Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 206,046 Positions 111,865 18,214 596 29,030 84,454 5,459 14,845 54,667 4,357 10,689 1,799 1 29,204 36,499 Changes from: November 7, 2023 Total Change is: 5,682 7,391 -1,346 -5 953 4,089 -644 -416 3,699 363 432 -530 -11 -2,381 67 Percent of Open Interest Represented by Each Category of Trader 54.3 8.8 0.3 14.1 41.0 2.6 7.2 26.5 2.1 5.2 0.9 0.0 14.2 17.7 Number of Traders in Each Category Total Traders: 121 12 . . 13 33 12 17 30 8 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 59,464 Positions 29,466 3,136 896 6,749 24,576 84 9,191 11,735 33 1,433 0 0 11,612 19,004 Changes from: November 7, 2023 Total Change is: 2,708 476 2,002 16 3,506 -308 10 -3,441 1,705 0 -80 0 0 2,221 -717 Percent of Open Interest Represented by Each Category of Trader 49.6 5.3 1.5 11.3 41.3 0.1 15.5 19.7 0.1 2.4 0.0 0.0 19.5 32.0 Number of Traders in Each Category Total Traders: 55 7 . . 4 15 . 10 14 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 216,411 Positions 76,522 12,725 4,174 36,137 102,828 3,520 60,379 46,640 9,006 270 3,406 0 26,403 34,112 Changes from: November 7, 2023 Total Change is: 3,681 6,668 -580 194 -1,116 2,385 -1,066 -4,966 3,556 -686 270 700 0 4,383 -822 Percent of Open Interest Represented by Each Category of Trader 35.4 5.9 1.9 16.7 47.5 1.6 27.9 21.6 4.2 0.1 1.6 0.0 12.2 15.8 Number of Traders in Each Category Total Traders: 118 4 8 . 9 35 11 26 31 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 273,763 Positions 109,940 7,807 855 71,014 112,838 3,337 28,422 92,851 8,928 9,186 2,043 7 42,074 45,097 Changes from: November 7, 2023 Total Change is: 14,065 14,965 -12,297 5 901 18,644 -387 -6,465 10,697 1,365 167 -2,582 0 3,514 -1,380 Percent of Open Interest Represented by Each Category of Trader 40.2 2.9 0.3 25.9 41.2 1.2 10.4 33.9 3.3 3.4 0.7 0.0 15.4 16.5 Number of Traders in Each Category Total Traders: 153 15 6 . 22 34 11 24 38 13 10 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 702,463 Positions 19,768 411,285 5,003 441,077 113,079 23,629 77,152 70,027 14,086 34,062 9,748 3,972 83,714 51,634 Changes from: November 7, 2023 Total Change is: 4,839 -61 10,664 -564 -2,115 -5,690 2,354 -88 -1,843 2,606 1,236 -538 51 1,420 -2,201 Percent of Open Interest Represented by Each Category of Trader 2.8 58.5 0.7 62.8 16.1 3.4 11.0 10.0 2.0 4.8 1.4 0.6 11.9 7.4 Number of Traders in Each Category Total Traders: 295 12 16 6 110 38 45 43 42 26 23 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 29,778 Positions 0 11,623 0 14,432 1,473 2,586 0 10,123 0 0 0 0 12,760 3,973 Changes from: November 7, 2023 Total Change is: -72 0 -12 0 -77 -19 -18 0 -648 0 0 0 0 23 625 Percent of Open Interest Represented by Each Category of Trader 0.0 39.0 0.0 48.5 4.9 8.7 0.0 34.0 0.0 0.0 0.0 0.0 42.9 13.3 Number of Traders in Each Category Total Traders: 28 0 . 0 16 . 6 0 6 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 197,469 Positions 106,642 10,297 1,562 28,302 111,379 6,877 26,760 33,023 4,412 1,096 0 0 21,818 29,919 Changes from: November 7, 2023 Total Change is: 4,973 2,516 -5,697 -606 -5,554 9,666 989 7,602 174 1 -24 0 0 49 446 Percent of Open Interest Represented by Each Category of Trader 54.0 5.2 0.8 14.3 56.4 3.5 13.6 16.7 2.2 0.6 0.0 0.0 11.0 15.2 Number of Traders in Each Category Total Traders: 107 10 4 . 