Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 145,208
Positions
26,755 35,868 97 44,550 40,291 4,266 22,157 30,300 5,913 12,151 1,226 1,839 27,480 25,408
Changes from: February 1, 2022 Total Change is: 126
-64 -5,652 0 1,168 1,368 -599 1,891 3,178 810 696 -489 100 -3,876 1,410
Percent of Open Interest Represented by Each Category of Trader
18.4 24.7 0.1 30.7 27.7 2.9 15.3 20.9 4.1 8.4 0.8 1.3 18.9 17.5
Number of Traders in Each Category Total Traders: 105
4 11 . 18 20 6 22 17 14 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,481
Positions
25,221 2,065 0 2,319 11,722 1,564 2,462 8,210 77 0 486 0 9,838 17,357
Changes from: February 1, 2022 Total Change is: 427
1,015 -575 0 -693 -886 -227 536 3,102 61 0 0 0 -265 -1,048
Percent of Open Interest Represented by Each Category of Trader
60.8 5.0 0.0 5.6 28.3 3.8 5.9 19.8 0.2 0.0 1.2 0.0 23.7 41.8
Number of Traders in Each Category Total Traders: 45
5 4 0 . 16 5 5 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 197,948
Positions
68,971 38,140 3,840 46,673 73,022 5,463 35,402 33,498 8,606 2,042 7,650 0 26,951 27,729
Changes from: February 1, 2022 Total Change is: 13,941
-7,623 12,199 1,367 10,498 -6,427 949 3,069 5,497 3,839 -264 -1,081 0 2,106 -2,402
Percent of Open Interest Represented by Each Category of Trader
34.8 19.3 1.9 23.6 36.9 2.8 17.9 16.9 4.3 1.0 3.9 0.0 13.6 14.0
Number of Traders in Each Category Total Traders: 120
6 8 4 16 30 15 23 29 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 196,478
Positions
99,764 16,192 445 50,862 83,630 4,663 16,976 52,629 3,815 2,344 686 0 17,609 34,418
Changes from: February 1, 2022 Total Change is: 2,043
-2,021 4,869 17 723 -6,431 414 120 3,011 455 684 -39 0 1,651 -253
Percent of Open Interest Represented by Each Category of Trader
50.8 8.2 0.2 25.9 42.6 2.4 8.6 26.8 1.9 1.2 0.3 0.0 9.0 17.5
Number of Traders in Each Category Total Traders: 121
9 5 5 18 27 12 17 37 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 700,098
Positions
40,688 355,853 5,495 407,945 130,416 27,962 63,922 97,767 11,317 48,479 11,408 6,565 87,725 53,315
Changes from: February 1, 2022 Total Change is: 14,667
-582 37,737 458 12,484 -18,672 -983 3,814 -5,530 -1,144 -3,925 4,915 495 4,050 -2,609
Percent of Open Interest Represented by Each Category of Trader
5.8 50.8 0.8 58.3 18.6 4.0 9.1 14.0 1.6 6.9 1.6 0.9 12.5 7.6
Number of Traders in Each Category Total Traders: 326
16 17 11 107 41 42 50 43 32 36 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,594
Positions
1,341 12,379 0 14,802 7,302 3,254 466 3,601 0 0 0 0 12,731 6,058
Changes from: February 1, 2022 Total Change is: -368
0 0 0 -597 1,257 72 0 0 0 0 0 0 157 -1,697
Percent of Open Interest Represented by Each Category of Trader
4.1 38.0 0.0 45.4 22.4 10.0 1.4 11.0 0.0 0.0 0.0 0.0 39.1 18.6
Number of Traders in Each Category Total Traders: 26
. . 0 16 6 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,173
Positions
10,778 0 0 4,772 15,956 1,413 0 2,393 0 0 0 0 8,210 5,411
Changes from: February 1, 2022 Total Change is: -12
110 0 0 -81 -880 108 -793 848 -421 0 0 0 1,065 333
Percent of Open Interest Represented by Each Category of Trader
