Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 162,526
Positions
9,718 40,437 5,820 45,630 33,920 6,022 26,422 29,940 16,691 16,653 1,468 160 35,409 28,067
Changes from: July 19, 2022 Total Change is: 1,156
-5,371 13,944 -204 2,117 -5,762 120 3,501 -4,264 -38 -1,339 -634 131 2,239 -2,136
Percent of Open Interest Represented by Each Category of Trader
6.0 24.9 3.6 28.1 20.9 3.7 16.3 18.4 10.3 10.2 0.9 0.1 21.8 17.3
Number of Traders in Each Category Total Traders: 99
8 5 8 13 18 7 19 21 14 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 46,722
Positions
22,959 1,489 1,348 3,022 13,718 626 8,590 10,083 1,456 0 0 0 8,721 18,003
Changes from: July 19, 2022 Total Change is: 2,468
3,716 376 236 -1,341 1,664 -374 1,184 494 236 0 0 0 -1,189 -164
Percent of Open Interest Represented by Each Category of Trader
49.1 3.2 2.9 6.5 29.4 1.3 18.4 21.6 3.1 0.0 0.0 0.0 18.7 38.5
Number of Traders in Each Category Total Traders: 46
6 . 4 5 13 . 10 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 259,425
Positions
100,782 24,790 8,809 35,963 120,790 4,356 55,274 35,568 26,372 8,269 2,426 721 18,879 35,594
Changes from: July 19, 2022 Total Change is: -403
-1,641 -1,632 -247 -353 354 120 1,000 -545 1,992 1,324 -1,825 -138 -2,459 1,518
Percent of Open Interest Represented by Each Category of Trader
38.8 9.6 3.4 13.9 46.6 1.7 21.3 13.7 10.2 3.2 0.9 0.3 7.3 13.7
Number of Traders in Each Category Total Traders: 138
10 6 8 12 41 16 21 35 19 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 256,971
Positions
108,143 18,465 8,459 50,873 107,572 6,981 35,051 57,923 18,766 3,106 764 182 25,410 37,860
Changes from: July 19, 2022 Total Change is: 247
-3,766 4,560 691 -3,696 -1,397 -1,077 7,349 -741 1,380 261 -413 172 -1,067 -2,929
Percent of Open Interest Represented by Each Category of Trader
42.1 7.2 3.3 19.8 41.9 2.7 13.6 22.5 7.3 1.2 0.3 0.1 9.9 14.7
Number of Traders in Each Category Total Traders: 133
9 7 7 21 32 22 21 34 22 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 774,144
Positions
58,753 293,903 19,372 390,346 164,333 31,494 66,243 109,808 70,999 45,424 13,451 5,182 86,331 65,602
Changes from: July 19, 2022 Total Change is: 3,017
-5,367 -3,138 1,328 4,622 -6,148 -5,417 3,924 10,997 4,638 -907 -2,266 -420 617 3,443
Percent of Open Interest Represented by Each Category of Trader
7.6 38.0 2.5 50.4 21.2 4.1 8.6 14.2 9.2 5.9 1.7 0.7 11.2 8.5
Number of Traders in Each Category Total Traders: 353
20 10 15 106 44 53 45 66 42 42 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,488
Positions
861 17,682 0 12,745 2,604 2,709 2,507 3,850 3 0 0 0 12,663 4,640
Changes from: July 19, 2022 Total Change is: 350
0 28 0 21 -93 48 176 -72 0 0 0 0 105 439
Percent of Open Interest Represented by Each Category of Trader
2.7 56.2 0.0 40.5 8.3 8.6 8.0 12.2 0.0 0.0 0.0 0.0 40.2 14.7
Number of Traders in Each Category Total Traders: 28
. . 0 17 . 7 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 18,598
Positions
1,577 3,028 25 3,892 8,649 1,471 3,182 1,282 0 0 450 0 8,451 3,693
Changes from: July 19, 2022 Total Change is: 587
225 14 -1 147 497 -44 4 0 0 0 0 0 256 121
