Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 157,562 Positions 4,399 83,707 355 58,400 8,599 5,723 22,983 33,825 5,956 17,458 600 1,382 40,906 17,415 Changes from: March 29, 2022 Total Change is: 10,141 747 18,510 0 4,885 -1,884 364 -112 -4,776 -161 492 600 -209 4,135 -2,303 Percent of Open Interest Represented by Each Category of Trader 2.8 53.1 0.2 37.1 5.5 3.6 14.6 21.5 3.8 11.1 0.4 0.9 26.0 11.1 Number of Traders in Each Category Total Traders: 103 6 8 . 24 8 6 19 22 17 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 40,005 Positions 24,331 10 29 2,590 14,348 819 3,536 7,749 6 0 0 0 8,694 17,044 Changes from: March 29, 2022 Total Change is: -4,322 -3,165 -1 0 278 -788 -209 -1,397 -196 -1 0 0 0 172 -3,127 Percent of Open Interest Represented by Each Category of Trader 60.8 0.0 0.1 6.5 35.9 2.0 8.8 19.4 0.0 0.0 0.0 0.0 21.7 42.6 Number of Traders in Each Category Total Traders: 43 4 . . . 16 5 7 12 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 238,266 Positions 106,698 37,132 4,657 31,931 109,807 3,568 64,401 33,667 6,408 680 7,083 0 19,923 35,944 Changes from: March 29, 2022 Total Change is: 13,901 13,985 484 -217 26 12,957 -54 3,524 -458 -228 0 470 -871 -2,264 1,818 Percent of Open Interest Represented by Each Category of Trader 44.8 15.6 2.0 13.4 46.1 1.5 27.0 14.1 2.7 0.3 3.0 0.0 8.4 15.1 Number of Traders in Each Category Total Traders: 122 11 . 4 11 35 16 26 30 17 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 242,217 Positions 155,667 2,991 860 39,617 100,800 3,863 17,717 88,862 2,862 2,441 1,394 0 19,190 40,585 Changes from: March 29, 2022 Total Change is: 2,519 2,598 197 -2 1,179 -2,424 -764 585 8,290 238 -113 -490 0 -1,202 -2,526 Percent of Open Interest Represented by Each Category of Trader 64.3 1.2 0.4 16.4 41.6 1.6 7.3 36.7 1.2 1.0 0.6 0.0 7.9 16.8 Number of Traders in Each Category Total Traders: 122 10 . . 15 30 13 18 39 10 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 663,589 Positions 33,739 296,835 1,066 388,228 164,907 31,213 69,051 74,903 20,332 35,035 11,655 6,979 77,946 55,699 Changes from: March 29, 2022 Total Change is: 1,174 -2,226 -12,986 -92 5,126 16,640 -1,549 261 -3,850 17 1,829 1,459 183 -2,375 1,352 Percent of Open Interest Represented by Each Category of Trader 5.1 44.7 0.2 58.5 24.9 4.7 10.4 11.3 3.1 5.3 1.8 1.1 11.7 8.4 Number of Traders in Each Category Total Traders: 333 21 13 5 105 42 42 53 46 31 38 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 31,000 Positions 0 8,866 0 14,405 5,908 3,397 926 6,405 370 0 0 0 11,902 6,054 Changes from: March 29, 2022 Total Change is: -483 0 738 0 -340 -3,050 0 41 1,778 -395 0 0 0 211 446 Percent of Open Interest Represented by Each Category of Trader 0.0 28.6 0.0 46.5 19.1 11.0 3.0 20.7 1.2 0.0 0.0 0.0 38.4 19.5 Number of Traders in Each Category Total Traders: 35 0 4 0 17 6 9 . 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 23,058 Positions 9,867 0 2 4,213 12,056 1,242 0 5,769 0 0 0 0 7,734 3,989 Changes from: March 29, 2022 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 42.8 0.0 0.0 18.3 52.3 5.4 0.0 25.0 0.0 0.0 0.0 0.0 33.5 17.3 Number of Traders in Each Category Total Traders: 20 . 