Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 162,540
Positions
27,302 40,723 5,182 43,926 38,775 5,129 19,605 28,857 14,424 11,714 3,002 1,740 33,518 24,708
Changes from: January 25, 2022 Total Change is: -1,502
1,622 -4,323 -41 -4,386 11,416 402 542 -9,600 -271 681 1,073 70 -121 -228
Percent of Open Interest Represented by Each Category of Trader
16.8 25.1 3.2 27.0 23.9 3.2 12.1 17.8 8.9 7.2 1.8 1.1 20.6 15.2
Number of Traders in Each Category Total Traders: 105
5 10 9 18 21 9 17 17 15 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 45,980
Positions
25,453 2,230 901 3,012 12,608 1,791 2,073 6,963 2,500 0 486 0 10,250 18,500
Changes from: January 25, 2022 Total Change is: 1,637
4,114 -223 -17 -1,035 1,019 38 -1,525 -2,849 -33 0 0 0 96 3,702
Percent of Open Interest Represented by Each Category of Trader
55.4 4.8 2.0 6.6 27.4 3.9 4.5 15.1 5.4 0.0 1.1 0.0 22.3 40.2
Number of Traders in Each Category Total Traders: 42
6 . . 5 14 6 6 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 205,869
Positions
73,747 26,203 9,535 36,187 79,511 5,294 33,745 26,883 18,231 3,147 8,870 0 25,984 31,342
Changes from: January 25, 2022 Total Change is: 2,224
6,396 -2,985 470 -3,208 8,724 -240 -1,060 -239 -345 -12 434 0 223 -3,596
Percent of Open Interest Represented by Each Category of Trader
35.8 12.7 4.6 17.6 38.6 2.6 16.4 13.1 8.9 1.5 4.3 0.0 12.6 15.2
Number of Traders in Each Category Total Traders: 130
5 9 7 17 32 17 28 25 21 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 211,632
Positions
102,255 10,761 2,781 52,328 90,243 5,543 14,902 51,431 14,243 2,075 586 733 16,774 35,312
Changes from: January 25, 2022 Total Change is: -4,256
701 -4,035 324 2,553 8,470 -258 -2,034 -8,139 -2,475 -710 33 -283 -2,073 2,106
Percent of Open Interest Represented by Each Category of Trader
48.3 5.1 1.3 24.7 42.6 2.6 7.0 24.3 6.7 1.0 0.3 0.3 7.9 16.7
Number of Traders in Each Category Total Traders: 127
9 5 9 19 33 18 15 37 20 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 741,723
Positions
42,844 320,015 15,351 402,393 147,547 32,664 52,623 103,278 49,359 52,127 6,786 7,736 86,626 58,988
Changes from: January 25, 2022 Total Change is: 8,797
-998 -4,853 1,294 -5,854 6,271 1,714 -2,913 -2,675 7,079 2,979 -1,683 306 5,190 1,345
Percent of Open Interest Represented by Each Category of Trader
5.8 43.1 2.1 54.3 19.9 4.4 7.1 13.9 6.7 7.0 0.9 1.0 11.7 8.0
Number of Traders in Each Category Total Traders: 338
17 17 15 106 44 48 46 54 41 41 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 32,964
Positions
1,341 12,379 0 15,399 6,045 3,182 466 3,601 0 0 0 0 12,576 7,757
Changes from: January 25, 2022 Total Change is: 289
0 -8 0 529 -166 92 0 0 0 0 0 0 -332 371
Percent of Open Interest Represented by Each Category of Trader
4.1 37.6 0.0 46.7 18.3 9.7 1.4 10.9 0.0 0.0 0.0 0.0 38.2 23.5
Number of Traders in Each Category Total Traders: 26
. . 0 17 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 25,185
Positions
10,668 0 0 4,853 16,836 1,305 793 1,545 421 0 0 0 7,145 5,078
Changes from: January 25, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.4 0.0 0.0 19.3 66.8 5.2 3.1 6.1 1.7 0.0 0.0 0.0 28.4 20.2