Percent of Open Interest Represented by Each Category of Trader
8.5 16.3 0.1 20.9 46.5 7.9 17.1 6.9 0.0 0.0 2.4 0.0 45.4 19.9
Number of Traders in Each Category Total Traders: 22
. . . 5 7 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 172,161
Positions
56,669 3,543 1,806 48,828 88,399 6,570 22,932 33,296 14,212 572 434 292 20,279 23,609
Changes from: July 19, 2022 Total Change is: 3,316
191 198 123 147 1,166 379 41 1,656 976 -226 16 -235 1,920 -963
Percent of Open Interest Represented by Each Category of Trader
32.9 2.1 1.0 28.4 51.3 3.8 13.3 19.3 8.3 0.3 0.3 0.2 11.8 13.7
Number of Traders in Each Category Total Traders: 95
10 . 4 12 20 12 18 27 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 197,307
Positions
20,680 117,656 1,979 111,830 4,704 1,217 49,830 22,708 2,891 3,015 43,320 27 5,838 2,804
Changes from: July 19, 2022 Total Change is: -1,122
-1,145 172 -219 -852 620 436 -459 -2,518 957 289 -268 27 -157 -330
Percent of Open Interest Represented by Each Category of Trader
10.5 59.6 1.0 56.7 2.4 0.6 25.3 11.5 1.5 1.5 22.0 0.0 3.0 1.4
Number of Traders in Each Category Total Traders: 126
4 7 . 19 10 6 41 22 10 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 41,661
Positions
0 26,143 204 10,710 3,365 315 24,804 7,702 667 1,649 852 15 3,297 2,398
Changes from: July 19, 2022 Total Change is: -799
-104 68 -598 -970 1,036 285 48 -2,544 476 -155 52 15 204 411
Percent of Open Interest Represented by Each Category of Trader
0.0 62.8 0.5 25.7 8.1 0.8 59.5 18.5 1.6 4.0 2.0 0.0 7.9 5.8
Number of Traders in Each Category Total Traders: 58
0 . . 7 7 . 14 15 4 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 47,826
Positions
20,709 2,219 1,421 3,172 19,514 417 19,446 17,506 288 100 766 22 2,251 5,673
Changes from: July 19, 2022 Total Change is: 912
-220 -459 -95 -229 -1,596 -2 1,617 3,565 -64 100 -108 0 -195 -329
Percent of Open Interest Represented by Each Category of Trader
43.3 4.6 3.0 6.6 40.8 0.9 40.7 36.6 0.6 0.2 1.6 0.0 4.7 11.9
Number of Traders in Each Category Total Traders: 94
7 5 . 6 23 4 22 25 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 31,870
Positions
11,774 22,317 0 1,324 5,267 0 17,844 2,095 0 105 219 0 823 1,972
Changes from: July 19, 2022 Total Change is: 2,392
2,150 39 0 -1,940 3,313 -9 2,274 -782 0 0 -50 0 -83 -119
Percent of Open Interest Represented by Each Category of Trader
36.9 70.0 0.0 4.2 16.5 0.0 56.0 6.6 0.0 0.3 0.7 0.0 2.6 6.2
Number of Traders in Each Category Total Traders: 35
. . 0 . 6 0 10 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 36,730
Positions
17,355 3,522 245 3,878 8,779 325 8,819 5,827 726 319 9,295 10 5,054 8,002
Changes from: July 19, 2022 Total Change is: 1,037
1,820 -13 56 277 1,004 -182 -128 -333 156 -819 127 10 -153 212
Percent of Open Interest Represented by Each Category of Trader
47.3 9.6 0.7 10.6 23.9 0.9 24.0 15.9 2.0 0.9 25.3 0.0 13.8 21.8
Number of Traders in Each Category Total Traders: 94
15 10 . 15 11 5 17 19 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 73,459
Positions
34,710 7,043 489 7,755 17,558 650 17,637 11,654 1,453 637 18,589 20 10,108 16,003
