Traders in Financial Futures - Options and Futures Combined 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 163,661 Positions 14,443 33,978 13,588 43,456 31,501 6,838 24,013 28,288 12,611 15,042 5,042 1,398 32,271 30,417 Changes from: September 6, 2022 Total Change is: -17,269 -847 -6,492 1,623 -4,574 2,103 208 -5,642 -6,330 -7,357 2,021 1,303 284 -2,984 -2,612 Percent of Open Interest Represented by Each Category of Trader 8.8 20.8 8.3 26.6 19.2 4.2 14.7 17.3 7.7 9.2 3.1 0.9 19.7 18.6 Number of Traders in Each Category Total Traders: 106 10 4 10 13 18 9 19 22 17 14 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 47,567 Positions 22,665 1,627 2,539 2,411 14,427 487 8,061 7,902 1,979 0 0 0 9,425 18,605 Changes from: September 6, 2022 Total Change is: -5,344 -1,113 816 296 -100 -1,361 1 -2,542 382 -1,571 0 0 0 -315 -3,907 Percent of Open Interest Represented by Each Category of Trader 47.6 3.4 5.3 5.1 30.3 1.0 16.9 16.6 4.2 0.0 0.0 0.0 19.8 39.1 Number of Traders in Each Category Total Traders: 42 7 . 5 . 12 4 10 9 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 331,393 Positions 131,884 23,423 15,215 39,527 137,820 9,978 58,425 56,720 43,893 9,183 2,430 31 23,257 41,883 Changes from: September 6, 2022 Total Change is: 6,606 12,132 725 -385 -165 -10,007 2,558 -10,722 10,964 4,726 508 14 -13 -2,033 -1,976 Percent of Open Interest Represented by Each Category of Trader 39.8 7.1 4.6 11.9 41.6 3.0 17.6 17.1 13.2 2.8 0.7 0.0 7.0 12.6 Number of Traders in Each Category Total Traders: 143 8 7 8 14 39 18 20 39 23 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 306,337 Positions 140,910 3,170 24,437 59,369 136,410 10,283 20,081 66,436 20,840 4,620 1,865 574 25,224 42,323 Changes from: September 6, 2022 Total Change is: -8,878 10,731 548 3,115 4,775 -33 -774 -16,479 2,357 -10,464 1,644 106 -65 -1,361 -3,669 Percent of Open Interest Represented by Each Category of Trader 46.0 1.0 8.0 19.4 44.5 3.4 6.6 21.7 6.8 1.5 0.6 0.2 8.2 13.8 Number of Traders in Each Category Total Traders: 140 13 . 12 24 27 25 21 36 21 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 797,971 Positions 47,262 302,890 38,071 405,224 168,088 28,558 68,102 104,138 64,939 48,395 15,962 5,091 92,329 70,235 Changes from: September 6, 2022 Total Change is: -9,410 -17,596 19,210 13,968 1,142 -27,965 -1,865 3,149 1,330 -11,898 -344 145 -231 4,266 -2,104 Percent of Open Interest Represented by Each Category of Trader 5.9 38.0 4.8 50.8 21.1 3.6 8.5 13.1 8.1 6.1 2.0 0.6 11.6 8.8 Number of Traders in Each Category Total Traders: 342 19 12 16 108 39 55 48 50 40 43 23 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 193,511 Positions 62,751 4,902 15,700 50,533 77,472 4,226 16,882 38,098 20,003 400 1,430 0 23,015 31,680 Changes from: September 6, 2022 Total Change is: 2,241 -5,342 -17 10,229 -1,317 -16,425 -167 -5,532 1,965 2,636 -466 0 0 2,200 4,020 Percent of Open Interest Represented by Each Category of Trader 32.4 2.5 8.1 26.1 40.0 2.2 8.7 19.7 10.3 0.2 0.7 0.0 11.9 16.4 Number of Traders in Each Category Total Traders: 92 8 . 6 13 18 12 18 29 19 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 208,427 Positions 19,306 121,033 1,651 94,299 2,491 1,689 73,580 28,362 7,560 2,784 42,131 65 7,493 3,445 Changes from: September 6, 2022 Total Change is: 9,242 -455 53 767 -1,432 191 552 5,605 4,455 3,552 528 -555 -83 208 310 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 1.7 Number of Traders in Each Category Total Traders: 156 4 9 . 29 9 7 54 26 13 10 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 51,616 Positions 0 24,113 1,041 36,694 2,218 37 8,685 21,701 94 1,861 833 0 3,204 1,579 Changes from: September 6, 2022 Total Change is: 1,610 -146 356 -3 -225 -132 0 2,203 2,279 -125 77 -591 0 -171 -174 Percent of Open Interest Represented by Each Category of Trader 0.0 46.7 2.0 71.1 4.3 0.1 16.8 42.0 0.2 3.6 1.6 0.0 6.2 3.1 Number of Traders in Each Category Total Traders: 61 0 5 . 