Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 176,357
Positions
11,574 34,846 7,047 40,561 34,633 6,610 28,972 32,254 24,674 21,294 4,495 355 35,270 31,443
Changes from: May 3, 2022 Total Change is: 3,447
1,666 -8,703 234 2,312 1,745 -402 -5,431 2,778 3,682 388 1,465 355 643 2,293
Percent of Open Interest Represented by Each Category of Trader
6.6 19.8 4.0 23.0 19.6 3.7 16.4 18.3 14.0 12.1 2.5 0.2 20.0 17.8
Number of Traders in Each Category Total Traders: 115
9 6 8 19 15 11 22 26 20 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 53,055
Positions
29,960 1,842 521 5,939 13,146 1,088 6,024 12,859 1,167 0 0 0 8,356 22,431
Changes from: May 3, 2022 Total Change is: -1,177
-1,582 1,842 15 1,225 -487 25 -798 -289 -233 0 0 0 170 -2,050
Percent of Open Interest Represented by Each Category of Trader
56.5 3.5 1.0 11.2 24.8 2.1 11.4 24.2 2.2 0.0 0.0 0.0 15.7 42.3
Number of Traders in Each Category Total Traders: 52
7 . 4 6 13 4 10 14 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 304,969
Positions
132,208 29,663 17,908 33,753 128,069 5,297 60,507 52,545 27,949 5,576 6,761 0 21,771 36,777
Changes from: May 3, 2022 Total Change is: -15,638
3,167 -1,005 -411 -1,903 -206 -2,882 -3,608 -1,853 -9,631 44 160 0 -415 190
Percent of Open Interest Represented by Each Category of Trader
43.4 9.7 5.9 11.1 42.0 1.7 19.8 17.2 9.2 1.8 2.2 0.0 7.1 12.1
Number of Traders in Each Category Total Traders: 143
7 6 8 15 38 16 17 47 21 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 271,933
Positions
159,127 7,025 3,677 42,339 113,229 5,252 20,112 81,060 17,270 443 6,444 194 23,519 37,781
Changes from: May 3, 2022 Total Change is: -19,774
-602 3 -1,163 -308 2,569 -4,373 -4,642 -6,319 -11,744 377 4,091 -927 3,607 -1,911
Percent of Open Interest Represented by Each Category of Trader
58.5 2.6 1.4 15.6 41.6 1.9 7.4 29.8 6.4 0.2 2.4 0.1 8.6 13.9
Number of Traders in Each Category Total Traders: 138
11 5 7 17 32 19 20 43 19 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 775,338
Positions
41,098 292,881 19,041 407,867 184,764 32,158 70,442 97,163 67,464 43,148 13,536 6,368 87,752 61,961
Changes from: May 3, 2022 Total Change is: -12,556
-10,650 7,827 -4,506 15,113 -2,845 -3,141 3,395 1,285 -10,102 1,913 -274 -458 -4,119 -342
Percent of Open Interest Represented by Each Category of Trader
5.3 37.8 2.5 52.6 23.8 4.1 9.1 12.5 8.7 5.6 1.7 0.8 11.3 8.0
Number of Traders in Each Category Total Traders: 349
20 12 12 106 43 49 53 55 41 42 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 30,269
Positions
0 10,573 0 12,782 1,999 3,229 1,414 9,433 426 0 0 0 12,418 4,609
Changes from: May 3, 2022 Total Change is: -512
0 1,295 0 -254 -4,662 0 481 4,296 -833 0 0 0 94 -608
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 42.2 6.6 10.7 4.7 31.2 1.4 0.0 0.0 0.0 41.0 15.2
Number of Traders in Each Category Total Traders: 36
0 5 0 15 5 7 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 24,057
Positions
8,538 1,606 0 5,397 9,301 1,456 0 6,227 0 0 672 0 8,666 4,795
Changes from: May 3, 2022 Total Change is: 567
0 -57 0 312 -810 66 0 749 0 0 8 0 189 611
Percent of Open Interest Represented by Each Category of Trader
