Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 221,053
Positions
105,146 19,307 5,829 28,465 80,234 6,515 12,152 51,207 18,577 10,690 2,334 17 33,661 37,033
Changes from: October 31, 2023 Total Change is: -483
11,286 -3,782 -764 -1,568 12,615 -1,902 -4,691 -2,725 -506 221 875 -4 -2,555 -4,292
Percent of Open Interest Represented by Each Category of Trader
47.6 8.7 2.6 12.9 36.3 2.9 5.5 23.2 8.4 4.8 1.1 0.0 15.2 16.8
Number of Traders in Each Category Total Traders: 128
14 . 9 15 33 13 16 31 12 13 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 61,140
Positions
29,020 1,134 2,603 3,243 24,884 74 12,803 10,240 2,416 1,513 0 0 9,467 19,788
Changes from: October 31, 2023 Total Change is: -372
-443 104 -104 720 1,763 20 -227 -1,131 -360 0 0 0 23 -664
Percent of Open Interest Represented by Each Category of Trader
47.5 1.9 4.3 5.3 40.7 0.1 20.9 16.7 4.0 2.5 0.0 0.0 15.5 32.4
Number of Traders in Each Category Total Traders: 56
8 . 6 . 15 . 14 12 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 248,266
Positions
72,808 8,877 12,398 36,645 100,337 5,989 57,287 42,432 39,130 860 2,613 456 22,692 36,034
Changes from: October 31, 2023 Total Change is: -21,996
-7,999 1,994 -2,588 -6,125 -15,444 1,352 -3,546 -3,288 -2,491 -137 -507 266 -727 -1,290
Percent of Open Interest Represented by Each Category of Trader
29.3 3.6 5.0 14.8 40.4 2.4 23.1 17.1 15.8 0.3 1.1 0.2 9.1 14.5
Number of Traders in Each Category Total Traders: 126
6 6 9 11 36 14 30 32 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 285,853
Positions
95,813 20,102 6,388 70,418 94,318 4,252 35,221 84,181 24,029 9,047 5,033 125 40,560 47,425
Changes from: October 31, 2023 Total Change is: -28,640
-3,657 3,118 -2,874 2,575 -11,737 -456 -11,518 -10,570 -8,644 1,006 2,817 -334 -4,740 39
Percent of Open Interest Represented by Each Category of Trader
33.5 7.0 2.2 24.6 33.0 1.5 12.3 29.4 8.4 3.2 1.8 0.0 14.2 16.6
Number of Traders in Each Category Total Traders: 163
16 . 8 26 31 17 30 38 23 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 794,612
Positions
19,706 398,361 30,506 465,094 119,557 22,046 58,107 75,845 77,228 32,847 10,456 4,093 84,985 56,520
Changes from: October 31, 2023 Total Change is: -578
1,012 11,372 -4,307 549 -2,624 -1,423 1,749 -2,968 276 -1,068 405 -185 2,819 -1,124
Percent of Open Interest Represented by Each Category of Trader
2.5 50.1 3.8 58.5 15.0 2.8 7.3 9.5 9.7 4.1 1.3 0.5 10.7 7.1
Number of Traders in Each Category Total Traders: 310
12 17 14 109 42 48 41 54 35 24 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 29,850
Positions
0 11,635 0 14,509 1,492 2,604 0 10,771 0 0 0 0 12,737 3,348
Changes from: October 31, 2023 Total Change is: -905
0 -3 0 96 -13 0 0 -1,201 -28 0 0 0 -973 340
Percent of Open Interest Represented by Each Category of Trader
0.0 39.0 0.0 48.6 5.0 8.7 0.0 36.1 0.0 0.0 0.0 0.0 42.7 11.2
Number of Traders in Each Category Total Traders: 29
0 . 0 16 . 6 0 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 204,279
Positions
104,366 16,923 2,434 33,917 101,702 6,209 19,582 33,602 12,801 1,798 14 116 23,057 30,480
Changes from: October 31, 2023 Total Change is: -8,799
-5,426 8,260 673 3,325 -3,655 321 -4,819 -8,818 -1,300 -816 -17 82 -840 -4,345
Percent of Open Interest Represented by Each Category of Trader
51.1 8.3 1.2 16.6 49.8 3.0 9.6 16.4 6.3 0.9 0.0 0.1 11.3 14.9
