Traders in Financial Futures - Futures Only Positions as of August 16, 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 147,596
Positions
8,131 58,891 344 48,432 22,456 4,562 31,761 25,152 8,092 12,982 69 163 33,129 27,867
Changes from: August 9, 2022 Total Change is: 3,950
-427 7,617 4 -262 -6,496 265 5,036 -1,280 1,549 -1,179 69 -357 -679 2,579
Percent of Open Interest Represented by Each Category of Trader
5.5 39.9 0.2 32.8 15.2 3.1 21.5 17.0 5.5 8.8 0.0 0.1 22.4 18.9
Number of Traders in Each Category Total Traders: 89
8 5 . 16 14 5 18 17 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 39,407
Positions
18,638 2,219 159 2,446 9,176 555 7,757 8,926 43 0 0 0 9,809 18,329
Changes from: August 9, 2022 Total Change is: -3,795
-2,795 1,456 51 -539 -2,255 -57 -844 -2,217 -6 0 0 0 395 -767
Percent of Open Interest Represented by Each Category of Trader
47.3 5.6 0.4 6.2 23.3 1.4 19.7 22.7 0.1 0.0 0.0 0.0 24.9 46.5
Number of Traders in Each Category Total Traders: 38
4 . . . 10 . 9 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 227,752
Positions
86,658 25,620 1,591 36,058 120,103 4,507 68,302 30,233 6,120 4,626 5,580 0 19,890 33,998
Changes from: August 9, 2022 Total Change is: 3,171
-4,176 2,702 943 248 -1,202 356 5,350 -211 803 -1,000 2,607 0 647 -2,827
Percent of Open Interest Represented by Each Category of Trader
38.0 11.2 0.7 15.8 52.7 2.0 30.0 13.3 2.7 2.0 2.5 0.0 8.7 14.9
Number of Traders in Each Category Total Traders: 131
8 8 . 12 37 13 27 27 11 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 228,697
Positions
108,156 42,705 1,152 50,791 94,075 5,343 36,906 45,673 1,750 3,134 3,446 0 21,465 34,553
Changes from: August 9, 2022 Total Change is: 2,863
-767 -3,463 544 897 2,881 38 1,888 -407 -1,339 1,115 2,996 0 487 1,613
Percent of Open Interest Represented by Each Category of Trader
47.3 18.7 0.5 22.2 41.1 2.3 16.1 20.0 0.8 1.4 1.5 0.0 9.4 15.1
Number of Traders in Each Category Total Traders: 118
7 9 5 22 28 16 18 25 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 698,570
Positions
59,450 297,836 4,996 384,008 177,485 28,848 70,967 93,137 19,728 45,847 13,682 5,137 79,589 57,721
Changes from: August 9, 2022 Total Change is: 6,172
4,486 -3,367 -436 2,775 7,641 -631 -1,812 3,750 349 856 15 -60 645 -1,089
Percent of Open Interest Represented by Each Category of Trader
8.5 42.6 0.7 55.0 25.4 4.1 10.2 13.3 2.8 6.6 2.0 0.7 11.4 8.3
Number of Traders in Each Category Total Traders: 331
19 11 9 103 46 47 43 54 24 38 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 32,531
Positions
906 17,664 0 12,815 3,620 2,709 4,048 3,850 3 0 0 0 12,050 4,685
Changes from: August 9, 2022 Total Change is: -376
-368 -1 0 2 -227 17 -476 0 0 0 0 0 449 -165
Percent of Open Interest Represented by Each Category of Trader
2.8 54.3 0.0 39.4 11.1 8.3 12.4 11.8 0.0 0.0 0.0 0.0 37.0 14.4
Number of Traders in Each Category Total Traders: 32
. . 0 17 4 7 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 19,246
Positions
1,666 2,888 24 2,856 9,341 1,237 5,439 1,282 0 0 900 0 8,024 3,574
Changes from: August 9, 2022 Total Change is: 385
86 1 -1 0 563 0 749 0 0 0 0 0 -449 -178
