Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 156,272
Positions
10,648 30,715 5,571 43,910 36,028 6,369 15,716 29,166 18,126 21,556 2,819 358 34,019 27,120
Changes from: May 17, 2022 Total Change is: -13,065
-4,619 1,097 1,035 864 -4,594 32 -7,625 -4,483 -3,169 -212 292 -1 629 -3,275
Percent of Open Interest Represented by Each Category of Trader
6.8 19.7 3.6 28.1 23.1 4.1 10.1 18.7 11.6 13.8 1.8 0.2 21.8 17.4
Number of Traders in Each Category Total Traders: 112
8 7 9 18 17 10 16 25 18 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 52,675
Positions
31,163 1,854 889 6,818 12,738 1,662 1,789 13,081 1,984 0 0 0 8,371 20,468
Changes from: May 17, 2022 Total Change is: -2,683
1,972 696 144 -1,191 -1,088 72 -4,422 -761 566 0 0 0 176 -2,312
Percent of Open Interest Represented by Each Category of Trader
59.2 3.5 1.7 12.9 24.2 3.2 3.4 24.8 3.8 0.0 0.0 0.0 15.9 38.9
Number of Traders in Each Category Total Traders: 46
7 . . 7 12 5 4 14 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 289,100
Positions
126,945 28,551 14,785 34,740 122,891 7,278 51,543 44,420 28,214 5,336 5,775 0 20,257 37,185
Changes from: May 17, 2022 Total Change is: -1,306
-675 1,372 -91 774 -3,055 257 189 -324 422 -444 -183 0 -1,737 298
Percent of Open Interest Represented by Each Category of Trader
43.9 9.9 5.1 12.0 42.5 2.5 17.8 15.4 9.8 1.8 2.0 0.0 7.0 12.9
Number of Traders in Each Category Total Traders: 135
6 7 7 17 38 20 18 39 21 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 262,071
Positions
135,174 9,835 3,100 46,076 106,531 5,793 23,157 81,489 20,335 1,307 1,537 70 27,060 33,381
Changes from: May 17, 2022 Total Change is: -413
-14,025 2,050 234 862 -5,076 581 2,971 706 3,531 1,251 145 -1 4,182 -2,584
Percent of Open Interest Represented by Each Category of Trader
51.6 3.8 1.2 17.6 40.6 2.2 8.8 31.1 7.8 0.5 0.6 0.0 10.3 12.7
Number of Traders in Each Category Total Traders: 133
11 5 8 18 29 21 23 37 24 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 782,891
Positions
32,800 321,731 22,007 411,256 167,825 36,761 71,808 90,242 67,245 44,401 13,804 5,263 91,351 58,014
Changes from: May 17, 2022 Total Change is: 5,635
-4,544 16,190 2,466 5,447 -8,183 3,209 -1,387 -7,357 -1,784 -617 1,228 -311 3,155 177
Percent of Open Interest Represented by Each Category of Trader
4.2 41.1 2.8 52.5 21.4 4.7 9.2 11.5 8.6 5.7 1.8 0.7 11.7 7.4
Number of Traders in Each Category Total Traders: 352
18 16 13 105 46 49 54 53 43 42 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 30,902
Positions
0 13,724 0 12,608 503 3,070 1,556 9,615 61 0 0 0 13,607 3,929
Changes from: May 17, 2022 Total Change is: -49
0 1,131 0 -88 -653 0 -462 -638 60 0 0 0 441 51
Percent of Open Interest Represented by Each Category of Trader
0.0 44.4 0.0 40.8 1.6 9.9 5.0 31.1 0.2 0.0 0.0 0.0 44.0 12.7
Number of Traders in Each Category Total Traders: 31
0 5 0 16 . 7 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 175,800
Positions
54,643 3,521 2,510 46,721 86,128 4,872 22,540 31,476 19,298 4,968 630 0 20,248 27,366
Changes from: May 17, 2022 Total Change is: -3,224