14 24 10 22 30 10 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 228,809 Positions 20,915 61,768 187 118,049 2,497 1,230 73,903 53,905 4,004 3,647 102,530 0 6,874 2,688 Changes from: November 7, 2023 Total Change is: 12,275 -639 8,637 -13 8,433 -342 -54 1,270 -98 3,559 -216 357 0 -65 229 Percent of Open Interest Represented by Each Category of Trader 9.1 27.0 0.1 51.6 1.1 0.5 32.3 23.6 1.7 1.6 44.8 0.0 3.0 1.2 Number of Traders in Each Category Total Traders: 157 6 7 . 26 6 5 53 29 13 14 16 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 68,030 Positions 1,581 41,347 183 45,600 2,386 29 12,470 18,450 219 4,470 3,695 0 3,478 1,721 Changes from: November 7, 2023 Total Change is: 6,436 110 6,144 -7 4,693 0 2 1,306 -220 81 123 340 0 128 96 Percent of Open Interest Represented by Each Category of Trader 2.3 60.8 0.3 67.0 3.5 0.0 18.3 27.1 0.3 6.6 5.4 0.0 5.1 2.5 Number of Traders in Each Category Total Traders: 80 . 5 . 15 5 . 23 11 . 7 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 49,906 Positions 32,411 4,570 89 2,400 26,325 153 10,503 11,693 1,086 143 733 14 3,107 5,243 Changes from: November 7, 2023 Total Change is: -1,095 427 -283 -3 -1,387 -1,273 -44 -178 540 75 -45 130 0 60 -237 Percent of Open Interest Represented by Each Category of Trader 64.9 9.2 0.2 4.8 52.7 0.3 21.0 23.4 2.2 0.3 1.5 0.0 6.2 10.5 Number of Traders in Each Category Total Traders: 90 10 . . 8 21 . 14 29 7 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 19,089 Positions 259 2,302 0 13,636 725 77 2,921 14,256 218 266 0 0 1,712 1,511 Changes from: November 7, 2023 Total Change is: 1,054 0 637 0 1,026 -2 0 325 527 -16 0 0 0 -281 -92 Percent of Open Interest Represented by Each Category of Trader 1.4 12.1 0.0 71.4 3.8 0.4 15.3 74.7 1.1 1.4 0.0 0.0 9.0 7.9 Number of Traders in Each Category Total Traders: 31 . . 0 . . . 11 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 ($5 X DJIA INDEX) CFTC Code #12460+ Open Interest is 101,030 Positions 52,081 10,731 742 14,042 22,006 837 9,805 29,022 2,488 10,238 19,124 2 10,795 16,078 Changes from: November 7, 2023 Total Change is: -2,276 -165 451 -30 -10 -387 305 -3,332 -3,964 901 21 614 0 34 -166 Percent of Open Interest Represented by Each Category of Trader 51.6 10.6 0.7 13.9 21.8 0.8 9.7 28.7 2.5 10.1 18.9 0.0 10.7 15.9 Number of Traders in Each Category Total Traders: 103 15 12 . 14 13 6 15 23 11 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 101,030 Positions 52,081 10,731 742 14,042 22,006 837 9,805 29,022 2,488 10,238 19,124 2 10,795 16,078 Changes from: November 7, 2023 Total Change is: -2,276 -165 451 -30 -10 -387 305 -3,332 -3,964 901 21 614 0 34 -166 Percent of Open Interest Represented by Each Category of Trader 51.6 10.6 0.7 13.9 21.8 0.8 9.7 28.7 2.5 10.1 18.9 0.0 10.7 15.9 Number of Traders in Each Category Total Traders: 103 15 12 . 14 13 6 15 23 11 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 43,952 Positions 7,850 22,873 0 24,547 10,090 4,486 2,891 5,221 0 0 0 0 4,178 1,282 Changes from: November 7, 2023 Total Change is: 3,264 643 2,430 0 608 837 97 -130 -153 0 0 0 0 2,046 53 Percent of Open Interest Represented by Each Category of Trader 17.9 52.0 0.0 55.8 23.0 10.2 6.6 11.9 0.0 0.0 0.0 0.0 9.5 2.9 Number of Traders in Each Category Total Traders: 43 4 6 0 17 8 4 . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 $50.00) CFTC Code #13874+ Open Interest is 2,208,240 Positions 262,081 676,357 28,392 1,088,088 388,863 183,893 178,571 469,104 56,669 130,175 169,037 9,310 271,062 226,615 Changes from: November 7, 2023 Total Change is: 13,616 10,741 27,910 3,275 -3,622 -31,162 5,509 10,319 26,951 881 -20,339 -4,009 -68 6,920 -15,672 Percent of Open Interest Represented by Each Category of Trader 11.9 30.6 1.3 49.3 17.6 8.3 8.1 21.2 2.6 5.9 7.7 0.4 12.3 10.3 Number of Traders in Each Category Total Traders: 507 33 37 22 163 70 101 80 77 66 28 16 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 22,879 Positions 8,624 10,924 0 7,843 7,950 915 3,930 881 0 0 0 0 1,567 2,209 Changes from: November 7, 2023 Total Change is: -32 166 -96 0 0 5 0 23 -112 0 0 0 0 -221 171 Percent of Open Interest Represented by Each Category of Trader 37.7 47.7 0.0 34.3 34.7 4.0 17.2 3.9 0.0 0.0 0.0 0.0 6.8 9.7 Number of Traders in Each Category Total Traders: 27 4 8 0 . 5 . 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 34,262 Positions 2,860 26,419 7 22,954 5,196 0 5,277 1,189 0 0 0 0 3,164 1,451 Changes from: November 7, 2023 Total Change is: 1,098 1,367 -1,540 6 285 2,987 0 -88 -326 0 0 0 0 -472 -29 Percent of Open Interest Represented by Each Category of Trader 8.3 77.1 0.0 67.0 15.2 0.0 15.4 3.5 0.0 0.0 0.0 0.0 9.2 4.2 Number of Traders in Each Category Total Traders: 42 . 9 . 18 . 0 8 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,192,899 Positions 261,903 675,210 28,392 1,085,968 388,978 183,516 180,185 471,217 50,470 134,460 168,887 5,024 262,981 221,205 Changes from: November 7, 2023 Total Change is: 14,952 10,753 27,526 3,275 -3,880 -31,152 5,553 7,531 25,718 4,075 -20,020 -4,009 -387 8,052 -15,647 Percent of Open Interest Represented by Each Category of Trader 11.9 30.8 1.3 49.5 17.7 8.4 8.2 21.5 2.3 6.1 7.7 0.2 12.0 10.1 Number of Traders in Each Category Total Traders: 494 33 36 22 159 70 98 72 79 64 28 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 36,870 Positions 26,313 33,351 0 8,134 317 0 411 912 0 0 0 0 2,012 2,290 Changes from: November 7, 2023 Total Change is: 205 -170 1,573 0 90 -1,625 0 -66 0 0 0 0 0 351 257 Percent of Open Interest Represented by Each Category of Trader 71.4 90.5 0.0 22.1 0.9 0.0 1.1 2.5 0.0 0.0 0.0 0.0 5.5 6.2 Number of Traders in Each Category Total Traders: 20 7 5 0 5 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 14,961 Positions 7,276 13,135 0 5,128 0 44 810 762 0 0 0 0 1,703 1,020 Changes from: November 7, 2023 Total Change is: -84 1,713 -143 0 -1,439 0 0 0 -238 0 0 0 0 -358 297 Percent of Open Interest Represented by Each Category of Trader 48.6 87.8 0.0 34.3 0.0 0.3 5.4 5.1 0.0 0.0 0.0 0.0 11.4 6.8 Number of Traders in Each Category Total Traders: 21 7 6 0 4 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 32,001 Positions 17,042 8,550 33 10,879 4,368 161 1,785 17,867 18 0 0 0 2,083 1,004 Changes from: November 7, 2023 Total Change is: 1,193 1,667 1 0 411 1,406 2 -1,032 -56 -3 0 0 0 148 -157 Percent of Open Interest Represented by Each Category of Trader 53.3 26.7 0.1 34.0 13.6 0.5 5.6 55.8 0.1 0.0 0.0 0.0 6.5 3.1 Number of Traders in Each Category Total Traders: 35 8 5 . 9 . . . 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 153,412 Positions 1,779 11,465 0 23,176 831 1,793 44,831 39,849 1,012 0 44,347 11 80,810 54,104 Changes from: November 7, 2023 Total Change is: -13,361 -122 3,841 0 2,626 -53 -484 -1,989 -17,540 -2,070 0 3,190 1 -11,323 -246 Percent of Open Interest Represented by Each Category of Trader 1.2 7.5 0.0 15.1 0.5 1.2 29.2 26.0 0.7 0.0 28.9 0.0 52.7 35.3 Number of Traders in Each Category Total Traders: 30 . . 0 10 . 