Changes from: July 19, 2022 Total Change is: 2,073
3,639 -26 112 553 2,008 -363 -256 -667 312 -1,638 253 20 -307 424
Percent of Open Interest Represented by Each Category of Trader
47.3 9.6 0.7 10.6 23.9 0.9 24.0 15.9 2.0 0.9 25.3 0.0 13.8 21.8
Number of Traders in Each Category Total Traders: 94
15 10 . 15 11 5 17 19 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 43,331
Positions
21,251 20,072 0 14,050 16,707 2,530 2,949 3,086 67 0 0 0 2,484 869
Changes from: July 19, 2022 Total Change is: -1,663
220 -1,424 0 -1,759 178 -85 201 -218 67 0 0 0 -307 -181
Percent of Open Interest Represented by Each Category of Trader
49.0 46.3 0.0 32.4 38.6 5.8 6.8 7.1 0.2 0.0 0.0 0.0 5.7 2.0
Number of Traders in Each Category Total Traders: 35
5 6 0 16 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 16,766
Positions
542 315 0 0 617 0 8,333 2,919 2,095 600 1,239 200 4,996 9,381
Changes from: July 19, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.2 1.9 0.0 0.0 3.7 0.0 49.7 17.4 12.5 3.6 7.4 1.2 29.8 56.0
Number of Traders in Each Category Total Traders: 21
. . 0 0 . 0 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 643,011
Positions
88,261 44,319 31,885 207,086 148,874 57,026 23,233 114,073 147,973 29,660 29,525 5,516 52,371 63,821
Changes from: July 19, 2022 Total Change is: 3,713
1,078 5,446 440 1,880 -7,750 -356 -3,465 2,970 3,859 248 -389 841 -813 -1,348
Percent of Open Interest Represented by Each Category of Trader
13.7 6.9 5.0 32.2 23.2 8.9 3.6 17.7 23.0 4.6 4.6 0.9 8.1 9.9
Number of Traders in Each Category Total Traders: 576
38 32 42 138 107 113 58 115 108 47 38 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 33,606
Positions
8,119 29,121 0 13,879 245 0 7,553 1,871 1,109 0 0 0 2,946 1,260
Changes from: July 19, 2022 Total Change is: 100
256 -26 0 117 0 0 -227 -221 -32 0 0 0 -14 379
Percent of Open Interest Represented by Each Category of Trader
24.2 86.7 0.0 41.3 0.7 0.0 22.5 5.6 3.3 0.0 0.0 0.0 8.8 3.7
Number of Traders in Each Category Total Traders: 35
5 8 0 10 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 3,215,055
Positions
441,306 221,593 159,423 1,035,428 744,368 285,129 116,164 570,366 739,867 148,302 147,627 27,578 261,857 319,103
Changes from: July 19, 2022 Total Change is: 18,565
5,390 27,230 2,200 9,402 -38,750 -1,782 -17,324 14,850 19,297 1,238 -1,946 4,207 -4,065 -6,742
Percent of Open Interest Represented by Each Category of Trader
13.7 6.9 5.0 32.2 23.2 8.9 3.6 17.7 23.0 4.6 4.6 0.9 8.1 9.9
Number of Traders in Each Category Total Traders: 576
38 32 42 138 107 113 58 115 108 47 38 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 21,692
Positions
15,062 15,186 0 4,150 2,705 330 428 1,795 0 0 0 0 1,722 1,676
Changes from: July 19, 2022 Total Change is: 156
261 8 0 5 0 0 -46 176 0 0 0 0 -64 -28
Percent of Open Interest Represented by Each Category of Trader
69.4 70.0 0.0 19.1 12.5 1.5 2.0 8.3 0.0 0.0 0.0 0.0 7.9 7.7
Number of Traders in Each Category Total Traders: 21
4 6 0 4 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 18,330
Positions
5,560 17,844 0 8,219 0 0 1,506 0 0 0 0 0 3,045 486
Changes from: July 19, 2022 Total Change is: -687
