Traders in Financial Futures - Futures Only Positions as of June 7, 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 167,373 Positions 1,657 53,198 18,491 50,489 11,759 5,486 21,777 43,052 11,587 20,407 784 16 37,463 23,000 Changes from: May 31, 2022 Total Change is: 31,444 -2,925 17,545 17,569 4,457 -14,132 -699 3,813 9,488 4,217 503 76 -294 4,803 -2,326 Percent of Open Interest Represented by Each Category of Trader 1.0 31.8 11.0 30.2 7.0 3.3 13.0 25.7 6.9 12.2 0.5 0.0 22.4 13.7 Number of Traders in Each Category Total Traders: 106 . 10 6 21 8 6 20 26 17 16 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 49,794 Positions 27,626 929 1,120 4,651 10,814 1,529 2,825 12,275 2,665 0 0 0 9,378 20,462 Changes from: May 31, 2022 Total Change is: 215 -1,442 -465 706 -2,099 -1,617 65 -41 -3,191 2,244 0 0 0 782 2,473 Percent of Open Interest Represented by Each Category of Trader 55.5 1.9 2.2 9.3 21.7 3.1 5.7 24.7 5.4 0.0 0.0 0.0 18.8 41.1 Number of Traders in Each Category Total Traders: 44 6 . 5 6 11 5 7 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 258,623 Positions 119,186 34,001 6,106 34,806 116,241 4,424 59,013 47,500 11,420 2,066 7,674 0 21,602 31,257 Changes from: May 31, 2022 Total Change is: 5,742 2,068 5,387 99 367 -1,553 -943 2,776 2,853 -229 -552 1,384 0 2,156 -1,256 Percent of Open Interest Represented by Each Category of Trader 46.1 13.1 2.4 13.5 44.9 1.7 22.8 18.4 4.4 0.8 3.0 0.0 8.4 12.1 Number of Traders in Each Category Total Traders: 134 7 7 7 15 36 16 22 37 16 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 266,054 Positions 156,839 9,616 8,977 38,990 112,252 4,989 24,172 79,865 8,031 830 1,635 0 23,226 40,689 Changes from: May 31, 2022 Total Change is: 26,974 15,983 1,213 7,722 -5,885 5,075 597 2,747 629 4,389 800 -125 0 621 7,474 Percent of Open Interest Represented by Each Category of Trader 59.0 3.6 3.4 14.7 42.2 1.9 9.1 30.0 3.0 0.3 0.6 0.0 8.7 15.3 Number of Traders in Each Category Total Traders: 135 14 . 10 16 32 16 20 42 14 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 730,667 Positions 28,061 340,286 9,987 404,081 156,715 30,760 79,551 77,302 40,658 41,266 16,302 5,325 90,978 53,332 Changes from: May 31, 2022 Total Change is: 24,350 -6,939 4,747 8,250 1,298 -5,153 1,641 -1,910 -6,954 20,031 -2,286 2,255 425 3,840 -892 Percent of Open Interest Represented by Each Category of Trader 3.8 46.6 1.4 55.3 21.4 4.2 10.9 10.6 5.6 5.6 2.2 0.7 12.5 7.3 Number of Traders in Each Category Total Traders: 335 17 18 10 105 41 47 52 48 34 35 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 32,975 Positions 0 14,738 0 14,901 1,132 2,648 881 10,015 1,042 0 0 0 13,503 3,400 Changes from: May 31, 2022 Total Change is: 1,402 0 848 0 261 629 -358 0 -383 1,035 0 0 0 464 -369 Percent of Open Interest Represented by Each Category of Trader 0.0 44.7 0.0 45.2 3.4 8.0 2.7 30.4 3.2 0.0 0.0 0.0 40.9 10.3 Number of Traders in Each Category Total Traders: 32 0 5 0 17 . 8 . 