Percent of Open Interest Represented by Each Category of Trader
8.7 15.0 0.1 14.8 48.5 6.4 28.3 6.7 0.0 0.0 4.7 0.0 41.7 18.6
Number of Traders in Each Category Total Traders: 21
. . . . 8 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 160,045
Positions
66,892 3,482 1,099 52,301 91,983 3,597 17,208 34,592 1,888 400 2,522 0 16,660 20,882
Changes from: August 9, 2022 Total Change is: 1,945
3,669 373 -55 13 -4,494 -555 1,197 5,380 -6 400 1,651 0 -2,718 -349
Percent of Open Interest Represented by Each Category of Trader
41.8 2.2 0.7 32.7 57.5 2.2 10.8 21.6 1.2 0.2 1.6 0.0 10.4 13.0
Number of Traders in Each Category Total Traders: 95
11 . . 13 20 7 16 27 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 201,618
Positions
17,399 120,629 970 109,873 3,325 909 60,595 27,634 838 4,163 44,010 89 6,782 3,214
Changes from: August 9, 2022 Total Change is: 11,630
5,510 2,638 124 -6,556 393 369 9,437 6,872 -240 2,146 1,303 49 791 122
Percent of Open Interest Represented by Each Category of Trader
8.6 59.8 0.5 54.5 1.6 0.5 30.1 13.7 0.4 2.1 21.8 0.0 3.4 1.6
Number of Traders in Each Category Total Traders: 153
. 8 . 26 8 4 57 26 7 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 38,079
Positions
307 428 172 24,121 1,334 33 7,879 33,592 101 1,787 876 0 3,679 1,543
Changes from: August 9, 2022 Total Change is: 12,598
0 4 -4 11,030 0 0 1,108 12,094 0 190 215 0 274 289
Percent of Open Interest Represented by Each Category of Trader
0.8 1.1 0.5 63.3 3.5 0.1 20.7 88.2 0.3 4.7 2.3 0.0 9.7 4.1
Number of Traders in Each Category Total Traders: 57
. . . 11 4 . 14 15 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 41,729
Positions
16,606 7,235 109 5,554 15,532 276 16,210 13,419 128 334 554 54 2,458 4,422
Changes from: August 9, 2022 Total Change is: -3,621
-3,934 3,002 -44 1,703 -2,189 -185 -1,656 -2,336 -89 334 -226 31 219 -1,585
Percent of Open Interest Represented by Each Category of Trader
39.8 17.3 0.3 13.3 37.2 0.7 38.8 32.2 0.3 0.8 1.3 0.1 5.9 10.6
Number of Traders in Each Category Total Traders: 84
6 6 . 5 18 4 21 23 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 27,403
Positions
13,029 22,360 0 696 2,013 0 12,448 1,144 175 108 129 0 947 1,582
Changes from: August 9, 2022 Total Change is: -3,344
270 49 0 422 -3,067 0 -4,253 -389 175 4 129 0 38 -241
Percent of Open Interest Represented by Each Category of Trader
47.5 81.6 0.0 2.5 7.3 0.0 45.4 4.2 0.6 0.4 0.5 0.0 3.5 5.8
Number of Traders in Each Category Total Traders: 32
. . 0 . 6 0 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 40,519
Positions
14,059 6,809 643 5,981 6,396 349 11,545 9,091 740 560 8,648 0 6,643 7,844
Changes from: August 9, 2022 Total Change is: 2,822
-1,491 1,136 250 501 -1,529 -42 2,020 2,710 -15 133 -126 0 1,465 436
Percent of Open Interest Represented by Each Category of Trader
34.7 16.8 1.6 14.8 15.8 0.9 28.5 22.4 1.8 1.4 21.3 0.0 16.4 19.4
Number of Traders in Each Category Total Traders: 99
13 12 . 18 12 6 15 22 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 81,037
Positions
28,118 13,617 1,285 11,962 12,792 698 23,089 18,182 1,480 1,119 17,296 0 13,286 15,687
Changes from: August 9, 2022 Total Change is: 5,643
