Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 143,371
Positions
28,520 39,808 804 43,642 28,345 4,243 17,902 39,027 4,121 11,449 564 1,420 31,270 25,039
Changes from: January 11, 2022 Total Change is: 4,800
-192 18,591 -817 1,622 -15,939 508 4,117 4,557 -690 -709 -1,520 398 563 -288
Percent of Open Interest Represented by Each Category of Trader
19.9 27.8 0.6 30.4 19.8 3.0 12.5 27.2 2.9 8.0 0.4 1.0 21.8 17.5
Number of Traders in Each Category Total Traders: 102
5 11 . 19 16 8 15 24 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,871
Positions
20,915 1,880 12 3,374 12,626 1,406 2,192 8,500 21 0 486 0 11,951 14,940
Changes from: January 11, 2022 Total Change is: -2,842
-1,226 -249 12 -360 -672 577 -3,679 606 7 0 0 0 1,827 -3,123
Percent of Open Interest Represented by Each Category of Trader
52.5 4.7 0.0 8.5 31.7 3.5 5.5 21.3 0.1 0.0 1.2 0.0 30.0 37.5
Number of Traders in Each Category Total Traders: 41
4 . . 5 13 6 5 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 183,234
Positions
63,501 40,890 2,730 46,072 64,869 3,671 31,636 28,529 5,751 3,606 7,926 0 26,267 28,868
Changes from: January 11, 2022 Total Change is: -17,259
-28,064 5,356 -256 7,424 -12,545 -566 -2,139 -9,417 2,924 -3 89 0 3,421 -2,844
Percent of Open Interest Represented by Each Category of Trader
34.7 22.3 1.5 25.1 35.4 2.0 17.3 15.6 3.1 2.0 4.3 0.0 14.3 15.8
Number of Traders in Each Category Total Traders: 116
5 10 4 17 29 9 21 25 12 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 201,820
Positions
115,424 8,902 35 42,418 88,455 4,912 18,780 59,651 2,676 100 853 0 17,475 36,336
Changes from: January 11, 2022 Total Change is: -32,185
-16,973 5,395 7 2,712 -18,476 -1,008 -14,444 -14,478 -1,573 -750 110 0 -156 -2,162
Percent of Open Interest Represented by Each Category of Trader
57.2 4.4 0.0 21.0 43.8 2.4 9.3 29.6 1.3 0.0 0.4 0.0 8.7 18.0
Number of Traders in Each Category Total Traders: 117
9 7 . 16 31 12 13 35 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 691,882
Positions
45,281 320,280 3,714 406,819 155,118 30,802 59,745 103,523 9,935 49,755 8,559 6,175 79,656 53,776
Changes from: January 11, 2022 Total Change is: 9,589
4,069 24,252 -1,596 6,324 -11,595 -2,189 1,360 -2,536 1,049 -312 -185 1,221 -337 1,168
Percent of Open Interest Represented by Each Category of Trader
6.5 46.3 0.5 58.8 22.4 4.5 8.6 15.0 1.4 7.2 1.2 0.9 11.5 7.8
Number of Traders in Each Category Total Traders: 330
19 15 8 105 45 47 43 51 27 36 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,164
Positions
1,341 12,335 0 15,290 7,408 3,090 466 4,247 0 0 0 0 12,977 6,084
Changes from: January 11, 2022 Total Change is: -469
0 -35 0 22 -593 233 33 4 0 0 0 0 -757 -78
Percent of Open Interest Represented by Each Category of Trader
4.0 37.2 0.0 46.1 22.3 9.3 1.4 12.8 0.0 0.0 0.0 0.0 39.1 18.3
Number of Traders in Each Category Total Traders: 27
. . 0 17 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,321
Positions
9,870 0 0 5,071 14,355 1,390 0 3,245 0 0 0 0 7,990 5,331
Changes from: January 11, 2022 Total Change is: -123
80 -494 0 -608 548 523 0 -739 0 0 0 0 -118 39
Percent of Open Interest Represented by Each Category of Trader
40.6 0.0 0.0 20.9 59.0 5.7 0.0 13.3 0.0 0.0 0.0 0.0 32.9 21.9
Number of Traders in Each Category Total Traders: 20
. 0 0 4 11 5 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 181,136
Positions
113,815 8,788 387 28,526 95,600 4,151 9,285 37,848 4,839 1,125 450 0 19,008 29,073
Changes from: January 11, 2022 Total Change is: -4,317
