Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 158,943
Positions
27,154 35,167 4,262 44,586 40,213 4,625 21,356 31,185 13,130 12,379 2,429 1,839 29,612 26,093
Changes from: February 1, 2022 Total Change is: -3,597
-148 -5,556 -920 660 1,438 -504 1,751 2,328 -1,294 666 -573 99 -3,907 1,385
Percent of Open Interest Represented by Each Category of Trader
17.1 22.1 2.7 28.1 25.3 2.9 13.4 19.6 8.3 7.8 1.5 1.2 18.6 16.4
Number of Traders in Each Category Total Traders: 109
5 10 9 19 20 9 20 19 17 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 45,522
Positions
25,860 1,981 660 2,319 11,722 1,564 2,470 9,153 2,431 0 486 0 10,217 17,525
Changes from: February 1, 2022 Total Change is: -458
408 -249 -241 -693 -886 -227 397 2,190 -69 0 0 0 -33 -975
Percent of Open Interest Represented by Each Category of Trader
56.8 4.4 1.4 5.1 25.8 3.4 5.4 20.1 5.3 0.0 1.1 0.0 22.4 38.5
Number of Traders in Each Category Total Traders: 46
6 . . . 16 5 6 11 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 220,432
Positions
67,481 38,648 10,520 46,674 73,267 6,171 36,792 33,263 22,281 2,874 7,757 0 27,640 28,524
Changes from: February 1, 2022 Total Change is: 14,563
-6,266 12,445 985 10,487 -6,243 877 3,047 6,380 4,050 -273 -1,114 0 1,656 -2,818
Percent of Open Interest Represented by Each Category of Trader
30.6 17.5 4.8 21.2 33.2 2.8 16.7 15.1 10.1 1.3 3.5 0.0 12.5 12.9
Number of Traders in Each Category Total Traders: 126
4 10 7 17 31 17 25 27 20 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 211,734
Positions
99,746 15,121 3,168 51,320 83,513 5,698 17,704 55,362 12,324 2,566 482 763 18,445 35,303
Changes from: February 1, 2022 Total Change is: 102
-2,509 4,360 388 -1,008 -6,730 155 2,802 3,931 -1,919 491 -103 30 1,671 -10
Percent of Open Interest Represented by Each Category of Trader
47.1 7.1 1.5 24.2 39.4 2.7 8.4 26.1 5.8 1.2 0.2 0.4 8.7 16.7
Number of Traders in Each Category Total Traders: 129
9 5 9 20 28 16 19 39 17 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 753,221
Positions
42,117 356,533 17,307 415,028 130,092 29,494 57,997 100,427 43,497 48,507 11,030 8,662 90,612 56,178
Changes from: February 1, 2022 Total Change is: 11,498
-727 36,518 1,956 12,636 -17,454 -3,170 5,374 -2,850 -5,862 -3,620 4,244 926 3,986 -2,809
Percent of Open Interest Represented by Each Category of Trader
5.6 47.3 2.3 55.1 17.3 3.9 7.7 13.3 5.8 6.4 1.5 1.1 12.0 7.5
Number of Traders in Each Category Total Traders: 335
18 15 16 108 42 46 51 45 39 38 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 32,657
Positions
1,341 12,379 0 14,802 7,302 3,254 466 3,601 0 0 0 0 12,794 6,121
Changes from: February 1, 2022 Total Change is: -307
0 0 0 -597 1,257 72 0 0 0 0 0 0 218 -1,636
Percent of Open Interest Represented by Each Category of Trader
4.1 37.9 0.0 45.3 22.4 10.0 1.4 11.0 0.0 0.0 0.0 0.0 39.2 18.7
Number of Traders in Each Category Total Traders: 26
. . 0 16 6 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 25,173
Positions
10,778 0 0 4,772 15,956 1,413 0 2,393 0 0 0 0 8,210 5,411
Changes from: February 1, 2022 Total Change is: -12
110 0 0 -81 -880 108 -793 848 -421 0 0 0 1,065 333