35.5 6.7 0.0 22.4 38.7 6.1 0.0 25.9 0.0 0.0 2.8 0.0 36.0 19.9
Number of Traders in Each Category Total Traders: 21
. . 0 5 9 5 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 167,367
Positions
50,717 2,553 1,909 44,739 80,989 4,721 28,119 35,474 14,185 1,240 923 22 21,715 26,590
Changes from: May 3, 2022 Total Change is: -3,181
10,407 -2,360 -697 3,152 6,031 -82 -10,314 -1,418 -3,315 -1,109 -79 -9 -1,214 -1,253
Percent of Open Interest Represented by Each Category of Trader
30.3 1.5 1.1 26.7 48.4 2.8 16.8 21.2 8.5 0.7 0.6 0.0 13.0 15.9
Number of Traders in Each Category Total Traders: 98
12 . 7 17 16 11 20 27 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CHINESE RENMINBI-HK (CNH) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 100,000 USD)
CFTC Code #082744 Open Interest is 7,284
Positions
0 0 0 0 100 0 875 6,671 296 4,168 0 0 1,945 217
Changes from: May 3, 2022 Total Change is: -1,132
0 0 0 0 -100 0 -1,291 -832 -149 -78 0 -17 403 -34
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 1.4 0.0 12.0 91.6 4.1 57.2 0.0 0.0 26.7 3.0
Number of Traders in Each Category Total Traders: 20
0 0 0 0 . 0 . 5 . 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 156,417
Positions
825 82,437 1,920 78,622 7,610 1,498 59,850 24,395 2,992 4,023 33,006 219 6,469 2,341
Changes from: May 3, 2022 Total Change is: 2,097
218 1,121 176 2,077 561 -110 -729 208 880 -150 -263 38 -303 -515
Percent of Open Interest Represented by Each Category of Trader
0.5 52.7 1.2 50.3 4.9 1.0 38.3 15.6 1.9 2.6 21.1 0.1 4.1 1.5
Number of Traders in Each Category Total Traders: 169
4 9 . 25 14 7 54 33 10 9 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 61,469
Positions
169 44,669 0 49,635 2,445 33 7,264 10,558 91 1,207 1,856 0 3,070 1,817
Changes from: May 3, 2022 Total Change is: -124
0 0 0 -2,022 -61 0 2,124 -144 65 -83 -106 0 -208 122
Percent of Open Interest Represented by Each Category of Trader
0.3 72.7 0.0 80.7 4.0 0.1 11.8 17.2 0.1 2.0 3.0 0.0 5.0 3.0
Number of Traders in Each Category Total Traders: 70
. 4 0 15 5 . 17 14 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 56,355
Positions
34,150 5,743 5 1,607 21,985 21 17,606 20,699 481 241 1,301 25 2,219 6,095
Changes from: May 3, 2022 Total Change is: 5,392
7,981 1,818 -35 -2,364 1,225 -76 715 1,947 -10 -610 126 -2 -207 399
Percent of Open Interest Represented by Each Category of Trader
60.6 10.2 0.0 2.9 39.0 0.0 31.2 36.7 0.9 0.4 2.3 0.0 3.9 10.8
Number of Traders in Each Category Total Traders: 101
11 . . 6 24 . 19 29 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 22,801
Positions
0 11,496 16 19,836 1,639 0 1,552 7,299 565 0 0 0 832 1,786
Changes from: May 3, 2022 Total Change is: 1,138
0 -213 0 1,490 -265 -213 270 2,050 -299 0 0 0 -110 78
Percent of Open Interest Represented by Each Category of Trader
0.0 50.4 0.1 87.0 7.2 0.0 6.8 32.0 2.5 0.0 0.0 0.0 3.6 7.8
Number of Traders in Each Category Total Traders: 28
0 4 . 6 . 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,662
Positions
20,596 8,083 243 2,992 9,945 339 9,394 6,989 211 958 8,718 0 6,930 7,134
Changes from: May 3, 2022 Total Change is: 1,777
377 -2,179 -99 536 3,034 -496 943 725 -123 107 107 -1 532 808