-644 941 721 2,077 281 -24 -11,123 -5,203 2,839 3,494 -47 -28 -536 -2,705
Percent of Open Interest Represented by Each Category of Trader
31.1 2.0 1.4 26.6 49.0 2.8 12.8 17.9 11.0 2.8 0.4 0.0 11.5 15.6
Number of Traders in Each Category Total Traders: 95
11 . 7 17 20 13 17 22 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 179,309
Positions
9,570 97,647 1,812 82,684 6,396 1,181 68,456 32,123 3,278 4,657 33,763 61 7,610 3,050
Changes from: May 17, 2022 Total Change is: 6,121
8,494 3,581 87 -3,486 -2,095 -737 808 5,095 -208 679 443 -123 606 78
Percent of Open Interest Represented by Each Category of Trader
5.3 54.5 1.0 46.1 3.6 0.7 38.2 17.9 1.8 2.6 18.8 0.0 4.2 1.7
Number of Traders in Each Category Total Traders: 176
5 8 4 27 12 7 61 31 10 11 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 64,116
Positions
169 44,669 675 43,034 1,400 33 9,937 9,781 4,603 1,774 856 60 3,831 2,039
Changes from: May 17, 2022 Total Change is: 8,052
0 0 615 2,542 -634 0 914 4,020 4,368 -836 -319 60 389 -58
Percent of Open Interest Represented by Each Category of Trader
0.3 69.7 1.1 67.1 2.2 0.1 15.5 15.3 7.2 2.8 1.3 0.1 6.0 3.2
Number of Traders in Each Category Total Traders: 73
. 4 . 15 4 . 22 14 5 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 59,401
Positions
39,051 7,542 811 2,008 23,697 249 12,424 17,830 2,553 100 1,132 0 2,204 5,586
Changes from: May 17, 2022 Total Change is: -1,525
319 811 807 390 702 113 -4,430 -4,467 1,457 0 -527 -25 -157 -396
Percent of Open Interest Represented by Each Category of Trader
65.7 12.7 1.4 3.4 39.9 0.4 20.9 30.0 4.3 0.2 1.9 0.0 3.7 9.4
Number of Traders in Each Category Total Traders: 93
11 . . 5 23 . 17 29 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 22,075
Positions
105 11,259 38 18,819 2,024 0 1,860 6,310 565 0 324 0 688 1,555
Changes from: May 17, 2022 Total Change is: -1,517
105 -231 38 -1,774 100 0 273 -1,617 0 0 160 0 -159 33
Percent of Open Interest Represented by Each Category of Trader
0.5 51.0 0.2 85.3 9.2 0.0 8.4 28.6 2.6 0.0 1.5 0.0 3.1 7.0
Number of Traders in Each Category Total Traders: 31
. . . 6 . 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 41,721
Positions
21,056 7,697 223 3,365 11,101 183 9,409 6,406 294 1,267 8,799 5 5,920 7,015
Changes from: May 17, 2022 Total Change is: 1,429
1,254 -467 -34 -303 1,319 -31 616 1,252 -59 124 -405 4 -143 -150
Percent of Open Interest Represented by Each Category of Trader
50.5 18.4 0.5 8.1 26.6 0.4 22.6 15.4 0.7 3.0 21.1 0.0 14.2 16.8
Number of Traders in Each Category Total Traders: 101
19 11 . 13 12 5 21 17 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 83,442
Positions
42,111 15,393 445 6,730 22,201 366 18,819 12,811 588 2,533 17,598 9 11,841 14,030
Changes from: May 17, 2022 Total Change is: 2,858
2,508 -934 -67 -605 2,637 -62 1,233 2,504 -118 248 -809 7 -286 -300
Percent of Open Interest Represented by Each Category of Trader
50.5 18.4 0.5 8.1 26.6 0.4 22.6 15.4 0.7 3.0 21.1 0.0 14.2 16.8
Number of Traders in Each Category Total Traders: 101
19 11 . 13 12 5 21 17 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 40,602