Percent of Open Interest Represented by Each Category of Trader
42.8 0.0 0.0 19.0 63.4 5.6 0.0 9.5 0.0 0.0 0.0 0.0 32.6 21.5
Number of Traders in Each Category Total Traders: 21
. 0 0 4 12 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 211,027
Positions
119,978 14,607 2,212 36,591 96,012 3,767 9,564 45,737 11,649 6,201 3,746 297 20,768 33,000
Changes from: February 1, 2022 Total Change is: -5,409
-889 2,882 -455 248 -2,670 -320 -3,980 1,300 -5,234 3,980 1,219 294 947 -2,425
Percent of Open Interest Represented by Each Category of Trader
56.9 6.9 1.0 17.3 45.5 1.8 4.5 21.7 5.5 2.9 1.8 0.1 9.8 15.6
Number of Traders in Each Category Total Traders: 101
8 6 6 12 23 7 12 31 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 39,233
Positions
139 30,434 0 19,233 0 3,129 11,177 1,068 2 2,998 3,441 0 2,555 1,159
Changes from: February 1, 2022 Total Change is: -7,125
-749 -639 0 782 -271 968 -8,190 -2,747 -200 -267 -3,671 0 531 -565
Percent of Open Interest Represented by Each Category of Trader
0.4 77.6 0.0 49.0 0.0 8.0 28.5 2.7 0.0 7.6 8.8 0.0 6.5 3.0
Number of Traders in Each Category Total Traders: 45
. 4 0 9 0 . 18 . . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 134,333
Positions
915 49,684 506 79,459 6,221 1,579 39,662 49,173 373 5,606 23,380 109 6,125 3,309
Changes from: February 1, 2022 Total Change is: -7,903
389 206 -166 -1,003 727 485 -7,124 -8,999 -486 164 213 109 -272 7
Percent of Open Interest Represented by Each Category of Trader
0.7 37.0 0.4 59.2 4.6 1.2 29.5 36.6 0.3 4.2 17.4 0.1 4.6 2.5
Number of Traders in Each Category Total Traders: 158
4 10 . 19 14 6 49 29 9 16 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 64,336
Positions
276 17,750 0 43,023 1,143 275 14,054 42,188 319 2,723 1,181 0 3,666 1,480
Changes from: February 1, 2022 Total Change is: -11,899
-6,699 17,750 -17,750 12,508 124 75 1,325 -10,816 -989 527 -97 0 -896 -196
Percent of Open Interest Represented by Each Category of Trader
0.4 27.6 0.0 66.9 1.8 0.4 21.8 65.6 0.5 4.2 1.8 0.0 5.7 2.3
Number of Traders in Each Category Total Traders: 72
. . 0 13 . . 21 14 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 54,882
Positions
29,012 2,499 0 2,034 26,079 235 19,295 17,321 1,021 150 2,225 33 3,102 5,469
Changes from: February 1, 2022 Total Change is: -3,590
-952 170 0 -1,084 -1,181 -326 -1,894 -2,964 200 150 147 1 315 363
Percent of Open Interest Represented by Each Category of Trader
52.9 4.6 0.0 3.7 47.5 0.4 35.2 31.6 1.9 0.3 4.1 0.1 5.7 10.0
Number of Traders in Each Category Total Traders: 107
10 . 0 6 25 . 23 31 7 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 22,035
Positions
4,013 0 0 14,399 2,183 0 2,023 16,809 536 384 719 7 673 1,781
Changes from: February 1, 2022 Total Change is: 4,567
143 0 0 4,210 -1,024 0 530 5,367 0 150 154 0 -466 70
Percent of Open Interest Represented by Each Category of Trader
18.2 0.0 0.0 65.3 9.9 0.0 9.2 76.3 2.4 1.7 3.3 0.0 3.1 8.1
Number of Traders in Each Category Total Traders: 32
. 0 0 . 6 0 5 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 41,543
Positions
15,620 12,049 536 6,881 2,644 417 8,359 7,370 741 1,688 11,098 55 7,247 6,633