Percent of Open Interest Represented by Each Category of Trader
49.4 19.4 0.6 7.2 23.9 0.8 22.5 16.8 0.5 2.3 20.9 0.0 16.6 17.1
Number of Traders in Each Category Total Traders: 94
17 10 . 14 12 4 13 21 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 83,323
Positions
41,191 16,166 485 5,983 19,890 678 18,787 13,978 422 1,915 17,436 1 13,861 14,267
Changes from: May 3, 2022 Total Change is: 3,553
754 -4,358 -198 1,071 6,068 -992 1,886 1,450 -246 214 214 -1 1,065 1,616
Percent of Open Interest Represented by Each Category of Trader
49.4 19.4 0.6 7.2 23.9 0.8 22.5 16.8 0.5 2.3 20.9 0.0 16.6 17.1
Number of Traders in Each Category Total Traders: 94
17 10 . 14 12 4 13 21 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 40,068
Positions
21,113 31,016 0 12,342 4,044 1,170 1,566 2,588 0 261 0 0 3,616 1,250
Changes from: May 3, 2022 Total Change is: 1,033
-136 897 0 1,999 -65 65 -929 -120 -13 261 0 0 -214 269
Percent of Open Interest Represented by Each Category of Trader
52.7 77.4 0.0 30.8 10.1 2.9 3.9 6.5 0.0 0.7 0.0 0.0 9.0 3.1
Number of Traders in Each Category Total Traders: 30
5 5 0 15 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 678,123
Positions
43,822 68,679 36,026 188,735 132,798 69,173 59,766 63,991 184,453 29,118 55,339 6,114 60,916 61,548
Changes from: May 3, 2022 Total Change is: 48,240
-1,893 2,418 6,694 -3,460 14,540 5,713 7,450 -7,456 27,429 1,924 -7,582 1,986 2,398 4,497
Percent of Open Interest Represented by Each Category of Trader
6.5 10.1 5.3 27.8 19.6 10.2 8.8 9.4 27.2 4.3 8.2 0.9 9.0 9.1
Number of Traders in Each Category Total Traders: 578
39 39 50 140 103 127 76 86 109 58 33 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,913
Positions
1,594 16,945 0 12,652 581 99 1,271 430 0 275 0 0 3,022 858
Changes from: May 3, 2022 Total Change is: 829
-200 1,594 0 704 0 0 70 -518 0 275 0 0 -20 -247
Percent of Open Interest Represented by Each Category of Trader
8.4 89.6 0.0 66.9 3.1 0.5 6.7 2.3 0.0 1.5 0.0 0.0 16.0 4.5
Number of Traders in Each Category Total Traders: 24
. 10 0 7 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 43,430
Positions
13,739 41,092 0 17,658 0 0 7,387 1,334 0 250 0 0 4,396 1,004
Changes from: May 3, 2022 Total Change is: -527
2,987 1,641 0 -1,934 -1,881 0 392 4 0 250 0 0 -2,222 -291
Percent of Open Interest Represented by Each Category of Trader
31.6 94.6 0.0 40.7 0.0 0.0 17.0 3.1 0.0 0.6 0.0 0.0 10.1 2.3
Number of Traders in Each Category Total Traders: 40
4 10 0 16 0 0 8 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 3,390,617
Positions
219,112 343,397 180,131 943,676 663,992 345,866 298,829 319,957 922,265 145,588 276,697 30,569 304,580 307,742
Changes from: May 3, 2022 Total Change is: 241,201
-9,467 12,092 33,468 -17,302 72,702 28,566 37,248 -37,279 137,147 9,622 -37,912 9,931 11,988 22,485
Percent of Open Interest Represented by Each Category of Trader
6.5 10.1 5.3 27.8 19.6 10.2 8.8 9.4 27.2 4.3 8.2 0.9 9.0 9.1
Number of Traders in Each Category Total Traders: 578
39 39 50 140 103 127 76 86 109 58 33 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 29,032
Positions
21,206 24,506 0 4,818 935 0 423 2,077 0 0 0 0 2,585 1,514
