Traders in Financial Futures - Futures Only 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 200,364
Positions
104,474 19,560 601 28,077 80,365 6,103 15,261 50,968 3,994 10,257 2,329 12 31,585 36,432
Changes from: October 31, 2023 Total Change is: 1,836
11,121 -3,691 -12 -977 10,976 -436 -6,289 -2,129 414 324 896 -5 -2,304 -4,177
Percent of Open Interest Represented by Each Category of Trader
52.1 9.8 0.3 14.0 40.1 3.0 7.6 25.4 2.0 5.1 1.2 0.0 15.8 18.2
Number of Traders in Each Category Total Traders: 122
12 . . 13 34 10 19 26 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 56,756
Positions
28,990 1,134 880 3,243 24,884 74 12,632 10,030 33 1,513 0 0 9,391 19,721
Changes from: October 31, 2023 Total Change is: 403
256 103 -86 720 1,763 20 -711 -874 -9 0 0 0 213 -514
Percent of Open Interest Represented by Each Category of Trader
51.1 2.0 1.6 5.7 43.8 0.1 22.3 17.7 0.1 2.7 0.0 0.0 16.5 34.7
Number of Traders in Each Category Total Traders: 56
8 . . . 15 . 14 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 212,730
Positions
69,854 13,305 3,980 37,253 100,443 4,586 65,345 43,084 9,692 0 2,706 0 22,020 34,934
Changes from: October 31, 2023 Total Change is: -17,261
-8,475 -246 268 -4,993 -15,911 1,329 -5,918 -1,946 833 0 -414 0 -305 -1,174
Percent of Open Interest Represented by Each Category of Trader
32.8 6.3 1.9 17.5 47.2 2.2 30.7 20.3 4.6 0.0 1.3 0.0 10.4 16.4
Number of Traders in Each Category Total Traders: 122
4 8 4 11 35 11 30 30 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 259,698
Positions
94,975 20,104 850 70,113 94,194 3,724 34,887 82,154 7,563 9,019 4,625 7 38,560 46,477
Changes from: October 31, 2023 Total Change is: -17,574
-751 1,504 292 3,235 -11,272 7 -16,556 -10,247 -1,548 1,023 2,767 0 -3,276 923
Percent of Open Interest Represented by Each Category of Trader
36.6 7.7 0.3 27.0 36.3 1.4 13.4 31.6 2.9 3.5 1.8 0.0 14.8 17.9
Number of Traders in Each Category Total Traders: 150
15 4 . 23 31 11 29 33 16 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 697,624
Positions
19,829 400,621 5,567 443,192 118,769 21,275 77,240 71,870 11,480 32,826 10,286 3,921 82,294 53,835
Changes from: October 31, 2023 Total Change is: 2,662
780 6,742 531 -153 -3,166 -726 -500 -397 994 -1,048 717 -177 2,961 -1,856
Percent of Open Interest Represented by Each Category of Trader
2.8 57.4 0.8 63.5 17.0 3.0 11.1 10.3 1.6 4.7 1.5 0.6 11.8 7.7
Number of Traders in Each Category Total Traders: 296
12 16 6 106 39 44 43 50 28 22 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 192,496
Positions
104,126 15,994 2,168 33,856 101,713 5,888 19,158 32,849 4,411 1,120 0 0 21,769 29,473
Changes from: October 31, 2023 Total Change is: -4,370
-5,629 7,787 1,727 3,805 -3,783 366 -6,176 -9,447 3,421 -1,061 0 0 -823 -4,441
Percent of Open Interest Represented by Each Category of Trader
54.1 8.3 1.1 17.6 52.8 3.1 10.0 17.1 2.3 0.6 0.0 0.0 11.3 15.3
Number of Traders in Each Category Total Traders: 104
9 6 . 14 22 9 20 30 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 216,534
Positions
21,554 53,131 200 109,616 2,839 1,284 72,633 54,003 445 3,863 102,173 0 6,939 2,459
Changes from: October 31, 2023 Total Change is: 17,456
-801 6,927 4 10,949 -2,453 611 4,081 11,813 -89 1,507 1,343 0 1,194 -700
Percent of Open Interest Represented by Each Category of Trader
10.0 24.5 0.1 50.6 1.3 0.6 33.5 24.9 0.2 1.8 47.2 0.0 3.2 1.1
Number of Traders in Each Category Total Traders: 153
4 9 . 23 8 5 56 25 10 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 51,001
Positions
31,984 4,853 92 3,787 27,598 197 10,681 11,153 1,011 188 603 14 3,047 5,480
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 - Futures Only 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 - Futures Only 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 103,306
Positions
52,246 10,280 772 14,052 22,393 532 13,137 32,986 1,587 10,217 18,510 2 10,761 16,244
Changes from: October 31, 2023 Total Change is: -630