Number of Traders in Each Category Total Traders: 109
9 6 5 15 22 12 19 32 18 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 221,876
Positions
21,554 53,131 200 109,616 2,839 1,284 72,691 54,051 5,563 3,908 102,209 114 6,946 2,485
Changes from: October 31, 2023 Total Change is: 14,147
-801 6,927 4 10,949 -2,453 611 3,697 11,467 -3,069 1,514 1,313 65 1,177 -718
Percent of Open Interest Represented by Each Category of Trader
9.7 23.9 0.1 49.4 1.3 0.6 32.8 24.4 2.5 1.8 46.1 0.1 3.1 1.1
Number of Traders in Each Category Total Traders: 154
4 9 . 23 8 5 56 26 13 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 61,594
Positions
1,471 35,203 190 40,907 2,386 27 11,164 18,670 138 4,347 3,355 0 3,350 1,625
Changes from: October 31, 2023 Total Change is: -5,474
-3,379 11,336 -11,411 14,328 -973 -2,502 -1,279 -1,330 -941 -375 311 0 85 36
Percent of Open Interest Represented by Each Category of Trader
2.4 57.2 0.3 66.4 3.9 0.0 18.1 30.3 0.2 7.1 5.4 0.0 5.4 2.6
Number of Traders in Each Category Total Traders: 83
4 6 . 15 5 . 22 13 . 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 51,003
Positions
31,984 4,853 92 3,787 27,598 197 10,681 11,153 1,011 188 603 14 3,049 5,482
Changes from: October 31, 2023 Total Change is: -6,675
-253 552 -8 -241 -4,504 -470 -6,085 -879 387 -142 -904 -3 140 -846
Percent of Open Interest Represented by Each Category of Trader
62.7 9.5 0.2 7.4 54.1 0.4 20.9 21.9 2.0 0.4 1.2 0.0 6.0 10.7
Number of Traders in Each Category Total Traders: 86
10 . . 7 23 . 16 23 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 18,035
Positions
259 1,665 0 12,610 727 77 2,596 13,729 234 266 0 0 1,993 1,603
Changes from: October 31, 2023 Total Change is: 4,385
0 775 0 3,463 -1,303 0 357 5,234 -87 0 -110 0 652 -124
Percent of Open Interest Represented by Each Category of Trader
1.4 9.2 0.0 69.9 4.0 0.4 14.4 76.1 1.3 1.5 0.0 0.0 11.1 8.9
Number of Traders in Each Category Total Traders: 31
. . 0 . . . 10 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 103,343
Positions
52,246 10,280 772 14,052 22,393 532 13,131 32,986 1,600 10,217 18,510 2 10,791 16,268
Changes from: October 31, 2023 Total Change is: -648
192 823 -251 375 -4,234 -21 1,758 1,143 259 -3,047 567 -1 88 1,067
Percent of Open Interest Represented by Each Category of Trader
50.6 9.9 0.7 13.6 21.7 0.5 12.7 31.9 1.5 9.9 17.9 0.0 10.4 15.7
Number of Traders in Each Category Total Traders: 100
15 11 . 15 13 6 20 19 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 103,343
Positions
52,246 10,280 772 14,052 22,393 532 13,131 32,986 1,600 10,217 18,510 2 10,791 16,268
Changes from: October 31, 2023 Total Change is: -648
192 823 -251 375 -4,234 -21 1,758 1,143 259 -3,047 567 -1 88 1,067
Percent of Open Interest Represented by Each Category of Trader
50.6 9.9 0.7 13.6 21.7 0.5 12.7 31.9 1.5 9.9 17.9 0.0 10.4 15.7
Number of Traders in Each Category Total Traders: 100
15 11 . 15 13 6 20 19 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 40,688
Positions
7,207 20,443 0 23,939 9,253 4,389 3,021 5,374 0 0 0 0 2,132 1,229
Changes from: October 31, 2023 Total Change is: 1,801
-683 1,439 0 1,471 -745 1,627 -404 -530 0 0 0 0 -210 10
Percent of Open Interest Represented by Each Category of Trader
17.7 50.2 0.0 58.8 22.7 10.8 7.4 13.2 0.0 0.0 0.0 0.0 5.2 3.0
Number of Traders in Each Category Total Traders: 43