8 5 . 16 15 4 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 53,211 Positions 24,507 2,172 1,039 4,819 21,434 335 16,540 18,066 2,963 477 564 33 2,498 6,605 Changes from: September 6, 2022 Total Change is: 4,556 2,072 121 -276 -1,761 16 46 2,321 2,621 1,878 331 -148 -11 -44 309 Percent of Open Interest Represented by Each Category of Trader 46.1 4.1 2.0 9.1 40.3 0.6 31.1 34.0 5.6 0.9 1.1 0.1 4.7 12.4 Number of Traders in Each Category Total Traders: 96 10 . 4 8 21 . 17 32 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 46,416 Positions 12,772 6,873 5,913 7,636 4,660 290 9,066 9,183 3,774 643 8,537 208 6,115 6,980 Changes from: September 6, 2022 Total Change is: 7,938 722 -1,402 5,423 423 -447 140 -1,924 1,038 3,045 -46 -536 113 43 563 Percent of Open Interest Represented by Each Category of Trader 27.5 14.8 12.7 16.5 10.0 0.6 19.5 19.8 8.1 1.4 18.4 0.4 13.2 15.0 Number of Traders in Each Category Total Traders: 99 18 7 15 16 10 4 18 22 18 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 92,832 Positions 25,544 13,745 11,826 15,272 9,319 579 18,133 18,366 7,547 1,287 17,074 415 12,229 13,961 Changes from: September 6, 2022 Total Change is: 15,875 1,443 -2,804 10,846 845 -893 279 -3,848 2,076 6,089 -92 -1,071 226 86 1,127 Percent of Open Interest Represented by Each Category of Trader 27.5 14.8 12.7 16.5 10.0 0.6 19.5 19.8 8.1 1.4 18.4 0.4 13.2 15.0 Number of Traders in Each Category Total Traders: 99 18 7 15 16 10 4 18 22 18 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 749,556 Positions 109,008 31,105 55,636 187,511 124,833 60,329 21,051 123,405 217,811 24,657 42,689 6,752 66,801 86,997 Changes from: September 6, 2022 Total Change is: 65,906 3,458 -7,414 29,865 1,111 -6,885 3,191 -5,374 7,863 18,892 1,440 1,056 2,506 10,816 16,830 Percent of Open Interest Represented by Each Category of Trader 14.5 4.1 7.4 25.0 16.7 8.0 2.8 16.5 29.1 3.3 5.7 0.9 8.9 11.6 Number of Traders in Each Category Total Traders: 599 44 30 57 135 106 119 59 125 136 50 45 46 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,747,782 Positions 545,041 155,525 278,182 937,555 624,164 301,643 105,254 617,023 1,089,054 123,285 213,446 33,760 334,007 434,985 Changes from: September 6, 2022 Total Change is: 329,530 17,290 -37,068 149,326 5,557 -34,426 15,956 -26,872 39,317 94,462 7,200 5,282 12,532 54,078 84,149 Percent of Open Interest Represented by Each Category of Trader 14.5 4.1 7.4 25.0 16.7 8.0 2.8 16.5 29.1 3.3 5.7 0.9 8.9 11.6 Number of Traders in Each Category Total Traders: 599 44 30 57 135 106 119 59 125 136 50 45 46 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 278,793 Positions 4,131 16,648 0 26,595 3,243 240 23,331 168,014 21,240 0 19,355 0 203,256 50,053 Changes from: September 6, 2022 Total Change is: 29,982 -424 1,760 -94 -1,246 508 -395 13,543 12,559 10,248 0 919 0 8,350 4,477 Percent of Open Interest Represented by Each Category of Trader 1.5 6.0 0.0 9.5 1.2 0.1 8.4 60.3 7.6 0.0 6.9 0.0 72.9 18.0 Number of Traders in Each Category Total Traders: 31 . . 0 10 . . 8 8 9 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 82,703 Positions 18,550 2,216 4,191 15,080 13,453 1,513 11,512 20,372 19,793 2,285 5,631 1,219 8,560 14,316 Changes from: September 6, 2022 Total Change is: 7,278 2,953 -1,530 2,930 -998 -1,122 112 -1,110 976 3,249 -753 928 227 669 1,508 Percent of Open Interest Represented by Each Category of Trader 22.4 2.7 5.1 18.2 16.3 1.8 13.9 24.6 23.9 2.8 6.8 1.5 10.4 17.3 Number of Traders in Each Category Total Traders: 323 32 16 28 56 47 35 41 75 56 22 32 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 413,517 Positions 92,750 11,078 20,957 75,402 67,266 7,566 57,558 101,858 98,963 11,426 28,154 6,093 42,802 71,582 Changes from: September 