Traders in Financial Futures - Options and Futures Combined Positions as of March 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 167,107
Positions
26,473 38,248 7,307 43,388 25,716 5,612 14,515 40,758 16,105 15,456 4,250 2,275 35,976 26,835
Changes from: March 1, 2022 Total Change is: 8,744
364 1,169 2,287 3,526 -8,613 -682 -3,776 8,150 1,941 1,597 1,620 252 3,236 2,620
Percent of Open Interest Represented by Each Category of Trader
15.8 22.9 4.4 26.0 15.4 3.4 8.7 24.4 9.6 9.2 2.5 1.4 21.5 16.1
Number of Traders in Each Category Total Traders: 107
4 11 8 19 17 7 13 27 15 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 53,276
Positions
27,640 1,445 2,328 5,997 13,315 1,370 5,283 11,929 1,510 0 0 0 9,148 21,379
Changes from: March 1, 2022 Total Change is: 2,980
-413 -735 1,351 1,147 -321 -255 3,205 -1,365 -722 0 -486 0 -1,333 5,513
Percent of Open Interest Represented by Each Category of Trader
51.9 2.7 4.4 11.3 25.0 2.6 9.9 22.4 2.8 0.0 0.0 0.0 17.2 40.1
Number of Traders in Each Category Total Traders: 41
7 . . 4 11 5 5 11 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 271,556
Positions
101,238 40,670 26,094 34,326 94,050 5,577 54,968 38,174 22,815 1,537 6,846 871 24,130 36,459
Changes from: March 1, 2022 Total Change is: 27,375
16,223 -5,363 14,346 438 20,326 -953 3,879 5,456 -6,065 -1,405 -233 416 495 -556
Percent of Open Interest Represented by Each Category of Trader
37.3 15.0 9.6 12.6 34.6 2.1 20.2 14.1 8.4 0.6 2.5 0.3 8.9 13.4
Number of Traders in Each Category Total Traders: 129
5 9 9 18 30 16 22 35 26 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 223,064
Positions
100,299 10,161 9,174 50,178 91,944 5,410 20,831 49,174 17,025 1,869 1,334 410 17,868 38,432
Changes from: March 1, 2022 Total Change is: -4,627
4,217 -4,305 1,623 1,153 3,248 124 -5,225 -10,133 142 -672 857 -229 -5,759 4,047
Percent of Open Interest Represented by Each Category of Trader
45.0 4.6 4.1 22.5 41.2 2.4 9.3 22.0 7.6 0.8 0.6 0.2 8.0 17.2
Number of Traders in Each Category Total Traders: 126
10 4 7 18 31 19 19 36 24 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 805,684
Positions
45,370 341,258 30,621 404,076 157,464 35,777 86,992 93,072 66,706 40,219 9,380 7,392 88,529 64,013
Changes from: March 1, 2022 Total Change is: 6,721
-1,208 -46,556 12,215 -14,760 23,972 -459 21,833 9,218 2,440 -13,452 619 -918 1,031 6,192
Percent of Open Interest Represented by Each Category of Trader
5.6 42.4 3.8 50.2 19.5 4.4 10.8 11.6 8.3 5.0 1.2 0.9 11.0 7.9
Number of Traders in Each Category Total Traders: 336
18 14 14 107 43 53 55 47 43 38 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 34,469
Positions
1,083 12,353 221 14,451 6,377 3,320 565 4,639 1,179 0 0 0 13,650 6,380
Changes from: March 1, 2022 Total Change is: 1,737
94 6 221 -719 935 -129 99 -275 1,178 0 0 0 993 -199
Percent of Open Interest Represented by Each Category of Trader
3.1 35.8 0.6 41.9 18.5 9.6 1.6 13.5 3.4 0.0 0.0 0.0 39.6 18.5
Number of Traders in Each Category Total Traders: 30
. . . 16 6 9 . 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 27,109
Positions
11,304 655 0 4,542 16,819 1,411 2,670 1,545 793 0 0 0 6,389 5,886
Changes from: March 1, 2022 Total Change is: 1,340