Number of Traders in Each Category Total Traders: 21
. 0 0 4 12 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 216,436
Positions
120,867 11,724 2,668 36,343 98,682 4,087 13,544 44,437 16,883 2,221 2,527 3 19,821 35,426
Changes from: January 25, 2022 Total Change is: 10,916
1,176 1,043 441 1,133 -1,438 162 2,101 4,794 3,009 931 -1,012 3 1,961 3,915
Percent of Open Interest Represented by Each Category of Trader
55.8 5.4 1.2 16.8 45.6 1.9 6.3 20.5 7.8 1.0 1.2 0.0 9.2 16.4
Number of Traders in Each Category Total Traders: 111
8 6 7 13 26 11 14 37 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 46,358
Positions
888 31,073 0 18,451 271 2,161 19,367 3,815 202 3,265 7,112 0 2,024 1,724
Changes from: January 25, 2022 Total Change is: -525
229 -2,054 0 -14,525 3 2,045 11,419 -436 14 284 -150 0 9 53
Percent of Open Interest Represented by Each Category of Trader
1.9 67.0 0.0 39.8 0.6 4.7 41.8 8.2 0.4 7.0 15.3 0.0 4.4 3.7
Number of Traders in Each Category Total Traders: 53
. 6 0 9 . . 14 10 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 142,236
Positions
526 49,479 671 80,462 5,494 1,094 46,786 58,172 859 5,442 23,166 0 6,396 3,301
Changes from: January 25, 2022 Total Change is: -8,711
-275 3,054 96 -11,816 1,136 399 1,163 -13,196 27 1,346 250 -129 478 -348
Percent of Open Interest Represented by Each Category of Trader
0.4 34.8 0.5 56.6 3.9 0.8 32.9 40.9 0.6 3.8 16.3 0.0 4.5 2.3
Number of Traders in Each Category Total Traders: 153
. 10 . 21 12 6 54 25 9 14 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 76,235
Positions
6,975 0 17,750 30,515 1,019 200 12,729 53,004 1,308 2,196 1,278 0 4,562 1,676
Changes from: January 25, 2022 Total Change is: 29,488
26 -121 13,358 14,128 -1,089 181 1,690 17,159 -6 -848 574 -61 1,020 -507
Percent of Open Interest Represented by Each Category of Trader
9.1 0.0 23.3 40.0 1.3 0.3 16.7 69.5 1.7 2.9 1.7 0.0 6.0 2.2
Number of Traders in Each Category Total Traders: 67
. 0 . 14 . . 16 16 6 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 58,472
Positions
29,964 2,329 0 3,118 27,260 561 21,189 20,285 821 0 2,078 32 2,787 5,106
Changes from: January 25, 2022 Total Change is: 5,150
2,299 312 0 558 2,707 -268 2,781 2,510 -17 -200 98 0 -3 -192
Percent of Open Interest Represented by Each Category of Trader
51.2 4.0 0.0 5.3 46.6 1.0 36.2 34.7 1.4 0.0 3.6 0.1 4.8 8.7
Number of Traders in Each Category Total Traders: 114
10 . 0 8 24 7 25 37 7 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 17,468
Positions
3,870 0 0 10,189 3,207 0 1,493 11,442 536 234 565 7 1,139 1,711
Changes from: January 25, 2022 Total Change is: 836
-109 0 0 716 976 0 107 254 -47 108 -132 7 54 -222
Percent of Open Interest Represented by Each Category of Trader
22.2 0.0 0.0 58.3 18.4 0.0 8.5 65.5 3.1 1.3 3.2 0.0 6.5 9.8
Number of Traders in Each Category Total Traders: 31
. 0 0 . 8 0 . 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 43,834
Positions
17,295 12,235 527 6,875 3,550 400 9,327 7,508 595 1,552 12,804 0 7,264 6,216
Changes from: January 25, 2022 Total Change is: -2,635
