Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 168,859
Positions
11,662 55,208 4,412 47,745 24,933 5,391 30,885 29,330 18,760 13,797 2,106 299 35,909 28,420
Changes from: August 16, 2022 Total Change is: 7,270
1,844 -3,599 838 -476 2,499 162 686 4,184 2,093 815 1,025 85 1,224 -17
Percent of Open Interest Represented by Each Category of Trader
6.9 32.7 2.6 28.3 14.8 3.2 18.3 17.4 11.1 8.2 1.2 0.2 21.3 16.8
Number of Traders in Each Category Total Traders: 97
9 4 8 14 14 9 16 25 15 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 46,312
Positions
20,227 2,238 1,994 2,251 10,321 813 10,418 8,004 1,611 0 0 0 8,998 21,331
Changes from: August 16, 2022 Total Change is: 3,409
2,007 -686 212 -195 1,145 258 1,773 -720 239 0 0 0 -885 2,960
Percent of Open Interest Represented by Each Category of Trader
43.7 4.8 4.3 4.9 22.3 1.8 22.5 17.3 3.5 0.0 0.0 0.0 19.4 46.1
Number of Traders in Each Category Total Traders: 44
6 . 4 . 11 4 14 7 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 286,303
Positions
93,898 23,886 9,792 37,076 133,509 6,163 79,941 39,140 28,770 8,915 2,406 69 21,680 42,567
Changes from: August 16, 2022 Total Change is: 27,415
6,544 -2,126 1,658 150 13,430 980 13,002 7,350 1,977 3,171 -2,503 -699 632 7,349
Percent of Open Interest Represented by Each Category of Trader
32.8 8.3 3.4 12.9 46.6 2.2 27.9 13.7 10.0 3.1 0.8 0.0 7.6 14.9
Number of Traders in Each Category Total Traders: 146
10 6 7 12 39 17 31 35 20 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 268,485
Positions
109,350 22,076 9,179 54,941 121,113 7,603 40,491 50,354 19,503 2,912 786 9 24,497 37,863
Changes from: August 16, 2022 Total Change is: 16,163
5,494 -21,117 1,139 -2,151 27,485 1,086 7,039 5,259 3,689 -684 -2,867 9 542 1,479
Percent of Open Interest Represented by Each Category of Trader
40.7 8.2 3.4 20.5 45.1 2.8 15.1 18.8 7.3 1.1 0.3 0.0 9.1 14.1
Number of Traders in Each Category Total Traders: 128
11 5 9 23 28 21 20 32 18 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 799,141
Positions
64,882 287,452 22,894 401,490 193,412 30,555 74,627 109,205 66,322 46,923 15,853 5,331 86,119 68,118
Changes from: August 16, 2022 Total Change is: 34,305
7,689 -10,416 4,593 1,093 15,298 768 11,098 11,422 4,957 562 1,974 -256 3,802 5,965
Percent of Open Interest Represented by Each Category of Trader
8.1 36.0 2.9 50.2 24.2 3.8 9.3 13.7 8.3 5.9 2.0 0.7 10.8 8.5
Number of Traders in Each Category Total Traders: 352
19 12 14 105 45 54 48 58 38 42 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 32,424
Positions
926 17,661 0 12,779 3,554 2,709 3,732 3,878 3 0 0 0 12,275 4,619
Changes from: August 16, 2022 Total Change is: -107
20 -3 0 -36 -66 0 -316 28 0 0 0 0 225 -66
Percent of Open Interest Represented by Each Category of Trader
2.9 54.5 0.0 39.4 11.0 8.4 11.5 12.0 0.0 0.0 0.0 0.0 37.9 14.2
Number of Traders in Each Category Total Traders: 31
. . 0 17 4 7 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 19,313
Positions
1,937 2,636 26 2,856 9,748 1,159 5,800 1,177 0 0 1,000 0 7,535 3,567
Changes from: August 16, 2022 Total Change is: 67