-6,121 3,697 -199 -484 -6,875 -227 -1,681 -55 3,508 285 -2,710 0 602 -1,456
Percent of Open Interest Represented by Each Category of Trader
62.8 4.9 0.2 15.7 52.8 2.3 5.1 20.9 2.7 0.6 0.2 0.0 10.5 16.1
Number of Traders in Each Category Total Traders: 91
7 7 . 10 22 6 15 27 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 45,413
Positions
499 33,112 0 32,793 293 116 6,697 3,257 152 3,034 7,190 21 2,101 1,272
Changes from: January 11, 2022 Total Change is: 432
378 207 0 488 4 0 -283 -238 12 79 61 14 -256 372
Percent of Open Interest Represented by Each Category of Trader
1.1 72.9 0.0 72.2 0.6 0.3 14.7 7.2 0.3 6.7 15.8 0.0 4.6 2.8
Number of Traders in Each Category Total Traders: 54
. 6 0 11 . . 17 9 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 151,778
Positions
809 43,483 505 83,148 5,243 1,376 54,625 74,771 256 5,158 22,813 0 5,901 3,331
Changes from: January 11, 2022 Total Change is: 24,623
171 9,825 0 16,047 1,387 9 8,583 12,719 139 74 301 0 -400 243
Percent of Open Interest Represented by Each Category of Trader
0.5 28.6 0.3 54.8 3.5 0.9 36.0 49.3 0.2 3.4 15.0 0.0 3.9 2.2
Number of Traders in Each Category Total Traders: 164
. 11 . 20 14 7 60 28 5 11 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,098
Positions
7,029 0 817 8,330 1,061 280 6,995 23,224 2,283 3,523 2,202 0 2,841 2,231
Changes from: January 11, 2022 Total Change is: 1,011
-50 0 -1,100 2,878 -877 -43 1,589 5,368 -1,310 -1,073 -501 0 120 -526
Percent of Open Interest Represented by Each Category of Trader
21.9 0.0 2.5 26.0 3.3 0.9 21.8 72.4 7.1 11.0 6.9 0.0 8.9 7.0
Number of Traders in Each Category Total Traders: 64
4 0 . 8 4 . 14 21 4 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,727
Positions
23,811 2,209 0 4,134 17,420 729 12,351 17,119 337 480 1,737 34 2,851 5,142
Changes from: January 11, 2022 Total Change is: 2,661
2,363 336 0 -61 -1,641 -64 411 3,933 -90 230 -276 0 -128 463
Percent of Open Interest Represented by Each Category of Trader
53.2 4.9 0.0 9.2 38.9 1.6 27.6 38.3 0.8 1.1 3.9 0.1 6.4 11.5
Number of Traders in Each Category Total Traders: 97
9 . 0 7 22 7 23 24 4 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,567
Positions
3,914 0 0 5,458 2,340 0 1,436 7,367 551 446 565 15 747 1,729
Changes from: January 11, 2022 Total Change is: 1,283
-46 0 0 1,417 -241 0 -391 1,381 199 320 -100 15 -231 29
Percent of Open Interest Represented by Each Category of Trader
31.1 0.0 0.0 43.4 18.6 0.0 11.4 58.6 4.4 3.5 4.5 0.1 5.9 13.8
Number of Traders in Each Category Total Traders: 32
. 0 0 . 5 0 5 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,351
Positions
17,414 17,913 414 8,225 3,281 639 10,800 6,126 813 712 12,583 0 8,337 5,584
Changes from: January 11, 2022 Total Change is: 784
1,937 558 218 -1,833 1,866 176 -818 -738 429 -77 -1,307 0 752 -418
Percent of Open Interest Represented by Each Category of Trader
36.8 37.8 0.9 17.4 6.9 1.3 22.8 12.9 1.7 1.5 26.6 0.0 17.6 11.8
Number of Traders in Each Category Total Traders: 104
19 10 . 22 7 6 24 16 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 94,701
Positions
34,827 35,825 827 16,449 6,562 1,277 21,599 12,251 1,626 1,423 25,165 0 16,673 11,168
Changes from: January 11, 2022 Total Change is: 1,567
3,874 1,116 436 -3,665 3,731 351 -1,636 -1,476 857 -153 -2,613 0 1,503 -835
Percent of Open Interest Represented by Each Category of Trader
36.8 37.8 0.9 17.4 6.9 1.3 22.8 12.9 1.7 1.5 26.6 0.0 17.6 11.8
Number of Traders in Each Category Total Traders: 104
19 10 . 22 7 6 24 16 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,141