4 6 0 17 8 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 3,271,917
Positions
268,809 637,326 234,651 1,091,499 416,656 190,864 162,115 451,363 811,918 147,739 173,685 51,672 312,650 303,782
Changes from: October 31, 2023 Total Change is: 9,277
-17,958 -11,778 20,493 19,162 -50,672 -7,104 28,982 53,473 -13,137 -23,066 -3,302 12,973 -11,068 8,330
Percent of Open Interest Represented by Each Category of Trader
8.2 19.5 7.2 33.4 12.7 5.8 5.0 13.8 24.8 4.5 5.3 1.6 9.6 9.3
Number of Traders in Each Category Total Traders: 565
33 38 48 169 72 114 86 81 113 54 29 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 22,911
Positions
8,458 11,020 0 7,843 7,945 915 3,907 993 0 0 0 0 1,788 2,038
Changes from: October 31, 2023 Total Change is: 1,012
1,951 183 0 -637 3,282 -273 -280 281 0 0 0 0 251 -2,461
Percent of Open Interest Represented by Each Category of Trader
36.9 48.1 0.0 34.2 34.7 4.0 17.1 4.3 0.0 0.0 0.0 0.0 7.8 8.9
Number of Traders in Each Category Total Traders: 28
4 8 0 . 5 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 33,164
Positions
1,493 27,959 1 22,669 2,209 0 5,365 1,515 0 0 0 0 3,636 1,480
Changes from: October 31, 2023 Total Change is: 3,844
-917 2,682 0 4,691 1,503 0 -115 -579 0 0 0 0 185 238
Percent of Open Interest Represented by Each Category of Trader
4.5 84.3 0.0 68.4 6.7 0.0 16.2 4.6 0.0 0.0 0.0 0.0 11.0 4.5
Number of Traders in Each Category Total Traders: 42
. 9 . 17 . 0 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 3,251,822
Positions
268,809 636,754 234,461 1,089,638 416,761 190,443 166,132 454,555 799,881 151,704 173,535 47,705 303,048 297,726
Changes from: October 31, 2023 Total Change is: 11,196
-17,197 -11,905 20,509 19,328 -50,682 -7,097 25,948 55,869 -11,211 -22,617 -3,452 12,524 -8,992 6,640
Percent of Open Interest Represented by Each Category of Trader
8.3 19.6 7.2 33.5 12.8 5.9 5.1 14.0 24.6 4.7 5.3 1.5 9.3 9.2
Number of Traders in Each Category Total Traders: 554
33 38 48 165 72 111 81 81 113 54 28 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 36,665
Positions
26,483 31,778 0 8,044 1,942 0 477 912 0 0 0 0 1,661 2,033
Changes from: October 31, 2023 Total Change is: 934
967 671 0 48 238 0 254 -2 0 0 0 0 -335 27
Percent of Open Interest Represented by Each Category of Trader
72.2 86.7 0.0 21.9 5.3 0.0 1.3 2.5 0.0 0.0 0.0 0.0 4.5 5.5
Number of Traders in Each Category Total Traders: 23
7 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 15,045
Positions
5,563 13,278 0 6,567 0 44 810 1,000 0 0 0 0 2,061 723
Changes from: October 31, 2023 Total Change is: 988
829 1,058 0 887 -524 0 -511 500 0 0 0 0 -217 -46
Percent of Open Interest Represented by Each Category of Trader
37.0 88.3 0.0 43.6 0.0 0.3 5.4 6.6 0.0 0.0 0.0 0.0 13.7 4.8
Number of Traders in Each Category Total Traders: 23
6 6 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 30,808
Positions
15,375 8,549 33 10,468 2,962 159 2,817 17,923 21 0 0 0 1,935 1,161
Changes from: October 31, 2023 Total Change is: -5,836
2,726 -8,392 29 -7,313 2,135 0 863 450 -5 0 0 0 -2,136 -53
Percent of Open Interest Represented by Each Category of Trader
49.9 27.7 0.1 34.0 9.6 0.5 9.1 58.2 0.1 0.0 0.0 0.0 6.3 3.8
Number of Traders in Each Category Total Traders: 35
7 5 . 8 . . 5 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 200,952
Positions
1,901 7,624 0 20,550 884 2,277 46,419 54,666 33,774 0 41,157 10 96,021 60,560