Changes from: May 3, 2022 Total Change is: 602
615 1,103 0 -51 -785 0 -189 -150 0 0 0 0 227 434
Percent of Open Interest Represented by Each Category of Trader
73.0 84.4 0.0 16.6 3.2 0.0 1.5 7.2 0.0 0.0 0.0 0.0 8.9 5.2
Number of Traders in Each Category Total Traders: 23
6 5 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,073
Positions
1,789 20,130 0 13,399 0 0 2,102 0 0 0 0 0 3,783 943
Changes from: May 3, 2022 Total Change is: 244
396 240 0 -244 0 0 156 0 0 0 0 0 -64 4
Percent of Open Interest Represented by Each Category of Trader
8.5 95.5 0.0 63.6 0.0 0.0 10.0 0.0 0.0 0.0 0.0 0.0 18.0 4.5
Number of Traders in Each Category Total Traders: 22
. 9 0 8 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 21,450
Positions
3,232 17,673 0 12,132 0 1,068 2,326 1,851 0 0 0 0 2,692 858
Changes from: May 3, 2022 Total Change is: 2,291
-77 2,847 0 2,157 -950 -1 717 286 0 0 0 0 -505 109
Percent of Open Interest Represented by Each Category of Trader
15.1 82.4 0.0 56.6 0.0 5.0 10.8 8.6 0.0 0.0 0.0 0.0 12.6 4.0
Number of Traders in Each Category Total Traders: 30
5 8 0 9 0 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 220,081
Positions
16,912 15,416 0 20,719 1,496 746 7,238 158,832 9,407 4,429 0 0 160,631 34,184
Changes from: May 3, 2022 Total Change is: 12,236
2,044 5,050 0 449 137 237 -7,472 8,870 -2,788 -1,800 0 0 21,566 730
Percent of Open Interest Represented by Each Category of Trader
7.7 7.0 0.0 9.4 0.7 0.3 3.3 72.2 4.3 2.0 0.0 0.0 73.0 15.5
Number of Traders in Each Category Total Traders: 24
. . 0 9 . . . 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 212,310
Positions
53,558 66,892 103,788 0 0 0 14,649 1,012 38,788 0 0 0 1,527 1,830
Changes from: May 3, 2022 Total Change is: -2,800
-1,430 1,400 -870 0 0 0 -500 -3,330 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.2 31.5 48.9 0.0 0.0 0.0 6.9 0.5 18.3 0.0 0.0 0.0 0.7 0.9
Number of Traders in Each Category Total Traders: 20
6 7 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 60,107
Positions
32,412 2,386 251 15,071 44,650 3,048 2,016 4,582 0 422 0 0 6,887 5,190
Changes from: May 3, 2022 Total Change is: 5,681
4,962 -390 78 -294 4,650 419 596 936 -3 -175 0 0 98 -9
Percent of Open Interest Represented by Each Category of Trader
53.9 4.0 0.4 25.1 74.3 5.1 3.4 7.6 0.0 0.7 0.0 0.0 11.5 8.6
Number of Traders in Each Category Total Traders: 66
7 . . 19 27 12 5 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 74,033
Positions
10,176 11,021 2,691 14,531 11,992 1,729 11,516 10,910 19,657 2,574 5,062 1,364 9,797 9,607
Changes from: May 3, 2022 Total Change is: 8,041
1,134 1,405 559 99 2,440 -144 1,866 -515 3,262 -14 922 469 809 -357
Percent of Open Interest Represented by Each Category of Trader
13.7 14.9 3.6 19.6 16.2 2.3 15.6 14.7 26.6 3.5 6.8 1.8 13.2 13.0
Number of Traders in Each Category Total Traders: 306
31 22 17 50 48 41 46 52 38 25 31 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 370,163
Positions
50,879 55,107 13,454 72,653 59,960 8,646 57,578 54,549 98,284 12,868 25,308 6,818 48,984 48,037
Changes from: May 3, 2022 Total Change is: 40,205
5,669 7,026 2,797 495 12,199 -721 9,332 -2,577 16,312 -70 4,609 2,347 4,043 -1,787
