Traders in Financial Futures - Futures Only Positions as of September 6, 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 160,567
Positions
12,456 40,962 6,547 47,391 29,798 6,204 32,977 33,929 7,818 13,021 2,162 1,114 33,039 32,033
Changes from: August 30, 2022 Total Change is: 2,402
2,982 -8,071 3,805 619 -249 142 -4,010 3,687 725 -358 12 458 -1,961 1,893
Percent of Open Interest Represented by Each Category of Trader
7.8 25.5 4.1 29.5 18.6 3.9 20.5 21.1 4.9 8.1 1.3 0.7 20.6 19.9
Number of Traders in Each Category Total Traders: 97
12 5 5 13 19 8 15 20 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 48,226
Positions
23,530 1,126 95 2,511 15,788 486 10,936 7,233 1,048 0 0 0 9,620 22,450
Changes from: August 30, 2022 Total Change is: 1,058
126 -48 6 231 583 -293 -1,631 -1,430 905 0 0 0 1,714 1,335
Percent of Open Interest Represented by Each Category of Trader
48.8 2.3 0.2 5.2 32.7 1.0 22.7 15.0 2.2 0.0 0.0 0.0 19.9 46.6
Number of Traders in Each Category Total Traders: 45
8 . . . 12 5 12 8 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 280,937
Positions
118,305 20,005 6,618 37,988 150,652 4,493 72,659 43,824 10,796 7,471 2,416 0 22,607 42,133
Changes from: August 30, 2022 Total Change is: 18,933
16,385 -1,481 1,253 368 4,357 255 -6,308 10,342 3,539 -460 -431 0 3,901 1,099
Percent of Open Interest Represented by Each Category of Trader
42.1 7.1 2.4 13.5 53.6 1.6 25.9 15.6 3.8 2.7 0.9 0.0 8.0 15.0
Number of Traders in Each Category Total Traders: 142
9 8 6 12 40 16 26 36 11 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 281,266
Positions
131,211 5,200 13,775 51,354 135,848 9,550 38,406 62,716 9,626 3,235 962 0 24,109 43,589
Changes from: August 30, 2022 Total Change is: 34,236
15,075 -11,305 12,692 1,933 13,877 -65 -3,051 11,768 4,360 619 512 0 2,673 2,397
Percent of Open Interest Represented by Each Category of Trader
46.7 1.8 4.9 18.3 48.3 3.4 13.7 22.3 3.4 1.2 0.3 0.0 8.6 15.5
Number of Traders in Each Category Total Traders: 130
11 5 . 21 31 17 21 33 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 721,678
Positions
65,842 281,751 8,498 384,864 195,063 29,118 74,344 97,788 22,560 48,522 15,709 4,437 83,493 66,754
Changes from: August 30, 2022 Total Change is: 1,597
-4,830 4,399 1,064 5,080 -3,783 633 -1,734 -3,648 -2,211 1,153 624 -180 2,622 4,699
Percent of Open Interest Represented by Each Category of Trader
9.1 39.0 1.2 53.3 27.0 4.0 10.3 13.6 3.1 6.7 2.2 0.6 11.6 9.2
Number of Traders in Each Category Total Traders: 328
20 12 10 102 44 49 45 46 24 41 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 34,316
Positions
490 17,625 434 14,533 477 2,706 2,376 9,455 884 0 0 0 12,893 2,735
Changes from: August 30, 2022 Total Change is: 2,559
-446 -40 434 1,784 -2,656 14 -25 5,133 884 0 0 0 -86 -1,210
Percent of Open Interest Represented by Each Category of Trader
1.4 51.4 1.3 42.4 1.4 7.9 6.9 27.6 2.6 0.0 0.0 0.0 37.6 8.0
Number of Traders in Each Category Total Traders: 32
. . . 18 . 7 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 178,232
Positions
68,274 4,045 4,475 51,752 94,556 3,357 25,005 38,582 5,100 866 1,430 0 19,403 26,687
Changes from: August 30, 2022 Total Change is: 8,965
-5,734 -183 3,367 4,782 -3,575 -126 3,148 4,681 2,422 461 -440 0 645 2,819
Percent of Open Interest Represented by Each Category of Trader
38.3 2.3 2.5 29.0 53.1 1.9 14.0 21.6 2.9 0.5 0.8 0.0 10.9 15.0
Number of Traders in Each Category Total Traders: 90
