Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 168,871
Positions
13,935 24,601 7,911 39,601 36,866 6,938 29,492 38,995 19,595 18,910 2,936 30 32,460 30,998
Changes from: June 28, 2022 Total Change is: 8,210
5,252 -7,478 1,573 -3,668 6,999 753 231 -1,413 2,939 -229 878 0 1,360 3,959
Percent of Open Interest Represented by Each Category of Trader
8.3 14.6 4.7 23.5 21.8 4.1 17.5 23.1 11.6 11.2 1.7 0.0 19.2 18.4
Number of Traders in Each Category Total Traders: 113
9 5 8 15 18 10 20 29 16 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 41,736
Positions
19,942 374 1,577 2,822 9,815 983 6,417 9,071 1,317 0 0 0 8,677 18,599
Changes from: June 28, 2022 Total Change is: -1,518
141 -362 71 -148 -1,582 -140 -145 1,131 -323 0 0 0 -975 -313
Percent of Open Interest Represented by Each Category of Trader
47.8 0.9 3.8 6.8 23.5 2.4 15.4 21.7 3.2 0.0 0.0 0.0 20.8 44.6
Number of Traders in Each Category Total Traders: 38
5 . 4 4 9 . 10 8 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 282,157
Positions
106,646 23,657 12,682 38,232 116,411 7,092 56,689 44,180 31,595 8,346 6,005 894 19,981 39,642
Changes from: June 28, 2022 Total Change is: 19,020
5,926 -4,361 2,341 1,644 4,951 432 107 6,038 6,381 2,203 1 193 -207 3,045
Percent of Open Interest Represented by Each Category of Trader
37.8 8.4 4.5 13.6 41.3 2.5 20.1 15.7 11.2 3.0 2.1 0.3 7.1 14.0
Number of Traders in Each Category Total Traders: 135
9 5 6 15 36 14 21 37 21 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 245,636
Positions
116,457 13,621 4,168 38,531 100,803 6,901 24,879 56,639 23,923 3,298 2,556 268 27,211 36,757
Changes from: June 28, 2022 Total Change is: 2,928
-1,626 7,014 -353 -432 4,280 -454 1,525 -4,320 435 433 -966 268 3,133 -2,975
Percent of Open Interest Represented by Each Category of Trader
47.4 5.5 1.7 15.7 41.0 2.8 10.1 23.1 9.7 1.3 1.0 0.1 11.1 15.0
Number of Traders in Each Category Total Traders: 132
10 6 9 17 29 21 22 38 26 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 754,360
Positions
34,662 299,099 19,773 402,816 153,639 31,933 63,408 97,523 66,981 43,315 17,684 5,834 85,639 61,894
Changes from: June 28, 2022 Total Change is: 24,696
-5,491 -27,451 8,755 2,693 1,174 2,420 2,539 17,973 12,981 2,084 4,258 -604 -681 5,190
Percent of Open Interest Represented by Each Category of Trader
4.6 39.6 2.6 53.4 20.4 4.2 8.4 12.9 8.9 5.7 2.3 0.8 11.4 8.2
Number of Traders in Each Category Total Traders: 347
17 12 12 106 40 49 48 62 37 42 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 35,143
Positions
0 17,619 0 16,365 477 2,524 1,828 10,388 441 0 0 0 13,985 3,694
Changes from: June 28, 2022 Total Change is: 1,036
0 -7 0 356 0 0 939 1,303 3 0 0 0 -262 -263
Percent of Open Interest Represented by Each Category of Trader
0.0 50.1 0.0 46.6 1.4 7.2 5.2 29.6 1.3 0.0 0.0 0.0 39.8 10.5
Number of Traders in Each Category Total Traders: 30
0 . 0 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 18,329
Positions
876 2,952 26 3,853 8,206 1,439 4,003 1,282 0 0 450 0 8,132 3,974
Changes from: June 28, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.8 16.1 0.1 21.0 44.8 7.9 21.8 7.0 0.0 0.0 2.5 0.0 44.4 21.7
Number of Traders in Each Category Total Traders: 20
. . . 5 6 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 171,697
Positions
47,476 3,611 1,748 52,128 68,953 6,371 16,851 37,371 25,473 1,395 455 766 19,489 26,948
Changes from: June 28, 2022 Total Change is: 13,063
7,872 50 -234 409 -175 134 1,267 5,758 4,530 0 443 416 -1,331 2,141
