Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 220,923
Positions
103,235 21,459 5,520 32,034 85,037 5,451 11,240 45,413 20,227 10,594 1,787 12 32,610 36,018
Changes from: November 21, 2023 Total Change is: -6
-1,241 1,977 -217 1,030 1,387 -1,147 -439 -4,340 3,004 -50 121 3 -949 -793
Percent of Open Interest Represented by Each Category of Trader
46.7 9.7 2.5 14.5 38.5 2.5 5.1 20.6 9.2 4.8 0.8 0.0 14.8 16.3
Number of Traders in Each Category Total Traders: 119
10 4 8 13 34 13 15 27 16 12 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 66,676
Positions
27,056 7,887 3,053 10,186 20,453 73 8,390 12,354 4,597 1,471 0 0 11,850 18,259
Changes from: November 21, 2023 Total Change is: 1,920
-1,224 2,204 -32 1,360 -1,150 -87 -460 1,809 715 0 0 0 1,648 -1,539
Percent of Open Interest Represented by Each Category of Trader
40.6 11.8 4.6 15.3 30.7 0.1 12.6 18.5 6.9 2.2 0.0 0.0 17.8 27.4
Number of Traders in Each Category Total Traders: 51
6 4 6 . 10 . 10 16 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 265,281
Positions
50,388 18,118 14,498 61,173 90,669 8,013 55,610 51,676 47,343 316 3,481 785 27,154 30,698
Changes from: November 21, 2023 Total Change is: 16,256
-23,019 5,739 168 19,187 -6,623 1,786 10,210 10,009 8,289 8 75 -37 -336 -3,150
Percent of Open Interest Represented by Each Category of Trader
19.0 6.8 5.5 23.1 34.2 3.0 21.0 19.5 17.8 0.1 1.3 0.3 10.2 11.6
Number of Traders in Each Category Total Traders: 123
5 7 8 15 29 14 29 32 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 302,843
Positions
86,536 18,529 9,193 67,381 89,878 6,553 37,339 102,950 33,461 14,347 1,621 235 47,798 40,424
Changes from: November 21, 2023 Total Change is: -952
-2,397 -374 527 -2,157 -835 1,701 -2,888 -55 -817 708 334 48 4,323 -1,481
Percent of Open Interest Represented by Each Category of Trader
28.6 6.1 3.0 22.2 29.7 2.2 12.3 34.0 11.0 4.7 0.5 0.1 15.8 13.3
Number of Traders in Each Category Total Traders: 166
10 9 9 23 32 16 30 39 21 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 841,098
Positions
19,957 461,810 27,201 481,825 95,127 28,236 63,258 64,752 97,386 33,586 9,545 4,090 85,559 52,952
Changes from: November 21, 2023 Total Change is: 18,550
843 18,783 -2,143 10,580 -5,231 993 3,821 -2,654 5,444 -5 583 -174 -809 2,950
Percent of Open Interest Represented by Each Category of Trader
2.4 54.9 3.2 57.3 11.3 3.4 7.5 7.7 11.6 4.0 1.1 0.5 10.2 6.3
Number of Traders in Each Category Total Traders: 316
12 18 14 117 35 54 42 52 36 24 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 29,471
Positions
0 11,622 0 14,027 1,040 3,101 425 9,683 200 0 0 0 11,718 3,825
Changes from: November 21, 2023 Total Change is: -482
0 5 0 58 -409 397 425 -432 200 0 0 0 -1,562 -243
Percent of Open Interest Represented by Each Category of Trader
0.0 39.4 0.0 47.6 3.5 10.5 1.4 32.9 0.7 0.0 0.0 0.0 39.8 13.0
Number of Traders in Each Category Total Traders: 29
0 . 0 16 . 7 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 216,649
Positions
104,750 13,883 2,483 27,432 108,945 6,521 25,375 34,480 21,304 2,949 0 241 25,593 28,792
Changes from: November 21, 2023 Total Change is: 5,578
-1,349 8,403 419 889 -6,387 -294 559 -1,580 6,255 -513 0 38 -426 -1,276
Percent of Open Interest Represented by Each Category of Trader
48.4 6.4 1.1 12.7 50.3 3.0 11.7 15.9 9.8 1.4 0.0 0.1 11.8 13.3
Number of Traders in Each Category Total Traders: 108