10 . . 11 19 9 20 23 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 199,161
Positions
19,761 120,980 884 95,731 2,300 1,137 67,975 23,907 4,000 2,256 42,686 148 7,269 3,119
Changes from: August 30, 2022 Total Change is: -7,662
-440 -1,337 -108 -20,024 -242 0 10,094 -6,996 2,106 -139 -1,049 21 828 -57
Percent of Open Interest Represented by Each Category of Trader
9.9 60.7 0.4 48.1 1.2 0.6 34.1 12.0 2.0 1.1 21.4 0.1 3.6 1.6
Number of Traders in Each Category Total Traders: 149
. 8 . 28 7 7 53 26 11 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 50,005
Positions
146 23,757 1,044 36,919 2,350 37 6,482 19,422 219 1,784 1,424 0 3,374 1,752
Changes from: August 30, 2022 Total Change is: -16,701
-307 22,884 -23,094 9,669 486 4 -2,943 -17,405 42 97 110 0 -169 272
Percent of Open Interest Represented by Each Category of Trader
0.3 47.5 2.1 73.8 4.7 0.1 13.0 38.8 0.4 3.6 2.8 0.0 6.7 3.5
Number of Traders in Each Category Total Traders: 55
. . . 8 5 . 10 16 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 46,796
Positions
21,513 2,986 380 6,580 19,561 289 14,219 15,445 1,085 146 712 44 2,540 6,294
Changes from: August 30, 2022 Total Change is: 2,420
1,195 -497 256 241 1,553 -191 485 100 388 -217 203 -11 274 619
Percent of Open Interest Represented by Each Category of Trader
46.0 6.4 0.8 14.1 41.8 0.6 30.4 33.0 2.3 0.3 1.5 0.1 5.4 13.4
Number of Traders in Each Category Total Traders: 97
8 4 . 8 21 . 20 30 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 29,694
Positions
13,311 22,264 20 6,002 3,001 0 8,645 1,442 676 105 0 0 935 2,291
Changes from: August 30, 2022 Total Change is: -6
215 4 20 157 534 0 253 2 -736 -3 -133 0 88 303
Percent of Open Interest Represented by Each Category of Trader
44.8 75.0 0.1 20.2 10.1 0.0 29.1 4.9 2.3 0.4 0.0 0.0 3.1 7.7
Number of Traders in Each Category Total Traders: 31
. . . . 7 0 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 38,363
Positions
12,051 8,275 490 7,214 5,106 150 10,989 8,101 686 690 9,073 95 6,001 6,390
Changes from: August 30, 2022 Total Change is: -352
548 -728 136 519 -278 -79 -1,275 1,033 -573 150 328 44 179 -236
Percent of Open Interest Represented by Each Category of Trader
31.4 21.6 1.3 18.8 13.3 0.4 28.6 21.1 1.8 1.8 23.6 0.2 15.6 16.7
Number of Traders in Each Category Total Traders: 93
16 6 . 16 12 4 17 20 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 76,726
Positions
24,101 16,549 980 14,427 10,212 300 21,978 16,201 1,371 1,379 18,145 189 12,001 12,779
Changes from: August 30, 2022 Total Change is: -704
1,096 -1,455 271 1,037 -555 -158 -2,550 2,066 -1,146 300 656 88 358 -471
Percent of Open Interest Represented by Each Category of Trader
31.4 21.6 1.3 18.8 13.3 0.4 28.6 21.1 1.8 1.8 23.6 0.2 15.6 16.7
Number of Traders in Each Category Total Traders: 93
16 6 . 16 12 4 17 20 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 46,249
Positions
22,589 21,043 74 15,600 17,669 1,967 3,404 3,858 9 0 0 0 2,606 1,629
Changes from: August 30, 2022 Total Change is: -757
-881 -890 50 -318 276 -299 1,102 -251 9 0 0 0 -420 348
Percent of Open Interest Represented by Each Category of Trader
48.8 45.5 0.2 33.7 38.2 4.3 7.4 8.3 0.0 0.0 0.0 0.0 5.6 3.5
Number of Traders in Each Category Total Traders: 37
5 7 . 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 462,858
Positions
105,928 38,314 7,252 186,483 132,214 53,704 26,429 116,943 13,907 22,719 41,576 878 45,558 58,070
Changes from: August 30, 2022 Total Change is: -3,133
