Traders in Financial Futures - Futures Only Positions as of March 22, 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 124,090
Positions
2,224 34,643 355 38,177 17,015 5,513 20,862 38,201 5,627 16,091 0 1,835 33,406 20,901
Changes from: March 15, 2022 Total Change is: -19,773
-24,036 4,953 -4,724 1,287 -10,829 -223 6,543 7,763 -3,099 165 -828 121 4,193 -12,907
Percent of Open Interest Represented by Each Category of Trader
1.8 27.9 0.3 30.8 13.7 4.4 16.8 30.8 4.5 13.0 0.0 1.5 26.9 16.8
Number of Traders in Each Category Total Traders: 99
4 7 . 19 11 7 20 27 16 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 44,911
Positions
26,493 446 29 2,501 15,296 1,302 6,439 7,616 4 0 0 0 8,143 20,218
Changes from: March 15, 2022 Total Change is: 1,555
4,063 -60 0 -2,036 1,102 -55 204 1,345 4 0 0 0 -625 -781
Percent of Open Interest Represented by Each Category of Trader
59.0 1.0 0.1 5.6 34.1 2.9 14.3 17.0 0.0 0.0 0.0 0.0 18.1 45.0
Number of Traders in Each Category Total Traders: 48
5 . . . 18 5 7 13 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 195,712
Positions
88,294 16,575 4,098 32,386 91,548 3,938 40,366 34,503 4,685 1,758 7,032 871 19,316 32,462
Changes from: March 15, 2022 Total Change is: 7,389
5,689 5,318 132 -456 -2,576 -415 8,523 5,874 -1,350 -400 -188 0 -4,334 594
Percent of Open Interest Represented by Each Category of Trader
45.1 8.5 2.1 16.5 46.8 2.0 20.6 17.6 2.4 0.9 3.6 0.4 9.9 16.6
Number of Traders in Each Category Total Traders: 122
9 4 4 10 33 14 25 34 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 248,221
Positions
143,155 1,937 807 39,691 109,495 4,230 37,660 82,393 4,756 173 546 0 17,749 44,057
Changes from: March 15, 2022 Total Change is: 32,737
34,239 830 -298 -6,530 8,058 80 3,044 21,167 717 -731 -1,084 0 2,216 3,267
Percent of Open Interest Represented by Each Category of Trader
57.7 0.8 0.3 16.0 44.1 1.7 15.2 33.2 1.9 0.1 0.2 0.0 7.2 17.7
Number of Traders in Each Category Total Traders: 125
9 . . 12 31 12 18 47 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 658,817
Positions
37,793 297,599 2,283 381,083 152,619 32,225 67,389 82,786 20,267 35,148 10,944 6,659 75,970 53,435
Changes from: March 15, 2022 Total Change is: -7,193
-3,447 2,136 -1,709 -11,370 -6,635 818 7,093 -4,130 -658 1,509 1,114 -208 779 2,079
Percent of Open Interest Represented by Each Category of Trader
5.7 45.2 0.3 57.8 23.2 4.9 10.2 12.6 3.1 5.3 1.7 1.0 11.5 8.1
Number of Traders in Each Category Total Traders: 327
20 13 6 104 40 45 48 48 31 38 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 31,192
Positions
0 8,128 0 14,954 7,612 3,276 965 6,034 373 0 0 0 11,624 5,769
Changes from: March 15, 2022 Total Change is: -439
0 -8 0 -469 -436 -34 499 -213 -201 0 0 0 -234 453
Percent of Open Interest Represented by Each Category of Trader
0.0 26.1 0.0 47.9 24.4 10.5 3.1 19.3 1.2 0.0 0.0 0.0 37.3 18.5
Number of Traders in Each Category Total Traders: 35
0 . 0 17 6 9 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 127,767
Positions
33,152 3,005 11 43,236 58,504 2,391 18,608 36,765 3,764 1,097 620 0 25,508 22,707
Changes from: March 15, 2022 Total Change is: 3,246
-6,180 426 0 1,877 -3,506 -229 2,073 7,481 97 -522 -568 0 6,130 -455
Percent of Open Interest Represented by Each Category of Trader
