Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 162,681
Positions
9,499 50,089 4,986 47,504 28,473 5,623 26,579 29,383 16,426 14,773 1,510 293 36,998 25,898
Changes from: July 26, 2022 Total Change is: 155
-219 9,652 -834 1,874 -5,447 -399 157 -556 -265 -1,880 41 133 1,589 -2,170
Percent of Open Interest Represented by Each Category of Trader
5.8 30.8 3.1 29.2 17.5 3.5 16.3 18.1 10.1 9.1 0.9 0.2 22.7 15.9
Number of Traders in Each Category Total Traders: 96
9 6 8 13 17 7 16 21 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 48,538
Positions
24,065 1,571 1,431 3,499 11,824 964 8,605 12,828 1,456 0 0 0 8,517 18,463
Changes from: July 26, 2022 Total Change is: 1,816
1,105 82 84 477 -1,894 338 15 2,745 0 0 0 0 -203 461
Percent of Open Interest Represented by Each Category of Trader
49.6 3.2 2.9 7.2 24.4 2.0 17.7 26.4 3.0 0.0 0.0 0.0 17.5 38.0
Number of Traders in Each Category Total Traders: 47
6 . 4 6 12 4 12 9 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 260,221
Positions
105,777 23,777 7,923 34,066 119,812 5,175 52,774 35,414 28,259 5,100 2,439 662 20,485 36,761
Changes from: July 26, 2022 Total Change is: 796
4,996 -1,013 -886 -1,898 -979 819 -2,500 -155 1,887 -3,169 14 -58 1,606 1,167
Percent of Open Interest Represented by Each Category of Trader
40.6 9.1 3.0 13.1 46.0 2.0 20.3 13.6 10.9 2.0 0.9 0.3 7.9 14.1
Number of Traders in Each Category Total Traders: 135
10 6 7 10 42 14 21 36 20 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 269,974
Positions
105,757 46,758 9,694 55,230 89,059 9,176 38,747 58,413 21,335 2,342 622 135 27,558 34,782
Changes from: July 26, 2022 Total Change is: 13,003
-2,385 28,293 1,235 4,357 -18,512 2,194 3,696 490 2,569 -764 -142 -46 2,148 -3,078
Percent of Open Interest Represented by Each Category of Trader
39.2 17.3 3.6 20.5 33.0 3.4 14.4 21.6 7.9 0.9 0.2 0.1 10.2 12.9
Number of Traders in Each Category Total Traders: 130
9 8 9 22 29 20 20 33 22 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 760,557
Positions
48,639 301,757 18,712 398,161 161,674 31,377 61,620 95,323 67,408 44,309 15,306 4,637 85,693 64,363
Changes from: July 26, 2022 Total Change is: -13,587
-10,114 7,854 -660 7,816 -2,659 -116 -4,623 -14,485 -3,591 -1,115 1,854 -545 -638 -1,239
Percent of Open Interest Represented by Each Category of Trader
6.4 39.7 2.5 52.4 21.3 4.1 8.1 12.5 8.9 5.8 2.0 0.6 11.3 8.5
Number of Traders in Each Category Total Traders: 346
19 11 14 107 43 53 44 58 42 40 24 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 32,599
Positions
1,277 17,656 0 12,724 3,510 2,734 3,874 3,850 3 0 0 0 11,987 4,846
Changes from: July 26, 2022 Total Change is: 1,111
416 -26 0 -21 906 25 1,367 0 0 0 0 0 -676 206
Percent of Open Interest Represented by Each Category of Trader
3.9 54.2 0.0 39.0 10.8 8.4 11.9 11.8 0.0 0.0 0.0 0.0 36.8 14.9
Number of Traders in Each Category Total Traders: 31
. . 0 17 . 6 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 18,823
Positions
1,577 2,885 25 4,054 8,725 1,240 4,002 1,282 0 0 900 0 7,925 3,766
Changes from: July 26, 2022 Total Change is: 225
0 -143 0 162 76 -231 820 0 0 0 450 0 -526 73
Percent of Open Interest Represented by Each Category of Trader
8.4 15.3 0.1 21.5 46.4 6.6 21.3 6.8 0.0 0.0 4.8 0.0 42.1 20.0
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 August 2, 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 183,050
Positions
71,020 3,249 1,832 51,234 97,038 5,730 19,500 35,101 14,520 0 427 318 18,896 24,835
