Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 160,661
Positions
8,682 32,078 6,338 43,269 29,867 6,185 29,261 40,408 16,656 19,139 2,059 30 31,100 27,039
Changes from: June 21, 2022 Total Change is: 135
2,504 -2,472 -202 -2,769 3,150 20 2,529 1,251 -811 -1,094 -615 24 -65 -210
Percent of Open Interest Represented by Each Category of Trader
5.4 20.0 3.9 26.9 18.6 3.8 18.2 25.2 10.4 11.9 1.3 0.0 19.4 16.8
Number of Traders in Each Category Total Traders: 112
9 4 8 18 17 9 18 28 15 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 43,254
Positions
19,801 736 1,506 2,970 11,397 1,123 6,562 7,940 1,640 0 0 0 9,652 18,912
Changes from: June 21, 2022 Total Change is: 2,583
823 -5 -14 -396 -1,011 -301 2,163 2,118 402 0 0 0 -93 1,395
Percent of Open Interest Represented by Each Category of Trader
45.8 1.7 3.5 6.9 26.3 2.6 15.2 18.4 3.8 0.0 0.0 0.0 22.3 43.7
Number of Traders in Each Category Total Traders: 38
4 . 4 . 10 . 11 7 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 263,137
Positions
100,720 28,018 10,341 36,588 111,460 6,660 56,582 38,142 25,214 6,143 6,004 701 20,188 36,597
Changes from: June 21, 2022 Total Change is: 3,066
-5,724 3,969 736 -639 -2,111 358 4,225 -3,152 61 2,816 -14 138 1,096 3,081
Percent of Open Interest Represented by Each Category of Trader
38.3 10.6 3.9 13.9 42.4 2.5 21.5 14.5 9.6 2.3 2.3 0.3 7.7 13.9
Number of Traders in Each Category Total Traders: 132
7 7 7 17 35 16 22 34 21 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 242,708
Positions
118,083 6,607 4,521 38,964 96,523 7,355 23,355 60,959 23,489 2,865 3,522 0 24,077 39,732
Changes from: June 21, 2022 Total Change is: -7,482
-3,184 537 -1,418 -201 173 331 1,996 -5,590 -2,063 -1,952 2,151 -32 -960 -1,572
Percent of Open Interest Represented by Each Category of Trader
48.7 2.7 1.9 16.1 39.8 3.0 9.6 25.1 9.7 1.2 1.5 0.0 9.9 16.4
Number of Traders in Each Category Total Traders: 132
10 4 7 19 27 21 20 43 26 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 729,664
Positions
40,152 326,550 11,018 400,123 152,465 29,513 60,868 79,550 54,000 41,231 13,426 6,438 86,320 56,705
Changes from: June 21, 2022 Total Change is: -792
871 11,565 587 4,451 -11,626 -984 -2,619 -2,797 36 -1,653 431 -133 -1,348 2,129
Percent of Open Interest Represented by Each Category of Trader
5.5 44.8 1.5 54.8 20.9 4.0 8.3 10.9 7.4 5.7 1.8 0.9 11.8 7.8
Number of Traders in Each Category Total Traders: 339
18 14 13 106 39 46 48 54 42 42 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,107
Positions
0 17,626 0 16,009 477 2,524 889 9,085 438 0 0 0 14,247 3,957
Changes from: June 21, 2022 Total Change is: -317
0 0 0 179 0 -122 0 -389 0 0 0 0 -374 194
Percent of Open Interest Represented by Each Category of Trader
0.0 51.7 0.0 46.9 1.4 7.4 2.6 26.6 1.3 0.0 0.0 0.0 41.8 11.6
Number of Traders in Each Category Total Traders: 29
0 . 0 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 158,634
Positions
39,604 3,561 1,982 51,719 69,128 6,237 15,584 31,613 20,943 1,395 12 351 20,821 24,807
Changes from: June 21, 2022 Total Change is: 4,826
1,976 148 150 -3,904 -1,837 683 1,808 1,477 2,835 79 2 130 1,068 1,237
Percent of Open Interest Represented by Each Category of Trader
25.0 2.2 1.2 32.6 43.6 3.9 9.8 19.9 13.2 0.9 0.0 0.2 13.1 15.6
Number of Traders in Each Category Total Traders: 86
8 4 5 15 16 12 13 24 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 195,688
