Traders in Financial Futures - Futures Only Positions as of May 17, 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 151,585
Positions
13,425 30,030 860 42,869 40,453 6,087 24,727 33,546 10,344 21,686 583 359 31,228 29,323
Changes from: May 10, 2022 Total Change is: 576
4,449 -6,730 394 2,705 5,507 -14 -6,152 2,035 439 403 30 4 -1,652 -1,089
Percent of Open Interest Represented by Each Category of Trader
8.9 19.8 0.6 28.3 26.7 4.0 16.3 22.1 6.8 14.3 0.4 0.2 20.6 19.3
Number of Traders in Each Category Total Traders: 109
8 7 5 18 16 7 19 23 14 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 53,291
Positions
29,404 1,158 31 8,009 13,826 1,590 5,979 13,819 184 0 0 0 8,094 22,683
Changes from: May 10, 2022 Total Change is: 2,009
-538 -684 -3 2,070 680 502 -27 976 182 0 0 0 -177 356
Percent of Open Interest Represented by Each Category of Trader
55.2 2.2 0.1 15.0 25.9 3.0 11.2 25.9 0.3 0.0 0.0 0.0 15.2 42.6
Number of Traders in Each Category Total Traders: 50
6 . . 7 13 6 9 13 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 253,811
Positions
128,846 24,642 5,634 32,338 126,142 5,862 48,435 42,711 7,319 4,566 5,587 0 20,811 35,914
Changes from: May 10, 2022 Total Change is: -10,783
-4,955 -4,931 -28 62 -2,251 1,759 -8,935 -5,466 440 220 -416 0 654 110
Percent of Open Interest Represented by Each Category of Trader
50.8 9.7 2.2 12.7 49.7 2.3 19.1 16.8 2.9 1.8 2.2 0.0 8.2 14.1
Number of Traders in Each Category Total Traders: 131
9 4 5 13 37 15 21 38 15 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 241,308
Positions
149,033 7,177 637 44,819 112,267 4,115 19,163 79,713 2,559 49 1,154 0 20,933 33,686
Changes from: May 10, 2022 Total Change is: -5,970
-10,333 318 -123 2,881 -803 447 681 -287 -129 -516 -4,795 0 1,122 -598
Percent of Open Interest Represented by Each Category of Trader
61.8 3.0 0.3 18.6 46.5 1.7 7.9 33.0 1.1 0.0 0.5 0.0 8.7 14.0
Number of Traders in Each Category Total Traders: 126
10 5 . 18 28 13 18 41 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 706,712
Positions
41,032 305,941 2,136 392,337 176,340 31,946 84,236 99,212 19,502 44,675 11,965 5,393 85,455 54,277
Changes from: May 10, 2022 Total Change is: 1,666
-1,273 13,281 -251 -3,829 -8,419 1,287 3,269 182 1,168 1,341 -855 -580 534 -4,147
Percent of Open Interest Represented by Each Category of Trader
5.8 43.3 0.3 55.5 25.0 4.5 11.9 14.0 2.8 6.3 1.7 0.8 12.1 7.7
Number of Traders in Each Category Total Traders: 335
19 13 9 104 43 48 56 49 34 38 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 30,951
Positions
0 12,593 0 12,696 1,156 3,070 2,018 10,253 1 0 0 0 13,166 3,878
Changes from: May 10, 2022 Total Change is: 1,094
0 2,020 0 -86 -843 -159 639 855 -48 0 0 0 748 -731
Percent of Open Interest Represented by Each Category of Trader
0.0 40.7 0.0 41.0 3.7 9.9 6.5 33.1 0.0 0.0 0.0 0.0 42.5 12.5
Number of Traders in Each Category Total Traders: 33
0 5 0 16 . 7 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 22,867
Positions
8,538 1,651 0 5,240 9,185 1,514 0 5,276 0 0 450 0 7,575 4,791
Changes from: May 10, 2022 Total Change is: -1,190
0 45 0 -157 -116 58 0 -951 0 0 -222 0 -1,091 -4