42.8 0.0 0.0 19.0 63.4 5.6 0.0 9.5 0.0 0.0 0.0 0.0 32.6 21.5
Number of Traders in Each Category Total Traders: 21
. 0 0 4 12 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 196,403
Positions
115,365 14,578 391 35,664 93,705 3,338 10,787 45,727 5,197 6,176 1,366 0 19,485 32,101
Changes from: February 1, 2022 Total Change is: -510
197 2,356 71 1,363 -2,400 -193 -6,994 891 -305 3,994 1,366 0 1,357 -2,296
Percent of Open Interest Represented by Each Category of Trader
58.7 7.4 0.2 18.2 47.7 1.7 5.5 23.3 2.6 3.1 0.7 0.0 9.9 16.3
Number of Traders in Each Category Total Traders: 95
8 6 . 11 21 4 12 30 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 39,233
Positions
139 30,434 0 19,233 0 3,129 11,177 1,068 2 2,998 3,441 0 2,555 1,159
Changes from: February 1, 2022 Total Change is: -7,125
-749 -639 0 782 -271 968 -8,190 -2,747 -200 -267 -3,671 0 531 -565
Percent of Open Interest Represented by Each Category of Trader
0.4 77.6 0.0 49.0 0.0 8.0 28.5 2.7 0.0 7.6 8.8 0.0 6.5 3.0
Number of Traders in Each Category Total Traders: 45
. 4 0 9 0 . 18 . . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 134,257
Positions
915 49,685 505 79,459 6,221 1,579 39,649 49,173 368 5,606 23,379 109 6,067 3,238
Changes from: February 1, 2022 Total Change is: -7,095
389 40 0 -1,003 727 485 -6,942 -8,827 14 164 379 109 -311 -22
Percent of Open Interest Represented by Each Category of Trader
0.7 37.0 0.4 59.2 4.6 1.2 29.5 36.6 0.3 4.2 17.4 0.1 4.5 2.4
Number of Traders in Each Category Total Traders: 157
4 10 . 19 14 6 49 29 8 16 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 64,283
Positions
276 17,750 0 43,023 1,143 275 14,001 42,188 319 2,723 1,128 0 3,666 1,480
Changes from: February 1, 2022 Total Change is: -11,892
-6,699 17,750 -17,750 12,508 124 75 1,272 -10,876 -929 527 -90 0 -896 -196
Percent of Open Interest Represented by Each Category of Trader
0.4 27.6 0.0 66.9 1.8 0.4 21.8 65.6 0.5 4.2 1.8 0.0 5.7 2.3
Number of Traders in Each Category Total Traders: 71
. . 0 13 . . 20 14 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 54,877
Positions
29,012 2,499 0 2,034 26,079 235 19,295 17,321 1,021 150 2,225 33 3,097 5,464
Changes from: February 1, 2022 Total Change is: -3,590
-952 170 0 -1,084 -1,181 -326 -1,896 -2,964 203 150 147 1 314 360
Percent of Open Interest Represented by Each Category of Trader
52.9 4.6 0.0 3.7 47.5 0.4 35.2 31.6 1.9 0.3 4.1 0.1 5.6 10.0
Number of Traders in Each Category Total Traders: 107
10 . 0 6 25 . 23 31 7 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 22,035
Positions
4,013 0 0 14,399 2,183 0 2,023 16,809 536 384 719 7 673 1,781
Changes from: February 1, 2022 Total Change is: 4,567
143 0 0 4,210 -1,024 0 530 5,367 0 150 154 0 -466 70
Percent of Open Interest Represented by Each Category of Trader
18.2 0.0 0.0 65.3 9.9 0.0 9.2 76.3 2.4 1.7 3.3 0.0 3.1 8.1
Number of Traders in Each Category Total Traders: 32
. 0 0 . 6 0 5 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,397
Positions
15,620 12,049 536 6,881 2,644 417 8,345 7,371 666 1,688 11,099 55 7,190 6,562
Changes from: February 1, 2022 Total Change is: -2,286
-1,675 -186 9 7 -906 17 -949 -137 132 136 -1,706 55 -17 436