Positions
5,754 119,196 1,961 115,556 7,960 505 58,813 17,722 1,800 4,209 44,334 0 7,090 2,210
Changes from: June 21, 2022 Total Change is: 2,251
-10,170 2,033 5 18,335 1,425 -321 -5,416 -1,709 -101 -718 1,251 -91 728 -241
Percent of Open Interest Represented by Each Category of Trader
2.9 60.9 1.0 59.1 4.1 0.3 30.1 9.1 0.9 2.2 22.7 0.0 3.6 1.1
Number of Traders in Each Category Total Traders: 145
6 7 . 23 12 4 53 21 9 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 60,138
Positions
105 41,368 4,204 27,006 1,177 30 22,953 10,793 250 2,283 512 0 3,307 1,804
Changes from: June 21, 2022 Total Change is: -8,720
-4 -221 3,840 -30,223 -145 0 16,723 -12,200 249 626 -460 0 69 217
Percent of Open Interest Represented by Each Category of Trader
0.2 68.8 7.0 44.9 2.0 0.0 38.2 17.9 0.4 3.8 0.9 0.0 5.5 3.0
Number of Traders in Each Category Total Traders: 68
. 4 . 12 4 . 15 20 4 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 40,338
Positions
20,872 3,276 49 1,657 19,132 405 14,516 11,231 196 364 530 22 2,257 5,497
Changes from: June 21, 2022 Total Change is: -2,552
478 46 -21 -1,290 -1,571 380 -2,365 -1,641 133 0 82 22 111 18
Percent of Open Interest Represented by Each Category of Trader
51.7 8.1 0.1 4.1 47.4 1.0 36.0 27.8 0.5 0.9 1.3 0.1 5.6 13.6
Number of Traders in Each Category Total Traders: 95
10 . . 7 21 4 26 23 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 31,842
Positions
269 22,751 36 26,582 2,726 257 1,809 2,767 1,756 121 0 24 988 1,525
Changes from: June 21, 2022 Total Change is: -2,093
118 -308 36 -2,035 661 -20 -231 -2,578 -16 121 0 24 -90 108
Percent of Open Interest Represented by Each Category of Trader
0.8 71.4 0.1 83.5 8.6 0.8 5.7 8.7 5.5 0.4 0.0 0.1 3.1 4.8
Number of Traders in Each Category Total Traders: 30
. 4 . 4 5 . 7 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 33,461
Positions
16,991 3,160 117 3,904 8,488 241 6,158 4,446 636 388 9,074 8 5,019 7,293
Changes from: June 21, 2022 Total Change is: -1,109
-736 -696 17 -434 -285 33 -312 -1,038 564 -22 -47 0 -220 342
Percent of Open Interest Represented by Each Category of Trader
50.8 9.4 0.3 11.7 25.4 0.7 18.4 13.3 1.9 1.2 27.1 0.0 15.0 21.8
Number of Traders in Each Category Total Traders: 85
14 9 . 13 15 4 14 14 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 66,921
Positions
33,981 6,319 234 7,808 16,975 481 12,316 8,891 1,271 776 18,148 15 10,038 14,586
Changes from: June 21, 2022 Total Change is: -2,218
-1,472 -1,391 33 -867 -569 66 -623 -2,076 1,129 -43 -94 0 -440 685
Percent of Open Interest Represented by Each Category of Trader
50.8 9.4 0.3 11.7 25.4 0.7 18.4 13.3 1.9 1.2 27.1 0.0 15.0 21.8
Number of Traders in Each Category Total Traders: 85
14 9 . 13 15 4 14 14 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,262
Positions
19,652 22,656 0 15,561 14,328 1,651 2,843 2,015 0 0 0 0 2,555 1,612
Changes from: June 21, 2022 Total Change is: 1,187
990 1,251 0 -1,500 749 -11 1,593 -939 -5 0 0 0 120 142
Percent of Open Interest Represented by Each Category of Trader
46.5 53.6 0.0 36.8 33.9 3.9 6.7 4.8 0.0 0.0 0.0 0.0 6.0 3.8
Number of Traders in Each Category Total Traders: 33
5 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 647,804
Positions
73,733 48,536 32,011 201,630 161,854 62,016 27,372 82,259 166,131 26,009 30,740 4,906 53,996 59,351
Changes from: June 21, 2022 Total Change is: -12,786