Percent of Open Interest Represented by Each Category of Trader
13.7 14.9 3.6 19.6 16.2 2.3 15.6 14.7 26.6 3.5 6.8 1.8 13.2 13.0
Number of Traders in Each Category Total Traders: 306
31 22 17 50 48 41 46 52 38 25 31 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 91,433
Positions
5,808 921 0 945 577 0 23,472 65,431 3,759 7,590 1,014 0 49,859 19,730
Changes from: May 3, 2022 Total Change is: -4,107
2,966 -218 0 107 55 0 -4,400 -981 -57 1,250 -1,614 0 -3,973 -1,292
Percent of Open Interest Represented by Each Category of Trader
6.4 1.0 0.0 1.0 0.6 0.0 25.7 71.6 4.1 8.3 1.1 0.0 54.5 21.6
Number of Traders in Each Category Total Traders: 39
4 . 0 . . 0 10 11 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 548,257
Positions
226,026 11,946 2,713 142,206 263,723 53,191 59,062 116,822 27,934 15,550 45,645 226 21,348 26,056
Changes from: May 3, 2022 Total Change is: 35,905
22,959 1,328 443 -4,331 21,865 -116 12,428 2,189 7,164 -1,321 2,719 26 -1,347 288
Percent of Open Interest Represented by Each Category of Trader
41.2 2.2 0.5 25.9 48.1 9.7 10.8 21.3 5.1 2.8 8.3 0.0 3.9 4.8
Number of Traders in Each Category Total Traders: 341
34 10 5 69 76 52 42 75 33 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 29,337
Positions
7,588 28,023 0 17,228 423 0 2,539 347 0 0 0 0 1,982 544
Changes from: May 3, 2022 Total Change is: 939
1,059 1,059 0 42 0 0 -111 26 0 0 0 0 -51 -146
Percent of Open Interest Represented by Each Category of Trader
25.9 95.5 0.0 58.7 1.4 0.0 8.7 1.2 0.0 0.0 0.0 0.0 6.8 1.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 41,397
Positions
3,869 2,195 709 20,532 4,317 2,447 3,326 6,507 35 4,767 1,035 8 5,704 24,144
Changes from: May 3, 2022 Total Change is: 2,332
-70 -980 74 688 360 216 1,862 1,101 35 -672 -216 8 191 1,734
Percent of Open Interest Represented by Each Category of Trader
9.3 5.3 1.7 49.6 10.4 5.9 8.0 15.7 0.1 11.5 2.5 0.0 13.8 58.3
Number of Traders in Each Category Total Traders: 55
8 5 . 13 6 6 5 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 418,447
Positions
30,870 185,095 3,426 283,298 134,055 54,445 20,339 19,705 1,826 15,704 13,619 26 8,513 6,250
Changes from: May 3, 2022 Total Change is: 7,418
-491 -8,747 128 5,857 21,808 -81 2,620 -673 -176 964 -4,188 1 -1,404 -654
Percent of Open Interest Represented by Each Category of Trader
7.4 44.2 0.8 67.7 32.0 13.0 4.9 4.7 0.4 3.8 3.3 0.0 2.0 1.5
Number of Traders in Each Category Total Traders: 203
12 13 7 75 54 43 16 18 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 1,233,357
Positions
107,431 503,424 6,266 703,966 406,387 144,878 122,980 103,082 10,962 104,698 27,271 1,377 30,799 29,710
Changes from: May 3, 2022 Total Change is: 36,476
972 -850 -3,223 -4,067 24,632 -4,841 2,282 12,491 3,213 37,246 -141 498 4,396 4,697
Percent of Open Interest Represented by Each Category of Trader
8.7 40.8 0.5 57.1 32.9 11.7 10.0 8.4 0.9 8.5 2.2 0.1 2.5 2.4
Number of Traders in Each Category Total Traders: 419
25 20 10 135 100 88 46 52 31 24 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 219,691
Positions
7,461 157,425 32,375 18,557 0 2,363 137,887 2,301 18,478 2,090 6,517 140 340 92
Changes from: May 3, 2022 Total Change is: 4,474