4 10 4 5 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 413,996 Positions 153,026 151,727 140,406 0 38,000 0 23,470 9,897 68,126 24,277 0 0 4,691 5,840 Changes from: November 7, 2023 Total Change is: 16,736 22,484 23,214 -13,409 0 0 0 2,045 65 5,690 0 0 0 -74 1,176 Percent of Open Interest Represented by Each Category of Trader 37.0 36.6 33.9 0.0 9.2 0.0 5.7 2.4 16.5 5.9 0.0 0.0 1.1 1.4 Number of Traders in Each Category Total Traders: 33 7 12 18 0 . 0 4 4 10 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 40,682 Positions 5,445 2,033 15 23,186 23,441 2,434 1,538 2,785 357 250 1,400 0 7,457 8,217 Changes from: November 7, 2023 Total Change is: 1,188 -1,213 231 0 2,074 -2,349 -29 -654 1,098 134 0 478 0 876 1,625 Percent of Open Interest Represented by Each Category of Trader 13.4 5.0 0.0 57.0 57.6 6.0 3.8 6.8 0.9 0.6 3.4 0.0 18.3 20.2 Number of Traders in Each Category Total Traders: 67 7 . . 28 15 13 5 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 $20) CFTC Code #20974+ Open Interest is 284,718 Positions 46,759 100,323 2,789 101,016 16,433 7,180 46,765 45,174 14,069 23,299 53,489 835 42,007 44,427 Changes from: November 7, 2023 Total Change is: 5,495 -2,895 13,999 109 12,439 -6,597 -394 -15,347 -1,290 1,139 6,322 2,808 208 3,915 -4,486 Percent of Open Interest Represented by Each Category of Trader 16.4 35.2 1.0 35.5 5.8 2.5 16.4 15.9 4.9 8.2 18.8 0.3 14.8 15.6 Number of Traders in Each Category Total Traders: 333 25 35 13 80 29 36 58 50 32 20 34 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 273,787 Positions 47,225 100,185 2,059 100,730 16,433 7,155 46,141 51,049 6,913 23,158 51,304 794 39,612 37,895 Changes from: November 7, 2023 Total Change is: 5,190 -2,716 13,898 59 12,432 -6,597 -398 -15,675 -625 892 6,306 2,746 202 4,088 -4,987 Percent of Open Interest Represented by Each Category of Trader 17.2 36.6 0.8 36.8 6.0 2.6 16.9 18.6 2.5 8.5 18.7 0.3 14.5 13.8 Number of Traders in Each Category Total Traders: 303 25 31 11 76 29 35 52 49 29 14 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 109,309 Positions 2,571 8,616 63 2,862 0 250 70,738 5,747 7,056 1,413 21,845 410 23,946 65,322 Changes from: November 7, 2023 Total Change is: 3,045 -1,283 1,519 -10 70 0 43 4,696 -5,236 1,047 156 617 58 -1,732 5,007 Percent of Open Interest Represented by Each Category of Trader 2.4 7.9 0.1 2.6 0.0 0.2 64.7 5.3 6.5 1.3 20.0 0.4 21.9 59.8 Number of Traders in Each Category Total Traders: 51 . 5 . 5 0 . 16 8 5 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 552,664 Positions 116,319 108,150 13,548 187,143 167,073 38,739 141,736 139,434 5,930 26,149 53,435 239 22,861 26,116 Changes from: November 7, 2023 Total Change is: 5,805 -15,419 13,197 2,272 4,580 -19,429 -345 3,723 3,525 701 12,300 4,705 -5 -2,002 1,184 Percent of Open Interest Represented by Each Category of Trader 21.0 19.6 2.5 33.9 30.2 7.0 25.6 25.2 1.1 4.7 9.7 0.0 4.1 4.7 Number of Traders in Each Category Total Traders: 375 32 18 6 83 74 45 61 74 35 14 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 25,477 Positions 11,729 9,993 0 12,597 14,164 0 358 523 0 0 0 0 793 797 Changes from: November 7, 2023 Total Change is: 686 0 930 0 1,080 -70 0 0 0 0 0 0 0 -394 -174 Percent of Open Interest Represented by Each Category of Trader 46.0 39.2 0.0 49.4 55.6 0.0 1.4 2.1 0.0 0.0 0.0 0.0 3.1 3.1 Number of Traders in Each Category Total Traders: 23 . 