Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 138,587
Positions
4,315 33,991 3,903 38,134 17,373 5,778 20,875 40,378 12,379 16,093 1,263 1,835 35,275 21,686
Changes from: March 15, 2022 Total Change is: -19,928
-23,058 5,085 -5,512 1,213 -10,341 -346 6,449 8,978 -3,168 166 -1,899 121 4,207 -12,847
Percent of Open Interest Represented by Each Category of Trader
3.1 24.5 2.8 27.5 12.5 4.2 15.1 29.1 8.9 11.6 0.9 1.3 25.5 15.6
Number of Traders in Each Category Total Traders: 103
7 5 5 18 13 9 19 28 20 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 47,027
Positions
27,532 438 273 2,501 15,296 1,302 6,677 8,795 557 0 0 0 8,186 20,367
Changes from: March 15, 2022 Total Change is: 1,412
4,009 -54 -79 -2,036 1,102 -55 442 1,366 22 0 0 0 -890 -889
Percent of Open Interest Represented by Each Category of Trader
58.5 0.9 0.6 5.3 32.5 2.8 14.2 18.7 1.2 0.0 0.0 0.0 17.4 43.3
Number of Traders in Each Category Total Traders: 48
6 . . . 18 5 9 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 217,767
Positions
88,102 17,144 9,253 32,725 91,712 4,241 41,903 36,323 17,852 2,644 7,249 888 20,160 33,105
Changes from: March 15, 2022 Total Change is: 4,629
5,233 6,156 -816 -859 -2,133 -526 8,475 3,415 -1,731 -523 -469 17 -4,641 715
Percent of Open Interest Represented by Each Category of Trader
40.5 7.9 4.2 15.0 42.1 1.9 19.2 16.7 8.2 1.2 3.3 0.4 9.3 15.2
Number of Traders in Each Category Total Traders: 127
8 5 6 11 33 16 24 35 26 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 278,595
Positions
146,161 839 4,212 39,983 111,280 5,874 36,817 82,387 25,300 197 2,935 315 19,737 45,454
Changes from: March 15, 2022 Total Change is: 44,170
37,194 172 436 -6,559 10,352 959 1,965 19,219 8,478 -958 855 -15 2,671 3,714
Percent of Open Interest Represented by Each Category of Trader
52.5 0.3 1.5 14.4 39.9 2.1 13.2 29.6 9.1 0.1 1.1 0.1 7.1 16.3
Number of Traders in Each Category Total Traders: 129
9 . 6 14 30 15 21 46 24 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 721,229
Positions
36,268 303,660 14,332 388,831 151,758 34,045 69,321 84,623 57,913 34,858 10,997 7,408 78,254 56,493
Changes from: March 15, 2022 Total Change is: -10,498
-4,071 2,019 -2,476 -11,771 -6,508 351 7,738 -4,107 -2,361 1,725 1,061 -283 649 1,805
Percent of Open Interest Represented by Each Category of Trader
5.0 42.1 2.0 53.9 21.0 4.7 9.6 11.7 8.0 4.8 1.5 1.0 10.9 7.8
Number of Traders in Each Category Total Traders: 335
18 15 11 107 40 49 55 45 41 39 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 31,625
Positions
0 8,128 0 14,954 7,612 3,276 898 5,967 873 0 0 0 11,624 5,769
Changes from: March 15, 2022 Total Change is: -460
0 -8 0 -469 -436 -34 432 -295 80 0 0 0 -469 233
Percent of Open Interest Represented by Each Category of Trader
0.0 25.7 0.0 47.3 24.1 10.4 2.8 18.9 2.8 0.0 0.0 0.0 36.8 18.2
Number of Traders in Each Category Total Traders: 35
0 . 0 17 6 9 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 139,939
Positions
34,072 3,133 1,181 43,508 59,149 2,791 18,732 36,881 11,656 1,097 1,367 170 26,731 23,611
Changes from: March 15, 2022 Total Change is: 4,139
-9,082 580 276 1,770 -4,527 -118 2,232 7,371 3,139 -522 -2,237 170 6,274 -515
Percent of Open Interest Represented by Each Category of Trader
24.3 2.2 0.8 31.1 42.3 2.0 13.4 26.4 8.3 0.8 1.0 0.1 19.1 16.9