Positions
13,971 28,224 0 23,944 9,409 1,287 1,821 4,060 204 0 0 0 2,914 957
Changes from: January 11, 2022 Total Change is: -1,327
737 -1,075 0 -2,189 179 21 -157 -1,158 204 0 0 0 57 502
Percent of Open Interest Represented by Each Category of Trader
31.7 63.9 0.0 54.2 21.3 2.9 4.1 9.2 0.5 0.0 0.0 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 37
5 5 0 20 . 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 461,996
Positions
27,879 137,718 8,363 220,420 75,716 54,259 54,528 57,126 8,410 28,812 73,735 913 58,411 45,756
Changes from: January 11, 2022 Total Change is: 5,262
-3,316 8,804 1,456 -3,202 -2,062 716 3,713 -5,242 1,991 1,626 -1,314 -71 2,349 984
Percent of Open Interest Represented by Each Category of Trader
6.0 29.8 1.8 47.7 16.4 11.7 11.8 12.4 1.8 6.2 16.0 0.2 12.6 9.9
Number of Traders in Each Category Total Traders: 504
28 33 15 156 77 98 68 80 48 37 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,095
Positions
6,927 15,390 0 7,087 600 0 1,483 0 0 0 0 0 1,598 1,105
Changes from: January 11, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.5 90.0 0.0 41.5 3.5 0.0 8.7 0.0 0.0 0.0 0.0 0.0 9.3 6.5
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,008
Positions
11,864 28,053 5 10,057 0 0 3,206 1,938 0 0 0 0 5,876 1,012
Changes from: January 11, 2022 Total Change is: 3,151
2,530 2,413 0 -1,924 0 0 58 390 0 0 0 0 2,487 348
Percent of Open Interest Represented by Each Category of Trader
38.3 90.5 0.0 32.4 0.0 0.0 10.3 6.3 0.0 0.0 0.0 0.0 18.9 3.3
Number of Traders in Each Category Total Traders: 33
5 10 . 11 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,309,982
Positions
139,396 688,591 41,813 1,102,099 378,578 271,297 272,641 285,631 42,052 144,062 368,673 4,566 292,056 228,781
Changes from: January 11, 2022 Total Change is: 26,310
-16,581 44,020 7,282 -16,011 -10,310 3,580 18,566 -26,211 9,955 8,129 -6,571 -353 11,743 4,918
Percent of Open Interest Represented by Each Category of Trader
6.0 29.8 1.8 47.7 16.4 11.7 11.8 12.4 1.8 6.2 16.0 0.2 12.6 9.9
Number of Traders in Each Category Total Traders: 504
28 33 15 156 77 98 68 80 48 37 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,669
Positions
12,674 25,676 0 10,883 347 0 1,303 974 19 0 0 0 3,790 1,653
Changes from: January 11, 2022 Total Change is: -53
59 -1,033 0 -87 0 0 17 0 0 0 0 0 -42 980
Percent of Open Interest Represented by Each Category of Trader
44.2 89.6 0.0 38.0 1.2 0.0 4.5 3.4 0.1 0.0 0.0 0.0 13.2 5.8
Number of Traders in Each Category Total Traders: 31
5 7 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,031
Positions
5,902 20,146 0 10,985 0 0 1,009 0 0 0 0 0 3,135 885
Changes from: January 11, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.1 95.8 0.0 52.2 0.0 0.0 4.8 0.0 0.0 0.0 0.0 0.0 14.9 4.2
Number of Traders in Each Category Total Traders: 20
4 7 0 6 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 170,640
Positions
37,533 7,165 0 21,580 3,824 88 49,799 75,869 3,066 4,729 0 0 53,845 80,628
Changes from: January 11, 2022 Total Change is: 30,574
14,030 -28 0 -1,044 0 0 14,151 25,465 -2,993 2,252 0 0 4,178 8,130
Percent of Open Interest Represented by Each Category of Trader
22.0 4.2 0.0 12.6 2.2 0.1 29.2 44.5 1.8 2.8 0.0 0.0 31.6 47.3
Number of Traders in Each Category Total Traders: 27
. . 0 6 . . 7 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,042
Positions
10,072 5,241 243 19,461 30,856 2,147 3,136 988 141 502 0 0 8,340 4,426
Changes from: January 11, 2022 Total Change is: 1,548
3,902 -240 36 -1,489 1,240 -27 -421 39 127 245 0 0 -825 373