0 . . 9 4 0 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 148,898 Positions 35,175 29,756 20 56,510 56,488 1,285 20,653 42,147 1,190 1,752 880 0 32,313 17,132 Changes from: March 29, 2022 Total Change is: 5,891 -972 12,364 10 2,752 156 -108 -1,513 -5,897 127 88 201 0 5,507 -962 Percent of Open Interest Represented by Each Category of Trader 23.6 20.0 0.0 38.0 37.9 0.9 13.9 28.3 0.8 1.2 0.6 0.0 21.7 11.5 Number of Traders in Each Category Total Traders: 100 7 7 . 20 12 7 22 26 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 172,712 Positions 1,351 74,423 505 81,079 3,044 1,083 75,980 59,167 609 4,357 31,001 50 7,698 2,830 Changes from: March 29, 2022 Total Change is: 14,933 887 19,692 0 8,389 -884 -303 5,258 -3,806 -291 822 261 50 121 214 Percent of Open Interest Represented by Each Category of Trader 0.8 43.1 0.3 46.9 1.8 0.6 44.0 34.3 0.4 2.5 17.9 0.0 4.5 1.6 Number of Traders in Each Category Total Traders: 170 5 8 . 29 8 . 64 26 8 12 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 65,870 Positions 159 52,023 0 48,586 1,867 0 10,979 7,943 113 1,589 1,915 125 4,319 1,884 Changes from: March 29, 2022 Total Change is: -13,024 -23 3,282 -10,512 -534 201 0 -584 -4,751 -526 -228 -673 -131 -486 86 Percent of Open Interest Represented by Each Category of Trader 0.2 79.0 0.0 73.8 2.8 0.0 16.7 12.1 0.2 2.4 2.9 0.2 6.6 2.9 Number of Traders in Each Category Total Traders: 77 . . 0 16 4 0 25 8 . 10 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 35,788 Positions 10,462 1,045 0 6,688 12,584 397 13,027 17,675 78 820 1,091 5 4,311 2,913 Changes from: March 29, 2022 Total Change is: 907 -119 -757 0 995 446 204 -463 1,672 -563 203 -217 5 645 117 Percent of Open Interest Represented by Each Category of Trader 29.2 2.9 0.0 18.7 35.2 1.1 36.4 49.4 0.2 2.3 3.0 0.0 12.0 8.1 Number of Traders in Each Category Total Traders: 82 9 . 0 11 14 5 23 15 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 25,442 Positions 0 11,737 0 20,480 1,499 0 2,559 10,328 590 335 0 0 1,478 1,288 Changes from: March 29, 2022 Total Change is: 1,944 0 36 0 1,796 -706 0 -192 2,866 -8 150 -230 0 198 -14 Percent of Open Interest Represented by Each Category of Trader 0.0 46.1 0.0 80.5 5.9 0.0 10.1 40.6 2.3 1.3 0.0 0.0 5.8 5.1 Number of Traders in Each Category Total Traders: 33 0 . 0 7 . 0 10 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 33,316 Positions 16,061 9,405 305 5,235 3,466 470 4,552 4,427 356 486 8,917 0 5,853 5,973 Changes from: March 29, 2022 Total Change is: 662 -325 288 9 -256 413 223 569 -166 119 288 114 0 35 -337 Percent of Open Interest Represented by Each Category of Trader 48.2 28.2 0.9 15.7 10.4 1.4 13.7 13.3 1.1 1.5 26.8 0.0 17.6 17.9 Number of Traders in Each Category Total Traders: 99 15 12 . 