271 -252 2 0 407 -78 361 -105 0 0 100 0 -489 -7
Percent of Open Interest Represented by Each Category of Trader
10.0 13.6 0.1 14.8 50.5 6.0 30.0 6.1 0.0 0.0 5.2 0.0 39.0 18.5
Number of Traders in Each Category Total Traders: 21
. . . . 8 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 179,855
Positions
74,745 4,912 1,925 46,020 99,086 4,282 22,222 33,549 11,528 400 1,863 0 18,733 22,711
Changes from: August 16, 2022 Total Change is: 7,704
8,153 1,303 -93 -5,576 7,119 -819 5,483 -92 77 0 11 -670 1,147 867
Percent of Open Interest Represented by Each Category of Trader
41.6 2.7 1.1 25.6 55.1 2.4 12.4 18.7 6.4 0.2 1.0 0.0 10.4 12.6
Number of Traders in Each Category Total Traders: 90
10 5 6 10 19 12 17 24 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 205,598
Positions
18,790 120,001 869 120,823 2,724 850 52,541 28,205 1,927 2,435 47,485 88 7,275 3,449
Changes from: August 16, 2022 Total Change is: 3,954
1,391 -628 -101 10,950 -601 -59 -8,053 571 1,081 -1,728 3,474 -1 474 218
Percent of Open Interest Represented by Each Category of Trader
9.1 58.4 0.4 58.8 1.3 0.4 25.6 13.7 0.9 1.2 23.1 0.0 3.5 1.7
Number of Traders in Each Category Total Traders: 146
. 9 . 29 7 4 49 26 7 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 40,206
Positions
453 427 188 26,268 1,581 33 8,034 35,361 144 1,490 1,007 0 3,596 1,465
Changes from: August 16, 2022 Total Change is: 2,113
146 -1 16 2,147 247 0 155 1,769 43 -297 131 0 -97 -92
Percent of Open Interest Represented by Each Category of Trader
1.1 1.1 0.5 65.3 3.9 0.1 20.0 87.9 0.4 3.7 2.5 0.0 8.9 3.6
Number of Traders in Each Category Total Traders: 59
. . . 11 4 . 13 16 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 43,306
Positions
18,854 2,581 1,106 5,698 17,232 552 14,377 15,127 376 278 742 55 2,010 5,535
Changes from: August 16, 2022 Total Change is: 1,010
2,248 -4,088 431 144 1,134 276 -1,833 1,708 248 -56 188 1 -449 1,112
Percent of Open Interest Represented by Each Category of Trader
43.5 6.0 2.6 13.2 39.8 1.3 33.2 34.9 0.9 0.6 1.7 0.1 4.6 12.8
Number of Traders in Each Category Total Traders: 86
7 4 4 6 20 . 18 26 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 28,409
Positions
13,011 22,256 0 3,943 2,241 0 10,251 1,288 437 108 129 0 659 2,058
Changes from: August 16, 2022 Total Change is: 1,006
-18 -104 0 3,247 228 0 -2,197 144 262 0 0 0 -288 476
Percent of Open Interest Represented by Each Category of Trader
45.8 78.3 0.0 13.9 7.9 0.0 36.1 4.5 1.5 0.4 0.5 0.0 2.3 7.2
Number of Traders in Each Category Total Traders: 31
. . 0 . 6 0 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 40,463
Positions
13,674 9,264 391 6,227 6,657 324 11,906 7,777 989 798 8,752 3 6,151 6,307
Changes from: August 16, 2022 Total Change is: -198
-385 2,455 -252 246 261 -26 309 -1,274 182 319 104 -77 -514 -1,571
Percent of Open Interest Represented by Each Category of Trader
33.8 22.9 1.0 15.4 16.5 0.8 29.4 19.2 2.4 2.0 21.6 0.0 15.2 15.6
Number of Traders in Each Category Total Traders: 95
13 10 . 17 11 5 16 22 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 80,925
Positions