Percent of Open Interest Represented by Each Category of Trader
22.9 11.9 0.6 44.2 70.1 4.9 7.1 2.2 0.3 1.1 0.0 0.0 18.9 10.0
Number of Traders in Each Category Total Traders: 75
8 6 . 31 18 10 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 467,640
Positions
94,663 82,204 1,734 191,891 160,019 49,899 81,057 109,640 5,938 11,676 37,358 261 30,521 20,587
Changes from: January 11, 2022 Total Change is: 10,364
5,823 -17,526 345 -7,845 14,607 -1,661 9,759 12,166 1,830 1,020 -1,303 89 1,004 1,817
Percent of Open Interest Represented by Each Category of Trader
20.2 17.6 0.4 41.0 34.2 10.7 17.3 23.4 1.3 2.5 8.0 0.1 6.5 4.4
Number of Traders in Each Category Total Traders: 352
30 18 4 95 60 45 44 79 21 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,814
Positions
6,959 25,559 0 16,789 447 0 2,453 1,032 8 0 0 0 1,605 768
Changes from: January 11, 2022 Total Change is: 1,293
0 978 0 435 -35 0 546 -120 8 0 0 0 304 462
Percent of Open Interest Represented by Each Category of Trader
25.0 91.9 0.0 60.4 1.6 0.0 8.8 3.7 0.0 0.0 0.0 0.0 5.8 2.8
Number of Traders in Each Category Total Traders: 31
. 7 0 16 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,957
Positions
250 7,243 0 10,395 350 13 523 4,205 0 674 1,007 0 4,102 3,139
Changes from: January 11, 2022 Total Change is: 78
250 2,205 0 -41 350 -5 -232 -1,605 0 0 -728 0 106 -139
Percent of Open Interest Represented by Each Category of Trader
1.6 45.4 0.0 65.1 2.2 0.1 3.3 26.4 0.0 4.2 6.3 0.0 25.7 19.7
Number of Traders in Each Category Total Traders: 23
. . 0 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 43,555
Positions
10,297 4,992 721 14,228 4,622 1,179 7,064 11,615 4 4,868 0 0 5,194 20,422
Changes from: January 11, 2022 Total Change is: -1,088
3,241 2,229 -91 778 -868 119 -2,588 -4,224 -84 -1,444 -1,168 -4 -1,015 3,003
Percent of Open Interest Represented by Each Category of Trader
23.6 11.5 1.7 32.7 10.6 2.7 16.2 26.7 0.0 11.2 0.0 0.0 11.9 46.9
Number of Traders in Each Category Total Traders: 65
11 9 . 14 5 5 9 13 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 377,094
Positions
30,801 205,633 3,598 255,791 88,613 43,385 20,707 8,486 542 11,083 20,795 711 10,476 5,331
Changes from: January 11, 2022 Total Change is: -9,101
-403 -1,597 160 -6,535 -9,087 -676 -2,863 158 -3 888 1,464 -29 360 509
Percent of Open Interest Represented by Each Category of Trader
8.2 54.5 1.0 67.8 23.5 11.5 5.5 2.3 0.1 2.9 5.5 0.2 2.8 1.4
Number of Traders in Each Category Total Traders: 193
10 14 8 75 46 40 20 12 4 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,064,725
Positions
97,530 487,983 2,859 680,568 328,448 119,841 78,378 55,021 7,484 48,079 45,024 1,004 28,982 17,061
Changes from: January 11, 2022 Total Change is: -21,381
-15,778 2,192 -154 619 -23,338 769 -6,814 -11,658 1,065 -860 11,688 128 -356 -2,073
Percent of Open Interest Represented by Each Category of Trader
9.2 45.8 0.3 63.9 30.8 11.3 7.4 5.2 0.7 4.5 4.2 0.1 2.7 1.6
Number of Traders in Each Category Total Traders: 400
26 19 7 148 73 77 55 38 24 24 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 200,061
Positions
19,887 156,586 17,599 17,459 5,885 742 124,276 755 18,386 1,379 52 0 333 56
Changes from: January 11, 2022 Total Change is: 2,652
923 507 559 9 0 0 -485 0 1,586 50 0 0 10 0
Percent of Open Interest Represented by Each Category of Trader
9.9 78.3 8.8 8.7 2.9 0.4 62.1 0.4 9.2 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 75
7 20 14 9 . . 27 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,162