19 12 7 15 18 8 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 66,632 Positions 32,122 18,809 609 10,469 6,931 939 9,103 8,854 712 972 17,833 0 11,706 11,945 Changes from: March 29, 2022 Total Change is: 1,324 -649 576 17 -511 826 446 1,138 -332 237 576 227 0 70 -673 Percent of Open Interest Represented by Each Category of Trader 48.2 28.2 0.9 15.7 10.4 1.4 13.7 13.3 1.1 1.5 26.8 0.0 17.6 17.9 Number of Traders in Each Category Total Traders: 99 15 12 . 19 12 7 15 18 8 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 41,272 Positions 14,616 24,992 0 17,097 7,642 3,997 2,458 3,914 0 0 0 0 3,104 727 Changes from: March 29, 2022 Total Change is: -305 2,919 -1,154 0 -715 3,386 -2,840 -252 420 0 0 0 0 583 -117 Percent of Open Interest Represented by Each Category of Trader 35.4 60.6 0.0 41.4 18.5 9.7 6.0 9.5 0.0 0.0 0.0 0.0 7.5 1.8 Number of Traders in Each Category Total Traders: 35 4 6 0 17 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 424,471 Positions 47,595 71,129 4,351 196,006 89,302 60,413 27,223 76,975 8,896 28,641 64,381 555 50,792 48,469 Changes from: March 29, 2022 Total Change is: 462 1,573 7,195 -1,541 -7,986 -2,695 -96 1,618 -5,111 2,113 1,778 1,411 49 2,953 -864 Percent of Open Interest Represented by Each Category of Trader 11.2 16.8 1.0 46.2 21.0 14.2 6.4 18.1 2.1 6.7 15.2 0.1 12.0 11.4 Number of Traders in Each Category Total Traders: 515 33 34 14 142 87 103 61 90 50 35 33 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 11,601 Positions 1,933 9,474 0 6,346 665 99 610 339 0 0 0 0 2,613 1,024 Changes from: March 29, 2022 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 16.7 81.7 0.0 54.7 5.7 0.9 5.3 2.9 0.0 0.0 0.0 0.0 22.5 8.8 Number of Traders in Each Category Total Traders: 20 . 8 0 6 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 37,460 Positions 9,591 35,003 0 17,137 978 0 6,149 455 0 0 0 0 4,583 1,024 Changes from: March 29, 2022 Total Change is: 207 204 475 0 -628 0 0 56 -521 -19 0 0 0 594 272 Percent of Open Interest Represented by Each Category of Trader 25.6 93.4 0.0 45.7 2.6 0.0 16.4 1.2 0.0 0.0 0.0 0.0 12.2 2.7 Number of Traders in Each Category Total Traders: 35 . 10 0 13 . 0 7 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,122,357 Positions 237,976 355,645 21,754 980,029 446,512 302,064 136,114 384,877 44,479 143,204 321,903 2,776 253,961 242,347 Changes from: March 29, 2022 Total Change is: 2,308 7,865 35,976 -7,703 -39,931 -13,477 -478 8,088 -25,557 10,566 8,892 7,053 246 14,763 -4,318 Percent of Open Interest Represented by Each Category of Trader 11.2 16.8 1.0 46.2 21.0 14.2 6.4 18.1 2.1 6.7 15.2 0.1 12.0 11.4 Number of Traders in Each Category Total Traders: 515 33 34 14 142 87 103 61 90 50 35 33 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 28,609 Positions 18,281 21,527 0 4,740 2,186 1,252 1,214 2,537 0 0 0 0 3,122 1,107 Changes from: March 29, 2022 Total Change is: -513 419 -1,014 0 -1,876 0 922 -47 -340 0 0 0 0 69 -81 Percent of Open Interest Represented by Each Category of Trader 63.9 75.2 0.0 16.6 7.6 4.4 4.2 8.9 0.0 0.0 0.0 0.0 10.9 3.9 Number of Traders in Each Category Total Traders: 29 5 7 0 7 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 21,373 Positions 2,359 20,483 0 13,146 0 0 2,494 0 0 0 0 0 3,374 890 Changes from: March 29, 2022 Total Change is: 2,006 -186 1,751 0 1,289 0 0 536 0 0 0 0 0 367 255 Percent of Open Interest Represented by Each Category of Trader 11.0 95.8 0.0 61.5 0.0 0.0 11.7 0.0 0.0 0.0 0.0 0.0 15.8 4.2 Number of Traders in Each Category Total Traders: 25 . 