343 0 0 321 -321 2 1,344 0 372 0 0 0 -1,042 1,287
Percent of Open Interest Represented by Each Category of Trader
41.7 2.4 0.0 16.8 62.0 5.2 9.8 5.7 2.9 0.0 0.0 0.0 23.6 21.7
Number of Traders in Each Category Total Traders: 23
. . 0 4 11 4 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 208,251
Positions
100,494 26,743 6,194 41,230 66,728 3,853 16,723 63,630 11,461 1,632 3,087 0 26,664 26,555
Changes from: March 1, 2022 Total Change is: 1,594
-12,449 2,642 2,844 2,415 -18,863 -668 5,942 20,838 -1,701 31 583 0 5,181 -4,081
Percent of Open Interest Represented by Each Category of Trader
48.3 12.8 3.0 19.8 32.0 1.8 8.0 30.6 5.5 0.8 1.5 0.0 12.8 12.8
Number of Traders in Each Category Total Traders: 97
7 7 8 13 20 10 17 27 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 22,420
Positions
442 17,381 0 7,451 0 3,159 8,611 627 0 2,100 115 0 657 1,138
Changes from: March 1, 2022 Total Change is: -2,333
-351 -1,111 0 -1,142 -103 30 -377 -53 0 -295 -773 0 -198 -323
Percent of Open Interest Represented by Each Category of Trader
2.0 77.5 0.0 33.2 0.0 14.1 38.4 2.8 0.0 9.4 0.5 0.0 2.9 5.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 0 . 9 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 166,596
Positions
449 80,106 11,443 63,724 9,457 1,113 67,031 22,346 10,655 3,600 25,051 2,903 5,678 3,521
Changes from: March 1, 2022 Total Change is: 11,871
-386 -567 10,935 -12,618 -1,804 -992 3,606 -8,125 9,533 -425 -576 2,866 -648 601
Percent of Open Interest Represented by Each Category of Trader
0.3 48.1 6.9 38.3 5.7 0.7 40.2 13.4 6.4 2.2 15.0 1.7 3.4 2.1
Number of Traders in Each Category Total Traders: 151
. 11 6 16 14 4 49 33 14 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 68,668
Positions
327 55,127 0 48,036 1,694 0 13,852 9,329 143 2,805 953 0 3,505 1,422
Changes from: March 1, 2022 Total Change is: -1,899
-341 0 0 -5,263 160 -375 3,088 -1,332 138 1,027 -125 0 -173 -365
Percent of Open Interest Represented by Each Category of Trader
0.5 80.3 0.0 70.0 2.5 0.0 20.2 13.6 0.2 4.1 1.4 0.0 5.1 2.1
Number of Traders in Each Category Total Traders: 75
. . 0 15 5 0 23 8 4 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 53,253
Positions
27,265 1,766 2,229 3,013 18,128 8 15,611 24,046 1,682 440 1,176 210 2,795 4,008
Changes from: March 1, 2022 Total Change is: 2,859
-5,235 449 2,229 1,783 -5,554 -420 3,116 6,064 770 314 -276 177 125 -580
Percent of Open Interest Represented by Each Category of Trader
51.2 3.3 4.2 5.7 34.0 0.0 29.3 45.2 3.2 0.8 2.2 0.4 5.2 7.5
Number of Traders in Each Category Total Traders: 88
10 . 4 6 18 . 22 23 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 22,285
Positions
3,786 165 377 14,846 1,848 0 1,109 17,213 814 215 465 0 1,138 1,403
Changes from: March 1, 2022 Total Change is: 559
46 165 377 549 3 0 -405 106 -115 -30 0 0 137 23
Percent of Open Interest Represented by Each Category of Trader
17.0 0.7 1.7 66.6 8.3 0.0 5.0 77.2 3.7 1.0 2.1 0.0 5.1 6.3
Number of Traders in Each Category Total Traders: 30
. . . 4 4 0 6 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 39,033
Positions
17,142 9,459 1,371 6,016 5,142 127 6,714 6,574 812 865 8,855 7 5,979 6,687
Changes from: March 1, 2022 Total Change is: -229
