 0.0 5.2 6.1
Number of Traders in Each Category Total Traders: 26
8 4 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 18,043
Positions
657 9,994 0 11,661 4,633 1,389 2,264 1,518 0 0 0 0 2,072 509
Changes from: November 29, 2022 Total Change is: 357
-421 647 0 176 -243 70 715 -28 0 0 0 0 -183 -89
Percent of Open Interest Represented by Each Category of Trader
3.6 55.4 0.0 64.6 25.7 7.7 12.5 8.4 0.0 0.0 0.0 0.0 11.5 2.8
Number of Traders in Each Category Total Traders: 32
. 11 0 10 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 233,698
Positions
33,620 4,182 1,510 32,655 4,002 121 85,642 87,736 17,160 2,050 6,820 0 60,940 112,167
Changes from: November 29, 2022 Total Change is: 4,917
2,530 371 1,210 -3,522 -4 -20 206 9,947 -1,289 -1,025 -1,043 0 6,827 -4,254
Percent of Open Interest Represented by Each Category of Trader
14.4 1.8 0.6 14.0 1.7 0.1 36.6 37.5 7.3 0.9 2.9 0.0 26.1 48.0
Number of Traders in Each Category Total Traders: 34
. . . 11 . 5 7 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 287,472
Positions
108,602 81,900 117,403 0 32,000 0 6,766 2,343 48,867 0 0 0 5,834 4,959
Changes from: November 29, 2022 Total Change is: 7,360
1,120 550 5,040 0 0 0 -570 0 1,770 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
37.8 28.5 40.8 0.0 11.1 0.0 2.4 0.8 17.0 0.0 0.0 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 21
10 . 11 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 44,217
Positions
10,359 4,086 126 21,878 31,852 2,670 1,404 1,521 50 222 0 0 7,508 3,912
Changes from: November 29, 2022 Total Change is: -98
-1,028 313 76 1,171 699 -256 30 -79 -4 222 -321 0 -309 -526
Percent of Open Interest Represented by Each Category of Trader
23.4 9.2 0.3 49.5 72.0 6.0 3.2 3.4 0.1 0.5 0.0 0.0 17.0 8.8
Number of Traders in Each Category Total Traders: 62
4 4 . 26 19 10 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 61,794
Positions
12,553 6,676 1,225 16,139 12,484 1,317 9,588 15,318 11,000 1,739 3,512 427 7,805 9,834
Changes from: November 29, 2022 Total Change is: 210
-836 239 -108 791 -14 -66 -281 -185 962 -305 -600 -217 269 199
Percent of Open Interest Represented by Each Category of Trader
20.3 10.8 2.0 26.1 20.2 2.1 15.5 24.8 17.8 2.8 5.7 0.7 12.6 15.9
Number of Traders in Each Category Total Traders: 300
33 17 17 61 43 36 30 64 40 23 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 308,972
Positions
62,766 33,381 6,126 80,693 62,420 6,587 47,942 76,588 55,000 8,696 17,561 2,137 39,025 49,171
Changes from: November 29, 2022 Total Change is: 1,049
-4,178 1,195 -539 3,953 -72 -332 -1,404 -924 4,812 -1,523 -3,001 -1,086 1,346 996
Percent of Open Interest Represented by Each Category of Trader
20.3 10.8 2.0 26.1 20.2 2.1 15.5 24.8 17.8 2.8 5.7 0.7 12.6 15.9
Number of Traders in Each Category Total Traders: 300
33 17 17 61 43 36 30 64 40 23 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 130,836
Positions
6,719 2,949 0 2,034 0 539 15,494 95,699 3,611 6,225 4,308 20 96,195 23,710
Changes from: November 29, 2022 Total Change is: 1,797
287 313 0 102 0 53 -1,071 1,652 1,873 -159 36 -4 716 -2,126
Percent of Open Interest Represented by Each Category of Trader
5.1 2.3 0.0 1.6 0.0 0.4 11.8 73.1 2.8 4.8 3.3 0.0 73.5 18.1
Number of Traders in Each Category Total Traders: 39
