Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 150,342
Positions
4,813 35,688 3,934 45,603 26,166 6,807 17,973 32,947 16,428 19,866 1,706 423 34,495 26,243
Changes from: May 24, 2022 Total Change is: -5,930
-5,834 4,973 -1,637 1,693 -9,862 438 2,257 3,781 -1,698 -1,690 -1,113 65 476 -877
Percent of Open Interest Represented by Each Category of Trader
3.2 23.7 2.6 30.3 17.4 4.5 12.0 21.9 10.9 13.2 1.1 0.3 22.9 17.5
Number of Traders in Each Category Total Traders: 109
6 8 9 18 15 11 18 25 19 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 53,133
Positions
28,893 1,419 1,971 6,750 12,431 1,464 3,165 15,478 2,233 0 0 0 8,657 18,137
Changes from: May 24, 2022 Total Change is: 458
-2,270 -435 1,082 -68 -307 -198 1,377 2,398 250 0 0 0 287 -2,330
Percent of Open Interest Represented by Each Category of Trader
54.4 2.7 3.7 12.7 23.4 2.8 6.0 29.1 4.2 0.0 0.0 0.0 16.3 34.1
Number of Traders in Each Category Total Traders: 52
7 . 5 6 13 5 7 17 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 287,157
Positions
115,344 31,681 14,493 35,201 117,046 6,910 58,202 44,170 32,501 3,847 6,206 238 20,421 33,913
Changes from: May 24, 2022 Total Change is: -1,943
-11,602 3,130 -292 461 -5,845 -369 6,659 -250 4,287 -1,489 431 238 164 -3,272
Percent of Open Interest Represented by Each Category of Trader
40.2 11.0 5.0 12.3 40.8 2.4 20.3 15.4 11.3 1.3 2.2 0.1 7.1 11.8
Number of Traders in Each Category Total Traders: 141
7 8 9 17 37 19 23 37 23 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 261,055
Positions
140,519 8,686 4,393 45,239 106,436 5,709 21,554 79,949 19,029 429 1,753 222 23,959 34,878
Changes from: May 24, 2022 Total Change is: -1,016
5,345 -1,149 1,293 -837 -95 -83 -1,602 -1,540 -1,306 -878 216 152 -3,101 1,496
Percent of Open Interest Represented by Each Category of Trader
53.8 3.3 1.7 17.3 40.8 2.2 8.3 30.6 7.3 0.2 0.7 0.1 9.2 13.4
Number of Traders in Each Category Total Traders: 133
11 5 7 21 28 23 24 36 25 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 778,464
Positions
29,029 336,481 18,942 416,251 160,734 31,743 72,646 83,125 70,317 43,991 14,142 5,211 90,333 57,769
Changes from: May 24, 2022 Total Change is: -4,427
-3,771 14,750 -3,064 4,995 -7,091 -5,018 838 -7,117 3,073 -410 338 -52 -1,018 -245
Percent of Open Interest Represented by Each Category of Trader
3.7 43.2 2.4 53.5 20.6 4.1 9.3 10.7 9.0 5.7 1.8 0.7 11.6 7.4
Number of Traders in Each Category Total Traders: 360
16 18 14 109 45 51 56 53 47 42 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,573
Positions
0 13,890 0 14,640 503 3,006 881 10,398 7 0 0 0 13,039 3,769
Changes from: May 24, 2022 Total Change is: 671
0 166 0 2,032 0 -64 -675 783 -54 0 0 0 -568 -160
Percent of Open Interest Represented by Each Category of Trader
0.0 44.0 0.0 46.4 1.6 9.5 2.8 32.9 0.0 0.0 0.0 0.0 41.3 11.9
Number of Traders in Each Category Total Traders: 31
0 5 0 17 . 7 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 21,019
Positions
8,538 2,078 0 3,622 9,452 1,547 0 3,571 0 0 450 0 7,312 3,921
