Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 146,448
Positions
25,729 45,490 97 48,180 27,513 4,133 19,250 37,151 5,116 10,736 1,005 1,668 31,539 24,275
Changes from: January 18, 2022 Total Change is: 3,077
-2,791 5,682 -707 4,538 -832 -110 1,348 -1,876 995 -713 441 248 269 -764
Percent of Open Interest Represented by Each Category of Trader
17.6 31.1 0.1 32.9 18.8 2.8 13.1 25.4 3.5 7.3 0.7 1.1 21.5 16.6
Number of Traders in Each Category Total Traders: 96
4 11 . 19 14 7 14 22 13 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,742
Positions
20,584 2,719 0 4,047 11,589 1,753 3,282 8,436 80 0 486 0 9,996 14,679
Changes from: January 18, 2022 Total Change is: -129
-331 839 -12 673 -1,037 347 1,090 -64 59 0 0 0 -1,955 -261
Percent of Open Interest Represented by Each Category of Trader
51.8 6.8 0.0 10.2 29.2 4.4 8.3 21.2 0.2 0.0 1.2 0.0 25.2 36.9
Number of Traders in Each Category Total Traders: 45
4 5 0 6 12 6 7 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 182,040
Positions
69,747 28,358 2,727 39,204 71,102 4,530 34,125 28,420 4,492 2,306 8,423 0 24,909 33,988
Changes from: January 18, 2022 Total Change is: -1,194
6,246 -12,532 -3 -6,868 6,233 859 2,489 -109 -1,259 -1,300 497 0 -1,358 5,120
Percent of Open Interest Represented by Each Category of Trader
38.3 15.6 1.5 21.5 39.1 2.5 18.7 15.6 2.5 1.3 4.6 0.0 13.7 18.7
Number of Traders in Each Category Total Traders: 119
7 7 4 13 31 13 29 23 14 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 197,830
Positions
101,202 14,765 450 48,212 81,352 4,583 19,273 59,439 3,560 2,600 1,141 0 17,950 32,540
Changes from: January 18, 2022 Total Change is: -3,990
-14,222 5,863 415 5,794 -7,103 -329 493 -212 884 2,500 288 0 475 -3,796
Percent of Open Interest Represented by Each Category of Trader
51.2 7.5 0.2 24.4 41.1 2.3 9.7 30.0 1.8 1.3 0.6 0.0 9.1 16.4
Number of Traders in Each Category Total Traders: 120
9 7 . 18 29 12 17 32 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 682,952
Positions
43,234 324,134 3,765 400,657 141,770 28,558 60,810 104,453 11,199 49,195 8,237 6,261 79,273 54,575
Changes from: January 18, 2022 Total Change is: -8,930
-2,047 3,854 51 -6,162 -13,348 -2,244 1,065 930 1,264 -560 -322 86 -383 799
Percent of Open Interest Represented by Each Category of Trader
6.3 47.5 0.6 58.7 20.8 4.2 8.9 15.3 1.6 7.2 1.2 0.9 11.6 8.0
Number of Traders in Each Category Total Traders: 330
18 16 8 105 40 42 51 49 30 36 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,674
Positions
1,341 12,387 0 14,870 6,211 3,090 466 3,601 0 0 0 0 12,907 7,385
Changes from: January 18, 2022 Total Change is: -490
0 52 0 -420 -1,197 0 0 -646 0 0 0 0 -70 1,301
Percent of Open Interest Represented by Each Category of Trader
4.1 37.9 0.0 45.5 19.0 9.5 1.4 11.0 0.0 0.0 0.0 0.0 39.5 22.6
Number of Traders in Each Category Total Traders: 25
. . 0 16 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 190,020
Positions
115,026 11,153 116 34,626 98,314 3,249 13,530 39,459 5,877 1,225 1,005 0 16,371 30,847
Changes from: January 18, 2022 Total Change is: 8,884
1,211 2,365 -271 6,100 2,714 -902 4,245 1,611 1,038 100 555 0 -2,637 1,774
Percent of Open Interest Represented by Each Category of Trader
60.5 5.9 0.1 18.2 51.7 1.7 7.1 20.8 3.1 0.6 0.5 0.0 8.6 16.2
Number of Traders in Each Category Total Traders: 101
7 7 . 11 24 5 20 28 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,883
Positions
659 33,127 0 32,976 268 116 7,948 4,251 188 2,981 7,262 0 2,015 1,671
Changes from: January 18, 2022 Total Change is: 1,470