-393 -4,625 774 -4,856 6,212 -88 -480 -8,127 1,744 -78 2,658 -323 567 -1,357
Percent of Open Interest Represented by Each Category of Trader
22.9 8.3 1.6 40.3 28.6 11.6 5.7 25.3 3.0 4.9 9.0 0.2 9.8 12.5
Number of Traders in Each Category Total Traders: 547
37 34 23 134 108 104 53 110 59 35 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 17,968
Positions
5,069 15,487 0 7,321 1,033 124 3,167 0 0 0 0 0 2,287 1,324
Changes from: August 30, 2022 Total Change is: 696
-341 1,305 0 197 -1 0 745 -571 0 0 0 0 95 -37
Percent of Open Interest Represented by Each Category of Trader
28.2 86.2 0.0 40.7 5.7 0.7 17.6 0.0 0.0 0.0 0.0 0.0 12.7 7.4
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 35,367
Positions
6,564 33,537 0 20,640 221 53 4,865 568 0 0 0 0 3,245 988
Changes from: August 30, 2022 Total Change is: -138
175 -100 0 603 14 53 -345 3 0 0 0 0 -624 -108
Percent of Open Interest Represented by Each Category of Trader
18.6 94.8 0.0 58.4 0.6 0.1 13.8 1.6 0.0 0.0 0.0 0.0 9.2 2.8
Number of Traders in Each Category Total Traders: 37
4 9 0 14 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 2,314,290
Positions
529,639 191,570 36,261 932,416 661,072 268,519 132,145 584,714 69,534 113,597 207,879 4,391 227,788 290,350
Changes from: August 30, 2022 Total Change is: -15,663
-1,965 -23,126 3,871 -24,279 31,059 -441 -2,398 -40,636 8,722 -392 13,290 -1,615 2,834 -6,787
Percent of Open Interest Represented by Each Category of Trader
22.9 8.3 1.6 40.3 28.6 11.6 5.7 25.3 3.0 4.9 9.0 0.2 9.8 12.5
Number of Traders in Each Category Total Traders: 547
37 34 23 134 108 104 53 110 59 35 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 20,498
Positions
13,840 15,816 0 4,301 1,352 330 443 1,566 0 0 0 0 1,584 1,434
Changes from: August 30, 2022 Total Change is: -2,146
-2,092 -55 0 35 -2,157 0 9 9 0 0 0 0 -98 57
Percent of Open Interest Represented by Each Category of Trader
67.5 77.2 0.0 21.0 6.6 1.6 2.2 7.6 0.0 0.0 0.0 0.0 7.7 7.0
Number of Traders in Each Category Total Traders: 23
5 8 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 17,666
Positions
5,805 16,828 0 8,135 0 0 790 0 0 0 0 0 2,936 838
Changes from: August 30, 2022 Total Change is: -189
-585 135 0 31 0 0 0 -242 0 0 0 0 365 -82
Percent of Open Interest Represented by Each Category of Trader
32.9 95.3 0.0 46.0 0.0 0.0 4.5 0.0 0.0 0.0 0.0 0.0 16.6 4.7
Number of Traders in Each Category Total Traders: 20
5 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,102
Positions
10,579 18,806 0 9,964 975 0 776 1,049 0 0 0 0 783 1,272
Changes from: August 30, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.9 85.1 0.0 45.1 4.4 0.0 3.5 4.7 0.0 0.0 0.0 0.0 3.5 5.8
Number of Traders in Each Category Total Traders: 22
5 7 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 25,322
Positions
7,826 21,428 0 10,723 0 1,692 1,708 930 0 0 0 0 3,373 1,272
Changes from: August 30, 2022 Total Change is: -667
-177 -1,336 0 -826 0 413 740 -1 0 0 0 0 -817 257
Percent of Open Interest Represented by Each Category of Trader
30.9 84.6 0.0 42.3 0.0 6.7 6.7 3.7 0.0 0.0 0.0 0.0 13.3 5.0
Number of Traders in Each Category Total Traders: 25
. 7 0 9 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 236,692
Positions
4,555 14,888 94 27,841 2,735 635 9,960 154,854 3,844 0 18,436 0 189,763 41,206
Changes from: August 30, 2022 Total Change is: 16,510
1,373 -507 94 -2,571 1,726 370 -13,460 13,767 1,938 0 1,184 0 28,766 -2,062
Percent of Open Interest Represented by Each Category of Trader