4 . 0 5 0 . 11 8 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 494,586
Positions
122,289 62,516 2,661 175,886 184,160 40,533 83,064 135,415 19,850 23,720 28,942 184 26,399 20,325
Changes from: November 29, 2022 Total Change is: 10,883
-1,267 2,449 941 3,988 -4 82 80 3,599 6,127 21 -1,741 -33 944 -537
Percent of Open Interest Represented by Each Category of Trader
24.7 12.6 0.5 35.6 37.2 8.2 16.8 27.4 4.0 4.8 5.9 0.0 5.3 4.1
Number of Traders in Each Category Total Traders: 315
25 18 7 76 67 44 35 67 29 10 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 19,529
Positions
903 17,719 0 13,900 573 0 3,713 1,159 0 0 0 0 1,013 78
Changes from: November 29, 2022 Total Change is: 942
-208 907 0 1,175 230 0 94 -16 0 0 0 0 -119 -179
Percent of Open Interest Represented by Each Category of Trader
4.6 90.7 0.0 71.2 2.9 0.0 19.0 5.9 0.0 0.0 0.0 0.0 5.2 0.4
Number of Traders in Each Category Total Traders: 27
. 8 0 10 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 25,902
Positions
2,583 1,117 0 1,185 0 0 11,636 5,405 2,735 261 1,219 0 7,502 15,426
Changes from: November 29, 2022 Total Change is: 1,569
376 408 0 236 0 0 216 2,439 -640 261 -70 0 1,120 -568
Percent of Open Interest Represented by Each Category of Trader
10.0 4.3 0.0 4.6 0.0 0.0 44.9 20.9 10.6 1.0 4.7 0.0 29.0 59.6
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 8 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 18,813
Positions
1,221 6,859 1,203 7,985 0 11 528 5,159 1,651 2,082 1,344 0 4,132 2,586
Changes from: November 29, 2022 Total Change is: 3,849
179 318 1,203 62 0 -1 212 484 1,650 -53 -100 0 597 295
Percent of Open Interest Represented by Each Category of Trader
6.5 36.5 6.4 42.4 0.0 0.1 2.8 27.4 8.8 11.1 7.1 0.0 22.0 13.7
Number of Traders in Each Category Total Traders: 23
. . . 7 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,730
Positions
11,639 6,800 3,420 7,666 4,079 2,021 15,608 5,052 1,133 767 8,540 3 12,473 23,682
Changes from: November 29, 2022 Total Change is: 7,104
822 -549 2,990 -6,254 786 -772 2,752 413 966 -76 638 3 6,673 2,629
Percent of Open Interest Represented by Each Category of Trader
21.3 12.4 6.2 14.0 7.5 3.7 28.5 9.2 2.1 1.4 15.6 0.0 22.8 43.3
Number of Traders in Each Category Total Traders: 62
12 7 8 10 5 6 12 12 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 348,622
Positions
32,430 142,950 5,017 220,771 117,430 46,471 18,266 16,838 914 12,273 11,149 638 11,842 7,215
Changes from: November 29, 2022 Total Change is: -20,020
-1,880 4,206 1,981 -18,959 2,493 -229 661 -11,486 -282 -2,952 -17,691 -7 1,647 995
Percent of Open Interest Represented by Each Category of Trader
9.3 41.0 1.4 63.3 33.7 13.3 5.2 4.8 0.3 3.5 3.2 0.2 3.4 2.1
Number of Traders in Each Category Total Traders: 196
13 16 6 69 51 36 18 14 6 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,045,329
Positions
90,728 379,904 15,460 644,981 351,165 114,623 85,837 106,610 10,755 50,113 49,853 3,977 28,855 12,982
Changes from: November 29, 2022 Total Change is: -135,229
-7,611 -23,935 3,197 -96,490 2,431 -21,756 3,363 -54,090 1,183 -16,956 -40,103 542 -701 -2,698
Percent of Open Interest Represented by Each Category of Trader
8.7 36.3 1.5 61.7 33.6 11.0 8.2 10.2 1.0 4.8 4.8 0.4 2.8 1.2
Number of Traders in Each Category Total Traders: 391