6 0 8 6 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 24,467 Positions 279 237 2 1,415 511 39 11,004 3,948 355 520 1,501 0 10,853 17,874 Changes from: November 7, 2023 Total Change is: 1,114 50 237 0 188 -137 0 2,655 -891 -265 -75 221 0 -1,439 1,949 Percent of Open Interest Represented by Each Category of Trader 1.1 1.0 0.0 5.8 2.1 0.2 45.0 16.1 1.5 2.1 6.1 0.0 44.4 73.1 Number of Traders in Each Category Total Traders: 23 . . . . . . 4 6 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 16,210 Positions 1,492 9,270 0 9,285 0 2 1,306 2,186 45 364 1,688 0 3,716 3,019 Changes from: November 7, 2023 Total Change is: 773 0 -301 0 593 0 0 0 374 23 0 50 0 157 627 Percent of Open Interest Represented by Each Category of Trader 9.2 57.2 0.0 57.3 0.0 0.0 8.1 13.5 0.3 2.2 10.4 0.0 22.9 18.6 Number of Traders in Each Category Total Traders: 23 . 4 0 9 0 . . 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 66,736 Positions 14,301 21,926 4,245 16,714 1,651 520 15,285 4,404 1,201 3,639 466 0 10,831 32,323 Changes from: November 7, 2023 Total Change is: 8,740 -26 66 3,589 727 0 8 640 -3,554 289 750 -306 0 2,763 8,648 Percent of Open Interest Represented by Each Category of Trader 21.4 32.9 6.4 25.0 2.5 0.8 22.9 6.6 1.8 5.5 0.7 0.0 16.2 48.4 Number of Traders in Each Category Total Traders: 60 11 7 . 11 . 5 16 7 5 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 394,504 Positions 35,744 195,576 1,636 277,011 67,017 34,396 15,446 30,864 2,460 16,847 54,353 1,173 9,791 7,029 Changes from: November 7, 2023 Total Change is: -5,538 1,003 2,360 0 -3,716 -7,342 -18 -2,621 -2,799 -96 -344 2,973 -75 329 -541 Percent of Open Interest Represented by Each Category of Trader 9.1 49.6 0.4 70.2 17.0 8.7 3.9 7.8 0.6 4.3 13.8 0.3 2.5 1.8 Number of Traders in Each Category Total Traders: 197 14 15 5 79 46 35 16 21 10 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 995,355 Positions 70,556 413,004 16,176 593,445 299,164 119,167 113,282 111,272 7,354 44,753 11,704 2,289 28,333 15,225 Changes from: November 7, 2023 Total Change is: -13,018 -191 919 -1,494 -4,875 -12,513 -2,068 10,026 3,136 5 -15,615 426 -238 1,432 -1,191 Percent of Open Interest Represented by Each Category of Trader 7.1 41.5 1.6 59.6 30.1 12.0 11.4 11.2 0.7 4.5 1.2 0.2 2.8 1.5 Number of Traders in Each Category Total Traders: 399 23 21 8 150 76 77 51 36 20 27 15 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 260,307 Positions 14,384 183,993 38,466 52,992 0 1,848 121,637 5,171 24,093 6,180 6,449 0 707 287 Changes from: November 7, 2023 Total Change is: 4,455 705 3,692 606 379 0 0 3,289 112 -187 -48 0 0 -289 232 Percent of Open Interest Represented by Each Category of Trader 5.5 70.7 14.8 20.4 0.0 0.7 46.7 2.0 9.3 2.4 2.5 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 106 10 25 16 17 0 . 35 6 12 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,354,137 Positions 37,677 193,092 5,616 731,580 288,661 187,119 69,299 404,174 39,104 77,039 93,653 416 206,287 142,302 Changes from: November 7, 2023 Total Change is: -7,875 -4,346 1,570 -1,397 -13,568 -3,708 5,464 -2,733 -8,619 -6,056 1,884 1,188 39 12,838 3,644 Percent of Open Interest Represented by Each Category of Trader 2.8 14.3 0.4 54.0 21.3 13.8 5.1 29.8 2.9 5.7 6.9 0.0 15.2 10.5 Number of Traders in Each Category Total Traders: 208 10 19 7 62 40 64 18 39 18 6 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,584,880 Positions 7,483 68,126 2,244 935,736 276,203 287,566 94,504 723,971 33,817 50,796 48,126 14 172,720 144,813 Changes from: November 7, 2023 Total Change is: 11,897 -1,522 17,817 647 6,715 -38,118 8,088 -5,955 15,288 4,641 -1,100 -722 0 383 4,256 Percent of Open Interest Represented by Each Category of Trader 0.5 4.3 0.1 59.0 17.4 18.1 6.0 45.7 2.1 3.2 3.0 0.0 10.9 9.1 Number of Traders in Each Category Total Traders: 176 . 