Traders in Financial Futures - Futures Only Positions as of May 3, 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 152,779 Positions 9,050 45,599 307 37,533 33,599 6,237 37,521 29,209 9,137 20,901 528 0 32,093 28,163 Changes from: April 26, 2022 Total Change is: -2,583 3,565 -23,432 0 -2,652 15,211 341 -3,397 892 282 767 -58 -714 -775 4,895 Percent of Open Interest Represented by Each Category of Trader 5.9 29.8 0.2 24.6 22.0 4.1 24.6 19.1 6.0 13.7 0.3 0.0 21.0 18.4 Number of Traders in Each Category Total Traders: 109 7 8 . 17 17 7 23 22 17 13 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 49,385 Positions 31,234 0 30 4,714 13,633 1,063 4,769 10,449 178 0 0 0 7,397 24,032 Changes from: April 26, 2022 Total Change is: 2,088 3,393 0 -1 1,027 -1,887 16 -204 2,312 147 0 0 0 -2,290 1,501 Percent of Open Interest Represented by Each Category of Trader 63.2 0.0 0.1 9.5 27.6 2.2 9.7 21.2 0.4 0.0 0.0 0.0 15.0 48.7 Number of Traders in Each Category Total Traders: 47 8 0 . 5 13 . 6 15 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 268,496 Positions 132,467 29,416 4,188 33,910 133,590 2,501 64,400 50,903 6,119 4,321 5,976 0 20,590 35,803 Changes from: April 26, 2022 Total Change is: -4,296 -2,827 -1,015 643 631 819 333 -4,138 -2,212 904 351 -498 0 -193 -3,270 Percent of Open Interest Represented by Each Category of Trader 49.3 11.0 1.6 12.6 49.8 0.9 24.0 19.0 2.3 1.6 2.2 0.0 7.7 13.3 Number of Traders in Each Category Total Traders: 137 10 4 5 12 40 13 22 40 14 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 254,813 Positions 160,260 7,984 498 43,044 108,527 6,575 23,023 89,696 2,307 1,099 1,749 0 18,007 37,477 Changes from: April 26, 2022 Total Change is: 16,818 9,686 1,605 -4 4,215 -36 1,654 2,559 14,298 308 -19 490 0 -1,581 -1,497 Percent of Open Interest Represented by Each Category of Trader 62.9 3.1 0.2 16.9 42.6 2.6 9.0 35.2 0.9 0.4 0.7 0.0 7.1 14.7 Number of Traders in Each Category Total Traders: 137 11 4 . 17 33 13 17 47 14 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 694,926 Positions 52,040 281,672 1,789 380,941 190,813 30,199 76,413 96,578 17,437 41,678 12,973 6,162 88,267 57,303 Changes from: April 26, 2022 Total Change is: 6,477 12,643 -4,564 -399 -13,008 4,948 332 68 9,520 -1,875 3,023 -120 -505 6,198 -860 Percent of Open Interest Represented by Each Category of Trader 7.5 40.5 0.3 54.8 27.5 4.3 11.0 13.9 2.5 6.0 1.9 0.9 12.7 8.2 Number of Traders in Each Category Total Traders: 335 22 13 7 103 44 42 55 48 34 37 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 30,369 Positions 0 9,278 0 13,036 6,661 3,229 913 5,117 867 0 0 0 12,324 5,217 Changes from: April 26, 2022 Total Change is: -488 0 1 0 -61 -491 0 -10 312 123 0 0 0 -540 -433 Percent of Open Interest Represented by Each Category of Trader 0.0 30.6 0.0 42.9 21.9 10.6 3.0 16.8 2.9 0.0 0.0 0.0 40.6 17.2 Number of Traders in Each Category Total Traders: 33 0 5 0 15 6 7 . 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 23,490 Positions 8,538 1,663 0 5,085 10,111 1,390 0 5,478 0 0 664 0 8,477 4,184 Changes from: April 26, 2022 Total Change is: 545 0 529 0 502 7 0 0 -76 0 0 19 0 43 66 Percent of Open Interest Represented by Each Category of Trader 36.3 7.1 0.0 21.6 43.0 5.9 0.0 23.3 0.0 0.0 2.8 0.0 36.1 17.8 Number of Traders in Each Category Total Traders: 23 . . 