Number of Traders in Each Category Total Traders: 91
9 4 6 15 18 11 19 20 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 134,877
Positions
153 44,565 505 68,364 8,698 1,392 54,023 46,241 816 2,651 29,789 112 6,860 2,758
Changes from: March 15, 2022 Total Change is: 32,016
-469 5,408 0 9,275 -959 120 23,579 27,263 164 -1,242 830 37 553 -847
Percent of Open Interest Represented by Each Category of Trader
0.1 33.0 0.4 50.7 6.4 1.0 40.1 34.3 0.6 2.0 22.1 0.1 5.1 2.0
Number of Traders in Each Category Total Traders: 148
. 10 . 23 10 4 52 25 6 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 70,893
Positions
254 48,621 93 51,378 5,915 0 12,565 13,135 136 1,574 1,040 0 4,893 1,954
Changes from: March 15, 2022 Total Change is: 1,982
-106 -500 93 1,135 168 0 154 2,055 124 -35 -272 0 617 315
Percent of Open Interest Represented by Each Category of Trader
0.4 68.6 0.1 72.5 8.3 0.0 17.7 18.5 0.2 2.2 1.5 0.0 6.9 2.8
Number of Traders in Each Category Total Traders: 72
. . . 15 4 0 21 12 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 35,259
Positions
10,059 2,178 0 4,040 14,118 159 16,729 13,064 376 507 1,524 47 3,342 3,793
Changes from: March 15, 2022 Total Change is: -3,943
-108 -281 0 -660 -3,287 112 -4,150 -259 -216 144 440 12 923 -464
Percent of Open Interest Represented by Each Category of Trader
28.5 6.2 0.0 11.5 40.0 0.5 47.4 37.1 1.1 1.4 4.3 0.1 9.5 10.8
Number of Traders in Each Category Total Traders: 85
6 . 0 5 17 4 29 17 4 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 21,613
Positions
0 11,796 0 16,811 2,042 0 2,532 5,292 653 275 465 0 1,342 1,365
Changes from: March 15, 2022 Total Change is: 2,396
0 225 0 1,566 -34 -100 467 2,167 71 80 0 0 312 67
Percent of Open Interest Represented by Each Category of Trader
0.0 54.6 0.0 77.8 9.4 0.0 11.7 24.5 3.0 1.3 2.2 0.0 6.2 6.3
Number of Traders in Each Category Total Traders: 32
0 . 0 5 5 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 31,639
Positions
14,757 8,733 312 5,144 3,292 175 4,097 3,296 627 516 8,834 1 6,010 6,370
Changes from: March 15, 2022 Total Change is: -14,930
1,514 2,724 -11,233 -178 -1,232 -490 -2,194 -1,497 -1,440 140 -99 -137 -913 -1,526
Percent of Open Interest Represented by Each Category of Trader
46.6 27.6 1.0 16.3 10.4 0.6 13.0 10.4 2.0 1.6 27.9 0.0 19.0 20.1
Number of Traders in Each Category Total Traders: 85
15 13 . 16 10 5 14 11 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 63,277
Positions
29,513 17,465 623 10,287 6,584 350 8,195 6,592 1,255 1,032 17,667 2 12,021 12,739
Changes from: March 15, 2022 Total Change is: -29,860
3,028 5,448 -22,466 -355 -2,464 -979 -4,389 -2,995 -2,879 280 -198 -275 -1,825 -3,053
Percent of Open Interest Represented by Each Category of Trader
46.6 27.6 1.0 16.3 10.4 0.6 13.0 10.4 2.0 1.6 27.9 0.0 19.0 20.1
Number of Traders in Each Category Total Traders: 85
15 13 . 16 10 5 14 11 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 35,529
Positions
11,800 20,041 0 17,425 9,082 1,892 1,764 3,693 0 0 0 0 2,648 821
Changes from: March 15, 2022 Total Change is: -21,920
-6,406 -4,982 -16,223 1,100 -420 -1 574 335 -22 0 0 0 -942 -607
Percent of Open Interest Represented by Each Category of Trader
33.2 56.4 0.0 49.0 25.6 5.3 5.0 10.4 0.0 0.0 0.0 0.0 7.5 2.3
Number of Traders in Each Category Total Traders: 32
4 5 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 571,318