Changes from: May 24, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.6 9.9 0.0 17.2 45.0 7.4 0.0 17.0 0.0 0.0 2.1 0.0 34.8 18.7
Number of Traders in Each Category Total Traders: 20
. . 0 5 8 5 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 173,072
Positions
52,259 3,854 3,435 49,114 82,858 5,043 22,446 35,704 18,204 1,063 529 0 21,508 23,445
Changes from: May 24, 2022 Total Change is: -2,728
-2,384 333 925 2,393 -3,270 171 -94 4,228 -1,094 -3,905 -101 0 1,260 -3,922
Percent of Open Interest Represented by Each Category of Trader
30.2 2.2 2.0 28.4 47.9 2.9 13.0 20.6 10.5 0.6 0.3 0.0 12.4 13.5
Number of Traders in Each Category Total Traders: 95
11 . 7 16 24 12 15 24 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 214,814
Positions
8,609 104,279 1,755 93,626 9,110 930 93,573 57,740 3,590 5,269 34,640 51 7,411 2,718
Changes from: May 24, 2022 Total Change is: 35,505
-961 6,632 -57 10,942 2,714 -251 25,116 25,618 312 611 878 -9 -199 -331
Percent of Open Interest Represented by Each Category of Trader
4.0 48.5 0.8 43.6 4.2 0.4 43.6 26.9 1.7 2.5 16.1 0.0 3.5 1.3
Number of Traders in Each Category Total Traders: 186
5 9 4 27 10 5 69 29 13 15 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 74,328
Positions
169 46,171 5,005 49,758 1,780 38 13,193 17,425 356 1,255 1,359 176 4,378 2,018
Changes from: May 24, 2022 Total Change is: 10,212
0 1,502 4,330 6,724 380 5 3,256 7,644 -4,247 -519 503 116 547 -21
Percent of Open Interest Represented by Each Category of Trader
0.2 62.1 6.7 66.9 2.4 0.1 17.7 23.4 0.5 1.7 1.8 0.2 5.9 2.7
Number of Traders in Each Category Total Traders: 70
. 4 . 14 5 . 24 10 6 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 55,258
Positions
35,811 4,155 1,178 3,307 22,439 209 10,634 19,955 1,054 300 854 0 2,765 5,414
Changes from: May 24, 2022 Total Change is: -4,143
-3,240 -3,387 367 1,299 -1,258 -40 -1,790 2,124 -1,499 200 -278 0 560 -172
Percent of Open Interest Represented by Each Category of Trader
64.8 7.5 2.1 6.0 40.6 0.4 19.2 36.1 1.9 0.5 1.5 0.0 5.0 9.8
Number of Traders in Each Category Total Traders: 89
11 . . 7 22 . 17 24 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 22,605
Positions
0 11,504 0 19,293 1,902 0 2,062 6,843 572 0 309 0 678 1,475
Changes from: May 24, 2022 Total Change is: 530
-105 245 -38 474 -122 0 202 533 7 0 -15 0 -10 -80
Percent of Open Interest Represented by Each Category of Trader
0.0 50.9 0.0 85.3 8.4 0.0 9.1 30.3 2.5 0.0 1.4 0.0 3.0 6.5
Number of Traders in Each Category Total Traders: 31
0 4 0 6 . 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 42,482
Positions
23,664 6,934 268 3,481 10,436 191 7,580 5,660 429 1,197 11,066 88 5,585 7,410
Changes from: May 24, 2022 Total Change is: 761
2,608 -763 45 116 -665 8 -1,829 -745 135 -70 2,267 84 -336 394
Percent of Open Interest Represented by Each Category of Trader
55.7 16.3 0.6 8.2 24.6 0.4 17.8 13.3 1.0 2.8 26.0 0.2 13.1 17.4
Number of Traders in Each Category Total Traders: 98
17 9 . 13 14 5 15 16 9 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 84,963
Positions
47,327 13,868 535 6,962 20,872 381 15,160 11,321 858 2,393 22,132 177 11,169 14,819