12 5 77 28 59 11 33 14 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 4,208,593 Positions 137,678 367,475 30,929 1,888,861 503,644 290,222 969,636 2,592,085 91,954 507,003 171,712 28,230 264,080 132,342 Changes from: November 7, 2023 Total Change is: 50,652 -5,304 47,330 14,083 -74,452 5,459 23,998 35,834 -57,373 29,159 32,319 -2,841 -2 -4,983 -9,161 Percent of Open Interest Represented by Each Category of Trader 3.3 8.7 0.7 44.9 12.0 6.9 23.0 61.6 2.2 12.0 4.1 0.7 6.3 3.1 Number of Traders in Each Category Total Traders: 461 33 25 15 154 40 90 84 65 49 48 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 4,743,217 Positions 134,519 283,554 69,802 2,356,180 1,116,572 713,517 404,848 1,862,635 117,207 508,364 207,261 2,996 435,784 369,673 Changes from: November 7, 2023 Total Change is: 116,981 34,917 -32,984 19,127 -19,570 16,300 4,773 30,978 116,327 19,419 39,928 -36,249 491 -13,082 9,777 Percent of Open Interest Represented by Each Category of Trader 2.8 6.0 1.5 49.7 23.5 15.0 8.5 39.3 2.5 10.7 4.4 0.1 9.2 7.8 Number of Traders in Each Category Total Traders: 435 21 34 16 136 56 99 63 78 59 24 23 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,042,924 Positions 71,991 171,467 4,425 1,006,200 554,407 305,695 244,636 622,348 29,741 165,669 91,642 979 213,588 262,220 Changes from: November 7, 2023 Total Change is: 31,123 -138 -1,570 3,143 -6,769 -17,793 1,871 20,177 31,189 -690 7,070 14,924 556 5,903 -507 Percent of Open Interest Represented by Each Category of Trader 3.5 8.4 0.2 49.3 27.1 15.0 12.0 30.5 1.5 8.1 4.5 0.0 10.5 12.8 Number of Traders in Each Category Total Traders: 187 5 14 5 54 48 58 12 34 17 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 5,891 Positions 0 0 0 0 0 0 840 1,109 3,275 613 424 6 1,157 1,077 Changes from: November 7, 2023 Total Change is: -128 0 0 0 0 0 0 -594 -192 270 36 -40 -13 173 -153 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 14.3 18.8 55.6 10.4 7.2 0.1 19.6 18.3 Number of Traders in Each Category Total Traders: 21 0 0 0 0 0 0 4 . . 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 6,084,468 Positions 158,054 746,462 30,507 2,976,725 995,203 714,800 1,030,524 2,984,050 175,370 559,873 124,418 1,827 436,788 311,831 Changes from: November 7, 2023 Total Change is: 64,634 -13,425 24,107 10,121 -73,646 41,817 -2,643 78,666 -46,437 44,304 -2,645 5,458 686 23,216 -12,779 Percent of Open Interest Represented by Each Category of Trader 2.6 12.3 0.5 48.9 16.4 11.7 16.9 49.0 2.9 9.2 2.0 0.0 7.2 5.1 Number of Traders in Each Category Total Traders: 398 18 36 16 151 34 99 53 70 46 24 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,766,824 Positions 529,945 211,283 483,419 67,041 32,968 24,924 196,826 526,238 411,208 5,809 6,536 13,566 34,086 56,682 Changes from: November 7, 2023 Total Change is: 36,617 12,139 -16,555 61,257 29,391 -4,472 -8,290 -48,741 9,463 -9,702 -2,583 2,432 1,124 2,022 1,360 Percent of Open Interest Represented by Each Category of Trader 30.0 12.0 27.4 3.8 1.9 1.4 11.1 29.8 23.3 0.3 0.4 0.8 1.9 3.2 Number of Traders in Each Category Total Traders: 156 28 31 52 . 