1.9 6.3 0.0 11.8 1.2 0.3 4.2 65.4 1.6 0.0 7.8 0.0 80.2 17.4
Number of Traders in Each Category Total Traders: 29
. . . 11 . 4 5 8 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 237,207
Positions
80,386 74,177 102,500 0 12,000 0 7,406 1,012 44,888 0 0 0 2,027 2,630
Changes from: August 30, 2022 Total Change is: 19,810
10,705 705 3,105 0 10,000 0 0 0 5,500 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
33.9 31.3 43.2 0.0 5.1 0.0 3.1 0.4 18.9 0.0 0.0 0.0 0.9 1.1
Number of Traders in Each Category Total Traders: 21
6 7 10 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 51,887
Positions
19,763 4,029 265 19,756 37,912 2,644 2,675 1,894 136 0 0 0 6,648 5,007
Changes from: August 30, 2022 Total Change is: 1,644
933 -480 -96 779 2,050 262 687 -821 86 0 0 0 -1,007 643
Percent of Open Interest Represented by Each Category of Trader
38.1 7.8 0.5 38.1 73.1 5.1 5.2 3.7 0.3 0.0 0.0 0.0 12.8 9.6
Number of Traders in Each Category Total Traders: 63
7 . . 24 20 11 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 57,351
Positions
15,570 3,672 951 16,018 14,584 1,228 12,368 19,339 1,003 2,996 4,576 80 7,137 11,920
Changes from: August 30, 2022 Total Change is: 4,623
2,608 -478 270 -1,432 2,131 -198 2,233 1,587 -143 560 739 -6 730 722
Percent of Open Interest Represented by Each Category of Trader
27.1 6.4 1.7 27.9 25.4 2.1 21.6 33.7 1.7 5.2 8.0 0.1 12.4 20.8
Number of Traders in Each Category Total Traders: 310
32 15 11 57 45 34 40 69 30 22 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 286,754
Positions
77,852 18,358 4,753 80,092 72,918 6,139 61,842 96,694 5,015 14,978 22,879 398 35,685 59,600
Changes from: August 30, 2022 Total Change is: 23,113
13,040 -2,392 1,352 -7,160 10,656 -989 11,167 7,934 -717 2,802 3,693 -32 3,650 3,608
Percent of Open Interest Represented by Each Category of Trader
27.1 6.4 1.7 27.9 25.4 2.1 21.6 33.7 1.7 5.2 8.0 0.1 12.4 20.8
Number of Traders in Each Category Total Traders: 310
32 15 11 57 45 34 40 69 30 22 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 179,834
Positions
6,493 1,560 0 1,916 5,808 45 56,386 136,846 4,183 6,824 1,264 325 103,662 29,803
Changes from: August 30, 2022 Total Change is: 24,266
-1,824 -1,062 0 -1,350 861 17 11,719 26,151 588 3,018 -126 -10 12,108 -2,153
Percent of Open Interest Represented by Each Category of Trader
3.6 0.9 0.0 1.1 3.2 0.0 31.4 76.1 2.3 3.8 0.7 0.2 57.6 16.6
Number of Traders in Each Category Total Traders: 42
4 . 0 . . . 14 8 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 542,267
Positions
201,611 30,173 10,423 169,251 236,638 44,365 72,740 146,532 9,788 10,710 39,760 459 22,920 24,129
Changes from: August 30, 2022 Total Change is: 18,023
11,250 -314 -77 -571 8,638 1,797 3,490 6,911 457 780 -362 0 897 973
Percent of Open Interest Represented by Each Category of Trader
37.2 5.6 1.9 31.2 43.6 8.2 13.4 27.0 1.8 2.0 7.3 0.1 4.2 4.4
Number of Traders in Each Category Total Traders: 324
26 15 6 68 71 50 38 78 23 8 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 19,506
Positions
4,120 18,191 0 12,507 580 0 1,851 0 0 0 0 0 1,028 735
Changes from: August 30, 2022 Total Change is: 47
0 213 0 402 0 0 -212 0 0 0 0 0 -143 -166
Percent of Open Interest Represented by Each Category of Trader
21.1 93.3 0.0 64.1 3.0 0.0 9.5 0.0 0.0 0.0 0.0 0.0 5.3 3.8
Number of Traders in Each Category Total Traders: 23
. 6 0 10 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 77,781
Positions
12,302 10,754 7,597 33,219 3,305 3,796 9,409 10,573 929 2,266 2,227 0 8,263 38,600