27,348 18,527 782 12,454 13,314 647 23,812 15,555 1,978 1,596 17,503 5 12,303 12,614
Changes from: August 16, 2022 Total Change is: -396
-770 4,910 -503 492 522 -51 618 -2,548 365 637 207 -155 -1,029 -3,143
Percent of Open Interest Represented by Each Category of Trader
33.8 22.9 1.0 15.4 16.5 0.8 29.4 19.2 2.4 2.0 21.6 0.0 15.2 15.6
Number of Traders in Each Category Total Traders: 95
13 10 . 17 11 5 16 22 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 47,067
Positions
23,804 21,968 24 15,546 17,338 2,271 2,257 4,275 0 0 0 0 3,165 1,191
Changes from: August 16, 2022 Total Change is: 1,270
116 895 0 680 -86 41 -68 286 0 0 0 0 501 134
Percent of Open Interest Represented by Each Category of Trader
50.6 46.7 0.1 33.0 36.8 4.8 4.8 9.1 0.0 0.0 0.0 0.0 6.7 2.5
Number of Traders in Each Category Total Traders: 38
5 7 . 18 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 666,545
Positions
107,031 40,951 22,103 191,400 123,031 56,531 24,729 125,186 180,888 21,672 40,538 6,179 56,012 71,139
Changes from: August 16, 2022 Total Change is: -17,241
100 6,450 1,569 -6,265 809 405 -159 -15,950 -12,307 -1,524 886 199 742 699
Percent of Open Interest Represented by Each Category of Trader
16.1 6.1 3.3 28.7 18.5 8.5 3.7 18.8 27.1 3.3 6.1 0.9 8.4 10.7
Number of Traders in Each Category Total Traders: 579
35 30 41 135 104 117 58 118 114 49 47 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 33,026
Positions
6,583 30,982 0 16,345 207 0 5,213 287 0 0 0 0 4,885 1,550
Changes from: August 16, 2022 Total Change is: 1,511
-129 2,034 0 645 0 0 -301 136 -599 0 0 0 1,895 -60
Percent of Open Interest Represented by Each Category of Trader
19.9 93.8 0.0 49.5 0.6 0.0 15.8 0.9 0.0 0.0 0.0 0.0 14.8 4.7
Number of Traders in Each Category Total Traders: 34
4 8 0 14 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 3,332,723
Positions
535,155 204,754 110,513 957,001 615,153 282,655 123,643 625,928 904,441 108,361 202,689 30,895 280,058 355,694
Changes from: August 16, 2022 Total Change is: -86,203
500 32,252 7,847 -31,325 4,044 2,024 -794 -79,749 -61,537 -7,619 4,431 993 3,709 3,493
Percent of Open Interest Represented by Each Category of Trader
16.1 6.1 3.3 28.7 18.5 8.5 3.7 18.8 27.1 3.3 6.1 0.9 8.4 10.7
Number of Traders in Each Category Total Traders: 579
35 30 41 135 104 117 58 118 114 49 47 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 22,962
Positions
15,916 15,793 0 4,392 3,509 330 419 1,951 0 0 0 0 1,905 1,379
Changes from: August 16, 2022 Total Change is: 149
2 393 0 66 0 0 -24 -16 0 0 0 0 105 -228
Percent of Open Interest Represented by Each Category of Trader
69.3 68.8 0.0 19.1 15.3 1.4 1.8 8.5 0.0 0.0 0.0 0.0 8.3 6.0
Number of Traders in Each Category Total Traders: 25
5 8 0 4 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 17,661
Positions
6,290 16,693 0 8,101 0 0 790 0 0 0 0 0 2,480 968
Changes from: August 16, 2022 Total Change is: -949
-1,033 -183 0 304 -1,033 0 0 0 0 0 0 0 -220 267
Percent of Open Interest Represented by Each Category of Trader
35.6 94.5 0.0 45.9 0.0 0.0 4.5 0.0 0.0 0.0 0.0 0.0 14.0 5.5
Number of Traders in Each Category Total Traders: 20