398 495 792 343 1,562 -135 -84 -1,155 -80 -261 -1,389 1 -1,204 -321
Percent of Open Interest Represented by Each Category of Trader
43.9 24.2 3.5 15.4 13.2 0.3 17.2 16.8 2.1 2.2 22.7 0.0 15.3 17.1
Number of Traders in Each Category Total Traders: 102
20 10 7 20 12 8 17 15 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 78,066
Positions
34,283 18,918 2,741 12,032 10,283 254 13,429 13,148 1,624 1,731 17,709 14 11,958 13,374
Changes from: March 1, 2022 Total Change is: -457
795 990 1,583 686 3,124 -269 -167 -2,310 -159 -521 -2,777 3 -2,407 -641
Percent of Open Interest Represented by Each Category of Trader
43.9 24.2 3.5 15.4 13.2 0.3 17.2 16.8 2.1 2.2 22.7 0.0 15.3 17.1
Number of Traders in Each Category Total Traders: 102
20 10 7 20 12 8 17 15 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 42,264
Positions
17,432 27,882 1 18,312 9,811 1,145 2,983 2,681 0 0 0 0 2,391 744
Changes from: March 1, 2022 Total Change is: -212
39 296 0 -931 -253 22 681 -233 0 0 0 0 -23 -44
Percent of Open Interest Represented by Each Category of Trader
41.2 66.0 0.0 43.3 23.2 2.7 7.1 6.3 0.0 0.0 0.0 0.0 5.7 1.8
Number of Traders in Each Category Total Traders: 33
6 4 . 16 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 690,740
Positions
44,049 104,144 57,045 196,214 111,782 71,292 65,576 62,575 159,067 33,821 59,821 5,211 58,466 59,803
Changes from: March 1, 2022 Total Change is: 32,535
79 -94 11,832 -4,233 4,971 5,442 3,043 -4,536 16,125 -120 -1,835 641 -275 -12
Percent of Open Interest Represented by Each Category of Trader
6.4 15.1 8.3 28.4 16.2 10.3 9.5 9.1 23.0 4.9 8.7 0.8 8.5 8.7
Number of Traders in Each Category Total Traders: 575
33 37 42 139 108 122 71 97 106 56 31 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 16,610
Positions
6,583 14,814 0 5,936 830 0 1,616 0 0 0 0 0 2,475 966
Changes from: March 1, 2022 Total Change is: -3,118
-276 -3,004 0 -2,287 80 0 -957 0 0 0 0 0 402 -194
Percent of Open Interest Represented by Each Category of Trader
39.6 89.2 0.0 35.7 5.0 0.0 9.7 0.0 0.0 0.0 0.0 0.0 14.9 5.8
Number of Traders in Each Category Total Traders: 21
5 8 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 46,963
Positions
19,153 44,674 0 16,778 0 0 6,319 1,568 13 0 0 0 4,700 708
Changes from: March 1, 2022 Total Change is: 8,243
3,363 8,462 0 2,648 0 0 917 41 13 0 0 0 1,302 -273
Percent of Open Interest Represented by Each Category of Trader
40.8 95.1 0.0 35.7 0.0 0.0 13.5 3.3 0.0 0.0 0.0 0.0 10.0 1.5
Number of Traders in Each Category Total Traders: 36
. 13 0 12 0 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 3,453,700
Positions
220,243 520,722 285,224 981,068 558,909 356,462 327,880 312,876 795,333 169,104 299,106 26,055 292,331 299,013
Changes from: March 1, 2022 Total Change is: 162,673
394 -468 59,160 -21,163 24,854 27,209 15,217 -22,678 80,627 -598 -9,176 3,204 -1,377 -58
Percent of Open Interest Represented by Each Category of Trader
6.4 15.1 8.3 28.4 16.2 10.3 9.5 9.1 23.0 4.9 8.7 0.8 8.5 8.7
Number of Traders in Each Category Total Traders: 575
33 37 42 139 108 122 71 97 106 56 31 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 33,278
Positions
19,485 28,782 0 9,126 915 330 1,171 2,139 7 0 0 0 3,159 1,105
Changes from: March 1, 2022 Total Change is: 3,231