Changes from: February 1, 2022 Total Change is: -2,292
-1,675 -186 9 7 -906 17 -968 -138 146 136 -1,706 55 -17 417
Percent of Open Interest Represented by Each Category of Trader
37.6 29.0 1.3 16.6 6.4 1.0 20.1 17.7 1.8 4.1 26.7 0.1 17.4 16.0
Number of Traders in Each Category Total Traders: 104
17 8 4 22 8 8 22 14 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 83,085
Positions
31,239 24,098 1,071 13,762 5,288 834 16,718 14,740 1,481 3,376 22,197 110 14,493 13,265
Changes from: February 1, 2022 Total Change is: -4,583
-3,350 -371 18 13 -1,811 34 -1,936 -276 291 272 -3,412 110 -34 834
Percent of Open Interest Represented by Each Category of Trader
37.6 29.0 1.3 16.6 6.4 1.0 20.1 17.7 1.8 4.1 26.7 0.1 17.4 16.0
Number of Traders in Each Category Total Traders: 104
17 8 4 22 8 8 22 14 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 42,536
Positions
16,215 26,427 0 20,589 9,830 1,176 2,049 4,322 0 0 0 0 2,507 781
Changes from: February 1, 2022 Total Change is: 255
75 -262 0 -743 383 17 789 397 0 0 0 0 117 -280
Percent of Open Interest Represented by Each Category of Trader
38.1 62.1 0.0 48.4 23.1 2.8 4.8 10.2 0.0 0.0 0.0 0.0 5.9 1.8
Number of Traders in Each Category Total Traders: 36
6 5 0 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 601,335
Positions
30,686 123,093 33,832 205,945 92,212 57,987 57,786 47,071 122,508 26,975 63,981 4,985 60,630 55,665
Changes from: February 1, 2022 Total Change is: -16,022
2,892 -7,773 1,500 -10,017 5,391 1,255 -1,025 -4,279 -6,308 -752 -6,368 -18 -3,550 577
Percent of Open Interest Represented by Each Category of Trader
5.1 20.5 5.6 34.2 15.3 9.6 9.6 7.8 20.4 4.5 10.6 0.8 10.1 9.3
Number of Traders in Each Category Total Traders: 547
32 34 41 148 88 113 77 79 97 55 32 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,783
Positions
9,510 16,788 0 5,130 750 44 2,261 0 0 0 0 0 1,838 1,201
Changes from: February 1, 2022 Total Change is: -1,177
1,588 -795 0 -3,043 0 44 -51 -261 0 0 0 0 285 -165
Percent of Open Interest Represented by Each Category of Trader
50.6 89.4 0.0 27.3 4.0 0.2 12.0 0.0 0.0 0.0 0.0 0.0 9.8 6.4
Number of Traders in Each Category Total Traders: 22
4 9 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 35,478
Positions
16,319 32,479 0 10,393 0 0 4,810 1,449 0 0 0 0 3,956 1,550
Changes from: February 1, 2022 Total Change is: -1,230
107 613 0 -2,427 0 0 845 285 0 0 0 0 245 -2,128
Percent of Open Interest Represented by Each Category of Trader
46.0 91.5 0.0 29.3 0.0 0.0 13.6 4.1 0.0 0.0 0.0 0.0 11.2 4.4
Number of Traders in Each Category Total Traders: 33
4 12 0 11 0 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 3,006,675
Positions
153,431 615,467 169,162 1,029,726 461,060 289,936 288,930 235,355 612,541 134,874 319,906 24,925 303,150 278,324
Changes from: February 1, 2022 Total Change is: -80,112
14,460 -38,863 7,499 -50,087 26,954 6,276 -5,123 -21,393 -31,541 -3,758 -31,841 -88 -17,749 2,886
Percent of Open Interest Represented by Each Category of Trader
5.1 20.5 5.6 34.2 15.3 9.6 9.6 7.8 20.4 4.5 10.6 0.8 10.1 9.3
Number of Traders in Each Category Total Traders: 547