25.9 2.4 0.0 33.8 45.8 1.9 14.6 28.8 2.9 0.9 0.5 0.0 20.0 17.8
Number of Traders in Each Category Total Traders: 85
9 4 . 15 14 7 17 21 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 134,766
Positions
153 44,565 505 68,364 8,698 1,392 53,970 46,220 768 2,651 29,787 112 6,851 2,719
Changes from: March 15, 2022 Total Change is: 32,017
-469 5,408 0 9,275 -959 120 23,619 27,306 128 -1,242 832 37 549 -855
Percent of Open Interest Represented by Each Category of Trader
0.1 33.1 0.4 50.7 6.5 1.0 40.0 34.3 0.6 2.0 22.1 0.1 5.1 2.0
Number of Traders in Each Category Total Traders: 145
. 10 . 23 10 4 51 24 4 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 70,832
Positions
254 48,621 93 51,378 5,915 0 12,565 13,112 117 1,574 1,022 0 4,851 1,952
Changes from: March 15, 2022 Total Change is: 1,958
-106 -500 93 1,135 168 0 154 2,032 105 -35 -290 0 612 350
Percent of Open Interest Represented by Each Category of Trader
0.4 68.6 0.1 72.5 8.4 0.0 17.7 18.5 0.2 2.2 1.4 0.0 6.8 2.8
Number of Traders in Each Category Total Traders: 71
. . . 15 4 0 21 11 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 35,256
Positions
10,059 2,178 0 4,040 14,118 159 16,729 13,064 376 507 1,524 47 3,339 3,790
Changes from: March 15, 2022 Total Change is: -3,944
-108 -281 0 -660 -3,287 112 -4,150 -259 -216 144 440 12 922 -465
Percent of Open Interest Represented by Each Category of Trader
28.5 6.2 0.0 11.5 40.0 0.5 47.5 37.1 1.1 1.4 4.3 0.1 9.5 10.7
Number of Traders in Each Category Total Traders: 85
6 . 0 5 17 4 29 17 4 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 21,613
Positions
0 11,796 0 16,811 2,042 0 2,532 5,292 653 275 465 0 1,342 1,365
Changes from: March 15, 2022 Total Change is: 2,396
0 225 0 1,566 -34 -100 467 2,167 71 80 0 0 312 67
Percent of Open Interest Represented by Each Category of Trader
0.0 54.6 0.0 77.8 9.4 0.0 11.7 24.5 3.0 1.3 2.2 0.0 6.2 6.3
Number of Traders in Each Category Total Traders: 32
0 . 0 5 5 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 31,512
Positions
14,757 8,733 312 5,144 3,292 175 4,079 3,303 587 516 8,835 0 5,944 6,277
Changes from: March 15, 2022 Total Change is: -14,767
1,514 2,724 -11,233 -178 -1,232 -490 -2,254 -1,523 -1,293 113 -102 -107 -839 -1,512
Percent of Open Interest Represented by Each Category of Trader
46.8 27.7 1.0 16.3 10.4 0.6 12.9 10.5 1.9 1.6 28.0 0.0 18.9 19.9
Number of Traders in Each Category Total Traders: 85
15 13 . 16 10 5 14 11 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 63,024
Positions
29,513 17,465 623 10,287 6,584 350 8,157 6,605 1,174 1,032 17,669 0 11,888 12,554
Changes from: March 15, 2022 Total Change is: -29,533
3,028 5,448 -22,466 -355 -2,464 -979 -4,508 -3,046 -2,586 225 -203 -214 -1,678 -3,023
Percent of Open Interest Represented by Each Category of Trader
46.8 27.7 1.0 16.3 10.4 0.6 12.9 10.5 1.9 1.6 28.0 0.0 18.9 19.9
Number of Traders in Each Category Total Traders: 85
15 13 . 16 10 5 14 11 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 35,529
Positions
11,800 20,041 0 17,425 9,082 1,892 1,764 3,693 0 0 0 0 2,648 821
Changes from: March 15, 2022 Total Change is: -21,920
-6,406 -4,982 -16,223 1,100 -420 -1 574 335 -22 0 0 0 -942 -607
Percent of Open Interest Represented by Each Category of Trader