0 5 10 5 0 4 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 152,257 Positions 38,756 6,191 55 41,183 76,244 3,215 41,597 35,160 3,824 2,297 529 0 21,330 27,039 Changes from: April 26, 2022 Total Change is: 5,167 1,643 -10,153 7 -4,329 13,517 2,021 3,978 -6,076 3,197 440 0 0 -1,790 2,654 Percent of Open Interest Represented by Each Category of Trader 25.5 4.1 0.0 27.0 50.1 2.1 27.3 23.1 2.5 1.5 0.3 0.0 14.0 17.8 Number of Traders in Each Category Total Traders: 99 8 5 . 12 19 7 27 23 10 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CHINESE RENMINBI-HK (CNH) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 100,000 USD) CFTC Code #082744 Open Interest is 8,416 Positions 0 0 0 0 200 0 2,166 7,503 445 4,246 0 17 1,542 251 Changes from: April 26, 2022 Total Change is: -48 0 0 0 0 -50 0 -156 67 46 103 -66 -43 2 -2 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 2.4 0.0 25.7 89.2 5.3 50.5 0.0 0.2 18.3 3.0 Number of Traders in Each Category Total Traders: 21 0 0 0 0 . 0 4 5 4 11 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 151,933 Positions 607 81,097 682 76,552 7,049 1,601 60,347 24,194 1,024 4,175 33,270 174 6,771 2,842 Changes from: April 26, 2022 Total Change is: -4,833 -330 -8,190 29 -6,663 3,172 378 64 37 11 1,805 349 44 -171 -663 Percent of Open Interest Represented by Each Category of Trader 0.4 53.4 0.4 50.4 4.6 1.1 39.7 15.9 0.7 2.7 21.9 0.1 4.5 1.9 Number of Traders in Each Category Total Traders: 164 . 10 . 23 15 7 52 30 5 10 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 61,549 Positions 169 44,669 0 51,657 2,506 33 5,140 10,658 26 1,246 1,962 0 3,278 1,695 Changes from: April 26, 2022 Total Change is: -9,955 10 -6,854 -3,009 857 -162 33 -5,228 1,883 -1,384 -686 -202 0 -548 -260 Percent of Open Interest Represented by Each Category of Trader 0.3 72.6 0.0 83.9 4.1 0.1 8.4 17.3 0.0 2.0 3.2 0.0 5.3 2.8 Number of Traders in Each Category Total Traders: 65 . 4 0 15 5 . 14 12 . 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 50,844 Positions 26,066 3,936 28 3,971 20,760 97 17,001 18,749 380 851 1,175 27 2,423 5,692 Changes from: April 26, 2022 Total Change is: 4,334 9,034 -92 28 163 1,258 -121 -4,689 2,507 101 61 162 -148 -95 639 Percent of Open Interest Represented by Each Category of Trader 51.3 7.7 0.1 7.8 40.8 0.2 33.4 36.9 0.7 1.7 2.3 0.1 4.8 11.2 Number of Traders in Each Category Total Traders: 101 11 . . 7 24 4 21 26 6 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 21,663 Positions 0 11,709 16 18,346 1,904 213 1,282 5,249 864 0 0 0 942 1,708 Changes from: April 26, 2022 Total Change is: -3,657 0 -153 16 -3,704 672 213 -264 -4,530 277 -222 0 0 27 -152 Percent of Open Interest Represented by Each Category of Trader 0.0 54.1 0.1 84.7 8.8 1.0 5.9 24.2 4.0 0.0 0.0 0.0 4.3 7.9 Number of Traders in Each Category Total Traders: 29 0 4 . 5 4 . 