Traders in Financial Futures - Futures Only Positions as of March 15, 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 143,863
Positions
26,260 29,690 5,079 36,890 27,844 5,736 14,319 30,438 8,726 15,926 828 1,714 29,213 33,808
Changes from: March 8, 2022 Total Change is: -5,562
1,082 -8,975 2,956 -6,149 2,058 348 -238 -10,434 1,267 471 74 -561 -4,738 7,705
Percent of Open Interest Represented by Each Category of Trader
18.3 20.6 3.5 25.6 19.4 4.0 10.0 21.2 6.1 11.1 0.6 1.2 20.3 23.5
Number of Traders in Each Category Total Traders: 106
5 9 5 17 19 8 15 28 18 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 43,356
Positions
22,430 506 29 4,537 14,194 1,357 6,235 6,271 0 0 0 0 8,768 20,999
Changes from: March 8, 2022 Total Change is: -8,464
-5,392 -1,937 -1,043 -1,460 879 -13 952 -4,841 -1,329 0 0 0 -179 -180
Percent of Open Interest Represented by Each Category of Trader
51.7 1.2 0.1 10.5 32.7 3.1 14.4 14.5 0.0 0.0 0.0 0.0 20.2 48.4
Number of Traders in Each Category Total Traders: 42
4 . . 4 14 5 7 11 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 188,323
Positions
82,605 11,257 3,966 32,842 94,124 4,353 31,843 28,629 6,035 2,158 7,220 871 23,650 31,868
Changes from: March 8, 2022 Total Change is: -57,989
-18,787 -29,037 -15,620 -1,042 -324 -655 -20,231 -5,183 -3,828 1,600 797 0 574 -4,139
Percent of Open Interest Represented by Each Category of Trader
43.9 6.0 2.1 17.4 50.0 2.3 16.9 15.2 3.2 1.1 3.8 0.5 12.6 16.9
Number of Traders in Each Category Total Traders: 119
10 . . 13 34 14 21 29 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 215,484
Positions
108,916 1,107 1,105 46,221 101,437 4,150 34,616 61,226 4,039 904 1,630 0 15,533 40,790
Changes from: March 8, 2022 Total Change is: 6,801
8,439 -9,392 -6,097 -3,711 9,473 -905 13,659 13,034 -2,537 -696 120 0 -1,351 3,105
Percent of Open Interest Represented by Each Category of Trader
50.5 0.5 0.5 21.4 47.1 1.9 16.1 28.4 1.9 0.4 0.8 0.0 7.2 18.9
Number of Traders in Each Category Total Traders: 124
10 . . 16 30 12 16 44 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 666,010
Positions
41,240 295,463 3,992 392,453 159,254 31,407 60,296 86,916 20,925 33,639 9,830 6,867 75,191 51,356
Changes from: March 8, 2022 Total Change is: -72,980
-5,189 -41,298 -11,329 -6,180 1,140 -2,830 -23,391 -3,658 -6,787 -7,264 598 526 -10,536 -9,342
Percent of Open Interest Represented by Each Category of Trader
6.2 44.4 0.6 58.9 23.9 4.7 9.1 13.1 3.1 5.1 1.5 1.0 11.3 7.7
Number of Traders in Each Category Total Traders: 330
19 14 8 104 44 47 46 52 28 35 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 31,631
Positions
0 8,136 0 15,423 8,048 3,310 466 6,247 574 0 0 0 11,858 5,316
Changes from: March 8, 2022 Total Change is: -2,838
-1,083 -4,217 -221 972 1,671 -10 -99 1,608 -605 0 0 0 -1,792 -1,064
Percent of Open Interest Represented by Each Category of Trader
0.0 25.7 0.0 48.8 25.4 10.5 1.5 19.7 1.8 0.0 0.0 0.0 37.5 16.8
Number of Traders in Each Category Total Traders: 33
0 . 0 18 6 10 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 39,119
Positions
11,306 655 8,737 3,980 17,636 1,377 3,477 1,545 3,459 0 0 0 6,783 5,710
Changes from: March 8, 2022 Total Change is: 12,010
2 0 8,737 -562 817 -34 807 0 2,666 0 0 0 394 -176