160 15 0 183 -25 0 1,251 994 36 -53 72 -21 -86 399
Percent of Open Interest Represented by Each Category of Trader
1.4 70.7 0.0 70.3 0.6 0.2 17.0 9.1 0.4 6.4 15.5 0.0 4.3 3.6
Number of Traders in Each Category Total Traders: 55
. 5 0 9 . . 17 11 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 150,142
Positions
801 46,495 505 92,278 4,358 695 45,504 71,248 242 4,096 22,846 129 5,892 3,624
Changes from: January 18, 2022 Total Change is: -1,636
-8 3,012 0 9,130 -885 -681 -9,121 -3,523 -14 -1,062 33 129 -9 293
Percent of Open Interest Represented by Each Category of Trader
0.5 31.0 0.3 61.5 2.9 0.5 30.3 47.5 0.2 2.7 15.2 0.1 3.9 2.4
Number of Traders in Each Category Total Traders: 156
. 11 . 19 13 6 51 30 6 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,657
Positions
6,949 121 4,392 16,387 2,108 19 11,039 35,755 1,314 3,005 754 11 3,541 2,183
Changes from: January 18, 2022 Total Change is: 14,559
-80 121 3,575 8,057 1,047 -261 4,044 12,531 -969 -518 -1,448 11 700 -48
Percent of Open Interest Represented by Each Category of Trader
14.9 0.3 9.4 35.1 4.5 0.0 23.7 76.6 2.8 6.4 1.6 0.0 7.6 4.7
Number of Traders in Each Category Total Traders: 60
. . . 11 . . 14 16 . 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 53,316
Positions
27,665 2,017 0 2,560 24,553 829 18,408 17,775 838 200 1,980 32 2,784 5,292
Changes from: January 18, 2022 Total Change is: 8,589
3,854 -192 0 -1,574 7,133 100 6,057 656 501 -280 243 -2 -67 150
Percent of Open Interest Represented by Each Category of Trader
51.9 3.8 0.0 4.8 46.1 1.6 34.5 33.3 1.6 0.4 3.7 0.1 5.2 9.9
Number of Traders in Each Category Total Traders: 108
10 . 0 5 26 8 24 33 4 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,632
Positions
3,979 0 0 9,473 2,231 0 1,386 11,188 583 126 697 0 1,085 1,933
Changes from: January 18, 2022 Total Change is: 4,065
65 0 0 4,015 -109 0 -50 3,821 32 -320 132 -15 338 204
Percent of Open Interest Represented by Each Category of Trader
23.9 0.0 0.0 57.0 13.4 0.0 8.3 67.3 3.5 0.8 4.2 0.0 6.5 11.6
Number of Traders in Each Category Total Traders: 30
. 0 0 4 5 0 4 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,318
Positions
16,591 15,664 563 6,911 5,796 574 11,465 5,573 899 1,481 11,550 0 7,837 5,702
Changes from: January 18, 2022 Total Change is: -1,033
-823 -2,249 149 -1,314 2,515 -65 665 -553 86 769 -1,033 0 -500 118
Percent of Open Interest Represented by Each Category of Trader
35.8 33.8 1.2 14.9 12.5 1.2 24.8 12.0 1.9 3.2 24.9 0.0 16.9 12.3
Number of Traders in Each Category Total Traders: 103
19 10 4 21 9 7 23 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 92,635
Positions
33,181 31,327 1,125 13,821 11,591 1,147 22,929 11,146 1,797 2,961 23,099 0 15,674 11,403
Changes from: January 18, 2022 Total Change is: -2,066
-1,646 -4,498 298 -2,628 5,029 -130 1,330 -1,105 171 1,538 -2,066 0 -999 235
Percent of Open Interest Represented by Each Category of Trader
35.8 33.8 1.2 14.9 12.5 1.2 24.8 12.0 1.9 3.2 24.9 0.0 16.9 12.3
Number of Traders in Each Category Total Traders: 103
19 10 4 21 9 7 23 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,945
Positions
14,983 27,645 0 21,847 9,489 1,117 1,919 3,939 0 0 0 0 3,079 755
Changes from: January 18, 2022 Total Change is: -1,196
1,012 -579 0 -2,097 80 -170 98 -121 -204 0 0 0 165 -202
Percent of Open Interest Represented by Each Category of Trader
34.9 64.4 0.0 50.9 22.1 2.6 4.5 9.2 0.0 0.0 0.0 0.0 7.2 1.8
Number of Traders in Each Category Total Traders: 36
6 5 0 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 475,771
Positions