192 823 -251 375 -4,234 -21 1,752 1,143 267 -3,047 567 -1 104 1,077
Percent of Open Interest Represented by Each Category of Trader
50.6 10.0 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 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 103,306
Positions
52,246 10,280 772 14,052 22,393 532 13,137 32,986 1,587 10,217 18,510 2 10,761 16,244
Changes from: October 31, 2023 Total Change is: -630
192 823 -251 375 -4,234 -21 1,752 1,143 267 -3,047 567 -1 104 1,077
Percent of Open Interest Represented by Each Category of Trader
50.6 10.0 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 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 2,194,624
Positions
251,340 648,446 25,117 1,091,709 420,025 178,384 168,252 442,153 55,788 150,514 173,046 9,378 264,142 242,287
Changes from: October 31, 2023 Total Change is: 1,443
2,763 -4,287 -1,935 16,761 -48,585 -7,038 22,130 58,731 -5,510 -21,042 -237 2,436 -7,124 7,867
Percent of Open Interest Represented by Each Category of Trader
11.5 29.5 1.1 49.7 19.1 8.1 7.7 20.1 2.5 6.9 7.9 0.4 12.0 11.0
Number of Traders in Each Category Total Traders: 508
32 37 21 165 73 103 75 83 65 22 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 2,177,947
Positions
251,150 647,684 25,117 1,089,848 420,130 177,963 172,654 445,499 46,395 154,480 172,896 5,411 254,929 236,852
Changes from: October 31, 2023 Total Change is: 3,258
3,541 -4,397 -1,935 16,927 -48,595 -7,031 19,397 61,089 -3,699 -20,593 -387 1,987 -5,336 6,226
Percent of Open Interest Represented by Each Category of Trader
11.5 29.7 1.2 50.0 19.3 8.2 7.9 20.5 2.1 7.1 7.9 0.2 11.7 10.9
Number of Traders in Each Category Total Traders: 497
32 37 21 161 73 100 70 83 63 22 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 166,773
Positions
1,901 7,624 0 20,550 884 2,277 46,820 57,389 3,082 0 41,157 10 92,133 54,350
Changes from: October 31, 2023 Total Change is: -18,152
-7,776 1,104 0 -1,858 -102 135 9,080 -41,835 149 0 5,989 0 -17,882 16,408
Percent of Open Interest Represented by Each Category of Trader
1.1 4.6 0.0 12.3 0.5 1.4 28.1 34.4 1.8 0.0 24.7 0.0 55.2 32.6
Number of Traders in Each Category Total Traders: 28
. . 0 10 . 4 8 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 279,223
Positions
49,653 86,324 2,680 88,577 23,030 7,574 62,112 46,464 12,930 16,978 50,681 627 38,092 48,914
Changes from: October 31, 2023 Total Change is: 8,899
-9,965 14,034 -396 8,196 -11,416 101 15,129 -8,981 -1,124 353 8,191 463 -3,858 8,028
Percent of Open Interest Represented by Each Category of Trader
17.8 30.9 1.0 31.7 8.2 2.7 22.2 16.6 4.6 6.1 18.2 0.2 13.6 17.5
Number of Traders in Each Category Total Traders: 324
28 29 13 75 30 35 57 54 26 18 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 268,597
Positions
49,941 86,287 2,000 88,298 23,030 7,553 61,816 51,674 6,021 16,852 48,558 592 35,524 42,882
Changes from: October 31, 2023 Total Change is: 9,291
-9,751 13,693 -272 8,108 -11,477 159 11,220 -7,494 1,239 435 8,077 472 -2,319 4,894
Percent of Open Interest Represented by Each Category of Trader
18.6 32.1 0.7 32.9 8.6 2.8 23.0 19.2 2.2 6.3 18.1 0.2 13.2 16.0
Number of Traders in Each Category Total Traders: 297
27 26 10 71 30 34 53 52 23 13 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 106,264
Positions
3,854 7,097 73 2,792 0 207 66,042 10,983 6,009 1,257 21,228 352 25,678 60,315
Changes from: October 31, 2023 Total Change is: -3,925
-3,365 2,178 -13 272 0 26 14,637 -39,328 820 -824 1,135 -86 -15,392 31,343
Percent of Open Interest Represented by Each Category of Trader
3.6 6.7 0.1 2.6 0.0 0.2 62.1 10.3 5.7 1.2 20.0 0.3 24.2 56.8
Number of Traders in Each Category Total Traders: 45
. 4 . 5 0 . 14 7 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 546,859
Positions
131,738 94,953 11,276 182,563 186,502 39,084 138,013 135,909 5,229 13,849 48,730 244 24,863 24,932
Changes from: October 31, 2023 Total Change is: -6,521
-9,505 2,044 514 7,081 -9,890 -109 -2,934 4,347 -854 -1,298 -1,777 -42 626 -754