Percent of Open Interest Represented by Each Category of Trader
28.9 1.7 22.3 10.2 45.1 3.5 8.9 3.9 8.8 0.0 0.0 0.0 17.3 14.6
Number of Traders in Each Category Total Traders: 23
. . . . 11 4 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 124,521
Positions
39,332 2,579 11 41,359 62,010 2,620 16,535 29,284 3,667 1,619 1,188 0 19,378 23,162
Changes from: March 8, 2022 Total Change is: -72,573
-59,404 -25,267 -3,660 276 -3,190 -909 -259 -34,784 -2,418 -13 45 0 -6,186 -2,390
Percent of Open Interest Represented by Each Category of Trader
31.6 2.1 0.0 33.2 49.8 2.1 13.3 23.5 2.9 1.3 1.0 0.0 15.6 18.6
Number of Traders in Each Category Total Traders: 84
10 . . 14 15 6 16 22 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 20,930
Positions
442 16,527 0 6,604 0 3,159 7,822 143 0 2,310 115 0 593 986
Changes from: March 8, 2022 Total Change is: -1,490
0 -854 0 -847 0 0 -789 -484 0 210 0 0 -64 -152
Percent of Open Interest Represented by Each Category of Trader
2.1 79.0 0.0 31.6 0.0 15.1 37.4 0.7 0.0 11.0 0.5 0.0 2.8 4.7
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 . 8 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 102,749
Positions
622 39,157 505 59,089 9,657 1,272 30,351 18,914 640 3,893 28,955 75 6,302 3,574
Changes from: March 8, 2022 Total Change is: -63,684
173 -40,992 -10,895 -4,635 200 159 -36,592 -3,365 -9,987 293 3,947 -2,828 628 77
Percent of Open Interest Represented by Each Category of Trader
0.6 38.1 0.5 57.5 9.4 1.2 29.5 18.4 0.6 3.8 28.2 0.1 6.1 3.5
Number of Traders in Each Category Total Traders: 132
. 7 . 21 10 . 44 24 5 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 68,874
Positions
360 49,121 0 50,243 5,747 0 12,411 11,080 12 1,609 1,312 0 4,239 1,602
Changes from: March 8, 2022 Total Change is: 251
33 -6,006 0 2,207 4,053 0 -1,430 1,751 -114 -1,196 385 0 751 182
Percent of Open Interest Represented by Each Category of Trader
0.5 71.3 0.0 72.9 8.3 0.0 18.0 16.1 0.0 2.3 1.9 0.0 6.2 2.3
Number of Traders in Each Category Total Traders: 70
. 4 0 15 4 0 21 12 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 39,200
Positions
10,167 2,459 0 4,700 17,405 47 20,879 13,323 592 363 1,084 35 2,417 4,255
Changes from: March 8, 2022 Total Change is: -14,050
-17,098 693 -2,229 1,687 -723 39 5,268 -10,723 -1,090 -77 -92 -175 -375 250
Percent of Open Interest Represented by Each Category of Trader
25.9 6.3 0.0 12.0 44.4 0.1 53.3 34.0 1.5 0.9 2.8 0.1 6.2 10.9
Number of Traders in Each Category Total Traders: 81
7 . 0 6 17 4 21 21 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 19,217
Positions
0 11,571 0 15,245 2,076 100 2,065 3,125 582 195 465 0 1,030 1,298
Changes from: March 8, 2022 Total Change is: -3,068
-3,786 11,406 -377 399 228 100 956 -14,088 -232 -20 0 0 -108 -105
Percent of Open Interest Represented by Each Category of Trader
0.0 60.2 0.0 79.3 10.8 0.5 10.7 16.3 3.0 1.0 2.4 0.0 5.4 6.8
Number of Traders in Each Category Total Traders: 29
0 . 0 4 5 . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 46,279
Positions
13,243 6,009 11,545 5,321 4,524 665 6,333 4,826 1,880 404 8,936 107 6,783 7,789
Changes from: March 8, 2022 Total Change is: 7,499
-3,899 -3,451 10,174 -695 -618 538 -439 -1,701 1,206 -462 75 107 968 1,169