Changes from: July 26, 2022 Total Change is: 10,889
14,351 -293 26 2,406 8,639 -840 -3,432 1,804 307 -572 -7 26 -1,383 1,227
Percent of Open Interest Represented by Each Category of Trader
38.8 1.8 1.0 28.0 53.0 3.1 10.7 19.2 7.9 0.0 0.2 0.2 10.3 13.6
Number of Traders in Each Category Total Traders: 92
10 . 5 12 22 13 15 27 15 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 195,427
Positions
12,809 119,128 2,024 118,084 2,658 540 51,147 21,449 2,902 2,069 43,225 58 5,793 3,443
Changes from: July 26, 2022 Total Change is: -1,880
-7,871 1,472 45 6,254 -2,046 -677 1,318 -1,259 11 -946 -95 31 -45 638
Percent of Open Interest Represented by Each Category of Trader
6.6 61.0 1.0 60.4 1.4 0.3 26.2 11.0 1.5 1.1 22.1 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 131
4 7 . 23 6 6 48 24 10 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 21,236
Positions
307 423 177 10,297 7,031 33 5,071 11,328 118 2,117 702 0 3,116 1,424
Changes from: July 26, 2022 Total Change is: -20,425
307 -25,720 -27 -413 3,666 -282 -19,733 3,626 -549 468 -150 -15 -181 -974
Percent of Open Interest Represented by Each Category of Trader
1.4 2.0 0.8 48.5 33.1 0.2 23.9 53.3 0.6 10.0 3.3 0.0 14.7 6.7
Number of Traders in Each Category Total Traders: 54
. . . 7 6 . 12 14 5 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 46,398
Positions
21,123 3,067 1,275 3,073 19,799 487 16,934 14,454 562 300 825 23 2,621 5,906
Changes from: July 26, 2022 Total Change is: -1,428
414 849 -147 -99 284 70 -2,512 -3,052 274 200 59 1 371 234
Percent of Open Interest Represented by Each Category of Trader
45.5 6.6 2.7 6.6 42.7 1.0 36.5 31.2 1.2 0.6 1.8 0.0 5.6 12.7
Number of Traders in Each Category Total Traders: 91
7 5 4 5 23 . 22 23 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 30,975
Positions
11,855 22,311 0 700 5,110 0 17,321 1,603 0 104 219 0 995 1,732
Changes from: July 26, 2022 Total Change is: -895
81 -6 0 -624 -157 0 -523 -492 0 -1 0 0 172 -240
Percent of Open Interest Represented by Each Category of Trader
38.3 72.0 0.0 2.3 16.5 0.0 55.9 5.2 0.0 0.3 0.7 0.0 3.2 5.6
Number of Traders in Each Category Total Traders: 35
. . 0 . 6 0 12 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 36,365
Positions
16,493 3,744 384 4,648 8,608 369 8,205 5,779 787 314 9,273 10 5,155 7,412
Changes from: July 26, 2022 Total Change is: -365
-862 222 140 771 -172 44 -613 -48 60 -5 -22 0 101 -589
Percent of Open Interest Represented by Each Category of Trader
45.4 10.3 1.1 12.8 23.7 1.0 22.6 15.9 2.2 0.9 25.5 0.0 14.2 20.4
Number of Traders in Each Category Total Traders: 90
15 9 . 16 11 5 13 19 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 72,729
Positions
32,986 7,487 768 9,296 17,215 737 16,411 11,559 1,574 627 18,545 20 10,310 14,825
Changes from: July 26, 2022 Total Change is: -730
-1,724 444 279 1,541 -343 87 -1,226 -95 121 -10 -44 0 203 -1,178
Percent of Open Interest Represented by Each Category of Trader
45.4 10.3 1.1 12.8 23.7 1.0 22.6 15.9 2.2 0.9 25.5 0.0 14.2 20.4
Number of Traders in Each Category Total Traders: 90
15 9 . 16 11 5 13 19 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 44,504
Positions
21,089 20,306 0 15,564 17,294 2,510 2,693 3,279 0 0 0 0 2,648 1,115
Changes from: July 26, 2022 Total Change is: 1,173
-162 234 0 1,514 587 -20 -256 193 -67 0 0 0 164 246
Percent of Open Interest Represented by Each Category of Trader
47.4 45.6 0.0 35.0 38.9 5.6 6.1 7.4 0.0 0.0 0.0 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 35