33.2 56.4 0.0 49.0 25.6 5.3 5.0 10.4 0.0 0.0 0.0 0.0 7.5 2.3
Number of Traders in Each Category Total Traders: 32
4 5 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 422,337
Positions
46,614 64,591 4,355 205,761 102,765 59,138 22,370 76,429 7,547 26,917 57,604 662 48,973 49,246
Changes from: March 15, 2022 Total Change is: -94,214
5,684 -27,839 -33,714 2,268 -12,418 -7,322 -34,801 9,874 -17,087 -4,024 -2,700 -1,451 -3,767 -1,558
Percent of Open Interest Represented by Each Category of Trader
11.0 15.3 1.0 48.7 24.3 14.0 5.3 18.1 1.8 6.4 13.6 0.2 11.6 11.7
Number of Traders in Each Category Total Traders: 520
29 33 14 142 95 106 60 97 51 28 35 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 36,516
Positions
7,875 34,528 0 18,628 0 0 5,982 1,130 0 0 0 0 4,031 858
Changes from: March 15, 2022 Total Change is: -16,910
-12,936 -10,475 -3,441 788 0 -1,262 -198 -1,934 0 0 0 0 139 202
Percent of Open Interest Represented by Each Category of Trader
21.6 94.6 0.0 51.0 0.0 0.0 16.4 3.1 0.0 0.0 0.0 0.0 11.0 2.3
Number of Traders in Each Category Total Traders: 37
. 10 0 16 0 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 2,111,687
Positions
233,069 322,953 21,775 1,028,804 513,826 295,692 111,850 382,143 37,737 134,586 288,022 3,310 244,864 246,229
Changes from: March 15, 2022 Total Change is: -471,072
28,418 -139,193 -168,569 11,338 -62,092 -36,612 -174,005 49,368 -85,435 -20,121 -13,498 -7,253 -18,833 -7,788
Percent of Open Interest Represented by Each Category of Trader
11.0 15.3 1.0 48.7 24.3 14.0 5.3 18.1 1.8 6.4 13.6 0.2 11.6 11.7
Number of Traders in Each Category Total Traders: 520
29 33 14 142 95 106 60 97 51 28 35 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 29,227
Positions
17,550 23,673 0 7,197 915 330 1,326 3,212 0 0 0 0 2,824 1,097
Changes from: March 15, 2022 Total Change is: -7,968
-4,522 -5,109 -2,577 -145 0 0 161 352 -251 0 0 0 -634 -383
Percent of Open Interest Represented by Each Category of Trader
60.0 81.0 0.0 24.6 3.1 1.1 4.5 11.0 0.0 0.0 0.0 0.0 9.7 3.8
Number of Traders in Each Category Total Traders: 28
. 7 0 8 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 19,354
Positions
2,405 18,532 0 11,923 0 0 1,981 429 0 0 0 0 3,045 393
Changes from: March 15, 2022 Total Change is: -5,224
-3,659 -3,218 -1,744 305 0 0 15 394 -270 0 0 0 129 -386
Percent of Open Interest Represented by Each Category of Trader
12.4 95.8 0.0 61.6 0.0 0.0 10.2 2.2 0.0 0.0 0.0 0.0 15.7 2.0
Number of Traders in Each Category Total Traders: 26
. 8 0 10 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 15,926
Positions
1,146 13,433 0 9,767 0 1,174 1,409 206 0 0 0 0 2,430 1,113
Changes from: March 15, 2022 Total Change is: -6,933
-6,524 -6,632 -397 747 0 161 0 206 0 0 0 0 -920 -271
Percent of Open Interest Represented by Each Category of Trader
7.2 84.3 0.0 61.3 0.0 7.4 8.8 1.3 0.0 0.0 0.0 0.0 15.3 7.0
Number of Traders in Each Category Total Traders: 20
. 7 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 48,983
Positions
19,182 4,212 191 19,465 34,054 2,399 1,199 3,051 191 286 0 0 6,070 4,885
Changes from: March 15, 2022 Total Change is: -6,782
-2,597 1,362 -385 433 -4,052 -2,646 -518 146 3 286 0 0 -1,358 -1,210
Percent of Open Interest Represented by Each Category of Trader