Percent of Open Interest Represented by Each Category of Trader
28.6 13.0 24.9 11.5 9.8 1.4 13.7 10.4 4.1 0.9 19.3 0.2 14.7 16.8
Number of Traders in Each Category Total Traders: 96
19 9 14 17 12 6 19 11 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 92,557
Positions
26,485 12,017 23,089 10,642 9,048 1,329 12,665 9,651 3,760 807 17,872 214 13,566 15,577
Changes from: March 8, 2022 Total Change is: 14,997
-7,798 -6,901 20,348 -1,390 -1,235 1,075 -877 -3,402 2,412 -923 149 214 1,936 2,337
Percent of Open Interest Represented by Each Category of Trader
28.6 13.0 24.9 11.5 9.8 1.4 13.7 10.4 4.1 0.9 19.3 0.2 14.7 16.8
Number of Traders in Each Category Total Traders: 96
19 9 14 17 12 6 19 11 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 57,449
Positions
18,206 25,023 16,223 16,325 9,502 1,893 1,190 3,358 22 0 0 0 3,590 1,428
Changes from: March 8, 2022 Total Change is: 15,185
774 -2,859 16,222 -1,987 -309 748 -1,793 677 22 0 0 0 1,199 684
Percent of Open Interest Represented by Each Category of Trader
31.7 43.6 28.2 28.4 16.5 3.3 2.1 5.8 0.0 0.0 0.0 0.0 6.2 2.5
Number of Traders in Each Category Total Traders: 33
6 4 6 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 516,552
Positions
40,930 92,429 38,069 203,493 115,184 66,461 57,171 66,555 24,634 30,941 60,304 2,113 52,739 50,803
Changes from: March 8, 2022 Total Change is: 29,443
-4,872 -11,818 11,754 7,647 2,923 -571 -3,363 9,209 14,825 -2,184 244 1,628 4,580 1,250
Percent of Open Interest Represented by Each Category of Trader
7.9 17.9 7.4 39.4 22.3 12.9 11.1 12.9 4.8 6.0 11.7 0.4 10.2 9.8
Number of Traders in Each Category Total Traders: 529
31 39 40 139 100 117 72 80 84 35 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 18,665
Positions
6,329 14,678 2,325 5,652 830 0 1,306 0 0 0 0 0 3,053 832
Changes from: March 8, 2022 Total Change is: 2,055
-254 -136 2,325 -284 0 0 -310 0 0 0 0 0 578 -134
Percent of Open Interest Represented by Each Category of Trader
33.9 78.6 12.5 30.3 4.4 0.0 7.0 0.0 0.0 0.0 0.0 0.0 16.4 4.5
Number of Traders in Each Category Total Traders: 22
4 10 . 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 53,426
Positions
20,811 45,003 3,441 17,840 0 1,262 6,180 3,064 0 0 0 0 3,892 656
Changes from: March 8, 2022 Total Change is: 6,463
1,658 329 3,441 1,062 0 1,262 -139 1,496 -13 0 0 0 -808 -52
Percent of Open Interest Represented by Each Category of Trader
39.0 84.2 6.4 33.4 0.0 2.4 11.6 5.7 0.0 0.0 0.0 0.0 7.3 1.2
Number of Traders in Each Category Total Traders: 44
. 15 . 16 0 . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,582,759
Positions
204,651 462,146 190,344 1,017,466 575,918 332,304 285,855 332,775 123,172 154,707 301,520 10,563 263,697 254,017
Changes from: March 8, 2022 Total Change is: 147,216
-24,358 -59,092 58,772 38,233 14,613 -2,857 -16,815 46,047 74,124 -10,921 1,220 8,139 22,899 6,250
Percent of Open Interest Represented by Each Category of Trader
7.9 17.9 7.4 39.4 22.3 12.9 11.1 12.9 4.8 6.0 11.7 0.4 10.2 9.8
Number of Traders in Each Category Total Traders: 529
31 39 40 139 100 117 72 80 84 35 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 37,195
Positions
22,072 28,782 2,577 7,342 915 330 1,165 2,860 251 0 0 0 3,458 1,480
Changes from: March 8, 2022 Total Change is: 3,917