Percent of Open Interest Represented by Each Category of Trader
37.3 7.2 0.0 22.9 40.2 6.6 0.0 23.1 0.0 0.0 2.0 0.0 33.1 21.0
Number of Traders in Each Category Total Traders: 20
. . 0 6 8 5 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 163,809
Positions
54,146 2,901 428 44,451 86,051 4,177 36,864 37,437 3,299 1,252 529 5 19,187 28,982
Changes from: May 10, 2022 Total Change is: 10,600
4,502 -10 59 95 4,702 68 6,411 1,978 359 45 0 5 -944 3,439
Percent of Open Interest Represented by Each Category of Trader
33.1 1.8 0.3 27.1 52.5 2.5 22.5 22.9 2.0 0.8 0.3 0.0 11.7 17.7
Number of Traders in Each Category Total Traders: 99
11 . . 13 22 9 23 24 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 170,924
Positions
1,076 93,818 754 86,171 8,491 1,917 67,397 27,041 2,472 3,980 33,308 157 7,000 2,966
Changes from: May 10, 2022 Total Change is: 17,066
251 11,597 -85 7,544 881 424 7,773 2,614 667 -45 324 4 533 640
Percent of Open Interest Represented by Each Category of Trader
0.6 54.9 0.4 50.4 5.0 1.1 39.4 15.8 1.4 2.3 19.5 0.1 4.1 1.7
Number of Traders in Each Category Total Traders: 163
. 9 . 24 14 7 53 30 4 9 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 55,990
Positions
169 44,669 60 40,492 2,034 33 9,023 5,687 235 2,540 1,175 0 3,438 2,097
Changes from: May 10, 2022 Total Change is: -5,460
0 0 60 -9,143 -411 0 1,759 -4,852 144 1,352 -681 0 368 280
Percent of Open Interest Represented by Each Category of Trader
0.3 79.8 0.1 72.3 3.6 0.1 16.1 10.2 0.4 4.5 2.1 0.0 6.1 3.7
Number of Traders in Each Category Total Traders: 68
. 4 . 12 5 . 20 11 . 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 60,804
Positions
38,618 6,733 0 1,618 22,995 136 16,854 22,180 1,095 100 1,659 25 2,358 5,981
Changes from: May 10, 2022 Total Change is: 4,569
4,580 987 0 11 1,010 115 -752 1,598 614 -141 358 0 142 -113
Percent of Open Interest Represented by Each Category of Trader
63.5 11.1 0.0 2.7 37.8 0.2 27.7 36.5 1.8 0.2 2.7 0.0 3.9 9.8
Number of Traders in Each Category Total Traders: 96
10 4 0 5 23 . 14 31 5 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 23,592
Positions
0 11,490 0 20,593 1,924 0 1,587 7,927 565 0 164 0 847 1,522
Changes from: May 10, 2022 Total Change is: 791
0 -6 -16 757 285 0 35 628 0 0 164 0 15 -264
Percent of Open Interest Represented by Each Category of Trader
0.0 48.7 0.0 87.3 8.2 0.0 6.7 33.6 2.4 0.0 0.7 0.0 3.6 6.5
Number of Traders in Each Category Total Traders: 30
0 4 0 7 . 0 5 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 40,099
Positions
19,802 8,164 256 3,668 9,782 214 8,834 5,192 184 1,143 9,204 1 5,998 7,103
Changes from: May 10, 2022 Total Change is: -1,372
-794 81 14 676 -163 -125 -602 -1,835 150 185 486 1 -876 21
Percent of Open Interest Represented by Each Category of Trader
49.4 20.4 0.6 9.1 24.4 0.5 22.0 12.9 0.5 2.8 23.0 0.0 15.0 17.7
Number of Traders in Each Category Total Traders: 95
17 10 . 15 14 4 19 12 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 80,197
Positions
39,603 16,327 512 7,335 19,564 428 17,668 10,384 368 2,285 18,407 2 11,996 14,205
Changes from: May 10, 2022 Total Change is: -2,743
-1,588 161 27 1,352 -326 -250 -1,203 -3,670 300 369 971 2 -1,752 42