704 -3,429 -36 -36 -2,246 -174 -2,149 1,930 -371 72 1,257 -2 -643 436
Percent of Open Interest Represented by Each Category of Trader
39.5 27.9 1.2 15.7 8.1 0.9 21.3 17.1 1.4 3.5 29.2 0.0 16.6 14.2
Number of Traders in Each Category Total Traders: 114
18 9 4 22 7 7 24 20 12 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 87,668
Positions
34,589 24,469 1,053 13,749 7,099 800 18,654 15,016 1,190 3,104 25,608 1 14,528 12,432
Changes from: January 25, 2022 Total Change is: -5,270
1,408 -6,858 -72 -72 -4,492 -347 -4,298 3,860 -743 143 2,513 -3 -1,286 872
Percent of Open Interest Represented by Each Category of Trader
39.5 27.9 1.2 15.7 8.1 0.9 21.3 17.1 1.4 3.5 29.2 0.0 16.6 14.2
Number of Traders in Each Category Total Traders: 114
18 9 4 22 7 7 24 20 12 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 42,281
Positions
16,140 26,689 0 21,332 9,447 1,159 1,260 3,925 0 0 0 0 2,390 1,061
Changes from: January 25, 2022 Total Change is: -664
1,157 -956 0 -515 -42 42 -659 -14 0 0 0 0 -689 306
Percent of Open Interest Represented by Each Category of Trader
38.2 63.1 0.0 50.5 22.3 2.7 3.0 9.3 0.0 0.0 0.0 0.0 5.7 2.5
Number of Traders in Each Category Total Traders: 34
6 5 0 18 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 617,357
Positions
27,794 130,866 32,333 215,963 86,821 56,732 58,811 51,350 128,816 27,726 70,349 5,003 64,180 55,088
Changes from: January 25, 2022 Total Change is: -54,255
1,847 -18,156 -3,146 -2,739 -1,081 -3,164 -9,312 442 -27,952 -1,546 953 -2,402 -5,841 252
Percent of Open Interest Represented by Each Category of Trader
4.5 21.2 5.2 35.0 14.1 9.2 9.5 8.3 20.9 4.5 11.4 0.8 10.4 8.9
Number of Traders in Each Category Total Traders: 536
33 32 40 153 83 119 72 77 95 49 35 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 19,960
Positions
7,922 17,583 0 8,173 750 0 2,312 261 0 0 0 0 1,553 1,366
Changes from: January 25, 2022 Total Change is: 660
995 59 0 -740 0 0 461 261 0 0 0 0 -56 340
Percent of Open Interest Represented by Each Category of Trader
39.7 88.1 0.0 40.9 3.8 0.0 11.6 1.3 0.0 0.0 0.0 0.0 7.8 6.8
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 36,708
Positions
16,212 31,866 0 12,820 0 0 3,965 1,164 0 0 0 0 3,711 3,678
Changes from: January 25, 2022 Total Change is: 5,678
2,271 3,410 0 3,189 0 0 449 -302 0 0 0 0 -231 2,570
Percent of Open Interest Represented by Each Category of Trader
44.2 86.8 0.0 34.9 0.0 0.0 10.8 3.2 0.0 0.0 0.0 0.0 10.1 10.0
Number of Traders in Each Category Total Traders: 34
4 12 0 13 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,086,787
Positions
138,972 654,330 161,663 1,079,813 434,106 283,660 294,053 256,748 644,082 138,632 351,747 25,013 320,899 275,438
Changes from: January 25, 2022 Total Change is: -271,273
9,233 -90,778 -15,730 -13,693 -5,406 -15,820 -46,558 2,211 -139,759 -7,728 4,765 -12,012 -29,205 1,258
Percent of Open Interest Represented by Each Category of Trader
4.5 21.2 5.2 35.0 14.1 9.2 9.5 8.3 20.9 4.5 11.4 0.8 10.4 8.9
Number of Traders in Each Category Total Traders: 536
33 32 40 153 83 119 72 77 95 49 35 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,275
Positions