Changes from: October 31, 2023 Total Change is: -19,190
-7,776 1,104 0 -1,858 -102 135 8,679 -45,617 2,396 0 5,989 0 -20,766 16,904
Percent of Open Interest Represented by Each Category of Trader
0.9 3.8 0.0 10.2 0.4 1.1 23.1 27.2 16.8 0.0 20.5 0.0 47.8 30.1
Number of Traders in Each Category Total Traders: 28
. . 0 10 . 4 8 5 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 397,260
Positions
130,542 128,513 153,815 0 38,000 0 21,425 9,832 62,436 24,277 0 0 4,765 4,664
Changes from: October 31, 2023 Total Change is: 10,479
10,998 12,459 -123 0 0 0 -1,910 0 897 0 0 0 617 -2,754
Percent of Open Interest Represented by Each Category of Trader
32.9 32.3 38.7 0.0 9.6 0.0 5.4 2.5 15.7 6.1 0.0 0.0 1.2 1.2
Number of Traders in Each Category Total Traders: 33
7 12 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 39,494
Positions
6,658 1,802 15 21,112 25,790 2,463 2,192 1,687 223 250 922 0 6,581 6,592
Changes from: October 31, 2023 Total Change is: -233
715 124 0 1,478 -2,239 530 -1,339 697 -81 250 -39 0 -1,786 775
Percent of Open Interest Represented by Each Category of Trader
16.9 4.6 0.0 53.5 65.3 6.2 5.6 4.3 0.6 0.6 2.3 0.0 16.7 16.7
Number of Traders in Each Category Total Traders: 69
9 . . 26 20 14 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 325,847
Positions
52,102 86,104 13,676 88,562 23,179 8,446 62,968 46,748 40,750 16,741 50,979 1,722 40,879 54,243
Changes from: October 31, 2023 Total Change is: 11,401
-10,058 13,545 73 7,879 -12,095 580 16,204 -7,461 -134 1,353 8,212 -257 -4,239 8,938
Percent of Open Interest Represented by Each Category of Trader
16.0 26.4 4.2 27.2 7.1 2.6 19.3 14.3 12.5 5.1 15.6 0.5 12.5 16.6
Number of Traders in Each Category Total Traders: 338
28 29 20 76 29 37 54 58 42 24 38 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 314,975
Positions
52,396 86,073 12,989 88,282 23,179 8,426 62,618 51,982 33,722 16,616 48,856 1,687 38,239 48,060
Changes from: October 31, 2023 Total Change is: 11,794
-9,839 13,211 191 7,792 -12,156 638 12,650 -5,543 1,834 1,440 8,098 -248 -2,664 5,770
Percent of Open Interest Represented by Each Category of Trader
16.6 27.3 4.1 28.0 7.4 2.7 19.9 16.5 10.7 5.3 15.5 0.5 12.1 15.3
Number of Traders in Each Category Total Traders: 311
26 27 17 72 29 36 50 56 40 19 32 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 108,723
Positions
3,854 7,097 73 2,792 0 207 66,277 10,433 7,511 1,257 21,228 352 26,400 61,823
Changes from: October 31, 2023 Total Change is: -3,926
-3,365 2,178 -13 272 0 26 14,872 -39,847 994 -871 1,135 -86 -15,755 31,687
Percent of Open Interest Represented by Each Category of Trader
3.5 6.5 0.1 2.6 0.0 0.2 61.0 9.6 6.9 1.2 19.5 0.3 24.3 56.9
Number of Traders in Each Category Total Traders: 45
. 4 . 5 0 . 15 6 7 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 558,527
Positions
131,529 94,898 14,280 182,535 186,502 39,129 138,976 137,637 10,927 14,487 48,730 414 26,250 26,010
Changes from: October 31, 2023 Total Change is: -3,429
-9,908 1,989 1,998 7,107 -9,890 -187 -2,457 4,740 -32 -660 -1,777 128 581 -398
Percent of Open Interest Represented by Each Category of Trader
23.5 17.0 2.6 32.7 33.4 7.0 24.9 24.6 2.0 2.6 8.7 0.1 4.7 4.7
Number of Traders in Each Category Total Traders: 361
35 18 8 82 73 47 50 72 32 13 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 24,791
Positions
