Traders in Financial Futures - Futures Only Positions as of September 13, 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 149,556
Positions
12,177 33,978 10,486 43,213 31,651 6,495 25,871 27,848 3,941 15,042 3,877 1,398 30,933 29,882
Changes from: September 6, 2022 Total Change is: -11,011
-279 -6,984 3,939 -4,178 1,853 291 -7,106 -6,081 -3,877 2,021 1,715 284 -2,106 -2,151
Percent of Open Interest Represented by Each Category of Trader
8.1 22.7 7.0 28.9 21.2 4.3 17.3 18.6 2.6 10.1 2.6 0.9 20.7 20.0
Number of Traders in Each Category Total Traders: 102
10 4 6 11 19 7 18 21 16 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 44,853
Positions
23,001 1,424 1,031 2,411 14,427 487 7,777 8,131 791 0 0 0 9,355 18,562
Changes from: September 6, 2022 Total Change is: -3,373
-529 298 936 -100 -1,361 1 -3,159 898 -257 0 0 0 -265 -3,888
Percent of Open Interest Represented by Each Category of Trader
51.3 3.2 2.3 5.4 32.2 1.1 17.3 18.1 1.8 0.0 0.0 0.0 20.9 41.4
Number of Traders in Each Category Total Traders: 42
7 . . . 12 4 10 9 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 303,965
Positions
130,230 23,108 10,299 38,211 137,807 9,388 58,401 52,123 28,410 7,865 2,430 0 21,161 40,400
Changes from: September 6, 2022 Total Change is: 23,028
11,925 3,103 3,681 223 -12,845 4,895 -14,258 8,299 17,614 394 14 0 -1,446 -1,733
Percent of Open Interest Represented by Each Category of Trader
42.8 7.6 3.4 12.6 45.3 3.1 19.2 17.1 9.3 2.6 0.8 0.0 7.0 13.3
Number of Traders in Each Category Total Traders: 139
8 7 6 14 39 15 21 37 18 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 281,716
Positions
140,784 4,235 20,481 57,336 136,852 8,947 21,632 64,409 4,629 4,561 1,210 160 23,186 40,793
Changes from: September 6, 2022 Total Change is: 450
9,573 -965 6,706 5,982 1,004 -603 -16,774 1,693 -4,997 1,326 248 160 -923 -2,796
Percent of Open Interest Represented by Each Category of Trader
50.0 1.5 7.3 20.4 48.6 3.2 7.7 22.9 1.6 1.6 0.4 0.1 8.2 14.5
Number of Traders in Each Category Total Traders: 135
12 4 6 21 30 20 19 37 14 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 742,244
Positions
47,324 301,593 27,961 394,065 166,918 27,971 68,149 96,774 35,250 48,167 15,680 4,551 88,806 65,546
Changes from: September 6, 2022 Total Change is: 20,566
-18,518 19,842 19,463 9,201 -28,145 -1,147 -6,195 -1,014 12,690 -355 -29 114 5,313 -1,208
Percent of Open Interest Represented by Each Category of Trader
6.4 40.6 3.8 53.1 22.5 3.8 9.2 13.0 4.7 6.5 2.1 0.6 12.0 8.8
Number of Traders in Each Category Total Traders: 326
20 11 13 107 37 50 49 45 31 39 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 34,966
Positions
490 17,591 4 14,333 1,077 2,907 2,769 8,885 1,188 0 0 0 13,275 3,314
Changes from: September 6, 2022 Total Change is: 650
0 -34 -430 -200 600 201 393 -570 304 0 0 0 382 579
Percent of Open Interest Represented by Each Category of Trader
1.4 50.3 0.0 41.0 3.1 8.3 7.9 25.4 3.4 0.0 0.0 0.0 38.0 9.5
Number of Traders in Each Category Total Traders: 32
. . . 18 . 8 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 21,526
Positions
1,988 2,902 2,728 3,322 8,165 1,148 2,773 1,177 293 0 1,100 0 9,274 4,013
Changes from: September 6, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.2 13.5 12.7 15.4 37.9 5.3 12.9 5.5 1.4 0.0 5.1 0.0 43.1 18.6