32 34 41 148 88 113 77 79 97 55 32 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 28,419
Positions
16,554 25,830 0 6,226 347 516 1,799 565 7 0 0 0 3,317 1,154
Changes from: February 1, 2022 Total Change is: 144
475 123 0 -304 0 0 79 1 0 0 0 0 -106 20
Percent of Open Interest Represented by Each Category of Trader
58.2 90.9 0.0 21.9 1.2 1.8 6.3 2.0 0.0 0.0 0.0 0.0 11.7 4.1
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 8, 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 21,342
Positions
6,050 20,631 0 11,384 0 0 1,071 230 0 0 0 0 2,837 481
Changes from: February 1, 2022 Total Change is: -1
0 0 0 -3 0 0 126 230 0 0 0 0 -124 -231
Percent of Open Interest Represented by Each Category of Trader
28.3 96.7 0.0 53.3 0.0 0.0 5.0 1.1 0.0 0.0 0.0 0.0 13.3 2.3
Number of Traders in Each Category Total Traders: 21
4 7 0 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 13,878
Positions
3,440 12,813 0 6,520 0 438 1,585 0 0 0 0 0 1,895 627
Changes from: February 1, 2022 Total Change is: -2,949
-2,070 -99 0 -711 0 2 114 -676 -17 0 0 0 -267 -2,159
Percent of Open Interest Represented by Each Category of Trader
24.8 92.3 0.0 47.0 0.0 3.2 11.4 0.0 0.0 0.0 0.0 0.0 13.7 4.5
Number of Traders in Each Category Total Traders: 22
5 8 0 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 188,556
Positions
51,498 8,340 0 19,875 3,675 284 46,711 101,889 11,735 6,784 0 0 51,669 62,633
Changes from: February 1, 2022 Total Change is: -902
2,925 -325 0 -2,194 1,770 39 781 40,510 -3,510 2,165 0 0 -1,108 -39,386
Percent of Open Interest Represented by Each Category of Trader
27.3 4.4 0.0 10.5 1.9 0.2 24.8 54.0 6.2 3.6 0.0 0.0 27.4 33.2
Number of Traders in Each Category Total Traders: 29
. . 0 8 . . 8 7 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 47,126
Positions
17,478 3,811 85 17,207 30,980 2,846 1,990 3,619 467 0 393 0 7,053 4,925
Changes from: February 1, 2022 Total Change is: 1,070
146 346 77 708 -871 294 73 961 -2 0 393 0 -226 -128
Percent of Open Interest Represented by Each Category of Trader
37.1 8.1 0.2 36.5 65.7 6.0 4.2 7.7 1.0 0.0 0.8 0.0 15.0 10.5
Number of Traders in Each Category Total Traders: 71
6 6 . 26 20 9 4 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 58,113
Positions
12,448 8,835 1,902 12,778 12,767 1,146 10,599 9,704 9,160 1,933 3,883 196 7,951 10,520
Changes from: February 1, 2022 Total Change is: -933
-1,381 148 357 -568 661 4 1,678 -963 -345 -342 -862 -39 -298 105
Percent of Open Interest Represented by Each Category of Trader
21.4 15.2 3.3 22.0 22.0 2.0 18.2 16.7 15.8 3.3 6.7 0.3 13.7 18.1
Number of Traders in Each Category Total Traders: 311
26 20 13 56 59 42 48 52 36 17 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 290,566
Positions
62,240 44,173 9,512 63,891 63,835 5,731 52,993 48,521 45,801 9,663 19,413 980 39,757 52,601
Changes from: February 1, 2022 Total Change is: -4,665
-6,903 741 1,785 -2,841 3,306 20 8,392 -4,813 -1,724 -1,711 -4,311 -193 -1,490 523
Percent of Open Interest Represented by Each Category of Trader
21.4 15.2 3.3 22.0 22.0 2.0 18.2 16.7 15.8 3.3 6.7 0.3 13.7 18.1
Number of Traders in Each Category Total Traders: 311
26 20 13 56 59 42 48 52 36 17 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 163,872