1,685 2,672 -2,823 552 0 800 1,155 730 3,514 -242 0 0 -167 -419
Percent of Open Interest Represented by Each Category of Trader
3.4 71.7 14.7 8.4 0.0 1.1 62.8 1.0 8.4 1.0 3.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 91
7 24 15 11 0 . 31 5 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 1,376,183
Positions
5,182 127,140 45,990 587,848 290,302 206,840 124,690 313,654 145,340 83,954 57,034 7,711 168,626 182,171
Changes from: May 3, 2022 Total Change is: 51,476
-73 -14,427 5,176 5,732 5,553 2,965 3,625 28,862 30,207 -722 -3,892 1,044 3,521 -4,012
Percent of Open Interest Represented by Each Category of Trader
0.4 9.2 3.3 42.7 21.1 15.0 9.1 22.8 10.6 6.1 4.1 0.6 12.3 13.2
Number of Traders in Each Category Total Traders: 194
9 21 20 59 36 61 23 32 38 6 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 1,265,847
Positions
22,730 47,882 9,018 724,817 201,886 227,875 57,373 639,794 5,548 73,532 9,779 0 144,954 124,064
Changes from: May 3, 2022 Total Change is: -12,021
-10,510 -9,124 2,041 -2,322 1,775 3,655 2,849 -4,822 -1,889 -1,187 1,494 0 -4,658 -5,151
Percent of Open Interest Represented by Each Category of Trader
1.8 3.8 0.7 57.3 15.9 18.0 4.5 50.5 0.4 5.8 0.8 0.0 11.5 9.8
Number of Traders in Each Category Total Traders: 153
8 8 5 70 28 59 5 24 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 2,266,783
Positions
82,146 216,061 11,729 922,416 423,789 431,635 484,501 436,900 134,813 50,071 387,253 8,489 140,982 216,114
Changes from: May 3, 2022 Total Change is: 31,805
-15,780 11,267 -2,711 40,631 -17,729 1,662 -19,776 -41,888 18,315 535 95,940 1,961 6,968 -35,012
Percent of Open Interest Represented by Each Category of Trader
3.6 9.5 0.5 40.7 18.7 19.0 21.4 19.3 5.9 2.2 17.1 0.4 6.2 9.5
Number of Traders in Each Category Total Traders: 370
15 44 9 90 61 82 39 60 31 15 46 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 4,588,758
Positions
73,894 267,732 229,154 1,602,640 1,275,848 804,928 606,786 298,099 667,744 177,666 429,074 87,845 338,101 528,333
Changes from: May 3, 2022 Total Change is: 89,267
12,485 22,174 1,318 -48,991 -10,394 -3,658 25,884 -29,762 108,974 3,193 -8,739 6,613 -16,550 2,742
Percent of Open Interest Represented by Each Category of Trader
1.6 5.8 5.0 34.9 27.8 17.5 13.2 6.5 14.6 3.9 9.4 1.9 7.4 11.5
Number of Traders in Each Category Total Traders: 420
23 35 36 100 86 108 55 68 83 26 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 1,248,046
Positions
70,615 23,835 1,368 479,254 511,547 221,733 154,008 128,391 52,072 126,829 55,097 680 141,487 253,323
Changes from: May 3, 2022 Total Change is: -24,852
-12,031 1,587 6 -15,461 -16,025 -2,913 -1,089 -24,271 13,829 -11,745 1,163 -34 4,586 1,806
Percent of Open Interest Represented by Each Category of Trader
5.7 1.9 0.1 38.4 41.0 17.8 12.3 10.3 4.2 10.2 4.4 0.1 11.3 20.3
Number of Traders in Each Category Total Traders: 142
6 5 . 29 58 60 11 15 13 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,519
Positions
0 0 0 0 0 0 1,074 2,916 1,159 1,168 100 0 1,118 344
Changes from: May 3, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 23.8 64.5 25.6 25.8 2.2 0.0 24.7 7.6