834 3,541 0 3,556 -955 -217 -935 964 0 0 0 0 -7 -102
Percent of Open Interest Represented by Each Category of Trader
58.6 86.5 0.0 27.4 2.7 1.0 3.5 6.4 0.0 0.0 0.0 0.0 9.5 3.3
Number of Traders in Each Category Total Traders: 27
6 7 0 8 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 22,219
Positions
6,063 21,745 0 11,346 0 0 1,956 0 0 0 0 0 2,854 474
Changes from: March 1, 2022 Total Change is: 194
98 281 0 -181 0 0 612 0 0 0 0 0 -335 -87
Percent of Open Interest Represented by Each Category of Trader
27.3 97.9 0.0 51.1 0.0 0.0 8.8 0.0 0.0 0.0 0.0 0.0 12.8 2.1
Number of Traders in Each Category Total Traders: 22
4 7 0 8 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 20,615
Positions
3,484 16,776 0 8,972 0 1,010 2,392 235 0 0 0 0 4,757 2,594
Changes from: March 1, 2022 Total Change is: 3,748
-1,537 1,361 0 2,278 0 417 363 -9 0 0 0 0 2,227 1,979
Percent of Open Interest Represented by Each Category of Trader
16.9 81.4 0.0 43.5 0.0 4.9 11.6 1.1 0.0 0.0 0.0 0.0 23.1 12.6
Number of Traders in Each Category Total Traders: 24
5 9 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 197,298
Positions
73,575 15,694 0 18,744 3,696 51 24,919 127,791 12,573 4,234 0 0 63,202 37,493
Changes from: March 1, 2022 Total Change is: 9,118
2,416 1,928 0 608 -208 5 -116 30,182 83 -3,310 0 0 9,431 -22,872
Percent of Open Interest Represented by Each Category of Trader
37.3 8.0 0.0 9.5 1.9 0.0 12.6 64.8 6.4 2.1 0.0 0.0 32.0 19.0
Number of Traders in Each Category Total Traders: 26
. . 0 6 . . 7 8 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 51,983
Positions
20,564 2,700 276 17,650 38,535 2,857 3,140 2,540 128 0 0 0 7,368 4,947
Changes from: March 1, 2022 Total Change is: 2,409
1,295 150 273 -870 2,086 267 741 -437 -339 0 0 0 1,042 409
Percent of Open Interest Represented by Each Category of Trader
39.6 5.2 0.5 34.0 74.1 5.5 6.0 4.9 0.2 0.0 0.0 0.0 14.2 9.5
Number of Traders in Each Category Total Traders: 72
7 7 . 23 23 12 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 63,796
Positions
12,831 11,821 2,480 12,317 12,504 1,254 12,163 8,842 11,817 2,629 4,472 259 8,048 10,348
Changes from: March 1, 2022 Total Change is: 2,240
-1,804 1,499 443 -933 -255 -158 1,268 -199 2,238 443 378 60 685 -1,765
Percent of Open Interest Represented by Each Category of Trader
20.1 18.5 3.9 19.3 19.6 2.0 19.1 13.9 18.5 4.1 7.0 0.4 12.6 16.2
Number of Traders in Each Category Total Traders: 305
32 17 15 52 51 43 44 57 33 22 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 318,982
Positions
64,153 59,107 12,401 61,586 62,518 6,268 60,814 44,212 59,083 13,145 22,361 1,293 40,239 51,739
Changes from: March 1, 2022 Total Change is: 11,202
-9,022 7,496 2,213 -4,666 -1,277 -791 6,341 -995 11,188 2,216 1,891 300 3,423 -8,824
Percent of Open Interest Represented by Each Category of Trader
20.1 18.5 3.9 19.3 19.6 2.0 19.1 13.9 18.5 4.1 7.0 0.4 12.6 16.2
Number of Traders in Each Category Total Traders: 305
32 17 15 52 51 43 44 57 33 22 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 157,022
Positions
1,911 17,386 0 1,423 524 0 28,321 111,588 6,880 4,928 2,556 0 113,559 18,087
Changes from: March 1, 2022 Total Change is: -18,398
-162 713 0 -236 -223 0 14,794 -12,735 374 322 -271 0 -33,490 -6,255