Number of Traders in Each Category Total Traders: 21
. . . 4 7 . 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 182,287
Positions
62,787 3,998 15,212 50,393 77,550 3,515 18,826 40,260 9,105 400 1,430 0 22,049 31,217
Changes from: September 6, 2022 Total Change is: 4,055
-5,487 -47 10,737 -1,359 -17,006 158 -6,179 1,678 4,005 -466 0 0 2,646 4,530
Percent of Open Interest Represented by Each Category of Trader
34.4 2.2 8.3 27.6 42.5 1.9 10.3 22.1 5.0 0.2 0.8 0.0 12.1 17.1
Number of Traders in Each Category Total Traders: 90
8 . 5 11 19 9 18 28 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 208,403
Positions
19,306 121,033 1,651 94,299 2,491 1,689 73,580 28,362 7,560 2,784 42,131 65 7,469 3,421
Changes from: September 6, 2022 Total Change is: 9,242
-455 53 767 -1,432 191 552 5,605 4,455 3,560 528 -555 -83 200 302
Percent of Open Interest Represented by Each Category of Trader
9.3 58.1 0.8 45.2 1.2 0.8 35.3 13.6 3.6 1.3 20.2 0.0 3.6 1.6
Number of Traders in Each Category Total Traders: 156
4 9 . 29 9 7 54 26 13 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 51,582
Positions
0 24,113 1,041 36,694 2,218 37 8,653 21,701 93 1,861 800 0 3,203 1,579
Changes from: September 6, 2022 Total Change is: 1,577
-146 356 -3 -225 -132 0 2,171 2,279 -126 77 -624 0 -171 -173
Percent of Open Interest Represented by Each Category of Trader
0.0 46.7 2.0 71.1 4.3 0.1 16.8 42.1 0.2 3.6 1.6 0.0 6.2 3.1
Number of Traders in Each Category Total Traders: 59
0 5 . 8 5 . 15 15 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 51,079
Positions
23,183 2,980 231 4,819 19,302 335 16,540 18,066 2,963 477 564 33 2,498 6,605
Changes from: September 6, 2022 Total Change is: 4,283
1,670 -6 -149 -1,761 -259 46 2,321 2,621 1,878 331 -148 -11 -42 311
Percent of Open Interest Represented by Each Category of Trader
45.4 5.8 0.5 9.4 37.8 0.7 32.4 35.4 5.8 0.9 1.1 0.1 4.9 12.9
Number of Traders in Each Category Total Traders: 95
9 4 . 8 20 . 17 32 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 35,526
Positions
13,533 22,256 6,055 5,187 3,334 120 9,119 1,450 449 105 0 0 958 1,862
Changes from: September 6, 2022 Total Change is: 5,832
222 -8 6,035 -815 333 120 474 8 -227 0 0 0 23 -429
Percent of Open Interest Represented by Each Category of Trader
38.1 62.6 17.0 14.6 9.4 0.3 25.7 4.1 1.3 0.3 0.0 0.0 2.7 5.2
Number of Traders in Each Category Total Traders: 30
. . . . 7 . 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 46,289
Positions
12,772 6,873 5,913 7,636 4,660 290 9,065 9,133 3,729 647 8,537 204 6,034 6,952
Changes from: September 6, 2022 Total Change is: 7,926
722 -1,402 5,423 423 -447 140 -1,924 1,033 3,043 -43 -536 110 33 562
Percent of Open Interest Represented by Each Category of Trader
27.6 14.8 12.8 16.5 10.1 0.6 19.6 19.7 8.1 1.4 18.4 0.4 13.0 15.0
Number of Traders in Each Category Total Traders: 99
18 7 15 16 10 4 18 22 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 92,577
Positions
25,544 13,745 11,826 15,272 9,319 579 18,130 18,266 7,457 1,294 17,074 408 12,067 13,903
Changes from: September 6, 2022 Total Change is: 15,851
1,443 -2,804 10,846 845 -893 279 -3,848 2,065 6,086 -85 -1,071 219 66 1,124
Percent of Open Interest Represented by Each Category of Trader