16,079 25,707 0 6,530 347 516 1,720 564 7 0 0 0 3,423 1,134
Changes from: January 25, 2022 Total Change is: 607
966 0 0 -966 0 516 392 -432 0 0 0 0 -301 523
Percent of Open Interest Represented by Each Category of Trader
56.9 90.9 0.0 23.1 1.2 1.8 6.1 2.0 0.0 0.0 0.0 0.0 12.1 4.0
Number of Traders in Each Category Total Traders: 31
7 6 0 12 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,343
Positions
6,050 20,631 0 11,387 0 0 945 0 0 0 0 0 2,961 712
Changes from: January 25, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.3 96.7 0.0 53.4 0.0 0.0 4.4 0.0 0.0 0.0 0.0 0.0 13.9 3.3
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 16,827
Positions
5,510 12,912 0 7,231 0 436 1,471 676 17 0 0 0 2,162 2,786
Changes from: January 25, 2022 Total Change is: 1,834
-580 -750 0 2,019 0 0 301 467 17 0 0 0 77 2,100
Percent of Open Interest Represented by Each Category of Trader
32.7 76.7 0.0 43.0 0.0 2.6 8.7 4.0 0.1 0.0 0.0 0.0 12.8 16.6
Number of Traders in Each Category Total Traders: 25
5 8 0 7 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 189,458
Positions
48,573 8,665 0 22,069 1,905 245 45,930 61,379 15,245 4,619 0 0 52,777 102,019
Changes from: January 25, 2022 Total Change is: -6,052
-4,391 1,185 0 3,120 374 127 2,534 6,465 643 -977 0 0 -7,108 -14,846
Percent of Open Interest Represented by Each Category of Trader
25.6 4.6 0.0 11.6 1.0 0.1 24.2 32.4 8.0 2.4 0.0 0.0 27.9 53.8
Number of Traders in Each Category Total Traders: 28
. . 0 8 . . 8 7 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 46,056
Positions
17,332 3,465 8 16,499 31,851 2,552 1,917 2,658 469 0 0 0 7,279 5,053
Changes from: January 25, 2022 Total Change is: -572
1,859 -1,195 -4 -654 -2,158 41 -1,407 1,547 408 -275 0 0 -540 789
Percent of Open Interest Represented by Each Category of Trader
37.6 7.5 0.0 35.8 69.2 5.5 4.2 5.8 1.0 0.0 0.0 0.0 15.8 11.0
Number of Traders in Each Category Total Traders: 69
8 6 . 23 20 9 4 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 496,371
Positions
102,589 54,531 2,852 196,637 189,750 54,515 83,179 107,131 22,145 6,258 40,509 712 27,484 24,225
Changes from: January 25, 2022 Total Change is: -1,238
9,604 -30,025 698 4,470 -739 2,294 -8,166 19,294 -3,144 -4,358 8,572 -178 -2,459 1,990
Percent of Open Interest Represented by Each Category of Trader
20.7 11.0 0.6 39.6 38.2 11.0 16.8 21.6 4.5 1.3 8.2 0.1 5.5 4.9
Number of Traders in Each Category Total Traders: 355
30 17 6 90 68 55 42 79 34 11 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 27,325
Positions
6,056 25,175 0 16,636 449 0 2,618 1,133 20 0 0 0 1,995 548
Changes from: January 25, 2022 Total Change is: 329
-186 17 0 -432 0 0 195 317 20 0 0 0 732 -25
Percent of Open Interest Represented by Each Category of Trader
22.2 92.1 0.0 60.9 1.6 0.0 9.6 4.1 0.1 0.0 0.0 0.0 7.3 2.0
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 15,492
Positions
0 6,226 0 10,403 739 14 721 3,531 0 674 1,013 0 3,680 3,969
Changes from: January 25, 2022 Total Change is: -129
0 -194 0 213 0 -1 177 1,167 0 0 -490 0 -518 -611
Percent of Open Interest Represented by Each Category of Trader
0.0 40.2 0.0 67.2 4.8 0.1 4.7 22.8 0.0 4.4 6.5 0.0 23.8 25.6