Positions
8,210 12,644 214 14,850 9,892 820 10,273 10,691 1,058 3,450 3,452 47 8,240 8,345
Changes from: January 11, 2022 Total Change is: 3,118
126 1,175 -89 301 475 55 1,086 1,042 383 1,438 -192 -217 34 485
Percent of Open Interest Represented by Each Category of Trader
17.4 26.8 0.5 31.5 21.0 1.7 21.8 22.7 2.2 7.3 7.3 0.1 17.5 17.7
Number of Traders in Each Category Total Traders: 305
28 15 7 57 51 33 45 53 22 30 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 235,810
Positions
41,049 63,221 1,070 74,249 49,458 4,099 51,366 53,453 5,289 17,250 17,259 236 41,202 41,725
Changes from: January 11, 2022 Total Change is: 15,588
630 5,873 -445 1,505 2,375 275 5,431 5,210 1,916 7,190 -959 -1,083 169 2,426
Percent of Open Interest Represented by Each Category of Trader
17.4 26.8 0.5 31.5 21.0 1.7 21.8 22.7 2.2 7.3 7.3 0.1 17.5 17.7
Number of Traders in Each Category Total Traders: 305
28 15 7 57 51 33 45 53 22 30 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 117,737
Positions
4,333 471 0 1,146 0 0 47,757 98,027 2,830 6,733 551 0 54,938 15,858
Changes from: January 11, 2022 Total Change is: 20,673
1,868 149 0 48 0 0 10,194 23,309 10 1,769 -980 -160 6,944 -1,655
Percent of Open Interest Represented by Each Category of Trader
3.7 0.4 0.0 1.0 0.0 0.0 40.6 83.3 2.4 5.7 0.5 0.0 46.7 13.5
Number of Traders in Each Category Total Traders: 37
. . 0 . 0 0 11 11 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,219,356
Positions
11,925 98,679 2,815 555,333 273,585 260,063 118,876 341,269 17,686 81,126 41,186 2,355 169,177 181,718
Changes from: January 11, 2022 Total Change is: 4,627
-767 6,058 57 11,135 12,043 618 -3,231 -28,518 1,276 -4,186 5,461 0 -275 7,632
Percent of Open Interest Represented by Each Category of Trader
1.0 8.1 0.2 45.5 22.4 21.3 9.7 28.0 1.5 6.7 3.4 0.2 13.9 14.9
Number of Traders in Each Category Total Traders: 192
8 16 4 57 40 65 26 32 19 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,274,458
Positions
37,577 65,332 2,463 691,668 259,575 206,145 79,683 587,711 21,980 77,535 10,153 122 157,285 120,977
Changes from: January 11, 2022 Total Change is: 28,469
3,151 6,496 738 17,546 -2,913 717 -6,692 32,802 3,465 861 135 0 8,683 -12,971
Percent of Open Interest Represented by Each Category of Trader
2.9 5.1 0.2 54.3 20.4 16.2 6.3 46.1 1.7 6.1 0.8 0.0 12.3 9.5
Number of Traders in Each Category Total Traders: 149
5 10 4 71 24 59 7 22 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,107,849
Positions
63,281 184,273 13,260 769,566 661,191 420,758 536,093 218,580 114,111 53,357 292,829 13,552 123,871 189,295
Changes from: January 11, 2022 Total Change is: 90,833
13,663 13,351 572 37,268 71 28,442 5,830 19,017 286 7,736 34,596 -1,541 -1,423 -3,961
Percent of Open Interest Represented by Each Category of Trader
3.0 8.7 0.6 36.5 31.4 20.0 25.4 10.4 5.4 2.5 13.9 0.6 5.9 9.0
Number of Traders in Each Category Total Traders: 363
15 40 9 76 77 81 52 54 29 15 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,890,037
Positions
139,246 159,694 30,724 1,646,386 1,413,808 810,602 762,150 529,330 67,675 105,384 283,112 20,480 307,390 574,612
Changes from: January 11, 2022 Total Change is: 80,874
-35,746 22,969 5,827 37,946 52,892 17,929 46,663 -47,588 5,915 7,857 20,004 2,658 -8,175 268
Percent of Open Interest Represented by Each Category of Trader
3.6 4.1 0.8 42.3 36.3 20.8 19.6 13.6 1.7 2.7 7.3 0.5 7.9 14.8
Number of Traders in Each Category Total Traders: 418
25 28 13 83 110 101 49 80 47 19 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,394,067