2,587 0 2,577 -1,784 0 0 -6 721 244 0 0 0 299 375
Percent of Open Interest Represented by Each Category of Trader
59.3 77.4 6.9 19.7 2.5 0.9 3.1 7.7 0.7 0.0 0.0 0.0 9.3 4.0
Number of Traders in Each Category Total Traders: 30
6 7 4 8 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 24,578
Positions
6,064 21,750 1,744 11,618 0 0 1,966 35 270 0 0 0 2,916 779
Changes from: March 8, 2022 Total Change is: 2,359
1 5 1,744 272 0 0 10 35 270 0 0 0 62 305
Percent of Open Interest Represented by Each Category of Trader
24.7 88.5 7.1 47.3 0.0 0.0 8.0 0.1 1.1 0.0 0.0 0.0 11.9 3.2
Number of Traders in Each Category Total Traders: 25
4 8 . 9 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 22,859
Positions
7,670 20,065 397 9,020 0 1,013 1,409 0 0 0 0 0 3,350 1,384
Changes from: March 8, 2022 Total Change is: 2,244
4,186 3,289 397 48 0 3 -983 -235 0 0 0 0 -1,407 -1,210
Percent of Open Interest Represented by Each Category of Trader
33.6 87.8 1.7 39.5 0.0 4.4 6.2 0.0 0.0 0.0 0.0 0.0 14.7 6.1
Number of Traders in Each Category Total Traders: 21
5 8 . 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 200,867
Positions
71,537 17,630 1,242 22,640 1,903 245 26,020 124,533 14,720 3,845 0 138 60,480 40,456
Changes from: March 8, 2022 Total Change is: 20,229
-2,038 1,936 1,242 3,896 -1,793 194 1,080 -1,619 12,141 -389 0 138 3,965 7,990
Percent of Open Interest Represented by Each Category of Trader
35.6 8.8 0.6 11.3 0.9 0.1 13.0 62.0 7.3 1.9 0.0 0.1 30.1 20.1
Number of Traders in Each Category Total Traders: 28
. . . 7 . . 7 10 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 55,765
Positions
21,779 2,850 576 19,032 38,106 5,045 1,717 2,905 188 0 0 0 7,428 6,095
Changes from: March 8, 2022 Total Change is: 3,782
1,215 150 300 1,382 -429 2,188 -1,423 365 60 0 0 0 60 1,148
Percent of Open Interest Represented by Each Category of Trader
39.1 5.1 1.0 34.1 68.3 9.0 3.1 5.2 0.3 0.0 0.0 0.0 13.3 10.9
Number of Traders in Each Category Total Traders: 70
6 6 5 23 24 13 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 52,947
Positions
12,932 8,354 3,505 11,692 12,610 1,134 10,761 10,180 3,107 2,366 3,808 292 7,156 9,956
Changes from: March 8, 2022 Total Change is: 3,345
-301 -3,532 3,231 -466 131 24 -1,598 959 2,220 -234 -511 255 214 569
Percent of Open Interest Represented by Each Category of Trader
24.4 15.8 6.6 22.1 23.8 2.1 20.3 19.2 5.9 4.5 7.2 0.6 13.5 18.8
Number of Traders in Each Category Total Traders: 290
30 21 25 48 46 31 49 50 37 20 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 264,733
Positions
64,662 41,768 17,525 58,460 63,051 5,671 53,805 50,902 15,536 11,831 19,039 1,462 35,781 49,779
Changes from: March 8, 2022 Total Change is: 16,724
-1,507 -17,662 16,155 -2,329 653 119 -7,990 4,795 11,099 -1,169 -2,554 1,274 1,072 2,845
Percent of Open Interest Represented by Each Category of Trader
24.4 15.8 6.6 22.1 23.8 2.1 20.3 19.2 5.9 4.5 7.2 0.6 13.5 18.8
Number of Traders in Each Category Total Traders: 290
30 21 25 48 46 31 49 50 37 20 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 166,709
Positions
1,909 17,421 0 1,457 548 0 44,585 112,281 11,442 6,219 1,420 100 100,997 23,497
Changes from: March 8, 2022 Total Change is: 12,702
-2 35 0 34 24 0 16,264 1,403 6,066 1,291 -1,136 100 -11,051 6,210