5 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 650,284
Positions
93,412 36,474 19,844 201,881 138,074 56,613 24,419 123,517 169,545 26,578 34,430 5,284 52,708 66,503
Changes from: July 26, 2022 Total Change is: 7,273
5,151 -7,844 -12,040 -5,204 -10,800 -413 1,186 9,444 21,571 -3,082 4,904 -232 336 2,682
Percent of Open Interest Represented by Each Category of Trader
14.4 5.6 3.1 31.0 21.2 8.7 3.8 19.0 26.1 4.1 5.3 0.8 8.1 10.2
Number of Traders in Each Category Total Traders: 573
35 30 41 140 103 115 60 113 108 43 45 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 33,009
Positions
9,096 29,110 0 13,794 207 0 6,872 1,852 599 0 0 0 2,648 1,241
Changes from: July 26, 2022 Total Change is: -597
977 -11 0 -85 -38 0 -681 -19 -510 0 0 0 -298 -19
Percent of Open Interest Represented by Each Category of Trader
27.6 88.2 0.0 41.8 0.6 0.0 20.8 5.6 1.8 0.0 0.0 0.0 8.0 3.8
Number of Traders in Each Category Total Traders: 34
6 7 0 10 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 3,251,421
Positions
467,060 182,371 99,222 1,009,406 690,370 283,063 122,096 617,587 847,724 132,890 172,148 26,420 263,539 332,515
Changes from: July 26, 2022 Total Change is: 36,366
25,754 -39,222 -60,201 -26,022 -53,998 -2,066 5,931 47,221 107,857 -15,412 24,521 -1,159 1,682 13,412
Percent of Open Interest Represented by Each Category of Trader
14.4 5.6 3.1 31.0 21.2 8.7 3.8 19.0 26.1 4.1 5.3 0.8 8.1 10.2
Number of Traders in Each Category Total Traders: 573
35 30 41 140 103 115 60 113 108 43 45 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 21,765
Positions
15,062 15,204 0 4,151 2,705 330 443 2,137 0 0 0 0 1,779 1,389
Changes from: July 26, 2022 Total Change is: 73
0 18 0 1 0 0 15 342 0 0 0 0 57 -287
Percent of Open Interest Represented by Each Category of Trader
69.2 69.9 0.0 19.1 12.4 1.5 2.0 9.8 0.0 0.0 0.0 0.0 8.2 6.4
Number of Traders in Each Category Total Traders: 22
4 6 0 4 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 19,716
Positions
7,010 18,275 0 8,191 1,033 0 1,506 0 0 0 0 0 3,009 408
Changes from: July 26, 2022 Total Change is: 1,386
1,450 431 0 -28 1,033 0 0 0 0 0 0 0 -36 -78
Percent of Open Interest Represented by Each Category of Trader
35.6 92.7 0.0 41.5 5.2 0.0 7.6 0.0 0.0 0.0 0.0 0.0 15.3 2.1
Number of Traders in Each Category Total Traders: 22
5 7 0 7 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 20,818
Positions
6,305 17,216 0 8,436 0 1,244 2,077 1,596 0 0 0 0 2,756 762
Changes from: July 26, 2022 Total Change is: 2,905
1,078 3,212 0 909 0 316 95 -27 0 0 0 0 507 -596
Percent of Open Interest Represented by Each Category of Trader
30.3 82.7 0.0 40.5 0.0 6.0 10.0 7.7 0.0 0.0 0.0 0.0 13.2 3.7
Number of Traders in Each Category Total Traders: 28
5 9 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 168,650
Positions
3,494 8,427 0 28,169 0 231 22,965 91,711 11,808 1,530 4,102 0 100,453 52,371
Changes from: July 26, 2022 Total Change is: 14,917
-1,816 2,402 0 -3,793 0 165 6,703 1,566 1,657 -400 2,347 0 12,402 6,780
Percent of Open Interest Represented by Each Category of Trader
2.1 5.0 0.0 16.7 0.0 0.1 13.6 54.4 7.0 0.9 2.4 0.0 59.6 31.1
Number of Traders in Each Category Total Traders: 28
. . 0 10 0 4 8 6 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 26, 2022 Total Change is: 0
0 0 0 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 August 2, 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 52,037
Positions
22,824 3,080 88 19,463 36,155 2,545 539 4,515 162 0 0 0 6,416 5,492
Changes from: July 26, 2022 Total Change is: -1,501