6, 2022 Total Change is: 36,389 14,763 -7,651 14,649 -4,990 -5,609 562 -5,551 4,882 16,243 -3,766 4,640 1,134 3,345 7,540 Percent of Open Interest Represented by Each Category of Trader 22.4 2.7 5.1 18.2 16.3 1.8 13.9 24.6 23.9 2.8 6.8 1.5 10.4 17.3 Number of Traders in Each Category Total Traders: 323 32 16 28 56 47 35 41 75 56 22 32 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 225,601 Positions 2,330 3,728 0 975 1,120 22 52,818 158,788 27,523 6,363 1,979 895 134,675 31,546 Changes from: September 6, 2022 Total Change is: 43,774 -4,163 2,168 0 -941 -4,688 -23 -3,499 21,739 22,381 -461 715 570 29,910 912 Percent of Open Interest Represented by Each Category of Trader 1.0 1.7 0.0 0.4 0.5 0.0 23.4 70.4 12.2 2.8 0.9 0.4 59.7 14.0 Number of Traders in Each Category Total Traders: 41 . 4 0 . . . 12 11 12 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 599,533 Positions 215,119 30,719 20,412 164,933 230,057 57,554 63,400 144,958 39,025 9,804 38,723 1,944 27,342 36,142 Changes from: September 6, 2022 Total Change is: 42,239 13,508 546 9,989 -4,318 -6,581 13,189 -7,031 755 13,180 -909 -1,054 1,335 3,296 10,880 Percent of Open Interest Represented by Each Category of Trader 35.9 5.1 3.4 27.5 38.4 9.6 10.6 24.2 6.5 1.6 6.5 0.3 4.6 6.0 Number of Traders in Each Category Total Traders: 341 31 16 20 68 74 51 43 80 46 8 20 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,376,168 Positions 18,935 135,330 38,440 595,010 255,313 218,777 95,367 335,894 138,831 81,541 94,341 8,683 180,586 150,559 Changes from: September 6, 2022 Total Change is: 31,552 796 17,137 5,847 6,989 -3,647 3,105 1,056 5,151 7,532 3,195 1,007 826 2,207 -5,406 Percent of Open Interest Represented by Each Category of Trader 1.4 9.8 2.8 43.2 18.6 15.9 6.9 24.4 10.1 5.9 6.9 0.6 13.1 10.9 Number of Traders in Each Category Total Traders: 187 8 21 20 62 27 60 21 33 39 8 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,377,283 Positions 8,384 47,242 6,698 829,825 218,898 230,475 53,169 708,446 37,455 62,216 14,921 0 149,061 113,148 Changes from: September 6, 2022 Total Change is: 16,678 17 2,195 1,015 20,682 7,839 -7,224 3,761 19,955 -1,563 72 799 0 -82 -6,338 Percent of Open Interest Represented by Each Category of Trader 0.6 3.4 0.5 60.3 15.9 16.7 3.9 51.4 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 64 10 23 17 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,021,240 Positions 50,855 273,107 11,691 1,094,019 447,848 293,182 170,713 466,140 95,396 159,665 208,824 900 144,818 224,152 Changes from: September 6, 2022 Total Change is: 58,008 10,292 25,293 -2,034 91,812 -44,916 -9,960 4,628 120,459 -35,745 -957 11,343 -13 -14 -6,419 Percent of Open Interest Represented by Each Category of Trader 2.5 13.5 0.6 54.1 22.2 14.5 8.4 23.1 4.7 7.9 10.3 0.0 7.2 11.1 Number of Traders in Each Category Total Traders: 346 13 38 10 101 54 87 31 71 38 13 25 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 4,454,563 Positions 125,487 299,853 175,844 1,849,743 1,014,061 818,052 212,899 604,143 629,038 205,565 370,454 66,566 371,369 476,552 Changes from: September 6, 2022 Total Change is: 181,373 31,169 480 39,521 33,750 80,728 21,607 -22,856 -4,475 38,152 33,723 3,187 -310 6,617 2,483 Percent of Open Interest Represented by Each Category of Trader 2.8 6.7 3.9 41.5 22.8 18.4 4.8 13.6 14.1 4.6 8.3 1.5 8.3 10.7 Number of Traders in Each Category Total Traders: 409 18 33 33 121 76 111 36 76 74 24 25 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,377,378 Positions 53,842 48,721 1,949 574,167 501,721 243,270 209,161 213,466 58,942 109,940 75,073 0 126,107 234,236 Changes from: September 6, 2022 Total Change is: 42,597 -5,488 13,634 -3,236 35,234 54,682 -684 43,289 24,338 -24,636 2,045 -5,401 0 -3,927 -16,100 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,378,502 Positions 96,598 351,417 