Positions
737 9,886 0 1,289 431 0 82,230 122,999 6,211 3,148 921 137 70,121 23,288
Changes from: February 1, 2022 Total Change is: 15,939
105 3,565 0 115 431 0 20,440 15,827 1,284 -1,149 -81 37 -4,894 -5,124
Percent of Open Interest Represented by Each Category of Trader
0.4 6.0 0.0 0.8 0.3 0.0 50.2 75.1 3.8 1.9 0.6 0.1 42.8 14.2
Number of Traders in Each Category Total Traders: 40
. . 0 . . 0 12 10 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 515,735
Positions
120,888 40,937 2,483 191,729 198,299 55,794 83,946 125,688 24,772 8,382 41,735 584 27,157 25,443
Changes from: February 1, 2022 Total Change is: 19,364
18,299 -13,594 -369 -4,908 8,548 1,279 767 18,557 2,626 2,124 1,226 -128 -327 1,218
Percent of Open Interest Represented by Each Category of Trader
23.4 7.9 0.5 37.2 38.4 10.8 16.3 24.4 4.8 1.6 8.1 0.1 5.3 4.9
Number of Traders in Each Category Total Traders: 370
33 15 6 92 70 54 39 88 38 15 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 27,370
Positions
6,149 25,415 0 16,769 458 0 2,611 1,080 15 0 0 0 1,826 402
Changes from: February 1, 2022 Total Change is: 45
93 240 0 133 9 0 -7 -53 -5 0 0 0 -169 -146
Percent of Open Interest Represented by Each Category of Trader
22.5 92.9 0.0 61.3 1.7 0.0 9.5 3.9 0.1 0.0 0.0 0.0 6.7 1.5
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 8, 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 15,276
Positions
525 6,215 0 10,209 749 16 230 3,425 1 674 1,024 0 3,621 3,846
Changes from: February 1, 2022 Total Change is: -216
525 -11 0 -194 10 2 -491 -106 1 0 11 0 -59 -123
Percent of Open Interest Represented by Each Category of Trader
3.4 40.7 0.0 66.8 4.9 0.1 1.5 22.4 0.0 4.4 6.7 0.0 23.7 25.2
Number of Traders in Each Category Total Traders: 21
. . 0 11 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 51,953
Positions
11,615 4,847 729 14,624 6,104 402 9,397 9,823 196 8,924 1,464 0 6,066 28,388
Changes from: February 1, 2022 Total Change is: 12
-888 124 84 824 -751 -33 1,082 -80 16 -1,295 1,251 0 222 -599
Percent of Open Interest Represented by Each Category of Trader
22.4 9.3 1.4 28.1 11.7 0.8 18.1 18.9 0.4 17.2 2.8 0.0 11.7 54.6
Number of Traders in Each Category Total Traders: 64
11 7 . 14 5 . 9 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 378,567
Positions
41,231 176,503 2,272 256,415 111,072 39,924 15,298 16,929 1,836 11,512 22,547 1,234 8,845 6,250
Changes from: February 1, 2022 Total Change is: 8,492
4,222 499 -160 2,667 7,742 -661 2,281 1,315 364 754 -2,011 22 -997 1,382
Percent of Open Interest Represented by Each Category of Trader
10.9 46.6 0.6 67.7 29.3 10.5 4.0 4.5 0.5 3.0 6.0 0.3 2.3 1.7
Number of Traders in Each Category Total Traders: 191
13 11 5 74 47 37 17 12 8 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 1,090,025
Positions
124,218 512,052 2,935 678,838 335,183 114,813 82,872 70,626 7,433 52,614 26,939 910 25,392 19,134
Changes from: February 1, 2022 Total Change is: -15,242
8,935 -442 -468 838 -18,087 -5,841 -17,862 1,504 80 -414 5,508 77 -587 2,427
Percent of Open Interest Represented by Each Category of Trader
11.4 47.0 0.3 62.3 30.8 10.5 7.6 6.5 0.7 4.8 2.5 0.1 2.3 1.8