Changes from: May 24, 2022 Total Change is: 1,521
5,216 -1,525 90 232 -1,329 15 -3,659 -1,491 270 -140 4,534 168 -671 789
Percent of Open Interest Represented by Each Category of Trader
55.7 16.3 0.6 8.2 24.6 0.4 17.8 13.3 1.0 2.8 26.0 0.2 13.1 17.4
Number of Traders in Each Category Total Traders: 98
17 9 . 13 14 5 15 16 9 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 46,614
Positions
26,919 31,419 0 12,786 8,835 1,903 1,952 3,309 0 0 0 0 3,054 1,148
Changes from: May 24, 2022 Total Change is: 6,012
6,119 673 0 -1,018 4,743 850 -32 -44 0 0 0 0 93 -210
Percent of Open Interest Represented by Each Category of Trader
57.7 67.4 0.0 27.4 19.0 4.1 4.2 7.1 0.0 0.0 0.0 0.0 6.6 2.5
Number of Traders in Each Category Total Traders: 30
5 6 0 14 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 636,681
Positions
54,190 70,535 37,026 201,306 128,616 64,285 39,162 82,645 149,821 30,480 38,107 4,222 56,190 61,425
Changes from: May 24, 2022 Total Change is: -23,552
3,391 4,017 -1,748 5,446 -9,863 -224 -8,037 4,826 -17,846 -2,108 -1,821 -383 -2,043 -509
Percent of Open Interest Represented by Each Category of Trader
8.5 11.1 5.8 31.6 20.2 10.1 6.2 13.0 23.5 4.8 6.0 0.7 8.8 9.6
Number of Traders in Each Category Total Traders: 565
43 31 48 146 104 123 59 92 103 48 38 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 14,485
Positions
3,325 12,648 0 6,609 688 129 1,563 0 0 0 0 0 2,859 1,020
Changes from: May 24, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
23.0 87.3 0.0 45.6 4.7 0.9 10.8 0.0 0.0 0.0 0.0 0.0 19.7 7.0
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 44,812
Positions
14,976 43,059 0 18,977 0 22 6,826 979 0 0 0 0 4,011 752
Changes from: May 24, 2022 Total Change is: 281
19 820 0 40 0 22 157 -465 0 0 0 0 43 -96
Percent of Open Interest Represented by Each Category of Trader
33.4 96.1 0.0 42.3 0.0 0.0 15.2 2.2 0.0 0.0 0.0 0.0 9.0 1.7
Number of Traders in Each Category Total Traders: 40
. 10 0 19 0 . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 3,183,403
Positions
270,948 352,674 185,128 1,006,528 643,081 321,423 195,811 413,223 749,107 152,398 190,533 21,109 280,952 307,126
Changes from: May 24, 2022 Total Change is: -117,759
16,956 20,083 -8,741 27,232 -49,313 -1,121 -40,183 24,129 -89,230 -10,540 -9,106 -1,917 -10,215 -2,543
Percent of Open Interest Represented by Each Category of Trader
8.5 11.1 5.8 31.6 20.2 10.1 6.2 13.0 23.5 4.8 6.0 0.7 8.8 9.6
Number of Traders in Each Category Total Traders: 565
43 31 48 146 104 123 59 92 103 48 38 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 26,908
Positions
18,610 23,199 0 5,591 271 0 893 1,852 29 0 0 0 1,785 1,557
Changes from: May 24, 2022 Total Change is: 398
-55 0 0 604 0 0 419 82 11 0 0 0 -581 305
Percent of Open Interest Represented by Each Category of Trader
69.2 86.2 0.0 20.8 1.0 0.0 3.3 6.9 0.1 0.0 0.0 0.0 6.6 5.8
Number of Traders in Each Category Total Traders: 25
5 5 0 7 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 20,540
Positions
2,116 19,929 0 12,918 0 0 1,863 0 0 0 0 0 3,643 611