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 22,055 Positions 8,538 2,339 244 3,691 9,497 1,593 0 4,274 89 0 450 0 7,900 3,569 Changes from: May 31, 2022 Total Change is: 1,036 0 261 244 69 45 46 0 703 89 0 0 0 588 -352 Percent of Open Interest Represented by Each Category of Trader 38.7 10.6 1.1 16.7 43.1 7.2 0.0 19.4 0.4 0.0 2.0 0.0 35.8 16.2 Number of Traders in Each Category Total Traders: 22 . . . 5 8 5 0 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 166,422 Positions 42,518 4,474 9,873 53,463 73,959 4,922 20,716 39,694 9,786 947 0 0 24,197 23,714 Changes from: May 31, 2022 Total Change is: 12,761 -7,415 379 8,245 4,129 -8,772 229 -4,181 4,268 7,332 -116 -529 0 4,538 1,609 Percent of Open Interest Represented by Each Category of Trader 25.5 2.7 5.9 32.1 44.4 3.0 12.4 23.9 5.9 0.6 0.0 0.0 14.5 14.2 Number of Traders in Each Category Total Traders: 96 9 4 9 16 20 11 17 25 13 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 248,184 Positions 4,435 103,732 25,903 103,392 6,532 766 92,286 65,598 7,603 5,234 34,876 124 8,441 3,050 Changes from: May 31, 2022 Total Change is: 35,341 -4,392 -547 25,206 9,766 -2,578 -164 -1,065 7,881 4,877 -5 245 73 1,045 348 Percent of Open Interest Represented by Each Category of Trader 1.8 41.8 10.4 41.7 2.6 0.3 37.2 26.4 3.1 2.1 14.1 0.0 3.4 1.2 Number of Traders in Each Category Total Traders: 178 5 9 4 28 9 5 71 21 11 13 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 72,371 Positions 181 43,375 0 55,690 1,516 30 11,283 24,265 101 1,155 1,402 0 3,931 1,682 Changes from: May 31, 2022 Total Change is: -1,775 12 -2,796 -5,005 5,932 -264 -8 -1,910 7,022 -255 -100 -133 0 -441 -336 Percent of Open Interest Represented by Each Category of Trader 0.3 59.9 0.0 77.0 2.1 0.0 15.6 33.5 0.1 1.6 1.9 0.0 5.4 2.3 Number of Traders in Each Category Total Traders: 69 . 4 0 18 5 . 18 13 . 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 63,540 Positions 36,158 3,757 4,188 3,700 23,433 260 13,428 22,820 2,879 389 755 0 2,538 5,448 Changes from: May 31, 2022 Total Change is: 8,406 463 -398 3,013 393 994 51 2,794 2,982 1,827 89 -99 0 -224 36 Percent of Open Interest Represented by Each Category of Trader 56.9 5.9 6.6 5.8 36.9 0.4 21.1 35.9 4.5 0.6 1.2 0.0 4.0 8.6 Number of Traders in Each Category Total Traders: 97 9 4 4 8 22 . 24 26 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 41,527 Positions 0 12,109 14,542 21,936 2,043 268 2,676 10,205 799 389 0 0 917 1,561 Changes from: May 31, 2022 Total Change is: 18,922 0 605 14,542 2,643 141 268 614 3,362 227 389 -309 0 239 86 Percent of Open Interest Represented by Each Category of Trader 0.0 29.2 35.0 52.8 4.9 0.6 6.4 24.6 1.9 0.9 0.0 0.0 2.2 3.8 Number of Traders in Each Category Total Traders: 34 0 4 . 6 4 . 9 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 40,205 Positions 21,383 6,401 269 3,982 8,774 118 7,422 6,225 484 1,123 9,472 42 5,384 8,422 Changes from: May 31, 2022 Total Change is: -2,036 -2,281 -533 1 501 -1,663 -73 -112 571 201 -115 -1,599 -2 -158 1,061 Percent of Open Interest Represented by Each Category of Trader 53.2 15.9 0.7 9.9 21.8 0.3 18.5 15.5 1.2 2.8 23.6 0.1 13.4 20.9 Number of Traders in Each Category Total Traders: 93 16 8 . 