27.6 14.8 12.8 16.5 10.1 0.6 19.6 19.7 8.1 1.4 18.4 0.4 13.0 15.0
Number of Traders in Each Category Total Traders: 99
18 7 15 16 10 4 18 22 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 70,781
Positions
23,677 17,384 17,211 14,657 9,676 2,193 1,224 3,486 1,117 0 0 0 10,702 19,714
Changes from: September 6, 2022 Total Change is: 24,532
1,088 -3,659 17,137 -943 -7,993 226 -2,180 -372 1,108 0 0 0 8,096 18,085
Percent of Open Interest Represented by Each Category of Trader
33.5 24.6 24.3 20.7 13.7 3.1 1.7 4.9 1.6 0.0 0.0 0.0 15.1 27.9
Number of Traders in Each Category Total Traders: 36
5 7 7 18 . 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 520,609
Positions
109,747 31,272 37,389 187,530 124,834 57,281 23,497 128,568 20,478 24,386 42,630 3,788 56,514 74,370
Changes from: September 6, 2022 Total Change is: 57,751
3,819 -7,042 30,136 1,047 -7,380 3,577 -2,932 11,625 6,571 1,667 1,054 2,910 10,957 16,300
Percent of Open Interest Represented by Each Category of Trader
21.1 6.0 7.2 36.0 24.0 11.0 4.5 24.7 3.9 4.7 8.2 0.7 10.9 14.3
Number of Traders in Each Category Total Traders: 557
40 34 45 137 102 113 58 116 87 36 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 20,537
Positions
4,789 15,417 1,765 7,209 1,033 124 2,854 0 503 0 0 0 3,293 1,695
Changes from: September 6, 2022 Total Change is: 2,569
-280 -70 1,765 -112 0 0 -313 0 503 0 0 0 1,006 371
Percent of Open Interest Represented by Each Category of Trader
23.3 75.1 8.6 35.1 5.0 0.6 13.9 0.0 2.4 0.0 0.0 0.0 16.0 8.3
Number of Traders in Each Category Total Traders: 22
5 6 . 5 . . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 43,852
Positions
7,460 33,248 6,560 19,749 221 0 4,867 332 227 0 0 240 4,749 3,024
Changes from: September 6, 2022 Total Change is: 8,485
896 -289 6,560 -891 0 -53 2 -236 227 0 0 240 1,504 2,036
Percent of Open Interest Represented by Each Category of Trader
17.0 75.8 15.0 45.0 0.5 0.0 11.1 0.8 0.5 0.0 0.0 0.5 10.8 6.9
Number of Traders in Each Category Total Traders: 39
5 8 . 15 . 0 8 . . 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 2,603,046
Positions
548,735 156,360 186,943 937,649 624,171 286,403 117,486 642,840 102,390 121,930 213,149 18,939 282,571 371,851
Changes from: September 6, 2022 Total Change is: 288,756
19,096 -35,210 150,682 5,233 -36,901 17,884 -14,659 58,126 32,856 8,333 5,270 14,548 54,783 81,501
Percent of Open Interest Represented by Each Category of Trader
21.1 6.0 7.2 36.0 24.0 11.0 4.5 24.7 3.9 4.7 8.2 0.7 10.9 14.3
Number of Traders in Each Category Total Traders: 557
40 34 45 137 102 113 58 116 87 36 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 31,684
Positions
13,933 16,442 10,822 4,222 723 330 449 1,114 0 0 0 0 1,928 2,253
Changes from: September 6, 2022 Total Change is: 11,186
93 626 10,822 -79 -629 0 6 -452 0 0 0 0 344 819
Percent of Open Interest Represented by Each Category of Trader
44.0 51.9 34.2 13.3 2.3 1.0 1.4 3.5 0.0 0.0 0.0 0.0 6.1 7.1
Number of Traders in Each Category Total Traders: 22
6 7 6 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 21,693
Positions
5,943 16,820 2,396 7,794 0 50 1,000 0 0 0 0 0 4,510 2,427
Changes from: September 6, 2022 Total Change is: 4,027
138 -8 2,396 -341 0 50 210 0 0 0 0 0 1,574 1,589