28 17 14 139 77 84 55 34 34 24 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 275,819
Positions
6,580 198,695 48,905 27,609 0 1,587 169,584 5,119 12,844 7,830 8,130 486 394 53
Changes from: November 29, 2022 Total Change is: 1,576
703 5,417 -3,958 7 0 0 2,426 0 100 2,297 1 16 -15 0
Percent of Open Interest Represented by Each Category of Trader
2.4 72.0 17.7 10.0 0.0 0.6 61.5 1.9 4.7 2.8 2.9 0.2 0.1 0.0
Number of Traders in Each Category Total Traders: 104
5 30 15 13 0 4 34 4 9 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 17,245
Positions
1,750 11,713 2,277 0 0 0 13,069 3,106 149 0 0 0 0 0
Changes from: November 29, 2022 Total Change is: 1,040
123 473 487 0 0 0 381 31 49 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.1 67.9 13.2 0.0 0.0 0.0 75.8 18.0 0.9 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
5 10 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,293,436
Positions
20,570 144,402 24,936 610,452 263,688 197,046 85,315 341,225 88,143 81,240 70,475 3,063 182,671 160,459
Changes from: November 29, 2022 Total Change is: -1,028
201 -5,773 6,888 -10,723 -20,884 18,992 -3,482 1,158 -6,749 4,597 198 -158 -10,596 5,300
Percent of Open Interest Represented by Each Category of Trader
1.6 11.2 1.9 47.2 20.4 15.2 6.6 26.4 6.8 6.3 5.4 0.2 14.1 12.4
Number of Traders in Each Category Total Traders: 187
. 20 15 65 29 61 22 31 37 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,424,998
Positions
5,146 52,754 3,046 871,590 277,450 237,527 52,170 691,680 34,071 52,736 13,589 0 168,712 114,881
Changes from: November 29, 2022 Total Change is: -54,424
-7,843 10,028 -8,252 -1,673 10,241 -9,362 -5,182 -39,085 -15,041 41 11 0 -7,112 -2,964
Percent of Open Interest Represented by Each Category of Trader
0.4 3.7 0.2 61.2 19.5 16.7 3.7 48.5 2.4 3.7 1.0 0.0 11.8 8.1
Number of Traders in Each Category Total Traders: 155
. 11 . 75 23 58 13 22 15 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,125,717
Positions
44,742 192,847 21,566 1,260,113 379,437 269,382 139,035 884,538 68,118 144,680 136,905 726 177,354 172,198
Changes from: November 29, 2022 Total Change is: 19,687
14,289 5,838 -3,493 -3,642 12,382 13,261 25,993 35,768 -24,338 10,753 -10,845 -1,732 -11,404 -7,154
Percent of Open Interest Represented by Each Category of Trader
2.1 9.1 1.0 59.3 17.8 12.7 6.5 41.6 3.2 6.8 6.4 0.0 8.3 8.1
Number of Traders in Each Category Total Traders: 374
17 35 11 121 52 87 45 58 35 21 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,701,977
Positions
94,844 312,644 182,875 1,987,262 826,890 864,754 250,535 968,740 694,871 195,785 302,970 74,509 356,540 473,722
Changes from: November 29, 2022 Total Change is: 133,087
22,952 -53,001 75,984 -77,674 -6,486 56,873 8,779 -48,187 88,256 -28,086 -18,593 762 -14,760 37,478
Percent of Open Interest Represented by Each Category of Trader
2.0 6.6 3.9 42.3 17.6 18.4 5.3 20.6 14.8 4.2 6.4 1.6 7.6 10.1
Number of Traders in Each Category Total Traders: 404
21 33 32 117 75 107 41 70 72 20 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,410,585
Positions
43,122 39,667 5,899 646,890 591,019 208,186 189,006 252,469 14,147 142,796 56,106 338 160,201 242,754
Changes from: November 29, 2022 Total Change is: 47,308
50 3,861 -285 28,429 -19,869 8,938 4,195 47,152 -1,242 6,491 5,772 -66 798 3,047