Percent of Open Interest Represented by Each Category of Trader
1.1 10.4 0.0 0.9 0.3 0.0 26.7 67.4 6.9 3.7 0.9 0.1 60.6 14.1
Number of Traders in Each Category Total Traders: 41
4 . 0 . . 0 10 12 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 582,619
Positions
172,450 42,935 30,271 188,360 245,115 58,405 74,858 122,661 12,813 15,655 36,390 697 29,110 33,332
Changes from: March 8, 2022 Total Change is: 57,115
9,383 -1,640 20,620 4,461 7,776 5,148 1,180 10,309 9,523 -563 -1,132 109 7,254 6,402
Percent of Open Interest Represented by Each Category of Trader
29.6 7.4 5.2 32.3 42.1 10.0 12.8 21.1 2.2 2.7 6.2 0.1 5.0 5.7
Number of Traders in Each Category Total Traders: 350
33 14 23 87 70 51 43 80 36 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 35,213
Positions
7,229 24,885 7,349 14,502 445 516 3,022 849 699 0 0 0 1,896 470
Changes from: March 8, 2022 Total Change is: 7,530
-7 -600 7,349 -956 -8 516 -182 -32 266 0 0 0 544 39
Percent of Open Interest Represented by Each Category of Trader
20.5 70.7 20.9 41.2 1.3 1.5 8.6 2.4 2.0 0.0 0.0 0.0 5.4 1.3
Number of Traders in Each Category Total Traders: 32
. 7 . 15 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 43,535
Positions
6,092 759 473 1,288 415 121 7,179 30,078 3,757 0 868 0 24,625 7,064
Changes from: March 8, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.0 1.7 1.1 3.0 1.0 0.3 16.5 69.1 8.6 0.0 2.0 0.0 56.6 16.2
Number of Traders in Each Category Total Traders: 20
. . . . . . 4 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 11,749
Positions
0 2,924 0 8,035 1,546 32 937 1,207 64 245 1,284 0 2,436 4,692
Changes from: March 8, 2022 Total Change is: -5,438
-172 -4,689 -2,275 28 0 -2 -2,543 762 -92 245 912 -265 -362 211
Percent of Open Interest Represented by Each Category of Trader
0.0 24.9 0.0 68.4 13.2 0.3 8.0 10.3 0.5 2.1 10.9 0.0 20.7 39.9
Number of Traders in Each Category Total Traders: 22
0 . 0 8 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 42,346
Positions
5,164 1,498 330 15,463 5,717 1,204 5,128 6,313 1 9,449 0 0 5,607 27,283
Changes from: March 8, 2022 Total Change is: -20,973
-14,332 -2,959 -1,942 377 -1,567 285 -4,541 -6,942 -1,828 1,556 0 0 -548 -6,020
Percent of Open Interest Represented by Each Category of Trader
12.2 3.5 0.8 36.5 13.5 2.8 12.1 14.9 0.0 22.3 0.0 0.0 13.2 64.4
Number of Traders in Each Category Total Traders: 53
8 5 . 12 4 7 11 9 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 480,931
Positions
34,865 165,072 44,115 275,557 134,553 55,023 9,910 25,525 2,858 9,892 13,483 8,766 39,945 31,536
Changes from: March 8, 2022 Total Change is: 88,863
558 5,572 40,583 7,863 -3,690 13,747 -5,309 5,452 1,559 -6,116 -5,859 6,452 29,526 25,047
Percent of Open Interest Represented by Each Category of Trader
7.2 34.3 9.2 57.3 28.0 11.4 2.1 5.3 0.6 2.1 2.8 1.8 8.3 6.6
Number of Traders in Each Category Total Traders: 192
11 16 15 68 50 40 14 17 12 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 1,493,947
Positions
122,072 522,042 242,603 773,855 406,936 134,682 85,159 87,687 11,539 80,670 44,848 1,270 42,097 42,340
Changes from: March 8, 2022 Total Change is: 287,729
-8,312 -11,448 236,546 35,539 19,661 -749 5,015 4,731 5,588 -5,099 13,308 -21 19,222 20,113