1,495 -678 0 -2,032 0 0 0 0 0 0 0 0 -150 -9
Percent of Open Interest Represented by Each Category of Trader
30.3 97.3 0.0 44.8 0.0 0.0 8.2 0.0 0.0 0.0 0.0 0.0 16.6 2.7
Number of Traders in Each Category Total Traders: 21
6 6 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 17,913
Positions
5,227 14,004 0 7,527 0 928 1,982 1,623 0 0 0 0 2,249 1,358
Changes from: July 19, 2022 Total Change is: -25
744 -391 0 -603 0 0 -151 209 0 0 0 0 -15 157
Percent of Open Interest Represented by Each Category of Trader
29.2 78.2 0.0 42.0 0.0 5.2 11.1 9.1 0.0 0.0 0.0 0.0 12.6 7.6
Number of Traders in Each Category Total Traders: 25
4 8 0 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 153,733
Positions
5,310 6,025 0 31,962 0 66 16,262 90,145 10,151 1,930 1,755 0 88,052 45,590
Changes from: July 19, 2022 Total Change is: 1,322
-483 -317 0 -1,425 0 18 -8,507 11,352 -7,886 1,930 1,755 0 17,675 -3,600
Percent of Open Interest Represented by Each Category of Trader
3.5 3.9 0.0 20.8 0.0 0.0 10.6 58.6 6.6 1.3 1.1 0.0 57.3 29.7
Number of Traders in Each Category Total Traders: 30
. . 0 11 0 . 8 7 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 219,147
Positions
71,181 75,972 99,145 0 0 0 6,406 1,012 40,888 0 0 0 1,527 2,130
Changes from: July 19, 2022 Total Change is: -1,750
-2,575 -2,575 825 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.5 34.7 45.2 0.0 0.0 0.0 2.9 0.5 18.7 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 26, 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 53,538
Positions
24,884 1,604 65 18,788 40,690 2,762 421 2,921 146 380 0 0 6,092 5,350
Changes from: July 19, 2022 Total Change is: -1,126
-1,064 225 21 -300 -134 156 201 32 13 380 -373 0 -533 -1,066
Percent of Open Interest Represented by Each Category of Trader
46.5 3.0 0.1 35.1 76.0 5.2 0.8 5.5 0.3 0.7 0.0 0.0 11.4 10.0
Number of Traders in Each Category Total Traders: 68
7 . . 25 24 10 . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 68,968
Positions
11,419 7,934 1,488 18,164 13,388 1,681 10,305 17,339 14,364 3,170 3,057 981 7,397 8,737
Changes from: July 19, 2022 Total Change is: 3,182
77 863 341 1,431 -316 -52 -562 1,643 1,172 759 146 31 -14 -646
Percent of Open Interest Represented by Each Category of Trader
16.6 11.5 2.2 26.3 19.4 2.4 14.9 25.1 20.8 4.6 4.4 1.4 10.7 12.7
Number of Traders in Each Category Total Traders: 313
28 20 13 63 44 28 37 66 45 25 28 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 344,840
Positions
57,093 39,668 7,438 90,822 66,938 8,404 51,524 86,696 71,820 15,851 15,285 4,905 36,984 43,687
Changes from: July 19, 2022 Total Change is: 15,911
384 4,316 1,703 7,157 -1,580 -261 -2,811 8,217 5,862 3,794 730 153 -71 -3,229
Percent of Open Interest Represented by Each Category of Trader
16.6 11.5 2.2 26.3 19.4 2.4 14.9 25.1 20.8 4.6 4.4 1.4 10.7 12.7
Number of Traders in Each Category Total Traders: 313
28 20 13 63 44 28 37 66 45 25 28 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 64,888
Positions
3,102 422 0 1,142 2,914 0 15,155 29,346 3,404 689 1,410 300 41,096 27,092
Changes from: July 19, 2022 Total Change is: 118