Percent of Open Interest Represented by Each Category of Trader
27.7 2.1 1.0 30.4 40.2 3.7 9.8 21.8 14.8 0.8 0.3 0.4 11.4 15.7
Number of Traders in Each Category Total Traders: 95
9 . 5 16 16 12 16 28 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 199,813
Positions
8,446 121,543 2,060 114,790 7,814 771 60,491 17,346 3,212 3,073 44,418 0 6,970 2,649
Changes from: June 28, 2022 Total Change is: 4,125
2,692 2,347 99 -766 -146 266 1,678 -376 1,412 -1,136 85 0 -120 438
Percent of Open Interest Represented by Each Category of Trader
4.2 60.8 1.0 57.4 3.9 0.4 30.3 8.7 1.6 1.5 22.2 0.0 3.5 1.3
Number of Traders in Each Category Total Traders: 135
. 9 . 21 12 4 46 23 10 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 39,492
Positions
110 25,526 788 23,142 1,230 30 10,179 9,038 344 1,810 512 0 3,089 2,024
Changes from: June 28, 2022 Total Change is: -20,646
5 -15,842 -3,416 -3,864 53 0 -12,774 -1,755 94 -473 0 0 -218 220
Percent of Open Interest Represented by Each Category of Trader
0.3 64.6 2.0 58.6 3.1 0.1 25.8 22.9 0.9 4.6 1.3 0.0 7.8 5.1
Number of Traders in Each Category Total Traders: 61
. . . 11 4 . 13 17 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 47,237
Positions
22,444 1,835 1,902 3,394 21,728 385 16,335 14,595 65 0 550 22 2,690 6,155
Changes from: June 28, 2022 Total Change is: 6,899
1,572 -1,441 1,853 1,737 2,596 -20 1,819 3,364 -131 -364 20 0 433 658
Percent of Open Interest Represented by Each Category of Trader
47.5 3.9 4.0 7.2 46.0 0.8 34.6 30.9 0.1 0.0 1.2 0.0 5.7 13.0
Number of Traders in Each Category Total Traders: 92
7 5 . 8 22 . 20 27 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 30,529
Positions
601 22,657 100 23,127 2,816 0 4,951 2,047 955 0 139 0 795 1,815
Changes from: June 28, 2022 Total Change is: -1,313
332 -94 64 -3,455 90 -257 3,142 -720 -801 -121 139 -24 -193 290
Percent of Open Interest Represented by Each Category of Trader
2.0 74.2 0.3 75.8 9.2 0.0 16.2 6.7 3.1 0.0 0.5 0.0 2.6 5.9
Number of Traders in Each Category Total Traders: 34
. 4 . 4 6 0 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 33,777
Positions
16,806 2,992 106 3,666 8,968 282 6,839 4,834 627 236 8,527 0 5,216 7,442
Changes from: June 28, 2022 Total Change is: 317
-185 -168 -12 -238 480 42 681 388 -9 -152 -547 -8 196 149
Percent of Open Interest Represented by Each Category of Trader
49.8 8.9 0.3 10.9 26.5 0.8 20.2 14.3 1.9 0.7 25.2 0.0 15.4 22.0
Number of Traders in Each Category Total Traders: 82
16 8 . 12 14 4 12 16 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 67,554
Positions
33,611 5,984 211 7,332 17,935 564 13,678 9,668 1,254 473 17,054 0 10,431 14,884
Changes from: June 28, 2022 Total Change is: 633
-370 -335 -23 -476 960 83 1,362 776 -17 -304 -1,094 -15 393 298
Percent of Open Interest Represented by Each Category of Trader
49.8 8.9 0.3 10.9 26.5 0.8 20.2 14.3 1.9 0.7 25.2 0.0 15.4 22.0
Number of Traders in Each Category Total Traders: 82
16 8 . 12 14 4 12 16 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 44,411
Positions
19,421 23,982 0 16,655 14,697 2,224 3,652 2,370 0 0 0 0 2,459 1,138
Changes from: June 28, 2022 Total Change is: 2,149
-231 1,326 0 1,094 369 573 809 355 0 0 0 0 -96 -474
Percent of Open Interest Represented by Each Category of Trader
43.7 54.0 0.0 37.5 33.1 5.0 8.2 5.3 0.0 0.0 0.0 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 34
5 6 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 641,872
Positions