5,540 -3,731 -1,556 -1,846 -4,104 -2,132 -10,882 3,292 1,638 -2,763 -5,600 -244 -541 -349
Percent of Open Interest Represented by Each Category of Trader
11.4 7.5 4.9 31.1 25.0 9.6 4.2 12.7 25.6 4.0 4.7 0.8 8.3 9.2
Number of Traders in Each Category Total Traders: 577
39 31 40 149 107 122 65 105 110 45 33 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 32,942
Positions
8,098 26,660 0 13,613 2,625 0 6,636 2,441 559 0 0 0 4,036 657
Changes from: June 21, 2022 Total Change is: 1,719
3,370 -2,969 0 -1,163 2,625 0 -710 2,441 559 0 0 0 -337 -937
Percent of Open Interest Represented by Each Category of Trader
24.6 80.9 0.0 41.3 8.0 0.0 20.1 7.4 1.7 0.0 0.0 0.0 12.3 2.0
Number of Traders in Each Category Total Traders: 35
5 7 0 12 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 3,239,020
Positions
368,666 242,679 160,056 1,008,151 809,269 310,081 136,858 411,296 830,653 130,044 153,700 24,532 269,979 296,753
Changes from: June 21, 2022 Total Change is: -63,931
27,698 -18,655 -7,780 -9,232 -20,519 -10,662 -54,408 16,459 8,190 -13,815 -28,001 -1,219 -2,703 -1,743
Percent of Open Interest Represented by Each Category of Trader
11.4 7.5 4.9 31.1 25.0 9.6 4.2 12.7 25.6 4.0 4.7 0.8 8.3 9.2
Number of Traders in Each Category Total Traders: 577
39 31 40 149 107 122 65 105 110 45 33 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 20,522
Positions
13,924 15,112 0 4,531 1,454 330 437 1,678 0 0 208 0 1,300 1,740
Changes from: June 21, 2022 Total Change is: -551
467 -1,155 0 -503 774 330 -38 -173 0 0 -74 0 -807 -253
Percent of Open Interest Represented by Each Category of Trader
67.8 73.6 0.0 22.1 7.1 1.6 2.1 8.2 0.0 0.0 1.0 0.0 6.3 8.5
Number of Traders in Each Category Total Traders: 23
5 6 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,691
Positions
2,171 19,151 0 12,572 0 0 1,537 0 0 0 0 0 3,411 540
Changes from: June 21, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.0 97.3 0.0 63.8 0.0 0.0 7.8 0.0 0.0 0.0 0.0 0.0 17.3 2.7
Number of Traders in Each Category Total Traders: 20
. 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 21,372
Positions
783 18,093 0 15,330 321 1,034 1,883 1,071 0 0 0 0 2,342 853
Changes from: June 21, 2022 Total Change is: 1,961
29 2,015 0 2,528 32 0 166 224 0 0 0 0 -762 -310
Percent of Open Interest Represented by Each Category of Trader
3.7 84.7 0.0 71.7 1.5 4.8 8.8 5.0 0.0 0.0 0.0 0.0 11.0 4.0
Number of Traders in Each Category Total Traders: 24
. 8 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 116,024
Positions
8,046 3,349 0 36,179 0 20 7,160 65,752 11,352 0 18 0 53,267 35,533
Changes from: June 21, 2022 Total Change is: 8,051
3,646 1,189 0 -1,633 0 -165 688 4,478 3,130 0 18 0 2,385 -600
Percent of Open Interest Represented by Each Category of Trader
6.9 2.9 0.0 31.2 0.0 0.0 6.2 56.7 9.8 0.0 0.0 0.0 45.9 30.6
Number of Traders in Each Category Total Traders: 25
. . 0 10 0 . . 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 212,036
Positions
72,006 73,472 95,884 0 0 0 3,081 1,012 39,538 0 0 0 1,527 2,130
Changes from: June 21, 2022 Total Change is: 7,400
500 3,000 3,000 0 0 0 2,081 -419 1,819 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
34.0 34.7 45.2 0.0 0.0 0.0 1.5 0.5 18.6 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 56,074
Positions
28,870 1,516 121 15,508 40,986 3,253 1,632 3,951 40 0 0 0 6,650 6,207
Changes from: June 21, 2022 Total Change is: -1,727