Percent of Open Interest Represented by Each Category of Trader
49.4 20.4 0.6 9.1 24.4 0.5 22.0 12.9 0.5 2.8 23.0 0.0 15.0 17.7
Number of Traders in Each Category Total Traders: 95
17 10 . 15 14 4 19 12 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 39,246
Positions
20,090 29,774 0 13,595 4,021 1,124 1,740 3,237 0 0 0 0 2,697 1,090
Changes from: May 10, 2022 Total Change is: -822
-1,023 -1,242 0 1,253 -23 -46 174 649 0 -261 0 0 -919 -160
Percent of Open Interest Represented by Each Category of Trader
51.2 75.9 0.0 34.6 10.2 2.9 4.4 8.2 0.0 0.0 0.0 0.0 6.9 2.8
Number of Traders in Each Category Total Traders: 31
5 4 0 15 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 450,422
Positions
46,375 64,374 9,356 196,002 134,505 60,587 49,660 69,164 11,179 29,680 50,876 304 47,279 50,076
Changes from: May 10, 2022 Total Change is: -1,969
3,823 -3,311 319 7,393 1,331 -2,604 -8,614 9,160 -559 1,786 -4,597 -809 -2,704 -900
Percent of Open Interest Represented by Each Category of Trader
10.3 14.3 2.1 43.5 29.9 13.5 11.0 15.4 2.5 6.6 11.3 0.1 10.5 11.1
Number of Traders in Each Category Total Traders: 533
38 37 30 143 95 116 72 78 55 35 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 18,297
Positions
1,594 16,388 0 12,143 581 99 1,259 430 0 200 0 0 3,002 799
Changes from: May 10, 2022 Total Change is: -616
0 -557 0 -509 0 0 -12 0 0 -75 0 0 -20 -59
Percent of Open Interest Represented by Each Category of Trader
8.7 89.6 0.0 66.4 3.2 0.5 6.9 2.4 0.0 1.1 0.0 0.0 16.4 4.4
Number of Traders in Each Category Total Traders: 24
. 10 0 7 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 43,268
Positions
13,660 40,873 0 18,423 0 0 7,001 1,546 0 0 0 0 4,184 849
Changes from: May 10, 2022 Total Change is: -162
-79 -219 0 765 0 0 -386 212 0 -250 0 0 -212 -155
Percent of Open Interest Represented by Each Category of Trader
31.6 94.5 0.0 42.6 0.0 0.0 16.2 3.6 0.0 0.0 0.0 0.0 9.7 2.0
Number of Traders in Each Category Total Traders: 40
. 10 0 18 0 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 2,252,109
Positions
231,875 321,870 46,782 980,008 672,524 302,935 248,298 345,821 55,897 148,399 254,381 1,521 236,394 250,378
Changes from: May 10, 2022 Total Change is: -9,847
19,113 -16,553 1,595 36,965 6,654 -13,019 -43,070 45,801 -2,795 8,929 -22,984 -4,045 -13,520 -4,501
Percent of Open Interest Represented by Each Category of Trader
10.3 14.3 2.1 43.5 29.9 13.5 11.0 15.4 2.5 6.6 11.3 0.1 10.5 11.1
Number of Traders in Each Category Total Traders: 533
38 37 30 143 95 116 72 78 55 35 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,753
Positions
21,192 23,199 0 5,007 935 0 443 1,809 9 0 0 0 2,102 2,801
Changes from: May 10, 2022 Total Change is: -279
-14 -1,307 0 189 0 0 20 -268 9 0 0 0 -483 1,287
Percent of Open Interest Represented by Each Category of Trader
73.7 80.7 0.0 17.4 3.3 0.0 1.5 6.3 0.0 0.0 0.0 0.0 7.3 9.7
Number of Traders in Each Category Total Traders: 24
6 5 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,490
Positions
2,116 20,160 0 13,725 0 0 2,091 460 0 0 0 0 3,558 870
Changes from: May 10, 2022 Total Change is: 417
327 30 0 326 0 0 -11 460 0 0 0 0 -225 -73