5 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 25,567
Positions
8,177 21,754 0 11,981 0 1,279 968 1,629 0 0 0 0 3,162 905
Changes from: August 16, 2022 Total Change is: -591
370 47 0 -429 0 35 -856 411 0 0 0 0 289 -1,084
Percent of Open Interest Represented by Each Category of Trader
32.0 85.1 0.0 46.9 0.0 5.0 3.8 6.4 0.0 0.0 0.0 0.0 12.4 3.5
Number of Traders in Each Category Total Traders: 29
4 9 0 10 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 212,268
Positions
1,611 14,833 0 29,779 0 269 30,069 119,985 11,590 0 13,843 0 138,950 51,748
Changes from: August 16, 2022 Total Change is: 12,299
1,611 -2,814 0 1,081 0 78 -5,138 28,731 -3,722 0 3,691 0 18,389 -13,665
Percent of Open Interest Represented by Each Category of Trader
0.8 7.0 0.0 14.0 0.0 0.1 14.2 56.5 5.5 0.0 6.5 0.0 65.5 24.4
Number of Traders in Each Category Total Traders: 30
. . 0 11 0 . 9 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 217,397
Positions
69,681 73,472 99,395 0 2,000 0 7,406 1,012 37,388 0 0 0 3,527 4,130
Changes from: August 16, 2022 Total Change is: 3,750
2,000 0 1,250 0 2,000 0 0 0 -1,500 0 0 0 2,000 2,000
Percent of Open Interest Represented by Each Category of Trader
32.1 33.8 45.7 0.0 0.9 0.0 3.4 0.5 17.2 0.0 0.0 0.0 1.6 1.9
Number of Traders in Each Category Total Traders: 20
6 7 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 49,110
Positions
17,608 5,431 153 20,555 34,006 2,379 538 2,306 154 0 0 0 7,723 4,681
Changes from: August 16, 2022 Total Change is: 348
-494 1,030 99 294 1,517 52 0 -1,760 -11 0 0 0 408 -579
Percent of Open Interest Represented by Each Category of Trader
35.9 11.1 0.3 41.9 69.2 4.8 1.1 4.7 0.3 0.0 0.0 0.0 15.7 9.5
Number of Traders in Each Category Total Traders: 59
6 5 . 25 18 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 68,118
Positions
11,734 6,209 738 18,778 10,960 1,574 9,755 17,566 14,690 2,664 4,195 1,169 7,016 11,017
Changes from: August 16, 2022 Total Change is: -2,039
-1,469 2,779 -46 -1,241 738 246 1,242 -2,640 -1,457 167 -1,372 52 466 -340
Percent of Open Interest Represented by Each Category of Trader
17.2 9.1 1.1 27.6 16.1 2.3 14.3 25.8 21.6 3.9 6.2 1.7 10.3 16.2
Number of Traders in Each Category Total Traders: 319
26 18 13 59 44 34 44 65 42 27 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 340,590
Positions
58,670 31,046 3,692 93,892 54,802 7,868 48,774 87,828 73,449 13,318 20,973 5,845 35,082 55,087
Changes from: August 16, 2022 Total Change is: -10,197
-7,347 13,894 -230 -6,205 3,691 1,230 6,210 -13,200 -7,285 836 -6,858 261 2,332 -1,700
Percent of Open Interest Represented by Each Category of Trader
17.2 9.1 1.1 27.6 16.1 2.3 14.3 25.8 21.6 3.9 6.2 1.7 10.3 16.2
Number of Traders in Each Category Total Traders: 319
26 18 13 59 44 34 44 65 42 27 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 131,835
Positions
8,371 1,186 0 1,791 3,946 28 40,329 86,317 4,160 2,816 1,923 335 74,005 33,941
Changes from: August 16, 2022 Total Change is: 17,948
2,616 -38 0 -55 1,251 -2 2,606 30,722 1,502 281 46 10 10,990 -15,543
Percent of Open Interest Represented by Each Category of Trader