Percent of Open Interest Represented by Each Category of Trader
37.7 29.1 1.3 16.6 6.4 1.0 20.2 17.8 1.6 4.1 26.8 0.1 17.4 15.9
Number of Traders in Each Category Total Traders: 104
17 8 4 22 8 8 22 14 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,794
Positions
31,239 24,098 1,071 13,762 5,288 834 16,690 14,741 1,332 3,376 22,197 110 14,380 13,123
Changes from: February 1, 2022 Total Change is: -4,571
-3,350 -371 18 13 -1,811 34 -1,897 -274 263 272 -3,412 110 -34 872
Percent of Open Interest Represented by Each Category of Trader
37.7 29.1 1.3 16.6 6.4 1.0 20.2 17.8 1.6 4.1 26.8 0.1 17.4 15.9
Number of Traders in Each Category Total Traders: 104
17 8 4 22 8 8 22 14 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,536
Positions
16,215 26,427 0 20,589 9,830 1,176 2,049 4,322 0 0 0 0 2,507 781
Changes from: February 1, 2022 Total Change is: 255
75 -262 0 -743 383 17 789 397 0 0 0 0 117 -280
Percent of Open Interest Represented by Each Category of Trader
38.1 62.1 0.0 48.4 23.1 2.8 4.8 10.2 0.0 0.0 0.0 0.0 5.9 1.8
Number of Traders in Each Category Total Traders: 36
6 5 0 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 445,982
Positions
31,558 123,571 9,814 204,065 92,365 55,221 56,432 44,724 8,069 28,099 64,070 581 52,144 47,568
Changes from: February 1, 2022 Total Change is: -10,812
3,509 -7,368 293 -9,913 5,245 1,258 -3,279 -5,221 681 -964 -6,284 92 -2,490 492
Percent of Open Interest Represented by Each Category of Trader
7.1 27.7 2.2 45.8 20.7 12.4 12.7 10.0 1.8 6.3 14.4 0.1 11.7 10.7
Number of Traders in Each Category Total Traders: 509
29 37 22 149 86 101 71 73 54 36 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,783
Positions
9,510 16,788 0 5,130 750 44 2,261 0 0 0 0 0 1,838 1,201
Changes from: February 1, 2022 Total Change is: -1,177
1,588 -795 0 -3,043 0 44 -51 -261 0 0 0 0 285 -165
Percent of Open Interest Represented by Each Category of Trader
50.6 89.4 0.0 27.3 4.0 0.2 12.0 0.0 0.0 0.0 0.0 0.0 9.8 6.4
Number of Traders in Each Category Total Traders: 22
4 9 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 35,478
Positions
16,319 32,479 0 10,393 0 0 4,810 1,449 0 0 0 0 3,956 1,550
Changes from: February 1, 2022 Total Change is: -1,230
107 613 0 -2,427 0 0 845 285 0 0 0 0 245 -2,128
Percent of Open Interest Represented by Each Category of Trader
46.0 91.5 0.0 29.3 0.0 0.0 13.6 4.1 0.0 0.0 0.0 0.0 11.2 4.4
Number of Traders in Each Category Total Traders: 33
4 12 0 11 0 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,229,911
Positions
157,790 617,855 49,071 1,020,324 461,827 276,104 282,160 223,618 40,345 140,494 320,348 2,904 260,719 237,839
Changes from: February 1, 2022 Total Change is: -54,058
17,547 -36,841 1,466 -49,567 26,225 6,289 -16,393 -26,106 3,407 -4,819 -31,419 462 -12,450 2,459
Percent of Open Interest Represented by Each Category of Trader
7.1 27.7 2.2 45.8 20.7 12.4 12.7 10.0 1.8 6.3 14.4 0.1 11.7 10.7
Number of Traders in Each Category Total Traders: 509
29 37 22 149 86 101 71 73 54 36 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,419
Positions
16,554 25,830 0 6,226 347 516 1,799 565 7 0 0 0 3,317 1,154
Changes from: February 1, 2022 Total Change is: 144