Percent of Open Interest Represented by Each Category of Trader
27.4 77.5 11.0 35.9 0.0 0.2 4.6 0.0 0.0 0.0 0.0 0.0 20.8 11.2
Number of Traders in Each Category Total Traders: 22
5 7 4 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 29,381
Positions
10,716 18,480 7,316 9,616 1,179 0 710 1,034 0 0 0 0 1,023 1,372
Changes from: September 6, 2022 Total Change is: 7,279
137 -326 7,316 -348 204 0 -66 -15 0 0 0 0 240 100
Percent of Open Interest Represented by Each Category of Trader
36.5 62.9 24.9 32.7 4.0 0.0 2.4 3.5 0.0 0.0 0.0 0.0 3.5 4.7
Number of Traders in Each Category Total Traders: 22
6 6 . . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 26,680
Positions
8,403 21,153 565 9,754 250 1,370 2,322 994 789 0 0 0 3,477 1,559
Changes from: September 6, 2022 Total Change is: 1,358
577 -275 565 -969 250 -322 614 64 789 0 0 0 104 287
Percent of Open Interest Represented by Each Category of Trader
31.5 79.3 2.1 36.6 0.9 5.1 8.7 3.7 3.0 0.0 0.0 0.0 13.0 5.8
Number of Traders in Each Category Total Traders: 28
5 7 . 8 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 265,670
Positions
4,131 16,648 0 26,595 3,243 240 23,472 167,651 13,138 0 19,355 0 198,094 45,395
Changes from: September 6, 2022 Total Change is: 28,978
-424 1,760 -94 -1,246 508 -395 13,512 12,797 9,294 0 919 0 8,331 4,189
Percent of Open Interest Represented by Each Category of Trader
1.6 6.3 0.0 10.0 1.2 0.1 8.8 63.1 4.9 0.0 7.3 0.0 74.6 17.1
Number of Traders in Each Category Total Traders: 31
. . 0 10 . . 8 8 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 247,207
Positions
100,386 74,177 92,500 0 32,000 0 7,406 1,012 44,888 0 0 0 2,027 2,630
Changes from: September 6, 2022 Total Change is: 10,000
20,000 0 -10,000 0 20,000 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
40.6 30.0 37.4 0.0 12.9 0.0 3.0 0.4 18.2 0.0 0.0 0.0 0.8 1.1
Number of Traders in Each Category Total Traders: 21
6 7 10 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 54,181
Positions
20,335 4,442 2,570 20,251 36,664 2,704 1,230 1,557 175 0 702 0 6,916 5,367
Changes from: September 6, 2022 Total Change is: 2,294
572 413 2,305 495 -1,248 60 -1,445 -337 39 0 702 0 268 360
Percent of Open Interest Represented by Each Category of Trader
37.5 8.2 4.7 37.4 67.7 5.0 2.3 2.9 0.3 0.0 1.3 0.0 12.8 9.9
Number of Traders in Each Category Total Traders: 67
7 4 4 24 22 10 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 62,994
Positions
18,517 2,124 3,893 15,068 13,275 1,443 10,602 20,210 3,267 2,277 5,385 191 7,736 13,206
Changes from: September 6, 2022 Total Change is: 5,643
2,946 -1,547 2,942 -950 -1,308 215 -1,766 871 2,264 -719 809 111 599 1,286
Percent of Open Interest Represented by Each Category of Trader
29.4 3.4 6.2 23.9 21.1 2.3 16.8 32.1 5.2 3.6 8.5 0.3 12.3 21.0
Number of Traders in Each Category Total Traders: 312
33 15 23 55 47 31 40 75 41 18 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 314,969
Positions
92,584 10,621 19,465 75,342 66,376 7,213 53,012 101,049 16,336 11,384 26,925 954 38,679 66,030
Changes from: September 6, 2022 Total Change is: 28,215
14,732 -7,737 14,712 -4,750 -6,542 1,074 -8,830 4,355 11,321 -3,594 4,046 556 2,994 6,430
Percent of Open Interest Represented by Each Category of Trader