39.2 8.6 0.4 39.7 69.5 4.9 2.4 6.2 0.4 0.6 0.0 0.0 12.4 10.0
Number of Traders in Each Category Total Traders: 68
5 5 . 26 21 11 4 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 42,562
Positions
13,691 3,209 137 12,652 9,799 1,076 6,209 14,098 901 2,222 3,772 11 5,663 9,559
Changes from: March 15, 2022 Total Change is: -10,385
759 -5,145 -3,368 960 -2,811 -58 -4,552 3,918 -2,206 -144 -36 -281 -1,493 -397
Percent of Open Interest Represented by Each Category of Trader
32.2 7.5 0.3 29.7 23.0 2.5 14.6 33.1 2.1 5.2 8.9 0.0 13.3 22.5
Number of Traders in Each Category Total Traders: 275
29 14 4 54 42 31 30 64 22 17 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 212,808
Positions
68,455 16,043 687 63,260 48,994 5,379 31,043 70,492 4,504 11,111 18,859 55 28,314 47,795
Changes from: March 15, 2022 Total Change is: -51,925
3,793 -25,725 -16,838 4,800 -14,057 -292 -22,762 19,590 -11,032 -720 -180 -1,407 -7,467 -1,984
Percent of Open Interest Represented by Each Category of Trader
32.2 7.5 0.3 29.7 23.0 2.5 14.6 33.1 2.1 5.2 8.9 0.0 13.3 22.5
Number of Traders in Each Category Total Traders: 275
29 14 4 54 42 31 30 64 22 17 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 67,039
Positions
585 1,335 0 1,369 290 0 13,823 31,150 1,769 2,792 783 0 46,701 31,712
Changes from: March 15, 2022 Total Change is: -99,670
-1,324 -16,086 0 -88 -258 0 -30,762 -81,131 -9,673 -3,427 -637 -100 -54,296 8,215
Percent of Open Interest Represented by Each Category of Trader
0.9 2.0 0.0 2.0 0.4 0.0 20.6 46.5 2.6 4.2 1.2 0.0 69.7 47.3
Number of Traders in Each Category Total Traders: 32
. . 0 . . 0 9 7 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 483,220
Positions
165,027 12,729 2,702 184,343 217,488 49,759 41,961 132,573 4,740 12,060 39,255 123 22,505 23,851
Changes from: March 15, 2022 Total Change is: -99,399
-7,423 -30,206 -27,569 -4,017 -27,627 -8,646 -32,897 9,912 -8,073 -3,595 2,865 -574 -6,605 -9,481
Percent of Open Interest Represented by Each Category of Trader
34.2 2.6 0.6 38.1 45.0 10.3 8.7 27.4 1.0 2.5 8.1 0.0 4.7 4.9
Number of Traders in Each Category Total Traders: 344
31 10 8 85 66 51 40 86 27 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 25,272
Positions
6,149 24,281 0 14,846 445 0 2,607 0 0 0 0 0 1,670 546
Changes from: March 15, 2022 Total Change is: -9,941
-1,080 -604 -7,349 344 0 -516 -415 -849 -699 0 0 0 -226 76
Percent of Open Interest Represented by Each Category of Trader
24.3 96.1 0.0 58.7 1.8 0.0 10.3 0.0 0.0 0.0 0.0 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 27
. 6 0 15 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 43,189
Positions
2,813 3,568 474 16,368 4,277 1,337 5,134 8,663 3 11,751 0 10 5,299 24,857
Changes from: March 15, 2022 Total Change is: 843
-2,351 2,070 144 905 -1,440 133 6 2,350 2 2,302 0 10 -308 -2,426
Percent of Open Interest Represented by Each Category of Trader
6.5 8.3 1.1 37.9 9.9 3.1 11.9 20.1 0.0 27.2 0.0 0.0 12.3 57.6
Number of Traders in Each Category Total Traders: 56
6 6 . 11 5 7 11 13 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 387,191
Positions
33,387 156,416 2,026 276,543 126,740 45,324 9,055 26,878 1,097 11,488 18,290 6 8,265 10,414
Changes from: March 15, 2022 Total Change is: -93,740