-2,981 2,272 500 1,002 -3,057 -83 4,040 5,420 -29 265 -252 0 2,929 872
Percent of Open Interest Represented by Each Category of Trader
34.7 16.8 1.6 14.8 15.8 0.9 28.5 22.4 1.8 1.4 21.3 0.0 16.4 19.4
Number of Traders in Each Category Total Traders: 99
13 12 . 18 12 6 15 22 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 45,797
Positions
23,688 21,073 24 14,866 17,424 2,230 2,325 3,989 0 0 0 0 2,664 1,057
Changes from: August 9, 2022 Total Change is: -4,620
1,934 -3,794 0 -6,090 376 -526 -121 -753 0 0 0 0 183 77
Percent of Open Interest Represented by Each Category of Trader
51.7 46.0 0.1 32.5 38.0 4.9 5.1 8.7 0.0 0.0 0.0 0.0 5.8 2.3
Number of Traders in Each Category Total Traders: 37
5 7 . 17 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 22,057
Positions
913 0 0 0 682 0 16,192 4,132 1,308 300 1,124 0 3,344 14,811
Changes from: August 9, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.1 0.0 0.0 0.0 3.1 0.0 73.4 18.7 5.9 1.4 5.1 0.0 15.2 67.1
Number of Traders in Each Category Total Traders: 21
. 0 0 0 . 0 8 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 469,245
Positions
107,697 33,612 4,847 197,630 122,412 53,195 25,122 144,856 11,340 23,302 39,625 602 45,509 58,755
Changes from: August 9, 2022 Total Change is: 9,367
6,958 850 -2,348 4,723 -11,311 -502 -387 18,627 -143 -718 2,759 18 1,767 1,418
Percent of Open Interest Represented by Each Category of Trader
23.0 7.2 1.0 42.1 26.1 11.3 5.4 30.9 2.4 5.0 8.4 0.1 9.7 12.5
Number of Traders in Each Category Total Traders: 533
36 30 20 141 100 103 53 108 52 29 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 31,515
Positions
6,712 28,948 0 15,700 207 0 5,514 151 599 0 0 0 2,990 1,610
Changes from: August 9, 2022 Total Change is: -1,000
70 -170 0 -609 0 0 -1,065 -1,346 0 0 0 0 604 516
Percent of Open Interest Represented by Each Category of Trader
21.3 91.9 0.0 49.8 0.7 0.0 17.5 0.5 1.9 0.0 0.0 0.0 9.5 5.1
Number of Traders in Each Category Total Traders: 33
6 7 0 13 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,346,224
Positions
538,487 168,060 24,237 988,150 612,060 265,976 125,609 724,278 56,698 116,512 198,127 3,011 227,544 293,777
Changes from: August 9, 2022 Total Change is: 46,836
34,788 4,251 -11,741 23,615 -56,556 -2,511 -1,933 93,136 -717 -3,591 13,795 91 8,835 7,088
Percent of Open Interest Represented by Each Category of Trader
23.0 7.2 1.0 42.1 26.1 11.3 5.4 30.9 2.4 5.0 8.4 0.1 9.7 12.5
Number of Traders in Each Category Total Traders: 533
36 30 20 141 100 103 53 108 52 29 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 22,813
Positions
15,914 15,400 0 4,326 3,509 330 443 1,967 0 0 0 0 1,800 1,607
Changes from: August 9, 2022 Total Change is: -207
-546 291 0 136 -512 0 9 -28 0 0 0 0 194 42
Percent of Open Interest Represented by Each Category of Trader
69.8 67.5 0.0 19.0 15.4 1.4 1.9 8.6 0.0 0.0 0.0 0.0 7.9 7.0
Number of Traders in Each Category Total Traders: 24
5 7 0 4 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 18,610
Positions
7,323 16,876 0 7,797 1,033 0 790 0 0 0 0 0 2,700 701
Changes from: August 9, 2022 Total Change is: -480
290 -773 0 -341 0 0 -261 0 0 0 0 0 -168 293
Percent of Open Interest Represented by Each Category of Trader