Changes from: August 30, 2022 Total Change is: 20,848
3,084 1,298 6,770 9,744 -1,218 528 -1,826 298 506 -343 -913 0 2,385 13,579
Percent of Open Interest Represented by Each Category of Trader
15.8 13.8 9.8 42.7 4.2 4.9 12.1 13.6 1.2 2.9 2.9 0.0 10.6 49.6
Number of Traders in Each Category Total Traders: 63
9 12 7 8 5 5 11 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 405,541
Positions
40,816 155,802 1,962 268,238 148,576 50,393 21,130 24,520 1,225 12,592 16,003 495 8,690 6,565
Changes from: August 30, 2022 Total Change is: 4,415
5,649 -6,359 87 -1,909 10,400 2,600 -3,459 1,437 138 1,172 -4,319 -191 328 622
Percent of Open Interest Represented by Each Category of Trader
10.1 38.4 0.5 66.1 36.6 12.4 5.2 6.0 0.3 3.1 3.9 0.1 2.1 1.6
Number of Traders in Each Category Total Traders: 205
9 18 8 76 53 41 17 16 7 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 1,201,234
Positions
115,512 434,708 25,492 720,766 411,861 137,256 87,303 136,243 8,640 81,147 22,901 2,457 22,661 21,676
Changes from: August 30, 2022 Total Change is: -51,482
1,801 -35,860 1,980 -71,442 15,574 -1,681 583 -18,261 1,879 18,191 -17,200 222 -3,015 1,865
Percent of Open Interest Represented by Each Category of Trader
9.6 36.2 2.1 60.0 34.3 11.4 7.3 11.3 0.7 6.8 1.9 0.2 1.9 1.8
Number of Traders in Each Category Total Traders: 420
27 21 14 138 94 85 41 55 31 25 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 233,107
Positions
27,052 179,917 20,867 25,491 0 3,623 136,515 5,269 15,275 3,781 7,969 140 363 47
Changes from: August 30, 2022 Total Change is: 2,379
676 -316 532 61 0 0 -1,084 30 2,058 160 75 0 -24 0
Percent of Open Interest Represented by Each Category of Trader
11.6 77.2 9.0 10.9 0.0 1.6 58.6 2.3 6.6 1.6 3.4 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 104
6 26 15 14 0 4 34 4 10 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 1,209,340
Positions
19,524 129,192 1,466 586,787 261,240 204,408 106,944 326,247 43,206 79,045 96,664 0 167,960 146,917
Changes from: August 30, 2022 Total Change is: -23,962
1,307 -1,659 -3,740 3,305 3,872 2,370 6,212 621 -28,504 451 1,439 0 -5,363 1,639
Percent of Open Interest Represented by Each Category of Trader
1.6 10.7 0.1 48.5 21.6 16.9 8.8 27.0 3.6 6.5 8.0 0.0 13.9 12.1
Number of Traders in Each Category Total Traders: 179
6 19 5 63 27 59 21 31 20 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 1,360,400
Positions
8,367 45,047 5,683 809,133 211,059 237,699 49,408 688,491 39,018 62,144 14,122 0 148,948 119,281
Changes from: August 30, 2022 Total Change is: -26,114
671 -9,104 -6,666 -13,722 5,424 6,180 -11,184 -21,894 -4,747 4,448 2,824 0 -1,094 1,869
Percent of Open Interest Represented by Each Category of Trader
0.6 3.3 0.4 59.5 15.5 17.5 3.6 50.6 2.9 4.6 1.0 0.0 10.9 8.8
Number of Traders in Each Category Total Traders: 157
. 8 5 77 25 62 9 25 16 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 1,954,427
Positions
40,563 247,720 13,590 1,002,908 492,561 302,441 167,160 348,076 122,670 160,622 196,644 913 143,560 229,812
Changes from: August 30, 2022 Total Change is: -12,085
3,808 12,750 -8,552 20,358 -31,959 6,386 10,462 16,790 -25,938 -15,951 1,656 -7 -2,651 16,789
Percent of Open Interest Represented by Each Category of Trader
2.1 12.7 0.7 51.3 25.2 15.5 8.6 17.8 6.3 8.2 10.1 0.0 7.3 11.8
Number of Traders in Each Category Total Traders: 338
8 39 9 97 57 86 32 66 31 11 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 3,545,995
Positions