Percent of Open Interest Represented by Each Category of Trader
8.2 34.9 16.2 51.8 27.2 9.0 5.7 5.9 0.8 5.4 3.0 0.1 2.8 2.8
Number of Traders in Each Category Total Traders: 426
29 20 22 147 87 96 49 47 35 23 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 203,393
Positions
8,729 151,892 29,892 17,310 0 417 132,005 2,036 12,730 1,819 6,217 140 351 69
Changes from: March 8, 2022 Total Change is: 2,341
-742 597 484 154 -5,915 -140 1,229 69 1,276 25 5,908 38 17 24
Percent of Open Interest Represented by Each Category of Trader
4.3 74.7 14.7 8.5 0.0 0.2 64.9 1.0 6.3 0.9 3.1 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 85
7 24 13 11 0 . 28 4 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 1,118,301
Positions
3,290 113,055 3,598 521,821 244,798 229,295 105,851 284,763 18,336 79,765 53,625 30 156,315 170,801
Changes from: March 8, 2022 Total Change is: 3,622
-1,900 -1,323 200 4,972 4,756 -2,220 8,017 7,854 -5,294 -2,421 1,656 0 2,268 -2,007
Percent of Open Interest Represented by Each Category of Trader
0.3 10.1 0.3 46.7 21.9 20.5 9.5 25.5 1.6 7.1 4.8 0.0 14.0 15.3
Number of Traders in Each Category Total Traders: 177
4 19 6 65 27 55 26 26 18 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 1,259,073
Positions
38,695 59,039 1,495 704,413 254,960 197,864 72,013 616,160 6,358 83,781 6,245 0 154,454 116,952
Changes from: March 8, 2022 Total Change is: 15,376
7,413 5,408 -2,447 -1,283 -7,025 7,402 -1,772 10,469 -425 -785 325 0 7,273 1,669
Percent of Open Interest Represented by Each Category of Trader
3.1 4.7 0.1 55.9 20.2 15.7 5.7 48.9 0.5 6.7 0.5 0.0 12.3 9.3
Number of Traders in Each Category Total Traders: 144
7 9 . 73 22 65 6 18 10 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,155,448
Positions
140,008 141,950 20,986 896,410 653,700 416,018 389,663 378,151 101,182 42,821 225,850 10,091 138,269 207,520
Changes from: March 8, 2022 Total Change is: 119,615
19,671 -27,339 7,210 7,561 129,332 -12,408 78,767 27,258 8,773 8,503 -11,574 104 1,434 -1,741
Percent of Open Interest Represented by Each Category of Trader
6.5 6.6 1.0 41.6 30.3 19.3 18.1 17.5 4.7 2.0 10.5 0.5 6.4 9.6
Number of Traders in Each Category Total Traders: 353
25 34 9 83 64 81 46 60 32 8 33 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 3,561,445
Positions
116,123 146,399 26,473 1,503,000 1,414,118 754,269 610,031 318,821 60,443 162,435 320,436 17,238 311,433 503,248
Changes from: March 8, 2022 Total Change is: -66,089
-20,546 -7,822 -4,456 -33,355 77,074 -9,483 21,441 -101,392 -27,642 -3,204 14,412 954 10,202 -7,734
Percent of Open Interest Represented by Each Category of Trader
3.3 4.1 0.7 42.2 39.7 21.2 17.1 9.0 1.7 4.6 9.0 0.5 8.7 14.1
Number of Traders in Each Category Total Traders: 400
21 34 12 84 99 102 48 74 35 17 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 1,302,403
Positions
78,534 27,364 3,266 464,991 549,990 202,766 275,707 178,066 29,674 130,952 66,392 91 116,422 244,794
Changes from: March 8, 2022 Total Change is: 6,437
10,975 -3,676 -526 16,901 -6,096 3,975 -19,942 6,211 -291 -1,126 4,181 0 -3,529 2,659
Percent of Open Interest Represented by Each Category of Trader
6.0 2.1 0.3 35.7 42.2 15.6 21.2 13.7 2.3 10.1 5.1 0.0 8.9 18.8
Number of Traders in Each Category Total Traders: 157