78,230 51,199 31,289 204,881 163,030 59,595 27,267 92,052 149,589 31,885 28,096 5,037 54,099 61,984
Changes from: June 28, 2022 Total Change is: -5,932
4,496 2,663 -722 3,251 1,177 -2,421 -105 9,793 -16,541 5,876 -2,644 131 103 2,633
Percent of Open Interest Represented by Each Category of Trader
12.2 8.0 4.9 31.9 25.4 9.3 4.2 14.3 23.3 5.0 4.4 0.8 8.4 9.7
Number of Traders in Each Category Total Traders: 578
35 34 38 142 110 119 67 108 110 46 33 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 31,842
Positions
6,045 27,828 0 14,382 261 0 7,156 2,441 559 0 0 0 3,700 753
Changes from: June 28, 2022 Total Change is: -1,100
-2,053 1,168 0 769 -2,364 0 520 0 0 0 0 0 -336 96
Percent of Open Interest Represented by Each Category of Trader
19.0 87.4 0.0 45.2 0.8 0.0 22.5 7.7 1.8 0.0 0.0 0.0 11.6 2.4
Number of Traders in Each Category Total Traders: 36
5 7 0 12 . 0 9 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 3,209,362
Positions
391,148 255,996 156,446 1,024,407 815,151 297,977 136,334 460,261 747,946 159,423 140,479 25,186 270,494 309,919
Changes from: June 28, 2022 Total Change is: -29,658
22,482 13,317 -3,610 16,257 5,883 -12,104 -525 48,964 -82,707 29,379 -13,221 654 516 13,166
Percent of Open Interest Represented by Each Category of Trader
12.2 8.0 4.9 31.9 25.4 9.3 4.2 14.3 23.3 5.0 4.4 0.8 8.4 9.7
Number of Traders in Each Category Total Traders: 578
35 34 38 142 110 119 67 108 110 46 33 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 20,545
Positions
13,861 15,182 0 4,487 1,454 330 462 1,772 0 0 208 0 1,405 1,599
Changes from: June 28, 2022 Total Change is: 23
-63 70 0 -44 0 0 25 94 0 0 0 0 105 -141
Percent of Open Interest Represented by Each Category of Trader
67.5 73.9 0.0 21.8 7.1 1.6 2.2 8.6 0.0 0.0 1.0 0.0 6.8 7.8
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 July 5, 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 19,628
Positions
2,720 19,161 0 12,210 0 0 1,476 0 0 0 0 0 3,222 467
Changes from: June 28, 2022 Total Change is: -63
549 10 0 -362 0 0 -61 0 0 0 0 0 -189 -73
Percent of Open Interest Represented by Each Category of Trader
13.9 97.6 0.0 62.2 0.0 0.0 7.5 0.0 0.0 0.0 0.0 0.0 16.4 2.4
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 19,809
Positions
959 14,620 0 12,310 203 2,776 1,494 1,149 0 0 0 0 2,270 1,061
Changes from: June 28, 2022 Total Change is: -1,563
176 -3,473 0 -3,020 -118 1,742 -389 78 0 0 0 0 -72 208
Percent of Open Interest Represented by Each Category of Trader
4.8 73.8 0.0 62.1 1.0 14.0 7.5 5.8 0.0 0.0 0.0 0.0 11.5 5.4
Number of Traders in Each Category Total Traders: 24
. 8 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 124,435
Positions
7,292 4,329 0 37,534 0 26 14,290 76,652 6,721 0 0 0 58,572 36,707
Changes from: June 28, 2022 Total Change is: 8,411
-754 980 0 1,355 0 6 7,130 10,900 -4,630 0 -18 0 5,305 1,174
Percent of Open Interest Represented by Each Category of Trader
5.9 3.5 0.0 30.2 0.0 0.0 11.5 61.6 5.4 0.0 0.0 0.0 47.1 29.5
Number of Traders in Each Category Total Traders: 28
. . 0 12 0 . 7 7 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 216,636
Positions
72,506 77,472 96,134 0 0 0 6,581 1,012 39,888 0 0 0 1,527 2,130
Changes from: June 28, 2022 Total Change is: 4,600
500 4,000 250 0 0 0 3,500 0 350 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.5 35.8 44.4 0.0 0.0 0.0 3.0 0.5 18.4 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 10 0 0 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 58,726
Positions