13 15 6 15 16 9 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 80,410 Positions 42,766 12,802 537 7,964 17,547 235 14,844 12,450 968 2,245 18,944 83 10,768 16,844 Changes from: May 31, 2022 Total Change is: -4,072 -4,561 -1,066 2 1,002 -3,325 -146 -223 1,141 401 -229 -3,198 -3 -315 2,122 Percent of Open Interest Represented by Each Category of Trader 53.2 15.9 0.7 9.9 21.8 0.3 18.5 15.5 1.2 2.8 23.6 0.1 13.4 20.9 Number of Traders in Each Category Total Traders: 93 16 8 . 13 15 6 15 16 9 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 48,843 Positions 27,576 30,086 0 14,217 11,507 1,911 1,884 3,886 10 455 0 0 2,790 1,443 Changes from: May 31, 2022 Total Change is: 2,229 657 -1,333 0 1,431 2,672 8 -68 577 10 455 0 0 -264 295 Percent of Open Interest Represented by Each Category of Trader 56.5 61.6 0.0 29.1 23.6 3.9 3.9 8.0 0.0 0.9 0.0 0.0 5.7 3.0 Number of Traders in Each Category Total Traders: 32 5 6 0 15 . . . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 453,484 Positions 57,427 63,039 12,297 197,113 128,837 56,873 37,906 84,174 13,144 30,610 40,040 401 47,713 54,680 Changes from: May 31, 2022 Total Change is: 1,391 4,870 -6,749 91 -2,284 364 -3,552 -778 4,806 1,959 788 2,138 44 251 2,290 Percent of Open Interest Represented by Each Category of Trader 12.7 13.9 2.7 43.5 28.4 12.5 8.4 18.6 2.9 6.7 8.8 0.1 10.5 12.1 Number of Traders in Each Category Total Traders: 534 41 33 33 145 97 112 69 79 62 36 33 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 13,496 Positions 3,543 10,918 0 5,520 688 129 2,194 383 0 0 0 0 2,110 1,378 Changes from: May 31, 2022 Total Change is: -989 218 -1,730 0 -1,089 0 0 631 383 0 0 0 0 -749 358 Percent of Open Interest Represented by Each Category of Trader 26.3 80.9 0.0 40.9 5.1 1.0 16.3 2.8 0.0 0.0 0.0 0.0 15.6 10.2 Number of Traders in Each Category Total Traders: 22 . 8 0 5 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 45,289 Positions 16,468 43,361 0 17,992 0 116 6,909 963 0 0 0 0 3,804 849 Changes from: May 31, 2022 Total Change is: 477 1,492 302 0 -985 0 94 83 -16 0 0 0 0 -207 97 Percent of Open Interest Represented by Each Category of Trader 36.4 95.7 0.0 39.7 0.0 0.3 15.3 2.1 0.0 0.0 0.0 0.0 8.4 1.9 Number of Traders in Each Category Total Traders: 39 4 9 0 18 0 . 7 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 2,267,420 Positions 287,134 315,193 61,486 985,567 644,186 284,364 189,532 420,870 65,718 153,049 200,199 2,005 238,565 273,399 Changes from: May 31, 2022 Total Change is: 6,953 24,349 -33,746 455 -11,420 1,818 -17,760 -3,888 24,028 9,797 3,942 10,688 221 1,257 11,452 Percent of Open Interest Represented by Each Category of Trader 12.7 13.9 2.7 43.5 28.4 12.5 8.4 18.6 2.9 6.7 8.8 0.1 10.5 12.1 Number of Traders in Each Category Total Traders: 534 41 33 33 145 97 112 69 79 62 36 33 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 26,944 Positions 18,951 23,199 0 5,816 271 0 653 1,794 29 0 0 0 1,495 1,651 Changes from: May 31, 2022 Total Change is: 36 341 0 0 225 0 0 -240 -58 0 0 0 0 -290 94 Percent of Open Interest Represented by Each Category of Trader 70.3 86.1 0.0 21.6 1.0 0.0 2.4 6.7 0.1 0.0 0.0 0.0 5.5 6.1 Number of Traders in Each Category Total Traders: 25 6 5 0 7 . 