Positions
20,800 30,746 0 13,804 4,092 1,053 1,984 3,353 0 0 0 0 2,961 1,358
Changes from: May 17, 2022 Total Change is: 1,356
710 972 0 209 71 -71 244 116 0 0 0 0 264 268
Percent of Open Interest Represented by Each Category of Trader
51.2 75.7 0.0 34.0 10.1 2.6 4.9 8.3 0.0 0.0 0.0 0.0 7.3 3.3
Number of Traders in Each Category Total Traders: 30
5 5 0 15 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 660,232
Positions
50,798 66,518 38,774 195,859 138,479 64,509 47,199 77,819 167,667 32,588 39,928 4,605 58,233 61,934
Changes from: May 17, 2022 Total Change is: -524
2,926 2,478 2,105 -210 5,277 -1,800 -2,493 5,295 -5,183 2,061 -10,881 -154 2,224 2,339
Percent of Open Interest Represented by Each Category of Trader
7.7 10.1 5.9 29.7 21.0 9.8 7.1 11.8 25.4 4.9 6.0 0.7 8.8 9.4
Number of Traders in Each Category Total Traders: 575
42 36 48 142 102 121 73 89 107 55 32 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 44,531
Positions
14,957 42,239 0 18,937 0 0 6,669 1,444 0 0 0 0 3,968 848
Changes from: May 17, 2022 Total Change is: 1,263
1,297 1,366 0 514 0 0 -332 -102 0 0 0 0 -216 -1
Percent of Open Interest Represented by Each Category of Trader
33.6 94.9 0.0 42.5 0.0 0.0 15.0 3.2 0.0 0.0 0.0 0.0 8.9 1.9
Number of Traders in Each Category Total Traders: 39
. 10 0 18 0 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 3,301,162
Positions
253,992 332,591 193,869 979,296 692,394 322,545 235,994 389,093 838,337 162,938 199,639 23,026 291,166 309,668
Changes from: May 17, 2022 Total Change is: -2,621
14,632 12,390 10,523 -1,050 26,385 -9,001 -12,465 26,476 -25,914 10,304 -54,403 -772 11,122 11,694
Percent of Open Interest Represented by Each Category of Trader
7.7 10.1 5.9 29.7 21.0 9.8 7.1 11.8 25.4 4.9 6.0 0.7 8.8 9.4
Number of Traders in Each Category Total Traders: 575
42 36 48 142 102 121 73 89 107 55 32 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 26,510
Positions
18,665 23,199 0 4,987 271 0 474 1,770 18 0 0 0 2,366 1,252
Changes from: May 17, 2022 Total Change is: -2,243
-2,527 0 0 -20 -664 0 31 -39 9 0 0 0 264 -1,549
Percent of Open Interest Represented by Each Category of Trader
70.4 87.5 0.0 18.8 1.0 0.0 1.8 6.7 0.1 0.0 0.0 0.0 8.9 4.7
Number of Traders in Each Category Total Traders: 22
5 5 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 20,922
Positions
2,116 20,352 0 12,847 0 0 2,021 0 0 0 0 0 3,938 570
Changes from: May 17, 2022 Total Change is: -568
0 192 0 -878 0 0 -70 -460 0 0 0 0 380 -300
Percent of Open Interest Represented by Each Category of Trader
10.1 97.3 0.0 61.4 0.0 0.0 9.7 0.0 0.0 0.0 0.0 0.0 18.8 2.7
Number of Traders in Each Category Total Traders: 23
. 10 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 24,323
Positions
3,971 21,861 0 14,608 350 1,068 2,057 494 5 0 0 0 2,614 545
Changes from: May 17, 2022 Total Change is: 2,031
559 3,047 0 1,966 43 0 -423 -703 4 0 0 0 -75 -360
Percent of Open Interest Represented by Each Category of Trader
16.3 89.9 0.0 60.1 1.4 4.4 8.5 2.0 0.0 0.0 0.0 0.0 10.7 2.2
Number of Traders in Each Category Total Traders: 31