Percent of Open Interest Represented by Each Category of Trader
1.2 11.1 0.0 0.9 0.3 0.0 18.0 71.1 4.4 3.1 1.6 0.0 72.3 11.5
Number of Traders in Each Category Total Traders: 39
4 . 0 . . 0 9 11 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 543,388
Positions
163,067 44,575 9,651 183,899 237,119 53,561 73,171 111,826 20,231 16,218 37,587 588 23,002 28,249
Changes from: March 1, 2022 Total Change is: 16,790
2,579 2,734 3,747 -4,168 10,187 1,221 5,262 -3,546 1,901 6,558 -131 -60 -249 737
Percent of Open Interest Represented by Each Category of Trader
30.0 8.2 1.8 33.8 43.6 9.9 13.5 20.6 3.7 3.0 6.9 0.1 4.2 5.2
Number of Traders in Each Category Total Traders: 356
32 16 9 88 70 51 43 80 34 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 27,683
Positions
7,236 25,485 0 15,458 453 0 3,204 881 433 0 0 0 1,352 431
Changes from: March 1, 2022 Total Change is: -2,685
376 -3,089 0 -3,649 -4 0 300 32 433 0 0 0 -145 -57
Percent of Open Interest Represented by Each Category of Trader
26.1 92.1 0.0 55.8 1.6 0.0 11.6 3.2 1.6 0.0 0.0 0.0 4.9 1.6
Number of Traders in Each Category Total Traders: 33
. 7 0 15 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 17,187
Positions
172 7,613 2,275 8,007 1,546 34 3,480 445 156 0 372 265 2,798 4,481
Changes from: March 1, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.0 44.3 13.2 46.6 9.0 0.2 20.2 2.6 0.9 0.0 2.2 1.5 16.3 26.1
Number of Traders in Each Category Total Traders: 22
. 4 . 8 . . . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 63,319
Positions
19,496 4,457 2,272 15,086 7,284 919 9,669 13,255 1,829 7,893 0 0 6,155 33,303
Changes from: March 1, 2022 Total Change is: 10,441
6,265 -1,116 1,593 -133 318 524 2,317 880 1,363 -1,966 -201 0 478 7,080
Percent of Open Interest Represented by Each Category of Trader
30.8 7.0 3.6 23.8 11.5 1.5 15.3 20.9 2.9 12.5 0.0 0.0 9.7 52.6
Number of Traders in Each Category Total Traders: 67
14 5 10 11 7 6 13 15 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 392,068
Positions
34,307 159,500 3,532 267,694 138,243 41,276 15,219 20,073 1,299 16,008 19,342 2,314 10,419 6,489
Changes from: March 1, 2022 Total Change is: 2,664
1,066 -21,477 181 169 22,321 63 -3,040 -416 201 4,256 -184 1,159 -1,391 816
Percent of Open Interest Represented by Each Category of Trader
8.8 40.7 0.9 68.3 35.3 10.5 3.9 5.1 0.3 4.1 4.9 0.6 2.7 1.7
Number of Traders in Each Category Total Traders: 190
11 15 7 70 48 36 16 15 10 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,206,218
Positions
130,384 533,490 6,057 738,316 387,275 135,431 80,144 82,956 5,951 85,769 31,540 1,291 22,875 22,227
Changes from: March 1, 2022 Total Change is: 4,828
9,133 6,597 3,990 -2,054 48,458 1,753 -228 -19,235 -1,685 102 -23,444 345 -6,528 -11,951
Percent of Open Interest Represented by Each Category of Trader
10.8 44.2 0.5 61.2 32.1 11.2 6.6 6.9 0.5 7.1 2.6 0.1 1.9 1.8
Number of Traders in Each Category Total Traders: 422
29 19 11 149 88 91 47 47 29 24 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 201,052
Positions
9,471 151,295 29,408 17,156 5,915 557 130,776 1,967 11,454 1,794 309 102 334 45
Changes from: March 1, 2022 Total Change is: 8,759
-7,262 1,434 7,816 30 0 0 7,829 1,162 687 480 7 102 -923 -2,449