28,731 1,230 132 19,654 43,395 3,125 774 4,613 51 247 0 0 6,012 6,180
Changes from: June 28, 2022 Total Change is: 2,652
-139 -286 11 4,146 2,409 -128 -858 662 11 247 0 0 -638 -27
Percent of Open Interest Represented by Each Category of Trader
48.9 2.1 0.2 33.5 73.9 5.3 1.3 7.9 0.1 0.4 0.0 0.0 10.2 10.5
Number of Traders in Each Category Total Traders: 73
7 . . 27 26 13 . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 66,915
Positions
11,253 8,993 1,131 15,478 14,061 2,194 11,380 14,032 13,444 3,543 3,482 827 7,664 8,750
Changes from: June 28, 2022 Total Change is: 109
1,869 491 -10 -596 1,808 213 138 -868 -1,911 707 361 -38 -263 63
Percent of Open Interest Represented by Each Category of Trader
16.8 13.4 1.7 23.1 21.0 3.3 17.0 21.0 20.1 5.3 5.2 1.2 11.5 13.1
Number of Traders in Each Category Total Traders: 313
31 20 12 49 49 30 42 59 38 28 34 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 334,573
Positions
56,266 44,966 5,657 77,391 70,305 10,971 56,900 70,159 67,219 17,713 17,410 4,135 38,321 43,752
Changes from: June 28, 2022 Total Change is: 543
9,345 2,453 -52 -2,980 9,042 1,066 689 -4,341 -9,554 3,536 1,806 -191 -1,314 315
Percent of Open Interest Represented by Each Category of Trader
16.8 13.4 1.7 23.1 21.0 3.3 17.0 21.0 20.1 5.3 5.2 1.2 11.5 13.1
Number of Traders in Each Category Total Traders: 313
31 20 12 49 49 30 42 59 38 28 34 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 57,338
Positions
4,222 1,185 0 1,380 2,595 0 17,450 6,653 4,636 900 1,758 300 28,450 40,211
Changes from: June 28, 2022 Total Change is: -4,689
1,509 887 0 43 406 0 -19 -4,988 -2,088 380 697 0 -4,514 397
Percent of Open Interest Represented by Each Category of Trader
7.4 2.1 0.0 2.4 4.5 0.0 30.4 11.6 8.1 1.6 3.1 0.5 49.6 70.1
Number of Traders in Each Category Total Traders: 31
. . 0 . . 0 8 9 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 600,763
Positions
246,160 25,554 4,313 165,817 278,275 49,024 73,504 158,708 21,929 17,295 35,258 2,056 20,665 25,646
Changes from: June 28, 2022 Total Change is: 15,179
633 -2,978 2,300 15,446 3,425 -3,777 -4,019 13,607 260 1,716 133 1,561 1,060 648
Percent of Open Interest Represented by Each Category of Trader
41.0 4.3 0.7 27.6 46.3 8.2 12.2 26.4 3.7 2.9 5.9 0.3 3.4 4.3
Number of Traders in Each Category Total Traders: 341
30 9 . 77 80 50 37 80 34 7 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 26,430
Positions
4,380 25,380 0 18,142 625 0 2,119 221 0 0 0 0 1,789 204
Changes from: June 28, 2022 Total Change is: -1,036
0 -613 0 -1,013 260 0 279 0 0 0 0 0 -302 -683
Percent of Open Interest Represented by Each Category of Trader
16.6 96.0 0.0 68.6 2.4 0.0 8.0 0.8 0.0 0.0 0.0 0.0 6.8 0.8
Number of Traders in Each Category Total Traders: 29
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 14,508
Positions
1,300 3,043 0 7,793 2,195 76 1,998 2,020 0 1,091 3,459 0 2,250 3,715
Changes from: June 28, 2022 Total Change is: 1,066
1,300 -15 0 -206 -55 0 -166 34 0 65 50 0 73 1,052
Percent of Open Interest Represented by Each Category of Trader
9.0 21.0 0.0 53.7 15.1 0.5 13.8 13.9 0.0 7.5 23.8 0.0 15.5 25.6
Number of Traders in Each Category Total Traders: 25
. . 0 8 4 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 60,276
Positions
10,127 5,352 834 23,250 7,470 3,516 6,906 8,805 222 10,738 252 0 4,683 33,825
Changes from: June 28, 2022 Total Change is: 4,165
2,951 1,563 71 -1,149 1,451 -59 1,722 -769 123 1,135 0 0 -629 1,785
Percent of Open Interest Represented by Each Category of Trader