9 5 6 13 24 13 26 23 18 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 250,448
Positions
23,586 76,514 119 132,778 4,813 911 75,944 57,741 4,866 4,170 103,358 223 7,851 1,904
Changes from: November 21, 2023 Total Change is: 21,525
-176 9,479 -38 7,555 687 -7 11,487 10,874 1,503 467 -20 38 696 -991
Percent of Open Interest Represented by Each Category of Trader
9.4 30.6 0.0 53.0 1.9 0.4 30.3 23.1 1.9 1.7 41.3 0.1 3.1 0.8
Number of Traders in Each Category Total Traders: 168
4 9 . 29 9 4 61 26 14 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 108,749
Positions
1,387 38,192 33,551 48,237 2,039 2,021 15,617 20,648 870 3,132 3,843 0 3,934 7,585
Changes from: November 21, 2023 Total Change is: 34,525
-28 -6,068 31,970 -614 -347 1,995 500 586 868 52 -299 -168 -50 5,988
Percent of Open Interest Represented by Each Category of Trader
1.3 35.1 30.9 44.4 1.9 1.9 14.4 19.0 0.8 2.9 3.5 0.0 3.6 7.0
Number of Traders in Each Category Total Traders: 80
. 6 . 15 5 . 25 9 . 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 51,464
Positions
33,579 4,297 47 3,688 27,566 355 8,894 13,455 623 557 801 14 3,707 4,306
Changes from: November 21, 2023 Total Change is: 3,324
1,359 -720 -6 899 1,524 14 784 2,741 -77 -229 -5 0 580 -147
Percent of Open Interest Represented by Each Category of Trader
65.2 8.3 0.1 7.2 53.6 0.7 17.3 26.1 1.2 1.1 1.6 0.0 7.2 8.4
Number of Traders in Each Category Total Traders: 87
11 . . 10 18 . 17 22 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 13,220
Positions
459 2,790 6 2,586 1,529 77 8,122 7,041 248 231 308 0 1,491 1,221
Changes from: November 21, 2023 Total Change is: -7,040
99 32 5 -11,575 435 0 4,702 -7,520 -51 -35 134 0 -185 -75
Percent of Open Interest Represented by Each Category of Trader
3.5 21.1 0.0 19.6 11.6 0.6 61.4 53.3 1.9 1.7 2.3 0.0 11.3 9.2
Number of Traders in Each Category Total Traders: 34
. . . 4 4 . 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 101,013
Positions
46,442 15,152 1,343 20,153 18,320 1,142 11,839 24,717 1,457 5,015 21,005 40 13,582 17,838
Changes from: November 21, 2023 Total Change is: 6,468
-3,299 4,167 515 3,117 -2,682 770 3,734 330 -334 -945 1,627 40 2,870 2,036
Percent of Open Interest Represented by Each Category of Trader
46.0 15.0 1.3 20.0 18.1 1.1 11.7 24.5 1.4 5.0 20.8 0.0 13.4 17.7
Number of Traders in Each Category Total Traders: 117
17 14 7 18 8 5 23 24 14 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 98,391
Positions
46,388 15,233 1,210 20,153 18,320 1,142 11,555 24,209 1,246 4,986 20,490 17 11,694 16,524
Changes from: November 21, 2023 Total Change is: 3,846
-3,353 4,248 382 3,117 -2,682 770 3,450 -178 -545 -974 1,112 17 982 722
Percent of Open Interest Represented by Each Category of Trader
47.1 15.5 1.2 20.5 18.6 1.2 11.7 24.6 1.3 5.1 20.8 0.0 11.9 16.8
Number of Traders in Each Category Total Traders: 105
15 14 5 18 8 5 20 20 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 44,345
Positions
8,444 24,031 0 24,998 9,064 5,616 3,209 4,183 0 0 0 0 2,078 1,451
Changes from: November 21, 2023 Total Change is: 379
-9 1,453 0 573 -76 0 -244 -1,079 0 0 0 0 59 81
Percent of Open Interest Represented by Each Category of Trader
19.0 54.2 0.0 56.4 20.4 12.7 7.2 9.4 0.0 0.0 0.0 0.0 4.7 3.3
Number of Traders in Each Category Total Traders: 41
4 6 0 18 7 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 3,457,262
Positions