6.3 0.9 0.0 1.4 3.0 0.0 30.6 65.5 3.2 2.1 1.5 0.3 56.1 25.7
Number of Traders in Each Category Total Traders: 37
4 . 0 . . . 10 9 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 532,899
Positions
188,928 32,268 8,933 178,374 216,816 43,035 59,199 142,882 21,429 9,640 42,003 164 23,197 25,369
Changes from: August 16, 2022 Total Change is: -9,419
-11,649 -1,716 2,183 -2,005 5,408 -1,200 5,120 -15,666 -102 -818 2,869 110 -1,058 -1,304
Percent of Open Interest Represented by Each Category of Trader
35.5 6.1 1.7 33.5 40.7 8.1 11.1 26.8 4.0 1.8 7.9 0.0 4.4 4.8
Number of Traders in Each Category Total Traders: 336
27 17 6 73 70 48 37 81 36 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 19,868
Positions
3,920 18,363 0 13,059 580 0 1,851 332 0 0 0 0 1,038 593
Changes from: August 16, 2022 Total Change is: -422
160 -410 0 -549 0 0 0 -206 0 0 0 0 -33 194
Percent of Open Interest Represented by Each Category of Trader
19.7 92.4 0.0 65.7 2.9 0.0 9.3 1.7 0.0 0.0 0.0 0.0 5.2 3.0
Number of Traders in Each Category Total Traders: 26
. 7 0 11 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,151
Positions
950 3,113 0 7,700 1,434 45 612 3,509 0 0 2,898 0 4,844 3,152
Changes from: August 16, 2022 Total Change is: -600
0 -683 0 -948 0 -1 0 199 -6 0 -64 0 355 -45
Percent of Open Interest Represented by Each Category of Trader
6.7 22.0 0.0 54.4 10.1 0.3 4.3 24.8 0.0 0.0 20.5 0.0 34.2 22.3
Number of Traders in Each Category Total Traders: 20
. . 0 7 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 55,843
Positions
8,033 9,439 811 23,293 4,391 3,391 9,948 9,128 217 3,947 1,904 0 6,203 26,562
Changes from: August 16, 2022 Total Change is: -2,356
-1,564 1,107 -103 -878 -794 82 -239 181 -77 -26 1,904 0 449 -4,656
Percent of Open Interest Represented by Each Category of Trader
14.4 16.9 1.5 41.7 7.9 6.1 17.8 16.3 0.4 7.1 3.4 0.0 11.1 47.6
Number of Traders in Each Category Total Traders: 65
7 12 . 10 6 6 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 392,001
Positions
32,504 163,119 1,821 267,504 128,386 47,099 21,804 21,405 894 11,308 23,039 730 8,337 5,508
Changes from: August 16, 2022 Total Change is: 5,138
-1,615 10,847 -49 -403 8,057 -356 7,376 -7,358 -153 303 -5,349 40 -5 -541
Percent of Open Interest Represented by Each Category of Trader
8.3 41.6 0.5 68.2 32.8 12.0 5.6 5.5 0.2 2.9 5.9 0.2 2.1 1.4
Number of Traders in Each Category Total Traders: 202
10 16 5 75 51 39 17 16 6 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 1,218,705
Positions
115,797 449,090 23,503 759,220 388,953 135,034 88,061 149,916 7,711 59,731 35,095 2,269 27,379 27,134
Changes from: August 16, 2022 Total Change is: -954
-7,914 -1,015 -1,303 -7,330 18,955 8,812 -925 -15,811 3,054 124 -22,184 469 4,059 8,069
Percent of Open Interest Represented by Each Category of Trader
9.5 36.8 1.9 62.3 31.9 11.1 7.2 12.3 0.6 4.9 2.9 0.2 2.2 2.2
Number of Traders in Each Category Total Traders: 421
28 22 13 139 93 88 43 52 29 25 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 230,004
Positions
26,101 181,185 19,328 25,480 0 3,658 138,671 5,239 12,513 3,741 7,894 140 372 47