Number of Traders in Each Category Total Traders: 24
0 . 0 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 51,941
Positions
12,503 4,723 645 13,800 6,855 435 8,315 9,903 180 10,219 213 0 5,844 28,987
Changes from: January 25, 2022 Total Change is: 2,117
1,212 -559 -143 1,052 -717 -266 -1,674 820 1 2,406 -1,050 -5 -466 4,036
Percent of Open Interest Represented by Each Category of Trader
24.1 9.1 1.2 26.6 13.2 0.8 16.0 19.1 0.3 19.7 0.4 0.0 11.3 55.8
Number of Traders in Each Category Total Traders: 67
12 7 . 13 5 4 11 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 370,075
Positions
37,009 176,004 2,432 253,748 103,330 40,585 13,017 15,614 1,472 10,758 24,558 1,212 9,842 4,868
Changes from: January 25, 2022 Total Change is: -16,296
-144 -18,108 -1,518 6,821 -3,364 -4,172 -16,872 3,953 28 -1,121 5,867 552 130 466
Percent of Open Interest Represented by Each Category of Trader
10.0 47.6 0.7 68.6 27.9 11.0 3.5 4.2 0.4 2.9 6.6 0.3 2.7 1.3
Number of Traders in Each Category Total Traders: 191
13 11 5 73 47 37 18 13 6 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,105,267
Positions
115,283 512,494 3,403 678,000 353,270 120,654 100,734 69,122 7,353 53,028 21,431 833 25,979 16,707
Changes from: January 25, 2022 Total Change is: 16,788
15,942 7,292 540 7,020 7,921 -2,307 -2,014 7,403 351 -2,701 -4,240 58 -101 -230
Percent of Open Interest Represented by Each Category of Trader
10.4 46.4 0.3 61.3 32.0 10.9 9.1 6.3 0.7 4.8 1.9 0.1 2.4 1.5
Number of Traders in Each Category Total Traders: 409
29 20 8 146 77 84 56 38 26 28 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 203,733
Positions
21,325 157,832 20,569 16,395 5,885 667 125,511 805 17,529 1,389 302 0 348 144
Changes from: January 25, 2022 Total Change is: 3,844
650 4,391 -10 -1,073 0 -75 4,859 0 -547 20 0 0 20 85
Percent of Open Interest Represented by Each Category of Trader
10.5 77.5 10.1 8.0 2.9 0.3 61.6 0.4 8.6 0.7 0.1 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 77
7 21 14 9 . . 27 . 9 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 59,046
Positions
13,829 8,686 1,545 13,347 12,106 1,142 8,920 10,667 9,505 2,275 4,745 234 8,249 10,416
Changes from: January 25, 2022 Total Change is: -2,817
5,488 -5,436 -94 -1,384 993 -42 -2,647 913 -2,028 -134 1,060 -105 -1,871 1,922
Percent of Open Interest Represented by Each Category of Trader
23.4 14.7 2.6 22.6 20.5 1.9 15.1 18.1 16.1 3.9 8.0 0.4 14.0 17.6
Number of Traders in Each Category Total Traders: 296
30 14 14 53 54 41 39 51 38 20 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 295,231
Positions
69,143 43,431 7,727 66,733 60,529 5,711 44,601 53,334 47,524 11,374 23,724 1,172 41,247 52,078
Changes from: January 25, 2022 Total Change is: -14,084
27,440 -27,178 -472 -6,920 4,966 -208 -13,236 4,563 -10,139 -671 5,299 -523 -9,353 9,609
Percent of Open Interest Represented by Each Category of Trader
23.4 14.7 2.6 22.6 20.5 1.9 15.1 18.1 16.1 3.9 8.0 0.4 14.0 17.6
Number of Traders in Each Category Total Traders: 296
30 14 14 53 54 41 39 51 38 20 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 147,933
Positions