101,422 317,184 16,354 1,816,987 935,732 724,983 246,731 616,106 124,551 161,181 343,295 17,723 336,063 450,067
Changes from: August 30, 2022 Total Change is: -13,450
2,063 45,204 -11,651 15,646 29,543 9,117 50,897 -24,540 -51,669 -27,801 -4,551 -1,167 1,115 -3,736
Percent of Open Interest Represented by Each Category of Trader
2.9 8.9 0.5 51.2 26.4 20.4 7.0 17.4 3.5 4.5 9.7 0.5 9.5 12.7
Number of Traders in Each Category Total Traders: 394
14 36 18 115 75 100 41 74 46 19 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 1,334,781
Positions
59,330 35,087 5,185 538,933 447,039 243,954 165,872 189,128 83,578 107,895 80,474 0 130,034 250,336
Changes from: August 30, 2022 Total Change is: 37,508
-8,873 5,021 1,680 10,810 2,280 5,633 28,076 8,963 -4,167 4,068 4,312 0 281 13,786
Percent of Open Interest Represented by Each Category of Trader
4.4 2.6 0.4 40.4 33.5 18.3 12.4 14.2 6.3 8.1 6.0 0.0 9.7 18.8
Number of Traders in Each Category Total Traders: 140
4 7 6 39 46 55 14 12 16 5 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 4,009,309
Positions
99,280 370,335 2,809 1,660,963 827,591 796,324 626,046 1,149,029 96,542 420,700 306,576 1,939 304,706 458,164
Changes from: August 30, 2022 Total Change is: -27,776
-848 2,201 -14,586 -644 16,818 -1,486 32,441 -10,566 -39,549 4,356 2,319 125 -7,585 16,948
Percent of Open Interest Represented by Each Category of Trader
2.5 9.2 0.1 41.4 20.6 19.9 15.6 28.7 2.4 10.5 7.6 0.0 7.6 11.4
Number of Traders in Each Category Total Traders: 325
11 24 4 85 67 86 32 65 30 15 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 1,379,784
Positions
318,926 329,002 386,038 0 31,464 13,119 324,130 300,942 269,509 33,424 5,550 2,851 31,787 41,309
Changes from: August 30, 2022 Total Change is: -482,111
-83,927 -120,472 -82,692 -2,500 -101,818 -752 -199,322 -82,821 -93,107 -16,360 0 1,501 -4,952 -1,950
Percent of Open Interest Represented by Each Category of Trader
23.1 23.8 28.0 0.0 2.3 1.0 23.5 21.8 19.5 2.4 0.4 0.2 2.3 3.0
Number of Traders in Each Category Total Traders: 116
24 32 51 0 4 . 29 21 41 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 9,566,532
Positions
3,520,512 1,208,100 1,280,939 771,106 185,026 328,241 877,010 3,263,856 2,249,839 30,499 178,128 111,909 396,477 760,494
Changes from: August 30, 2022 Total Change is: -16,962
100,580 76,762 46,761 -5,489 -6,665 -6,720 129,280 7,220 -111,195 1,492 -19,243 -26,860 -144,811 22,978
Percent of Open Interest Represented by Each Category of Trader
36.8 12.6 13.4 8.1 1.9 3.4 9.2 34.1 23.5 0.3 1.9 1.2 4.1 7.9
Number of Traders in Each Category Total Traders: 198
23 34 49 9 15 15 36 56 74 8 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 7,168,644
Positions
2,369,271 1,740,072 1,542,260 539,360 503,335 387,304 653,597 1,372,246 1,518,578 78,214 46,908 45,316 34,744 12,625
Changes from: August 30, 2022 Total Change is: 148,763
-138,591 50,597 93,467 48,422 42,429 48,449 82,627 -75,842 -22,712 2,962 1,269 10,594 23,545 512
Percent of Open Interest Represented by Each Category of Trader
33.1 24.3 21.5 7.5 7.0 5.4 9.1 19.1 21.2 1.1 0.7 0.6 0.5 0.2
Number of Traders in Each Category Total Traders: 429
55 72 104 14 31 31 48 97 115 24 43 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 518,151
Positions
93,238 198,409 131,255 11,618 831 2,588 187,523 82,994 90,445 978 10,933 387 119 309
Changes from: August 30, 2022 Total Change is: -167,134
-41,158 -123,971 -26,101 8,376 -304 -8,326 -74,945 11,428 -24,497 -324 4,813 45 -204 -221