Percent of Open Interest Represented by Each Category of Trader
4.7 75.3 14.6 8.5 2.9 0.3 65.0 1.0 5.7 0.9 0.2 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 84
7 24 13 9 . . 27 . 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,246,406
Positions
3,914 110,184 33,345 509,537 239,886 253,915 95,216 269,124 97,209 83,842 51,410 4,380 165,048 186,953
Changes from: March 1, 2022 Total Change is: 13,400
-369 -968 11,688 13,560 -4,883 -14,299 3,886 18,433 6,295 -6,909 3,602 204 -657 -6,673
Percent of Open Interest Represented by Each Category of Trader
0.3 8.8 2.7 40.9 19.2 20.4 7.6 21.6 7.8 6.7 4.1 0.4 13.2 15.0
Number of Traders in Each Category Total Traders: 178
5 19 18 62 30 58 17 33 34 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,244,210
Positions
31,282 53,631 3,942 705,721 261,985 190,472 73,785 605,711 6,818 84,566 5,920 0 147,623 115,730
Changes from: March 1, 2022 Total Change is: -22,267
-1,836 11,183 552 -61 9,314 -1,198 -1,796 -24,144 -10,375 4,389 -1,062 -118 -11,824 -6,419
Percent of Open Interest Represented by Each Category of Trader
2.5 4.3 0.3 56.7 21.1 15.3 5.9 48.7 0.5 6.8 0.5 0.0 11.9 9.3
Number of Traders in Each Category Total Traders: 143
4 9 5 75 21 63 5 19 10 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 2,038,774
Positions
120,337 169,289 13,776 888,844 524,368 428,435 308,995 348,879 96,942 34,318 237,424 9,987 137,141 209,674
Changes from: March 1, 2022 Total Change is: -13,401
-9,749 -2,111 1,375 70,831 -3,836 -28,934 -66,105 72,512 12,019 16,988 -57,865 8,977 -18,803 -15,538
Percent of Open Interest Represented by Each Category of Trader
5.9 8.3 0.7 43.6 25.7 21.0 15.2 17.1 4.8 1.7 11.6 0.5 6.7 10.3
Number of Traders in Each Category Total Traders: 347
19 39 9 87 61 83 41 61 32 10 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 4,557,336
Positions
140,412 141,828 232,817 1,529,776 1,398,464 841,740 582,878 360,338 607,203 162,499 298,062 126,025 333,985 550,857
Changes from: March 1, 2022 Total Change is: -29,795
-82,151 -10,092 55,976 48,149 -86,460 13,624 -119,979 -39,667 47,266 961 -4,323 16,004 -9,645 -22,123
Percent of Open Interest Represented by Each Category of Trader
3.1 3.1 5.1 33.6 30.7 18.5 12.8 7.9 13.3 3.6 6.5 2.8 7.3 12.1
Number of Traders in Each Category Total Traders: 422
28 30 35 86 101 108 52 77 88 21 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,295,966
Positions
67,559 31,040 3,792 448,090 556,086 198,791 295,649 171,855 29,965 132,078 62,211 91 119,951 242,135
Changes from: March 1, 2022 Total Change is: -40,397
-5,564 8,461 894 13,788 -28,312 -5,667 -41,384 -7,859 -9,993 12,086 4,003 52 -4,609 -1,976
Percent of Open Interest Represented by Each Category of Trader
5.2 2.4 0.3 34.6 42.9 15.3 22.8 13.3 2.3 10.2 4.8 0.0 9.3 18.7
Number of Traders in Each Category Total Traders: 159
4 7 5 29 62 57 20 19 14 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 4,334,500
Positions
85,881 249,122 113,958 1,943,456 792,254 878,217 254,910 1,012,262 477,121 283,841 250,541 27,624 269,492 533,400
Changes from: March 1, 2022 Total Change is: 34,552
29,477 13,059 14,833 50,562 -11,583 -54,765 -17,307 56,873 1,881 18,748 -12,594 4,160 -13,036 22,688