0 . 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 19,097 Positions 1,754 18,497 0 12,566 0 0 1,491 0 0 0 0 0 3,286 600 Changes from: May 31, 2022 Total Change is: -1,443 -362 -1,432 0 -352 0 0 -372 0 0 0 0 0 -357 -11 Percent of Open Interest Represented by Each Category of Trader 9.2 96.9 0.0 65.8 0.0 0.0 7.8 0.0 0.0 0.0 0.0 0.0 17.2 3.1 Number of Traders in Each Category Total Traders: 22 . 10 0 7 0 0 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 22,505 Positions 3,914 19,380 0 13,214 331 1,068 1,627 917 4 0 0 0 2,678 805 Changes from: May 31, 2022 Total Change is: -1,537 -6 -2,001 0 -1,553 -10 0 0 349 0 0 0 0 22 125 Percent of Open Interest Represented by Each Category of Trader 17.4 86.1 0.0 58.7 1.5 4.7 7.2 4.1 0.0 0.0 0.0 0.0 11.9 3.6 Number of Traders in Each Category Total Traders: 30 5 11 0 8 . . . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 258,966 Positions 30,698 19,172 115 30,383 5 113 24,367 196,431 7,075 4,218 0 0 161,997 36,055 Changes from: May 31, 2022 Total Change is: 19,664 1,368 1,618 115 -1,393 0 -9 12,703 19,587 -2,577 789 0 0 8,668 930 Percent of Open Interest Represented by Each Category of Trader 11.9 7.4 0.0 11.7 0.0 0.0 9.4 75.9 2.7 1.6 0.0 0.0 62.6 13.9 Number of Traders in Each Category Total Traders: 28 . . . 10 . . 6 8 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 56,987 Positions 28,159 4,121 200 19,375 39,565 2,797 602 3,441 33 0 501 0 5,821 6,329 Changes from: May 31, 2022 Total Change is: 1,117 -911 1,549 31 2,207 -13 -227 382 -377 30 -252 501 0 -143 -377 Percent of Open Interest Represented by Each Category of Trader 49.4 7.2 0.4 34.0 69.4 4.9 1.1 6.0 0.1 0.0 0.9 0.0 10.2 11.1 Number of Traders in Each Category Total Traders: 70 6 4 . 27 25 11 . 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 53,659 Positions 15,218 8,552 598 15,809 11,500 1,233 10,306 17,384 605 3,101 3,794 67 6,720 9,926 Changes from: May 31, 2022 Total Change is: 1,043 711 -693 117 -1,147 -1,016 -12 659 1,363 162 619 -121 -112 45 1,354 Percent of Open Interest Represented by Each Category of Trader 28.4 15.9 1.1 29.5 21.4 2.3 19.2 32.4 1.1 5.8 7.1 0.1 12.5 18.5 Number of Traders in Each Category Total Traders: 289 31 20 14 51 44 32 37 61 23 20 25 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 268,293 Positions 76,091 42,760 2,989 79,046 57,498 6,164 51,532 86,922 3,026 15,507 18,968 337 33,601 49,629 Changes from: May 31, 2022 Total Change is: 5,213 3,556 -3,464 586 -5,735 -5,079 -58 3,293 6,816 808 3,097 -604 -560 226 6,768 Percent of Open Interest Represented by Each Category of Trader 28.4 15.9 1.1 29.5 21.4 2.3 19.2 32.4 1.1 5.8 7.1 0.1 12.5 18.5 Number of Traders in Each Category Total Traders: 289 31 20 14 51 44 32 37 61 23 20 25 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 124,638 Positions 11,907 1,786 0 881 1,062 0 20,570 90,216 2,136 9,387 845 68 79,689 28,525 Changes from: May 31, 2022 Total Change is: 20,569 1,577 195 0 -89 359 0 3,932 17,086 -1,445 -579 -20 0 17,173 4,394 Percent of Open Interest Represented by Each Category of Trader 9.6 1.4 0.0 0.7 0.9 0.0 16.5 72.4 1.7 7.5 0.7 0.1 63.9 22.9 Number of Traders in Each Category Total Traders: 33 5 . 