Percent of Open Interest Represented by Each Category of Trader
9.8 93.8 0.0 63.9 0.0 0.0 9.7 2.1 0.0 0.0 0.0 0.0 16.6 4.0
Number of Traders in Each Category Total Traders: 24
. 9 0 8 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 22,292
Positions
3,412 18,814 0 12,642 307 1,068 2,480 1,197 1 0 0 0 2,689 905
Changes from: May 10, 2022 Total Change is: 842
180 1,141 0 510 307 0 154 -654 1 0 0 0 -3 47
Percent of Open Interest Represented by Each Category of Trader
15.3 84.4 0.0 56.7 1.4 4.8 11.1 5.4 0.0 0.0 0.0 0.0 12.1 4.1
Number of Traders in Each Category Total Traders: 33
5 10 0 10 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 211,429
Positions
20,448 15,918 0 28,096 5 227 9,807 155,216 6,000 3,246 0 0 143,605 34,063
Changes from: May 10, 2022 Total Change is: 6,158
3,536 502 0 7,377 0 -10 2,461 -2,986 3,797 -1,183 0 0 -9,820 4,855
Percent of Open Interest Represented by Each Category of Trader
9.7 7.5 0.0 13.3 0.0 0.1 4.6 73.4 2.8 1.5 0.0 0.0 67.9 16.1
Number of Traders in Each Category Total Traders: 30
. . 0 12 . 4 5 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 59,998
Positions
32,070 2,706 169 17,134 43,755 3,259 618 4,153 0 210 0 0 6,538 5,956
Changes from: May 10, 2022 Total Change is: -109
-342 320 -82 2,063 -895 211 -1,398 -429 0 -212 0 0 -349 766
Percent of Open Interest Represented by Each Category of Trader
53.5 4.5 0.3 28.6 72.9 5.4 1.0 6.9 0.0 0.4 0.0 0.0 10.9 9.9
Number of Traders in Each Category Total Traders: 67
6 . . 22 28 13 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 48,711
Positions
10,222 10,136 491 14,937 12,537 1,380 11,003 10,598 805 2,625 4,329 42 7,205 8,392
Changes from: May 10, 2022 Total Change is: -1,274
-54 -829 -15 632 546 -285 -1,358 159 -191 94 -674 -41 -57 56
Percent of Open Interest Represented by Each Category of Trader
21.0 20.8 1.0 30.7 25.7 2.8 22.6 21.8 1.7 5.4 8.9 0.1 14.8 17.2
Number of Traders in Each Category Total Traders: 299
31 20 12 48 51 33 46 51 23 20 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 243,553
Positions
51,112 50,680 2,457 74,683 62,687 6,902 55,014 52,989 4,027 13,126 21,644 209 36,023 41,958
Changes from: May 10, 2022 Total Change is: -6,368
-268 -4,144 -74 3,162 2,730 -1,425 -6,790 795 -954 471 -3,371 -204 -286 279
Percent of Open Interest Represented by Each Category of Trader
21.0 20.8 1.0 30.7 25.7 2.8 22.6 21.8 1.7 5.4 8.9 0.1 14.8 17.2
Number of Traders in Each Category Total Traders: 299
31 20 12 48 51 33 46 51 23 20 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 79,441
Positions
5,061 1,866 0 949 519 0 24,061 49,113 2,500 8,434 940 91 38,345 24,412
Changes from: May 10, 2022 Total Change is: -9,635
-747 945 0 4 -58 0 589 -15,863 -143 844 -74 91 -10,273 5,467
Percent of Open Interest Represented by Each Category of Trader
6.4 2.3 0.0 1.2 0.7 0.0 30.3 61.8 3.1 10.6 1.2 0.1 48.3 30.7
Number of Traders in Each Category Total Traders: 36
4 . 0 . . 0 8 11 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 527,331
Positions
220,501 13,545 2,074 144,705 264,342 55,090 55,494 121,069 6,176 22,539 40,248 188 20,564 24,599
Changes from: May 10, 2022 Total Change is: 2,382