11,729 9,063 0 11,517 14,234 0 358 523 0 0 0 0 1,187 971
Changes from: October 31, 2023 Total Change is: 4,539
5,166 150 0 -631 4,299 0 72 0 0 0 0 0 -68 90
Percent of Open Interest Represented by Each Category of Trader
47.3 36.6 0.0 46.5 57.4 0.0 1.4 2.1 0.0 0.0 0.0 0.0 4.8 3.9
Number of Traders in Each Category Total Traders: 22
. 6 0 7 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 23,353
Positions
229 0 2 1,227 648 39 8,349 4,839 620 595 1,280 0 12,292 15,925
Changes from: October 31, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 5.3 2.8 0.2 35.8 20.7 2.7 2.5 5.5 0.0 52.6 68.2
Number of Traders in Each Category Total Traders: 23
. 0 . . . . 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 15,437
Positions
1,492 9,571 0 8,692 0 2 1,306 1,812 22 364 1,638 0 3,559 2,392
Changes from: October 31, 2023 Total Change is: 631
0 -88 0 219 0 0 213 733 22 0 163 0 177 -199
Percent of Open Interest Represented by Each Category of Trader
9.7 62.0 0.0 56.3 0.0 0.0 8.5 11.7 0.1 2.4 10.6 0.0 23.1 15.5
Number of Traders in Each Category Total Traders: 23
. 5 0 8 0 . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 57,996
Positions
14,327 21,860 656 15,987 1,651 512 14,645 7,958 912 2,889 772 0 8,068 23,675
Changes from: October 31, 2023 Total Change is: 3,416
-2,841 169 -166 1,047 0 -25 3,557 1,224 390 444 -351 0 1,010 2,175
Percent of Open Interest Represented by Each Category of Trader
24.7 37.7 1.1 27.6 2.8 0.9 25.3 13.7 1.6 5.0 1.3 0.0 13.9 40.8
Number of Traders in Each Category Total Traders: 61
11 6 . 10 . 4 16 10 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 400,042
Positions
34,741 193,216 1,636 280,727 74,359 34,414 18,067 33,663 2,556 17,191 51,380 1,248 9,462 7,570
Changes from: October 31, 2023 Total Change is: 2,229
466 7,166 5 -2,114 -19,706 4,449 196 1,139 -55 -549 10,478 237 -406 -1,484
Percent of Open Interest Represented by Each Category of Trader
8.7 48.3 0.4 70.2 18.6 8.6 4.5 8.4 0.6 4.3 12.8 0.3 2.4 1.9
Number of Traders in Each Category Total Traders: 197
13 15 5 79 45 36 17 22 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 1,008,373
Positions
70,747 412,085 17,670 598,320 311,677 121,235 103,256 108,136 7,349 60,368 11,278 2,527 26,901 16,416
Changes from: October 31, 2023 Total Change is: -52,254
3,182 2,911 42 24,550 -61,529 2,745 -25,681 17,509 272 -51,522 -12,445 342 -6,184 -2,101
Percent of Open Interest Represented by Each Category of Trader
7.0 40.9 1.8 59.3 30.9 12.0 10.2 10.7 0.7 6.0 1.1 0.3 2.7 1.6
Number of Traders in Each Category Total Traders: 403
24 21 8 150 77 79 49 40 20 26 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 255,852
Positions
13,679 180,301 37,860 52,613 0 1,848 118,348 5,059 24,280 6,228 6,449 0 996 55
Changes from: October 31, 2023 Total Change is: 9,766
2,469 10,011 977 887 0 0 6,148 267 -1,414 30 150 0 669 -225
Percent of Open Interest Represented by Each Category of Trader
5.3 70.5 14.8 20.6 0.0 0.7 46.3 2.0 9.5 2.4 2.5 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 105
10 25 16 17 0 . 34 6 13 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 1,560,051
Positions
30,490 186,973 65,258 736,858 292,856 200,805 72,284 393,064 161,743 74,840 92,810 9,656 208,118 156,885
Changes from: October 31, 2023 Total Change is: 7,206
2,644 17,794 13,576 -21,970 -12,572 760 708 -28,437 20,623 2,591 854 884 -12,609 -6,275