29.4 3.4 6.2 23.9 21.1 2.3 16.8 32.1 5.2 3.6 8.5 0.3 12.3 21.0
Number of Traders in Each Category Total Traders: 312
33 15 23 55 47 31 40 75 41 18 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 223,447
Positions
2,330 3,728 0 975 1,120 22 52,908 158,532 26,456 6,363 1,979 895 133,498 30,715
Changes from: September 6, 2022 Total Change is: 43,613
-4,163 2,168 0 -941 -4,688 -23 -3,478 21,686 22,273 -461 715 570 29,836 912
Percent of Open Interest Represented by Each Category of Trader
1.0 1.7 0.0 0.4 0.5 0.0 23.7 70.9 11.8 2.8 0.9 0.4 59.7 13.7
Number of Traders in Each Category Total Traders: 41
. 4 0 . . . 12 11 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 584,370
Positions
215,119 30,719 20,412 164,933 229,929 57,554 64,764 146,674 23,442 9,804 38,704 1,935 26,407 35,001
Changes from: September 6, 2022 Total Change is: 42,103
13,508 546 9,989 -4,318 -6,709 13,189 -7,976 142 13,654 -906 -1,056 1,476 3,487 10,872
Percent of Open Interest Represented by Each Category of Trader
36.8 5.3 3.5 28.2 39.3 9.8 11.1 25.1 4.0 1.7 6.6 0.3 4.5 6.0
Number of Traders in Each Category Total Traders: 339
31 16 20 68 74 51 43 79 38 8 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 20,982
Positions
2,408 16,310 2,133 11,809 333 5 1,835 195 672 0 0 0 2,120 1,334
Changes from: September 6, 2022 Total Change is: 1,476
-1,712 -1,881 2,133 -698 -247 5 -16 195 672 0 0 0 1,092 599
Percent of Open Interest Represented by Each Category of Trader
11.5 77.7 10.2 56.3 1.6 0.0 8.7 0.9 3.2 0.0 0.0 0.0 10.1 6.4
Number of Traders in Each Category Total Traders: 21
. 6 . 9 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 46,260
Positions
5,881 3,972 312 25,103 3,752 3,213 5,066 6,560 0 1,827 806 0 4,858 27,645
Changes from: September 6, 2022 Total Change is: -31,521
-6,421 -6,782 -7,285 -8,116 447 -583 -4,343 -4,013 -929 -439 -1,421 0 -3,405 -10,955
Percent of Open Interest Represented by Each Category of Trader
12.7 8.6 0.7 54.3 8.1 6.9 11.0 14.2 0.0 3.9 1.7 0.0 10.5 59.8
Number of Traders in Each Category Total Traders: 53
8 6 . 12 5 7 6 11 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 487,529
Positions
44,828 154,299 64,015 269,239 153,485 51,567 14,868 20,888 3,803 13,417 15,485 403 25,389 23,584
Changes from: September 6, 2022 Total Change is: 81,988
4,012 -1,503 62,053 1,001 4,909 1,174 -6,262 -3,632 2,578 825 -518 -92 16,699 17,019
Percent of Open Interest Represented by Each Category of Trader
9.2 31.6 13.1 55.2 31.5 10.6 3.0 4.3 0.8 2.8 3.2 0.1 5.2 4.8
Number of Traders in Each Category Total Traders: 210
11 18 14 73 54 41 18 20 11 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 1,488,415
Positions
121,738 420,788 213,675 715,150 415,359 144,156 72,782 125,093 20,392 87,204 22,270 9,416 103,902 117,266
Changes from: September 6, 2022 Total Change is: 287,181
6,226 -13,920 188,183 -5,616 3,498 6,900 -14,521 -11,150 11,752 6,057 -631 6,959 81,241 95,590
Percent of Open Interest Represented by Each Category of Trader
8.2 28.3 14.4 48.0 27.9 9.7 4.9 8.4 1.4 5.9 1.5 0.6 7.0 7.9
Number of Traders in Each Category Total Traders: 413
27 22 22 132 93 89 43 51 39 24 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 234,732
Positions
27,693 175,218 22,551 25,481 0 3,623 130,777 5,149 19,985 3,621 8,019 140 861 47