-5,405 1,599 -352 2,499 573 1,945 -4,114 4,181 208 7,120 -5,376 16 465 -412
Percent of Open Interest Represented by Each Category of Trader
41.8 2.6 0.4 27.4 50.1 10.4 10.5 23.0 1.2 4.3 7.6 0.0 3.9 4.7
Number of Traders in Each Category Total Traders: 334
32 10 4 70 76 50 39 75 23 10 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 29,302
Positions
7,298 28,023 0 17,478 400 0 2,508 335 0 0 0 0 2,018 544
Changes from: May 10, 2022 Total Change is: -35
-290 0 0 250 -23 0 -31 -12 0 0 0 0 36 0
Percent of Open Interest Represented by Each Category of Trader
24.9 95.6 0.0 59.6 1.4 0.0 8.6 1.1 0.0 0.0 0.0 0.0 6.9 1.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 12,586
Positions
0 3,036 0 7,441 1,469 37 1,899 2,169 0 0 1,014 0 3,209 4,861
Changes from: May 10, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 24.1 0.0 59.1 11.7 0.3 15.1 17.2 0.0 0.0 8.1 0.0 25.5 38.6
Number of Traders in Each Category Total Traders: 20
0 . 0 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 46,441
Positions
2,761 2,648 945 22,498 4,847 1,997 4,128 8,130 2 8,277 0 1 5,832 27,871
Changes from: May 10, 2022 Total Change is: 5,044
-1,108 453 236 1,966 530 -450 802 1,623 -33 3,510 -1,035 -7 128 3,727
Percent of Open Interest Represented by Each Category of Trader
5.9 5.7 2.0 48.4 10.4 4.3 8.9 17.5 0.0 17.8 0.0 0.0 12.6 60.0
Number of Traders in Each Category Total Traders: 52
6 6 . 13 6 6 7 10 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 411,928
Positions
30,761 170,086 3,292 284,385 141,144 54,844 13,244 18,118 1,333 14,933 15,693 19 9,117 7,399
Changes from: May 10, 2022 Total Change is: -6,519
-109 -15,009 -134 1,087 7,089 399 -7,095 -1,587 -493 -771 2,074 -7 604 1,149
Percent of Open Interest Represented by Each Category of Trader
7.5 41.3 0.8 69.0 34.3 13.3 3.2 4.4 0.3 3.6 3.8 0.0 2.2 1.8
Number of Traders in Each Category Total Traders: 204
13 15 7 76 52 43 16 17 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 1,220,300
Positions
114,177 460,548 6,668 720,105 439,040 146,589 105,424 103,728 11,502 87,361 27,131 1,592 26,882 23,502
Changes from: May 10, 2022 Total Change is: -13,057
6,746 -42,876 402 16,139 32,653 1,711 -17,556 646 540 -17,337 -140 215 -3,917 -6,208
Percent of Open Interest Represented by Each Category of Trader
9.4 37.7 0.5 59.0 36.0 12.0 8.6 8.5 0.9 7.2 2.2 0.1 2.2 1.9
Number of Traders in Each Category Total Traders: 414
27 18 10 139 96 89 46 49 30 20 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 217,301
Positions
12,941 160,337 26,742 18,707 0 2,213 134,697 1,671 19,135 2,220 6,517 140 506 546
Changes from: May 10, 2022 Total Change is: -2,390
5,480 2,912 -5,633 150 0 -150 -3,190 -630 657 130 0 0 166 454
Percent of Open Interest Represented by Each Category of Trader
6.0 73.8 12.3 8.6 0.0 1.0 62.0 0.8 8.8 1.0 3.0 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 89
8 23 15 11 0 . 30 4 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 1,244,823
Positions
9,717 153,952 1,674 601,099 279,132 197,326 144,450 349,596 37,901 99,614 54,768 522 152,520 169,952
Changes from: May 10, 2022 Total Change is: 37,263
639 18,913 861 9,597 -9,619 3,842 13,930 22,326 -2,806 15,135 711 243 -4,178 2,792