290,524 689,290 297,632 1,153,754 365,616 197,657 151,588 482,951 884,996 114,258 208,476 45,607 321,246 285,036
Changes from: November 21, 2023 Total Change is: 20,374
-7,928 -6,244 -1,066 25,239 -3,899 -3,947 17,470 14,481 2,698 -3,641 23,234 -864 -7,587 -4,018
Percent of Open Interest Represented by Each Category of Trader
8.4 19.9 8.6 33.4 10.6 5.7 4.4 14.0 25.6 3.3 6.0 1.3 9.3 8.2
Number of Traders in Each Category Total Traders: 567
36 35 47 180 65 116 88 76 112 50 34 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 23,417
Positions
8,761 11,603 0 8,134 7,188 915 4,103 1,258 0 0 0 0 1,504 2,453
Changes from: November 21, 2023 Total Change is: 287
0 524 0 18 -534 0 166 235 0 0 0 0 103 62
Percent of Open Interest Represented by Each Category of Trader
37.4 49.5 0.0 34.7 30.7 3.9 17.5 5.4 0.0 0.0 0.0 0.0 6.4 10.5
Number of Traders in Each Category Total Traders: 27
4 7 0 4 4 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 37,150
Positions
4,230 31,114 7 25,952 3,319 0 3,733 971 0 0 0 0 3,228 1,739
Changes from: November 21, 2023 Total Change is: 275
236 277 0 172 2 0 -240 0 0 0 0 0 107 -4
Percent of Open Interest Represented by Each Category of Trader
11.4 83.8 0.0 69.9 8.9 0.0 10.0 2.6 0.0 0.0 0.0 0.0 8.7 4.7
Number of Traders in Each Category Total Traders: 38
. 10 . 16 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 3,436,506
Positions
290,524 688,450 297,522 1,151,480 365,731 197,279 152,938 485,026 874,585 119,126 208,326 40,738 312,313 278,849
Changes from: November 21, 2023 Total Change is: 19,685
-7,928 -6,023 -1,027 25,169 -3,899 -3,948 19,673 16,476 309 865 27,510 -5,370 -8,058 -4,344
Percent of Open Interest Represented by Each Category of Trader
8.5 20.0 8.7 33.5 10.6 5.7 4.5 14.1 25.4 3.5 6.1 1.2 9.1 8.1
Number of Traders in Each Category Total Traders: 559
36 35 47 176 65 113 83 79 110 50 33 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 37,160
Positions
26,003 33,493 0 8,229 317 0 1,104 878 0 0 0 0 1,824 2,472
Changes from: November 21, 2023 Total Change is: -72
-292 18 0 19 0 0 248 -278 0 0 0 0 -47 188
Percent of Open Interest Represented by Each Category of Trader
70.0 90.1 0.0 22.1 0.9 0.0 3.0 2.4 0.0 0.0 0.0 0.0 4.9 6.7
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 34,549
Positions
18,967 9,732 0 11,863 6,883 162 1,630 16,390 27 0 0 0 1,900 1,355
Changes from: November 21, 2023 Total Change is: 431
5 1,550 0 538 -266 0 -85 -816 6 0 0 0 -33 -43
Percent of Open Interest Represented by Each Category of Trader
54.9 28.2 0.0 34.3 19.9 0.5 4.7 47.4 0.1 0.0 0.0 0.0 5.5 3.9
Number of Traders in Each Category Total Traders: 32
7 5 0 9 . . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 207,555
Positions
1,099 9,506 0 24,775 890 1,740 51,893 44,644 38,710 0 50,183 12 89,326 61,870
Changes from: November 21, 2023 Total Change is: 6,889
-386 -2,593 0 777 79 -71 4,690 6,767 -2,836 0 2,287 1 4,714 3,255
Percent of Open Interest Represented by Each Category of Trader
0.5 4.6 0.0 11.9 0.4 0.8 25.0 21.5 18.7 0.0 24.2 0.0 43.0 29.8
Number of Traders in Each Category Total Traders: 28
. . 0 11 . 4 8 4 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 430,924
Positions
154,234 158,269 144,661 1,634 38,000 0 27,645 10,647 74,780 25,277 0 250 2,443 4,317
Changes from: November 21, 2023 Total Change is: 6,597
477 4,786 2,256 1,634 0 0 2,925 0 75 0 0 0 -770 -520
Percent of Open Interest Represented by Each Category of Trader