Changes from: September 6, 2022 Total Change is: 1,625
641 -4,699 1,684 -10 0 0 -5,738 -120 4,710 -160 50 0 498 0
Percent of Open Interest Represented by Each Category of Trader
11.8 74.6 9.6 10.9 0.0 1.5 55.7 2.2 8.5 1.5 3.4 0.1 0.4 0.0
Number of Traders in Each Category Total Traders: 104
5 27 15 14 0 4 34 4 11 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 1,225,024
Positions
21,636 149,374 1,393 591,919 257,837 206,578 111,379 329,268 39,023 81,550 98,448 0 171,546 143,103
Changes from: September 6, 2022 Total Change is: 15,684
2,112 20,182 -73 5,132 -3,403 2,170 4,435 3,021 -4,183 2,505 1,784 0 3,586 -3,814
Percent of Open Interest Represented by Each Category of Trader
1.8 12.2 0.1 48.3 21.0 16.9 9.1 26.9 3.2 6.7 8.0 0.0 14.0 11.7
Number of Traders in Each Category Total Traders: 183
8 19 . 63 26 59 23 31 21 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 1,376,937
Positions
8,384 47,242 6,698 829,753 218,898 230,475 53,169 708,446 37,455 62,216 14,921 0 148,787 112,802
Changes from: September 6, 2022 Total Change is: 16,537
17 2,195 1,015 20,620 7,839 -7,224 3,761 19,955 -1,563 72 799 0 -161 -6,479
Percent of Open Interest Represented by Each Category of Trader
0.6 3.4 0.5 60.3 15.9 16.7 3.9 51.5 2.7 4.5 1.1 0.0 10.8 8.2
Number of Traders in Each Category Total Traders: 160
. 10 4 79 25 63 10 23 17 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 2,008,780
Positions
50,855 273,099 11,514 1,094,819 447,511 292,382 171,316 470,250 84,629 159,665 207,795 900 142,700 220,700
Changes from: September 6, 2022 Total Change is: 54,353
10,292 25,379 -2,076 91,911 -45,050 -10,059 4,156 122,174 -38,041 -957 11,151 -13 -860 -9,112
Percent of Open Interest Represented by Each Category of Trader
2.5 13.6 0.6 54.5 22.3 14.6 8.5 23.4 4.2 7.9 10.3 0.0 7.1 11.0
Number of Traders in Each Category Total Traders: 346
13 38 10 102 53 87 29 73 30 13 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 3,639,621
Positions
136,845 335,402 16,220 1,857,604 1,020,375 728,375 241,884 613,742 121,689 186,783 343,873 13,581 336,640 446,364
Changes from: September 6, 2022 Total Change is: 93,626
35,423 18,218 -134 40,617 84,643 3,392 -4,847 -2,364 -2,862 25,602 578 -4,142 577 -3,703
Percent of Open Interest Represented by Each Category of Trader
3.8 9.2 0.4 51.0 28.0 20.0 6.6 16.9 3.3 5.1 9.4 0.4 9.2 12.3
Number of Traders in Each Category Total Traders: 398
14 37 14 120 76 104 39 70 38 21 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 1,377,376
Positions
53,842 48,721 1,949 574,167 501,721 243,270 209,161 213,466 58,942 109,940 75,073 0 126,105 234,234
Changes from: September 6, 2022 Total Change is: 42,595
-5,488 13,634 -3,236 35,234 54,682 -684 43,289 24,338 -24,636 2,045 -5,401 0 -3,929 -16,102
Percent of Open Interest Represented by Each Category of Trader
3.9 3.5 0.1 41.7 36.4 17.7 15.2 15.5 4.3 8.0 5.5 0.0 9.2 17.0
Number of Traders in Each Category Total Traders: 148
4 8 4 42 46 56 18 14 16 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,097
Positions
0 0 0 0 0 0 828 784 783 723 687 0 763 843
Changes from: September 6, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 26.7 25.3 25.3 23.3 22.2 0.0 24.6 27.2