Percent of Open Interest Represented by Each Category of Trader
0.8 12.4 0.1 48.3 22.4 15.9 11.6 28.1 3.0 8.0 4.4 0.0 12.3 13.7
Number of Traders in Each Category Total Traders: 189
5 23 8 60 32 58 27 30 26 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 1,302,810
Positions
21,395 48,669 15,482 718,195 189,634 224,446 57,974 652,803 40,392 73,259 10,054 0 151,667 121,330
Changes from: May 10, 2022 Total Change is: 37,792
-1,335 787 6,464 -6,622 -12,252 -3,429 601 13,040 34,927 -273 275 0 7,459 -2,020
Percent of Open Interest Represented by Each Category of Trader
1.6 3.7 1.2 55.1 14.6 17.2 4.4 50.1 3.1 5.6 0.8 0.0 11.6 9.3
Number of Traders in Each Category Total Traders: 149
6 10 7 70 26 59 5 22 14 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 2,376,024
Positions
85,509 249,600 18,543 930,928 388,651 446,565 551,902 479,318 147,205 47,680 424,013 10,002 137,690 212,127
Changes from: May 10, 2022 Total Change is: 111,250
3,363 33,563 6,828 8,512 -35,138 14,930 66,644 41,413 14,767 -2,215 36,809 1,513 -3,092 -3,435
Percent of Open Interest Represented by Each Category of Trader
3.6 10.5 0.8 39.2 16.4 18.8 23.2 20.2 6.2 2.0 17.8 0.4 5.8 8.9
Number of Traders in Each Category Total Traders: 380
14 47 12 93 60 83 38 64 37 14 50 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 3,666,416
Positions
69,150 282,595 21,344 1,640,321 1,187,439 707,200 502,373 339,663 206,904 181,976 425,622 12,099 325,049 483,550
Changes from: May 10, 2022 Total Change is: -56,281
-8,966 -53,553 4,657 31,114 -68,443 5,794 -151,619 6,618 56,979 -3,453 6,357 -2,246 11,459 -12,444
Percent of Open Interest Represented by Each Category of Trader
1.9 7.7 0.6 44.7 32.4 19.3 13.7 9.3 5.6 5.0 11.6 0.3 8.9 13.2
Number of Traders in Each Category Total Traders: 412
19 31 14 105 85 108 58 63 62 22 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 1,225,195
Positions
66,934 32,720 2,880 480,648 461,708 225,920 108,825 141,163 53,061 136,390 54,048 474 150,063 253,221
Changes from: May 10, 2022 Total Change is: -22,817
-3,681 8,885 1,512 1,394 -49,873 4,221 -45,183 12,772 989 9,561 -1,049 -206 8,576 -68
Percent of Open Interest Represented by Each Category of Trader
5.5 2.7 0.2 39.2 37.7 18.4 8.9 11.5 4.3 11.1 4.4 0.0 12.2 20.7
Number of Traders in Each Category Total Traders: 140
5 7 6 32 53 57 8 17 15 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 3,791,540
Positions
67,460 369,762 30,716 1,706,544 760,525 844,751 292,488 906,242 212,577 349,987 222,545 2,422 284,595 442,000
Changes from: May 10, 2022 Total Change is: -22,137
-8,777 5,454 6,563 -121,366 1,496 21,259 34,345 -102,903 46,507 -15,290 4,169 1,667 12,955 -6,349
Percent of Open Interest Represented by Each Category of Trader
1.8 9.8 0.8 45.0 20.1 22.3 7.7 23.9 5.6 9.2 5.9 0.1 7.5 11.7
Number of Traders in Each Category Total Traders: 350
20 35 11 86 70 92 35 69 43 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,796,405
Positions
339,542 374,927 768,630 0 24,476 20,779 132,438 108,761 447,093 45,499 5,784 4,750 37,674 41,205
Changes from: May 10, 2022 Total Change is: 46,001
10,486 -2,913 19,012 -4,423 3,353 2,145 4,690 5,182 17,280 -1,236 260 0 -1,953 1,682