5 7 5 29 58 56 19 19 14 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 3,796,317
Positions
122,283 206,810 34,073 1,873,281 849,805 808,983 268,387 1,038,859 119,804 317,311 242,992 245 251,950 494,746
Changes from: March 8, 2022 Total Change is: -49,182
19,165 -8,048 -5,282 -141,363 63,728 44,191 9,688 -101,248 6,394 33,730 -16,660 -5,797 -9,908 -26,460
Percent of Open Interest Represented by Each Category of Trader
3.2 5.4 0.9 49.3 22.4 21.3 7.1 27.4 3.2 8.4 6.4 0.0 6.6 13.0
Number of Traders in Each Category Total Traders: 342
16 35 10 70 84 87 23 79 31 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,057,322
Positions
332,320 421,756 779,756 0 57,439 12,907 354,051 207,015 513,107 28,768 13,355 5,951 30,462 46,036
Changes from: March 8, 2022 Total Change is: 101,098
-698 49,693 15,085 -2,059 14,956 198 49,865 -22,889 40,411 -1,528 4,149 -4,266 4,090 3,761
Percent of Open Interest Represented by Each Category of Trader
16.2 20.5 37.9 0.0 2.8 0.6 17.2 10.1 24.9 1.4 0.6 0.3 1.5 2.2
Number of Traders in Each Category Total Traders: 135
24 42 58 0 5 . 24 27 41 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 is10,624,293
Positions
4,127,419 842,916 1,575,202 876,813 871,667 380,885 463,995 3,103,187 2,510,217 39,941 266,078 262,918 386,903 811,223
Changes from: March 8, 2022 Total Change is: -480,264
209,556 -176,041 -324,410 -24,368 -53,436 8,559 -288,519 151,259 -68,238 17,021 7,341 9,045 -18,910 -34,343
Percent of Open Interest Represented by Each Category of Trader
38.8 7.9 14.8 8.3 8.2 3.6 4.4 29.2 23.6 0.4 2.5 2.5 3.6 7.6
Number of Traders in Each Category Total Traders: 224
27 40 62 11 18 21 20 80 80 6 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 3,948,068
Positions
1,048,429 1,040,158 1,097,655 40,526 212,286 107,763 571,611 434,727 1,003,044 53,153 27,091 21,468 4,419 3,876
Changes from: March 8, 2022 Total Change is: 474,058
-28,478 342,859 25,484 1,575 1,953 15,448 218,809 -155,050 238,818 172 2,345 2,376 -146 -175
Percent of Open Interest Represented by Each Category of Trader
26.6 26.3 27.8 1.0 5.4 2.7 14.5 11.0 25.4 1.3 0.7 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 290
51 57 84 13 15 12 50 43 69 19 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 363,492
Positions
81,367 111,032 110,937 22,612 354 11,117 81,237 69,011 50,361 4,275 8,974 1,330 256 376
Changes from: March 8, 2022 Total Change is: 3,704
-7,479 -15,184 14,452 -4,846 -171 855 7,782 6,145 -6,975 -350 4,304 413 -148 -135
Percent of Open Interest Represented by Each Category of Trader
22.4 30.5 30.5 6.2 0.1 3.1 22.3 19.0 13.9 1.2 2.5 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 128
18 42 36 . . . 25 28 30 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 10,198
Positions
281 328 54 5,957 902 0 982 6,512 770 1,048 789 77 1,029 766
Changes from: March 8, 2022 Total Change is: 607
-18 -27 -9 64 -23 -2 76 338 275 114 54 28 79 -27
Percent of Open Interest Represented by Each Category of Trader
2.8 3.2 0.5 58.4 8.8 0.0 9.6 63.9 7.6 10.3 7.7 0.8 10.1 7.5
Number of Traders in Each Category Total Traders: 75
. 5 . 6 4 0 14 36 13 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 15,578
Positions
1,373 959 0 227 261 0 6,055 8,364 1,330 2,447 3,083 368 3,778 1,213