Positions
47,148 63,356 24,638 205,904 102,749 61,420 24,529 79,665 122,200 27,367 57,725 2,927 55,185 56,638
Changes from: March 15, 2022 Total Change is: -129,819
6,707 -28,755 -40,701 1,749 -12,034 -8,423 -35,814 9,069 -41,202 -4,280 -2,244 -2,789 -5,066 -2,739
Percent of Open Interest Represented by Each Category of Trader
8.3 11.1 4.3 36.0 18.0 10.8 4.3 13.9 21.4 4.8 10.1 0.5 9.7 9.9
Number of Traders in Each Category Total Traders: 554
34 28 33 142 96 114 60 107 105 41 43 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 36,516
Positions
7,875 34,528 0 18,628 0 0 5,982 1,130 0 0 0 0 4,031 858
Changes from: March 15, 2022 Total Change is: -16,910
-12,936 -10,475 -3,441 788 0 -1,262 -198 -1,934 0 0 0 0 139 202
Percent of Open Interest Represented by Each Category of Trader
21.6 94.6 0.0 51.0 0.0 0.0 16.4 3.1 0.0 0.0 0.0 0.0 11.0 2.3
Number of Traders in Each Category Total Traders: 37
. 10 0 16 0 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,856,590
Positions
235,740 316,779 123,190 1,029,520 513,744 307,101 122,646 398,324 611,000 136,837 288,627 14,634 275,923 283,191
Changes from: March 15, 2022 Total Change is: -649,097
33,535 -143,776 -203,507 8,746 -60,170 -42,113 -179,071 45,343 -206,011 -21,398 -11,221 -13,946 -25,332 -13,695
Percent of Open Interest Represented by Each Category of Trader
8.3 11.1 4.3 36.0 18.0 10.8 4.3 13.9 21.4 4.8 10.1 0.5 9.7 9.9
Number of Traders in Each Category Total Traders: 554
34 28 33 142 96 114 60 107 105 41 43 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 29,227
Positions
17,550 23,673 0 7,197 915 330 1,326 3,212 0 0 0 0 2,824 1,097
Changes from: March 15, 2022 Total Change is: -7,968
-4,522 -5,109 -2,577 -145 0 0 161 352 -251 0 0 0 -634 -383
Percent of Open Interest Represented by Each Category of Trader
60.0 81.0 0.0 24.6 3.1 1.1 4.5 11.0 0.0 0.0 0.0 0.0 9.7 3.8
Number of Traders in Each Category Total Traders: 28
. 7 0 8 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 19,354
Positions
2,405 18,532 0 11,923 0 0 1,981 429 0 0 0 0 3,045 393
Changes from: March 15, 2022 Total Change is: -5,224
-3,659 -3,218 -1,744 305 0 0 15 394 -270 0 0 0 129 -386
Percent of Open Interest Represented by Each Category of Trader
12.4 95.8 0.0 61.6 0.0 0.0 10.2 2.2 0.0 0.0 0.0 0.0 15.7 2.0
Number of Traders in Each Category Total Traders: 26
. 8 0 10 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 15,926
Positions
1,146 13,433 0 9,767 0 1,174 1,409 206 0 0 0 0 2,430 1,113
Changes from: March 15, 2022 Total Change is: -6,933
-6,524 -6,632 -397 747 0 161 0 206 0 0 0 0 -920 -271
Percent of Open Interest Represented by Each Category of Trader
7.2 84.3 0.0 61.3 0.0 7.4 8.8 1.3 0.0 0.0 0.0 0.0 15.3 7.0
Number of Traders in Each Category Total Traders: 20
. 7 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 96,296
Positions
0 9,677 0 17,300 1,903 245 20,248 32,482 8,174 0 0 0 50,329 43,814
Changes from: March 15, 2022 Total Change is: -119,328
-71,537 -7,953 -1,242 -5,340 0 0 -5,649 -91,884 -16,890 -3,845 0 -138 -14,687 -1,220
Percent of Open Interest Represented by Each Category of Trader
0.0 10.0 0.0 18.0 2.0 0.3 21.0 33.7 8.5 0.0 0.0 0.0 52.3 45.5
Number of Traders in Each Category Total Traders: 20
0 . 0 6 . . 4 7 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 48,983
Positions