-309 679 -65 -1,815 -1,953 -125 651 -125 21 0 -387 0 -85 228
Percent of Open Interest Represented by Each Category of Trader
51.5 2.7 0.2 27.7 73.1 5.8 2.9 7.0 0.1 0.0 0.0 0.0 11.9 11.1
Number of Traders in Each Category Total Traders: 64
7 . . 22 25 12 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 66,806
Positions
9,384 8,503 1,142 16,074 12,253 1,981 11,242 14,900 15,355 2,835 3,121 865 7,927 8,687
Changes from: June 21, 2022 Total Change is: 4,013
1,884 1,517 -152 -7 -480 471 765 1,432 1,943 63 -224 -180 -776 -314
Percent of Open Interest Represented by Each Category of Trader
14.0 12.7 1.7 24.1 18.3 3.0 16.8 22.3 23.0 4.2 4.7 1.3 11.9 13.0
Number of Traders in Each Category Total Traders: 309
29 17 12 52 43 27 44 62 37 28 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 334,030
Positions
46,921 42,513 5,709 80,371 61,263 9,906 56,211 74,499 76,774 14,177 15,604 4,326 39,636 43,437
Changes from: June 21, 2022 Total Change is: 20,064
9,421 7,583 -760 -33 -2,401 2,357 3,826 7,159 9,717 317 -1,120 -902 -3,880 -1,569
Percent of Open Interest Represented by Each Category of Trader
14.0 12.7 1.7 24.1 18.3 3.0 16.8 22.3 23.0 4.2 4.7 1.3 11.9 13.0
Number of Traders in Each Category Total Traders: 309
29 17 12 52 43 27 44 62 37 28 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 62,027
Positions
2,713 298 0 1,337 2,189 0 17,469 11,641 6,724 520 1,061 300 32,964 39,814
Changes from: June 21, 2022 Total Change is: -1,009
360 298 0 -289 478 0 -12,110 -224 4,597 -8 -526 100 6,341 -5,733
Percent of Open Interest Represented by Each Category of Trader
4.4 0.5 0.0 2.2 3.5 0.0 28.2 18.8 10.8 0.8 1.7 0.5 53.1 64.2
Number of Traders in Each Category Total Traders: 32
. . 0 . . 0 9 10 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 585,584
Positions
245,527 28,532 2,013 150,371 274,850 52,801 77,523 145,101 21,669 15,579 35,125 495 19,605 24,998
Changes from: June 21, 2022 Total Change is: 650
6,664 1,004 -323 -1,271 -8,031 295 3,338 8,902 1,088 -9,156 -5,540 435 -421 2,819
Percent of Open Interest Represented by Each Category of Trader
41.9 4.9 0.3 25.7 46.9 9.0 13.2 24.8 3.7 2.7 6.0 0.1 3.3 4.3
Number of Traders in Each Category Total Traders: 335
30 11 4 76 75 54 40 75 32 8 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 27,466
Positions
4,380 25,993 0 19,155 365 0 1,840 221 0 0 0 0 2,091 887
Changes from: June 21, 2022 Total Change is: -1,360
-245 -1,075 0 -1,322 1 0 -348 -292 0 0 0 0 555 6
Percent of Open Interest Represented by Each Category of Trader
15.9 94.6 0.0 69.7 1.3 0.0 6.7 0.8 0.0 0.0 0.0 0.0 7.6 3.2
Number of Traders in Each Category Total Traders: 27
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 13,442
Positions
0 3,058 0 7,999 2,250 76 2,164 1,986 0 1,026 3,409 0 2,177 2,663
Changes from: June 21, 2022 Total Change is: 1,062
0 22 0 250 110 5 589 430 0 235 573 0 -17 -78
Percent of Open Interest Represented by Each Category of Trader
0.0 22.7 0.0 59.5 16.7 0.6 16.1 14.8 0.0 7.6 25.4 0.0 16.2 19.8
Number of Traders in Each Category Total Traders: 25
0 . 0 9 4 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 56,111
Positions
7,176 3,789 763 24,399 6,019 3,575 5,184 9,574 99 9,603 252 0 5,312 32,040
Changes from: June 21, 2022 Total Change is: 4,913
-497 560 139 1,399 53 34 1,953 -694 99 1,669 0 -2 119 4,724
Percent of Open Interest Represented by Each Category of Trader