6 6 28 47 56 4 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX) CFTC Code #047745 Open Interest is 27,526 Positions 13,592 12,182 5,885 453 86 237 448 2,018 6,648 100 339 89 74 42 Changes from: November 7, 2023 Total Change is: -237 801 454 -316 0 -31 21 -13 479 -677 0 -80 -99 46 12 Percent of Open Interest Represented by Each Category of Trader 49.4 44.3 21.4 1.6 0.3 0.9 1.6 7.3 24.2 0.4 1.2 0.3 0.3 0.2 Number of Traders in Each Category Total Traders: 37 13 . 9 . . . 5 11 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 is10,540,400 Positions 2,249,314 2,915,770 1,534,789 584,754 804,747 945,345 2,061,149 1,005,853 2,943,800 68,653 238,569 117,433 35,163 34,094 Changes from: November 7, 2023 Total Change is: -59,343 -65,356 57,648 -38,012 -75,264 -12,934 -41,604 67,074 -73,484 58,260 9,938 -30,464 18,391 7,230 2,856 Percent of Open Interest Represented by Each Category of Trader 21.3 27.7 14.6 5.5 7.6 9.0 19.6 9.5 27.9 0.7 2.3 1.1 0.3 0.3 Number of Traders in Each Category Total Traders: 891 62 120 140 35 88 59 131 167 193 103 114 111 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 843,526 Positions 317,070 282,602 206,968 112,846 2,619 4,522 66,893 198,231 130,772 3,623 17,108 399 433 305 Changes from: November 7, 2023 Total Change is: 48,431 40,639 16,045 14,534 -11,485 -814 2,142 701 10,825 997 650 4,508 123 130 71 Percent of Open Interest Represented by Each Category of Trader 37.6 33.5 24.5 13.4 0.3 0.5 7.9 23.5 15.5 0.4 2.0 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 184 27 58 57 . 6 . 29 44 44 11 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #342603 Open Interest is 18,311 Positions 3,775 0 0 0 38 0 13,190 13,067 1,311 35 3,872 0 0 23 Changes from: November 7, 2023 Total Change is: 250 0 0 0 0 0 0 344 344 -94 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 20.6 0.0 0.0 0.0 0.2 0.0 72.0 71.4 7.2 0.2 21.1 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 20 . 0 0 0 . 0 . 6 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #343603 Open Interest is 68,148 Positions 2,546 95 31,585 40 208 0 3,900 16,254 19,415 10,662 571 0 0 20 Changes from: November 7, 2023 Total Change is: 230 0 0 0 0 40 0 230 190 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 3.7 0.1 46.3 0.1 0.3 0.0 5.7 23.9 28.5 15.6 0.8 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 24 . . . . . 0 . 5 . 7 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344605 Open Interest is 31,047 Positions 6,988 0 1,253 0 469 0 2,275 21,550 2,839 17,692 4,875 0 0 61 Changes from: November 7, 2023 Total Change is: 1,973 0 0 0 0 0 0 33 1,831 0 1,940 142 0 0 0 Percent of Open Interest Represented by Each Category of Trader 22.5 0.0 4.0 0.0 1.5 0.0 7.3 69.4 9.1 57.0 15.7 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 25 . 0 . 0 . 0 . 9 . 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 21,203 Positions 834 5,539 166 10,886 0 263 3,958 10,635 1,360 1,347 1,714 780 1,609 746 Changes from: November 7, 2023 Total Change is: -546 36 184 62 618 0 113 -824 -1,553 276 -1,489 -310 633 29 49 Percent of Open Interest Represented by Each Category of Trader 3.9 26.1 0.8 51.3 0.0 1.2 18.7 50.2 6.4 6.4 8.1 3.7 7.6 3.5 Number of Traders in Each Category Total Traders: 131 5 11 . 17 0 . 40 36 19 10 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10) CFTC Code #133742 Open Interest is 13,372 Positions 3,402 7,638 0 1,633 38 59 2,088 3,872 113 2,577 640 23 3,477 989 Changes from: November 7, 2023 Total Change is: 2,711 1,933 1,849 0 -133 -26 2 716 1,049 -159 163 46 17 172 -67 Percent of Open Interest Represented by Each Category of Trader 25.4 57.1 0.0 12.2 0.3 0.4 15.6 29.0 0.8 19.3 4.8 0.2 26.0 7.4 Number of Traders in Each Category Total Traders: 91 4 . 