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . 4 . 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 4,232,696
Positions
51,987 344,079 117,687 1,788,137 752,740 924,332 237,865 951,052 449,367 365,319 220,315 14,461 283,540 458,663
Changes from: May 3, 2022 Total Change is: -6,235
13,870 -1,619 -289 -22,772 -12,236 42,484 -58,202 -12,697 14,218 -6,917 -31,304 2,522 8,852 -7,314
Percent of Open Interest Represented by Each Category of Trader
1.2 8.1 2.8 42.2 17.8 21.8 5.6 22.5 10.6 8.6 5.2 0.3 6.7 10.8
Number of Traders in Each Category Total Traders: 357
17 42 31 86 71 96 39 64 58 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 1,750,404
Positions
329,056 377,840 749,618 4,423 21,123 18,634 127,748 103,579 429,813 46,735 5,524 4,750 39,627 39,523
Changes from: May 3, 2022 Total Change is: 88,335
3,736 24,435 37,881 4,423 15,213 2,392 -936 -18,979 29,199 2,615 -5,448 2,122 6,903 1,520
Percent of Open Interest Represented by Each Category of Trader
18.8 21.6 42.8 0.3 1.2 1.1 7.3 5.9 24.6 2.7 0.3 0.3 2.3 2.3
Number of Traders in Each Category Total Traders: 118
23 33 52 . . . 27 20 41 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 is26,076,744
Positions
2,755,440 1,903,885 4,477,073 735,026 431,640 970,057 477,646 1,098,817 15,826,545 28,890 142,851 310,218 495,848 915,657
Changes from: May 3, 2022 Total Change is: -320,625
-25,257 -92,120 -14,357 -162,115 -93,420 79,684 -67,056 12,484 -105,329 -1,640 -85,034 -28,772 4,217 6,240
Percent of Open Interest Represented by Each Category of Trader
10.6 7.3 17.2 2.8 1.7 3.7 1.8 4.2 60.7 0.1 0.5 1.2 1.9 3.5
Number of Traders in Each Category Total Traders: 234
23 39 57 16 18 28 36 70 94 13 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 5,722,963
Positions
1,713,392 1,267,739 1,469,775 66,586 322,227 114,167 529,111 736,686 1,733,592 51,961 33,791 30,965 13,415 14,021
Changes from: May 3, 2022 Total Change is: 195,010
-51,436 23,242 28,710 28,003 11,542 8,442 75,483 4,477 109,459 -6,900 4,174 48 3,201 4,916
Percent of Open Interest Represented by Each Category of Trader
29.9 22.2 25.7 1.2 5.6 2.0 9.2 12.9 30.3 0.9 0.6 0.5 0.2 0.2
Number of Traders in Each Category Total Traders: 335
46 74 92 11 21 18 60 55 87 23 34 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 417,390
Positions
136,090 137,368 134,236 2,736 14,098 225 72,444 54,736 66,157 4,150 6,218 884 468 3,468
Changes from: May 3, 2022 Total Change is: 47,435
15,911 7,127 22,818 526 9,059 -6,847 21,058 18,518 -5,249 25 -23 -34 -773 2,066
Percent of Open Interest Represented by Each Category of Trader
32.6 32.9 32.2 0.7 3.4 0.1 17.4 13.1 15.9 1.0 1.5 0.2 0.1 0.8
Number of Traders in Each Category Total Traders: 127
26 36 37 . . . 22 30 30 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342601 Open Interest is 151,991
Positions
13,735 32,053 3,908 0 0 0 49,776 54,412 39,933 40,805 17,836 3,834 0 15
Changes from: May 3, 2022 Total Change is: 648
0 40 0 0 0 0 188 -932 460 0 1,080 0 0 0
Percent of Open Interest Represented by Each Category of Trader
9.0 21.1 2.6 0.0 0.0 0.0 32.7 35.8 26.3 26.8 11.7 2.5 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 4 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 11,631