Changes from: May 24, 2022 Total Change is: -382
0 -423 0 71 0 0 -158 0 0 0 0 0 -295 41
Percent of Open Interest Represented by Each Category of Trader
10.3 97.0 0.0 62.9 0.0 0.0 9.1 0.0 0.0 0.0 0.0 0.0 17.7 3.0
Number of Traders in Each Category Total Traders: 24
. 11 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 24,042
Positions
3,920 21,381 0 14,767 341 1,068 1,627 568 4 0 0 0 2,656 680
Changes from: May 24, 2022 Total Change is: -281
-51 -480 0 159 -9 0 -430 74 -1 0 0 0 42 135
Percent of Open Interest Represented by Each Category of Trader
16.3 88.9 0.0 61.4 1.4 4.4 6.8 2.4 0.0 0.0 0.0 0.0 11.0 2.8
Number of Traders in Each Category Total Traders: 31
5 11 0 10 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 250,537
Positions
29,330 17,554 0 31,776 1,836 341 11,772 174,121 17,323 3,429 0 0 156,567 39,363
Changes from: May 24, 2022 Total Change is: -2,795
176 503 0 -610 -2,215 -1,181 -2,093 -8,016 3,340 650 0 0 -3,077 4,774
Percent of Open Interest Represented by Each Category of Trader
11.7 7.0 0.0 12.7 0.7 0.1 4.7 69.5 6.9 1.4 0.0 0.0 62.5 15.7
Number of Traders in Each Category Total Traders: 27
. . 0 9 . 4 4 10 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 55,870
Positions
29,070 2,572 169 17,168 39,578 3,024 220 3,818 3 252 0 0 5,964 6,706
Changes from: May 24, 2022 Total Change is: -4,308
-2,537 -114 0 -215 -4,307 -252 -417 -177 1 -200 0 0 -688 541
Percent of Open Interest Represented by Each Category of Trader
52.0 4.6 0.3 30.7 70.8 5.4 0.4 6.8 0.0 0.5 0.0 0.0 10.7 12.0
Number of Traders in Each Category Total Traders: 64
6 . . 25 25 13 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 75,101
Positions
14,061 9,264 3,296 17,192 12,566 1,332 9,850 14,860 17,975 2,585 3,960 1,053 7,757 10,794
Changes from: May 24, 2022 Total Change is: -3,019
2,129 -626 241 1,350 -394 128 -114 1,309 -3,852 38 -399 -554 -2,384 1,128
Percent of Open Interest Represented by Each Category of Trader
18.7 12.3 4.4 22.9 16.7 1.8 13.1 19.8 23.9 3.4 5.3 1.4 10.3 14.4
Number of Traders in Each Category Total Traders: 313
34 17 20 50 48 33 39 63 33 29 33 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 375,503
Positions
70,306 46,322 16,479 85,960 62,831 6,660 49,251 74,300 89,875 12,923 19,801 5,265 38,785 53,971
Changes from: May 24, 2022 Total Change is: -15,094
10,644 -3,129 1,203 6,750 -1,968 638 -571 6,546 -19,261 192 -1,995 -2,768 -11,922 5,639
Percent of Open Interest Represented by Each Category of Trader
18.7 12.3 4.4 22.9 16.7 1.8 13.1 19.8 23.9 3.4 5.3 1.4 10.3 14.4
Number of Traders in Each Category Total Traders: 313
34 17 20 50 48 33 39 63 33 29 33 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 106,157
Positions
10,330 1,591 0 970 703 0 16,638 73,017 4,795 9,966 865 68 63,390 25,118
Changes from: May 24, 2022 Total Change is: 5,638
-1,114 910 0 -56 111 0 1,182 -932 1,002 -809 -437 -23 5,456 5,007
Percent of Open Interest Represented by Each Category of Trader
9.7 1.5 0.0 0.9 0.7 0.0 15.7 68.8 4.5 9.4 0.8 0.1 59.7 23.7
Number of Traders in Each Category Total Traders: 37