Percent of Open Interest Represented by Each Category of Trader
18.9 20.9 42.8 0.0 1.4 1.2 7.4 6.1 24.9 2.5 0.3 0.3 2.1 2.3
Number of Traders in Each Category Total Traders: 119
22 34 54 0 . 4 26 21 42 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 is10,381,883
Positions
3,990,495 939,885 1,593,046 650,213 331,387 403,825 537,098 3,358,047 2,557,820 22,833 144,812 240,169 386,384 812,892
Changes from: May 10, 2022 Total Change is: -57,241
56,985 -81,147 -23,161 -54,868 -48,415 -13,524 50,830 182,775 -48,523 1,542 4,685 9,914 -36,436 -39,845
Percent of Open Interest Represented by Each Category of Trader
38.4 9.1 15.3 6.3 3.2 3.9 5.2 32.3 24.6 0.2 1.4 2.3 3.7 7.8
Number of Traders in Each Category Total Traders: 208
27 32 52 8 19 18 23 74 79 5 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 4,967,747
Positions
1,817,938 1,368,675 1,335,705 68,155 317,793 102,559 606,444 831,808 944,436 54,182 32,242 25,555 12,773 8,974
Changes from: May 10, 2022 Total Change is: 54,139
98,776 124,659 -22,038 5,909 -9,666 10,193 38,681 36,579 -79,391 2,230 -1,564 341 -562 -4,974
Percent of Open Interest Represented by Each Category of Trader
36.6 27.6 26.9 1.4 6.4 2.1 12.2 16.7 19.0 1.1 0.6 0.5 0.3 0.2
Number of Traders in Each Category Total Traders: 328
50 67 96 8 21 17 58 56 82 22 34 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 424,651
Positions
138,958 152,853 130,324 3,661 18,457 0 74,123 44,152 71,549 4,150 5,454 1,006 880 856
Changes from: May 10, 2022 Total Change is: 7,261
2,868 15,485 -3,912 925 4,359 -225 1,679 -10,584 5,392 0 -764 122 412 -2,612
Percent of Open Interest Represented by Each Category of Trader
32.7 36.0 30.7 0.9 4.3 0.0 17.5 10.4 16.8 1.0 1.3 0.2 0.2 0.2
Number of Traders in Each Category Total Traders: 134
31 36 42 . . 0 23 32 34 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE ($2,500 x contract-grade IMM Index)
CFTC Code #157741 Open Interest is 24,590
Positions
4,034 4,209 5,345 0 0 0 2,112 1,916 13,099 0 0 0 0 21
Changes from: May 10, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.4 17.1 21.7 0.0 0.0 0.0 8.6 7.8 53.3 0.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 4 . 0 0 0 11 . 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342601 Open Interest is 153,519
Positions
11,910 32,053 3,908 0 0 0 49,105 54,611 40,747 44,555 18,862 3,294 0 44
Changes from: May 10, 2022 Total Change is: 1,528
-1,825 0 0 0 0 0 -671 199 814 3,750 1,026 -540 0 29
Percent of Open Interest Represented by Each Category of Trader
7.8 20.9 2.5 0.0 0.0 0.0 32.0 35.6 26.5 29.0 12.3 2.1 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 4 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 11,644
Positions
192 1,062 37 5,688 641 46 1,413 7,691 686 2,465 433 36 1,081 1,012
Changes from: May 10, 2022 Total Change is: 803
-91 260 -45 -47 -247 27 -450 499 149 1,330 213 -162 92 109
Percent of Open Interest Represented by Each Category of Trader
1.6 9.1 0.3 48.8 5.5 0.4 12.1 66.1 5.9 21.2 3.7 0.3 9.3 8.7
Number of Traders in Each Category Total Traders: 92
. 4 . 6 5 . 13 44 12 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 19,877
Positions