39.3 90.7 0.0 41.9 5.6 0.0 4.2 0.0 0.0 0.0 0.0 0.0 14.5 3.8
Number of Traders in Each Category Total Traders: 20
5 7 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 26,158
Positions
7,807 21,707 0 12,410 0 1,244 1,824 1,218 0 0 0 0 2,873 1,989
Changes from: August 9, 2022 Total Change is: 707
1,800 403 0 -666 0 4 -749 -305 0 0 0 0 318 605
Percent of Open Interest Represented by Each Category of Trader
29.8 83.0 0.0 47.4 0.0 4.8 7.0 4.7 0.0 0.0 0.0 0.0 11.0 7.6
Number of Traders in Each Category Total Traders: 30
4 9 0 10 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 184,919
Positions
0 17,647 0 28,698 0 191 35,216 94,940 3,003 0 10,152 0 117,811 58,986
Changes from: August 9, 2022 Total Change is: 11,620
-4,066 5,376 0 960 0 20 14,002 -5,661 -276 0 2,698 0 980 9,463
Percent of Open Interest Represented by Each Category of Trader
0.0 9.5 0.0 15.5 0.0 0.1 19.0 51.3 1.6 0.0 5.5 0.0 63.7 31.9
Number of Traders in Each Category Total Traders: 30
0 . 0 10 0 4 10 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 213,647
Positions
67,681 73,472 98,145 0 0 0 7,406 1,012 38,888 0 0 0 1,527 2,130
Changes from: August 9, 2022 Total Change is: -1,000
-1,000 -1,000 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.7 34.4 45.9 0.0 0.0 0.0 3.5 0.5 18.2 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 10 0 0 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 48,762
Positions
18,102 4,401 54 20,261 32,489 2,327 538 4,066 165 0 0 0 7,315 5,260
Changes from: August 9, 2022 Total Change is: -3,025
-3,765 66 33 330 -2,784 -55 -1 -316 -3 0 0 0 436 34
Percent of Open Interest Represented by Each Category of Trader
37.1 9.0 0.1 41.6 66.6 4.8 1.1 8.3 0.3 0.0 0.0 0.0 15.0 10.8
Number of Traders in Each Category Total Traders: 65
7 4 . 26 20 10 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 53,559
Positions
13,098 3,425 577 19,972 10,045 1,225 8,841 20,971 1,173 2,486 5,483 155 6,033 10,506
Changes from: August 9, 2022 Total Change is: 1,802
-289 -1,042 83 2,193 -145 -321 -175 1,091 135 96 1,429 91 -12 480
Percent of Open Interest Represented by Each Category of Trader
24.5 6.4 1.1 37.3 18.8 2.3 16.5 39.2 2.2 4.6 10.2 0.3 11.3 19.6
Number of Traders in Each Category Total Traders: 297
26 19 7 65 36 27 40 59 24 18 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 267,796
Positions
65,488 17,126 2,887 99,862 50,223 6,124 44,206 104,853 5,864 12,429 27,415 773 30,163 52,531
Changes from: August 9, 2022 Total Change is: 9,012
-1,446 -5,208 417 10,967 -724 -1,603 -875 5,455 676 481 7,144 453 -58 2,402
Percent of Open Interest Represented by Each Category of Trader
24.5 6.4 1.1 37.3 18.8 2.3 16.5 39.2 2.2 4.6 10.2 0.3 11.3 19.6
Number of Traders in Each Category Total Traders: 297
26 19 7 65 36 27 40 59 24 18 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 112,055
Positions
5,755 1,224 0 1,846 2,695 30 37,205 55,595 1,991 2,535 1,877 325 62,368 48,318
Changes from: August 9, 2022 Total Change is: 10,150
306 197 0 170 -229 10 13,096 -721 -1,154 799 -282 0 -3,077 12,329
Percent of Open Interest Represented by Each Category of Trader