35.8 36.7 33.6 0.4 8.8 0.0 6.4 2.5 17.4 5.9 0.0 0.1 0.6 1.0
Number of Traders in Each Category Total Traders: 35
7 12 18 . . 0 4 4 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 40,257
Positions
5,276 2,752 1 23,862 24,087 1,973 334 2,191 191 250 2,941 1 8,369 6,120
Changes from: November 21, 2023 Total Change is: 506
223 410 1 1,384 527 -274 -670 -391 -28 0 878 0 -130 -617
Percent of Open Interest Represented by Each Category of Trader
13.1 6.8 0.0 59.3 59.8 4.9 0.8 5.4 0.5 0.6 7.3 0.0 20.8 15.2
Number of Traders in Each Category Total Traders: 63
6 4 . 28 16 12 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 354,175
Positions
52,788 117,334 17,956 111,615 17,198 7,356 49,927 44,699 43,556 21,038 53,761 1,883 48,054 50,431
Changes from: November 21, 2023 Total Change is: 7,705
3,337 9,111 -207 1,571 -721 -79 4,230 -4,390 -1,109 -191 1,020 125 27 3,955
Percent of Open Interest Represented by Each Category of Trader
14.9 33.1 5.1 31.5 4.9 2.1 14.1 12.6 12.3 5.9 15.2 0.5 13.6 14.2
Number of Traders in Each Category Total Traders: 332
28 32 21 82 26 38 57 49 45 22 34 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 342,607
Positions
53,082 116,978 17,474 111,266 17,198 7,344 48,499 50,496 36,930 20,928 51,354 1,833 45,250 43,000
Changes from: November 21, 2023 Total Change is: 7,107
3,212 9,127 -162 1,589 -721 -76 4,862 -2,793 -2,565 -377 639 335 289 3,323
Percent of Open Interest Represented by Each Category of Trader
15.5 34.1 5.1 32.5 5.0 2.1 14.2 14.7 10.8 6.1 15.0 0.5 13.2 12.6
Number of Traders in Each Category Total Traders: 302
26 29 19 78 26 38 47 52 42 16 28 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 115,676
Positions
1,813 8,314 72 3,490 0 122 74,982 2,742 5,552 1,106 24,068 500 28,040 74,306
Changes from: November 21, 2023 Total Change is: 5,975
784 -617 10 -173 0 -29 7,985 -1,675 266 -343 1,603 100 -2,625 6,317
Percent of Open Interest Represented by Each Category of Trader
1.6 7.2 0.1 3.0 0.0 0.1 64.8 2.4 4.8 1.0 20.8 0.4 24.2 64.2
Number of Traders in Each Category Total Traders: 45
. . . 5 0 . 17 4 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 566,775
Positions
112,963 109,229 17,192 190,892 167,929 37,899 131,483 133,564 14,436 33,073 60,660 648 28,189 25,219
Changes from: November 21, 2023 Total Change is: 13,069
4,511 -386 881 5,382 -1,553 527 1,626 8,939 385 667 4,313 -255 -654 218
Percent of Open Interest Represented by Each Category of Trader
19.9 19.3 3.0 33.7 29.6 6.7 23.2 23.6 2.5 5.8 10.7 0.1 5.0 4.4
Number of Traders in Each Category Total Traders: 362
28 22 8 86 69 52 51 66 31 21 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 25,965
Positions
10,917 10,707 0 13,889 13,901 0 358 523 0 0 0 0 801 834
Changes from: November 21, 2023 Total Change is: -166
-414 0 0 384 -39 0 0 0 0 0 0 0 -136 -127
Percent of Open Interest Represented by Each Category of Trader
42.0 41.2 0.0 53.5 53.5 0.0 1.4 2.0 0.0 0.0 0.0 0.0 3.1 3.2
Number of Traders in Each Category Total Traders: 23
. 6 0 9 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 22,741
Positions
260 580 2 986 108 164 4,941 2,387 2,809 1,374 810 0 12,205 15,881
Changes from: November 21, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 2.6 0.0 4.3 0.5 0.7 21.7 10.5 12.4 6.0 3.6 0.0 53.7 69.8
Number of Traders in Each Category Total Traders: 20
. . . . . . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 17,204