Percent of Open Interest Represented by Each Category of Trader
18.0 38.3 25.3 2.2 0.2 0.5 36.2 16.0 17.5 0.2 2.1 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 148
28 43 41 . . . 24 37 40 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 15,337
Positions
200 2,110 157 5,402 1,899 520 4,538 8,072 892 2,666 704 6 956 977
Changes from: August 30, 2022 Total Change is: 897
27 62 -30 -421 489 -1 610 164 199 738 187 -185 -40 12
Percent of Open Interest Represented by Each Category of Trader
1.3 13.8 1.0 35.2 12.4 3.4 29.6 52.6 5.8 17.4 4.6 0.0 6.2 6.4
Number of Traders in Each Category Total Traders: 100
. . . 4 9 . 20 45 16 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 17,904
Positions
232 197 0 185 1,148 22 5,888 11,569 1,740 7,011 984 113 2,713 2,131
Changes from: August 30, 2022 Total Change is: 1,562
50 19 0 45 -14 -28 1,656 940 -142 -71 191 34 18 562
Percent of Open Interest Represented by Each Category of Trader
1.3 1.1 0.0 1.0 6.4 0.1 32.9 64.6 9.7 39.2 5.5 0.6 15.2 11.9
Number of Traders in Each Category Total Traders: 91
. . 0 . . . 15 14 6 33 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 4,452
Positions
193 65 160 401 146 7 1,700 2,780 206 981 506 166 638 416
Changes from: August 30, 2022 Total Change is: 297
-5 27 102 196 54 6 122 118 78 -56 134 -107 -39 -115
Percent of Open Interest Represented by Each Category of Trader
4.3 1.5 3.6 9.0 3.3 0.2 38.2 62.4 4.6 22.0 11.4 3.7 14.3 9.3
Number of Traders in Each Category Total Traders: 62
4 . . . . . 12 19 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 47,664
Positions
0 9,034 0 505 0 0 30,990 27,263 2,750 11,674 7,385 651 1,094 581
Changes from: August 30, 2022 Total Change is: 3,253
0 4,993 0 16 0 0 2,245 -1,783 164 729 -144 -32 131 55
Percent of Open Interest Represented by Each Category of Trader
0.0 19.0 0.0 1.1 0.0 0.0 65.0 57.2 5.8 24.5 15.5 1.4 2.3 1.2
Number of Traders in Each Category Total Traders: 139
0 . 0 . 0 0 8 7 . 74 47 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 61,662
Positions
495 38,756 0 31,741 1,951 686 17,898 12,587 720 4,280 3,471 366 5,476 3,125
Changes from: August 30, 2022 Total Change is: 1,478
-20 0 0 252 661 0 428 1,473 153 365 -1,781 255 45 717
Percent of Open Interest Represented by Each Category of Trader
0.8 62.9 0.0 51.5 3.2 1.1 29.0 20.4 1.2 6.9 5.6 0.6 8.9 5.1
Number of Traders in Each Category Total Traders: 138
. . 0 18 5 . 45 16 7 31 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 326,476
Positions
33,142 18,450 12,576 110,851 69,605 35,759 39,701 97,506 50,655 9,244 900 11,098 23,450 29,927
Changes from: August 30, 2022 Total Change is: -12,114
1,241 -699 110 -13,439 568 -3,650 -196 -11,780 4,331 462 -2,948 466 -1,439 1,488
Percent of Open Interest Represented by Each Category of Trader
10.2 5.7 3.9 34.0 21.3 11.0 12.2 29.9 15.5 2.8 0.3 3.4 7.2 9.2
Number of Traders in Each Category Total Traders: 173
13 14 17 19 28 24 29 44 43 10 7 16
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 64,944
Positions
40,965 48,138 0 19,257 3,782 1,222 1,337 11,476 13 1,762 223 0 388 90
Changes from: August 30, 2022 Total Change is: -2,022
-78 0 0 -3,194 469 319 46 -2,804 -16 933 16 -1 -31 -5
Percent of Open Interest Represented by Each Category of Trader
63.1 74.1 0.0 29.7 5.8 1.9 2.1 17.7 0.0 2.7 0.3 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 48
4 4 0 14 . 4 7 8 . 7 . 0
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Updated September 09, 2022