5 11 0 9 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 253,332
Positions
29,154 17,051 0 32,386 4,050 1,522 13,865 182,137 13,982 2,779 0 0 159,644 34,589
Changes from: May 17, 2022 Total Change is: 28,978
8,706 1,133 0 4,389 1,941 362 4,196 28,820 -209 -467 0 0 12,001 -3,069
Percent of Open Interest Represented by Each Category of Trader
11.5 6.7 0.0 12.8 1.6 0.6 5.5 71.9 5.5 1.1 0.0 0.0 63.0 13.7
Number of Traders in Each Category Total Traders: 32
. . 0 11 . 6 5 10 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 60,178
Positions
31,607 2,686 169 17,383 43,885 3,276 637 3,995 2 452 0 0 6,652 6,165
Changes from: May 17, 2022 Total Change is: 180
-463 -20 0 249 130 17 19 -158 2 242 0 0 114 209
Percent of Open Interest Represented by Each Category of Trader
52.5 4.5 0.3 28.9 72.9 5.4 1.1 6.6 0.0 0.8 0.0 0.0 11.1 10.2
Number of Traders in Each Category Total Traders: 66
6 . . 24 27 13 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 78,119
Positions
11,932 9,890 3,055 15,842 12,960 1,204 9,964 13,551 21,827 2,546 4,359 1,607 10,141 9,666
Changes from: May 17, 2022 Total Change is: 5,906
1,801 -298 400 690 312 -233 -581 2,514 2,798 -134 30 311 854 72
Percent of Open Interest Represented by Each Category of Trader
15.3 12.7 3.9 20.3 16.6 1.5 12.8 17.3 27.9 3.3 5.6 2.1 13.0 12.4
Number of Traders in Each Category Total Traders: 321
36 18 19 50 46 35 45 60 34 29 37 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 390,597
Positions
59,662 49,451 15,275 79,210 64,799 6,022 49,822 67,754 109,136 12,731 21,795 8,033 50,707 48,332
Changes from: May 17, 2022 Total Change is: 29,529
9,005 -1,492 2,002 3,450 1,559 -1,165 -2,906 12,569 13,990 -672 152 1,555 4,268 358
Percent of Open Interest Represented by Each Category of Trader
15.3 12.7 3.9 20.3 16.6 1.5 12.8 17.3 27.9 3.3 5.6 2.1 13.0 12.4
Number of Traders in Each Category Total Traders: 321
36 18 19 50 46 35 45 60 34 29 37 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 100,519
Positions
11,444 681 0 1,026 592 0 15,456 73,949 3,793 10,775 1,302 91 57,934 20,111
Changes from: May 17, 2022 Total Change is: 18,736
6,383 -1,185 0 77 73 0 -8,605 24,785 -13 2,341 362 0 18,553 -5,286
Percent of Open Interest Represented by Each Category of Trader
11.4 0.7 0.0 1.0 0.6 0.0 15.4 73.6 3.8 10.7 1.3 0.1 57.6 20.0
Number of Traders in Each Category Total Traders: 42
4 . 0 . . 0 10 12 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 556,096
Positions
230,935 24,389 2,631 146,297 266,277 54,519 49,828 122,093 23,864 27,034 39,010 232 20,756 23,081
Changes from: May 17, 2022 Total Change is: 4,899
10,253 10,844 336 1,592 1,979 -615 -4,943 1,812 -5,351 4,488 -1,270 4 -866 -2,840
Percent of Open Interest Represented by Each Category of Trader
41.5 4.4 0.5 26.3 47.9 9.8 9.0 22.0 4.3 4.9 7.0 0.0 3.7 4.2
Number of Traders in Each Category Total Traders: 344
32 11 5 70 79 50 39 77 33 13 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 30,094
Positions
7,298 28,562 0 18,758 403 0 2,476 722 0 0 0 0 1,562 407
Changes from: May 17, 2022 Total Change is: 792