Number of Traders in Each Category Total Traders: 412
27 21 8 149 76 84 51 44 27 28 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 203,389
Positions
18,962 156,983 22,046 16,892 5,885 667 126,434 805 16,636 1,424 302 0 328 65
Changes from: February 1, 2022 Total Change is: -344
-2,363 -849 1,477 497 0 0 923 0 -893 35 0 0 -20 -79
Percent of Open Interest Represented by Each Category of Trader
9.3 77.2 10.8 8.3 2.9 0.3 62.2 0.4 8.2 0.7 0.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 77
7 21 14 9 . . 25 . 9 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 1,318,514
Positions
10,210 85,813 29,618 560,799 256,889 278,320 89,199 323,453 85,691 76,075 49,237 11,996 176,605 197,497
Changes from: February 1, 2022 Total Change is: 16,293
2,634 -12,070 4,445 -9,531 -3,400 5,024 -4,215 5,795 15,073 1,296 3,813 3,620 -2,054 -6,006
Percent of Open Interest Represented by Each Category of Trader
0.8 6.5 2.2 42.5 19.5 21.1 6.8 24.5 6.5 5.8 3.7 0.9 13.4 15.0
Number of Traders in Each Category Total Traders: 186
7 17 16 60 42 69 21 28 34 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 1,287,715
Positions
36,349 66,925 1,613 700,850 270,145 196,152 88,795 594,721 22,114 83,188 8,758 122 158,532 127,165
Changes from: February 1, 2022 Total Change is: 2,171
-410 -2,351 -1,071 -5,709 1,088 -2,179 2,298 3,493 4,439 -1,299 -1,010 0 6,102 -238
Percent of Open Interest Represented by Each Category of Trader
2.8 5.2 0.1 54.4 21.0 15.2 6.9 46.2 1.7 6.5 0.7 0.0 12.3 9.9
Number of Traders in Each Category Total Traders: 146
4 9 4 72 23 56 8 19 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,321,316
Positions
84,167 146,782 13,218 811,206 634,800 469,053 612,590 400,570 165,832 35,624 269,590 4,355 125,271 217,115
Changes from: February 1, 2022 Total Change is: 35,004
31,002 11,608 657 7,492 -39,958 -3,578 -13,300 43,816 25,025 -11,535 8,122 -4,642 3,883 -6,045
Percent of Open Interest Represented by Each Category of Trader
3.6 6.3 0.6 34.9 27.3 20.2 26.4 17.3 7.1 1.5 11.6 0.2 5.4 9.4
Number of Traders in Each Category Total Traders: 353
19 32 8 78 77 82 37 67 42 8 35 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 5,115,166
Positions
84,574 184,616 294,331 1,622,571 1,449,548 868,159 881,547 531,351 701,908 171,197 303,117 149,718 341,161 632,418
Changes from: February 1, 2022 Total Change is: 355,081
-23,066 19,683 93,053 18,889 26,972 -18,974 15,427 -9,095 183,284 44,009 31,343 21,788 20,672 7,027
Percent of Open Interest Represented by Each Category of Trader
1.7 3.6 5.8 31.7 28.3 17.0 17.2 10.4 13.7 3.3 5.9 2.9 6.7 12.4
Number of Traders in Each Category Total Traders: 433
16 36 35 74 118 107 55 88 92 21 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 1,410,337
Positions
105,386 23,090 5,155 417,357 592,957 196,745 405,526 203,908 51,719 107,617 57,884 4 120,828 278,875
Changes from: February 1, 2022 Total Change is: 34,025
7,186 1,850 175 3,832 28,133 -1,051 872 -2,689 9,923 1,879 2,992 4 11,205 -5,312
Percent of Open Interest Represented by Each Category of Trader
7.5 1.6 0.4 29.6 42.0 14.0 28.8 14.5 3.7 7.6 4.1 0.0 8.6 19.8