5 . 0 . . 0 8 13 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 557,766
Positions
245,081 22,281 2,510 148,764 264,008 52,538 39,099 131,770 24,625 24,177 35,875 239 20,732 23,919
Changes from: May 24, 2022 Total Change is: 1,670
14,147 -2,108 -121 2,467 -2,269 -1,981 -10,729 9,677 761 -2,857 -3,135 7 -24 838
Percent of Open Interest Represented by Each Category of Trader
43.9 4.0 0.5 26.7 47.3 9.4 7.0 23.6 4.4 4.3 6.4 0.0 3.7 4.3
Number of Traders in Each Category Total Traders: 343
32 11 5 74 73 49 41 81 34 12 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 31,274
Positions
7,298 29,865 0 20,224 377 0 2,188 414 0 0 0 0 1,564 618
Changes from: May 24, 2022 Total Change is: 1,180
0 1,303 0 1,466 -26 0 -288 -308 0 0 0 0 2 211
Percent of Open Interest Represented by Each Category of Trader
23.3 95.5 0.0 64.7 1.2 0.0 7.0 1.3 0.0 0.0 0.0 0.0 5.0 2.0
Number of Traders in Each Category Total Traders: 30
. 9 0 14 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 46,718
Positions
5,165 4,687 1,660 23,326 5,107 3,209 2,042 8,207 1,240 3,860 1,252 0 6,216 21,356
Changes from: May 24, 2022 Total Change is: -4,397
2,725 -291 641 -212 -1,170 219 -6,187 735 681 -3,133 -1,056 0 869 -4,156
Percent of Open Interest Represented by Each Category of Trader
11.1 10.0 3.6 49.9 10.9 6.9 4.4 17.6 2.7 8.3 2.7 0.0 13.3 45.7
Number of Traders in Each Category Total Traders: 57
6 8 . 11 6 6 7 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 408,409
Positions
29,955 161,359 2,771 283,560 143,627 55,241 12,453 22,556 1,686 13,876 16,797 63 8,804 4,309
Changes from: May 24, 2022 Total Change is: -7,342
-1,713 -6,453 -181 -6,789 -3,531 809 1,384 2,309 118 -624 897 44 -390 -1,354
Percent of Open Interest Represented by Each Category of Trader
7.3 39.5 0.7 69.4 35.2 13.5 3.0 5.5 0.4 3.4 4.1 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 200
12 14 8 75 50 41 17 18 7 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,179,076
Positions
105,000 436,985 12,044 697,271 416,372 146,217 108,589 94,266 10,988 61,815 28,902 1,513 35,639 31,789
Changes from: May 24, 2022 Total Change is: -17,819
-4,431 -367 3,275 -35,765 -14,320 -1,800 15,649 -11,769 1,164 -6,436 1,368 -27 10,552 4,657
Percent of Open Interest Represented by Each Category of Trader
8.9 37.1 1.0 59.1 35.3 12.4 9.2 8.0 0.9 5.2 2.5 0.1 3.0 2.7
Number of Traders in Each Category Total Traders: 406
28 19 12 138 93 88 51 40 31 19 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 222,486
Positions
13,416 171,497 22,996 20,570 0 3,313 144,397 2,897 14,970 2,314 6,542 140 370 131
Changes from: May 24, 2022 Total Change is: -3,763
-3,828 1,646 -2,278 28 0 1,100 5,247 -170 -4,061 37 0 0 -8 0
Percent of Open Interest Represented by Each Category of Trader
6.0 77.1 10.3 9.2 0.0 1.5 64.9 1.3 6.7 1.0 2.9 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 97
7 24 16 15 0 . 30 4 12 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,305,587
Positions
1,103 101,701 16,170 614,651 273,967 208,200 108,339 355,563 92,635 90,676 61,290 5,620 168,193 190,440