Positions
90,376 14,642 6,398 408,594 577,674 196,360 454,053 200,503 26,742 99,679 79,549 0 111,865 292,199
Changes from: January 11, 2022 Total Change is: 6,509
-7,183 -1,285 693 18,833 18,203 4,606 -8,185 -20,032 -13,500 1,300 13,850 0 9,945 3,974
Percent of Open Interest Represented by Each Category of Trader
6.5 1.1 0.5 29.3 41.4 14.1 32.6 14.4 1.9 7.2 5.7 0.0 8.0 21.0
Number of Traders in Each Category Total Traders: 159
7 5 5 26 64 55 23 18 13 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,826,115
Positions
81,687 220,298 14,203 2,057,115 1,045,968 708,381 292,697 888,279 107,305 305,527 320,467 445 258,755 520,769
Changes from: January 11, 2022 Total Change is: -4,131
14,440 -1,314 657 -37,775 25,680 12,094 29,955 -47,399 -14,735 -6,261 21,919 -6,339 3,833 5,306
Percent of Open Interest Represented by Each Category of Trader
2.1 5.8 0.4 53.8 27.3 18.5 7.6 23.2 2.8 8.0 8.4 0.0 6.8 13.6
Number of Traders in Each Category Total Traders: 368
19 37 8 69 88 89 42 68 28 15 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,708,635
Positions
287,746 270,512 736,262 5,483 18,177 40,796 189,204 190,366 400,420 23,974 4,966 651 24,099 46,485
Changes from: January 11, 2022 Total Change is: 174,403
241 64,115 37,496 -12,060 13,344 15,406 51,583 -61,836 95,774 -4,221 0 51 -9,867 10,053
Percent of Open Interest Represented by Each Category of Trader
16.8 15.8 43.1 0.3 1.1 2.4 11.1 11.1 23.4 1.4 0.3 0.0 1.4 2.7
Number of Traders in Each Category Total Traders: 118
25 31 48 . . 4 18 26 36 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,026,173
Positions
3,129,190 915,231 1,952,686 1,054,582 1,334,640 675,614 1,315,833 2,537,348 2,197,499 28,693 345,669 231,423 440,653 836,063
Changes from: January 11, 2022 Total Change is: -341,917
-204,828 -42,360 -124,594 63,649 -15,225 -93,239 101,130 -52,160 -97,327 -74 60,194 -259 13,625 23,053
Percent of Open Interest Represented by Each Category of Trader
28.4 8.3 17.7 9.6 12.1 6.1 11.9 23.0 19.9 0.3 3.1 2.1 4.0 7.6
Number of Traders in Each Category Total Traders: 241
34 35 63 10 25 27 30 82 83 4 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 2,085,007
Positions
762,762 214,458 669,164 22,426 175,441 59,424 155,691 593,532 345,396 56,754 13,548 12,515 875 1,529
Changes from: January 11, 2022 Total Change is: 265,958
91,968 -71,391 80,314 1,303 9,117 1,245 54,748 202,879 49,431 -4,087 4,106 -6,267 -2,697 -3,476
Percent of Open Interest Represented by Each Category of Trader
36.6 10.3 32.1 1.1 8.4 2.9 7.5 28.5 16.6 2.7 0.6 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 199
45 38 66 5 16 8 29 30 43 16 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 327,742
Positions
113,311 48,484 90,285 29,219 59 6,287 44,608 139,011 40,393 2,024 1,639 1,400 215 184
Changes from: January 11, 2022 Total Change is: 31,320
5,508 -6,601 15,895 -661 59 -153 10,135 20,043 2,732 90 -12 -686 -1,540 43
Percent of Open Interest Represented by Each Category of Trader
34.6 14.8 27.5 8.9 0.0 1.9 13.6 42.4 12.3 0.6 0.5 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 107
23 25 32 . . . 20 26 30 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 76,699
Positions
0 4,370 0 0 1,799 0 8,068 23,680 41,521 27,109 5,250 0 1 79
Changes from: January 11, 2022 Total Change is: 2,729
-428 2,099 0 0 0 0 -926 -1,657 2,260 1,823 0 0 0 27
Percent of Open Interest Represented by Each Category of Trader
0.0 5.7 0.0 0.0 2.3 0.0 10.5 30.9 54.1 35.3 6.8 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 5 0 0 5 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,468