Changes from: August 16, 2022 Total Change is: 1,732
708 617 809 -832 0 850 51 -481 10 146 0 0 -10 -73
Percent of Open Interest Represented by Each Category of Trader
11.3 78.8 8.4 11.1 0.0 1.6 60.3 2.3 5.4 1.6 3.4 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
7 25 15 13 0 4 34 4 9 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 1,359,446
Positions
929 115,742 34,410 593,454 259,515 214,782 92,537 333,383 128,575 83,236 93,049 10,470 201,053 169,519
Changes from: August 16, 2022 Total Change is: 57,017
-611 -8,505 6,363 8,321 19,853 -13,451 -2,810 202 34,785 1,471 -807 2,754 20,196 15,825
Percent of Open Interest Represented by Each Category of Trader
0.1 8.5 2.5 43.7 19.1 15.8 6.8 24.5 9.5 6.1 6.8 0.8 14.8 12.5
Number of Traders in Each Category Total Traders: 171
4 15 12 61 29 60 20 29 36 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 1,387,057
Positions
15,744 49,544 3,580 816,222 199,278 227,645 49,374 714,793 60,702 55,216 14,661 423 158,151 116,431
Changes from: August 16, 2022 Total Change is: 12,358
201 -9,704 866 -7,703 2,376 -2,316 11,086 19,551 4,097 -1,210 -5,399 423 6,913 2,464
Percent of Open Interest Represented by Each Category of Trader
1.1 3.6 0.3 58.8 14.4 16.4 3.6 51.5 4.4 4.0 1.1 0.0 11.4 8.4
Number of Traders in Each Category Total Traders: 152
4 11 5 76 19 61 11 23 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 2,181,759
Positions
39,673 285,559 25,155 1,024,376 550,540 322,653 227,105 350,313 219,692 167,937 208,931 3,332 151,835 215,584
Changes from: August 16, 2022 Total Change is: 39,025
-9,061 74,692 10,737 123 8,646 -4,514 -4,880 -108,509 52,409 -206 -17,191 1,291 -6,874 21,464
Percent of Open Interest Represented by Each Category of Trader
1.8 13.1 1.2 47.0 25.2 14.8 10.4 16.1 10.1 7.7 9.6 0.2 7.0 9.9
Number of Traders in Each Category Total Traders: 373
11 43 16 97 65 92 43 68 49 17 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 4,553,134
Positions
63,034 284,741 217,618 1,790,948 887,819 849,500 187,888 534,865 767,551 196,004 411,871 108,267 372,325 490,903
Changes from: August 16, 2022 Total Change is: 283,094
-19,840 -12,600 30,991 16,078 -21,936 -9,990 -42,315 18,764 208,104 60,406 19,411 21,946 17,713 28,404
Percent of Open Interest Represented by Each Category of Trader
1.4 6.3 4.8 39.3 19.5 18.7 4.1 11.7 16.9 4.3 9.0 2.4 8.2 10.8
Number of Traders in Each Category Total Traders: 409
18 34 38 112 75 110 45 72 87 24 29 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 1,267,444
Positions
65,120 18,752 3,221 536,667 424,568 233,636 91,685 175,913 84,567 106,562 70,787 221 145,765 255,779
Changes from: August 16, 2022 Total Change is: 66,528
1,886 -10,405 1,400 -15,501 8,966 -9,031 6,289 13,476 56,130 -183 -994 221 25,317 6,765
Percent of Open Interest Represented by Each Category of Trader
5.1 1.5 0.3 42.3 33.5 18.4 7.2 13.9 6.7 8.4 5.6 0.0 11.5 20.2
Number of Traders in Each Category Total Traders: 130
5 5 6 37 44 53 10 11 14 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 4,060
Positions
0 0 0 0 0 0 1,320 2,695 370 1,322 336 66 982 593