5.1 1.1 0.0 1.6 2.4 0.0 33.2 49.6 1.8 2.3 1.7 0.3 55.7 43.1
Number of Traders in Each Category Total Traders: 38
5 . 0 . . . 12 8 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 527,821
Positions
200,577 33,985 6,749 180,379 211,392 44,106 54,372 159,376 8,534 10,458 39,131 54 22,592 24,494
Changes from: August 9, 2022 Total Change is: -16,384
-22,595 2,572 2,360 5,242 -39,343 -334 -4,250 15,786 -747 836 2,912 -9 3,113 419
Percent of Open Interest Represented by Each Category of Trader
38.0 6.4 1.3 34.2 40.0 8.4 10.3 30.2 1.6 2.0 7.4 0.0 4.3 4.6
Number of Traders in Each Category Total Traders: 337
27 17 6 71 73 48 42 77 23 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 20,290
Positions
3,760 18,773 0 13,608 580 0 1,851 538 0 0 0 0 1,071 399
Changes from: August 9, 2022 Total Change is: -109
100 -92 0 -23 -13 0 0 0 0 0 0 0 -186 -4
Percent of Open Interest Represented by Each Category of Trader
18.5 92.5 0.0 67.1 2.9 0.0 9.1 2.7 0.0 0.0 0.0 0.0 5.3 2.0
Number of Traders in Each Category Total Traders: 27
. 7 0 11 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 14,751
Positions
950 3,796 0 8,648 1,434 46 612 3,310 6 0 2,962 0 4,489 3,197
Changes from: August 9, 2022 Total Change is: 454
0 115 0 -71 -202 2 0 719 -44 0 -209 0 567 73
Percent of Open Interest Represented by Each Category of Trader
6.4 25.7 0.0 58.6 9.7 0.3 4.1 22.4 0.0 0.0 20.1 0.0 30.4 21.7
Number of Traders in Each Category Total Traders: 21
. 4 0 7 . 4 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 58,199
Positions
9,597 8,332 914 24,171 5,185 3,309 10,187 8,947 294 3,973 0 0 5,754 31,218
Changes from: August 9, 2022 Total Change is: -993
-31 1,389 143 -1,599 748 439 1,103 564 -20 -2,038 0 0 1,010 -4,256
Percent of Open Interest Represented by Each Category of Trader
16.5 14.3 1.6 41.5 8.9 5.7 17.5 15.4 0.5 6.8 0.0 0.0 9.9 53.6
Number of Traders in Each Category Total Traders: 65
10 11 . 11 6 5 13 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 386,863
Positions
34,119 152,272 1,870 267,907 120,329 47,455 14,428 28,763 1,047 11,005 28,388 690 8,342 6,049
Changes from: August 9, 2022 Total Change is: -5,343
-2,041 -1,896 3 682 -19,030 103 -4,772 9,254 41 136 5,619 35 470 528
Percent of Open Interest Represented by Each Category of Trader
8.8 39.4 0.5 69.3 31.1 12.3 3.7 7.4 0.3 2.8 7.3 0.2 2.2 1.6
Number of Traders in Each Category Total Traders: 202
12 17 6 76 47 37 14 19 4 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 1,219,659
Positions
123,711 450,105 24,806 766,550 369,998 126,222 88,986 165,727 4,657 59,607 57,279 1,800 23,320 19,065
Changes from: August 9, 2022 Total Change is: 12,356
355 4,574 -112 15,928 -21,216 -1,426 2,006 20,273 -184 -1,873 11,436 -205 -2,133 -784
Percent of Open Interest Represented by Each Category of Trader
10.1 36.9 2.0 62.8 30.3 10.3 7.3 13.6 0.4 4.9 4.7 0.1 1.9 1.6
Number of Traders in Each Category Total Traders: 410
29 22 13 140 90 86 44 46 27 22 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 228,272
Positions
25,393 180,568 18,519 26,312 0 2,808 138,620 5,720 12,503 3,595 7,894 140 382 120
Changes from: August 9, 2022 Total Change is: 1,042
1,498 3,970 -3,544 415 0 50 1,636 45 522 477 0 0 -12 -1