16.8 8.9 1.4 38.6 12.4 5.8 11.5 14.6 0.4 17.8 0.4 0.0 7.8 56.1
Number of Traders in Each Category Total Traders: 63
7 8 . 11 6 6 11 15 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 423,952
Positions
33,003 147,331 1,062 296,936 157,590 45,984 16,128 35,708 685 13,841 27,536 359 15,954 7,697
Changes from: June 28, 2022 Total Change is: 33,243
-791 -3,701 3 29,087 1,046 -5,580 755 19,813 -706 2,248 19,902 -10 8,237 2,476
Percent of Open Interest Represented by Each Category of Trader
7.8 34.8 0.3 70.0 37.2 10.8 3.8 8.4 0.2 3.3 6.5 0.1 3.8 1.8
Number of Traders in Each Category Total Traders: 201
10 15 4 72 56 41 13 19 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,137,125
Positions
119,258 373,741 21,590 688,492 423,967 128,923 67,124 120,901 5,266 75,114 37,822 2,009 29,349 22,906
Changes from: June 28, 2022 Total Change is: 45,447
-1,139 36,069 308 49,425 3,438 -5,834 -4,871 616 -2,041 6,758 14,954 -69 2,910 -1,994
Percent of Open Interest Represented by Each Category of Trader
10.5 32.9 1.9 60.5 37.3 11.3 5.9 10.6 0.5 6.6 3.3 0.2 2.6 2.0
Number of Traders in Each Category Total Traders: 414
25 21 12 142 90 75 44 49 24 20 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 228,820
Positions
19,452 174,453 22,577 24,561 0 4,208 138,546 4,222 16,320 2,612 6,755 140 404 145
Changes from: June 28, 2022 Total Change is: 1,528
2,835 2,136 769 881 0 550 -3,598 845 194 122 35 0 -225 -3,001
Percent of Open Interest Represented by Each Category of Trader
8.5 76.2 9.9 10.7 0.0 1.8 60.5 1.8 7.1 1.1 3.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 99
6 26 16 13 0 . 31 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,340,329
Positions
866 120,622 33,133 623,737 286,715 212,695 107,614 320,700 96,589 79,999 90,070 7,904 177,791 171,900
Changes from: June 28, 2022 Total Change is: 47,668
-2,295 13,878 6,159 -10,285 -8,686 2,977 16,696 1,716 30,119 -671 1,664 208 4,760 -368
Percent of Open Interest Represented by Each Category of Trader
0.1 9.0 2.5 46.5 21.4 15.9 8.0 23.9 7.2 6.0 6.7 0.6 13.3 12.8
Number of Traders in Each Category Total Traders: 184
. 18 15 61 31 58 22 33 35 5 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,280,707
Positions
13,587 68,312 5,377 760,950 194,327 227,556 33,554 640,527 18,970 73,136 10,752 0 147,577 114,886
Changes from: June 28, 2022 Total Change is: -4,613
-5,657 9,891 2,660 -20,209 -12,417 5,833 189 -16,177 7,438 6,030 1,112 0 -897 -2,953
Percent of Open Interest Represented by Each Category of Trader
1.1 5.3 0.4 59.4 15.2 17.8 2.6 50.0 1.5 5.7 0.8 0.0 11.5 9.0
Number of Traders in Each Category Total Traders: 154
4 12 . 81 21 62 7 20 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,113,121
Positions
75,989 277,118 10,623 904,126 559,645 351,223 488,954 335,375 106,865 29,288 241,252 857 145,195 230,162
Changes from: June 28, 2022 Total Change is: -12,187
-11,470 23,878 -3,408 27,433 8,199 -18,711 -22,891 -21,928 -4,488 10,922 1,541 -421 10,848 3,152
Percent of Open Interest Represented by Each Category of Trader
3.6 13.1 0.5 42.8 26.5 16.6 23.1 15.9 5.1 1.4 11.4 0.0 6.9 10.9
Number of Traders in Each Category Total Traders: 352
13 53 10 85 70 82 33 49 32 12 37 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 4,290,019
Positions
47,605 305,830 211,281 1,750,061 1,077,727 798,867 378,168 313,864 545,410 137,037 482,264 77,900 343,689 476,875
Changes from: June 28, 2022 Total Change is: 261,818
-3,961 45,475 34,534 76,546 -5,573 47,034 -40,794 20,270 116,016 8,743 -3,523 16,595 7,104 -9,010