Percent of Open Interest Represented by Each Category of Trader
2.0 5.7 2.6 44.8 18.3 20.3 5.9 23.4 11.0 6.5 5.8 0.6 6.2 12.3
Number of Traders in Each Category Total Traders: 340
17 32 25 78 74 93 21 82 58 12 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,956,224
Positions
333,018 372,063 764,671 2,059 42,483 12,709 304,186 229,904 472,696 30,296 9,206 10,217 26,372 42,275
Changes from: March 1, 2022 Total Change is: 95,418
-20,206 71,657 11,041 1,443 -3,752 620 115,773 35,857 -13,908 -414 -3,009 1,020 49 -4,108
Percent of Open Interest Represented by Each Category of Trader
17.0 19.0 39.1 0.1 2.2 0.6 15.5 11.8 24.2 1.5 0.5 0.5 1.3 2.2
Number of Traders in Each Category Total Traders: 138
31 37 58 . 5 . 17 30 38 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 is26,442,457
Positions
3,032,239 1,740,067 4,403,715 1,023,621 1,064,342 1,026,756 677,422 1,202,166 15,336,557 31,684 312,460 420,392 490,071 936,002
Changes from: March 1, 2022 Total Change is: 1,921,093
105,664 139,299 207,427 -95,134 -561 42,006 -45,468 -110,501 1,598,560 -2,417 -115,747 95,435 15,020 65,174
Percent of Open Interest Represented by Each Category of Trader
11.5 6.6 16.7 3.9 4.0 3.9 2.6 4.5 58.0 0.1 1.2 1.6 1.9 3.5
Number of Traders in Each Category Total Traders: 265
24 43 64 16 24 33 38 85 104 12 18 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 3,952,187
Positions
1,073,847 699,944 1,170,787 41,586 209,142 95,546 352,698 587,913 1,138,499 53,033 24,696 21,603 4,590 4,059
Changes from: March 1, 2022 Total Change is: 101,745
25,366 228,150 -40,050 5,753 22,591 -7,853 102,128 -128,273 12,056 -10,052 1,149 13,430 966 546
Percent of Open Interest Represented by Each Category of Trader
27.2 17.7 29.6 1.1 5.3 2.4 8.9 14.9 28.8 1.3 0.6 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 277
46 56 84 14 13 13 48 44 74 17 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 359,788
Positions
88,846 126,216 96,485 27,458 525 10,262 73,455 62,866 57,336 4,625 4,670 917 404 511
Changes from: March 1, 2022 Total Change is: 21,498
7,037 -321 3,891 -10,843 -434 586 13,315 10,616 3,924 3,433 2,767 45 110 424
Percent of Open Interest Represented by Each Category of Trader
24.7 35.1 26.8 7.6 0.1 2.9 20.4 17.5 15.9 1.3 1.3 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 125
21 38 34 . . . 27 24 29 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 66,444
Positions
2,759 2,394 0 0 1,693 0 6,492 7,365 49,695 7,498 5,250 0 0 47
Changes from: March 1, 2022 Total Change is: -8,771
2,759 -3,303 0 0 0 0 1 -5,538 80 -11,611 0 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
4.2 3.6 0.0 0.0 2.5 0.0 9.8 11.1 74.8 11.3 7.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 5 0 0 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 51,777
Positions
12,109 139 9,926 0 0 0 9,773 3,038 19,723 0 18,678 246 0 27
Changes from: March 1, 2022 Total Change is: 420
-1,500 -17 480 0 0 0 2,559 1,340 -1,119 0 -129 0 0 -135
Percent of Open Interest Represented by Each Category of Trader
23.4 0.3 19.2 0.0 0.0 0.0 18.9 5.9 38.1 0.0 36.1 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 4 . . 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 9,931
Positions
299 355 63 6,028 925 10 844 6,194 713 914 757 80 980 834