Percent of Open Interest Represented by Each Category of Trader
11.1 79.1 8.1 11.5 0.0 1.2 60.7 2.5 5.5 1.6 3.5 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 102
6 25 15 13 0 4 33 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 1,167,915
Positions
1,270 123,773 4,098 572,040 241,595 213,174 110,792 333,945 15,022 82,988 93,895 84 168,447 142,329
Changes from: August 9, 2022 Total Change is: 7,206
-2,071 -3,351 -1,194 -5,344 4,125 979 8,238 1,746 6,355 351 590 84 -192 -2,128
Percent of Open Interest Represented by Each Category of Trader
0.1 10.6 0.4 49.0 20.7 18.3 9.5 28.6 1.3 7.1 8.0 0.0 14.4 12.2
Number of Traders in Each Category Total Traders: 179
. 19 5 65 29 62 23 27 25 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 1,374,345
Positions
15,543 59,248 2,714 823,896 196,902 229,958 38,288 695,252 56,595 56,426 20,060 0 150,925 113,616
Changes from: August 9, 2022 Total Change is: 29,021
-911 -6,879 2,304 11,918 -4,127 433 -1,428 23,398 8,063 -2,564 740 0 11,206 5,089
Percent of Open Interest Represented by Each Category of Trader
1.1 4.3 0.2 59.9 14.3 16.7 2.8 50.6 4.1 4.1 1.5 0.0 11.0 8.3
Number of Traders in Each Category Total Traders: 158
4 11 . 79 20 62 12 22 15 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,124,688
Positions
48,734 210,831 14,378 1,025,575 541,354 325,283 233,371 462,578 149,146 168,143 225,555 2,041 158,017 193,522
Changes from: August 9, 2022 Total Change is: 2,589
-4,437 -13,075 -579 42,228 -18,452 6,435 -58,590 19,064 15,833 8,631 16,771 632 -7,564 -24,040
Percent of Open Interest Represented by Each Category of Trader
2.3 9.9 0.7 48.3 25.5 15.3 11.0 21.8 7.0 7.9 10.6 0.1 7.4 9.1
Number of Traders in Each Category Total Traders: 368
13 40 11 96 66 90 36 67 39 18 32 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 3,520,468
Positions
83,269 284,384 49,022 1,773,589 853,433 767,235 216,794 581,997 133,927 138,634 384,868 25,995 332,003 439,607
Changes from: August 9, 2022 Total Change is: -21,276
-2,096 -4,723 16,211 7,154 15,758 -6,361 -10,954 -11,470 22,115 -38,789 -52,087 4,360 -12,916 -5,079
Percent of Open Interest Represented by Each Category of Trader
2.4 8.1 1.4 50.4 24.2 21.8 6.2 16.5 3.8 3.9 10.9 0.7 9.4 12.5
Number of Traders in Each Category Total Traders: 384
20 30 21 110 76 107 36 69 49 18 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 1,200,916
Positions
63,234 29,157 1,821 552,168 415,602 242,667 85,396 162,437 28,437 106,745 71,781 0 120,448 249,014
Changes from: August 9, 2022 Total Change is: 19,647
766 2,022 5 12,417 -17,014 12,757 11,132 7,217 -818 -8,660 5,707 0 -7,952 9,771
Percent of Open Interest Represented by Each Category of Trader
5.3 2.4 0.2 46.0 34.6 20.2 7.1 13.5 2.4 8.9 6.0 0.0 10.0 20.7
Number of Traders in Each Category Total Traders: 139
4 6 4 39 47 56 9 15 12 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,534
Positions
0 0 0 0 0 0 1,286 3,057 741 1,480 289 0 1,027 447
Changes from: August 9, 2022 Total Change is: 707
0 0 0 0 0 0 -47 -127 741 166 34 -35 -118 94
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 28.4 67.4 16.3 32.6 6.4 0.0 22.7 9.9