116,176 1,655,188 811,055 837,669 594,900 1,149,857 322,297 424,820 304,337 13,638 317,217 472,056 Changes from: September 6, 2022 Total Change is: 50,447 13,183 -12,494 27,575 -1,666 -11,136 6,218 -21,326 16,232 25,445 1,008 34 1,338 -1,329 -2,766 Percent of Open Interest Represented by Each Category of Trader 2.2 8.0 2.7 37.8 18.5 19.1 13.6 26.3 7.4 9.7 7.0 0.3 7.2 10.8 Number of Traders in Each Category Total Traders: 331 9 29 18 87 62 89 38 65 56 16 25 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 is20,588,968 Positions 2,465,280 2,155,096 3,434,610 919,105 180,934 603,623 543,443 1,119,779 11,896,656 42,550 145,826 220,184 463,517 832,261 Changes from: September 6, 2022 Total Change is: 149,694 64,212 152,862 -52,289 19,751 13,870 -24,479 69,897 31,932 25,896 7,229 -21,472 11,076 28,400 12,298 Percent of Open Interest Represented by Each Category of Trader 12.0 10.5 16.7 4.5 0.9 2.9 2.6 5.4 57.8 0.2 0.7 1.1 2.3 4.0 Number of Traders in Each Category Total Traders: 212 22 35 52 16 12 22 40 58 82 15 11 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 is12,218,805 Positions 2,502,203 2,013,290 1,957,109 525,598 516,376 657,310 700,905 1,209,123 5,670,683 80,049 65,751 98,076 26,873 31,089 Changes from: September 6, 2022 Total Change is: 1,083,433 194,800 200,226 1,292 -20,987 28,020 65,645 63,220 -36,836 754,430 -206 18,777 33,636 -8,397 18,243 Percent of Open Interest Represented by Each Category of Trader 20.5 16.5 16.0 4.3 4.2 5.4 5.7 9.9 46.4 0.7 0.5 0.8 0.2 0.3 Number of Traders in Each Category Total Traders: 469 58 74 113 16 33 36 74 92 135 31 54 52 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 14,008 Positions 100 2,158 174 5,885 1,394 490 3,365 7,180 1,292 1,585 399 143 974 777 Changes from: September 6, 2022 Total Change is: -2,248 -100 43 -4 157 -505 -65 -1,076 -1,063 -104 -1,016 -298 -27 -12 -225 Percent of Open Interest Represented by Each Category of Trader 0.7 15.4 1.2 42.0 10.0 3.5 24.0 51.3 9.2 11.3 2.8 1.0 7.0 5.5 Number of Traders in Each Category Total Traders: 95 . . . 5 8 4 16 43 17 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 21,693 Positions 157 607 0 135 1,226 35 8,565 14,018 2,941 6,998 1,265 92 2,768 1,508 Changes from: September 6, 2022 Total Change is: 1,198 -75 410 0 -50 78 13 1,700 1,384 -280 -98 276 -37 24 -647 Percent of Open Interest Represented by Each Category of Trader 0.7 2.8 0.0 0.6 5.7 0.2 39.5 64.6 13.6 32.3 5.8 0.4 12.8 7.0 Number of Traders in Each Category Total Traders: 86 . . 0 . . . 14 11 9 34 20 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 4,126 Positions 144 61 172 303 110 4 1,206 2,458 238 1,204 435 169 685 479 Changes from: September 6, 2022 Total Change is: -326 -49 -4 12 -98 -36 -3 -494 -322 32 223 -71 3 47 63 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 8 13 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points) CFTC Code #146022 Open Interest is 90,347 Positions 0 11,655 0 373 0 0 37,264 32,034 38,264 12,563 7,044 672 1,211 678 Changes from: September 6, 2022 Total Change is: -3,563 0 2,621 0 -132 0 0 -3,356 -5,138 -640 489 -465 -19 96 78 Percent of Open Interest Represented by Each Category of Trader 0.0 12.9 0.0 0.4 0.0 0.0 41.2 35.5 42.4 13.9 7.8 0.7 1.3 0.8 Number of Traders in Each Category Total Traders: 145 0 . 0 . 0 0 10 10 6 79 43 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 62,226 Positions 500 38,756 200 29,258 1,089 629 17,580 11,356 4,655 3,842 2,695 192 5,370 2,654 Changes from: September 6, 2022 Total Change is: 388 5 0 200 -2,483 -862 -57 -318 -1,270 3,933 -537 -836 -213 -141 -506 Percent of Open Interest Represented by Each Category of Trader 0.8 62.3 0.3 47.0 1.8 1.0 28.3 18.2 7.5 6.2 4.3 0.3 8.6 4.3 Number of Traders in Each Category Total Traders: 129 . . . 16 4 . 41 17 10 33 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 16, 2022