-2,060 1,476 23 675 -4,535 -217 118 1,594 16 -380 0 0 324 142
Percent of Open Interest Represented by Each Category of Trader
43.9 5.9 0.2 37.4 69.5 4.9 1.0 8.7 0.3 0.0 0.0 0.0 12.3 10.6
Number of Traders in Each Category Total Traders: 68
8 4 . 24 22 9 . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 67,448
Positions
12,560 5,739 524 17,537 12,996 1,579 10,610 17,610 14,723 2,316 3,299 986 6,614 9,993
Changes from: July 26, 2022 Total Change is: -1,520
1,141 -2,195 -964 -628 -391 -102 305 271 359 -854 242 5 -782 1,256
Percent of Open Interest Represented by Each Category of Trader
18.6 8.5 0.8 26.0 19.3 2.3 15.7 26.1 21.8 3.4 4.9 1.5 9.8 14.8
Number of Traders in Each Category Total Traders: 302
27 19 11 61 43 28 40 59 42 19 32 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 337,238
Positions
62,799 28,694 2,618 87,683 64,981 7,893 53,051 88,050 73,614 11,580 16,494 4,929 33,072 49,965
Changes from: July 26, 2022 Total Change is: -7,602
5,706 -10,973 -4,820 -3,139 -1,957 -511 1,527 1,354 1,794 -4,271 1,209 24 -3,912 6,278
Percent of Open Interest Represented by Each Category of Trader
18.6 8.5 0.8 26.0 19.3 2.3 15.7 26.1 21.8 3.4 4.9 1.5 9.8 14.8
Number of Traders in Each Category Total Traders: 302
27 19 11 61 43 28 40 59 42 19 32 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 86,187
Positions
5,177 776 0 1,557 2,730 0 27,110 36,166 3,797 1,871 1,698 100 46,575 40,920
Changes from: July 26, 2022 Total Change is: 21,299
2,075 354 0 415 -184 0 11,955 6,820 393 1,182 288 -200 5,479 13,828
Percent of Open Interest Represented by Each Category of Trader
6.0 0.9 0.0 1.8 3.2 0.0 31.5 42.0 4.4 2.2 2.0 0.1 54.0 47.5
Number of Traders in Each Category Total Traders: 35
4 . 0 . . 0 10 9 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 567,824
Positions
232,964 30,655 4,426 174,257 264,328 44,752 60,267 140,725 20,058 10,665 38,493 63 20,372 24,324
Changes from: July 26, 2022 Total Change is: -14,842
-2,943 12 735 1,802 -17,443 820 -15,633 -191 17 536 2,460 9 -185 -1,260
Percent of Open Interest Represented by Each Category of Trader
41.0 5.4 0.8 30.7 46.6 7.9 10.6 24.8 3.5 1.9 6.8 0.0 3.6 4.3
Number of Traders in Each Category Total Traders: 329
25 15 9 73 78 48 36 76 32 7 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 20,500
Positions
3,660 18,965 0 13,358 593 0 1,857 538 0 0 0 0 1,625 404
Changes from: July 26, 2022 Total Change is: -562
0 -500 0 -758 -32 0 0 -4 0 0 0 0 196 -26
Percent of Open Interest Represented by Each Category of Trader
17.9 92.5 0.0 65.2 2.9 0.0 9.1 2.6 0.0 0.0 0.0 0.0 7.9 2.0
Number of Traders in Each Category Total Traders: 26
. 7 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 13,410
Positions
950 3,062 0 7,756 1,638 41 612 2,802 49 0 3,098 0 4,002 2,720
Changes from: July 26, 2022 Total Change is: -135
-150 18 0 97 -92 0 -300 390 48 0 -93 0 170 -406
Percent of Open Interest Represented by Each Category of Trader
7.1 22.8 0.0 57.8 12.2 0.3 4.6 20.9 0.4 0.0 23.1 0.0 29.8 20.3
Number of Traders in Each Category Total Traders: 21
. . 0 7 . . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 59,868
Positions
8,338 6,280 662 26,738 4,442 2,898 10,301 7,778 448 5,587 0 0 4,896 37,360
Changes from: July 26, 2022 Total Change is: 1,410
343 -809 -23 318 540 -367 1,565 -1,198 -254 304 0 0 -476 3,521
Percent of Open Interest Represented by Each Category of Trader
13.9 10.5 1.1 44.7 7.4 4.8 17.2 13.0 0.7 9.3 0.0 0.0 8.2 62.4
Number of Traders in Each Category Total Traders: 65