-2,092 -361 0 93 98 0 587 10,977 125 -185 -393 0 1,590 -10,328
Percent of Open Interest Represented by Each Category of Trader
4.8 0.7 0.0 1.8 4.5 0.0 23.4 45.2 5.2 1.1 2.2 0.5 63.3 41.8
Number of Traders in Each Category Total Traders: 34
. . 0 . . 0 9 11 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 582,666
Positions
235,907 30,643 3,691 172,455 281,771 43,932 75,900 140,917 20,041 10,129 36,033 54 20,557 25,584
Changes from: July 19, 2022 Total Change is: -10,123
1,314 1,599 23 3,990 -3,951 -1,072 -6,577 -6,594 2,113 -9,065 -906 -542 -307 -793
Percent of Open Interest Represented by Each Category of Trader
40.5 5.3 0.6 29.6 48.4 7.5 13.0 24.2 3.4 1.7 6.2 0.0 3.5 4.4
Number of Traders in Each Category Total Traders: 333
25 15 9 73 79 48 39 77 32 6 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 21,062
Positions
3,660 19,465 0 14,116 625 0 1,857 542 0 0 0 0 1,429 430
Changes from: July 19, 2022 Total Change is: -3,547
0 -3,931 0 -3,417 0 0 -218 328 0 0 0 0 88 56
Percent of Open Interest Represented by Each Category of Trader
17.4 92.4 0.0 67.0 3.0 0.0 8.8 2.6 0.0 0.0 0.0 0.0 6.8 2.0
Number of Traders in Each Category Total Traders: 27
. 7 0 11 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 13,545
Positions
1,100 3,044 0 7,659 1,730 41 912 2,412 1 0 3,191 0 3,832 3,126
Changes from: July 19, 2022 Total Change is: 221
-200 1 0 194 -350 -31 0 248 0 -791 224 0 1,049 129
Percent of Open Interest Represented by Each Category of Trader
8.1 22.5 0.0 56.5 12.8 0.3 6.7 17.8 0.0 0.0 23.6 0.0 28.3 23.1
Number of Traders in Each Category Total Traders: 21
. . 0 7 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 58,458
Positions
7,995 7,089 685 26,420 3,902 3,265 8,736 8,976 702 5,283 0 0 5,372 33,839
Changes from: July 19, 2022 Total Change is: -5,552
-935 740 -107 281 -1,396 264 -890 -3,061 427 -4,551 0 0 -41 -2,419
Percent of Open Interest Represented by Each Category of Trader
13.7 12.1 1.2 45.2 6.7 5.6 14.9 15.4 1.2 9.0 0.0 0.0 9.2 57.9
Number of Traders in Each Category Total Traders: 63
7 10 . 10 5 6 11 15 6 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 409,332
Positions
39,490 155,342 1,942 275,091 160,102 45,227 23,594 17,273 1,999 12,903 21,413 392 8,694 5,642
Changes from: July 19, 2022 Total Change is: -8,395
5,983 -6,570 91 -19,557 6,613 2,187 3,105 -3,293 1,010 -710 -8,305 0 -504 -128
Percent of Open Interest Represented by Each Category of Trader
9.6 38.0 0.5 67.2 39.1 11.0 5.8 4.2 0.5 3.2 5.2 0.1 2.1 1.4
Number of Traders in Each Category Total Traders: 197
13 14 6 70 53 40 17 14 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,170,213
Positions
139,777 376,012 23,201 697,743 424,687 130,593 81,807 154,085 5,230 65,444 34,673 2,280 24,138 19,452
Changes from: July 19, 2022 Total Change is: -3,681
12,099 -26,809 -425 -19,236 -2,160 4,086 4,698 34,207 271 -4,236 -10,889 147 -1,085 -2,109
Percent of Open Interest Represented by Each Category of Trader
11.9 32.1 2.0 59.6 36.3 11.2 7.0 13.2 0.4 5.6 3.0 0.2 2.1 1.7
Number of Traders in Each Category Total Traders: 407
27 21 13 138 95 81 41 46 23 20 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 228,061