Changes from: May 24, 2022 Total Change is: -34,224
-1,234 -19,576 -2,352 4,892 -383 6,171 -23,723 -5,170 -648 1,529 1,925 630 -19,490 -14,821
Percent of Open Interest Represented by Each Category of Trader
0.1 7.8 1.2 47.1 21.0 15.9 8.3 27.2 7.1 6.9 4.7 0.4 12.9 14.6
Number of Traders in Each Category Total Traders: 177
4 17 13 61 32 61 22 27 33 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,289,256
Positions
13,982 59,899 1,500 728,100 194,500 232,776 68,157 634,333 28,785 66,809 9,994 0 149,147 127,469
Changes from: May 24, 2022 Total Change is: -100,353
-6,804 6,971 -11,508 -23,894 8,797 1,932 -3,554 -47,346 -39,439 -1,683 -322 -3,032 -12,371 -16,406
Percent of Open Interest Represented by Each Category of Trader
1.1 4.6 0.1 56.5 15.1 18.1 5.3 49.2 2.2 5.2 0.8 0.0 11.6 9.9
Number of Traders in Each Category Total Traders: 146
4 11 4 74 23 61 5 22 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 2,220,302
Positions
86,538 209,274 21,117 866,826 434,758 373,424 563,395 517,960 126,542 34,273 323,867 4,547 143,640 208,814
Changes from: May 24, 2022 Total Change is: -306,126
-3,180 -35,291 -18,608 11,888 18,728 -43,813 -90,413 -21,938 -144,591 -4,062 -40,727 -9,782 -3,565 -10,104
Percent of Open Interest Represented by Each Category of Trader
3.9 9.4 1.0 39.0 19.6 16.8 25.4 23.3 5.7 1.5 14.6 0.2 6.5 9.4
Number of Traders in Each Category Total Traders: 346
14 43 12 88 62 79 31 61 36 9 38 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 4,034,662
Positions
66,924 260,280 154,462 1,697,196 1,042,467 767,585 357,476 353,213 453,019 134,912 421,911 73,300 329,787 508,426
Changes from: May 24, 2022 Total Change is: -132,237
1,122 -2,239 -7,888 51,605 -40,399 -23,265 -76,021 11,536 -26,208 11,357 -250 -22,247 -40,692 -21,277
Percent of Open Interest Represented by Each Category of Trader
1.7 6.5 3.8 42.1 25.8 19.0 8.9 8.8 11.2 3.3 10.5 1.8 8.2 12.6
Number of Traders in Each Category Total Traders: 416
23 28 36 110 80 111 52 73 82 21 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,235,646
Positions
58,554 31,919 2,460 474,925 454,614 231,360 128,893 151,234 56,576 135,444 54,828 290 147,144 252,365
Changes from: May 24, 2022 Total Change is: -54,691
-4,431 -23,058 -8,335 -31,093 5,967 -3,766 9,540 3,126 -11,680 2,136 -2,195 -540 -6,522 -14,210
Percent of Open Interest Represented by Each Category of Trader
4.7 2.6 0.2 38.4 36.8 18.7 10.4 12.2 4.6 11.0 4.4 0.0 11.9 20.4
Number of Traders in Each Category Total Traders: 146
4 7 6 30 57 53 13 17 12 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 4,030,236
Positions
39,513 433,494 56,583 1,689,075 845,557 889,688 362,988 829,888 304,102 387,519 219,157 9,466 291,301 442,301
Changes from: May 24, 2022 Total Change is: -187,851
-16,627 30,316 -19,795 735 -7,251 -19,053 -21,915 21,237 -52,650 53,404 -7,273 -9,556 -102,394 -123,826
Percent of Open Interest Represented by Each Category of Trader
1.0 10.8 1.4 41.9 21.0 22.1 9.0 20.6 7.5 9.6 5.4 0.2 7.2 11.0
Number of Traders in Each Category Total Traders: 332
16 35 24 85 66 90 37 61 60 15 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,907,235