0 539 0 1,280 3 0 -32 387 0 0 0 0 -456 -137
Percent of Open Interest Represented by Each Category of Trader
24.3 94.9 0.0 62.3 1.3 0.0 8.2 2.4 0.0 0.0 0.0 0.0 5.2 1.4
Number of Traders in Each Category Total Traders: 31
. 8 0 14 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 12,332
Positions
1,100 3,236 0 7,203 1,455 37 215 2,086 475 250 1,471 0 3,052 3,572
Changes from: May 17, 2022 Total Change is: -254
1,100 200 0 -238 -14 0 -1,684 -83 475 250 457 0 -157 -1,289
Percent of Open Interest Represented by Each Category of Trader
8.9 26.2 0.0 58.4 11.8 0.3 1.7 16.9 3.9 2.0 11.9 0.0 24.7 29.0
Number of Traders in Each Category Total Traders: 21
. . 0 8 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,115
Positions
2,440 4,978 1,019 23,538 6,277 2,990 8,229 7,472 559 6,993 2,308 0 5,347 25,512
Changes from: May 17, 2022 Total Change is: 4,674
-321 2,330 74 1,040 1,430 993 4,101 -658 557 -1,284 2,308 -1 -485 -2,359
Percent of Open Interest Represented by Each Category of Trader
4.8 9.7 2.0 46.0 12.3 5.8 16.1 14.6 1.1 13.7 4.5 0.0 10.5 49.9
Number of Traders in Each Category Total Traders: 58
5 7 . 12 7 6 8 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 415,751
Positions
31,668 167,812 2,952 290,349 147,158 54,432 11,069 20,247 1,568 14,500 15,900 19 9,194 5,663
Changes from: May 17, 2022 Total Change is: 3,823
907 -2,274 -340 5,964 6,014 -412 -2,175 2,129 235 -433 207 0 77 -1,736
Percent of Open Interest Represented by Each Category of Trader
7.6 40.4 0.7 69.8 35.4 13.1 2.7 4.9 0.4 3.5 3.8 0.0 2.2 1.4
Number of Traders in Each Category Total Traders: 204
11 15 7 77 51 42 15 20 8 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,196,895
Positions
109,431 437,352 8,769 733,036 430,692 148,017 92,940 106,035 9,824 68,251 27,534 1,540 25,087 27,132
Changes from: May 17, 2022 Total Change is: -23,405
-4,746 -23,196 2,101 12,931 -8,348 1,428 -12,484 2,307 -1,678 -19,110 403 -52 -1,795 3,630
Percent of Open Interest Represented by Each Category of Trader
9.1 36.5 0.7 61.2 36.0 12.4 7.8 8.9 0.8 5.7 2.3 0.1 2.1 2.3
Number of Traders in Each Category Total Traders: 409
26 20 10 137 95 88 48 44 29 19 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 226,249
Positions
17,244 169,851 25,274 20,542 0 2,213 139,150 3,067 19,031 2,277 6,542 140 378 131
Changes from: May 17, 2022 Total Change is: 8,948
4,303 9,514 -1,468 1,835 0 0 4,453 1,396 -104 57 25 0 -128 -415
Percent of Open Interest Represented by Each Category of Trader
7.6 75.1 11.2 9.1 0.0 1.0 61.5 1.4 8.4 1.0 2.9 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 95
8 23 16 15 0 . 30 4 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,339,811
Positions
2,336 121,277 18,522 609,758 274,350 202,029 132,062 360,732 93,284 89,147 59,365 4,990 187,683 205,262
Changes from: May 17, 2022 Total Change is: -67,408
-3,033 -20,554 -28,962 531 -6,271 -2,154 924 18,244 -46,405 -8,146 2,109 -4,804 24,641 21,388
Percent of Open Interest Represented by Each Category of Trader
0.2 9.1 1.4 45.5 20.5 15.1 9.9 26.9 7.0 6.7 4.4 0.4 14.0 15.3
Number of Traders in Each Category Total Traders: 170