Positions
23,804 175,741 21,090 26,468 0 2,298 137,759 5,370 13,458 2,676 6,839 140 368 3,125
Changes from: July 19, 2022 Total Change is: -971
1,592 981 -360 1,781 0 -1,750 -1,390 1,000 -848 14 5 0 -10 1
Percent of Open Interest Represented by Each Category of Trader
10.4 77.1 9.2 11.6 0.0 1.0 60.4 2.4 5.9 1.2 3.0 0.1 0.2 1.4
Number of Traders in Each Category Total Traders: 101
8 24 15 13 0 . 32 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,283,203
Positions
2,635 150,391 22,470 618,558 262,406 214,460 92,665 320,326 69,836 81,305 78,772 2,575 178,699 161,966
Changes from: July 19, 2022 Total Change is: -38,061
495 6,979 -9,998 8,241 -8,447 -7,452 -3,836 4,192 -22,406 -4,263 -3,313 -5,488 6,647 7,873
Percent of Open Interest Represented by Each Category of Trader
0.2 11.7 1.8 48.2 20.4 16.7 7.2 25.0 5.4 6.3 6.1 0.2 13.9 12.6
Number of Traders in Each Category Total Traders: 178
5 18 16 60 32 59 22 27 31 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,328,491
Positions
17,015 81,049 4,119 807,660 198,278 230,847 34,100 669,235 19,908 59,850 18,730 0 154,992 106,325
Changes from: July 19, 2022 Total Change is: 14,876
2,302 4,479 993 16,447 11,792 -10,301 1,638 13,665 -87 -2,811 -1,753 0 6,695 -3,912
Percent of Open Interest Represented by Each Category of Trader
1.3 6.1 0.3 60.8 14.9 17.4 2.6 50.4 1.5 4.5 1.4 0.0 11.7 8.0
Number of Traders in Each Category Total Traders: 156
4 12 . 79 22 63 9 21 10 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 2,035,096
Positions
75,452 259,090 13,766 921,750 524,960 354,957 331,524 332,091 115,304 83,506 225,362 996 137,841 208,570
Changes from: July 19, 2022 Total Change is: -56,779
8,784 -2,881 2,510 23,072 -5,331 -2,336 -82,294 -33,075 3,816 -9,329 -9,919 162 -1,163 -9,724
Percent of Open Interest Represented by Each Category of Trader
3.7 12.7 0.7 45.3 25.8 17.4 16.3 16.3 5.7 4.1 11.1 0.0 6.8 10.2
Number of Traders in Each Category Total Traders: 360
17 44 9 88 71 86 30 62 37 16 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,166,409
Positions
65,959 346,847 150,703 1,833,175 1,016,414 805,204 297,359 397,877 430,183 136,498 504,669 69,651 377,677 444,862
Changes from: July 19, 2022 Total Change is: -43,649
9,003 26,677 -49,348 41,666 -28,456 29,171 9,861 49,798 -69,603 -6,724 2,941 -25,776 18,101 20,946
Percent of Open Interest Represented by Each Category of Trader
1.6 8.3 3.6 44.0 24.4 19.3 7.1 9.5 10.3 3.3 12.1 1.7 9.1 10.7
Number of Traders in Each Category Total Traders: 390
16 33 29 106 82 110 50 53 72 23 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,165,276
Positions
58,021 32,188 1,489 496,586 402,939 258,233 65,438 124,383 36,408 117,327 57,612 0 131,774 252,024
Changes from: July 19, 2022 Total Change is: -11,403
-3,077 -3,044 -1,172 -4,502 20,124 -3,204 8,621 -25,530 -787 -3,001 -208 0 -4,281 2,418
Percent of Open Interest Represented by Each Category of Trader
5.0 2.8 0.1 42.6 34.6 22.2 5.6 10.7 3.1 10.1 4.9 0.0 11.3 21.6
Number of Traders in Each Category Total Traders: 136
4 6 4 36 51 53 9 14 12 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,833
Positions