9 0 9 0 0 4 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 16,168 Positions 1,000 13,637 0 9,545 0 1,062 1,246 324 0 0 0 0 3,315 1,145 Changes from: March 29, 2022 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 6.2 84.3 0.0 59.0 0.0 6.6 7.7 2.0 0.0 0.0 0.0 0.0 20.5 7.1 Number of Traders in Each Category Total Traders: 21 . 7 0 8 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX) CFTC Code #13874U Open Interest is 100,483 Positions 3,777 6,115 0 17,421 1,923 50 19,274 47,464 10,259 0 0 0 49,702 34,672 Changes from: March 29, 2022 Total Change is: 2,093 3,777 -5,441 0 -428 29 -62 682 16,816 -479 0 0 0 -1,397 -8,770 Percent of Open Interest Represented by Each Category of Trader 3.8 6.1 0.0 17.3 1.9 0.0 19.2 47.2 10.2 0.0 0.0 0.0 49.5 34.5 Number of Traders in Each Category Total Traders: 21 . . 0 6 . . . 8 4 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25) CFTC Code #13874W Open Interest is 207,014 Positions 53,093 63,797 100,958 0 0 0 15,149 4,342 36,287 0 0 0 1,527 1,630 Changes from: March 29, 2022 Total Change is: 10,000 1,250 2,250 2,500 0 0 0 1,000 0 5,250 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 25.6 30.8 48.8 0.0 0.0 0.0 7.3 2.1 17.5 0.0 0.0 0.0 0.7 0.8 Number of Traders in Each Category Total Traders: 20 7 6 9 0 0 0 . . 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 46,316 Positions 14,926 3,746 191 20,037 32,039 2,651 1,318 2,825 193 0 0 0 7,000 4,671 Changes from: March 29, 2022 Total Change is: -524 -1,334 -372 -4 1,167 -234 297 -77 -202 -1 0 0 0 -572 -8 Percent of Open Interest Represented by Each Category of Trader 32.2 8.1 0.4 43.3 69.2 5.7 2.8 6.1 0.4 0.0 0.0 0.0 15.1 10.1 Number of Traders in Each Category Total Traders: 67 5 5 . 25 21 11 4 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 46,538 Positions 13,621 4,840 148 15,413 7,983 1,179 7,527 18,588 627 1,988 3,616 10 6,025 9,547 Changes from: March 29, 2022 Total Change is: 1,874 -1,082 1,873 18 1,253 -1,060 157 1,240 1,356 140 14 297 -143 276 -763 Percent of Open Interest Represented by Each Category of Trader 29.3 10.4 0.3 33.1 17.2 2.5 16.2 39.9 1.3 4.3 7.8 0.0 12.9 20.5 Number of Traders in Each Category Total Traders: 289 27 16 . 55 43 28 27 77 21 18 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 232,689 Positions 68,107 24,200 739 77,067 39,916 5,894 37,633 92,938 3,135 9,940 18,082 50 30,124 47,735 Changes from: March 29, 2022 Total Change is: 9,369 -5,408 9,365 90 6,267 -5,300 784 6,200 6,778 700 70 1,484 -716 1,382 -3,816 Percent of Open Interest Represented by Each Category of Trader 29.3 10.4 0.3 33.1 17.2 2.5 16.2 39.9 1.3 4.3 7.8 0.0 12.9 20.5 Number of Traders in Each Category Total Traders: 289 27 16 . 