0 . . 0 8 10 7 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 551,907 Positions 240,846 25,453 14,180 159,131 257,866 50,880 36,804 135,337 6,884 22,310 36,571 224 20,648 24,512 Changes from: May 31, 2022 Total Change is: 11,370 -4,015 3,172 11,861 10,367 -6,144 -1,656 -3,308 2,556 -874 -1,865 720 -15 875 1,750 Percent of Open Interest Represented by Each Category of Trader 43.6 4.6 2.6 28.8 46.7 9.2 6.7 24.5 1.2 4.0 6.6 0.0 3.7 4.4 Number of Traders in Each Category Total Traders: 342 31 12 5 72 75 48 39 79 24 13 21 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 31,475 Positions 7,159 29,832 0 20,491 377 0 2,188 567 0 0 0 0 1,637 699 Changes from: May 31, 2022 Total Change is: 201 -139 -33 0 267 0 0 0 153 0 0 0 0 73 81 Percent of Open Interest Represented by Each Category of Trader 22.7 94.8 0.0 65.1 1.2 0.0 7.0 1.8 0.0 0.0 0.0 0.0 5.2 2.2 Number of Traders in Each Category Total Traders: 29 . 9 0 13 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 17,109 Positions 1,100 7,031 875 7,956 1,250 46 3,017 1,014 793 633 1,500 0 2,689 4,600 Changes from: May 31, 2022 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 6.4 41.1 5.1 46.5 7.3 0.3 17.6 5.9 4.6 3.7 8.8 0.0 15.7 26.9 Number of Traders in Each Category Total Traders: 21 . 4 . 9 . . . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 60,783 Positions 6,125 6,185 3,638 24,693 3,970 3,158 8,140 12,504 2,929 4,708 3,991 2 7,390 24,406 Changes from: May 31, 2022 Total Change is: 14,065 960 1,498 1,978 1,367 -1,137 -51 6,098 4,297 1,689 848 2,739 2 1,174 3,050 Percent of Open Interest Represented by Each Category of Trader 10.1 10.2 6.0 40.6 6.5 5.2 13.4 20.6 4.8 7.7 6.6 0.0 12.2 40.2 Number of Traders in Each Category Total Traders: 66 6 8 7 12 4 5 15 15 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 403,227 Positions 29,571 158,000 3,038 274,900 145,740 53,975 16,804 18,287 1,492 14,028 16,516 67 9,352 6,112 Changes from: May 31, 2022 Total Change is: -5,182 -384 -3,359 267 -8,660 2,113 -1,266 4,351 -4,269 -194 152 -281 4 548 1,803 Percent of Open Interest Represented by Each Category of Trader 7.3 39.2 0.8 68.2 36.1 13.4 4.2 4.5 0.4 3.5 4.1 0.0 2.3 1.5 Number of Traders in Each Category Total Traders: 200 12 14 11 71 53 42 17 19 7 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 1,148,356 Positions 103,800 423,144 14,174 684,593 404,967 141,647 103,864 90,482 10,299 59,288 27,263 1,611 29,080 34,769 Changes from: May 31, 2022 Total Change is: -30,720 -1,200 -13,841 2,130 -12,678 -11,405 -4,570 -4,725 -3,784 -689 -2,527 -1,639 98 -6,559 2,980 Percent of Open Interest Represented by Each Category of Trader 9.0 36.8 1.2 59.6 35.3 12.3 9.0 7.9 0.9 5.2 2.4 0.1 2.5 3.0 Number of Traders in Each Category Total Traders: 413 27 20 15 144 90 87 53 39 30 21 19 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 224,200 Positions 12,261 173,850 22,549 22,056 0 3,813 146,270 2,782 14,394 2,353 6,542 140 364 130 Changes from: May 31, 2022 Total Change is: 1,714 -1,155 2,353 -447 1,486 0 500 1,873 -115 -576 39 0 0 -6 -1 Percent of Open Interest Represented by Each Category of Trader 5.5 77.5 10.1 9.8 0.0 1.7 65.2 1.2 6.4 1.0 2.9 0.1 0.2 0.1 Number of Traders in Each Category Total Traders: 99 7 24 16 15 0 . 