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . . . 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 3,982,527
Positions
116,871 361,487 5,472 1,647,495 823,996 802,131 617,528 1,155,411 70,533 421,001 306,511 1,841 299,655 455,145
Changes from: September 6, 2022 Total Change is: -26,782
17,591 -8,848 2,663 -13,468 -3,595 5,807 -8,518 6,382 -26,009 301 -65 -98 -5,051 -3,019
Percent of Open Interest Represented by Each Category of Trader
2.9 9.1 0.1 41.4 20.7 20.1 15.5 29.0 1.8 10.6 7.7 0.0 7.5 11.4
Number of Traders in Each Category Total Traders: 329
12 26 6 87 62 87 38 63 32 15 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 1,585,427
Positions
285,622 410,569 423,776 1,102 58,998 8,482 473,853 309,990 312,087 39,367 5,575 3,567 37,571 52,383
Changes from: September 6, 2022 Total Change is: 205,643
-33,304 81,567 37,738 1,102 27,534 -4,637 149,723 9,048 42,578 5,943 25 716 5,784 11,074
Percent of Open Interest Represented by Each Category of Trader
18.0 25.9 26.7 0.1 3.7 0.5 29.9 19.6 19.7 2.5 0.4 0.2 2.4 3.3
Number of Traders in Each Category Total Traders: 127
26 32 54 . 5 . 36 17 39 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 is 9,494,359
Positions
3,650,836 1,270,794 1,254,090 760,316 198,701 318,850 823,951 3,263,940 2,123,753 32,572 184,480 114,808 415,183 764,943
Changes from: September 6, 2022 Total Change is: -72,173
130,324 62,694 -26,849 -10,790 13,675 -9,391 -53,059 84 -126,086 2,073 6,352 2,899 18,706 4,449
Percent of Open Interest Represented by Each Category of Trader
38.5 13.4 13.2 8.0 2.1 3.4 8.7 34.4 22.4 0.3 1.9 1.2 4.4 8.1
Number of Traders in Each Category Total Traders: 194
26 30 50 11 13 17 31 57 68 8 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 7,478,513
Positions
2,594,808 1,907,605 1,516,646 522,385 522,650 382,808 713,284 1,413,748 1,606,753 79,359 60,515 52,889 9,581 14,899
Changes from: September 6, 2022 Total Change is: 309,869
225,537 167,533 -25,614 -16,975 19,315 -4,496 59,687 41,502 88,175 1,145 13,607 7,573 -25,163 2,274
Percent of Open Interest Represented by Each Category of Trader
34.7 25.5 20.3 7.0 7.0 5.1 9.5 18.9 21.5 1.1 0.8 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 441
56 73 108 14 32 31 56 92 113 24 48 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 568,557
Positions
118,155 233,538 130,566 2,743 898 8,514 207,048 81,178 99,722 1,153 13,428 364 292 349
Changes from: September 6, 2022 Total Change is: 50,406
24,917 35,129 -689 -8,875 67 5,926 19,525 -1,816 9,277 175 2,495 -23 173 40
Percent of Open Interest Represented by Each Category of Trader
20.8 41.1 23.0 0.5 0.2 1.5 36.4 14.3 17.5 0.2 2.4 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 152
32 42 45 . . . 23 37 36 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE ($2,500 x contract-grade IMM Index)
CFTC Code #157741 Open Interest is 24,618
Positions
3,517 3,799 5,776 0 0 0 1,641 1,362 13,675 0 0 0 9 6
Changes from: September 6, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.3 15.4 23.5 0.0 0.0 0.0 6.7 5.5 55.5 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 7 5 13 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,089
Positions
100 2,162 155 5,653 1,394 471 3,420 7,045 705 1,641 407 0 944 750
Changes from: September 6, 2022 Total Change is: -2,248