475 123 0 -304 0 0 79 1 0 0 0 0 -106 20
Percent of Open Interest Represented by Each Category of Trader
58.2 90.9 0.0 21.9 1.2 1.8 6.3 2.0 0.0 0.0 0.0 0.0 11.7 4.1
Number of Traders in Each Category Total Traders: 31
7 6 0 12 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,342
Positions
6,050 20,631 0 11,384 0 0 1,071 230 0 0 0 0 2,837 481
Changes from: February 1, 2022 Total Change is: -1
0 0 0 -3 0 0 126 230 0 0 0 0 -124 -231
Percent of Open Interest Represented by Each Category of Trader
28.3 96.7 0.0 53.3 0.0 0.0 5.0 1.1 0.0 0.0 0.0 0.0 13.3 2.3
Number of Traders in Each Category Total Traders: 21
4 7 0 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,878
Positions
3,440 12,813 0 6,520 0 438 1,585 0 0 0 0 0 1,895 627
Changes from: February 1, 2022 Total Change is: -2,949
-2,070 -99 0 -711 0 2 114 -676 -17 0 0 0 -267 -2,159
Percent of Open Interest Represented by Each Category of Trader
24.8 92.3 0.0 47.0 0.0 3.2 11.4 0.0 0.0 0.0 0.0 0.0 13.7 4.5
Number of Traders in Each Category Total Traders: 22
5 8 0 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 174,454
Positions
51,498 8,340 0 19,875 3,675 284 46,357 101,889 1,858 6,784 0 0 47,798 58,408
Changes from: February 1, 2022 Total Change is: -639
2,925 -325 0 -2,194 1,770 39 1,276 40,510 -3,820 2,165 0 0 -1,030 -38,813
Percent of Open Interest Represented by Each Category of Trader
29.5 4.8 0.0 11.4 2.1 0.2 26.6 58.4 1.1 3.9 0.0 0.0 27.4 33.5
Number of Traders in Each Category Total Traders: 29
. . 0 8 . . 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 47,126
Positions
17,478 3,811 85 17,207 30,980 2,846 1,990 3,619 467 0 393 0 7,053 4,925
Changes from: February 1, 2022 Total Change is: 1,070
146 346 77 708 -871 294 73 961 -2 0 393 0 -226 -128
Percent of Open Interest Represented by Each Category of Trader
37.1 8.1 0.2 36.5 65.7 6.0 4.2 7.7 1.0 0.0 0.8 0.0 15.0 10.5
Number of Traders in Each Category Total Traders: 71
6 6 . 26 20 9 4 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,753
Positions
12,517 9,224 232 12,760 12,661 917 10,639 9,971 548 1,938 3,746 19 7,184 9,435
Changes from: February 1, 2022 Total Change is: -1,113
-1,322 383 27 -538 590 -24 1,883 -461 -632 -354 -893 -21 -133 -83
Percent of Open Interest Represented by Each Category of Trader
26.8 19.7 0.5 27.3 27.1 2.0 22.8 21.3 1.2 4.1 8.0 0.0 15.4 20.2
Number of Traders in Each Category Total Traders: 301
27 19 8 56 57 35 45 53 26 17 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 233,767
Positions
62,585 46,120 1,159 63,801 63,306 4,587 53,194 49,853 2,738 9,688 18,731 96 35,919 47,177
Changes from: February 1, 2022 Total Change is: -5,567
-6,610 1,913 134 -2,690 2,949 -119 9,414 -2,304 -3,158 -1,770 -4,463 -103 -665 -416
Percent of Open Interest Represented by Each Category of Trader
26.8 19.7 0.5 27.3 27.1 2.0 22.8 21.3 1.2 4.1 8.0 0.0 15.4 20.2
Number of Traders in Each Category Total Traders: 301
27 19 8 56 57 35 45 53 26 17 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 161,292
Positions
737 9,886 0 1,289 431 0 82,410 122,894 4,737 3,128 921 0 68,991 22,423
Changes from: February 1, 2022 Total Change is: 15,933