31 4 11 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 1,193,131 Positions 1,002 104,742 2,259 598,896 276,936 202,475 108,710 341,006 26,915 84,710 71,304 0 168,164 167,494 Changes from: May 31, 2022 Total Change is: -18,892 345 2,130 -435 -3,531 4,724 -1,982 -7,161 -12,293 -9,981 -6,971 10,179 0 10,824 -11,234 Percent of Open Interest Represented by Each Category of Trader 0.1 8.8 0.2 50.2 23.2 17.0 9.1 28.6 2.3 7.1 6.0 0.0 14.1 14.0 Number of Traders in Each Category Total Traders: 175 . 17 4 59 33 57 25 25 19 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 1,278,824 Positions 17,479 52,220 313 723,726 193,360 237,566 63,600 638,375 20,073 66,913 11,965 0 149,154 124,952 Changes from: May 31, 2022 Total Change is: -10,067 3,497 -7,679 -1,187 -4,365 -1,140 4,793 -4,557 4,042 -8,712 104 1,971 0 360 -2,155 Percent of Open Interest Represented by Each Category of Trader 1.4 4.1 0.0 56.6 15.1 18.6 5.0 49.9 1.6 5.2 0.9 0.0 11.7 9.8 Number of Traders in Each Category Total Traders: 148 6 9 . 74 24 63 5 22 11 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 2,002,134 Positions 104,208 179,448 16,497 833,240 386,510 372,871 407,805 446,164 87,495 35,364 313,944 1,118 143,536 198,087 Changes from: May 31, 2022 Total Change is: -217,363 17,670 -29,826 -4,620 -33,589 -48,248 -550 -155,342 -71,591 -38,808 1,239 -9,923 -3,429 66 -10,368 Percent of Open Interest Represented by Each Category of Trader 5.2 9.0 0.8 41.6 19.3 18.6 20.4 22.3 4.4 1.8 15.7 0.1 7.2 9.9 Number of Traders in Each Category Total Traders: 346 15 39 12 90 62 79 35 61 29 11 33 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 3,469,948 Positions 43,225 256,554 25,521 1,726,298 1,045,823 715,070 350,746 375,497 132,316 155,007 437,065 14,309 307,456 467,793 Changes from: May 31, 2022 Total Change is: -860 -20,054 -7,779 -14,498 32,116 38,779 -9,104 -3,137 -21,182 3,280 8,486 19,532 7,685 -5,634 -17,573 Percent of Open Interest Represented by Each Category of Trader 1.2 7.4 0.7 49.7 30.1 20.6 10.1 10.8 3.8 4.5 12.6 0.4 8.9 13.5 Number of Traders in Each Category Total Traders: 423 15 36 10 110 82 109 49 81 43 20 30 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 1,241,841 Positions 59,728 43,635 1,986 488,188 458,295 232,766 129,554 147,548 54,431 137,290 53,982 290 137,608 248,908 Changes from: May 31, 2022 Total Change is: 6,195 1,174 11,716 -474 13,263 3,681 1,406 661 -3,686 -2,145 1,846 -846 0 -9,536 -3,457 Percent of Open Interest Represented by Each Category of Trader 4.8 3.5 0.2 39.3 36.9 18.7 10.4 11.9 4.4 11.1 4.3 0.0 11.1 20.0 Number of Traders in Each Category Total Traders: 148 4 9 5 32 57 52 11 18 15 8 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 3,784,732 Positions 69,354 426,611 21,879 1,651,347 833,687 861,033 337,312 770,153 163,882 395,259 235,905 