-100 52 -2 251 -505 -49 -1,118 -1,027 -187 -1,025 -297 -6 -12 -227
Percent of Open Interest Represented by Each Category of Trader
0.8 16.5 1.2 43.2 10.7 3.6 26.1 53.8 5.4 12.5 3.1 0.0 7.2 5.7
Number of Traders in Each Category Total Traders: 91
. . . 4 8 . 17 39 15 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 19,504
Positions
157 607 0 135 1,226 35 7,846 13,267 1,562 6,971 1,267 66 2,732 1,474
Changes from: September 6, 2022 Total Change is: 1,600
-75 410 0 -50 78 13 1,958 1,698 -178 -40 283 -47 19 -657
Percent of Open Interest Represented by Each Category of Trader
0.8 3.1 0.0 0.7 6.3 0.2 40.2 68.0 8.0 35.7 6.5 0.3 14.0 7.6
Number of Traders in Each Category Total Traders: 84
. . 0 . . . 13 12 6 33 19 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,125
Positions
144 61 172 303 110 4 1,206 2,458 238 1,204 435 169 685 478
Changes from: September 6, 2022 Total Change is: -327
-49 -4 12 -98 -36 -3 -494 -322 32 223 -71 3 47 62
Percent of Open Interest Represented by Each Category of Trader
3.5 1.5 4.2 7.3 2.7 0.1 29.2 59.6 5.8 29.2 10.5 4.1 16.6 11.6
Number of Traders in Each Category Total Traders: 56
. . . . . . 9 14 7 13 7 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 47,432
Positions
0 11,655 0 373 0 0 29,529 24,179 3,355 12,365 6,957 637 1,173 649
Changes from: September 6, 2022 Total Change is: -232
0 2,621 0 -132 0 0 -1,461 -3,084 605 691 -428 -14 79 68
Percent of Open Interest Represented by Each Category of Trader
0.0 24.6 0.0 0.8 0.0 0.0 62.3 51.0 7.1 26.1 14.7 1.3 2.5 1.4
Number of Traders in Each Category Total Traders: 138
0 . 0 . 0 0 9 8 . 77 41 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,077
Positions
500 38,756 200 29,258 1,089 629 17,580 11,335 4,639 3,749 2,618 180 5,342 2,631
Changes from: September 6, 2022 Total Change is: 415
5 0 200 -2,483 -862 -57 -318 -1,252 3,919 -531 -853 -186 -134 -494
Percent of Open Interest Represented by Each Category of Trader
0.8 62.4 0.3 47.1 1.8 1.0 28.3 18.3 7.5 6.0 4.2 0.3 8.6 4.2
Number of Traders in Each Category Total Traders: 125
. . . 16 4 . 41 17 10 31 13 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 348,672
Positions
33,304 18,860 13,537 116,654 64,581 39,846 33,564 100,740 61,939 8,509 696 12,515 28,804 35,958
Changes from: September 6, 2022 Total Change is: 22,196
162 410 961 5,803 -5,024 4,087 -6,137 3,234 11,284 -735 -204 1,417 5,354 6,031
Percent of Open Interest Represented by Each Category of Trader
9.6 5.4 3.9 33.5 18.5 11.4 9.6 28.9 17.8 2.4 0.2 3.6 8.3 10.3
Number of Traders in Each Category Total Traders: 175
12 13 19 21 31 22 26 48 47 10 6 12
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Traders in Financial Futures - Futures Only Positions as of September 13, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 68,321
Positions
41,035 48,138 146 20,310 3,928 1,122 3,352 13,979 527 1,330 294 52 447 135
Changes from: September 6, 2022 Total Change is: 3,377
70 0 146 1,053 146 -100 2,015 2,503 514 -432 71 52 59 45
Percent of Open Interest Represented by Each Category of Trader
60.1 70.5 0.2 29.7 5.7 1.6 4.9 20.5 0.8 1.9 0.4 0.1 0.7 0.2
Number of Traders in Each Category Total Traders: 51
4 4 . 14 . 4 6 10 . 7 4 .
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Updated September 16, 2022