12.8 6.8 1.4 43.5 10.7 6.4 9.2 17.1 0.2 17.1 0.4 0.0 9.5 57.1
Number of Traders in Each Category Total Traders: 61
7 8 . 11 5 6 7 16 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 390,709
Positions
33,794 151,032 1,059 267,849 156,544 51,564 15,373 15,895 1,391 11,593 7,634 369 7,717 5,221
Changes from: June 21, 2022 Total Change is: 4,255
3,301 3,943 -936 4,565 -548 197 -1,799 -2,490 108 -2,453 3,325 93 1,179 563
Percent of Open Interest Represented by Each Category of Trader
8.6 38.7 0.3 68.6 40.1 13.2 3.9 4.1 0.4 3.0 2.0 0.1 2.0 1.3
Number of Traders in Each Category Total Traders: 192
12 14 . 65 56 42 14 16 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,091,678
Positions
120,397 337,672 21,282 639,067 420,529 134,757 71,995 120,285 7,307 68,356 22,868 2,078 26,439 24,900
Changes from: June 21, 2022 Total Change is: -757
15,549 -9,479 257 6,718 -10,853 1,649 -15,132 16,859 -501 -10,594 -1,841 264 1,033 2,888
Percent of Open Interest Represented by Each Category of Trader
11.0 30.9 1.9 58.5 38.5 12.3 6.6 11.0 0.7 6.3 2.1 0.2 2.4 2.3
Number of Traders in Each Category Total Traders: 403
27 20 12 138 92 82 45 44 26 20 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 227,292
Positions
16,617 172,317 21,808 23,680 0 3,658 142,144 3,377 16,126 2,490 6,720 140 629 3,146
Changes from: June 21, 2022 Total Change is: 3,747
1,716 588 -640 100 0 -100 1,689 160 696 39 37 0 247 3,006
Percent of Open Interest Represented by Each Category of Trader
7.3 75.8 9.6 10.4 0.0 1.6 62.5 1.5 7.1 1.1 3.0 0.1 0.3 1.4
Number of Traders in Each Category Total Traders: 96
8 23 16 13 0 . 29 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,292,661
Positions
3,162 106,744 26,974 634,023 295,401 209,717 90,918 318,984 66,469 80,669 88,406 7,697 173,031 172,268
Changes from: June 21, 2022 Total Change is: -38,091
1,368 1,315 -10,678 5,390 1,274 -6,896 -3,072 4,944 -28,569 1,867 14,470 -4,367 6,867 -9,583
Percent of Open Interest Represented by Each Category of Trader
0.2 8.3 2.1 49.0 22.9 16.2 7.0 24.7 5.1 6.2 6.8 0.6 13.4 13.3
Number of Traders in Each Category Total Traders: 179
4 17 15 62 32 59 17 32 32 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,285,320
Positions
19,244 58,421 2,717 781,159 206,744 221,723 33,365 656,704 11,532 67,106 9,640 0 148,474 117,839
Changes from: June 21, 2022 Total Change is: 3,822
-3,227 8,514 691 22,806 603 -4,752 -12,812 365 2,044 -2,989 -3,278 0 2,061 -365
Percent of Open Interest Represented by Each Category of Trader
1.5 4.5 0.2 60.8 16.1 17.3 2.6 51.1 0.9 5.2 0.8 0.0 11.6 9.2
Number of Traders in Each Category Total Traders: 150
6 10 . 77 24 62 6 19 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 2,125,308
Positions
87,459 253,241 14,031 876,693 551,446 369,935 511,846 357,303 111,353 18,366 239,711 1,278 134,347 227,010
Changes from: June 21, 2022 Total Change is: 29,870
-5,873 31,505 577 25,536 23,323 8,029 51,706 34,367 -38,958 -11,512 -35,480 185 180 6,321
Percent of Open Interest Represented by Each Category of Trader
4.1 11.9 0.7 41.3 25.9 17.4 24.1 16.8 5.2 0.9 11.3 0.1 6.3 10.7
Number of Traders in Each Category Total Traders: 352
12 47 11 91 67 86 42 51 36 8 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 4,028,201
Positions
51,566 260,355 176,747 1,673,515 1,083,300 751,834 418,961 293,595 429,393 128,294 485,788 61,305 336,585 485,885
Changes from: June 21, 2022 Total Change is: -298,029