55 43 28 27 77 21 18 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2) CFTC Code #209747 Open Interest is 88,585 Positions 929 5,108 0 1,484 223 0 18,550 53,654 1,704 3,608 1,300 0 62,310 26,596 Changes from: March 29, 2022 Total Change is: 8,301 182 3,035 0 168 -243 0 -47 14,433 -153 737 659 0 7,414 -9,430 Percent of Open Interest Represented by Each Category of Trader 1.0 5.8 0.0 1.7 0.3 0.0 20.9 60.6 1.9 4.1 1.5 0.0 70.3 30.0 Number of Traders in Each Category Total Traders: 35 . . 0 . . 0 10 6 4 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 470,730 Positions 161,155 8,179 2,187 179,717 200,331 54,116 36,004 131,326 6,515 8,392 44,941 159 22,485 22,976 Changes from: March 29, 2022 Total Change is: -682 -3,771 -1,343 93 -3,665 -3,508 3,389 2,485 -1,577 1,113 -224 2,538 -513 411 -874 Percent of Open Interest Represented by Each Category of Trader 34.2 1.7 0.5 38.2 42.6 11.5 7.6 27.9 1.4 1.8 9.5 0.0 4.8 4.9 Number of Traders in Each Category Total Traders: 354 33 10 5 80 71 51 41 90 27 8 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50) CFTC Code #239744 Open Interest is 25,381 Positions 6,149 24,030 0 14,768 415 0 2,825 0 0 0 0 0 1,639 936 Changes from: March 29, 2022 Total Change is: 290 0 -151 0 322 0 0 223 0 0 0 0 0 -255 441 Percent of Open Interest Represented by Each Category of Trader 24.2 94.7 0.0 58.2 1.6 0.0 11.1 0.0 0.0 0.0 0.0 0.0 6.5 3.7 Number of Traders in Each Category Total Traders: 27 . 6 0 15 . 0 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 41,835 Positions 3,662 4,518 522 16,388 3,587 1,548 5,410 6,077 0 8,203 1,854 0 6,102 23,729 Changes from: March 29, 2022 Total Change is: -1,521 1,476 -410 -39 -257 304 -453 -1,824 -1,605 -1 -650 1,854 -2 229 -1,169 Percent of Open Interest Represented by Each Category of Trader 8.8 10.8 1.2 39.2 8.6 3.7 12.9 14.5 0.0 19.6 4.4 0.0 14.6 56.7 Number of Traders in Each Category Total Traders: 60 7 7 . 14 5 6 10 12 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 404,766 Positions 31,093 187,286 2,161 285,884 97,774 50,853 10,726 30,136 1,183 11,973 28,045 23 10,870 7,305 Changes from: March 29, 2022 Total Change is: 7,008 7,712 18,555 -8,629 -328 -16,036 4,129 842 1,724 79 489 5,298 5 2,709 1,883 Percent of Open Interest Represented by Each Category of Trader 7.7 46.3 0.5 70.6 24.2 12.6 2.6 7.4 0.3 3.0 6.9 0.0 2.7 1.8 Number of Traders in Each Category Total Traders: 196 15 13 5 72 51 39 12 19 6 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,184,954 Positions 103,115 523,856 5,276 792,313 310,615 116,287 80,908 136,011 6,493 54,847 63,428 1,232 24,483 21,756 Changes from: March 29, 2022 Total Change is: -7,660 2,856 -20,600 -4,268 1,175 -22,535 -4,629 3,384 27,498 -624 -2,746 15,676 259 -3,067 1,563 Percent of Open Interest Represented by Each Category of Trader 8.7 44.2 0.4 66.9 26.2 9.8 6.8 11.5 0.5 4.6 5.4 0.1 2.1 1.8 Number of Traders in Each Category Total Traders: 413 25 20 11 152 85 88 41 47 23 23 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 201,670 Positions 4,224 145,006 35,660 18,062 0 772 127,987 1,186 12,619 1,824 6,217 140 382 70 Changes from: March 29, 2022 Total Change is: -6,058 211 -2,411 1,785 704 0 355 -3,936 36 -4,879 25 0 0 -323 -944 Percent of Open Interest Represented by Each Category of Trader 2.1 71.9 17.7 9.0 0.0 0.4 63.5 0.6 6.3 0.9 3.1 0.1 0.2 0.0 Number of Traders in Each Category Total Traders: 85 7 24 15 11 0 . 