Positions
414 244 58 5,417 1,043 3 1,496 7,339 1,182 1,445 717 46 1,407 836
Changes from: January 11, 2022 Total Change is: 613
10 -20 21 -2 75 0 32 180 250 360 177 -24 -34 -46
Percent of Open Interest Represented by Each Category of Trader
3.6 2.1 0.5 47.2 9.1 0.0 13.0 64.0 10.3 12.6 6.3 0.4 12.3 7.3
Number of Traders in Each Category Total Traders: 86
. 4 . 6 6 . 19 32 10 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 30,778
Positions
950 1,018 0 164 0 0 19,869 19,450 406 3,478 7,712 695 5,216 1,497
Changes from: January 11, 2022 Total Change is: 636
-230 931 0 -20 0 0 1,327 1,271 -134 -250 -1,902 184 -241 286
Percent of Open Interest Represented by Each Category of Trader
3.1 3.3 0.0 0.5 0.0 0.0 64.6 63.2 1.3 11.3 25.1 2.3 16.9 4.9
Number of Traders in Each Category Total Traders: 129
. . 0 4 0 0 12 14 5 75 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,868
Positions
114 98 40 0 109 32 879 2,477 476 1,333 40 88 906 508
Changes from: January 11, 2022 Total Change is: -12
-3 36 2 -17 0 -12 -152 69 -80 406 -52 7 -163 18
Percent of Open Interest Represented by Each Category of Trader
2.9 2.5 1.0 0.0 2.8 0.8 22.7 64.0 12.3 34.5 1.0 2.3 23.4 13.1
Number of Traders in Each Category Total Traders: 42
. . . 0 . . 13 12 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,794
Positions
0 6,508 0 0 0 0 40,388 42,367 0 8,838 1,660 1,007 1,561 252
Changes from: January 11, 2022 Total Change is: 16,419
0 506 0 0 0 0 16,891 15,338 0 -223 819 -362 113 118
Percent of Open Interest Represented by Each Category of Trader
0.0 12.6 0.0 0.0 0.0 0.0 78.0 81.8 0.0 17.1 3.2 1.9 3.0 0.5
Number of Traders in Each Category Total Traders: 103
0 . 0 0 0 0 5 6 0 79 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 18, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,283
Positions
5,021 42,484 0 20,043 820 557 15,703 5,773 623 3,121 774 35 8,180 2,217
Changes from: January 11, 2022 Total Change is: -3,935
100 78 0 -3,819 220 -20 1,170 -4,208 39 -1,141 -71 -48 -216 75
Percent of Open Interest Represented by Each Category of Trader
9.4 79.7 0.0 37.6 1.5 1.0 29.5 10.8 1.2 5.9 1.5 0.1 15.4 4.2
Number of Traders in Each Category Total Traders: 105
. . 0 20 . 4 30 16 4 27 6 .
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Traders in Financial Futures - Futures Only Positions as of January 18, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 307,106
Positions
45,748 18,587 15,622 85,870 67,068 36,308 31,671 76,316 51,501 8,980 1,313 10,111 21,295 30,280
Changes from: January 11, 2022 Total Change is: -1,782
-693 2,974 171 -1,157 -8,576 -1,494 -8,153 -4,543 5,130 388 266 4,467 -441 -177
Percent of Open Interest Represented by Each Category of Trader
14.9 6.1 5.1 28.0 21.8 11.8 10.3 24.9 16.8 2.9 0.4 3.3 6.9 9.9
Number of Traders in Each Category Total Traders: 170
11 13 19 14 34 27 34 42 48 9 5 9
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Traders in Financial Futures - Futures Only Positions as of January 18, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,271
Positions
3,615 14,995 50 35,071 0 1,086 466 31,897 0 7,388 217 0 595 26
Changes from: January 11, 2022 Total Change is: -5,463
0 -20 20 -5,339 0 0 20 -5,491 0 -179 24 0 15 4
Percent of Open Interest Represented by Each Category of Trader
7.5 31.1 0.1 72.7 0.0 2.2 1.0 66.1 0.0 15.3 0.4 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 43
. 4 . 15 0 . 5 7 0 9 . 0
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Updated January 21, 2022