Percent of Open Interest Represented by Each Category of Trader
1.1 7.1 4.9 40.8 25.1 18.6 8.8 7.3 12.7 3.2 11.2 1.8 8.0 11.1
Number of Traders in Each Category Total Traders: 410
16 35 30 110 84 113 53 59 82 21 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,163,790
Positions
59,633 30,940 1,846 490,278 408,810 245,708 66,678 119,027 43,511 119,514 53,775 5 136,617 260,168
Changes from: June 28, 2022 Total Change is: -34,472
-4,906 -295 31 10,889 -32,910 -13,992 -39,710 7,717 11,256 -3,233 -9,043 5 5,188 2,759
Percent of Open Interest Represented by Each Category of Trader
5.1 2.7 0.2 42.1 35.1 21.1 5.7 10.2 3.7 10.3 4.6 0.0 11.7 22.4
Number of Traders in Each Category Total Traders: 133
4 6 4 36 53 53 8 12 10 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,140
Positions
0 0 0 0 0 0 30 2,531 0 1,736 314 0 1,374 295
Changes from: June 28, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 1.0 80.6 0.0 55.3 10.0 0.0 43.8 9.4
Number of Traders in Each Category Total Traders: 29
0 0 0 0 0 0 . . 0 23 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 4,413,365
Positions
43,857 585,475 60,956 1,796,749 900,507 913,801 461,971 796,913 395,721 410,903 277,283 17,224 312,182 465,483
Changes from: June 28, 2022 Total Change is: 198,750
-436 -16,508 5,720 57,479 39,259 20,427 33,656 91,392 73,503 -9,102 -13,279 7,288 10,215 -9,053
Percent of Open Interest Represented by Each Category of Trader
1.0 13.3 1.4 40.7 20.4 20.7 10.5 18.1 9.0 9.3 6.3 0.4 7.1 10.5
Number of Traders in Each Category Total Traders: 327
12 35 22 80 67 88 34 60 53 12 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,599,372
Positions
284,275 292,343 535,114 0 36,895 14,168 330,108 313,622 349,564 42,882 6,762 2,317 40,944 48,587
Changes from: June 28, 2022 Total Change is: -149,483
-32,090 -1,715 -49,164 -956 -21,754 -1,354 -22,000 -36,882 -40,798 -6,696 146 1,817 1,758 221
Percent of Open Interest Represented by Each Category of Trader
17.8 18.3 33.5 0.0 2.3 0.9 20.6 19.6 21.9 2.7 0.4 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 118
27 29 52 0 4 . 24 25 44 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 is21,109,399
Positions
2,460,731 1,711,286 3,495,023 1,217,745 180,606 797,358 355,931 1,726,954 11,970,687 25,724 168,778 301,217 484,982 757,488
Changes from: June 28, 2022 Total Change is: -204,160
58,189 -159,775 75,081 -49,669 6,695 30,488 -18,980 218,863 -334,597 -5,488 940 3,332 37,484 -45,188
Percent of Open Interest Represented by Each Category of Trader
11.7 8.1 16.6 5.8 0.9 3.8 1.7 8.2 56.7 0.1 0.8 1.4 2.3 3.6
Number of Traders in Each Category Total Traders: 233
23 37 56 20 13 26 30 80 100 14 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 8,258,896
Positions
2,056,059 2,058,377 1,308,819 612,389 492,344 153,364 810,004 968,970 3,194,795 70,142 35,300 28,114 25,210 18,813
Changes from: June 28, 2022 Total Change is: 311,569
18,359 67,715 21,158 72,244 10,427 -3,075 93,534 119,181 95,976 -139 -8,990 6,437 7,075 2,739
Percent of Open Interest Represented by Each Category of Trader
24.9 24.9 15.8 7.4 6.0 1.9 9.8 11.7 38.7 0.8 0.4 0.3 0.3 0.2
Number of Traders in Each Category Total Traders: 381
50 71 104 15 24 27 58 76 113 35 36 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 539,528
Positions
54,610 268,411 130,357 982 10,080 1,013 268,953 46,533 79,974 3,051 2,464 246 342 450
Changes from: June 28, 2022 Total Change is: -66,121
-30,150 -58,581 3,557 -1,371 483 88 -27,046 345 -11,522 200 -429 -66 189 4