. 16 11 59 30 61 23 26 36 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,389,609
Positions
20,786 52,928 13,008 751,994 185,703 230,844 71,711 681,679 68,224 68,492 10,316 3,032 161,518 143,875
Changes from: May 17, 2022 Total Change is: 85,982
-609 4,259 -2,474 33,799 -3,931 6,398 13,737 28,866 27,697 -4,767 262 3,032 9,169 21,873
Percent of Open Interest Represented by Each Category of Trader
1.5 3.8 0.9 54.1 13.4 16.6 5.2 49.1 4.9 4.9 0.7 0.2 11.6 10.4
Number of Traders in Each Category Total Traders: 147
6 8 6 72 26 59 5 21 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 2,526,428
Positions
89,718 244,565 39,725 854,938 416,030 417,237 653,809 539,898 271,133 38,335 364,594 14,329 147,205 218,918
Changes from: May 17, 2022 Total Change is: 147,927
4,209 -5,160 21,169 -75,990 27,379 -29,328 102,309 61,426 121,560 -9,400 -59,421 4,327 9,071 5,974
Percent of Open Interest Represented by Each Category of Trader
3.6 9.7 1.6 33.8 16.5 16.5 25.9 21.4 10.7 1.5 14.4 0.6 5.8 8.7
Number of Traders in Each Category Total Traders: 365
16 51 20 91 59 83 39 58 40 11 39 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 4,166,899
Positions
65,802 262,519 162,350 1,645,591 1,082,865 790,850 433,497 341,677 479,228 123,555 422,160 95,547 370,479 529,703
Changes from: May 17, 2022 Total Change is: -421,717
-1,333 53,152 -90,642 6,493 -104,335 -22,691 -19,872 23,227 -268,373 -32,908 -10,561 -15,663 23,272 14,169
Percent of Open Interest Represented by Each Category of Trader
1.6 6.3 3.9 39.5 26.0 19.0 10.4 8.2 11.5 3.0 10.1 2.3 8.9 12.7
Number of Traders in Each Category Total Traders: 399
21 27 30 100 80 106 57 63 83 24 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,290,337
Positions
62,985 54,977 10,795 506,018 448,647 235,126 119,353 148,108 68,256 133,308 57,023 830 153,666 266,575
Changes from: May 17, 2022 Total Change is: 65,056
-3,949 22,257 7,915 25,370 -13,023 9,168 10,528 6,945 15,195 -3,082 2,975 356 3,555 13,268
Percent of Open Interest Represented by Each Category of Trader
4.9 4.3 0.8 39.2 34.8 18.2 9.2 11.5 5.3 10.3 4.4 0.1 11.9 20.7
Number of Traders in Each Category Total Traders: 149
6 9 11 31 54 54 13 18 16 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 5,425
Positions
0 0 0 0 0 0 1,710 4,761 97 2,101 215 0 1,517 352
Changes from: May 17, 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 31.5 87.8 1.8 38.7 4.0 0.0 28.0 6.5
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . . 18 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 4,218,087
Positions
56,141 403,179 76,378 1,688,341 852,808 908,741 384,903 808,651 356,751 334,115 226,430 19,022 393,695 566,127
Changes from: May 17, 2022 Total Change is: 29,585
13,926 62,169 -51,124 -9,883 97,568 -13,146 111,237 -80,042 -104,456 -16,561 697 4,487 95,106 113,433
Percent of Open Interest Represented by Each Category of Trader
1.3 9.6 1.8 40.0 20.2 21.5 9.1 19.2 8.5 7.9 5.4 0.5 9.3 13.4
Number of Traders in Each Category Total Traders: 337
18 29 25 81 70 96 40 64 63 16 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,859,067