2,599 50 0 262 421 0 3,527 13,176 1,216 8,772 2,674 50 3,451 2,290
Changes from: May 10, 2022 Total Change is: 2,522
377 50 0 -53 48 0 -1,344 1,714 681 3,705 585 -1,126 282 570
Percent of Open Interest Represented by Each Category of Trader
13.1 0.3 0.0 1.3 2.1 0.0 17.7 66.3 6.1 44.1 13.5 0.3 17.4 11.5
Number of Traders in Each Category Total Traders: 114
5 . 0 . . 0 10 15 6 47 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 3,646
Positions
97 140 32 0 252 3 749 2,340 143 1,828 0 56 738 680
Changes from: May 10, 2022 Total Change is: 203
-31 -35 32 0 3 0 -108 -26 24 155 0 40 91 165
Percent of Open Interest Represented by Each Category of Trader
2.7 3.8 0.9 0.0 6.9 0.1 20.5 64.2 3.9 50.1 0.0 1.5 20.2 18.7
Number of Traders in Each Category Total Traders: 45
. . . 0 4 . 11 19 4 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 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 78,833
Positions
0 13,010 0 88 0 0 65,524 55,133 187 11,381 9,575 394 1,259 534
Changes from: May 10, 2022 Total Change is: 33,990
0 4,293 0 88 0 0 32,214 27,197 104 1,383 2,185 71 130 140
Percent of Open Interest Represented by Each Category of Trader
0.0 16.5 0.0 0.1 0.0 0.0 83.1 69.9 0.2 14.4 12.1 0.5 1.6 0.7
Number of Traders in Each Category Total Traders: 125
0 . 0 . 0 0 8 9 . 64 42 .
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Traders in Financial Futures - Futures Only Positions as of May 17, 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 61,899
Positions
755 28,810 0 30,572 713 530 15,761 27,530 258 8,464 1,792 110 5,449 2,156
Changes from: May 10, 2022 Total Change is: 4,343
204 868 0 2,127 163 20 -551 4,054 -63 2,097 -313 30 479 -416
Percent of Open Interest Represented by Each Category of Trader
1.2 46.5 0.0 49.4 1.2 0.9 25.5 44.5 0.4 13.7 2.9 0.2 8.8 3.5
Number of Traders in Each Category Total Traders: 128
. . 0 22 . . 37 17 . 31 16 .
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Traders in Financial Futures - Futures Only Positions as of May 17, 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 311,293
Positions
38,175 27,155 16,134 64,056 30,582 42,506 29,436 73,955 74,808 13,331 4,715 9,240 23,607 32,198
Changes from: May 10, 2022 Total Change is: -6,990
-1,430 -1,855 355 -20,264 3,192 5,365 -10,433 -27,714 14,258 -820 -3,678 4,553 1,426 -1,466
Percent of Open Interest Represented by Each Category of Trader
12.3 8.7 5.2 20.6 9.8 13.7 9.5 23.8 24.0 4.3 1.5 3.0 7.6 10.3
Number of Traders in Each Category Total Traders: 167
12 18 19 16 23 21 25 47 46 7 12 11
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Traders in Financial Futures - Futures Only Positions as of May 17, 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 35,793
Positions
6,903 20,433 0 22,071 1,126 1,165 709 10,547 861 3,369 1,583 0 715 78
Changes from: May 10, 2022 Total Change is: 1,329
5,767 55 -64 -5,117 110 0 -211 -892 861 81 1,265 0 12 -6
Percent of Open Interest Represented by Each Category of Trader
19.3 57.1 0.0 61.7 3.1 3.3 2.0 29.5 2.4 9.4 4.4 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 46
4 . 0 15 . . 6 7 . 9 . 0
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Updated May 20, 2022