-1,478 -8,656 -42,089 986 -7,813 -9,699 -855 1,353 -1,761 1,596 4,807 -8,760 -31,680 -21,122
Percent of Open Interest Represented by Each Category of Trader
8.6 40.4 0.5 71.4 32.7 11.7 2.3 6.9 0.3 3.0 4.7 0.0 2.1 2.7
Number of Traders in Each Category Total Traders: 197
14 12 6 71 54 40 14 17 6 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 1,193,783
Positions
105,825 527,652 4,956 786,057 337,776 130,506 71,473 105,250 6,556 64,116 61,058 686 23,608 19,343
Changes from: March 15, 2022 Total Change is: -300,164
-16,247 5,610 -237,647 12,202 -69,160 -4,176 -13,686 17,563 -4,983 -16,554 16,210 -584 -18,489 -22,997
Percent of Open Interest Represented by Each Category of Trader
8.9 44.2 0.4 65.8 28.3 10.9 6.0 8.8 0.5 5.4 5.1 0.1 2.0 1.6
Number of Traders in Each Category Total Traders: 414
23 21 10 150 85 86 40 50 24 25 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 206,975
Positions
4,632 153,338 31,619 17,328 0 417 136,509 969 14,197 1,753 6,217 140 380 78
Changes from: March 15, 2022 Total Change is: 3,582
-4,097 1,446 1,727 18 0 0 4,504 -1,067 1,467 -66 0 0 29 9
Percent of Open Interest Represented by Each Category of Trader
2.2 74.1 15.3 8.4 0.0 0.2 66.0 0.5 6.9 0.8 3.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 85
7 24 13 11 0 . 28 4 8 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 1,128,229
Positions
10,879 112,583 3,956 520,110 254,557 228,385 103,397 259,894 30,959 74,087 54,282 220 156,236 183,393
Changes from: March 15, 2022 Total Change is: 9,928
7,589 -472 358 -1,711 9,759 -910 -2,454 -24,869 12,623 -5,678 657 190 -79 12,592
Percent of Open Interest Represented by Each Category of Trader
1.0 10.0 0.4 46.1 22.6 20.2 9.2 23.0 2.7 6.6 4.8 0.0 13.8 16.3
Number of Traders in Each Category Total Traders: 179
6 20 7 62 28 56 23 30 18 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 1,264,130
Positions
36,414 54,398 362 706,691 245,282 208,121 70,015 629,123 4,894 78,956 6,166 28 158,649 115,756
Changes from: March 15, 2022 Total Change is: 5,057
-2,281 -4,641 -1,133 2,278 -9,678 10,257 -1,998 12,963 -1,464 -4,825 -79 28 4,195 -1,196
Percent of Open Interest Represented by Each Category of Trader
2.9 4.3 0.0 55.9 19.4 16.5 5.5 49.8 0.4 6.2 0.5 0.0 12.6 9.2
Number of Traders in Each Category Total Traders: 140
5 8 . 70 25 61 5 19 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 2,297,315
Positions
117,643 153,446 25,939 860,325 641,364 414,950 472,311 447,408 137,999 126,652 255,623 1,122 140,374 219,464
Changes from: March 15, 2022 Total Change is: 141,867
-22,365 11,496 4,953 -36,085 -12,336 -1,068 82,648 69,257 36,817 83,831 29,773 -8,969 2,105 11,944
Percent of Open Interest Represented by Each Category of Trader
5.1 6.7 1.1 37.4 27.9 18.1 20.6 19.5 6.0 5.5 11.1 0.0 6.1 9.6
Number of Traders in Each Category Total Traders: 366
21 36 10 80 69 82 45 63 32 10 42 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 3,807,553
Positions
170,001 182,739 34,642 1,493,914 1,487,452 792,534 784,601 317,621 76,663 134,705 394,904 18,103 302,390 502,895
Changes from: March 15, 2022 Total Change is: 246,108
53,878 36,340 8,169 -9,086 73,334 38,265 174,570 -1,200 16,220 -27,730 74,468 865 -9,043 -353
Percent of Open Interest Represented by Each Category of Trader
4.5 4.8 0.9 39.2 39.1 20.8 20.6 8.3 2.0 3.5 10.4 0.5 7.9 13.2