Positions
1,492 9,410 0 10,205 0 11 1,382 3,347 57 364 1,542 0 3,693 2,837
Changes from: November 21, 2023 Total Change is: 327
0 35 0 274 -400 -1 0 713 12 0 -25 0 42 -7
Percent of Open Interest Represented by Each Category of Trader
8.7 54.7 0.0 59.3 0.0 0.1 8.0 19.5 0.3 2.1 9.0 0.0 21.5 16.5
Number of Traders in Each Category Total Traders: 26
. 4 0 11 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 65,679
Positions
14,632 21,448 5,394 15,943 2,079 496 15,540 5,273 1,495 3,017 466 0 9,162 29,028
Changes from: November 21, 2023 Total Change is: 1,602
499 -650 545 -269 241 -8 1,077 1,596 -25 144 0 0 -361 -97
Percent of Open Interest Represented by Each Category of Trader
22.3 32.7 8.2 24.3 3.2 0.8 23.7 8.0 2.3 4.6 0.7 0.0 13.9 44.2
Number of Traders in Each Category Total Traders: 69
11 8 . 13 . 5 17 10 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 407,913
Positions
37,320 211,529 844 287,129 59,856 30,230 18,827 34,865 3,099 16,802 58,608 1,289 12,373 7,593
Changes from: November 21, 2023 Total Change is: 14,468
1,589 8,909 -800 9,580 -2,109 64 1,414 3,129 157 -145 3,310 216 2,393 1,592
Percent of Open Interest Represented by Each Category of Trader
9.1 51.9 0.2 70.4 14.7 7.4 4.6 8.5 0.8 4.1 14.4 0.3 3.0 1.9
Number of Traders in Each Category Total Traders: 199
13 16 5 83 41 36 19 20 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,012,923
Positions
77,275 454,106 12,750 615,219 258,776 111,774 117,440 130,089 6,092 37,554 20,378 2,717 32,102 16,241
Changes from: November 21, 2023 Total Change is: 13,894
3,428 12,239 -2,828 5,686 -14,251 -3,021 9,947 19,455 -1,288 0 2,935 459 1,511 194
Percent of Open Interest Represented by Each Category of Trader
7.6 44.8 1.3 60.7 25.5 11.0 11.6 12.8 0.6 3.7 2.0 0.3 3.2 1.6
Number of Traders in Each Category Total Traders: 410
23 21 8 161 67 80 63 35 24 26 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 268,767
Positions
15,147 193,114 38,475 54,472 0 1,848 126,819 5,473 23,335 8,359 6,449 0 312 73
Changes from: November 21, 2023 Total Change is: 36
484 1,965 -1,168 38 0 0 1,746 280 -1,041 7 0 0 -30 0
Percent of Open Interest Represented by Each Category of Trader
5.6 71.9 14.3 20.3 0.0 0.7 47.2 2.0 8.7 3.1 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 109
11 24 16 17 0 . 37 6 12 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,399,095
Positions
28,400 190,364 26,308 698,057 273,573 183,608 76,574 362,272 82,936 78,177 103,690 2,560 222,474 173,782
Changes from: November 21, 2023 Total Change is: -165,740
2,159 3,779 -34,643 -7,508 -2,212 -26,039 -899 -14,021 -87,542 -1,427 8,783 -18,594 8,753 4,748
Percent of Open Interest Represented by Each Category of Trader
2.0 13.6 1.9 49.9 19.6 13.1 5.5 25.9 5.9 5.6 7.4 0.2 15.9 12.4
Number of Traders in Each Category Total Traders: 200
10 15 18 65 34 63 22 34 36 6 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,603,324
Positions
12,420 84,980 5,684 934,223 265,225 282,530 98,424 699,326 44,314 47,745 53,239 64 177,919 167,961
Changes from: November 21, 2023 Total Change is: -52,905
3,129 23,416 2,164 -1,080 -1,698 -15,258 -153 -34,471 -27,930 -2,884 4,788 -3,550 -7,343 -365
Percent of Open Interest Represented by Each Category of Trader
0.8 5.3 0.4 58.3 16.5 17.6 6.1 43.6 2.8 3.0 3.3 0.0 11.1 10.5
Number of Traders in Each Category Total Traders: 173