Percent of Open Interest Represented by Each Category of Trader
10.1 49.7 24.2 0.2 1.9 0.2 49.8 8.6 14.8 0.6 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 128
20 45 37 . . . 20 29 32 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 14,152
Positions
96 2,016 163 6,097 961 524 2,228 7,610 1,044 2,583 471 316 1,100 1,047
Changes from: June 28, 2022 Total Change is: -447
-57 -1 -59 -621 -127 370 -173 -66 -610 521 45 0 182 0
Percent of Open Interest Represented by Each Category of Trader
0.7 14.2 1.1 43.1 6.8 3.7 15.7 53.8 7.4 18.3 3.3 2.2 7.8 7.4
Number of Traders in Each Category Total Traders: 106
. . . 5 10 4 16 49 20 12 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 16,681
Positions
880 82 0 143 904 50 3,361 7,891 3,372 5,664 2,048 33 3,178 2,300
Changes from: June 28, 2022 Total Change is: 252
212 -258 0 13 -69 -5 -114 561 -208 370 201 9 -25 21
Percent of Open Interest Represented by Each Category of Trader
5.3 0.5 0.0 0.9 5.4 0.3 20.1 47.3 20.2 34.0 12.3 0.2 19.0 13.8
Number of Traders in Each Category Total Traders: 135
5 . 0 . . . 11 18 7 56 37 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 3,905
Positions
89 298 32 0 582 3 1,335 2,060 152 1,478 153 105 711 520
Changes from: June 28, 2022 Total Change is: -62
-2 4 32 0 133 0 -164 -115 14 29 -73 0 29 -57
Percent of Open Interest Represented by Each Category of Trader
2.3 7.6 0.8 0.0 14.9 0.1 34.2 52.8 3.9 37.8 3.9 2.7 18.2 13.3
Number of Traders in Each Category Total Traders: 55
. . . 0 7 . 12 20 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 46,560
Positions
7,826 0 0 41 1,684 0 19,308 29,564 4,444 13,602 10,318 142 1,197 408
Changes from: June 28, 2022 Total Change is: 11,608
-133 0 0 -97 195 0 9,830 7,956 783 1,183 2,918 -19 62 -225
Percent of Open Interest Represented by Each Category of Trader
16.8 0.0 0.0 0.1 3.6 0.0 41.5 63.5 9.5 29.2 22.2 0.3 2.6 0.9
Number of Traders in Each Category Total Traders: 121
. 0 0 . . 0 10 4 . 65 38 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 61,026
Positions
525 38,707 0 31,303 1,443 526 17,033 14,394 417 6,064 2,681 101 5,057 2,757
Changes from: June 28, 2022 Total Change is: -2,278
-370 0 0 1,082 390 23 -331 -3,496 91 -2,407 24 29 -395 660
Percent of Open Interest Represented by Each Category of Trader
0.9 63.4 0.0 51.3 2.4 0.9 27.9 23.6 0.7 9.9 4.4 0.2 8.3 4.5
Number of Traders in Each Category Total Traders: 129
. . 0 17 5 . 46 16 4 28 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 266,933
Positions
25,330 10,435 17,293 88,570 31,644 37,202 21,926 93,821 37,946 8,001 1,022 7,064 23,601 30,506
Changes from: June 28, 2022 Total Change is: 9,810
2,912 -3,649 3,948 -8,054 6,275 1,308 2,944 -690 4,908 549 -3,270 -183 1,478 1,163
Percent of Open Interest Represented by Each Category of Trader
9.5 3.9 6.5 33.2 11.9 13.9 8.2 35.1 14.2 3.0 0.4 2.6 8.8 11.4
Number of Traders in Each Category Total Traders: 156
14 12 18 21 23 20 25 43 36 6 5 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 67,704
Positions
38,176 49,896 1,577 17,789 4,301 1,702 5,239 8,525 787 2,065 791 2 367 123
Changes from: June 28, 2022 Total Change is: 2,110
-27 -67 1,567 -1,056 604 -18 758 -555 0 973 602 2 -89 -25
Percent of Open Interest Represented by Each Category of Trader
56.4 73.7 2.3 26.3 6.4 2.5 7.7 12.6 1.2 3.1 1.2 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 51
. 6 . 14 . . 6 8 . 8 6 .
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Updated July 08, 2022