28 4 7 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,121,354 Positions 6,697 94,763 1,791 537,046 269,857 215,926 80,191 274,138 25,773 85,113 60,506 0 168,817 178,600 Changes from: March 29, 2022 Total Change is: 11,848 2,413 -12,085 -1,963 684 19,381 -2,408 -4,594 1,440 -2,605 13,202 6,064 -200 7,319 4,224 Percent of Open Interest Represented by Each Category of Trader 0.6 8.5 0.2 47.9 24.1 19.3 7.2 24.4 2.3 7.6 5.4 0.0 15.1 15.9 Number of Traders in Each Category Total Traders: 175 . 18 4 58 33 59 14 40 16 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,266,859 Positions 31,941 53,939 4,594 726,348 217,565 212,781 59,144 635,537 8,126 77,559 11,044 0 146,366 123,273 Changes from: March 29, 2022 Total Change is: -22,311 -5,858 -1,065 1,107 -943 -14,151 -7,573 -6,174 -14,510 4,065 -378 4,878 -28 -6,529 4,966 Percent of Open Interest Represented by Each Category of Trader 2.5 4.3 0.4 57.3 17.2 16.8 4.7 50.2 0.6 6.1 0.9 0.0 11.6 9.7 Number of Traders in Each Category Total Traders: 148 5 11 . 69 27 61 7 21 7 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,196,595 Positions 119,234 150,897 18,573 819,952 617,267 410,806 498,840 376,186 122,905 62,567 256,092 1,017 142,701 242,852 Changes from: March 29, 2022 Total Change is: -54,505 12,526 -10,267 -2,919 33,436 23,141 -3,219 -13,684 -49,612 -10,333 -72,900 -1,355 307 2,281 -248 Percent of Open Interest Represented by Each Category of Trader 5.4 6.9 0.8 37.3 28.1 18.7 22.7 17.1 5.6 2.8 11.7 0.0 6.5 11.1 Number of Traders in Each Category Total Traders: 359 24 34 7 81 64 78 41 61 30 12 42 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,722,365 Positions 127,795 140,316 38,691 1,569,223 1,479,898 721,821 706,361 390,525 85,460 164,105 351,325 11,040 297,869 503,289 Changes from: March 29, 2022 Total Change is: 52,916 11,785 14,235 -1,228 18,286 68,560 -38,230 95,960 -3,284 -9,521 5,519 27,611 1,171 -30,826 -6,398 Percent of Open Interest Represented by Each Category of Trader 3.4 3.8 1.0 42.2 39.8 19.4 19.0 10.5 2.3 4.4 9.4 0.3 8.0 13.5 Number of Traders in Each Category Total Traders: 407 27 26 7 88 95 104 51 80 40 17 23 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 1,350,195 Positions 82,767 20,854 3,062 527,683 565,288 202,151 231,690 208,088 30,061 148,324 58,981 1,084 123,373 260,626 Changes from: March 29, 2022 Total Change is: 21,906 -9,382 -3,438 -1,146 24,666 11,285 499 -11,610 4,583 3,211 11,449 -2,317 44 4,175 9,185 Percent of Open Interest Represented by Each Category of Trader 6.1 1.5 0.2 39.1 41.9 15.0 17.2 15.4 2.2 11.0 4.4 0.1 9.1 19.3 Number of Traders in Each Category Total Traders: 151 7 5 4 27 58 55 15 21 15 8 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,793,072 Positions 70,871 206,777 26,910 1,783,458 943,106 792,810 331,917 887,345 172,874 340,491 274,229 1,022 272,719 487,999 