632 6,321 0 1,174 0 0 61,790 107,172 4,926 4,296 1,002 100 75,015 28,412
Changes from: January 25, 2022 Total Change is: 23,523
-6,003 6,321 0 62 0 0 11,287 5,163 -469 -240 -138 -67 18,953 12,713
Percent of Open Interest Represented by Each Category of Trader
0.4 4.3 0.0 0.8 0.0 0.0 41.8 72.4 3.3 2.9 0.7 0.1 50.7 19.2
Number of Traders in Each Category Total Traders: 42
. . 0 . 0 0 10 14 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,302,221
Positions
7,576 97,883 25,173 570,331 260,290 273,296 93,414 317,658 70,619 74,779 45,424 8,376 178,658 203,503
Changes from: January 25, 2022 Total Change is: 5,856
1,710 -3,902 878 -40 5,499 308 4,448 -7,348 3,650 -1,168 353 -778 -3,151 7,196
Percent of Open Interest Represented by Each Category of Trader
0.6 7.5 1.9 43.8 20.0 21.0 7.2 24.4 5.4 5.7 3.5 0.6 13.7 15.6
Number of Traders in Each Category Total Traders: 184
8 18 18 60 42 71 20 26 33 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,285,544
Positions
36,759 69,276 2,684 706,558 269,057 198,331 86,497 591,228 17,675 84,487 9,768 122 152,430 127,403
Changes from: January 25, 2022 Total Change is: -687
-993 6,660 -161 2,028 7,859 -9,179 -495 -15,510 1,113 4,240 -170 0 2,761 8,702
Percent of Open Interest Represented by Each Category of Trader
2.9 5.4 0.2 55.0 20.9 15.4 6.7 46.0 1.4 6.6 0.8 0.0 11.9 9.9
Number of Traders in Each Category Total Traders: 148
5 9 4 74 22 59 7 19 9 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,286,312
Positions
53,165 135,174 12,561 803,714 674,758 472,631 625,890 356,755 140,808 47,159 261,468 8,997 121,388 223,160
Changes from: January 25, 2022 Total Change is: 160,794
725 -34,181 -472 4,908 -20,893 27,596 137,222 113,985 16,765 -11,970 35,394 -4,605 -9,376 27,204
Percent of Open Interest Represented by Each Category of Trader
2.3 5.9 0.5 35.2 29.5 20.7 27.4 15.6 6.2 2.1 11.4 0.4 5.3 9.8
Number of Traders in Each Category Total Traders: 357
16 32 7 79 74 82 45 63 37 12 36 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,760,085
Positions
107,640 164,933 201,279 1,603,682 1,422,575 887,134 866,120 540,446 518,623 127,188 271,774 127,930 320,489 625,391
Changes from: January 25, 2022 Total Change is: 239,589
29,525 -12,683 15,811 12,084 -9,820 23,679 101,083 101,223 45,221 593 9,392 24,554 -12,961 42,213
Percent of Open Interest Represented by Each Category of Trader
2.3 3.5 4.2 33.7 29.9 18.6 18.2 11.4 10.9 2.7 5.7 2.7 6.7 13.1
Number of Traders in Each Category Total Traders: 439
18 37 38 79 116 110 56 84 88 23 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,376,312
Positions
98,200 21,240 4,980 413,525 564,825 197,795 404,654 206,597 41,796 105,738 54,892 0 109,623 284,187
Changes from: January 25, 2022 Total Change is: 5,113
5,603 4,225 -1 -1,870 3,800 -10,482 -2,401 -13,413 5,834 6,796 15,680 0 1,633 -530
Percent of Open Interest Represented by Each Category of Trader
7.1 1.5 0.4 30.0 41.0 14.4 29.4 15.0 3.0 7.7 4.0 0.0 8.0 20.6
Number of Traders in Each Category Total Traders: 159
6 7 5 28 62 57 21 18 16 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,385,105
Positions