5 11 8 71 30 58 13 31 19 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 4,107,508
Positions
142,232 421,696 15,766 1,831,664 494,964 302,991 905,660 2,437,832 93,816 506,374 178,292 25,788 283,216 136,364
Changes from: November 21, 2023 Total Change is: -145,725
-2,171 61,691 -34,703 -66,417 -19,120 -15,600 13,216 -82,171 -50,139 11,138 -3,188 -5,569 4,520 3,073
Percent of Open Interest Represented by Each Category of Trader
3.5 10.3 0.4 44.6 12.1 7.4 22.0 59.4 2.3 12.3 4.3 0.6 6.9 3.3
Number of Traders in Each Category Total Traders: 446
26 27 18 154 40 90 82 60 51 45 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 5,386,611
Positions
112,742 265,211 220,978 2,394,581 1,111,754 770,353 337,285 1,811,783 526,035 484,730 192,355 83,517 456,389 404,626
Changes from: November 21, 2023 Total Change is: -376,759
-11,051 -4,405 -68,307 38,475 -16,091 -44,418 22,456 21,153 -168,541 -26,919 12,780 -99,680 -18,773 -9,250
Percent of Open Interest Represented by Each Category of Trader
2.1 4.9 4.1 44.5 20.6 14.3 6.3 33.6 9.8 9.0 3.6 1.6 8.5 7.5
Number of Traders in Each Category Total Traders: 428
25 28 39 134 60 111 51 82 88 30 18 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 2,024,401
Positions
72,474 169,562 4,999 984,551 569,629 303,507 251,854 557,534 32,121 166,880 109,871 1,186 206,830 275,992
Changes from: November 21, 2023 Total Change is: -245,369
1,102 -13,471 -2,582 -42,443 10,421 -115,834 1,264 -48,327 -76,700 -410 22,276 -749 -9,017 -20,403
Percent of Open Interest Represented by Each Category of Trader
3.6 8.4 0.2 48.6 28.1 15.0 12.4 27.5 1.6 8.2 5.4 0.1 10.2 13.6
Number of Traders in Each Category Total Traders: 186
4 16 6 54 50 57 13 27 15 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 4,775
Positions
0 0 0 0 0 0 487 694 2,488 767 616 0 1,033 977
Changes from: November 21, 2023 Total Change is: -1,247
0 0 0 0 0 0 -437 -296 -911 148 98 0 -47 -138
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 10.2 14.5 52.1 16.1 12.9 0.0 21.6 20.5
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 . . . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 6,298,286
Positions
161,135 718,095 66,483 2,911,782 990,317 777,768 1,010,300 2,972,904 335,324 565,521 114,743 11,612 458,360 311,039
Changes from: November 21, 2023 Total Change is: -239,276
29,529 74,189 -91,921 -31,477 -23,701 -9,360 6,182 -86,869 -61,860 -26,135 5,752 -56,483 2,249 10,977
Percent of Open Interest Represented by Each Category of Trader
2.6 11.4 1.1 46.2 15.7 12.3 16.0 47.2 5.3 9.0 1.8 0.2 7.3 4.9
Number of Traders in Each Category Total Traders: 395
16 35 26 150 35 101 51 69 67 28 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,917,677
Positions
527,970 224,201 509,212 32,348 34,665 35,318 265,311 559,550 493,788 12,254 2,790 11,225 30,251 46,928
Changes from: November 21, 2023 Total Change is: 155,414
28,488 -5,250 27,525 -10,230 -150 -9,588 49,514 73,881 78,197 -718 -290 -2,248 -5,526 -6,663
Percent of Open Interest Represented by Each Category of Trader
27.5 11.7 26.6 1.7 1.8 1.8 13.8 29.2 25.7 0.6 0.1 0.6 1.6 2.4
Number of Traders in Each Category Total Traders: 153
31 27 51 4 6 5 36 37 54 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 26,911
Positions
13,345 12,342 5,439 326 122 215 643 1,506 6,705 100 442 89 49 51
Changes from: November 21, 2023 Total Change is: -294
0 296 39 0 70 -6 124 -246 -463 0 0 0 12 16