105 3,565 0 115 431 0 20,550 15,752 1,218 -1,155 -81 0 -4,900 -4,952
Percent of Open Interest Represented by Each Category of Trader
0.5 6.1 0.0 0.8 0.3 0.0 51.1 76.2 2.9 1.9 0.6 0.0 42.8 13.9
Number of Traders in Each Category Total Traders: 40
. . 0 . . 0 12 10 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 497,652
Positions
120,888 40,937 2,483 191,729 198,588 55,426 84,279 125,769 8,414 8,258 41,731 457 25,718 23,847
Changes from: February 1, 2022 Total Change is: 19,693
18,299 -13,594 -369 -4,908 8,519 1,306 452 18,165 3,498 2,013 1,224 -124 -474 1,068
Percent of Open Interest Represented by Each Category of Trader
24.3 8.2 0.5 38.5 39.9 11.1 16.9 25.3 1.7 1.7 8.4 0.1 5.2 4.8
Number of Traders in Each Category Total Traders: 364
33 15 6 92 70 52 40 86 28 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 27,370
Positions
6,149 25,415 0 16,769 458 0 2,611 1,080 15 0 0 0 1,826 402
Changes from: February 1, 2022 Total Change is: 45
93 240 0 133 9 0 -7 -53 -5 0 0 0 -169 -146
Percent of Open Interest Represented by Each Category of Trader
22.5 92.9 0.0 61.3 1.7 0.0 9.5 3.9 0.1 0.0 0.0 0.0 6.7 1.5
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,276
Positions
525 6,215 0 10,209 749 16 230 3,425 1 674 1,024 0 3,621 3,846
Changes from: February 1, 2022 Total Change is: -216
525 -11 0 -194 10 2 -491 -106 1 0 11 0 -59 -123
Percent of Open Interest Represented by Each Category of Trader
3.4 40.7 0.0 66.8 4.9 0.1 1.5 22.4 0.0 4.4 6.7 0.0 23.7 25.2
Number of Traders in Each Category Total Traders: 21
. . 0 11 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,953
Positions
11,615 4,847 729 14,624 6,104 402 9,397 9,823 196 8,924 1,464 0 6,066 28,388
Changes from: February 1, 2022 Total Change is: 12
-888 124 84 824 -751 -33 1,082 -80 16 -1,295 1,251 0 222 -599
Percent of Open Interest Represented by Each Category of Trader
22.4 9.3 1.4 28.1 11.7 0.8 18.1 18.9 0.4 17.2 2.8 0.0 11.7 54.6
Number of Traders in Each Category Total Traders: 64
11 7 . 14 5 . 9 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 378,567
Positions
41,231 176,503 2,272 256,415 111,072 39,924 15,298 16,929 1,836 11,512 22,547 1,234 8,845 6,250
Changes from: February 1, 2022 Total Change is: 8,492
4,222 499 -160 2,667 7,742 -661 2,281 1,315 364 754 -2,011 22 -997 1,382
Percent of Open Interest Represented by Each Category of Trader
10.9 46.6 0.6 67.7 29.3 10.5 4.0 4.5 0.5 3.0 6.0 0.3 2.3 1.7
Number of Traders in Each Category Total Traders: 191
13 11 5 74 47 37 17 12 8 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,090,025
Positions
124,218 512,052 2,935 678,838 335,183 114,813 82,872 70,626 7,433 52,614 26,939 910 25,392 19,134
Changes from: February 1, 2022 Total Change is: -15,242
8,935 -442 -468 838 -18,087 -5,841 -17,862 1,504 80 -414 5,508 77 -587 2,427
Percent of Open Interest Represented by Each Category of Trader
11.4 47.0 0.3 62.3 30.8 10.5 7.6 6.5 0.7 4.8 2.5 0.1 2.3 1.8
Number of Traders in Each Category Total Traders: 412
27 21 8 149 76 84 51 44 27 28 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 203,389
Positions
18,962 156,983 22,046 16,892 5,885 667 126,434 805 16,636 1,424 302 0 328 65