7 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 39,724 Positions 20,219 10,262 342 2,456 6,911 835 8,472 6,283 192 852 8,611 0 6,359 6,289 Changes from: April 26, 2022 Total Change is: -2,508 -93 402 -22 -1,033 -1,247 497 -267 -989 -358 -713 -93 0 -521 -699 Percent of Open Interest Represented by Each Category of Trader 50.9 25.8 0.9 6.2 17.4 2.1 21.3 15.8 0.5 2.1 21.7 0.0 16.0 15.8 Number of Traders in Each Category Total Traders: 88 14 12 . 10 11 5 14 21 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 79,448 Positions 40,437 20,524 683 4,912 13,822 1,670 16,943 12,566 383 1,703 17,222 0 12,717 12,578 Changes from: April 26, 2022 Total Change is: -5,015 -185 804 -43 -2,065 -2,493 993 -533 -1,977 -715 -1,426 -186 0 -1,041 -1,398 Percent of Open Interest Represented by Each Category of Trader 50.9 25.8 0.9 6.2 17.4 2.1 21.3 15.8 0.5 2.1 21.7 0.0 16.0 15.8 Number of Traders in Each Category Total Traders: 88 14 12 . 10 11 5 14 21 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 39,035 Positions 21,249 30,119 0 10,343 4,109 1,105 2,495 2,708 13 0 0 0 3,830 981 Changes from: April 26, 2022 Total Change is: -1,146 2,735 -38 0 -2,629 1,236 -1,848 152 -706 13 0 0 0 431 197 Percent of Open Interest Represented by Each Category of Trader 54.4 77.2 0.0 26.5 10.5 2.8 6.4 6.9 0.0 0.0 0.0 0.0 9.8 2.5 Number of Traders in Each Category Total Traders: 30 5 5 0 14 . . . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 441,735 Positions 44,620 65,612 7,635 191,620 118,431 59,174 52,227 68,928 10,865 26,313 63,129 277 49,003 47,685 Changes from: April 26, 2022 Total Change is: 3,396 -1,315 -17,056 -110 4,559 3,354 -863 2,358 17,714 -489 872 3,160 -161 -1,454 -2,152 Percent of Open Interest Represented by Each Category of Trader 10.1 14.9 1.7 43.4 26.8 13.4 11.8 15.6 2.5 6.0 14.3 0.1 11.1 10.8 Number of Traders in Each Category Total Traders: 527 36 35 25 144 98 116 72 78 54 28 36 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 18,084 Positions 1,794 15,351 0 11,948 581 99 1,201 948 0 0 0 0 3,042 1,105 Changes from: April 26, 2022 Total Change is: 2,179 -200 2,353 0 3,609 -100 0 312 9 0 0 0 0 -1,542 -83 Percent of Open Interest Represented by Each Category of Trader 9.9 84.9 0.0 66.1 3.2 0.5 6.6 5.2 0.0 0.0 0.0 0.0 16.8 6.1 Number of Traders in Each Category Total Traders: 25 . 10 0 7 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 43,957 Positions 10,752 39,451 0 19,592 1,881 0 6,995 1,330 0 0 0 0 6,618 1,295 Changes from: April 26, 2022 Total Change is: 4,129 0 2,644 0 1,685 903 0 493 1,087 0 0 0 0 1,951 -505 Percent of Open Interest Represented by Each Category of Trader 24.5 89.7 0.0 44.6 4.3 0.0 15.9 3.0 0.0 0.0 0.0 0.0 15.1 2.9 Number of Traders in Each Category Total Traders: 37 . 10 0 15 . 0 7 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 2,208,674 Positions 223,101 328,059 38,177 958,101 592,155 295,868 261,137 344,638 54,324 131,566 315,643 1,383 245,017 238,427 Changes from: April 26, 2022 Total Change is: 16,978 -6,577 -85,280 -552 22,793 16,769 -4,313 11,788 88,569 -2,446 4,360 15,798 -806 -7,269 -10,761 Percent of Open Interest Represented by Each Category of Trader 10.1 14.9 1.7 43.4 26.8 13.4 11.8 15.6 2.5 6.0 14.3 0.1 11.1 10.8 Number of Traders in Each Category Total Traders: 527 36 35 25 144 98 116 72 78 54 28 36 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 28,430 Positions 20,591 23,403 0 4,869 1,720 0 612 2,227 0 0 0 0 2,358 1,080 Changes from: April 26, 2022 Total Change is: 965 999 824 0 237 805 -330 119 -642 0 0 0 0 -60 308 Percent of Open Interest Represented by Each Category of Trader 72.4 82.3 0.0 17.1 6.0 0.0 2.2 7.8 0.0 0.0 0.0 0.0 8.3 3.8 Number of Traders in Each Category Total Traders: 27 6 6 0 7 . 