Positions
283 816 82 6,022 888 49 1,794 7,388 975 1,154 250 226 1,046 957
Changes from: May 3, 2022 Total Change is: 1,193
-70 87 -56 0 230 40 377 444 264 415 -11 83 140 112
Percent of Open Interest Represented by Each Category of Trader
2.4 7.0 0.7 51.8 7.6 0.4 15.4 63.5 8.4 9.9 2.2 1.9 9.0 8.2
Number of Traders in Each Category Total Traders: 90
4 . . 6 7 . 16 41 19 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 19,790
Positions
2,222 0 0 315 373 0 5,442 12,168 2,162 5,089 2,089 1,239 3,321 1,759
Changes from: May 3, 2022 Total Change is: 7,863
863 0 0 26 50 0 3,208 5,490 1,396 1,934 747 79 356 101
Percent of Open Interest Represented by Each Category of Trader
11.2 0.0 0.0 1.6 1.9 0.0 27.5 61.5 10.9 25.7 10.6 6.3 16.8 8.9
Number of Traders in Each Category Total Traders: 117
5 0 0 4 . 0 10 16 6 48 32 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 3,443
Positions
128 175 0 0 249 3 857 2,366 119 1,673 0 16 647 515
Changes from: May 3, 2022 Total Change is: 462
25 89 -45 0 121 -15 -31 205 37 622 -37 -6 -125 113
Percent of Open Interest Represented by Each Category of Trader
3.7 5.1 0.0 0.0 7.2 0.1 24.9 68.7 3.5 48.6 0.0 0.5 18.8 15.0
Number of Traders in Each Category Total Traders: 46
. . 0 0 . . 10 21 4 7 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 55,456
Positions
0 8,717 0 0 0 0 42,565 37,218 907 10,035 7,390 805 1,145 419
Changes from: May 3, 2022 Total Change is: 9,851
0 -489 0 0 0 0 7,791 7,959 402 1,470 1,813 378 -190 -212
Percent of Open Interest Represented by Each Category of Trader
0.0 15.7 0.0 0.0 0.0 0.0 76.8 67.1 1.6 18.1 13.3 1.5 2.1 0.8
Number of Traders in Each Category Total Traders: 112
0 . 0 0 0 0 5 12 . 64 30 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 57,679
Positions
551 27,942 0 28,445 550 510 16,312 23,489 337 6,388 2,153 110 5,026 2,587
Changes from: May 3, 2022 Total Change is: 3,484
-110 398 0 2,512 -135 25 662 3,413 -184 939 129 -58 -303 -105
Percent of Open Interest Represented by Each Category of Trader
1.0 48.4 0.0 49.3 1.0 0.9 28.3 40.7 0.6 11.1 3.7 0.2 8.7 4.5
Number of Traders in Each Category Total Traders: 136
. . 0 23 . 5 42 18 5 30 20 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 318,283
Positions
39,605 29,010 15,779 84,320 27,390 37,141 39,869 101,669 60,550 14,151 8,393 4,687 22,181 33,664
Changes from: May 3, 2022 Total Change is: -2,229
3,846 5,687 -2,910 -6,206 -9,439 4,414 5,620 1,924 -4,667 575 2,125 -1,356 -1,545 1,993
Percent of Open Interest Represented by Each Category of Trader
12.4 9.1 5.0 26.5 8.6 11.7 12.5 31.9 19.0 4.4 2.6 1.5 7.0 10.6
Number of Traders in Each Category Total Traders: 166
12 18 19 22 22 23 25 40 39 7 14 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 34,464
Positions
1,136 20,378 64 27,188 1,016 1,165 920 11,439 0 3,288 318 0 703 84
Changes from: May 3, 2022 Total Change is: -676
0 2,994 -31 -448 0 0 -113 -1,021 0 -30 -2,634 -14 -40 30
Percent of Open Interest Represented by Each Category of Trader
3.3 59.1 0.2 78.9 2.9 3.4 2.7 33.2 0.0 9.5 0.9 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 45
. . . 15 . . 5 7 0 9 . 0
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Updated May 13, 2022