Percent of Open Interest Represented by Each Category of Trader
24.1 17.4 2.1 33.4 34.1 7.1 25.2 24.9 1.0 2.5 8.9 0.0 4.5 4.6
Number of Traders in Each Category Total Traders: 355
35 18 6 82 73 46 48 72 29 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 1,362,012
Positions
42,023 191,522 7,013 745,148 292,369 181,655 72,032 412,793 45,160 75,155 92,465 377 193,449 138,658
Changes from: October 31, 2023 Total Change is: -15,926
3,553 22,915 86 -15,453 -9,925 -6,865 3,980 -18,723 5,138 2,057 517 377 -8,799 -9,446
Percent of Open Interest Represented by Each Category of Trader
3.1 14.1 0.5 54.7 21.5 13.3 5.3 30.3 3.3 5.5 6.8 0.0 14.2 10.2
Number of Traders in Each Category Total Traders: 219
13 20 6 64 40 64 22 42 23 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,572,983
Positions
9,005 50,309 1,597 929,021 314,321 279,478 100,459 708,683 29,176 51,896 48,848 14 172,337 140,557
Changes from: October 31, 2023 Total Change is: 12,364
-6,089 15,394 -4,809 8,414 -600 134 8,346 -17,309 12,486 -1,946 13,581 0 -4,172 -6,513
Percent of Open Interest Represented by Each Category of Trader
0.6 3.2 0.1 59.1 20.0 17.8 6.4 45.1 1.9 3.3 3.1 0.0 11.0 8.9
Number of Traders in Each Category Total Traders: 173
. 9 . 76 28 60 15 30 10 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 4,157,941
Positions
142,982 320,145 16,846 1,963,313 498,185 266,224 933,802 2,649,458 62,795 474,684 174,553 28,232 269,063 141,503
Changes from: October 31, 2023 Total Change is: -30,532
15,953 -40,632 3,265 26,363 -15,390 2,370 -96,296 21,949 -7,220 24,446 8,734 -1,587 2,174 -2,021
Percent of Open Interest Represented by Each Category of Trader
3.4 7.7 0.4 47.2 12.0 6.4 22.5 63.7 1.5 11.4 4.2 0.7 6.5 3.4
Number of Traders in Each Category Total Traders: 460
31 26 11 156 42 88 79 65 47 47 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 4,626,236
Positions
99,602 316,538 50,675 2,375,750 1,100,272 708,744 373,870 1,746,308 97,788 468,436 243,510 2,505 448,866 359,896
Changes from: October 31, 2023 Total Change is: -65,300
22,730 31,689 17,904 -128,417 4,693 21,230 -28,296 -95,799 -14,387 56,344 -25,003 -122 -12,286 -5,505
Percent of Open Interest Represented by Each Category of Trader
2.2 6.8 1.1 51.4 23.8 15.3 8.1 37.7 2.1 10.1 5.3 0.1 9.7 7.8
Number of Traders in Each Category Total Traders: 429
20 32 14 137 61 104 58 75 54 24 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,011,801
Positions
72,129 173,037 1,282 1,012,969 572,200 303,824 224,459 591,159 30,431 158,599 76,718 423 207,685 262,727
Changes from: October 31, 2023 Total Change is: -1,082
4,804 2,740 -1,952 20,145 8,060 -2,799 -1,602 -26,847 4,576 -9,644 5,829 0 -14,610 9,311
Percent of Open Interest Represented by Each Category of Trader
3.6 8.6 0.1 50.4 28.4 15.1 11.2 29.4 1.5 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 11 37 14 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 6,019,834
Positions
171,479 722,355 20,386 3,050,371 953,386 717,443 951,858 3,030,487 131,066 562,518 118,960 1,141 413,572 324,610
Changes from: October 31, 2023 Total Change is: 273,697
7,802 -53,480 9,136 192,241 92,923 -47,609 59,567 208,528 62,087 -20,126 -173 129 10,470 2,156
Percent of Open Interest Represented by Each Category of Trader
2.8 12.0 0.3 50.7 15.8 11.9 15.8 50.3 2.2 9.3 2.0 0.0 6.9 5.4
Number of Traders in Each Category Total Traders: 391
19 31 12 153 32 101 51 67 44 24 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 is10,599,743
Positions
2,314,670 2,858,122 1,572,801 660,018 817,681 986,949 1,994,075 1,079,337 2,885,540 58,715 269,033 99,042 27,933 31,238
Changes from: October 31, 2023 Total Change is: 93,384
138,330 184,558 -93,677 -57,939 80,064 -17,008 70,603 -160,592 90,553 -16,111 27,613 -7,290 -14,077 -10,837
Percent of Open Interest Represented by Each Category of Trader
21.8 27.0 14.8 6.2 7.7 9.3 18.8 10.2 27.2 0.6 2.5 0.9 0.3 0.3
Number of Traders in Each Category Total Traders: 891