0 . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 20,829 Positions 1,393 19,890 0 13,643 0 0 1,946 0 0 0 0 0 3,847 939 Changes from: April 26, 2022 Total Change is: -420 0 -536 0 126 0 0 -498 0 0 0 0 0 -48 116 Percent of Open Interest Represented by Each Category of Trader 6.7 95.5 0.0 65.5 0.0 0.0 9.3 0.0 0.0 0.0 0.0 0.0 18.5 4.5 Number of Traders in Each Category Total Traders: 23 . 9 0 9 0 0 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 2022 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 19,159 Positions 3,309 14,826 0 9,975 950 1,069 1,609 1,565 0 0 0 0 3,197 749 Changes from: April 26, 2022 Total Change is: 843 938 -3 0 -101 950 7 0 92 0 0 0 0 -1 -203 Percent of Open Interest Represented by Each Category of Trader 17.3 77.4 0.0 52.1 5.0 5.6 8.4 8.2 0.0 0.0 0.0 0.0 16.7 3.9 Number of Traders in Each Category Total Traders: 28 5 8 0 8 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 195,442 Positions 14,868 10,366 0 20,270 5 185 14,418 150,128 5,990 6,229 0 0 133,482 28,768 Changes from: April 26, 2022 Total Change is: 53,931 -3,643 1,150 0 -911 0 1 4,352 53,981 -1,685 1,333 0 0 54,484 484 Percent of Open Interest Represented by Each Category of Trader 7.6 5.3 0.0 10.4 0.0 0.1 7.4 76.8 3.1 3.2 0.0 0.0 68.3 14.7 Number of Traders in Each Category Total Traders: 22 . . 0 8 . . . 8 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 215,110 Positions 54,988 65,492 104,658 0 0 0 15,149 4,342 38,788 0 0 0 1,527 1,830 Changes from: April 26, 2022 Total Change is: 5,346 -105 -105 3,950 0 0 0 0 0 1,501 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 25.6 30.4 48.7 0.0 0.0 0.0 7.0 2.0 18.0 0.0 0.0 0.0 0.7 0.9 Number of Traders in Each Category Total Traders: 20 6 7 9 0 0 0 . . 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 54,426 Positions 27,450 2,776 173 15,365 40,000 2,629 1,420 3,646 3 597 0 0 6,789 5,199 Changes from: April 26, 2022 Total Change is: 3,243 6,023 -74 -32 -2,334 1,819 198 -749 1,665 -210 213 0 0 134 -123 Percent of Open Interest Represented by Each Category of Trader 50.4 5.1 0.3 28.2 73.5 4.8 2.6 6.7 0.0 1.1 0.0 0.0 12.5 9.6 Number of Traders in Each Category Total Traders: 64 7 . . 20 24 10 4 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 45,344 Positions 9,319 9,598 188 14,406 9,624 1,620 9,949 10,964 857 2,558 4,101 11 6,435 8,380 Changes from: April 26, 2022 Total Change is: -2,051 -1,248 372 -31 34 -155 -271 241 -1,015 20 219 -678 -28 -988 -265 Percent of Open Interest Represented by Each Category of Trader 20.6 21.2 0.4 31.8 21.2 3.6 21.9 24.2 1.9 5.6 9.0 0.0 14.2 18.5 Number of Traders in Each Category Total Traders: 285 32 19 11 52 43 29 36 60 27 20 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 226,722 Positions 46,593 47,988 941 72,031 48,121 8,102 49,744 54,819 4,287 12,791 20,506 57 32,176 41,901 Changes from: April 26, 2022 Total Change is: -10,255 -6,239 1,862 -156 171 -775 -1,356 1,207 -5,077 101 1,096 -3,388 -141 -4,938 -1,325 Percent of Open Interest Represented by Each Category of Trader 20.6 21.2 0.4 31.8 21.2 3.6 21.9 24.2 1.9 5.6 9.0 0.0 14.2 18.5 Number of Traders in Each Category Total Traders: 285 32 19 11 52 43 29 36 60 27 20 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 93,410 Positions 2,842 1,139 0 838 522 0 27,872 66,146 2,793 6,340 2,628 0 52,725 20,182 Changes from: April 26, 2022 Total Change is: -5,234 1,661 -41 0 -393 49 0 9,702 -8,877 557 184 1,503 -10 -16,935 1,585 Percent of Open Interest Represented by Each Category of Trader 3.0 1.2 0.0 0.9 0.6 0.0 29.8 70.8 3.0 6.8 2.8 0.0 56.4 21.6 Number of Traders in Each Category Total Traders: 38 5 . 0 . . 0 7 12 6 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 494,389 Positions 202,891 10,618 2,102 146,537 241,879 53,272 46,167 114,449 5,053 16,823 42,852 146 21,398 24,018 Changes from: April 26, 2022 Total Change is: 9,249 22,956 -64 -262 -26,295 11,799 1,298 4,265 -589 281 8,115 -553 -1,754 645 -907 Percent of Open Interest Represented by Each Category of Trader 41.0 2.1 0.4 29.6 48.9 10.8 9.3 23.1 1.0 3.4 8.7 0.0 4.3 4.9 Number of Traders in Each Category Total Traders: 345 34 10 5 74 77 50 40 77 25 10 23 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 28,398 Positions 6,529 26,964 0 17,186 423 0 2,650 321 0 0 0 0 2,033 690 Changes from: April 26, 2022 Total Change is: -151 0 -290 0 -286 8 0 -178 -25 0 0 0 0 313 156 Percent of Open Interest Represented by Each Category of Trader 23.0 95.0 0.0 60.5 1.5 0.0 9.3 1.1 0.0 0.0 0.0 0.0 7.2 2.4 Number of Traders in Each Category Total Traders: 26 . 6 0 12 . 0 4 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 39,065 Positions 3,939 3,175 635 19,844 3,957 2,231 1,464 5,406 0 5,439 1,251 0 5,513 22,410 Changes from: April 26, 2022 Total Change is: -2,568 -424 842 226 1,270 -19 0 -4,188 1,638 -12 565 -1,166 0 -5 -4,077 Percent of Open Interest Represented by Each Category of Trader 10.1 8.1 1.6 50.8 10.1 5.7 3.7 13.8 0.0 13.9 3.2 0.0 14.1 57.4 Number of Traders in Each Category Total Traders: 53 8 7 . 13 5 6 . 12 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 411,029 Positions 31,361 193,842 3,298 277,441 112,247 54,526 17,719 20,378 2,002 14,740 17,807 25 9,917 6,904 Changes from: April 26, 2022 Total Change is: -13,278 688 2,957 599 -11,828 2,611 -2,545 2,388 -6,726 -171 -534 -4,069 -5 -1,870 -5,929 Percent of Open Interest Represented by Each Category of Trader 7.6 47.2 0.8 67.5 27.3 13.3 4.3 5.0 0.5 3.6 4.3 0.0 2.4 1.7 Number of Traders in Each Category Total Traders: 204 13 13 6 77 50 43 17 20 8 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 1,196,881 Positions 106,459 504,274 9,489 708,033 381,755 149,719 120,698 90,591 7,749 67,452 27,412 879 26,403 25,013 Changes from: April 26, 2022 Total Change is: 20,936 45 -9,855 4,624 -37,651 25,929 16,571 28,847 -5,928 -67 5,717 -4,235 -562 3,412 -5,541 Percent of Open Interest Represented by Each Category of Trader 8.9 42.1 0.8 59.2 31.9 12.5 10.1 7.6 0.6 5.6 2.3 0.1 2.2 2.1 Number of Traders in Each Category Total Traders: 418 28 17 