43,038 232,723 80,012 2,194,856 1,036,133 782,117 363,078 1,005,180 353,963 294,906 329,142 12,826 260,309 553,009
Changes from: January 25, 2022 Total Change is: 31,370
12,445 16,900 11,962 39,052 29,179 -40,869 39,441 12,387 -21,395 -2,980 2,559 1,715 -8,002 18,931
Percent of Open Interest Represented by Each Category of Trader
1.0 5.3 1.8 50.1 23.6 17.8 8.3 22.9 8.1 6.7 7.5 0.3 5.9 12.6
Number of Traders in Each Category Total Traders: 356
14 33 22 70 87 93 37 72 56 11 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,705,709
Positions
255,397 272,006 748,416 19,917 28,886 26,017 215,294 176,783 393,929 26,324 15,834 2,947 17,468 40,891
Changes from: January 25, 2022 Total Change is: -85,197
-24,706 -12,988 -3,364 3,117 12,078 -11,804 24,207 -3,231 -69,022 2,126 8,738 385 -6,136 -5,989
Percent of Open Interest Represented by Each Category of Trader
15.0 15.9 43.9 1.2 1.7 1.5 12.6 10.4 23.1 1.5 0.9 0.2 1.0 2.4
Number of Traders in Each Category Total Traders: 126
27 31 54 . . 5 25 20 37 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,016,535
Positions
3,015,033 1,681,298 3,766,387 1,165,939 1,302,132 950,204 1,055,572 1,377,106 12,228,987 37,047 465,408 290,122 507,244 954,891
Changes from: January 25, 2022 Total Change is: 973,874
-142,977 72,526 291,640 46,048 -91,059 -101,715 -141,431 -231,556 987,726 1,206 24,753 24,448 8,929 -2,888
Percent of Open Interest Represented by Each Category of Trader
13.1 7.3 16.4 5.1 5.7 4.1 4.6 6.0 53.1 0.2 2.0 1.3 2.2 4.1
Number of Traders in Each Category Total Traders: 284
23 43 63 17 27 33 38 101 109 10 22 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 2,851,048
Positions
791,426 383,209 865,162 45,928 110,472 92,340 291,834 675,932 687,082 60,521 18,529 15,473 1,281 2,848
Changes from: January 25, 2022 Total Change is: 431,006
4,238 141,300 67,780 4,204 -59,702 29,157 90,270 13,645 235,677 1,978 2,445 1,360 -3,660 -656
Percent of Open Interest Represented by Each Category of Trader
27.8 13.4 30.3 1.6 3.9 3.2 10.2 23.7 24.1 2.1 0.6 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 236
43 50 76 10 14 10 42 32 59 15 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 307,461
Positions
112,731 83,844 62,007 28,228 2,606 8,045 55,719 110,812 37,561 1,384 736 1,008 778 842
Changes from: January 25, 2022 Total Change is: -25,693
-123 20,082 -27,823 303 -1,755 2,335 3,187 -14,344 -3,535 -292 -867 -431 686 645
Percent of Open Interest Represented by Each Category of Trader
36.7 27.3 20.2 9.2 0.8 2.6 18.1 36.0 12.2 0.5 0.2 0.3 0.3 0.3
Number of Traders in Each Category Total Traders: 112
21 29 27 . . . 26 23 29 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 75,439
Positions
0 4,263 0 0 1,799 0 7,211 19,633 44,439 23,789 5,250 0 0 55
Changes from: January 25, 2022 Total Change is: 2,551
0 679 0 0 0 0 461 143 1,730 360 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 5.7 0.0 0.0 2.4 0.0 9.6 26.0 58.9 31.5 7.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 25
0 6 0 0 5 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,342
Positions
385 228 0 5,660 703 112 1,117 6,647 524 1,097 1,048 181 1,266 899
Changes from: January 25, 2022 Total Change is: -2,242