Positions
337,502 355,501 792,042 0 28,616 20,650 160,625 149,962 458,735 45,474 5,524 4,750 39,289 43,287
Changes from: May 17, 2022 Total Change is: 62,662
-2,040 -19,426 23,412 0 4,140 -129 28,187 41,201 11,642 -25 -260 0 1,615 2,082
Percent of Open Interest Represented by Each Category of Trader
18.2 19.1 42.6 0.0 1.5 1.1 8.6 8.1 24.7 2.4 0.3 0.3 2.1 2.3
Number of Traders in Each Category Total Traders: 116
23 33 53 0 . 4 25 20 39 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is24,720,882
Positions
2,717,850 1,832,519 4,364,716 735,905 290,377 968,965 401,689 1,206,091 14,737,046 29,281 162,824 320,192 445,239 838,153
Changes from: May 17, 2022 Total Change is: -318,293
-29,384 -30,518 -21,380 4,262 -104,071 75,957 -49,170 75,115 -278,900 -1,652 15,465 2,094 -20,119 -52,054
Percent of Open Interest Represented by Each Category of Trader
11.0 7.4 17.7 3.0 1.2 3.9 1.6 4.9 59.6 0.1 0.7 1.3 1.8 3.4
Number of Traders in Each Category Total Traders: 241
23 37 57 20 17 29 37 73 97 13 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 6,238,054
Positions
1,933,704 1,502,820 1,435,166 70,856 331,236 145,215 622,502 822,462 1,929,802 59,211 32,603 30,696 10,901 8,053
Changes from: May 17, 2022 Total Change is: 427,129
119,509 108,944 3,861 -637 33,015 8,249 65,739 46,789 227,684 4,972 400 -792 -1,456 -1,020
Percent of Open Interest Represented by Each Category of Trader
31.0 24.1 23.0 1.1 5.3 2.3 10.0 13.2 30.9 0.9 0.5 0.5 0.2 0.1
Number of Traders in Each Category Total Traders: 352
53 67 97 13 24 21 69 54 90 25 33 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 453,973
Positions
139,030 162,757 134,947 3,637 20,361 288 91,729 50,496 78,504 4,297 5,307 1,056 485 257
Changes from: May 17, 2022 Total Change is: 29,322
72 9,904 4,623 -24 1,904 288 17,606 6,344 6,955 147 -147 50 -395 -599
Percent of Open Interest Represented by Each Category of Trader
30.6 35.9 29.7 0.8 4.5 0.1 20.2 11.1 17.3 0.9 1.2 0.2 0.1 0.1
Number of Traders in Each Category Total Traders: 129
25 39 42 . . . 24 27 34 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE ($2,500 x contract-grade IMM Index)
CFTC Code #157741 Open Interest is 24,881
Positions
4,344 4,209 5,345 0 0 0 1,821 1,974 13,337 0 0 0 34 16
Changes from: May 17, 2022 Total Change is: 291
310 0 0 0 0 0 -291 58 238 0 0 0 34 -5
Percent of Open Interest Represented by Each Category of Trader
17.5 16.9 21.5 0.0 0.0 0.0 7.3 7.9 53.6 0.0 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 20
. 4 . 0 0 0 9 4 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 162,168
Positions
11,910 31,949 3,908 0 0 0 57,754 62,559 40,747 44,555 19,667 3,294 0 44
Changes from: May 17, 2022 Total Change is: 8,649
0 -104 0 0 0 0 8,649 7,948 0 0 805 0 0 0
Percent of Open Interest Represented by Each Category of Trader
7.3 19.7 2.4 0.0 0.0 0.0 35.6 38.6 25.1 27.5 12.1 2.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 . 5 . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 12,862
Positions
191 1,349 24 5,748 566 116 1,977 7,502 1,354 2,206 693 96 1,151 1,162
Changes from: May 17, 2022 Total Change is: 198