10 139 99 92 51 45 29 22 17 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 215,217 Positions 5,776 154,753 35,198 18,005 0 1,563 136,732 1,571 14,964 2,332 6,517 140 507 511 Changes from: April 26, 2022 Total Change is: -916 1,974 1,197 -2,690 -394 0 185 1,889 85 -64 85 0 0 -1,901 371 Percent of Open Interest Represented by Each Category of Trader 2.7 71.9 16.4 8.4 0.0 0.7 63.5 0.7 7.0 1.1 3.0 0.1 0.2 0.2 Number of Traders in Each Category Total Traders: 89 8 23 15 11 0 . 30 4 7 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 1,187,151 Positions 11,460 146,605 816 581,650 284,028 196,640 125,636 297,893 28,847 86,495 58,136 63 155,544 174,123 Changes from: April 26, 2022 Total Change is: 38,694 1,496 18,395 -19 15,992 -7,518 -3,686 10,542 15,542 16,091 4,036 5,456 63 -5,821 -5,630 Percent of Open Interest Represented by Each Category of Trader 1.0 12.3 0.1 49.0 23.9 16.6 10.6 25.1 2.4 7.3 4.9 0.0 13.1 14.7 Number of Traders in Each Category Total Traders: 187 7 20 5 60 35 59 22 30 18 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 1,277,130 Positions 33,240 57,006 6,977 727,140 200,111 224,219 54,524 644,595 7,367 74,719 8,285 0 148,944 128,570 Changes from: April 26, 2022 Total Change is: -9,690 2,425 2,117 353 1,996 12,756 -3,286 -2,897 -34,528 625 -4,178 1,793 0 -4,728 10,480 Percent of Open Interest Represented by Each Category of Trader 2.6 4.5 0.5 56.9 15.7 17.6 4.3 50.5 0.6 5.9 0.6 0.0 11.7 10.1 Number of Traders in Each Category Total Traders: 148 6 9 . 71 26 60 4 23 10 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 2,232,148 Positions 97,926 204,888 14,346 881,785 441,518 429,973 503,926 478,788 114,500 49,431 291,300 6,528 133,733 250,307 Changes from: April 26, 2022 Total Change is: 19,945 -8,604 9,272 1,299 7,739 -816 19,824 -5,105 -18,586 -4,265 9,454 -8,695 1,850 -2,247 20,062 Percent of Open Interest Represented by Each Category of Trader 4.4 9.2 0.6 39.5 19.8 19.3 22.6 21.4 5.1 2.2 13.1 0.3 6.0 11.2 Number of Traders in Each Category Total Traders: 371 20 43 7 91 59 82 36 65 26 13 44 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 3,680,764 Positions 83,031 315,894 6,640 1,664,801 1,267,737 718,787 603,178 373,917 88,655 176,933 404,588 12,870 325,869 491,676 Changes from: April 26, 2022 Total Change is: 33,139 2,681 44,728 -6,679 106,212 -4,829 7,549 -58,242 4,637 -10,615 3,100 16,925 -2,374 -8,493 -16,203 Percent of Open Interest Represented by Each Category of Trader 2.3 8.6 0.2 45.2 34.4 19.5 16.4 10.2 2.4 4.8 11.0 0.3 8.9 13.4 Number of Traders in Each Category Total Traders: 399 21 35 11 100 85 104 47 66 49 20 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 1,272,865 Positions 82,646 22,248 1,362 494,715 527,601 224,617 155,097 152,658 38,243 138,574 53,934 714 136,897 251,488 Changes from: April 26, 2022 Total Change is: -6,860 4,619 -6,578 -307 6,180 -159 3,651 -26,344 7,476 -4,013 1,153 1,682 -147 8,348 -8,465 Percent of Open Interest Represented by Each Category of Trader 6.5 1.7 0.1 38.9 41.4 17.6 12.2 12.0 3.0 10.9 4.2 0.1 10.8 19.8 Number of Traders in Each Category Total Traders: 148 7 5 . 