0 0 0 0 0 0 100 3,943 0 3,302 524 0 1,431 366
Changes from: July 19, 2022 Total Change is: 841
0 0 0 0 0 0 -38 1,048 -80 904 114 -108 163 -133
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 2.1 81.6 0.0 68.3 10.8 0.0 29.6 7.6
Number of Traders in Each Category Total Traders: 34
0 0 0 0 0 0 . 4 0 27 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 4,259,457
Positions
51,137 613,421 64,339 1,679,876 789,298 894,006 633,844 918,070 251,204 382,373 289,024 10,188 292,490 429,907
Changes from: July 19, 2022 Total Change is: -17,949
12,607 28,859 -11,950 772 -72,704 -53,361 114,385 173,933 -69,042 -6,624 311 -1,782 -2,954 -12,214
Percent of Open Interest Represented by Each Category of Trader
1.2 14.4 1.5 39.4 18.5 21.0 14.9 21.6 5.9 9.0 6.8 0.2 6.9 10.1
Number of Traders in Each Category Total Traders: 333
12 37 21 85 68 86 47 44 50 13 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,885,799
Positions
378,739 460,646 562,828 905 38,496 20,720 456,354 379,715 368,193 59,690 9,212 5,661 32,709 40,328
Changes from: July 19, 2022 Total Change is: 116,660
10,049 32,075 23,111 905 910 5,991 49,939 33,965 19,334 6,662 1,532 -112 781 -146
Percent of Open Interest Represented by Each Category of Trader
20.1 24.4 29.8 0.0 2.0 1.1 24.2 20.1 19.5 3.2 0.5 0.3 1.7 2.1
Number of Traders in Each Category Total Traders: 142
30 37 62 . 8 4 26 25 45 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 is20,609,570
Positions
2,277,994 1,750,305 3,514,131 1,286,812 218,220 758,819 315,338 1,420,183 11,710,029 26,099 248,000 250,451 469,896 739,432
Changes from: July 19, 2022 Total Change is: -232,761
-4,570 -97,984 41,834 -62,152 32,912 18,323 -18,329 -50,833 -153,243 -3,746 51,546 -49,392 -1,488 -25,926
Percent of Open Interest Represented by Each Category of Trader
11.1 8.5 17.1 6.2 1.1 3.7 1.5 6.9 56.8 0.1 1.2 1.2 2.3 3.6
Number of Traders in Each Category Total Traders: 233
19 43 56 19 14 25 38 69 93 12 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 9,153,627
Positions
2,007,814 2,223,699 1,454,297 939,203 309,780 287,106 681,203 1,118,785 3,667,659 68,238 41,097 36,416 11,690 14,788
Changes from: July 19, 2022 Total Change is: 349,434
40,518 42,948 45,958 51,939 -69,513 87,361 -100,638 10,845 227,490 -1,824 1,618 2,585 -3,955 143
Percent of Open Interest Represented by Each Category of Trader
21.9 24.3 15.9 10.3 3.4 3.1 7.4 12.2 40.1 0.7 0.4 0.4 0.1 0.2
Number of Traders in Each Category Total Traders: 409
54 69 103 19 26 29 64 82 121 29 44 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 662,577
Positions
80,136 365,978 158,189 983 12,689 4,800 327,802 31,036 86,669 3,181 2,582 176 641 458
Changes from: July 19, 2022 Total Change is: 53,935
11,644 47,439 12,301 0 -4,186 4,587 33,697 2,689 -8,589 230 -226 -2 67 -78
Percent of Open Interest Represented by Each Category of Trader
12.1 55.2 23.9 0.1 1.9 0.7 49.5 4.7 13.1 0.5 0.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 144
22 51 42 . . . 29 27 36 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 16,105
Positions
126 2,244 706 6,769 1,138 1,179 2,251 7,020 1,593 1,284 275 1,002 1,196 949