-9,641 20,366 -54,641 19,260 -8,096 -54,935 62,757 11,722 -196,959 -49,152 29,384 -32,545 17,828 -12,325
Percent of Open Interest Represented by Each Category of Trader
1.3 6.5 4.4 41.5 26.9 18.7 10.4 7.3 10.7 3.2 12.1 1.5 8.4 12.1
Number of Traders in Each Category Total Traders: 399
16 36 32 98 88 113 49 61 78 21 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,198,262
Positions
64,539 31,235 1,815 479,389 441,720 259,700 106,388 111,310 32,255 122,747 62,818 0 131,429 257,409
Changes from: June 21, 2022 Total Change is: -10,480
5,691 901 969 1,779 1,662 2,970 -36,508 -11,153 -5,890 -3,271 -406 -150 23,930 617
Percent of Open Interest Represented by Each Category of Trader
5.4 2.6 0.2 40.0 36.9 21.7 8.9 9.3 2.7 10.2 5.2 0.0 11.0 21.5
Number of Traders in Each Category Total Traders: 138
5 6 4 34 55 54 10 12 12 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 4,214,615
Positions
44,293 601,983 55,237 1,739,270 861,248 893,374 428,315 705,521 322,219 420,005 290,562 9,936 301,967 474,536
Changes from: June 21, 2022 Total Change is: -59,839
-4,483 50,613 -29,947 14,991 -30,684 442 53,011 52,910 -92,491 12,170 12,588 -6,229 -7,304 -17,042
Percent of Open Interest Represented by Each Category of Trader
1.1 14.3 1.3 41.3 20.4 21.2 10.2 16.7 7.6 10.0 6.9 0.2 7.2 11.3
Number of Traders in Each Category Total Traders: 324
10 37 22 81 71 89 38 46 47 15 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,748,855
Positions
316,365 294,058 584,278 956 58,649 15,522 352,108 350,504 390,362 49,578 6,616 500 39,186 48,366
Changes from: June 21, 2022 Total Change is: 102,551
66,239 -44,841 -5,398 -150 2,954 -1,715 31,501 124,299 18,474 -142 4,800 -1,894 -4,364 5,872
Percent of Open Interest Represented by Each Category of Trader
18.1 16.8 33.4 0.1 3.4 0.9 20.1 20.0 22.3 2.8 0.4 0.0 2.2 2.8
Number of Traders in Each Category Total Traders: 126
33 26 54 . 5 . 23 30 45 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 is21,313,559
Positions
2,402,542 1,871,060 3,419,942 1,267,414 173,911 766,871 374,911 1,508,091 12,305,284 31,212 167,838 297,885 447,498 802,676
Changes from: June 21, 2022 Total Change is: 32,926
-37,093 -6,442 60,236 238,625 -11,899 -14,128 1,543 203,848 -177,256 -10,481 14,373 -16,789 -11,730 -19,017
Percent of Open Interest Represented by Each Category of Trader
11.3 8.8 16.0 5.9 0.8 3.6 1.8 7.1 57.7 0.1 0.8 1.4 2.1 3.8
Number of Traders in Each Category Total Traders: 230
23 35 53 23 12 26 33 71 93 17 12 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 7,947,327
Positions
2,037,700 1,990,661 1,287,662 540,145 481,917 156,439 716,470 849,789 3,098,819 70,281 44,289 21,677 18,135 16,074
Changes from: June 21, 2022 Total Change is: 608,374
48,289 122,208 38,852 176,761 41,732 270 82,577 153,909 256,933 1,409 -3,287 -1,218 4,500 -1,025
Percent of Open Interest Represented by Each Category of Trader
25.6 25.0 16.2 6.8 6.1 2.0 9.0 10.7 39.0 0.9 0.6 0.3 0.2 0.2
Number of Traders in Each Category Total Traders: 367
45 76 100 15 23 23 57 71 104 28 40 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 605,649
Positions
84,760 326,992 126,800 2,353 9,597 925 295,999 46,188 91,496 2,851 2,893 312 153 446
Changes from: June 21, 2022 Total Change is: 117,300
-23,162 72,276 18,303 1,000 6,452 -29 105,119 3,941 16,300 -133 95 -17 -81 -21
Percent of Open Interest Represented by Each Category of Trader