Changes from: August 16, 2022 Total Change is: -474
0 0 0 0 0 0 34 -362 -371 -158 47 66 -45 146
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 32.5 66.4 9.1 32.6 8.3 1.6 24.2 14.6
Number of Traders in Each Category Total Traders: 23
0 0 0 0 0 0 . . . 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 4,567,604
Positions
41,046 408,031 138,364 1,708,144 845,156 871,937 617,302 1,090,654 420,537 424,613 311,842 15,851 329,810 465,232
Changes from: August 16, 2022 Total Change is: 151,591
-8,503 -29,482 22,119 40,717 23,358 -28,271 64,430 117,751 44,998 -7,075 436 3,771 19,406 -3,087
Percent of Open Interest Represented by Each Category of Trader
0.9 8.9 3.0 37.4 18.5 19.1 13.5 23.9 9.2 9.3 6.8 0.3 7.2 10.2
Number of Traders in Each Category Total Traders: 348
15 36 29 81 74 93 36 62 58 16 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,748,842
Positions
388,948 417,326 482,238 2,500 114,820 9,100 436,550 331,697 345,170 47,547 5,758 4,895 31,894 37,838
Changes from: August 16, 2022 Total Change is: 83,477
-2,054 -16,457 19,169 -1,245 79,544 1,672 77,395 12,380 -9,938 9,872 -1,935 -150 -11,244 -808
Percent of Open Interest Represented by Each Category of Trader
22.2 23.9 27.6 0.1 6.6 0.5 25.0 19.0 19.7 2.7 0.3 0.3 1.8 2.2
Number of Traders in Each Category Total Traders: 132
22 40 54 . 6 . 31 22 43 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 is20,602,099
Positions
2,399,535 1,849,374 3,522,049 1,019,607 187,406 662,201 349,655 1,239,904 11,952,163 30,402 186,789 187,038 479,449 815,176
Changes from: August 16, 2022 Total Change is: 209,201
23,096 48,316 54,651 -138,245 -26,798 1,770 32,050 -46,833 252,339 2,247 -30,086 -9,501 -9,205 -34,656
Percent of Open Interest Represented by Each Category of Trader
11.6 9.0 17.1 4.9 0.9 3.2 1.7 6.0 58.0 0.1 0.9 0.9 2.3 4.0
Number of Traders in Each Category Total Traders: 230
20 40 54 16 15 24 38 69 90 15 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 is10,409,329
Positions
2,489,623 1,964,797 1,698,339 586,558 413,817 570,873 580,872 1,302,081 4,347,955 75,104 45,607 43,590 16,417 22,271
Changes from: August 16, 2022 Total Change is: 421,329
122,587 -86,962 41,105 -100,851 1,153 46,779 2,804 129,752 305,324 1,851 1,351 3,235 -1,506 -20,408
Percent of Open Interest Represented by Each Category of Trader
23.9 18.9 16.3 5.6 4.0 5.5 5.6 12.5 41.8 0.7 0.4 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 436
56 69 108 18 30 37 63 92 128 34 42 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 618,230
Positions
105,222 318,772 146,554 2,205 600 11,900 263,642 49,441 87,150 983 3,091 253 321 469
Changes from: August 16, 2022 Total Change is: 35,756
24,645 -4,261 6,246 -1,073 -21 1,488 373 22,676 10,118 -20 -111 -11 -6,010 -368
Percent of Open Interest Represented by Each Category of Trader
17.0 51.6 23.7 0.4 0.1 1.9 42.6 8.0 14.1 0.2 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 152
25 50 42 . . . 29 30 40 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,319
Positions
59 1,965 19 6,601 1,144 408 2,639 7,521 1,602 1,543 449 284 1,163 927
Changes from: August 16, 2022 Total Change is: 992