Number of Traders in Each Category Total Traders: 159
6 7 5 28 61 56 20 19 18 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 4,488,160
Positions
45,371 222,035 115,653 2,144,331 1,041,453 822,636 353,462 999,788 433,820 270,896 307,319 15,394 286,595 530,061
Changes from: February 1, 2022 Total Change is: 103,055
2,334 -10,689 35,640 -50,525 5,320 40,519 -9,616 -5,392 79,858 -24,010 -21,823 2,569 26,286 -22,948
Percent of Open Interest Represented by Each Category of Trader
1.0 4.9 2.6 47.8 23.2 18.3 7.9 22.3 9.7 6.0 6.8 0.3 6.4 11.8
Number of Traders in Each Category Total Traders: 360
13 35 27 73 90 96 30 75 55 12 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 1,774,308
Positions
224,755 306,283 795,476 27,481 25,076 16,844 230,594 157,379 426,794 27,282 9,222 725 24,357 36,509
Changes from: February 1, 2022 Total Change is: 68,599
-30,642 34,277 47,060 7,564 -3,810 -9,173 15,300 -19,404 32,865 958 -6,612 -2,222 6,889 -4,382
Percent of Open Interest Represented by Each Category of Trader
12.7 17.3 44.8 1.5 1.4 0.9 13.0 8.9 24.1 1.5 0.5 0.0 1.4 2.1
Number of Traders in Each Category Total Traders: 125
28 28 54 . . 4 26 24 39 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 is24,497,341
Positions
3,037,240 1,899,087 3,905,429 1,142,175 1,129,748 1,011,705 921,144 1,225,889 13,584,613 36,911 426,199 339,618 518,506 975,053
Changes from: February 1, 2022 Total Change is: 1,480,806
22,207 217,789 139,041 -23,765 -172,384 61,502 -134,428 -151,217 1,355,626 -135 -39,209 49,496 11,262 20,162
Percent of Open Interest Represented by Each Category of Trader
12.4 7.8 15.9 4.7 4.6 4.1 3.8 5.0 55.5 0.2 1.7 1.4 2.1 4.0
Number of Traders in Each Category Total Traders: 281
25 44 67 17 25 32 40 95 107 11 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 3,126,426
Positions
834,732 406,618 999,785 39,926 141,746 89,320 275,571 640,619 808,020 58,160 16,406 17,481 3,431 6,432
Changes from: February 1, 2022 Total Change is: 275,378
43,306 23,409 134,623 -6,002 31,274 -3,020 -16,263 -35,314 120,938 -2,361 -2,123 2,008 2,150 3,583
Percent of Open Interest Represented by Each Category of Trader
26.7 13.0 32.0 1.3 4.5 2.9 8.8 20.5 25.8 1.9 0.5 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 239
43 50 82 12 11 12 42 35 65 16 24 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 322,525
Positions
123,477 83,515 67,515 27,738 7,564 6,384 56,772 117,862 37,621 1,155 182 872 991 1,010
Changes from: February 1, 2022 Total Change is: 15,064
10,746 -329 5,508 -490 4,958 -1,661 1,053 7,050 60 -229 -554 -136 213 168
Percent of Open Interest Represented by Each Category of Trader
38.3 25.9 20.9 8.6 2.3 2.0 17.6 36.5 11.7 0.4 0.1 0.3 0.3 0.3
Number of Traders in Each Category Total Traders: 106
20 28 29 . . . 24 24 30 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 73,926
Positions
0 3,354 0 0 1,673 0 6,325 16,326 46,802 20,799 5,717 0 0 54
Changes from: February 1, 2022 Total Change is: -1,513
0 -909 0 0 -126 0 -886 -3,307 2,363 -2,990 467 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 4.5 0.0 0.0 2.3 0.0 8.6 22.1 63.3 28.1 7.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 10,218