Number of Traders in Each Category Total Traders: 404
28 32 11 87 99 105 53 67 35 18 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 1,299,876
Positions
86,275 18,961 3,019 494,026 540,282 196,778 236,432 191,112 31,766 130,964 73,965 70 120,546 243,923
Changes from: March 15, 2022 Total Change is: -2,527
7,741 -8,403 -247 29,035 -9,708 -5,988 -39,275 13,046 2,092 12 7,573 -21 4,124 -871
Percent of Open Interest Represented by Each Category of Trader
6.6 1.5 0.2 38.0 41.6 15.1 18.2 14.7 2.4 10.1 5.7 0.0 9.3 18.8
Number of Traders in Each Category Total Traders: 157
6 5 6 29 60 56 15 21 13 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 3,774,450
Positions
137,304 257,395 40,748 1,762,335 919,301 793,812 329,352 877,440 136,694 305,088 231,898 420 268,697 516,742
Changes from: March 15, 2022 Total Change is: -21,867
15,021 50,585 6,675 -110,946 69,496 -15,171 60,965 -161,419 16,890 -12,223 -11,094 175 16,747 21,996
Percent of Open Interest Represented by Each Category of Trader
3.6 6.8 1.1 46.7 24.4 21.0 8.7 23.2 3.6 8.1 6.1 0.0 7.1 13.7
Number of Traders in Each Category Total Traders: 351
19 34 9 69 91 93 31 73 27 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 2,132,176
Positions
268,741 450,449 838,310 0 88,464 13,289 471,800 197,399 466,214 27,769 15,698 7,055 38,998 55,298
Changes from: March 15, 2022 Total Change is: 74,854
-63,579 28,693 58,554 0 31,025 382 117,749 -9,616 -46,893 -999 2,343 1,104 8,536 9,262
Percent of Open Interest Represented by Each Category of Trader
12.6 21.1 39.3 0.0 4.1 0.6 22.1 9.3 21.9 1.3 0.7 0.3 1.8 2.6
Number of Traders in Each Category Total Traders: 131
26 37 56 0 5 . 22 29 40 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 is10,832,338
Positions
4,338,675 863,075 1,563,212 743,174 846,073 395,804 531,146 3,322,109 2,582,545 32,825 196,890 255,855 389,102 806,775
Changes from: March 15, 2022 Total Change is: 208,045
211,256 20,159 -11,990 -133,639 -25,594 14,919 67,151 218,922 72,328 -7,116 -69,188 -7,063 2,199 -4,448
Percent of Open Interest Represented by Each Category of Trader
40.1 8.0 14.4 6.9 7.8 3.7 4.9 30.7 23.8 0.3 1.8 2.4 3.6 7.4
Number of Traders in Each Category Total Traders: 225
29 38 60 11 18 21 19 85 80 5 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 3,777,260
Positions
1,127,411 1,044,516 933,356 32,277 227,388 120,486 542,958 450,823 937,513 52,230 28,075 23,960 7,069 11,143
Changes from: March 15, 2022 Total Change is: -170,808
78,982 4,358 -164,299 -8,249 15,102 12,723 -28,653 16,096 -65,531 -923 984 2,492 2,650 7,267
Percent of Open Interest Represented by Each Category of Trader
29.8 27.7 24.7 0.9 6.0 3.2 14.4 11.9 24.8 1.4 0.7 0.6 0.2 0.3
Number of Traders in Each Category Total Traders: 297
48 59 86 8 21 15 51 46 67 24 30 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 379,858
Positions
112,680 119,051 116,453 2,383 190 13,829 69,808 61,303 59,549 4,275 8,552 626 255 305
Changes from: March 15, 2022 Total Change is: 16,366
31,313 8,019 5,516 -20,229 -164 2,712 -11,429 -7,708 9,188 0 -422 -704 -1 -71
Percent of Open Interest Represented by Each Category of Trader
29.7 31.3 30.7 0.6 0.0 3.6 18.4 16.1 15.7 1.1 2.3 0.2 0.1 0.1
Number of Traders in Each Category Total Traders: 128