Changes from: February 1, 2022 Total Change is: -344
-2,363 -849 1,477 497 0 0 923 0 -893 35 0 0 -20 -79
Percent of Open Interest Represented by Each Category of Trader
9.3 77.2 10.8 8.3 2.9 0.3 62.2 0.4 8.2 0.7 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 77
7 21 14 9 . . 25 . 9 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,186,568
Positions
4,626 100,603 2,867 553,652 260,817 262,094 102,571 316,754 15,773 83,798 46,137 779 160,408 180,744
Changes from: February 1, 2022 Total Change is: -8,986
-1,616 -6,561 1,361 -11,079 765 887 164 -2,525 1,246 5,991 2,394 -68 -5,872 -6,485
Percent of Open Interest Represented by Each Category of Trader
0.4 8.5 0.2 46.7 22.0 22.1 8.6 26.7 1.3 7.1 3.9 0.1 13.5 15.2
Number of Traders in Each Category Total Traders: 185
6 18 6 59 42 65 23 26 20 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,287,280
Positions
36,349 66,925 1,613 700,838 270,145 196,148 88,795 594,724 22,029 83,188 8,758 122 158,198 126,816
Changes from: February 1, 2022 Total Change is: 2,042
-410 -2,351 -1,071 -5,723 1,088 -2,154 2,298 3,490 4,429 -1,299 -1,010 0 5,972 -379
Percent of Open Interest Represented by Each Category of Trader
2.8 5.2 0.1 54.4 21.0 15.2 6.9 46.2 1.7 6.5 0.7 0.0 12.3 9.9
Number of Traders in Each Category Total Traders: 146
4 9 4 72 23 55 8 19 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,302,597
Positions
84,158 146,782 13,218 811,004 634,800 468,994 613,951 402,216 146,411 35,624 269,590 4,355 124,882 216,231
Changes from: February 1, 2022 Total Change is: 32,349
30,993 11,607 658 7,457 -39,958 -3,614 -12,438 44,780 21,594 -11,535 8,122 -4,642 3,876 -6,198
Percent of Open Interest Represented by Each Category of Trader
3.7 6.4 0.6 35.2 27.6 20.4 26.7 17.5 6.4 1.5 11.7 0.2 5.4 9.4
Number of Traders in Each Category Total Traders: 352
18 32 8 78 77 82 37 67 35 8 35 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,048,525
Positions
77,134 198,796 46,477 1,614,228 1,438,907 775,106 968,611 500,187 142,634 94,748 336,156 22,925 306,662 587,337
Changes from: February 1, 2022 Total Change is: 116,024
3,970 18,361 7,200 360 70,422 -35,560 80,043 -25,807 50,196 -1,251 28,397 1,149 9,917 1,666
Percent of Open Interest Represented by Each Category of Trader
1.9 4.9 1.1 39.9 35.5 19.1 23.9 12.4 3.5 2.3 8.3 0.6 7.6 14.5
Number of Traders in Each Category Total Traders: 423
18 34 15 73 118 99 56 84 64 17 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,410,203
Positions
105,386 23,090 5,155 417,357 592,983 196,719 405,526 203,908 51,719 107,617 57,884 4 120,720 278,741
Changes from: February 1, 2022 Total Change is: 34,073
7,186 1,850 175 3,832 28,029 -947 769 -2,689 10,052 1,879 2,992 4 11,123 -5,393
Percent of Open Interest Represented by Each Category of Trader
7.5 1.6 0.4 29.6 42.0 13.9 28.8 14.5 3.7 7.6 4.1 0.0 8.6 19.8
Number of Traders in Each Category Total Traders: 159
6 7 5 28 61 56 20 19 18 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,020,579
Positions
64,176 222,572 19,440 2,111,021 1,042,650 764,601 378,262 1,015,405 133,025 274,307 308,405 370 275,377 514,111
Changes from: February 1, 2022 Total Change is: 1,510