85 -60 -40 -58 -301 -4 -232 -899 -979 -474 477 -294 -247 -142
Percent of Open Interest Represented by Each Category of Trader
3.7 2.2 0.0 54.7 6.8 1.1 10.8 64.3 5.1 10.6 10.1 1.7 12.2 8.7
Number of Traders in Each Category Total Traders: 85
4 . . 8 6 . 17 34 14 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 12,153
Positions
104 858 8 187 0 0 1,844 8,752 68 5,783 891 363 3,796 1,213
Changes from: January 25, 2022 Total Change is: -19,553
-1,151 -348 8 54 0 -10 -18,960 -7,287 -980 2,732 -10,591 98 -1,344 -443
Percent of Open Interest Represented by Each Category of Trader
0.9 7.1 0.1 1.5 0.0 0.0 15.2 72.0 0.6 47.6 7.3 3.0 31.2 10.0
Number of Traders in Each Category Total Traders: 118
. . . 4 0 0 13 15 . 66 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,611
Positions
106 48 41 0 179 14 651 2,312 367 1,404 11 167 861 472
Changes from: January 25, 2022 Total Change is: -575
3 -61 40 0 -28 0 -28 -269 -132 -226 11 -102 -130 -34
Percent of Open Interest Represented by Each Category of Trader
2.9 1.3 1.1 0.0 5.0 0.4 18.0 64.0 10.2 38.9 0.3 4.6 23.8 13.1
Number of Traders in Each Category Total Traders: 42
. . . 0 . . 11 15 7 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 20,838
Positions
898 0 0 0 0 0 7,461 15,910 749 10,239 3,885 34 1,457 260
Changes from: January 25, 2022 Total Change is: -56,891
898 -6,134 0 0 0 0 -55,961 -51,874 338 -1,029 1,773 -939 -198 -55
Percent of Open Interest Represented by Each Category of Trader
4.3 0.0 0.0 0.0 0.0 0.0 35.8 76.4 3.6 49.1 18.6 0.2 7.0 1.2
Number of Traders in Each Category Total Traders: 93
. 0 0 0 0 0 4 6 . 66 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,604
Positions
3,651 42,409 0 23,216 1,020 555 13,053 8,626 1,194 5,592 778 119 9,224 1,904
Changes from: January 25, 2022 Total Change is: 4,203
1,600 0 0 2,448 200 -3 -3,098 4,037 119 1,530 -87 61 1,546 -124
Percent of Open Interest Represented by Each Category of Trader
6.5 74.9 0.0 41.0 1.8 1.0 23.1 15.2 2.1 9.9 1.4 0.2 16.3 3.4
Number of Traders in Each Category Total Traders: 126
. . 0 20 4 4 34 19 6 38 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 300,194
Positions
34,169 17,919 16,391 78,368 37,323 39,662 30,955 86,706 62,633 8,221 2,622 6,867 22,928 30,071
Changes from: January 25, 2022 Total Change is: -4,695
-13,328 -3,558 1,299 1,598 -1,965 10,124 -2,643 -5,919 -4,720 -639 -2,385 1,119 2,495 1,310
Percent of Open Interest Represented by Each Category of Trader
11.4 6.0 5.5 26.1 12.4 13.2 10.3 28.9 20.9 2.7 0.9 2.3 7.6 10.0
Number of Traders in Each Category Total Traders: 161
12 15 20 20 27 24 30 37 47 8 8 10
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,941
Positions
1,770 14,995 50 37,985 0 1,086 445 32,583 0 6,915 198 0 690 29
Changes from: January 25, 2022 Total Change is: -478
-1,095 15 -15 1,853 -2,732 -1,247 -133 3,458 0 65 47 0 94 -4
Percent of Open Interest Represented by Each Category of Trader
3.6 30.6 0.1 77.6 0.0 2.2 0.9 66.6 0.0 14.1 0.4 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 44
. 4 . 16 0 . 6 8 0 7 . 0
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Updated February 04, 2022