Changes from: March 8, 2022 Total Change is: 3,547
862 585 0 52 -2 0 3,672 1,555 555 -1,203 1,349 -428 37 -67
Percent of Open Interest Represented by Each Category of Trader
8.8 6.2 0.0 1.5 1.7 0.0 38.9 53.7 8.5 15.7 19.8 2.4 24.3 7.8
Number of Traders in Each Category Total Traders: 102
. . 0 4 . 0 12 12 6 51 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,879
Positions
109 107 0 0 169 3 832 1,972 32 974 29 14 915 553
Changes from: March 8, 2022 Total Change is: -279
0 -6 0 0 -69 0 -276 -187 -10 -54 0 -5 66 -2
Percent of Open Interest Represented by Each Category of Trader
3.8 3.7 0.0 0.0 5.9 0.1 28.9 68.5 1.1 33.8 1.0 0.5 31.8 19.2
Number of Traders in Each Category Total Traders: 35
. . 0 0 . . 10 14 . 4 . .
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Traders in Financial Futures - Futures Only Positions as of March 15, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 25,167
Positions
0 6,783 0 88 0 0 12,081 12,552 206 11,191 5,073 1 1,600 552
Changes from: March 8, 2022 Total Change is: 3,114
-1,108 6,783 0 0 0 0 3,678 -4,436 99 332 326 -5 118 347
Percent of Open Interest Represented by Each Category of Trader
0.0 27.0 0.0 0.3 0.0 0.0 48.0 49.9 0.8 44.5 20.2 0.0 6.4 2.2
Number of Traders in Each Category Total Traders: 104
0 . 0 . 0 0 6 7 . 73 16 .
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Traders in Financial Futures - Futures Only Positions as of March 15, 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 47,574
Positions
3,078 27,054 0 23,361 729 520 10,942 15,567 566 3,718 1,338 147 5,242 1,653
Changes from: March 8, 2022 Total Change is: -14,873
-1,379 -15,355 0 -1,396 -311 -17 -6,715 5,081 -4,100 -840 -2 -26 -400 -143
Percent of Open Interest Represented by Each Category of Trader
6.5 56.9 0.0 49.1 1.5 1.1 23.0 32.7 1.2 7.8 2.8 0.3 11.0 3.5
Number of Traders in Each Category Total Traders: 107
. . 0 18 . 4 31 15 6 27 11 .
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Traders in Financial Futures - Futures Only Positions as of March 15, 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 278,993
Positions
27,970 16,772 17,925 83,641 38,671 30,998 33,761 76,759 44,981 9,566 11,828 5,582 24,569 35,477
Changes from: March 8, 2022 Total Change is: -10,227
-5,780 -3,135 -4,278 2,253 10,515 269 -4,562 -23,004 -348 -110 3,384 -1,086 3,415 7,456
Percent of Open Interest Represented by Each Category of Trader
10.0 6.0 6.4 30.0 13.9 11.1 12.1 27.5 16.1 3.4 4.2 2.0 8.8 12.7
Number of Traders in Each Category Total Traders: 159
12 14 16 21 18 18 33 37 49 8 10 10
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Traders in Financial Futures - Futures Only Positions as of March 15, 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 57,899
Positions
1,599 14,972 12,162 24,395 1,577 960 4,294 23,101 2,090 8,601 34 2,939 859 64
Changes from: March 8, 2022 Total Change is: 13,726
-13 -34 12,136 -4,483 1,577 -237 640 -3,912 2,090 726 -710 2,836 31 -20
Percent of Open Interest Represented by Each Category of Trader
2.8 25.9 21.0 42.1 2.7 1.7 7.4 39.9 3.6 14.9 0.1 5.1 1.5 0.1
Number of Traders in Each Category Total Traders: 50
. 4 . 17 . . 8 7 . 10 . .
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Updated March 18, 2022