Changes from: March 29, 2022 Total Change is: 36,765 5,103 -27,026 -12,870 -22,181 201 8,720 27,337 18,302 21,557 5,845 46,821 602 2,652 -19,542 Percent of Open Interest Represented by Each Category of Trader 1.9 5.5 0.7 47.0 24.9 20.9 8.8 23.4 4.6 9.0 7.2 0.0 7.2 12.9 Number of Traders in Each Category Total Traders: 355 17 32 7 78 84 93 29 75 28 18 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 2,052,835 Positions 236,694 368,457 794,953 1,826 93,488 25,407 459,219 255,348 454,912 40,477 10,900 7,101 32,246 42,269 Changes from: March 29, 2022 Total Change is: -77,818 -18,903 -71,309 -40,389 1,826 363 15,633 -39,225 32,163 -5,085 2,064 -4,597 1,832 4,429 -6,429 Percent of Open Interest Represented by Each Category of Trader 11.5 17.9 38.7 0.1 4.6 1.2 22.4 12.4 22.2 2.0 0.5 0.3 1.6 2.1 Number of Traders in Each Category Total Traders: 138 25 37 55 . 6 5 19 35 40 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,944,908 Positions 4,185,321 848,183 1,716,962 764,512 742,152 400,938 503,459 3,240,035 2,659,583 34,726 210,109 259,603 419,804 867,343 Changes from: March 29, 2022 Total Change is: 8,494 155,111 28,084 -87,880 -6,749 -7,439 -20,600 -33,825 68,990 6,635 6,550 12,196 916 -11,664 7,592 Percent of Open Interest Represented by Each Category of Trader 38.2 7.7 15.7 7.0 6.8 3.7 4.6 29.6 24.3 0.3 1.9 2.4 3.8 7.9 Number of Traders in Each Category Total Traders: 217 32 33 59 9 21 22 21 74 76 4 16 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 4,184,437 Positions 1,478,575 1,070,494 1,085,055 50,342 294,444 126,037 402,062 591,349 956,308 54,871 31,647 22,985 8,202 6,118 Changes from: March 29, 2022 Total Change is: 193,061 330,108 36,651 -13,241 -1,822 94,965 -10,946 -119,598 75,828 7,520 2,209 3,052 -332 -837 -436 Percent of Open Interest Represented by Each Category of Trader 35.3 25.6 25.9 1.2 7.0 3.0 9.6 14.1 22.9 1.3 0.8 0.5 0.2 0.1 Number of Traders in Each Category Total Traders: 302 53 55 82 10 20 15 45 54 70 22 31 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 381,593 Positions 86,165 151,738 102,665 617 1,559 16,409 102,456 31,549 67,288 4,575 7,752 804 614 1,829 Changes from: March 29, 2022 Total Change is: -37,641 -24,790 1,204 -24,014 -2,104 788 6,320 3,661 -24,412 3,013 300 -499 -43 16 2 Percent of Open Interest Represented by Each Category of Trader 22.6 39.8 26.9 0.2 0.4 4.3 26.8 8.3 17.6 1.2 2.0 0.2 0.2 0.5 Number of Traders in Each Category Total Traders: 127 21 41 34 . . . 32 21 31 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #342601 Open Interest is 151,000 Positions 17,035 31,159 3,710 0 0 0 47,187 53,666 38,629 37,375 16,772 7,064 0 0 Changes from: March 29, 2022 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 11.3 20.6 2.5 0.0 0.0 0.0 31.2 35.5 25.6 24.8 11.1 4.7 0.0 0.0 Number of Traders in Each Category Total Traders: 20 . . . 0 0 0 . 4 . . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 11,374 Positions 345 1,393 31 6,674 635 0 1,507 6,702 448 722 1,159 325 1,322 681 Changes from: March 29, 2022 Total Change is: -650 -9 200 -69 -138 21 -15 -281 -431 154 -418 -677 106 20 61 Percent of Open Interest Represented by Each Category of Trader 3.0 12.2 0.3 58.7 5.6 0.0 13.2 58.9 3.9 6.3 10.2 2.9 11.6 6.0 Number of Traders in Each Category Total Traders: 81 . 