13,950 -31,606 7,762 -58,520 12,989 33,750 -11,932 1,003 21,086 -27,450 -18,718 245 22,619 -25,001
Percent of Open Interest Represented by Each Category of Trader
1.6 5.5 0.5 52.5 25.9 19.0 9.4 25.3 3.3 6.8 7.7 0.0 6.8 12.8
Number of Traders in Each Category Total Traders: 358
18 30 14 74 89 95 33 70 31 12 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,774,290
Positions
224,755 306,283 795,476 27,481 25,076 16,844 230,594 157,379 426,794 27,282 9,222 725 24,339 36,491
Changes from: February 1, 2022 Total Change is: 68,599
-30,642 34,277 47,060 7,564 -3,810 -9,173 15,300 -19,404 32,865 958 -6,612 -2,222 6,889 -4,382
Percent of Open Interest Represented by Each Category of Trader
12.7 17.3 44.8 1.5 1.4 0.9 13.0 8.9 24.1 1.5 0.5 0.0 1.4 2.1
Number of Traders in Each Category Total Traders: 125
28 28 54 . . 4 26 24 39 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,025,435
Positions
3,584,518 1,057,166 1,972,510 1,054,040 1,025,605 449,670 842,540 2,634,663 2,407,868 29,095 348,806 225,710 459,484 903,437
Changes from: February 1, 2022 Total Change is: -98,139
8,469 21,351 22,447 -44,506 -192,727 11,742 -213,780 -60,090 93,870 200 -21,206 17,627 5,792 8,847
Percent of Open Interest Represented by Each Category of Trader
32.5 9.6 17.9 9.6 9.3 4.1 7.6 23.9 21.8 0.3 3.2 2.0 4.2 8.2
Number of Traders in Each Category Total Traders: 245
31 38 64 10 24 23 24 90 89 5 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 2,869,048
Positions
838,976 406,421 935,678 38,906 141,803 88,126 270,365 638,762 620,155 58,157 16,406 15,282 3,403 6,415
Changes from: February 1, 2022 Total Change is: 157,696
45,648 23,487 98,514 -7,192 31,283 -2,994 -17,250 -35,342 40,843 -2,364 -2,123 -191 2,682 4,219
Percent of Open Interest Represented by Each Category of Trader
29.2 14.2 32.6 1.4 4.9 3.1 9.4 22.3 21.6 2.0 0.6 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 235
43 50 82 11 11 11 42 33 63 15 24 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 322,525
Positions
123,477 83,515 67,515 27,738 7,564 6,384 56,772 117,862 37,621 1,155 182 872 991 1,010
Changes from: February 1, 2022 Total Change is: 15,064
10,746 -329 5,508 -490 4,958 -1,661 1,053 7,050 60 -229 -554 -136 213 168
Percent of Open Interest Represented by Each Category of Trader
38.3 25.9 20.9 8.6 2.3 2.0 17.6 36.5 11.7 0.4 0.1 0.3 0.3 0.3
Number of Traders in Each Category Total Traders: 106
20 28 29 . . . 24 24 30 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 73,926
Positions
0 3,354 0 0 1,673 0 6,325 16,326 46,802 20,799 5,717 0 0 54
Changes from: February 1, 2022 Total Change is: -1,513
0 -909 0 0 -126 0 -886 -3,307 2,363 -2,990 467 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 4.5 0.0 0.0 2.3 0.0 8.6 22.1 63.3 28.1 7.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,886
Positions
362 280 58 5,856 655 45 1,045 6,361 182 864 1,339 0 1,474 966
Changes from: February 1, 2022 Total Change is: -62
-22 52 58 320 -48 -53 -203 -355 -6 -256 348 -142 242 84
Percent of Open Interest Represented by Each Category of Trader
3.7 2.8 0.6 59.2 6.6 0.5 10.6 64.3 1.8 8.7 13.5 0.0 14.9 9.8
Number of Traders in Each Category Total Traders: 82