23 40 37 . . . 24 28 32 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 11,274
Positions
300 356 9 6,289 816 6 1,159 6,807 848 1,003 1,253 397 1,263 782
Changes from: March 15, 2022 Total Change is: 1,076
19 28 -45 332 -86 6 177 295 78 -45 464 320 234 16
Percent of Open Interest Represented by Each Category of Trader
2.7 3.2 0.1 55.8 7.2 0.1 10.3 60.4 7.5 8.9 11.1 3.5 11.2 6.9
Number of Traders in Each Category Total Traders: 80
. 4 . 7 4 . 17 34 15 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 25,583
Positions
2,450 895 10 191 263 4 10,009 8,642 3,687 2,826 8,684 2,324 4,082 1,074
Changes from: March 15, 2022 Total Change is: 10,005
1,077 -64 10 -36 2 4 3,954 278 2,357 379 5,601 1,956 304 -139
Percent of Open Interest Represented by Each Category of Trader
9.6 3.5 0.0 0.7 1.0 0.0 39.1 33.8 14.4 11.0 33.9 9.1 16.0 4.2
Number of Traders in Each Category Total Traders: 109
5 . . . . . 16 11 6 59 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 3,358
Positions
109 130 0 0 106 3 943 2,233 144 1,060 364 66 1,033 312
Changes from: March 15, 2022 Total Change is: 479
0 23 0 0 -63 0 111 261 112 86 335 52 118 -241
Percent of Open Interest Represented by Each Category of Trader
3.2 3.9 0.0 0.0 3.2 0.1 28.1 66.5 4.3 31.6 10.8 2.0 30.8 9.3
Number of Traders in Each Category Total Traders: 42
. . 0 0 . . 13 13 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 29,130
Positions
0 2,298 0 88 0 0 14,470 21,925 20 12,023 4,713 0 2,529 174
Changes from: March 15, 2022 Total Change is: 3,963
0 -4,485 0 0 0 0 2,389 9,373 -186 832 -360 -1 929 -378
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.3 0.0 0.0 49.7 75.3 0.1 41.3 16.2 0.0 8.7 0.6
Number of Traders in Each Category Total Traders: 106
0 . 0 . 0 0 7 8 . 76 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,952
Positions
6,876 27,104 0 24,506 705 512 9,905 19,397 684 3,872 1,839 163 5,434 1,548
Changes from: March 15, 2022 Total Change is: 4,378
3,798 50 0 1,145 -24 -8 -1,037 3,830 118 154 501 16 192 -105
Percent of Open Interest Represented by Each Category of Trader
13.2 52.2 0.0 47.2 1.4 1.0 19.1 37.3 1.3 7.5 3.5 0.3 10.5 3.0
Number of Traders in Each Category Total Traders: 108
. . 0 18 . 4 23 19 8 29 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 259,761
Positions
27,114 13,776 12,285 77,818 45,397 33,807 39,732 80,881 37,531 7,937 4,500 3,699 19,838 27,885
Changes from: March 15, 2022 Total Change is: -19,232
-856 -2,996 -5,640 -5,823 6,726 2,809 5,971 4,122 -7,450 -1,629 -7,328 -1,883 -4,731 -7,592
Percent of Open Interest Represented by Each Category of Trader
10.4 5.3 4.7 30.0 17.5 13.0 15.3 31.1 14.4 3.1 1.7 1.4 7.6 10.7
Number of Traders in Each Category Total Traders: 153
10 15 17 17 25 23 28 40 40 8 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 38,183
Positions
1,599 17,429 50 22,619 1,577 1,040 4,315 15,096 0 7,764 2,926 0 796 65
Changes from: March 15, 2022 Total Change is: -19,716
0 2,457 -12,112 -1,776 0 80 21 -8,005 -2,090 -837 2,892 -2,939 -63 1
Percent of Open Interest Represented by Each Category of Trader
4.2 45.6 0.1 59.2 4.1 2.7 11.3 39.5 0.0 20.3 7.7 0.0 2.1 0.2
Number of Traders in Each Category Total Traders: 49
. . . 18 . . 7 8 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 25, 2022