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 . . . 18 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,066,730
Positions
61,758 438,817 37,336 1,656,492 812,346 852,935 554,057 994,002 167,098 435,368 308,417 2,183 299,503 453,596
Changes from: August 9, 2022 Total Change is: 165,477
13,259 -32,035 13,814 -28,833 23,960 15,982 91,493 87,476 36,339 18,045 -9,267 1,680 3,698 27,528
Percent of Open Interest Represented by Each Category of Trader
1.5 10.8 0.9 40.7 20.0 21.0 13.6 24.4 4.1 10.7 7.6 0.1 7.4 11.2
Number of Traders in Each Category Total Traders: 337
14 32 12 82 71 88 40 55 42 17 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 1,665,365
Positions
391,002 433,783 463,069 3,745 35,276 7,428 359,155 319,317 355,108 37,675 7,693 5,045 43,138 38,646
Changes from: August 9, 2022 Total Change is: 69,606
-19,555 25,727 28,483 1,144 16,481 -6,078 45,858 -8,524 18,393 -8,927 1,588 1,097 9,191 -7,561
Percent of Open Interest Represented by Each Category of Trader
23.5 26.0 27.8 0.2 2.1 0.4 21.6 19.2 21.3 2.3 0.5 0.3 2.6 2.3
Number of Traders in Each Category Total Traders: 134
22 40 54 . 5 4 31 23 41 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 is 9,585,911
Positions
3,391,023 1,090,573 1,255,797 1,021,353 194,467 370,572 598,779 3,207,447 2,367,943 24,799 204,841 121,278 434,367 772,993
Changes from: August 9, 2022 Total Change is: -47,787
76,832 38,982 -53,102 -73,129 -16,016 -19,606 41,223 -41,542 32,664 -30,057 14,767 6,755 -29,367 -10,689
Percent of Open Interest Represented by Each Category of Trader
35.4 11.4 13.1 10.7 2.0 3.9 6.2 33.5 24.7 0.3 2.1 1.3 4.5 8.1
Number of Traders in Each Category Total Traders: 203
24 37 51 8 17 16 24 66 71 7 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 6,855,412
Positions
2,410,382 1,992,145 1,335,914 689,144 415,462 342,639 595,468 1,290,961 1,358,322 72,139 43,817 33,600 17,804 42,552
Changes from: August 9, 2022 Total Change is: 135,017
87,549 -169,582 110,524 -120,429 39,284 26,819 -898 72,223 21,015 -587 -1,587 1,332 9,692 34,989
Percent of Open Interest Represented by Each Category of Trader
35.2 29.1 19.5 10.1 6.1 5.0 8.7 18.8 19.8 1.1 0.6 0.5 0.3 0.6
Number of Traders in Each Category Total Traders: 406
56 72 103 15 28 29 50 87 109 23 44 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 582,474
Positions
80,577 323,033 140,308 3,278 621 10,412 263,269 26,765 77,032 1,003 3,202 264 6,331 837
Changes from: August 9, 2022 Total Change is: 8,002
11,461 6,782 -8,734 2,995 -1,767 -678 -6,290 7,283 4,348 -1,014 527 -84 5,998 325
Percent of Open Interest Represented by Each Category of Trader
13.8 55.5 24.1 0.6 0.1 1.8 45.2 4.6 13.2 0.2 0.5 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 145
22 52 43 . . . 30 24 39 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 12,423
Positions
113 1,819 0 7,129 983 279 1,673 6,270 954 619 815 454 1,202 849
Changes from: August 9, 2022 Total Change is: -87
7 -118 0 -24 48 -24 -356 -286 -27 174 209 -5 168 116
Percent of Open Interest Represented by Each Category of Trader
0.9 14.6 0.0 57.4 7.9 2.2 13.5 50.5 7.7 5.0 6.6 3.7 9.7 6.8
Number of Traders in Each Category Total Traders: 91