8 8 . 12 5 6 15 14 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 405,577
Positions
34,179 151,472 1,867 279,466 146,429 47,310 17,172 20,212 1,727 11,577 29,526 657 11,622 6,377
Changes from: July 26, 2022 Total Change is: -3,755
-5,311 -3,870 -75 4,375 -13,673 2,083 -6,422 2,939 -272 -1,326 8,113 265 2,928 735
Percent of Open Interest Represented by Each Category of Trader
8.4 37.3 0.5 68.9 36.1 11.7 4.2 5.0 0.4 2.9 7.3 0.2 2.9 1.6
Number of Traders in Each Category Total Traders: 198
13 16 4 72 52 40 14 15 6 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,236,980
Positions
130,369 431,794 24,561 759,682 409,587 127,239 87,468 165,430 6,346 67,052 49,746 2,076 32,187 20,201
Changes from: July 26, 2022 Total Change is: 66,767
-9,408 55,782 1,360 61,939 -15,100 -3,354 5,661 11,345 1,116 1,608 15,073 -204 8,049 749
Percent of Open Interest Represented by Each Category of Trader
10.5 34.9 2.0 61.4 33.1 10.3 7.1 13.4 0.5 5.4 4.0 0.2 2.6 1.6
Number of Traders in Each Category Total Traders: 413
27 23 12 138 96 87 42 47 24 20 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 227,933
Positions
23,938 178,124 22,194 26,198 0 2,758 138,218 5,581 11,420 2,700 7,594 140 367 122
Changes from: July 26, 2022 Total Change is: -128
134 2,383 1,104 -270 0 460 459 211 -2,038 24 755 0 -1 -3,003
Percent of Open Interest Represented by Each Category of Trader
10.5 78.1 9.7 11.5 0.0 1.2 60.6 2.4 5.0 1.2 3.3 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 101
6 25 16 13 0 . 33 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,287,933
Positions
3,020 128,924 25,209 603,877 238,151 223,173 88,920 334,866 81,304 81,724 87,438 5,667 175,038 163,201
Changes from: July 26, 2022 Total Change is: 4,730
385 -21,467 2,739 -14,681 -24,255 8,713 -3,745 14,539 11,468 419 8,666 3,092 -3,660 1,235
Percent of Open Interest Represented by Each Category of Trader
0.2 10.0 2.0 46.9 18.5 17.3 6.9 26.0 6.3 6.3 6.8 0.4 13.6 12.7
Number of Traders in Each Category Total Traders: 178
4 17 15 64 30 61 21 27 33 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,317,958
Positions
15,993 71,443 529 792,560 200,741 239,617 32,638 656,654 25,133 60,234 16,794 0 151,254 107,047
Changes from: July 26, 2022 Total Change is: -10,533
-1,022 -9,606 -3,590 -15,100 2,463 8,770 -1,462 -12,581 5,225 384 -1,936 0 -3,738 722
Percent of Open Interest Represented by Each Category of Trader
1.2 5.4 0.0 60.1 15.2 18.2 2.5 49.8 1.9 4.6 1.3 0.0 11.5 8.1
Number of Traders in Each Category Total Traders: 159
4 12 . 78 24 64 11 21 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 2,075,824
Positions
74,254 223,542 15,473 933,734 518,501 345,384 300,819 390,484 130,845 129,117 221,794 1,157 145,040 228,643
Changes from: July 26, 2022 Total Change is: 40,728
-1,198 -35,548 1,707 11,984 -6,459 -9,573 -30,705 58,393 15,542 45,611 -3,567 161 7,199 20,073
Percent of Open Interest Represented by Each Category of Trader
3.6 10.8 0.7 45.0 25.0 16.6 14.5 18.8 6.3 6.2 10.7 0.1 7.0 11.0
Number of Traders in Each Category Total Traders: 363
16 39 10 91 70 92 34 63 38 19 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 4,336,139
Positions
98,777 292,667 167,008 1,784,542 941,279 890,481 250,464 479,754 547,637 125,645 458,864 88,926 382,660 469,524
Changes from: July 26, 2022 Total Change is: 169,730
32,818 -54,180 16,305 -48,633 -75,135 85,277 -46,895 81,877 117,454 -10,853 -45,805 19,275 4,983 24,661
Percent of Open Interest Represented by Each Category of Trader