Percent of Open Interest Represented by Each Category of Trader
2.0 12.0 4.2 47.2 18.8 12.9 4.6 25.2 10.4 4.8 5.9 0.6 13.3 10.1
Number of Traders in Each Category Total Traders: 226
12 21 23 64 41 71 26 40 45 6 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 1,577,628
Positions
9,005 50,309 1,597 929,021 314,338 279,483 100,637 708,680 32,056 51,896 48,848 14 173,919 142,303
Changes from: October 31, 2023 Total Change is: 12,759
-6,089 15,394 -4,809 8,414 -569 120 7,992 -17,811 13,601 -1,946 13,581 0 -4,525 -6,748
Percent of Open Interest Represented by Each Category of Trader
0.6 3.2 0.1 58.9 19.9 17.7 6.4 44.9 2.0 3.3 3.1 0.0 11.0 9.0
Number of Traders in Each Category Total Traders: 173
. 9 . 76 28 60 15 30 12 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 4,229,760
Positions
143,509 320,021 23,071 1,968,063 497,982 278,132 937,413 2,658,314 101,038 474,869 174,761 31,076 272,589 145,364
Changes from: October 31, 2023 Total Change is: -25,623
15,764 -40,704 1,450 25,504 -13,517 3,501 -94,854 20,304 -3,398 24,824 8,657 -973 2,560 -943
Percent of Open Interest Represented by Each Category of Trader
3.4 7.6 0.5 46.5 11.8 6.6 22.2 62.8 2.4 11.2 4.1 0.7 6.4 3.4
Number of Traders in Each Category Total Traders: 464
32 25 15 159 40 90 80 65 57 48 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 5,423,085
Positions
81,748 280,102 261,413 2,380,538 1,093,791 762,778 343,788 1,733,447 566,506 449,896 239,017 100,629 475,790 385,401
Changes from: October 31, 2023 Total Change is: 63,962
3,532 19,538 85,292 -127,024 -5,751 30,693 -38,027 -120,259 55,607 25,420 -43,910 48,413 -19,945 -5,661
Percent of Open Interest Represented by Each Category of Trader
1.5 5.2 4.8 43.9 20.2 14.1 6.3 32.0 10.4 8.3 4.4 1.9 8.8 7.1
Number of Traders in Each Category Total Traders: 446
20 33 34 139 61 111 57 80 90 31 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 2,013,790
Positions
72,129 173,037 1,282 1,012,969 572,200 303,824 223,789 590,512 32,549 158,599 76,718 423 208,227 263,245
Changes from: October 31, 2023 Total Change is: -1,682
4,804 2,740 -1,952 20,079 8,060 -3,055 -2,264 -27,505 4,953 -9,644 5,829 0 -14,604 9,248
Percent of Open Interest Represented by Each Category of Trader
3.6 8.6 0.1 50.3 28.4 15.1 11.1 29.3 1.6 7.9 3.8 0.0 10.3 13.1
Number of Traders in Each Category Total Traders: 188
5 16 5 52 49 59 12 36 17 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 6,019
Positions
0 0 0 0 0 0 1,434 1,301 3,005 577 464 19 984 1,230
Changes from: October 31, 2023 Total Change is: 2,606
0 0 0 0 0 0 -330 1,118 2,556 243 -457 19 118 -630
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 23.8 21.6 49.9 9.6 7.7 0.3 16.3 20.4
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 4 . . 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 6,376,501
Positions
153,455 701,130 149,343 3,080,774 956,139 739,025 912,656 3,028,013 332,702 562,769 115,829 14,742 431,037 339,579
Changes from: October 31, 2023 Total Change is: 335,169
-3,418 -47,974 32,299 192,264 97,799 -37,974 68,687 201,991 80,967 -19,163 -1,789 5,414 16,093 4,436
Percent of Open Interest Represented by Each Category of Trader
2.4 11.0 2.3 48.3 15.0 11.6 14.3 47.5 5.2 8.8 1.8 0.2 6.8 5.3
Number of Traders in Each Category Total Traders: 392
15 35 25 153 32 104 48 70 64 25 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 1,730,207
Positions