-54 149 0 -658 161 123 1,038 1,186 -34 907 -387 -265 -63 59
Percent of Open Interest Represented by Each Category of Trader
0.4 13.7 0.1 46.1 8.0 2.8 18.4 52.5 11.2 10.8 3.1 2.0 8.1 6.5
Number of Traders in Each Category Total Traders: 96
. . . 6 8 . 15 45 14 10 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 26,799
Positions
1,101 0 84 186 1,138 21 4,244 18,224 4,376 13,473 1,311 17 3,297 1,629
Changes from: August 16, 2022 Total Change is: 5,409
-627 0 84 18 32 21 1,530 5,282 -252 4,897 94 -50 -211 198
Percent of Open Interest Represented by Each Category of Trader
4.1 0.0 0.3 0.7 4.2 0.1 15.8 68.0 16.3 50.3 4.9 0.1 12.3 6.1
Number of Traders in Each Category Total Traders: 89
4 0 . . 4 . 9 16 8 33 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 3,978
Positions
88 90 176 169 30 0 705 1,799 639 903 296 500 798 448
Changes from: August 16, 2022 Total Change is: -36
-4 -2 9 -118 30 0 -280 -157 166 229 -114 -8 -30 40
Percent of Open Interest Represented by Each Category of Trader
2.2 2.3 4.4 4.2 0.8 0.0 17.7 45.2 16.1 22.7 7.4 12.6 20.1 11.3
Number of Traders in Each Category Total Traders: 53
. . . . . 0 10 15 11 11 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 106,991
Positions
8,410 0 0 470 0 0 39,949 55,157 42,991 12,868 7,271 1,016 1,287 555
Changes from: August 16, 2022 Total Change is: 25,985
2,396 0 0 129 0 0 5,401 4,343 18,085 -538 2,910 558 -47 89
Percent of Open Interest Represented by Each Category of Trader
7.9 0.0 0.0 0.4 0.0 0.0 37.3 51.6 40.2 12.0 6.8 0.9 1.2 0.5
Number of Traders in Each Category Total Traders: 136
. 0 0 . 0 0 9 9 6 74 41 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 57,757
Positions
485 38,756 0 28,094 1,703 684 18,471 9,281 507 4,111 3,923 209 5,196 2,694
Changes from: August 16, 2022 Total Change is: -1,279
-55 0 0 354 7 -72 3,836 -2,887 143 -5,860 948 48 327 534
Percent of Open Interest Represented by Each Category of Trader
0.8 67.1 0.0 48.6 2.9 1.2 32.0 16.1 0.9 7.1 6.8 0.4 9.0 4.7
Number of Traders in Each Category Total Traders: 137
. . 0 18 4 . 41 17 8 35 19 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 349,447
Positions
31,261 16,677 11,822 134,562 85,621 41,201 37,115 104,644 50,562 8,667 2,810 8,189 26,068 27,921
Changes from: August 16, 2022 Total Change is: -17,376
2,112 214 -4,341 3,472 281 -633 -8,139 -3,157 -5,465 -184 1,170 -5,890 1,692 445
Percent of Open Interest Represented by Each Category of Trader
8.9 4.8 3.4 38.5 24.5 11.8 10.6 29.9 14.5 2.5 0.8 2.3 7.5 8.0
Number of Traders in Each Category Total Traders: 186
13 13 19 21 31 23 33 49 50 7 9 13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 67,041
Positions
40,933 49,059 100 22,565 3,298 903 1,336 13,584 7 820 25 0 377 65
Changes from: August 16, 2022 Total Change is: 262
-4 -22 22 -108 704 -31 -136 -398 7 474 -38 0 38 18
Percent of Open Interest Represented by Each Category of Trader
61.1 73.2 0.1 33.7 4.9 1.3 2.0 20.3 0.0 1.2 0.0 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 48
. 5 . 14 . . 7 9 . 7 . 0
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Updated August 26, 2022