1,286 283,380 470,296 Changes from: May 31, 2022 Total Change is: -19,983 31,442 -9,506 -6,186 -61,611 -14,630 37,731 -32,608 -85,572 6,937 5,716 15,298 892 -2,296 35,053 Percent of Open Interest Represented by Each Category of Trader 1.8 11.3 0.6 43.6 22.0 22.8 8.9 20.3 4.3 10.4 6.2 0.0 7.5 12.4 Number of Traders in Each Category Total Traders: 325 15 30 7 89 64 86 38 56 32 15 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 1,568,823 Positions 333,045 353,520 622,677 0 46,814 6,783 187,241 144,921 336,628 39,894 8,624 2,085 40,470 46,771 Changes from: May 31, 2022 Total Change is: -338,412 -38,620 -11,320 -176,077 0 9,556 -11,288 28,410 -15,263 -136,045 -5,420 3,000 -2,765 3,393 1,790 Percent of Open Interest Represented by Each Category of Trader 21.2 22.5 39.7 0.0 3.0 0.4 11.9 9.2 21.5 2.5 0.5 0.1 2.6 3.0 Number of Traders in Each Category Total Traders: 110 26 26 50 0 . . 22 23 36 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 is10,409,834 Positions 3,549,083 990,747 1,812,854 647,803 216,078 443,044 652,058 3,098,338 2,709,921 24,906 191,699 180,216 389,949 766,937 Changes from: May 31, 2022 Total Change is: 35,729 -367,078 -6,630 206,161 40,821 6,016 318 66,950 -259,247 87,966 100 29,172 -17,759 18,250 -10,268 Percent of Open Interest Represented by Each Category of Trader 34.1 9.5 17.4 6.2 2.1 4.3 6.3 29.8 26.0 0.2 1.8 1.7 3.7 7.4 Number of Traders in Each Category Total Traders: 219 29 33 54 12 16 18 20 79 77 6 19 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 5,493,937 Positions 2,262,142 1,593,804 1,246,797 102,556 355,640 123,461 571,458 1,018,726 1,081,261 60,023 28,355 33,665 12,574 12,228 Changes from: May 31, 2022 Total Change is: 170,320 201,200 121,429 -41,793 34,863 589 10,831 -62,969 51,865 26,436 2,454 1,543 -977 275 397 Percent of Open Interest Represented by Each Category of Trader 41.2 29.0 22.7 1.9 6.5 2.2 10.4 18.5 19.7 1.1 0.5 0.6 0.2 0.2 Number of Traders in Each Category Total Traders: 348 50 68 94 10 23 17 51 67 83 28 39 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 362,126 Positions 97,921 110,778 123,543 2,427 20,092 119 71,574 42,130 61,950 4,137 2,742 284 171 488 Changes from: May 31, 2022 Total Change is: -99,848 -46,063 -49,931 -16,771 -1,615 -2,730 119 -20,160 -12,351 -14,009 -77 -2,533 -799 -473 -843 Percent of Open Interest Represented by Each Category of Trader 27.0 30.6 34.1 0.7 5.5 0.0 19.8 11.6 17.1 1.1 0.8 0.1 0.0 0.1 Number of Traders in Each Category Total Traders: 128 23 38 39 . . . 23 30 32 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 24,942 Positions 4,744 4,209 5,345 0 0 0 1,437 1,990 13,397 0 0 0 19 1 Changes from: May 31, 2022 Total Change is: 413 100 0 0 0 0 0 -57 43 370 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 19.0 16.9 21.4 0.0 0.0 0.0 5.8 8.0 53.7 0.0 0.0 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 20 . 4 . 0 0 0 8 5 12 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 10,990 Positions 215 1,827 0 5,857 856 25 1,118 6,173 582 1,938 311 192 1,063 1,024 Changes from: May 31, 2022 Total Change is: 90 6 139 -90 291 284 -85 16 -255 -90 -24 60 36 30 91 Percent of Open Interest Represented by Each Category of Trader 2.0 16.6 0.0 53.3 7.8 0.2 10.2 56.2 5.3 17.6 2.8 1.7 9.7 9.3 Number of Traders in Each Category Total Traders: 92 . . 