517,806 227,838 422,162 37,650 37,440 33,214 245,567 516,775 420,910 8,392 4,104 12,442 32,064 55,322
Changes from: October 31, 2023 Total Change is: -298,083
-82,334 -91,496 -76,373 1,422 -26,461 -7,309 -76,009 -44,500 -56,508 -2,889 3,304 -1,917 3,834 3,177
Percent of Open Interest Represented by Each Category of Trader
29.9 13.2 24.4 2.2 2.2 1.9 14.2 29.9 24.3 0.5 0.2 0.7 1.9 3.2
Number of Traders in Each Category Total Traders: 159
29 31 50 4 6 6 34 42 53 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 27,763
Positions
12,791 11,728 6,201 453 117 216 461 1,539 7,325 100 419 188 28 30
Changes from: October 31, 2023 Total Change is: 6,152
1,696 2,182 -68 80 -23 3 4 -263 4,302 0 -103 123 12 -1
Percent of Open Interest Represented by Each Category of Trader
46.1 42.2 22.3 1.6 0.4 0.8 1.7 5.5 26.4 0.4 1.5 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 37
13 . 9 . . . 6 8 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 is21,857,972
Positions
2,229,564 2,867,928 3,770,241 756,175 705,210 1,582,755 1,722,499 882,323 11,194,010 95,192 343,500 471,843 35,693 40,161
Changes from: October 31, 2023 Total Change is: 325,911
136,348 171,629 -49,177 -30,053 76,298 -31,693 61,124 -190,674 360,756 -15,094 90,646 -90,753 -15,546 -11,120
Percent of Open Interest Represented by Each Category of Trader
10.2 13.1 17.2 3.5 3.2 7.2 7.9 4.0 51.2 0.4 1.6 2.2 0.2 0.2
Number of Traders in Each Category Total Traders: 1,103
71 114 143 65 74 82 166 177 235 248 135 207
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 795,095
Positions
276,431 266,557 192,434 124,331 3,433 2,380 66,192 187,406 129,775 2,973 12,600 276 303 234
Changes from: October 31, 2023 Total Change is: -256,037
-114,598 22,078 -126,808 6,027 -514 -1,394 -11,839 -117,486 -7,334 898 -23,744 -133 -856 -702
Percent of Open Interest Represented by Each Category of Trader
34.8 33.5 24.2 15.6 0.4 0.3 8.3 23.6 16.3 0.4 1.6 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 185
28 57 56 . 6 . 25 51 43 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 18,061
Positions
3,775 0 0 0 38 0 12,846 12,723 1,405 35 3,872 0 0 23
Changes from: October 31, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 0.0 0.0 0.2 0.0 71.1 70.4 7.8 0.2 21.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 67,918
Positions
2,546 95 31,585 40 168 0 3,670 16,064 19,415 10,662 571 0 0 20
Changes from: October 31, 2023 Total Change is: 1,385
0 0 0 0 0 0 175 1,387 0 1,210 -2 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 0.1 46.5 0.1 0.2 0.0 5.4 23.7 28.6 15.7 0.8 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . . . 0 . 6 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 29,074
Positions
6,988 0 1,253 0 469 0 2,242 19,719 2,839 15,752 4,733 0 0 61
Changes from: October 31, 2023 Total Change is: -49
0 0 0 0 0 0 -292 494 1 242 -545 0 0 1
Percent of Open Interest Represented by Each Category of Trader
24.0 0.0 4.3 0.0 1.6 0.0 7.7 67.8 9.8 54.2 16.3 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 - Options and Futures Combined Positions as of November 7, 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 24,742
Positions
798 5,557 317 10,344 0 153 4,777 12,208 3,530 2,929 2,035 204 1,689 738
Changes from: October 31, 2023 Total Change is: 2,330
115 635 -3 1,065 0 -13 30 338 537 395 696 62 143 79
Percent of Open Interest Represented by Each Category of Trader