Positions
371,665 364,840 798,754 0 37,258 18,071 158,831 160,184 472,673 45,314 5,624 4,850 37,077 44,981
Changes from: May 24, 2022 Total Change is: 48,168
34,163 9,339 6,712 0 8,642 -2,579 -1,794 10,222 13,938 -160 100 100 -2,212 1,694
Percent of Open Interest Represented by Each Category of Trader
19.5 19.1 41.9 0.0 2.0 0.9 8.3 8.4 24.8 2.4 0.3 0.3 1.9 2.4
Number of Traders in Each Category Total Traders: 119
22 35 54 0 . 4 23 24 40 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 is24,652,832
Positions
2,685,266 1,817,908 4,366,258 715,392 252,257 946,398 385,851 1,180,794 14,806,890 31,562 165,839 280,354 434,860 836,134
Changes from: May 24, 2022 Total Change is: -68,050
-32,584 -14,611 1,542 -20,513 -38,120 -22,567 -15,838 -25,297 69,844 2,281 3,015 -39,837 -10,379 -2,019
Percent of Open Interest Represented by Each Category of Trader
10.9 7.4 17.7 2.9 1.0 3.8 1.6 4.8 60.1 0.1 0.7 1.1 1.8 3.4
Number of Traders in Each Category Total Traders: 240
23 37 56 23 15 31 31 78 97 14 16 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 6,454,178
Positions
2,057,285 1,491,176 1,408,038 70,604 354,095 158,204 603,406 917,248 2,045,654 57,569 26,890 40,418 13,002 12,455
Changes from: May 24, 2022 Total Change is: 216,124
123,581 -11,644 -27,128 -252 22,860 12,988 -19,097 94,786 115,851 -1,642 -5,714 9,722 2,100 4,403
Percent of Open Interest Represented by Each Category of Trader
31.9 23.1 21.8 1.1 5.5 2.5 9.3 14.2 31.7 0.9 0.4 0.6 0.2 0.2
Number of Traders in Each Category Total Traders: 357
52 69 95 10 27 24 60 64 92 25 38 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 461,974
Positions
143,984 160,709 140,314 4,042 22,822 0 91,734 54,481 75,959 4,214 5,275 1,083 644 1,331
Changes from: May 24, 2022 Total Change is: 8,001
4,954 -2,048 5,367 405 2,461 -288 5 3,985 -2,545 -83 -32 27 159 1,074
Percent of Open Interest Represented by Each Category of Trader
31.2 34.8 30.4 0.9 4.9 0.0 19.9 11.8 16.4 0.9 1.1 0.2 0.1 0.3
Number of Traders in Each Category Total Traders: 131
23 40 41 . . 0 20 32 33 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 24,529
Positions
4,644 4,209 5,345 0 0 0 1,494 1,947 13,027 0 0 0 19 1
Changes from: May 24, 2022 Total Change is: -352
300 0 0 0 0 0 -327 -27 -310 0 0 0 -15 -15
Percent of Open Interest Represented by Each Category of Trader
18.9 17.2 21.8 0.0 0.0 0.0 6.1 7.9 53.1 0.0 0.0 0.0 0.1 0.0
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 31, 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 161,471
Positions
11,103 31,949 3,908 0 0 0 58,656 62,624 39,955 44,555 19,712 3,294 0 29
Changes from: May 24, 2022 Total Change is: -697
-807 0 0 0 0 0 902 65 -792 0 45 0 0 -15
Percent of Open Interest Represented by Each Category of Trader
6.9 19.8 2.4 0.0 0.0 0.0 36.3 38.8 24.7 27.6 12.2 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 31, 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 11,466
Positions
209 1,702 90 5,659 572 125 1,176 6,655 888 2,005 254 220 1,093 959
Changes from: May 24, 2022 Total Change is: -1,396