0 4 6 . 16 42 12 10 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10) CFTC Code #133742 Open Interest is 15,437 Positions 1,315 518 0 211 800 0 3,294 9,317 1,084 6,489 1,783 0 3,044 1,935 Changes from: May 31, 2022 Total Change is: 3,276 710 492 0 34 360 0 -521 2,022 428 2,460 -42 0 165 16 Percent of Open Interest Represented by Each Category of Trader 8.5 3.4 0.0 1.4 5.2 0.0 21.3 60.4 7.0 42.0 11.6 0.0 19.7 12.5 Number of Traders in Each Category Total Traders: 100 . . 0 4 . 0 12 14 . 39 23 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 3,072 Positions 91 71 0 0 366 3 1,010 1,812 48 1,147 120 3 770 649 Changes from: May 31, 2022 Total Change is: -14 0 -113 0 0 44 0 110 -201 -5 -94 53 0 -25 208 Percent of Open Interest Represented by Each Category of Trader 3.0 2.3 0.0 0.0 11.9 0.1 32.9 59.0 1.6 37.3 3.9 0.1 25.1 21.1 Number of Traders in Each Category Total Traders: 44 . . 0 0 5 . 9 20 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 28,351 Positions 12,043 0 0 88 386 0 4,735 21,074 75 9,663 5,867 491 1,256 458 Changes from: May 31, 2022 Total Change is: 3,179 210 0 0 0 106 0 2,594 1,511 75 202 1,514 7 91 -34 Percent of Open Interest Represented by Each Category of Trader 42.5 0.0 0.0 0.3 1.4 0.0 16.7 74.3 0.3 34.1 20.7 1.7 4.4 1.6 Number of Traders in Each Category Total Traders: 110 . 0 0 . . 0 9 7 . 55 35 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 65,163 Positions 1,138 29,821 0 31,546 1,249 477 14,013 29,485 1,371 10,828 895 10 5,780 1,855 Changes from: May 31, 2022 Total Change is: 1,300 -40 36 0 992 -125 -20 148 891 1,037 -764 -330 -228 175 39 Percent of Open Interest Represented by Each Category of Trader 1.7 45.8 0.0 48.4 1.9 0.7 21.5 45.2 2.1 16.6 1.4 0.0 8.9 2.8 Number of Traders in Each Category Total Traders: 123 . . 0 20 5 . 38 17 8 30 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 288,366 Positions 26,744 17,383 14,967 83,729 41,752 38,016 28,045 77,216 58,276 7,809 4,306 6,396 24,384 30,054 Changes from: May 31, 2022 Total Change is: 9,516 -1,753 -3,975 4,405 9,730 10,572 -5,010 -3,353 372 2,896 -572 -165 1,443 1,730 -1,022 Percent of Open Interest Represented by Each Category of Trader 9.3 6.0 5.2 29.0 14.5 13.2 9.7 26.8 20.2 2.7 1.5 2.2 8.5 10.4 Number of Traders in Each Category Total Traders: 161 10 15 18 16 26 23 30 45 44 5 7 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 7, 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 73,132 Positions 38,622 57,936 0 20,717 2,245 1,235 5,937 10,108 857 4,604 109 34 1,126 608 Changes from: May 31, 2022 Total Change is: 37,966 37,523 37,503 0 -1,814 0 0 552 -27 26 1,210 -21 22 447 463 Percent of Open Interest Represented by Each Category of Trader 52.8 79.2 0.0 28.3 3.1 1.7 8.1 13.8 1.2 6.3 0.1 0.0 1.5 0.8 Number of Traders in Each Category Total Traders: 54 5 . 0 15 . . 7 6 . 14 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 10, 2022