Percent of Open Interest Represented by Each Category of Trader
3.1 2.8 0.4 45.9 41.9 14.8 13.4 17.9 1.0 10.1 4.0 0.0 11.4 17.2
Number of Traders in Each Category Total Traders: 137
4 7 . 41 45 52 11 12 13 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 2,153
Positions
0 0 0 0 0 0 0 1,216 0 763 286 0 1,390 651
Changes from: November 29, 2022 Total Change is: -177
0 0 0 0 0 0 0 -113 -147 -31 27 -38 39 94
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 56.5 0.0 35.4 13.3 0.0 64.6 30.2
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 0 . 0 14 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,428,533
Positions
33,831 495,126 46,005 1,765,573 650,494 835,040 684,632 1,439,698 276,465 467,765 253,017 3,528 315,694 429,159
Changes from: November 29, 2022 Total Change is: -98,270
-371 -10,706 -9,427 -3,849 -81,492 -3,367 28,044 1,088 -26,101 -80,055 11,823 622 -3,765 19,290
Percent of Open Interest Represented by Each Category of Trader
0.8 11.2 1.0 39.9 14.7 18.9 15.5 32.5 6.2 10.6 5.7 0.1 7.1 9.7
Number of Traders in Each Category Total Traders: 336
11 29 23 99 53 89 41 66 58 17 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,323,028
Positions
398,965 285,813 339,501 0 69,771 7,886 232,005 286,436 274,438 39,003 19,075 1,220 30,010 38,888
Changes from: November 29, 2022 Total Change is: -320,637
69,998 -54,549 -75,324 -1,900 -44,488 -4,667 -198,262 -33,038 -105,214 -3,388 0 -1,393 -487 -1,964
Percent of Open Interest Represented by Each Category of Trader
30.2 21.6 25.7 0.0 5.3 0.6 17.5 21.7 20.7 2.9 1.4 0.1 2.3 2.9
Number of Traders in Each Category Total Traders: 122
25 32 48 0 4 4 27 22 42 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,743,325
Positions
2,236,988 1,991,038 1,939,076 533,223 119,476 324,729 735,886 977,692 6,414,567 32,208 138,736 139,330 387,318 698,681
Changes from: November 29, 2022 Total Change is: -273,136
38,318 -32,857 35,550 -34,030 8,148 -7,946 21,433 45,880 -370,419 -491 -996 3,663 40,786 45,841
Percent of Open Interest Represented by Each Category of Trader
17.6 15.6 15.2 4.2 0.9 2.5 5.8 7.7 50.3 0.3 1.1 1.1 3.0 5.5
Number of Traders in Each Category Total Traders: 188
23 30 49 14 7 13 37 51 78 8 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is15,230,328
Positions
2,673,821 2,885,888 1,884,614 570,517 370,589 729,080 1,151,631 1,084,675 7,878,752 129,861 179,360 190,033 22,019 27,336
Changes from: November 29, 2022 Total Change is: 535,316
97,065 107,505 51,319 -16,570 5,738 22,327 117,875 66,964 201,972 39,652 29,553 86,721 -65,046 -36,784
Percent of Open Interest Represented by Each Category of Trader
17.6 18.9 12.4 3.7 2.4 4.8 7.6 7.1 51.7 0.9 1.2 1.2 0.1 0.2
Number of Traders in Each Category Total Traders: 583
55 89 125 24 35 37 93 109 163 66 70 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 613,451
Positions
99,319 233,111 144,578 23,781 5,992 7,295 236,669 109,378 98,541 2,476 12,337 638 154 1,581
Changes from: November 29, 2022 Total Change is: -134,012
-17,834 -54,209 -26,246 2,907 -227 2,048 -59,036 -23,054 -36,132 62 2,195 200 19 1,413
Percent of Open Interest Represented by Each Category of Trader
16.2 38.0 23.6 3.9 1.0 1.2 38.6 17.8 16.1 0.4 2.0 0.1 0.0 0.3
Number of Traders in Each Category Total Traders: 170