14.0 54.0 20.9 0.4 1.6 0.2 48.9 7.6 15.1 0.5 0.5 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 138
25 47 38 . . . 28 24 36 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 14,599
Positions
153 2,017 222 6,718 1,088 154 2,402 7,676 1,654 2,062 426 316 918 1,046
Changes from: June 21, 2022 Total Change is: -569
91 -10 115 -356 76 47 768 -26 -299 -273 110 -470 -192 -112
Percent of Open Interest Represented by Each Category of Trader
1.0 13.8 1.5 46.0 7.5 1.1 16.5 52.6 11.3 14.1 2.9 2.2 6.3 7.2
Number of Traders in Each Category Total Traders: 104
. . . 4 10 . 19 46 21 10 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 16,429
Positions
668 340 0 130 973 55 3,475 7,330 3,580 5,295 1,847 24 3,202 2,279
Changes from: June 21, 2022 Total Change is: -7,030
-1,252 -301 0 -51 197 -36 -762 -7,748 1,293 -5,498 -227 1 -723 -209
Percent of Open Interest Represented by Each Category of Trader
4.1 2.1 0.0 0.8 5.9 0.3 21.2 44.6 21.8 32.2 11.2 0.1 19.5 13.9
Number of Traders in Each Category Total Traders: 131
5 . 0 . . . 10 22 9 50 36 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 3,967
Positions
91 294 0 0 449 3 1,499 2,175 138 1,449 226 105 682 577
Changes from: June 21, 2022 Total Change is: 352
0 217 0 0 -120 0 522 408 -44 -28 -29 0 -98 -80
Percent of Open Interest Represented by Each Category of Trader
2.3 7.4 0.0 0.0 11.3 0.1 37.8 54.8 3.5 36.5 5.7 2.6 17.2 14.5
Number of Traders in Each Category Total Traders: 50
. . 0 0 5 . 11 21 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 34,952
Positions
7,959 0 0 138 1,489 0 9,478 21,608 3,661 12,419 7,400 161 1,136 633
Changes from: June 21, 2022 Total Change is: -2,523
-8,104 0 0 0 171 0 7,761 -2,006 -821 -348 666 -376 -635 -157
Percent of Open Interest Represented by Each Category of Trader
22.8 0.0 0.0 0.4 4.3 0.0 27.1 61.8 10.5 35.5 21.2 0.5 3.2 1.8
Number of Traders in Each Category Total Traders: 116
. 0 0 . . 0 10 . . 67 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 63,304
Positions
895 38,707 0 30,221 1,053 503 17,364 17,890 326 8,471 2,657 71 5,453 2,097
Changes from: June 21, 2022 Total Change is: 4,598
277 276 0 -128 378 54 2,563 3,598 -7 1,009 1,060 -57 887 -704
Percent of Open Interest Represented by Each Category of Trader
1.4 61.1 0.0 47.7 1.7 0.8 27.4 28.3 0.5 13.4 4.2 0.1 8.6 3.3
Number of Traders in Each Category Total Traders: 120
. . 0 17 5 . 39 13 4 29 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 257,123
Positions
22,418 14,084 13,345 96,624 25,369 35,894 18,982 94,511 33,038 7,452 4,292 7,247 22,123 29,343
Changes from: June 21, 2022 Total Change is: -807
-2,727 -3,329 -1,565 5,237 1,706 80 -3,315 -629 3,010 -1,012 -978 -920 405 1,818
Percent of Open Interest Represented by Each Category of Trader
8.7 5.5 5.2 37.6 9.9 14.0 7.4 36.8 12.8 2.9 1.7 2.8 8.6 11.4
Number of Traders in Each Category Total Traders: 150
10 15 18 23 20 22 22 44 38 . 8 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 65,594
Positions
38,203 49,963 10 18,845 3,697 1,720 4,481 9,080 787 1,092 189 0 456 148
Changes from: June 21, 2022 Total Change is: 424
-35 1,011 10 -1,261 0 485 624 -1,091 0 592 20 0 9 -11
Percent of Open Interest Represented by Each Category of Trader
58.2 76.2 0.0 28.7 5.6 2.6 6.8 13.8 1.2 1.7 0.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 49
. 6 . 15 . . 5 9 . 8 . 0
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Updated July 01, 2022