19,182 4,212 191 19,465 34,054 2,399 1,199 3,051 191 286 0 0 6,070 4,885
Changes from: March 15, 2022 Total Change is: -6,782
-2,597 1,362 -385 433 -4,052 -2,646 -518 146 3 286 0 0 -1,358 -1,210
Percent of Open Interest Represented by Each Category of Trader
39.2 8.6 0.4 39.7 69.5 4.9 2.4 6.2 0.4 0.6 0.0 0.0 12.4 10.0
Number of Traders in Each Category Total Traders: 68
5 5 . 26 21 11 4 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,414
Positions
13,252 3,223 1,283 12,557 9,820 1,326 6,204 12,868 10,110 2,234 3,796 208 6,239 10,781
Changes from: March 15, 2022 Total Change is: -13,623
880 -5,025 -4,535 701 -2,745 67 -4,437 3,094 -4,028 -122 9 -372 -1,776 -87
Percent of Open Interest Represented by Each Category of Trader
24.8 6.0 2.4 23.5 18.4 2.5 11.6 24.1 18.9 4.2 7.1 0.4 11.7 20.2
Number of Traders in Each Category Total Traders: 287
28 15 9 54 43 35 31 67 39 19 30 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 267,070
Positions
66,262 16,113 6,417 62,785 49,101 6,629 31,022 64,338 50,552 11,172 18,978 1,038 31,193 53,904
Changes from: March 15, 2022 Total Change is: -68,115
4,401 -25,127 -22,675 3,507 -13,724 333 -22,185 15,472 -20,142 -612 47 -1,862 -8,880 -437
Percent of Open Interest Represented by Each Category of Trader
24.8 6.0 2.4 23.5 18.4 2.5 11.6 24.1 18.9 4.2 7.1 0.4 11.7 20.2
Number of Traders in Each Category Total Traders: 287
28 15 9 54 43 35 31 67 39 19 30 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 68,989
Positions
585 1,335 0 1,369 290 0 13,911 30,786 3,003 2,792 783 0 47,329 32,792
Changes from: March 15, 2022 Total Change is: -100,556
-1,324 -16,086 0 -88 -258 0 -30,674 -81,759 -10,133 -3,427 -637 -100 -54,810 8,417
Percent of Open Interest Represented by Each Category of Trader
0.8 1.9 0.0 2.0 0.4 0.0 20.2 44.6 4.4 4.0 1.1 0.0 68.6 47.5
Number of Traders in Each Category Total Traders: 33
. . 0 . . 0 10 7 9 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 495,389
Positions
165,027 12,729 2,702 184,343 217,488 49,759 42,452 132,461 15,571 12,060 39,419 273 23,202 24,987
Changes from: March 15, 2022 Total Change is: -104,491
-7,423 -30,206 -27,569 -4,017 -27,388 -8,979 -31,844 10,625 -13,847 -3,595 2,908 -424 -6,793 -9,611
Percent of Open Interest Represented by Each Category of Trader
33.3 2.6 0.5 37.2 43.9 10.0 8.6 26.7 3.1 2.4 8.0 0.1 4.7 5.0
Number of Traders in Each Category Total Traders: 346
31 10 8 85 66 51 40 86 39 10 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 25,272
Positions
6,149 24,281 0 14,846 445 0 2,607 0 0 0 0 0 1,670 546
Changes from: March 15, 2022 Total Change is: -9,941
-1,080 -604 -7,349 344 0 -516 -415 -849 -699 0 0 0 -226 76
Percent of Open Interest Represented by Each Category of Trader
24.3 96.1 0.0 58.7 1.8 0.0 10.3 0.0 0.0 0.0 0.0 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 27
. 6 0 15 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 43,189
Positions
2,813 3,568 474 16,368 4,277 1,337 5,134 8,663 3 11,751 0 10 5,299 24,857
Changes from: March 15, 2022 Total Change is: 843
-2,351 2,070 144 905 -1,440 133 6 2,350 2 2,302 0 10 -308 -2,426
Percent of Open Interest Represented by Each Category of Trader
6.5 8.3 1.1 37.9 9.9 3.1 11.9 20.1 0.0 27.2 0.0 0.0 12.3 57.6
Number of Traders in Each Category Total Traders: 56
6 6 . 11 5 7 11 13 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 387,191