18 353 66 -89 6 9 -800 -847 -465 -201 -439 124 -58 -203
Percent of Open Interest Represented by Each Category of Trader
1.8 14.8 0.8 49.4 5.0 1.1 10.3 58.0 7.7 17.5 2.2 1.9 9.5 8.4
Number of Traders in Each Category Total Traders: 90
. 4 . 6 5 . 14 41 19 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,540
Positions
605 26 0 177 440 0 3,815 7,249 1,020 4,029 1,825 0 2,894 1,980
Changes from: May 24, 2022 Total Change is: -13,447
-1,202 -24 0 -37 25 0 66 -7,834 -3,687 -8,000 -1,151 -37 -550 -739
Percent of Open Interest Represented by Each Category of Trader
4.8 0.2 0.0 1.4 3.5 0.0 30.4 57.8 8.1 32.1 14.6 0.0 23.1 15.8
Number of Traders in Each Category Total Traders: 102
. . 0 4 . 0 8 15 5 45 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 3,086
Positions
91 184 0 0 322 3 900 2,013 53 1,241 67 3 795 441
Changes from: May 24, 2022 Total Change is: -357
0 40 0 0 48 0 -83 -113 -140 -160 8 -17 43 -183
Percent of Open Interest Represented by Each Category of Trader
2.9 6.0 0.0 0.0 10.4 0.1 29.2 65.2 1.7 40.2 2.2 0.1 25.8 14.3
Number of Traders in Each Category Total Traders: 47
. 4 0 0 4 . 12 19 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 25,623
Positions
11,833 0 0 88 280 0 2,141 19,546 381 9,477 4,385 496 1,206 535
Changes from: May 24, 2022 Total Change is: -76,904
11,833 -12,740 -1 0 40 0 -85,239 -57,240 -951 -2,372 -5,797 -76 -98 -139
Percent of Open Interest Represented by Each Category of Trader
46.2 0.0 0.0 0.3 1.1 0.0 8.4 76.3 1.5 37.0 17.1 1.9 4.7 2.1
Number of Traders in Each Category Total Traders: 103
. 0 0 . . 0 4 9 . 53 34 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 64,017
Positions
1,178 29,785 0 30,554 1,374 497 13,865 28,613 354 11,621 1,262 300 5,648 1,832
Changes from: May 24, 2022 Total Change is: 2,028
206 63 0 -118 -50 15 -436 2,209 -22 1,751 131 107 525 -425
Percent of Open Interest Represented by Each Category of Trader
1.8 46.5 0.0 47.7 2.1 0.8 21.7 44.7 0.6 18.2 2.0 0.5 8.8 2.9
Number of Traders in Each Category Total Traders: 133
. . 0 21 5 4 36 21 4 28 18 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 278,850
Positions
28,497 21,358 10,562 73,999 31,180 43,026 31,398 76,844 55,380 8,381 4,471 4,953 22,654 31,076
Changes from: May 24, 2022 Total Change is: 3,818
-4,424 1,511 -2,475 7,776 4,079 875 -1,470 -6,523 8,640 -4,805 -3,024 -11 -288 746
Percent of Open Interest Represented by Each Category of Trader
10.2 7.7 3.8 26.5 11.2 15.4 11.3 27.6 19.9 3.0 1.6 1.8 8.1 11.1
Number of Traders in Each Category Total Traders: 158
12 14 16 17 22 23 33 39 41 5 8 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 35,166
Positions
1,099 20,433 0 22,531 2,245 1,235 5,385 10,135 831 3,394 130 12 679 145
Changes from: May 24, 2022 Total Change is: 756
-24 0 0 1,008 0 0 -23 705 -1 -207 80 -40 43 12
Percent of Open Interest Represented by Each Category of Trader
3.1 58.1 0.0 64.1 6.4 3.5 15.3 28.8 2.4 9.7 0.4 0.0 1.9 0.4
Number of Traders in Each Category Total Traders: 48
4 . 0 16 . . 7 6 . 10 . .
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Updated June 03, 2022