30 57 59 11 18 12 10 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 3,818,836 Positions 69,205 347,422 17,877 1,815,381 771,085 819,235 298,473 998,978 160,578 374,961 249,751 162 262,964 453,748 Changes from: April 26, 2022 Total Change is: 23,612 -14,258 -5,079 425 1,563 -57,644 15,069 6,229 85,446 7,673 1,720 -11,197 -38 5,229 -11,043 Percent of Open Interest Represented by Each Category of Trader 1.8 9.1 0.5 47.5 20.2 21.5 7.8 26.2 4.2 9.8 6.5 0.0 6.9 11.9 Number of Traders in Each Category Total Traders: 348 15 39 7 84 76 93 30 65 35 20 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 1,662,069 Positions 325,320 353,405 711,737 0 5,910 16,242 128,684 122,558 400,614 44,120 10,972 2,628 32,724 38,003 Changes from: April 26, 2022 Total Change is: -467,137 26,447 -96,868 -117,579 -2,792 -113,672 -6,158 -295,391 -56,184 -69,197 -4,025 -464 -560 2,118 -6,455 Percent of Open Interest Represented by Each Category of Trader 19.6 21.3 42.8 0.0 0.4 1.0 7.7 7.4 24.1 2.7 0.7 0.2 2.0 2.3 Number of Traders in Each Category Total Traders: 117 24 32 53 0 . . 23 25 41 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 is10,548,844 Positions 3,978,820 1,006,488 1,545,086 798,368 482,403 378,833 485,600 3,207,558 2,701,876 21,951 169,295 217,443 420,867 839,862 Changes from: April 26, 2022 Total Change is: -35,621 -70,450 51,588 2,028 -8,943 -76,695 -548 3,121 -42,326 58,962 -89 16,798 -1,516 -18,186 -43,912 Percent of Open Interest Represented by Each Category of Trader 37.7 9.5 14.6 7.6 4.6 3.6 4.6 30.4 25.6 0.2 1.6 2.1 4.0 8.0 Number of Traders in Each Category Total Traders: 208 28 33 54 11 18 20 30 64 74 4 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 4,801,008 Positions 1,781,207 1,218,078 1,319,387 34,076 313,295 88,800 474,496 788,420 1,009,254 58,618 29,667 25,080 10,090 9,027 Changes from: April 26, 2022 Total Change is: 176,513 148,709 22,473 56,699 -24 21,607 -9,809 -39,549 69,314 15,791 7,374 1,836 -1,507 -1,171 109 Percent of Open Interest Represented by Each Category of Trader 37.1 25.4 27.5 0.7 6.5 1.8 9.9 16.4 21.0 1.2 0.6 0.5 0.2 0.2 Number of Traders in Each Category Total Traders: 323 51 66 86 8 22 12 50 59 78 23 31 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 369,955 Positions 120,179 130,241 111,418 2,210 5,039 7,072 51,386 36,218 71,406 4,125 6,241 918 1,241 1,402 Changes from: April 26, 2022 Total Change is: -74,072 -18,056 -50,733 -4,781 1,149 -7,225 -237 -45,427 -2,642 -7,118 -200 -1,187 -160 758 11 Percent of Open Interest Represented by Each Category of Trader 32.5 35.2 30.1 0.6 1.4 1.9 13.9 9.8 19.3 1.1 1.7 0.2 0.3 0.4 Number of Traders in Each Category Total Traders: 122 17 43 34 . . . 22 28 32 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 151,343 Positions 13,735 32,013 3,908 0 0 0 49,588 55,344 39,473 40,805 16,756 3,834 0 15 Changes from: April 26, 2022 Total Change is: -2,275 -3,300 967 198 0 0 0 1,794 24 -967 3,230 718 -3,230 0 15 Percent of Open Interest Represented by Each Category of Trader 9.1 21.2 2.6 0.0 0.0 0.0 32.8 36.6 26.1 27.0 11.1 2.5 0.0 0.0 Number of Traders in Each Category Total Traders: 21 . . . 0 0 0 . 4 . . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 10,051 Positions 353 722 138 5,831 658 0 1,496 6,834 498 739 246 129 867 826 Changes from: April 26, 2022 Total Change is: -658 -11 -150 80 -316 135 0 -218 22 -220 85 -440 17 -75 -102 Percent of Open Interest Represented by Each Category of Trader 3.5 7.2 1.4 58.0 6.5 0.0 14.9 68.0 5.0 7.4 2.4 1.3 8.6 8.2 Number of Traders in Each Category Total Traders: 81 4 4 . 6 5 0 15 37 9 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 10,914 Positions 1,359 0 0 289 323 0 1,723 6,168 288 3,152 1,342 1,156 2,947 1,637 Changes from: April 26, 2022 Total Change is: -9,926 -1,353 -1,012 -3 77 104 0 -5,537 -10,284 138 -3,781 -238 1,149 -616 220 Percent of Open Interest Represented by Each Category of Trader 12.5 0.0 0.0 2.6 3.0 0.0 15.8 56.5 2.6 28.9 12.3 10.6 27.0 15.0 Number of Traders in Each Category Total Traders: 98 4 0 0 4 . 0 10 14 . 41 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 2,981 Positions 103 86 45 0 128 18 888 2,161 82 1,051 37 22 772 402 Changes from: April 26, 2022 Total Change is: -764 -38 -20 -28 0 2 0 -347 -455 -233 -183 -73 -6 71 49 Percent of Open Interest Represented by Each Category of Trader 3.5 2.9 1.5 0.0 4.3 0.6 29.8 72.5 2.8 35.3 1.2 0.7 25.9 13.5 Number of Traders in Each Category Total Traders: 38 . . . 0 . . 8 16 . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 38,453 Positions 0 9,206 0 0 0 0 28,123 22,652 8 8,565 5,577 427 1,330 583 Changes from: April 26, 2022 Total Change is: -6,904 -124 -16,729 0 0 0 0 -1,058 12,970 -4,199 -1,834 295 412 -101 347 Percent of Open Interest Represented by Each Category of Trader 0.0 23.9 0.0 0.0 0.0 0.0 73.1 58.9 0.0 22.3 14.5 1.1 3.5 1.5 Number of Traders in Each Category Total Traders: 87 0 . 0 0 0 0 4 8 . 59 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 54,092 Positions 661 27,544 0 25,933 685 485 15,650 20,073 497 5,428 1,983 142 5,296 2,683 Changes from: April 26, 2022 Total Change is: -2,620 -70 365 0 -827 -207 -15 -1,029 -3,654 209 -1,411 75 43 480 564 Percent of Open Interest Represented by Each Category of Trader 1.2 50.9 0.0 47.9 1.3 0.9 28.9 37.1 0.9 10.0 3.7 0.3 9.8 5.0 Number of Traders in Each Category Total Traders: 119 . . 0 19 . . 34 19 6 26 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 320,512 Positions 35,759 23,323 18,689 90,526 36,829 32,727 34,249 99,745 65,217 13,576 6,268 6,043 23,726 31,671 Changes from: April 26, 2022 Total Change is: 14,736 -878 5,468 2,498 70 -14,461 2,105 -2,285 5,904 10,943 296 533 -285 2,272 2,031 Percent of Open Interest Represented by Each Category of Trader 11.2 7.3 5.8 28.2 11.5 10.2 10.7 31.1 20.3 4.2 2.0 1.9 7.4 9.9 Number of Traders in Each Category Total Traders: 164 13 17 19 22 22 23 26 40 41 6 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 3, 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 35,140 Positions 1,136 17,384 95 27,636 1,016 1,165 1,033 12,460 0 3,318 2,952 14 743 54 Changes from: April 26, 2022 Total Change is: 3,112 -45 -47 47 2,926 0 0 -43 3,107 0 250 7 0 -23 -2 Percent of Open Interest Represented by Each Category of Trader 3.2 49.5 0.3 78.6 2.9 3.3 2.9 35.5 0.0 9.4 8.4 0.0 2.1 0.2 Number of Traders in Each Category Total Traders: 46 . . . 16 . . 5 7 0 9 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 06, 2022