Positions
33,387 156,416 2,026 276,543 126,740 45,324 9,055 26,878 1,097 11,488 18,290 6 8,265 10,414
Changes from: March 15, 2022 Total Change is: -93,740
-1,478 -8,656 -42,089 986 -7,813 -9,699 -855 1,353 -1,761 1,596 4,807 -8,760 -31,680 -21,122
Percent of Open Interest Represented by Each Category of Trader
8.6 40.4 0.5 71.4 32.7 11.7 2.3 6.9 0.3 3.0 4.7 0.0 2.1 2.7
Number of Traders in Each Category Total Traders: 197
14 12 6 71 54 40 14 17 6 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 1,193,783
Positions
105,825 527,652 4,956 786,057 337,776 130,506 71,473 105,250 6,556 64,116 61,058 686 23,608 19,343
Changes from: March 15, 2022 Total Change is: -300,164
-16,247 5,610 -237,647 12,202 -69,160 -4,176 -13,686 17,563 -4,983 -16,554 16,210 -584 -18,489 -22,997
Percent of Open Interest Represented by Each Category of Trader
8.9 44.2 0.4 65.8 28.3 10.9 6.0 8.8 0.5 5.4 5.1 0.1 2.0 1.6
Number of Traders in Each Category Total Traders: 414
23 21 10 150 85 86 40 50 24 25 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 206,975
Positions
4,632 153,338 31,619 17,328 0 417 136,509 969 14,197 1,753 6,217 140 380 78
Changes from: March 15, 2022 Total Change is: 3,582
-4,097 1,446 1,727 18 0 0 4,504 -1,067 1,467 -66 0 0 29 9
Percent of Open Interest Represented by Each Category of Trader
2.2 74.1 15.3 8.4 0.0 0.2 66.0 0.5 6.9 0.8 3.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 85
7 24 13 11 0 . 28 4 8 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 1,330,417
Positions
8,191 104,015 53,711 537,523 250,800 243,959 85,669 267,472 147,952 71,587 55,212 8,221 173,603 199,073
Changes from: March 15, 2022 Total Change is: 66,515
2,358 -4,156 14,395 -552 4,361 7,249 -6,981 -24,257 49,071 -7,775 1,424 3,613 5,137 14,815
Percent of Open Interest Represented by Each Category of Trader
0.6 7.8 4.0 40.4 18.9 18.3 6.4 20.1 11.1 5.4 4.2 0.6 13.0 15.0
Number of Traders in Each Category Total Traders: 182
6 20 20 62 28 58 25 29 39 6 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 1,265,248
Positions
36,414 54,398 362 706,737 245,282 208,121 70,015 629,123 4,894 78,956 6,166 28 159,721 116,874
Changes from: March 15, 2022 Total Change is: 5,043
-2,281 -4,641 -1,133 2,283 -9,678 10,256 -1,998 12,963 -1,464 -4,825 -79 28 4,177 -1,209
Percent of Open Interest Represented by Each Category of Trader
2.9 4.3 0.0 55.9 19.4 16.4 5.5 49.7 0.4 6.2 0.5 0.0 12.6 9.2
Number of Traders in Each Category Total Traders: 140
5 8 . 70 25 62 5 19 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 2,301,162
Positions
117,631 153,446 25,987 860,287 641,364 414,988 469,992 444,935 144,077 126,652 255,623 1,122 140,427 219,621
Changes from: March 15, 2022 Total Change is: 143,176
-22,377 11,395 5,001 -36,116 -12,336 -1,037 80,424 66,868 40,564 83,831 29,773 -8,969 1,855 11,917
Percent of Open Interest Represented by Each Category of Trader
5.1 6.7 1.1 37.4 27.9 18.0 20.4 19.3 6.3 5.5 11.1 0.0 6.1 9.5
Number of Traders in Each Category Total Traders: 366
21 36 10 80 69 82 47 61 39 10 42 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 5,202,704
Positions
153,533 138,392 388,310 1,491,115 1,483,439 931,542 643,379 301,513 864,060 194,363 357,418 193,470 342,932 544,559
Changes from: March 15, 2022 Total Change is: 460,248
29,508 -3,774 106,403 -10,279 47,420 70,922 80,598 -14,484 165,440 -48,988 15,343 71,769 -5,126 1,208