. 5 . 8 5 . 18 31 11 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,929
Positions
566 0 6 236 78 0 2,990 8,192 360 3,235 1,830 1,278 4,258 1,185
Changes from: February 1, 2022 Total Change is: 776
462 -858 -2 49 78 0 1,146 -560 292 -2,548 939 915 462 -28
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 1.8 0.6 0.0 23.1 63.4 2.8 25.0 14.2 9.9 32.9 9.2
Number of Traders in Each Category Total Traders: 120
4 0 . 5 . 0 18 10 4 65 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,262
Positions
114 122 72 0 97 16 396 2,044 296 1,323 134 70 975 411
Changes from: February 1, 2022 Total Change is: -349
8 74 31 0 -82 2 -255 -268 -71 -81 123 -97 114 -61
Percent of Open Interest Represented by Each Category of Trader
3.5 3.7 2.2 0.0 3.0 0.5 12.1 62.7 9.1 40.6 4.1 2.1 29.9 12.6
Number of Traders in Each Category Total Traders: 45
. . . 0 . . 8 17 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 30,766
Positions
2,193 0 0 88 0 0 16,059 25,579 0 10,718 4,805 36 1,672 346
Changes from: February 1, 2022 Total Change is: 9,928
1,295 0 0 88 0 0 8,598 9,669 -749 479 920 2 215 86
Percent of Open Interest Represented by Each Category of Trader
7.1 0.0 0.0 0.3 0.0 0.0 52.2 83.1 0.0 34.8 15.6 0.1 5.4 1.1
Number of Traders in Each Category Total Traders: 111
. 0 0 . 0 0 8 6 0 76 18 .
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Traders in Financial Futures - Futures Only Positions as of February 8, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,603
Positions
5,734 42,409 0 19,730 1,035 564 12,146 5,722 1,375 5,198 703 15 8,841 1,780
Changes from: February 1, 2022 Total Change is: -2,874
2,083 0 0 -3,486 15 9 -860 -2,846 188 -385 -69 -61 -362 -110
Percent of Open Interest Represented by Each Category of Trader
10.7 79.1 0.0 36.8 1.9 1.1 22.7 10.7 2.6 9.7 1.3 0.0 16.5 3.3
Number of Traders in Each Category Total Traders: 112
. . 0 20 4 4 30 14 7 35 6 .
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Traders in Financial Futures - Futures Only Positions as of February 8, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 293,604
Positions
34,438 13,325 20,750 74,783 47,968 38,443 34,483 79,699 57,865 8,939 2,713 4,318 19,585 28,523
Changes from: February 1, 2022 Total Change is: -6,590
269 -4,594 4,359 -3,585 10,645 -1,219 3,528 -7,007 -4,768 718 91 -2,549 -3,343 -1,548
Percent of Open Interest Represented by Each Category of Trader
11.7 4.5 7.1 25.5 16.3 13.1 11.7 27.1 19.7 3.0 0.9 1.5 6.7 9.7
Number of Traders in Each Category Total Traders: 173
17 14 23 17 30 27 33 41 52 8 6 8
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Traders in Financial Futures - Futures Only Positions as of February 8, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 45,491
Positions
1,764 15,012 33 34,107 0 1,209 617 29,161 0 7,062 0 29 670 47
Changes from: February 1, 2022 Total Change is: -3,450
-6 17 -17 -3,878 0 123 172 -3,422 0 147 -198 29 -20 18
Percent of Open Interest Represented by Each Category of Trader
3.9 33.0 0.1 75.0 0.0 2.7 1.4 64.1 0.0 15.5 0.0 0.1 1.5 0.1
Number of Traders in Each Category Total Traders: 43
. 4 . 16 0 . 6 7 0 8 0 .
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Updated February 11, 2022