0 6 . . 18 8 6 47 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300 CFTC Code #133LM1 Open Interest is 5,773 Positions 0 2,626 179 0 0 0 229 2,190 0 4,506 469 0 859 309 Changes from: November 7, 2023 Total Change is: 2,393 -467 2,626 179 0 0 0 199 -364 -13 2,308 -58 0 187 23 Percent of Open Interest Represented by Each Category of Trader 0.0 45.5 3.1 0.0 0.0 0.0 4.0 37.9 0.0 78.1 8.1 0.0 14.9 5.4 Number of Traders in Each Category Total Traders: 45 0 . . 0 0 0 . . 0 36 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 5,385 Positions 189 962 53 1,393 31 14 1,816 2,820 259 661 864 6 994 376 Changes from: November 7, 2023 Total Change is: 775 41 50 14 583 -4 -12 360 478 126 -385 96 3 45 24 Percent of Open Interest Represented by Each Category of Trader 3.5 17.9 1.0 25.9 0.6 0.3 33.7 52.4 4.8 12.3 16.0 0.1 18.5 7.0 Number of Traders in Each Category Total Traders: 72 4 8 . 9 . . 21 19 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points) CFTC Code #146022 Open Interest is 19,832 Positions 0 6,432 125 2,184 417 600 2,387 8,475 914 12,771 2,441 60 791 368 Changes from: November 7, 2023 Total Change is: 2,790 -1,317 6,109 -1,564 1,594 -613 0 569 -1,321 249 3,064 -103 0 195 33 Percent of Open Interest Represented by Each Category of Trader 0.0 32.4 0.6 11.0 2.1 3.0 12.0 42.7 4.6 64.4 12.3 0.3 4.0 1.9 Number of Traders in Each Category Total Traders: 100 0 . . . . . 7 5 . 68 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200 CFTC Code #146LM1 Open Interest is 4,502 Positions 0 1,789 324 0 0 0 63 1,631 19 3,369 554 0 727 185 Changes from: November 7, 2023 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 39.7 7.2 0.0 0.0 0.0 1.4 36.2 0.4 74.8 12.3 0.0 16.1 4.1 Number of Traders in Each Category Total Traders: 34 0 . . 0 0 0 . . . 25 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 38,842 Positions 0 24,176 0 18,271 291 702 14,021 8,182 422 1,811 2,098 0 3,615 2,971 Changes from: November 7, 2023 Total Change is: -2,382 0 -30 0 660 -392 -3 -1,577 -498 -416 -758 -801 0 -288 -242 Percent of Open Interest Represented by Each Category of Trader 0.0 62.2 0.0 47.0 0.7 1.8 36.1 21.1 1.1 4.7 5.4 0.0 9.3 7.6 Number of Traders in Each Category Total Traders: 100 0 . 0 16 . 4 27 19 . 17 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 415,124 Positions 60,117 57,588 14,205 86,804 79,175 56,351 78,686 85,757 70,681 6,954 6,342 18,392 22,934 26,633 Changes from: November 7, 2023 Total Change is: 40,347 12,933 11,423 863 2,305 4,753 5,046 9,100 2,160 15,752 -3,036 1,439 1,586 -4,202 -2,675 Percent of Open Interest Represented by Each Category of Trader 14.5 13.9 3.4 20.9 19.1 13.6 19.0 20.7 17.0 1.7 1.5 4.4 5.5 6.4 Number of Traders in Each Category Total Traders: 221 15 11 16 23 35 24 49 48 72 12 16 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 64,335 Positions 50,871 46,805 0 10,566 4,173 417 1,593 12,518 323 290 61 6 269 32 Changes from: November 7, 2023 Total Change is: -41 189 0 0 34 100 0 -294 -240 91 -65 6 1 3 1 Percent of Open Interest Represented by Each Category of Trader 79.1 72.8 0.0 16.4 6.5 0.6 2.5 19.5 0.5 0.5 0.1 0.0 0.4 0.0 Number of Traders in Each Category Total Traders: 39 7 . 0 11 4 . 4 7 . . . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 17, 2023