Percent of Open Interest Represented by Each Category of Trader
3.0 2.7 7.5 28.7 28.5 17.9 12.4 5.8 16.6 3.7 6.9 3.7 6.6 10.5
Number of Traders in Each Category Total Traders: 412
32 28 38 87 99 108 52 70 80 21 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 1,299,876
Positions
86,275 18,961 3,019 494,026 540,282 196,778 236,432 191,112 31,766 130,964 73,965 70 120,546 243,923
Changes from: March 15, 2022 Total Change is: -2,527
7,741 -8,403 -247 29,035 -9,708 -5,988 -39,275 13,046 2,092 12 7,573 -21 4,124 -871
Percent of Open Interest Represented by Each Category of Trader
6.6 1.5 0.2 38.0 41.6 15.1 18.2 14.7 2.4 10.1 5.7 0.0 9.3 18.8
Number of Traders in Each Category Total Traders: 157
6 5 6 29 60 56 15 21 13 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 4,525,061
Positions
111,787 286,558 199,589 1,817,401 918,173 837,843 314,256 855,024 631,641 308,656 243,571 22,986 280,902 529,675
Changes from: March 15, 2022 Total Change is: 108,543
7,434 24,929 38,023 -92,940 61,313 -1,691 52,593 -129,171 94,235 -11,569 -5,513 4,336 18,123 22,083
Percent of Open Interest Represented by Each Category of Trader
2.5 6.3 4.4 40.2 20.3 18.5 6.9 18.9 14.0 6.8 5.4 0.5 6.2 11.7
Number of Traders in Each Category Total Traders: 353
14 39 28 69 91 97 29 77 55 14 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 2,132,176
Positions
268,741 450,449 838,310 0 88,464 13,289 471,800 197,399 466,214 27,769 15,698 7,055 38,998 55,298
Changes from: March 15, 2022 Total Change is: 74,854
-63,579 28,693 58,554 0 31,025 382 117,749 -9,616 -46,893 -999 2,343 1,104 8,536 9,262
Percent of Open Interest Represented by Each Category of Trader
12.6 21.1 39.3 0.0 4.1 0.6 22.1 9.3 21.9 1.3 0.7 0.3 1.8 2.6
Number of Traders in Each Category Total Traders: 131
26 37 56 0 5 . 22 29 40 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 is25,168,342
Positions
3,272,969 1,516,721 4,096,463 903,833 917,837 920,135 417,637 1,498,902 14,631,261 41,902 232,431 416,001 468,142 938,590
Changes from: March 15, 2022 Total Change is: 1,454,699
79,194 54,299 268,303 -110,594 -54,966 23,401 -5,703 -9,840 1,160,789 -1,707 -75,688 38,651 2,365 49,750
Percent of Open Interest Represented by Each Category of Trader
13.0 6.0 16.3 3.6 3.6 3.7 1.7 6.0 58.1 0.2 0.9 1.7 1.9 3.7
Number of Traders in Each Category Total Traders: 261
28 40 64 19 19 32 32 90 102 13 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 4,287,125
Positions
1,126,128 1,059,206 1,021,354 40,589 224,582 124,325 532,647 435,801 1,355,154 52,261 28,044 27,514 7,152 11,145
Changes from: March 15, 2022 Total Change is: -132,615
80,616 11,928 -170,976 -6,542 13,222 13,978 -28,139 14,814 -25,579 -979 930 3,121 1,885 5,947
Percent of Open Interest Represented by Each Category of Trader
26.3 24.7 23.8 0.9 5.2 2.9 12.4 10.2 31.6 1.2 0.7 0.6 0.2 0.3
Number of Traders in Each Category Total Traders: 305
48 59 86 11 20 18 53 49 73 25 30 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 379,858
Positions
112,680 119,051 116,453 2,383 190 13,829 69,808 61,303 59,549 4,275 8,552 626 255 305
Changes from: March 15, 2022 Total Change is: 16,366
31,313 8,019 5,516 -20,229 -164 2,712 -11,429 -7,708 9,188 0 -422 -704 -1 -71
Percent of Open Interest Represented by Each Category of Trader
29.7 31.3 30.7 0.6 0.0 3.6 18.4 16.1 15.7 1.1 2.3 0.2 0.1 0.1