28 52 50 . 5 . 37 29 40 6 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 17,643
Positions
171 3,140 133 6,557 1,278 672 4,268 7,676 1,765 2,108 1,526 574 1,395 878
Changes from: November 29, 2022 Total Change is: -1,199
-100 35 -106 685 -91 -196 -794 -1,074 158 -909 56 -68 131 87
Percent of Open Interest Represented by Each Category of Trader
1.0 17.8 0.8 37.2 7.2 3.8 24.2 43.5 10.0 12.0 8.7 3.3 7.9 5.0
Number of Traders in Each Category Total Traders: 113
. . . 8 8 4 20 48 16 13 10 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,909
Positions
200 221 0 177 1,293 22 6,953 6,852 1,068 1,810 1,737 87 2,591 1,629
Changes from: November 29, 2022 Total Change is: -870
-320 221 0 -1 -89 -2 -340 -575 -115 -77 -259 -3 -13 -49
Percent of Open Interest Represented by Each Category of Trader
1.5 1.7 0.0 1.4 10.0 0.2 53.9 53.1 8.3 14.0 13.5 0.7 20.1 12.6
Number of Traders in Each Category Total Traders: 102
. . 0 5 . . 12 13 6 38 29 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,405
Positions
147 399 133 34 608 26 2,154 2,093 212 2,000 1,328 12 687 594
Changes from: November 29, 2022 Total Change is: -368
-16 23 -42 0 -209 -4 -416 -231 32 106 84 2 -30 -22
Percent of Open Interest Represented by Each Category of Trader
2.7 7.4 2.5 0.6 11.2 0.5 39.9 38.7 3.9 37.0 24.6 0.2 12.7 11.0
Number of Traders in Each Category Total Traders: 67
. . . . 5 . 12 21 8 12 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 48,473
Positions
1,326 0 0 138 1,657 0 21,795 26,866 12,229 11,243 6,790 463 1,278 468
Changes from: November 29, 2022 Total Change is: -3,066
1,326 -1,154 0 0 -28 0 -1,672 -1,734 -182 -2,606 12 -5 73 25
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 0.3 3.4 0.0 45.0 55.4 25.2 23.2 14.0 1.0 2.6 1.0
Number of Traders in Each Category Total Traders: 118
. 0 0 . . 0 10 10 6 63 32 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,261
Positions
204 25,566 0 20,366 1,889 840 14,562 10,992 631 2,822 2,166 212 5,625 2,966
Changes from: November 29, 2022 Total Change is: -1,695
-66 0 0 -1,825 -36 50 1,117 -1,990 212 -608 -305 12 -587 362
Percent of Open Interest Represented by Each Category of Trader
0.5 56.5 0.0 45.0 4.2 1.9 32.2 24.3 1.4 6.2 4.8 0.5 12.4 6.6
Number of Traders in Each Category Total Traders: 94
. . 0 10 8 4 22 20 7 17 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 334,630
Positions
38,374 18,790 13,335 91,562 72,245 43,693 51,013 84,480 61,584 2,238 3,773 9,049 23,782 27,681
Changes from: November 29, 2022 Total Change is: 11,294
6,141 3,925 3,372 -9,149 2,726 416 2,856 -5,809 6,384 -678 283 -303 2,255 300
Percent of Open Interest Represented by Each Category of Trader
11.5 5.6 4.0 27.4 21.6 13.1 15.2 25.2 18.4 0.7 1.1 2.7 7.1 8.3
Number of Traders in Each Category Total Traders: 175
17 12 19 23 30 28 27 44 46 9 5 11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 60,007
Positions
38,213 46,118 0 13,012 3,509 733 6,104 9,226 7 1,522 299 25 391 90
Changes from: November 29, 2022 Total Change is: 2,407
1,089 0 0 -168 1,009 -28 1,142 1,354 7 343 23 8 14 34
Percent of Open Interest Represented by Each Category of Trader
63.7 76.9 0.0 21.7 5.8 1.2 10.2 15.4 0.0 2.5 0.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 44
5 4 0 14 . . 7 7 . . . .
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Updated December 09, 2022