3.2 22.5 1.3 41.8 0.0 0.6 19.3 49.3 14.3 11.8 8.2 0.8 6.8 3.0
Number of Traders in Each Category Total Traders: 141
5 11 . 19 0 . 43 37 22 14 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 13,334
Positions
1,469 5,789 0 1,766 64 57 1,600 2,931 2,443 2,303 630 300 3,395 1,120
Changes from: October 31, 2023 Total Change is: 3,348
1,152 1,701 0 696 64 26 171 861 555 378 -37 35 335 143
Percent of Open Interest Represented by Each Category of Trader
11.0 43.4 0.0 13.2 0.5 0.4 12.0 22.0 18.3 17.3 4.7 2.2 25.5 8.4
Number of Traders in Each Category Total Traders: 105
4 . 0 5 . . 18 13 11 51 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 3,380
Positions
467 0 0 0 0 0 30 2,554 13 2,198 527 0 672 286
Changes from: October 31, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.8 0.0 0.0 0.0 0.0 0.0 0.9 75.6 0.4 65.0 15.6 0.0 19.9 8.5
Number of Traders in Each Category Total Traders: 28
. 0 0 0 0 0 . . . 14 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 6,118
Positions
148 900 205 810 35 26 1,609 2,666 1,114 1,207 768 17 981 387
Changes from: October 31, 2023 Total Change is: 667
-42 372 -9 347 -109 -50 -53 -96 182 145 436 -9 157 -50
Percent of Open Interest Represented by Each Category of Trader
2.4 14.7 3.3 13.2 0.6 0.4 26.3 43.6 18.2 19.7 12.6 0.3 16.0 6.3
Number of Traders in Each Category Total Traders: 70
. 9 . 8 . . 24 18 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 24,995
Positions
1,317 323 1,689 590 1,030 600 4,216 11,249 5,545 9,730 3,536 688 620 335
Changes from: October 31, 2023 Total Change is: 1,106
-1,069 -444 163 0 -1,968 300 -737 2,664 672 1,627 -522 57 93 184
Percent of Open Interest Represented by Each Category of Trader
5.3 1.3 6.8 2.4 4.1 2.4 16.9 45.0 22.2 38.9 14.1 2.8 2.5 1.3
Number of Traders in Each Category Total Traders: 96
. . . . . . 10 6 5 60 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 41,268
Positions
0 24,206 0 17,611 683 705 15,598 8,684 841 2,569 2,927 4 3,940 3,218
Changes from: October 31, 2023 Total Change is: -1,586
0 5 0 -2,048 -110 -28 758 -2,618 329 -58 959 -1 -538 -122
Percent of Open Interest Represented by Each Category of Trader
0.0 58.7 0.0 42.7 1.7 1.7 37.8 21.0 2.0 6.2 7.1 0.0 9.5 7.8
Number of Traders in Each Category Total Traders: 100
0 . 0 13 4 4 30 16 6 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 374,777
Positions
47,184 46,165 13,342 84,499 74,422 51,305 69,586 83,597 54,929 9,990 4,903 16,806 27,136 29,308
Changes from: October 31, 2023 Total Change is: 21,244
12,913 15,495 -201 -3,767 9,622 -401 15,083 1,423 841 -2,609 -2,358 -405 -210 -2,772
Percent of Open Interest Represented by Each Category of Trader
12.6 12.3 3.6 22.5 19.9 13.7 18.6 22.3 14.7 2.7 1.3 4.5 7.2 7.8
Number of Traders in Each Category Total Traders: 203
15 12 20 25 31 26 38 45 58 13 10 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 7, 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 64,376
Positions
50,682 46,805 0 10,532 4,073 417 1,887 12,758 232 355 55 5 266 31
Changes from: October 31, 2023 Total Change is: 952
0 0 0 1,181 -348 27 -218 1,248 22 -19 0 2 -43 1
Percent of Open Interest Represented by Each Category of Trader
78.7 72.7 0.0 16.4 6.3 0.6 2.9 19.8 0.4 0.6 0.1 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 41
7 . 0 11 4 . 4 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 13, 2023