2.3 6.7 3.9 41.2 21.7 20.5 5.8 11.1 12.6 2.9 10.6 2.1 8.8 10.8
Number of Traders in Each Category Total Traders: 400
22 27 32 108 78 114 50 62 81 23 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,168,636
Positions
66,362 28,288 4,230 513,042 408,800 240,559 61,757 131,205 36,041 109,805 66,537 85 136,755 252,891
Changes from: July 26, 2022 Total Change is: 3,360
8,341 -3,900 2,741 16,456 5,861 -17,674 -3,681 6,822 -367 -7,522 8,925 85 4,981 867
Percent of Open Interest Represented by Each Category of Trader
5.7 2.4 0.4 43.9 35.0 20.6 5.3 11.2 3.1 9.4 5.7 0.0 11.7 21.6
Number of Traders in Each Category Total Traders: 136
5 7 5 37 46 53 10 12 13 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 2,864
Positions
0 0 0 0 0 0 117 1,631 362 1,278 401 42 1,065 428
Changes from: July 26, 2022 Total Change is: -1,969
0 0 0 0 0 0 17 -2,312 362 -2,024 -123 42 -366 62
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 4.1 56.9 12.6 44.6 14.0 1.5 37.2 14.9
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . . 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 4,264,793
Positions
38,653 512,864 73,955 1,716,635 802,829 885,879 500,076 924,081 319,379 390,739 308,787 10,781 328,694 426,236
Changes from: July 26, 2022 Total Change is: 5,336
-12,484 -100,557 9,616 36,759 13,531 -8,127 -133,768 6,011 68,175 8,366 19,763 594 36,204 -3,671
Percent of Open Interest Represented by Each Category of Trader
0.9 12.0 1.7 40.3 18.8 20.8 11.7 21.7 7.5 9.2 7.2 0.3 7.7 10.0
Number of Traders in Each Category Total Traders: 332
11 38 22 85 65 90 37 54 53 14 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,540,437
Positions
404,089 363,397 439,363 2,500 22,786 9,210 287,959 334,311 315,619 44,264 6,846 3,828 33,605 45,077
Changes from: July 26, 2022 Total Change is: -345,362
25,350 -97,249 -123,465 1,595 -15,710 -11,510 -168,395 -45,404 -52,574 -15,426 -2,366 -1,833 896 4,749
Percent of Open Interest Represented by Each Category of Trader
26.2 23.6 28.5 0.2 1.5 0.6 18.7 21.7 20.5 2.9 0.4 0.2 2.2 2.9
Number of Traders in Each Category Total Traders: 131
25 37 58 . 6 4 25 27 40 5 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 is20,960,472
Positions
2,363,139 1,769,906 3,577,008 1,262,538 234,993 738,163 313,526 1,334,935 11,996,724 27,029 274,970 236,683 445,663 797,091
Changes from: July 26, 2022 Total Change is: 350,902
85,145 19,601 62,877 -24,274 16,773 -20,656 -1,813 -85,248 286,695 930 26,970 -13,768 -24,232 57,659
Percent of Open Interest Represented by Each Category of Trader
11.3 8.4 17.1 6.0 1.1 3.5 1.5 6.4 57.2 0.1 1.3 1.1 2.1 3.8
Number of Traders in Each Category Total Traders: 237
21 41 58 18 15 25 39 71 95 14 15 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 9,599,855
Positions
2,325,491 2,281,879 1,447,403 869,111 383,524 348,195 619,791 1,182,694 3,861,043 74,518 41,309 37,943 16,359 15,863
Changes from: July 26, 2022 Total Change is: 446,228
317,677 58,180 -6,894 -70,092 73,744 61,089 -61,413 63,909 193,385 6,281 213 1,527 4,669 1,075
Percent of Open Interest Represented by Each Category of Trader
24.2 23.8 15.1 9.1 4.0 3.6 6.5 12.3 40.2 0.8 0.4 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 423
52 78 109 15 28 30 61 89 124 25 46 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 530,955
Positions
64,831 298,753 142,641 1,856 435 6,759 248,627 16,372 63,709 2,177 1,770 212 143 304
Changes from: July 26, 2022 Total Change is: -131,622
-15,305 -67,225 -15,548 873 -12,254 1,959 -79,175 -14,664 -22,960 -1,004 -812 36 -498 -154