5 . 8 . 0 24 29 8 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10) CFTC Code #133742 Open Interest is 15,386 Positions 1,122 704 0 184 345 0 1,865 12,319 80 8,075 1,011 17 4,043 910 Changes from: March 29, 2022 Total Change is: 291 388 -331 0 -7 54 0 -38 127 7 -125 383 -13 79 64 Percent of Open Interest Represented by Each Category of Trader 7.3 4.6 0.0 1.2 2.2 0.0 12.1 80.1 0.5 52.5 6.6 0.1 26.3 5.9 Number of Traders in Each Category Total Traders: 118 4 . 0 . . 0 13 12 . 65 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 3,501 Positions 115 134 85 12 0 21 990 2,568 55 1,017 245 34 1,172 359 Changes from: March 29, 2022 Total Change is: 90 0 -33 -2 -34 0 0 90 -15 40 -33 9 15 14 76 Percent of Open Interest Represented by Each Category of Trader 3.3 3.8 2.4 0.3 0.0 0.6 28.3 73.4 1.6 29.0 7.0 1.0 33.5 10.3 Number of Traders in Each Category Total Traders: 46 . . . . 0 . 16 13 . 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points) CFTC Code #146022 Open Interest is 23,482 Positions 6,794 0 0 98 0 0 3,921 19,266 21 10,578 3,947 70 2,000 178 Changes from: March 29, 2022 Total Change is: 1,314 -688 0 0 10 0 0 804 308 0 640 914 70 478 22 Percent of Open Interest Represented by Each Category of Trader 28.9 0.0 0.0 0.4 0.0 0.0 16.7 82.0 0.1 45.0 16.8 0.3 8.5 0.8 Number of Traders in Each Category Total Traders: 121 . 0 0 . 0 0 6 10 . 90 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 49,049 Positions 716 27,154 0 23,678 988 520 13,876 15,872 818 4,131 1,729 67 5,243 1,901 Changes from: March 29, 2022 Total Change is: -4,918 -5,021 50 0 -1,625 256 0 2,768 -4,980 -481 -113 -140 -5 -441 382 Percent of Open Interest Represented by Each Category of Trader 1.5 55.4 0.0 48.3 2.0 1.1 28.3 32.4 1.7 8.4 3.5 0.1 10.7 3.9 Number of Traders in Each Category Total Traders: 114 . . 0 18 . 4 35 17 7 27 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 306,405 Positions 29,984 12,086 14,973 102,396 72,443 35,853 40,390 85,965 46,375 8,216 4,581 7,442 20,776 26,687 Changes from: March 29, 2022 Total Change is: 18,971 -2,415 -79 3,222 12,508 14,475 1,883 -2,877 5,080 4,078 1,192 1,909 3,681 -2,301 -15,278 Percent of Open Interest Represented by Each Category of Trader 9.8 3.9 4.9 33.4 23.6 11.7 13.2 28.1 15.1 2.7 1.5 2.4 6.8 8.7 Number of Traders in Each Category Total Traders: 168 12 13 21 21 27 28 31 40 37 10 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 32,152 Positions 2,107 17,429 50 23,398 2,446 840 2,357 8,370 0 2,622 2,926 0 778 91 Changes from: March 29, 2022 Total Change is: -3,177 490 0 0 -453 149 0 126 -3,328 0 -3,096 0 0 -244 2 Percent of Open Interest Represented by Each Category of Trader 6.6 54.2 0.2 72.8 7.6 2.6 7.3 26.0 0.0 8.2 9.1 0.0 2.4 0.3 Number of Traders in Each Category Total Traders: 45 . . . 17 . . 6 7 0 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 08, 2022