69 113 136 40 83 58 117 180 185 113 105 108
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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
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Traders in Financial Futures - Futures Only Positions as of November 7, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 21,749
Positions
798 5,355 104 10,268 0 150 4,782 12,188 1,084 2,836 2,024 147 1,580 697
Changes from: October 31, 2023 Total Change is: 2,146
115 598 -12 1,087 0 -12 2 366 393 386 666 75 112 72
Percent of Open Interest Represented by Each Category of Trader
3.7 24.6 0.5 47.2 0.0 0.7 22.0 56.0 5.0 13.0 9.3 0.7 7.3 3.2
Number of Traders in Each Category Total Traders: 137
5 11 . 17 0 . 44 35 14 14 9 5
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Traders in Financial Futures - Futures Only Positions as of November 7, 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 10,661
Positions
1,469 5,789 0 1,766 64 57 1,372 2,823 272 2,414 594 6 3,305 1,056
Changes from: October 31, 2023 Total Change is: 2,799
1,152 1,701 0 696 64 26 143 864 98 365 -87 -1 320 134
Percent of Open Interest Represented by Each Category of Trader
13.8 54.3 0.0 16.6 0.6 0.5 12.9 26.5 2.6 22.6 5.6 0.1 31.0 9.9
Number of Traders in Each Category Total Traders: 98
4 . 0 5 . . 18 11 5 47 9 .
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Traders in Financial Futures - Futures Only Positions as of November 7, 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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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
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Traders in Financial Futures - Futures Only Positions as of November 7, 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 4,610
Positions
148 912 39 810 35 26 1,456 2,342 133 1,046 768 3 949 352
Changes from: October 31, 2023 Total Change is: 483
-39 373 -32 347 -109 -50 -72 -131 49 118 436 1 161 -54
Percent of Open Interest Represented by Each Category of Trader
3.2 19.8 0.8 17.6 0.8 0.6 31.6 50.8 2.9 22.7 16.7 0.1 20.6 7.6
Number of Traders in Each Category Total Traders: 67
. 9 . 8 . . 20 20 7 . . .
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Traders in Financial Futures - Futures Only Positions as of November 7, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 17,042
Positions
1,317 323 1,689 590 1,030 600 1,818 9,796 665 9,707 2,544 60 596 335
Changes from: October 31, 2023 Total Change is: 547
-1,069 -444 163 0 -1,968 300 -1,301 2,469 607 1,750 -774 10 87 184
Percent of Open Interest Represented by Each Category of Trader
7.7 1.9 9.9 3.5 6.0 3.5 10.7 57.5 3.9 57.0 14.9 0.4 3.5 2.0
Number of Traders in Each Category Total Traders: 88
. . . . . . 7 7 . 57 12 .
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Traders in Financial Futures - Futures Only Positions as of November 7, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,224
Positions
0 24,206 0 17,611 683 705 15,598 8,680 838 2,569 2,899 0 3,903 3,213
Changes from: October 31, 2023 Total Change is: -1,579
0 5 0 -2,048 -110 -28 758 -2,627 335 -58 963 0 -538 -117
Percent of Open Interest Represented by Each Category of Trader
0.0 58.7 0.0 42.7 1.7 1.7 37.8 21.1 2.0 6.2 7.0 0.0 9.5 7.8
Number of Traders in Each Category Total Traders: 100
0 . 0 13 4 4 30 16 5 16 18 0
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Traders in Financial Futures - Futures Only Positions as of November 7, 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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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
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Traders in Financial Futures - Futures Only Positions as of November 7, 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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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 . .
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Updated November 13, 2023