Changes from: July 19, 2022 Total Change is: 585
-6 69 618 424 -73 784 -654 -1,459 -7 -920 -26 554 -208 126
Percent of Open Interest Represented by Each Category of Trader
0.8 13.9 4.4 42.0 7.1 7.3 14.0 43.6 9.9 8.0 1.7 6.2 7.4 5.9
Number of Traders in Each Category Total Traders: 95
. 4 . 6 9 4 14 43 20 10 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 23,645
Positions
2,222 0 0 189 862 34 4,242 11,969 4,804 6,086 1,080 2,819 3,249 2,077
Changes from: July 19, 2022 Total Change is: 1,073
-275 0 0 -18 -46 34 1,152 -1,801 619 -2,665 -391 2,633 -407 26
Percent of Open Interest Represented by Each Category of Trader
9.4 0.0 0.0 0.8 3.6 0.1 17.9 50.6 20.3 25.7 4.6 11.9 13.7 8.8
Number of Traders in Each Category Total Traders: 96
4 0 0 4 . . 8 15 8 42 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 3,533
Positions
127 431 49 0 394 3 1,179 1,452 329 775 226 307 764 342
Changes from: July 19, 2022 Total Change is: -75
-2 6 49 0 -47 0 -152 -266 32 -33 146 94 -63 -89
Percent of Open Interest Represented by Each Category of Trader
3.6 12.2 1.4 0.0 11.2 0.1 33.4 41.1 9.3 21.9 6.4 8.7 21.6 9.7
Number of Traders in Each Category Total Traders: 57
. . . 0 7 . 11 17 9 9 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 61,482
Positions
9,106 0 163 178 1,256 0 25,058 40,238 11,337 14,180 7,896 196 1,264 395
Changes from: July 19, 2022 Total Change is: 7,268
1,551 0 163 -40 -494 0 1,303 2,034 5,451 -889 164 7 -279 -58
Percent of Open Interest Represented by Each Category of Trader
14.8 0.0 0.3 0.3 2.0 0.0 40.8 65.4 18.4 23.1 12.8 0.3 2.1 0.6
Number of Traders in Each Category Total Traders: 125
. 0 . . . 0 8 7 4 68 38 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 60,601
Positions
695 38,756 0 31,434 986 773 13,172 13,582 612 8,546 3,303 106 5,263 2,482
Changes from: July 19, 2022 Total Change is: 1,272
-200 10 0 -450 47 -4 -885 378 342 2,269 641 47 153 -187
Percent of Open Interest Represented by Each Category of Trader
1.1 64.0 0.0 51.9 1.6 1.3 21.7 22.4 1.0 14.1 5.5 0.2 8.7 4.1
Number of Traders in Each Category Total Traders: 126
. . 0 16 4 4 36 16 6 34 18 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 300,870
Positions
24,484 10,956 15,182 120,771 66,768 36,261 26,519 94,073 36,723 8,101 1,119 8,875 23,954 30,913
Changes from: July 19, 2022 Total Change is: -7,254
-2,840 -2,446 -7,509 20,843 12,187 441 -3,487 1,912 -10,869 -1,397 684 -2,072 -364 418
Percent of Open Interest Represented by Each Category of Trader
8.1 3.6 5.0 40.1 22.2 12.1 8.8 31.3 12.2 2.7 0.4 2.9 8.0 10.3
Number of Traders in Each Category Total Traders: 168
11 11 18 18 28 21 28 48 49 9 5 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 69,738
Positions
40,937 49,064 95 23,543 4,338 1,926 2,178 14,030 1 680 169 4 374 111
Changes from: July 19, 2022 Total Change is: 2,280
2,695 -787 0 1,495 37 0 -698 3,922 -790 -430 -70 -2 10 -30
Percent of Open Interest Represented by Each Category of Trader
58.7 70.4 0.1 33.8 6.2 2.8 3.1 20.1 0.0 1.0 0.2 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 46
. 5 . 13 . 5 6 9 . 5 . .
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Updated July 29, 2022