. 4 0 6 7 . 20 36 15 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 19,379
Positions
1,728 0 0 168 1,106 0 2,600 12,830 2,781 8,559 1,207 53 3,490 1,402
Changes from: August 9, 2022 Total Change is: -15
385 0 0 11 74 0 563 82 -85 -1,401 -193 30 482 77
Percent of Open Interest Represented by Each Category of Trader
8.9 0.0 0.0 0.9 5.7 0.0 13.4 66.2 14.4 44.2 6.2 0.3 18.0 7.2
Number of Traders in Each Category Total Traders: 84
4 0 0 . . 0 10 10 4 39 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 4,014
Positions
92 92 167 287 0 0 985 1,956 473 674 410 508 828 408
Changes from: August 9, 2022 Total Change is: 533
0 -21 27 287 -96 0 49 164 107 50 197 186 -173 -31
Percent of Open Interest Represented by Each Category of Trader
2.3 2.3 4.2 7.1 0.0 0.0 24.5 48.7 11.8 16.8 10.2 12.7 20.6 10.2
Number of Traders in Each Category Total Traders: 55
. . . 4 0 0 15 16 10 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 45,964
Positions
6,014 0 0 341 0 0 22,009 37,895 3,029 12,971 4,282 317 1,283 441
Changes from: August 9, 2022 Total Change is: 2,205
658 0 0 187 -116 0 -639 1,816 2,504 -752 -2,247 140 107 108
Percent of Open Interest Represented by Each Category of Trader
13.1 0.0 0.0 0.7 0.0 0.0 47.9 82.4 6.6 28.2 9.3 0.7 2.8 1.0
Number of Traders in Each Category Total Traders: 130
. 0 0 . 0 0 10 7 . 75 34 .
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Traders in Financial Futures - Futures Only Positions as of August 16, 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 58,909
Positions
540 38,756 0 27,740 1,696 756 14,635 12,164 348 9,920 2,931 127 4,843 2,131
Changes from: August 9, 2022 Total Change is: -730
-160 -90 0 372 215 -52 469 -360 -62 -639 -473 -20 -638 112
Percent of Open Interest Represented by Each Category of Trader
0.9 65.8 0.0 47.1 2.9 1.3 24.8 20.6 0.6 16.8 5.0 0.2 8.2 3.6
Number of Traders in Each Category Total Traders: 124
. . 0 18 4 . 38 19 5 29 14 .
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Traders in Financial Futures - Futures Only Positions as of August 16, 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 366,823
Positions
29,149 16,463 16,163 131,090 85,340 41,834 45,254 107,801 56,027 8,851 1,640 14,079 24,376 27,476
Changes from: August 9, 2022 Total Change is: 25,124
1,998 1,710 1,421 3,154 4,667 3,553 10,174 12,134 1,955 453 -923 3,309 -893 -2,702
Percent of Open Interest Represented by Each Category of Trader
7.9 4.5 4.4 35.7 23.3 11.4 12.3 29.4 15.3 2.4 0.4 3.8 6.6 7.5
Number of Traders in Each Category Total Traders: 208
13 13 22 25 28 23 41 59 59 12 7 18
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Traders in Financial Futures - Futures Only Positions as of August 16, 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 66,779
Positions
40,937 49,081 78 22,673 2,594 934 1,472 13,982 0 346 63 0 339 47
Changes from: August 9, 2022 Total Change is: -609
0 -3 3 240 -24 0 -857 -266 0 52 -261 0 -47 -58
Percent of Open Interest Represented by Each Category of Trader
61.3 73.5 0.1 34.0 3.9 1.4 2.2 20.9 0.0 0.5 0.1 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 48
. 5 . 14 . . 7 9 0 6 . 0
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Updated August 19, 2022