Percent of Open Interest Represented by Each Category of Trader
49.6 45.9 20.2 1.2 0.5 0.8 2.4 5.6 24.9 0.4 1.6 0.3 0.2 0.2
Number of Traders in Each Category Total Traders: 39
13 4 9 . . . 6 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 is22,121,907
Positions
2,158,806 3,039,613 3,702,621 436,171 708,182 1,668,120 2,123,856 830,278 11,387,128 141,924 276,279 470,239 33,043 39,447
Changes from: November 21, 2023 Total Change is: 512,836
-56,521 97,327 85,097 -49,087 42,196 40,570 230,560 -31,375 250,324 1,665 13,151 14,576 -4,349 969
Percent of Open Interest Represented by Each Category of Trader
9.8 13.7 16.7 2.0 3.2 7.5 9.6 3.8 51.5 0.6 1.2 2.1 0.1 0.2
Number of Traders in Each Category Total Traders: 1,071
69 113 148 62 75 86 181 156 231 220 137 197
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,094,176
Positions
420,279 287,366 211,414 151,017 3,619 4,695 161,828 427,213 140,584 3,017 18,631 374 968 280
Changes from: November 21, 2023 Total Change is: 161,282
57,751 -1,464 9,479 22,872 314 189 60,555 143,410 13,530 -180 -571 37 -2,951 -3,642
Percent of Open Interest Represented by Each Category of Trader
38.4 26.3 19.3 13.8 0.3 0.4 14.8 39.0 12.8 0.3 1.7 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 188
29 57 56 . 6 . 23 54 46 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 17,971
Positions
2,394 0 0 0 38 0 13,562 12,314 1,980 35 3,638 0 0 1
Changes from: November 21, 2023 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.0 0.2 0.0 75.5 68.5 11.0 0.2 20.2 0.0 0.0 0.0
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 28, 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 69,394
Positions
2,546 25 31,585 40 168 0 4,045 17,729 19,265 11,913 582 0 0 40
Changes from: November 21, 2023 Total Change is: 50
0 0 0 0 -40 0 0 63 0 50 7 0 0 20
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 45.5 0.1 0.2 0.0 5.8 25.5 27.8 17.2 0.8 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . . . 0 . 5 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 32,922
Positions
6,858 0 1,253 0 469 0 1,300 23,526 2,839 20,672 4,774 0 0 61
Changes from: November 21, 2023 Total Change is: 90
0 0 0 0 0 0 -10 52 0 100 38 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.8 0.0 3.8 0.0 1.4 0.0 3.9 71.5 8.6 62.8 14.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . 0 . 0 . 9 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 26,061
Positions
676 6,561 342 11,546 0 239 4,316 13,208 3,136 3,768 1,542 252 1,786 780
Changes from: November 21, 2023 Total Change is: 851
-174 137 -88 533 -34 -11 553 1,913 -500 983 384 -442 -3 -509
Percent of Open Interest Represented by Each Category of Trader
2.6 25.2 1.3 44.3 0.0 0.9 16.6 50.7 12.0 14.5 5.9 1.0 6.9 3.0
Number of Traders in Each Category Total Traders: 134
4 13 . 19 0 4 32 43 21 12 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,321
Positions
255 2,734 28 1,535 0 46 2,056 4,608 2,600 2,122 915 264 3,414 1,125
Changes from: November 21, 2023 Total Change is: -5,656
-2,648 -5,089 -583 -101 -10 -9 46 1,288 -1,561 -438 331 -100 -262 77
Percent of Open Interest Represented by Each Category of Trader
2.1 22.2 0.2 12.5 0.0 0.4 16.7 37.4 21.1 17.2 7.4 2.1 27.7 9.1
Number of Traders in Each Category Total Traders: 108
4 . . 5 0 . 20 11 9 47 18 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 :
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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 6,095