Changes from: March 1, 2022 Total Change is: -279
-7 61 -4 105 82 4 -146 -93 137 -166 -546 36 -237 44
Percent of Open Interest Represented by Each Category of Trader
3.0 3.6 0.6 60.7 9.3 0.1 8.5 62.4 7.2 9.2 7.6 0.8 9.9 8.4
Number of Traders in Each Category Total Traders: 84
. 6 . 8 5 . 15 37 13 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 12,031
Positions
511 374 0 175 263 0 2,383 6,809 775 3,650 1,734 796 3,741 1,280
Changes from: March 1, 2022 Total Change is: -333
-419 -26 0 -1 9 0 -1,149 -449 396 388 -1,286 771 -319 252
Percent of Open Interest Represented by Each Category of Trader
4.2 3.1 0.0 1.5 2.2 0.0 19.8 56.6 6.4 30.3 14.4 6.6 31.1 10.6
Number of Traders in Each Category Total Traders: 112
. . 0 4 . 0 12 14 6 56 20 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,158
Positions
109 113 0 0 238 3 1,108 2,159 42 1,028 29 19 849 555
Changes from: March 1, 2022 Total Change is: 54
-3 -30 -30 0 24 -1 359 221 -26 -193 -206 19 -71 83
Percent of Open Interest Represented by Each Category of Trader
3.5 3.6 0.0 0.0 7.5 0.1 35.1 68.4 1.3 32.6 0.9 0.6 26.9 17.6
Number of Traders in Each Category Total Traders: 37
. . 0 0 . . 9 14 . 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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 :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 22,053
Positions
1,108 0 0 88 0 0 8,403 16,988 107 10,859 4,747 6 1,482 205
Changes from: March 1, 2022 Total Change is: 2,647
-4,702 0 0 0 0 0 7,407 750 107 -344 1,853 1 178 -64
Percent of Open Interest Represented by Each Category of Trader
5.0 0.0 0.0 0.4 0.0 0.0 38.1 77.0 0.5 49.2 21.5 0.0 6.7 0.9
Number of Traders in Each Category Total Traders: 110
. 0 0 . 0 0 5 9 . 72 22 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,505
Positions
4,457 42,409 0 24,757 1,040 537 17,681 10,500 4,671 4,558 1,360 188 5,656 1,800
Changes from: March 1, 2022 Total Change is: 5,677
3,540 0 0 1,688 -313 -49 -681 3,108 2,400 -843 132 -59 -319 458
Percent of Open Interest Represented by Each Category of Trader
7.1 67.8 0.0 39.6 1.7 0.9 28.3 16.8 7.5 7.3 2.2 0.3 9.0 2.9
Number of Traders in Each Category Total Traders: 113
. . 0 19 . . 35 12 11 28 13 4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 289,220
Positions
33,750 19,907 22,203 81,388 28,156 30,729 38,323 99,763 45,329 9,676 8,444 6,668 21,154 28,021
Changes from: March 1, 2022 Total Change is: -1,994
-2,520 -1,532 79 -2,173 7,230 -2,356 -1,079 -7,643 3,064 1,877 -1,985 40 1,074 1,109
Percent of Open Interest Represented by Each Category of Trader
11.7 6.9 7.7 28.1 9.7 10.6 13.3 34.5 15.7 3.3 2.9 2.3 7.3 9.7
Number of Traders in Each Category Total Traders: 166
12 16 18 23 19 20 29 42 46 8 9 11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 44,173
Positions
1,612 15,006 26 28,878 0 1,197 3,654 27,013 0 7,875 744 103 828 84
Changes from: March 1, 2022 Total Change is: 2,924
-143 25 -38 747 0 -294 2,888 3,043 0 438 75 103 -777 10
Percent of Open Interest Represented by Each Category of Trader
3.6 34.0 0.1 65.4 0.0 2.7 8.3 61.2 0.0 17.8 1.7 0.2 1.9 0.2
Number of Traders in Each Category Total Traders: 50
. 4 . 17 0 5 6 8 0 11 . .
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Updated March 11, 2022