Percent of Open Interest Represented by Each Category of Trader
12.2 56.3 26.9 0.3 0.1 1.3 46.8 3.1 12.0 0.4 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 139
20 49 45 . . . 30 24 35 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 13,617
Positions
94 2,152 45 7,234 957 388 2,295 7,277 888 1,089 660 484 1,100 765
Changes from: July 26, 2022 Total Change is: -2,488
-32 -91 -661 465 -181 -791 45 257 -704 -195 385 -518 -96 -184
Percent of Open Interest Represented by Each Category of Trader
0.7 15.8 0.3 53.1 7.0 2.8 16.9 53.4 6.5 8.0 4.8 3.6 8.1 5.6
Number of Traders in Each Category Total Traders: 99
. 5 . 6 8 . 17 43 21 10 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 20,965
Positions
1,660 0 0 188 975 2 2,360 12,782 4,616 9,074 1,201 29 3,036 1,360
Changes from: July 26, 2022 Total Change is: -2,680
-562 0 0 -1 113 -32 -1,882 812 -188 2,988 121 -2,790 -213 -717
Percent of Open Interest Represented by Each Category of Trader
7.9 0.0 0.0 0.9 4.7 0.0 11.3 61.0 22.0 43.3 5.7 0.1 14.5 6.5
Number of Traders in Each Category Total Traders: 87
. 0 0 4 . . 11 10 7 41 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 3,485
Positions
89 271 82 0 240 11 945 1,969 269 1,049 29 251 789 363
Changes from: July 26, 2022 Total Change is: -48
-38 -160 33 0 -154 8 -234 517 -60 274 -197 -56 25 21
Percent of Open Interest Represented by Each Category of Trader
2.6 7.8 2.4 0.0 6.9 0.3 27.1 56.5 7.7 30.1 0.8 7.2 22.6 10.4
Number of Traders in Each Category Total Traders: 51
. . . 0 6 . 10 17 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 63,526
Positions
6,523 0 0 278 856 0 33,091 48,630 7,655 14,376 5,587 414 1,188 384
Changes from: July 26, 2022 Total Change is: 2,044
-2,583 0 -163 100 -400 0 8,034 8,392 -3,683 196 -2,309 219 -75 -11
Percent of Open Interest Represented by Each Category of Trader
10.3 0.0 0.0 0.4 1.3 0.0 52.1 76.6 12.0 22.6 8.8 0.7 1.9 0.6
Number of Traders in Each Category Total Traders: 117
. 0 0 . . 0 8 7 4 70 29 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 57,197
Positions
815 38,756 0 28,200 1,257 765 13,143 10,351 462 8,584 3,184 75 5,154 2,347
Changes from: July 26, 2022 Total Change is: -3,404
120 0 0 -3,234 271 -8 -29 -3,231 -150 38 -119 -31 -109 -136
Percent of Open Interest Represented by Each Category of Trader
1.4 67.8 0.0 49.3 2.2 1.3 23.0 18.1 0.8 15.0 5.6 0.1 9.0 4.1
Number of Traders in Each Category Total Traders: 126
. . 0 15 5 4 38 15 5 35 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 322,604
Positions
24,796 13,557 13,879 125,645 79,051 38,405 35,409 94,154 41,362 9,057 1,012 9,240 24,811 31,944
Changes from: July 26, 2022 Total Change is: 21,734
312 2,601 -1,303 4,874 12,283 2,144 8,890 81 4,639 956 -107 365 857 1,031
Percent of Open Interest Represented by Each Category of Trader
7.7 4.2 4.3 38.9 24.5 11.9 11.0 29.2 12.8 2.8 0.3 2.9 7.7 9.9
Number of Traders in Each Category Total Traders: 173
10 13 17 19 28 23 29 50 51 12 4 14
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 67,084
Positions
40,937 49,064 95 22,225 3,504 934 2,237 13,105 0 283 244 0 373 138
Changes from: July 26, 2022 Total Change is: -2,654
0 0 0 -1,318 -834 -992 59 -925 -1 -397 75 -4 -1 27
Percent of Open Interest Represented by Each Category of Trader
61.0 73.1 0.1 33.1 5.2 1.4 3.3 19.5 0.0 0.4 0.4 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 47
. 5 . 13 . . 6 9 0 5 4 0
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Updated August 05, 2022