Positions
1,775 0 2 0 0 0 105 2,348 0 3,491 3,334 0 722 411
Changes from: November 21, 2023 Total Change is: 295
1,775 -2,062 2 0 0 0 -788 362 -42 -292 1,956 -20 -340 99
Percent of Open Interest Represented by Each Category of Trader
29.1 0.0 0.0 0.0 0.0 0.0 1.7 38.5 0.0 57.3 54.7 0.0 11.8 6.7
Number of Traders in Each Category Total Traders: 51
. 0 . 0 0 0 . . 0 23 23 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 7,052
Positions
208 916 152 1,567 25 13 2,154 3,987 828 1,223 771 42 865 318
Changes from: November 21, 2023 Total Change is: -265
19 -149 -169 167 25 -1 257 1,065 -862 392 -137 -5 -64 -33
Percent of Open Interest Represented by Each Category of Trader
2.9 13.0 2.2 22.2 0.4 0.2 30.5 56.5 11.7 17.3 10.9 0.6 12.3 4.5
Number of Traders in Each Category Total Traders: 80
4 7 . 10 . . 25 23 13 8 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 31,138
Positions
503 3,796 507 2,117 576 512 2,094 5,292 14,070 8,238 3,856 2,230 867 299
Changes from: November 21, 2023 Total Change is: -7,819
503 -358 507 204 255 -88 -473 -3,584 -4,727 -3,296 691 -467 19 -48
Percent of Open Interest Represented by Each Category of Trader
1.6 12.2 1.6 6.8 1.8 1.6 6.7 17.0 45.2 26.5 12.4 7.2 2.8 1.0
Number of Traders in Each Category Total Traders: 95
. . . . . . 9 7 5 56 18 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 :
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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 4,267
Positions
0 1,699 1 0 0 0 107 856 1 3,702 1,538 0 456 172
Changes from: November 21, 2023 Total Change is: -417
0 732 -233 0 0 0 82 -1,170 -9 -23 310 -20 -214 -27
Percent of Open Interest Represented by Each Category of Trader
0.0 39.8 0.0 0.0 0.0 0.0 2.5 20.1 0.0 86.8 36.0 0.0 10.7 4.0
Number of Traders in Each Category Total Traders: 43
0 . . 0 0 0 . . . 27 11 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 39,431
Positions
0 24,274 0 13,495 351 697 19,793 6,870 1,060 1,592 2,597 22 2,772 3,560
Changes from: November 21, 2023 Total Change is: 1,482
0 0 0 -3,002 171 14 5,903 219 569 -1,460 212 7 -549 290
Percent of Open Interest Represented by Each Category of Trader
0.0 61.6 0.0 34.2 0.9 1.8 50.2 17.4 2.7 4.0 6.6 0.1 7.0 9.0
Number of Traders in Each Category Total Traders: 97
0 . 0 14 . 4 22 21 5 14 19 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 390,752
Positions
51,515 26,601 15,420 86,644 86,180 62,578 62,301 90,601 59,980 10,848 6,886 15,196 26,270 27,310
Changes from: November 21, 2023 Total Change is: -605
6,820 2,607 -3,056 -5,970 3,067 2,146 1,108 -3,714 -3,641 -162 -844 1,653 497 1,177
Percent of Open Interest Represented by Each Category of Trader
13.2 6.8 3.9 22.2 22.1 16.0 15.9 23.2 15.3 2.8 1.8 3.9 6.7 7.0
Number of Traders in Each Category Total Traders: 213
15 11 21 21 34 25 41 46 61 14 12 26
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Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 66,544
Positions
50,871 46,805 0 13,876 4,449 56 569 14,674 381 525 123 0 266 56
Changes from: November 21, 2023 Total Change is: 1,924
0 0 0 3,138 -385 -38 -1,370 2,307 4 178 15 -10 22 31
Percent of Open Interest Represented by Each Category of Trader
76.4 70.3 0.0 20.9 6.7 0.1 0.9 22.1 0.6 0.8 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 40
7 . 0 11 . . 6 4 . 6 . 0
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Updated December 1, 2023