Number of Traders in Each Category Total Traders: 128
23 40 37 . . . 24 28 32 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 11,587
Positions
300 356 9 6,390 816 12 1,180 6,926 995 989 1,253 419 1,293 801
Changes from: March 15, 2022 Total Change is: 1,036
19 28 -45 321 -86 6 259 396 -28 -44 447 317 230 1
Percent of Open Interest Represented by Each Category of Trader
2.6 3.1 0.1 55.2 7.0 0.1 10.2 59.8 8.6 8.5 10.8 3.6 11.2 6.9
Number of Traders in Each Category Total Traders: 83
. 4 . 8 4 . 17 36 20 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 25,583
Positions
2,450 895 10 191 263 4 10,009 8,642 3,687 2,826 8,684 2,324 4,082 1,074
Changes from: March 15, 2022 Total Change is: 10,005
1,077 -64 10 -36 2 4 3,954 278 2,357 379 5,601 1,956 304 -139
Percent of Open Interest Represented by Each Category of Trader
9.6 3.5 0.0 0.7 1.0 0.0 39.1 33.8 14.4 11.0 33.9 9.1 16.0 4.2
Number of Traders in Each Category Total Traders: 109
5 . . . . . 16 11 6 59 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 3,358
Positions
109 130 0 0 106 3 943 2,233 144 1,060 364 66 1,033 312
Changes from: March 15, 2022 Total Change is: 479
0 23 0 0 -63 0 111 261 112 86 335 52 118 -241
Percent of Open Interest Represented by Each Category of Trader
3.2 3.9 0.0 0.0 3.2 0.1 28.1 66.5 4.3 31.6 10.8 2.0 30.8 9.3
Number of Traders in Each Category Total Traders: 42
. . 0 0 . . 13 13 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 29,130
Positions
0 2,298 0 88 0 0 14,470 21,925 20 12,023 4,713 0 2,529 174
Changes from: March 15, 2022 Total Change is: 3,963
0 -4,485 0 0 0 0 2,389 9,373 -186 832 -360 -1 929 -378
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.3 0.0 0.0 49.7 75.3 0.1 41.3 16.2 0.0 8.7 0.6
Number of Traders in Each Category Total Traders: 106
0 . 0 . 0 0 7 8 . 76 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 52,014
Positions
6,876 27,104 0 24,506 705 512 9,905 19,385 711 3,872 1,867 177 5,456 1,554
Changes from: March 15, 2022 Total Change is: 4,381
3,798 50 0 1,145 -24 -8 -1,037 3,830 116 154 507 15 198 -105
Percent of Open Interest Represented by Each Category of Trader
13.2 52.1 0.0 47.1 1.4 1.0 19.0 37.3 1.4 7.4 3.6 0.3 10.5 3.0
Number of Traders in Each Category Total Traders: 112
. . 0 18 . 4 23 20 8 29 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 259,761
Positions
27,114 13,776 12,285 77,818 45,397 33,807 39,732 80,881 37,531 7,937 4,500 3,699 19,838 27,885
Changes from: March 15, 2022 Total Change is: -19,232
-856 -2,996 -5,640 -5,823 6,726 2,809 5,971 4,122 -7,450 -1,629 -7,328 -1,883 -4,731 -7,592
Percent of Open Interest Represented by Each Category of Trader
10.4 5.3 4.7 30.0 17.5 13.0 15.3 31.1 14.4 3.1 1.7 1.4 7.6 10.7
Number of Traders in Each Category Total Traders: 153
10 15 17 17 25 23 28 40 40 8 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 38,183
Positions
1,599 17,429 50 22,619 1,577 1,040 4,315 15,096 0 7,764 2,926 0 796 65
Changes from: March 15, 2022 Total Change is: -19,716
0 2,457 -12,112 -1,776 0 80 21 -8,005 -2,090 -837 2,892 -2,939 -63 1
Percent of Open Interest Represented by Each Category of Trader
4.2 45.6 0.1 59.2 4.1 2.7 11.3 39.5 0.0 20.3 7.7 0.0 2.1 0.2
Number of Traders in Each Category Total Traders: 49
. . . 18 . . 7 8 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 25, 2022