Positions
362 280 58 5,904 655 50 1,046 6,358 413 841 1,381 34 1,510 990
Changes from: February 1, 2022 Total Change is: -124
-23 52 58 244 -48 -62 -71 -290 -111 -256 333 -147 244 91
Percent of Open Interest Represented by Each Category of Trader
3.5 2.7 0.6 57.8 6.4 0.5 10.2 62.2 4.0 8.2 13.5 0.3 14.8 9.7
Number of Traders in Each Category Total Traders: 83
. 5 . 9 5 . 18 32 15 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 12,929
Positions
566 0 6 236 78 0 2,990 8,192 360 3,235 1,830 1,278 4,258 1,185
Changes from: February 1, 2022 Total Change is: 776
462 -858 -2 49 78 0 1,146 -560 292 -2,548 939 915 462 -28
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 1.8 0.6 0.0 23.1 63.4 2.8 25.0 14.2 9.9 32.9 9.2
Number of Traders in Each Category Total Traders: 120
4 0 . 5 . 0 18 10 4 65 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,262
Positions
114 122 72 0 97 16 396 2,044 296 1,323 134 70 975 411
Changes from: February 1, 2022 Total Change is: -349
8 74 31 0 -82 2 -255 -268 -71 -81 123 -97 114 -61
Percent of Open Interest Represented by Each Category of Trader
3.5 3.7 2.2 0.0 3.0 0.5 12.1 62.7 9.1 40.6 4.1 2.1 29.9 12.6
Number of Traders in Each Category Total Traders: 45
. . . 0 . . 8 17 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 30,766
Positions
2,193 0 0 88 0 0 16,059 25,579 0 10,718 4,805 36 1,672 346
Changes from: February 1, 2022 Total Change is: 9,928
1,295 0 0 88 0 0 8,598 9,669 -749 479 920 2 215 86
Percent of Open Interest Represented by Each Category of Trader
7.1 0.0 0.0 0.3 0.0 0.0 52.2 83.1 0.0 34.8 15.6 0.1 5.4 1.1
Number of Traders in Each Category Total Traders: 111
. 0 0 . 0 0 8 6 0 76 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 53,727
Positions
5,734 42,409 0 19,730 1,035 564 12,180 5,693 1,410 5,207 782 40 8,862 1,795
Changes from: February 1, 2022 Total Change is: -2,877
2,083 0 0 -3,486 15 9 -873 -2,933 216 -386 4 -79 -362 -110
Percent of Open Interest Represented by Each Category of Trader
10.7 78.9 0.0 36.7 1.9 1.0 22.7 10.6 2.6 9.7 1.5 0.1 16.5 3.3
Number of Traders in Each Category Total Traders: 116
. . 0 20 4 4 30 14 8 36 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 293,604
Positions
34,438 13,325 20,750 74,783 47,968 38,443 34,483 79,699 57,865 8,939 2,713 4,318 19,585 28,523
Changes from: February 1, 2022 Total Change is: -6,590
269 -4,594 4,359 -3,585 10,645 -1,219 3,528 -7,007 -4,768 718 91 -2,549 -3,343 -1,548
Percent of Open Interest Represented by Each Category of Trader
11.7 4.5 7.1 25.5 16.3 13.1 11.7 27.1 19.7 3.0 0.9 1.5 6.7 9.7
Number of Traders in Each Category Total Traders: 173
17 14 23 17 30 27 33 41 52 8 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 45,491
Positions
1,764 15,012 33 34,107 0 1,209 617 29,161 0 7,062 0 29 670 47
Changes from: February 1, 2022 Total Change is: -3,450
-6 17 -17 -3,878 0 123 172 -3,422 0 147 -198 29 -20 18
Percent of Open Interest Represented by Each Category of Trader
3.9 33.0 0.1 75.0 0.0 2.7 1.4 64.1 0.0 15.5 0.0 0.1 1.5 0.1
Number of Traders in Each Category Total Traders: 43
. 4 . 16 0 . 6 7 0 8 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 11, 2022