-1 273 -13 -267 -75 32 720 -411 51 -314 254 -7 -2 95
Percent of Open Interest Represented by Each Category of Trader
1.5 10.5 0.2 44.7 4.4 0.9 15.4 58.3 10.5 17.1 5.4 0.7 8.9 9.0
Number of Traders in Each Category Total Traders: 95
. . . 6 6 . 15 46 16 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 25,987
Positions
1,807 50 0 214 415 0 3,749 15,083 4,707 12,029 2,976 37 3,444 2,718
Changes from: May 17, 2022 Total Change is: 4,565
-792 0 0 -48 -6 0 -93 1,589 2,313 3,246 302 -13 -48 381
Percent of Open Interest Represented by Each Category of Trader
7.0 0.2 0.0 0.8 1.6 0.0 14.4 58.0 18.1 46.3 11.5 0.1 13.3 10.5
Number of Traders in Each Category Total Traders: 115
5 . 0 . . 0 8 17 8 40 39 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 3,443
Positions
91 144 0 0 274 3 983 2,126 193 1,401 59 20 752 624
Changes from: May 17, 2022 Total Change is: -203
-6 4 -32 0 22 0 234 -214 50 -427 59 -36 14 -56
Percent of Open Interest Represented by Each Category of Trader
2.6 4.2 0.0 0.0 8.0 0.1 28.6 61.7 5.6 40.7 1.7 0.6 21.8 18.1
Number of Traders in Each Category Total Traders: 47
. . 0 0 4 . 11 20 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 102,527
Positions
0 12,740 1 88 240 0 87,380 76,786 1,332 11,850 10,182 572 1,304 675
Changes from: May 17, 2022 Total Change is: 12,115
0 -270 1 0 240 0 12,464 11,649 -146 -308 468 66 38 107
Percent of Open Interest Represented by Each Category of Trader
0.0 12.4 0.0 0.1 0.2 0.0 85.2 74.9 1.3 11.6 9.9 0.6 1.3 0.7
Number of Traders in Each Category Total Traders: 124
0 . . . . 0 7 10 . 62 42 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 61,989
Positions
972 29,722 0 30,672 1,424 482 14,301 26,405 376 9,870 1,131 193 5,123 2,256
Changes from: May 17, 2022 Total Change is: -27
217 912 0 100 711 -48 -1,460 -1,139 101 1,389 -703 54 -379 85
Percent of Open Interest Represented by Each Category of Trader
1.6 47.9 0.0 49.5 2.3 0.8 23.1 42.6 0.6 15.9 1.8 0.3 8.3 3.6
Number of Traders in Each Category Total Traders: 126
. . 0 19 5 4 33 18 4 33 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 275,032
Positions
32,921 19,847 13,037 66,223 27,101 42,151 32,868 83,367 46,740 13,186 7,495 4,964 22,942 30,330
Changes from: May 17, 2022 Total Change is: -36,261
-5,254 -7,308 -3,097 2,167 -3,481 -355 3,432 9,412 -28,068 -145 2,780 -4,276 -665 -1,868
Percent of Open Interest Represented by Each Category of Trader
12.0 7.2 4.7 24.1 9.9 15.3 12.0 30.3 17.0 4.8 2.7 1.8 8.3 11.0
Number of Traders in Each Category Total Traders: 167
13 17 17 18 21 23 31 41 40 6 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 34,410
Positions
1,123 20,433 0 21,523 2,245 1,235 5,408 9,430 832 3,601 50 52 636 133
Changes from: May 17, 2022 Total Change is: -1,383
-5,780 0 0 -548 1,119 70 4,699 -1,117 -29 232 -1,533 52 -79 55
Percent of Open Interest Represented by Each Category of Trader
3.3 59.4 0.0 62.5 6.5 3.6 15.7 27.4 2.4 10.5 0.1 0.2 1.8 0.4
Number of Traders in Each Category Total Traders: 47
4 . 0 16 . . 7 6 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 27, 2022