26,455 149,330 9,267 217,660 88,039 56,626 70,782 49,352 8,078 29,078 69,712 535 57,292 44,834
Changes from: January 18, 2022 Total Change is: 13,775
-1,424 11,611 904 -2,760 12,323 2,366 16,254 -7,774 -332 266 -4,023 -379 -1,119 -922
Percent of Open Interest Represented by Each Category of Trader
5.6 31.4 1.9 45.7 18.5 11.9 14.9 10.4 1.7 6.1 14.7 0.1 12.0 9.4
Number of Traders in Each Category Total Traders: 518
31 36 21 161 76 104 78 68 52 37 31 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,300
Positions
6,927 17,524 0 8,913 750 0 1,851 0 0 0 0 0 1,609 1,026
Changes from: January 18, 2022 Total Change is: 2,205
0 2,134 0 1,826 150 0 368 0 0 0 0 0 11 -79
Percent of Open Interest Represented by Each Category of Trader
35.9 90.8 0.0 46.2 3.9 0.0 9.6 0.0 0.0 0.0 0.0 0.0 8.3 5.3
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,030
Positions
13,941 28,456 0 9,631 0 0 3,516 1,466 0 0 0 0 3,942 1,108
Changes from: January 18, 2022 Total Change is: 22
2,077 403 -5 -426 0 0 310 -472 0 0 0 0 -1,934 96
Percent of Open Interest Represented by Each Category of Trader
44.9 91.7 0.0 31.0 0.0 0.0 11.3 4.7 0.0 0.0 0.0 0.0 12.7 3.6
Number of Traders in Each Category Total Traders: 31
4 10 0 11 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,378,857
Positions
132,274 746,648 46,334 1,088,298 440,193 283,128 353,909 246,760 40,390 145,392 348,559 2,673 286,459 224,172
Changes from: January 18, 2022 Total Change is: 68,875
-7,122 58,057 4,521 -13,801 61,615 11,831 81,268 -38,871 -1,662 1,330 -20,114 -1,893 -5,597 -4,609
Percent of Open Interest Represented by Each Category of Trader
5.6 31.4 1.9 45.7 18.5 11.9 14.9 10.4 1.7 6.1 14.7 0.1 12.0 9.4
Number of Traders in Each Category Total Traders: 518
31 36 21 161 76 104 78 68 52 37 31 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,668
Positions
15,113 25,707 0 7,496 347 0 1,328 996 7 0 0 0 3,724 611
Changes from: January 18, 2022 Total Change is: -1,001
2,439 31 0 -3,387 0 0 25 22 -12 0 0 0 -66 -1,042
Percent of Open Interest Represented by Each Category of Trader
54.6 92.9 0.0 27.1 1.3 0.0 4.8 3.6 0.0 0.0 0.0 0.0 13.5 2.2
Number of Traders in Each Category Total Traders: 30
6 6 0 12 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,993
Positions
6,090 13,662 0 5,212 0 436 1,170 209 0 0 0 0 2,085 686
Changes from: January 18, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.6 91.1 0.0 34.8 0.0 2.9 7.8 1.4 0.0 0.0 0.0 0.0 13.9 4.6
Number of Traders in Each Category Total Traders: 22
4 9 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 178,383
Positions
52,964 7,480 0 18,949 1,531 118 45,520 54,914 2,346 5,596 0 0 52,890 111,994
Changes from: January 18, 2022 Total Change is: 7,743
15,431 315 0 -2,631 -2,293 30 -4,279 -20,955 -720 867 0 0 -955 31,366
Percent of Open Interest Represented by Each Category of Trader
29.7 4.2 0.0 10.6 0.9 0.1 25.5 30.8 1.3 3.1 0.0 0.0 29.6 62.8
Number of Traders in Each Category Total Traders: 27
. . 0 7 . . 7 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 46,628
Positions
15,473 4,660 12 17,153 34,009 2,511 3,324 1,111 61 275 0 0 7,819 4,264
Changes from: January 18, 2022 Total Change is: 2,586
5,401 -581 -231 -2,308 3,153 364 188 123 -80 -227 0 0 -521 -162
Percent of Open Interest Represented by Each Category of Trader
33.2 10.0 0.0 36.8 72.9 5.4 7.1 2.4 0.1 0.6 0.0 0.0 16.8 9.1
Number of Traders in Each Category Total Traders: 74
9 5 . 27 20 10 8 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 478,727
Positions
92,985 84,556 2,154 192,167 190,776 51,860 92,446 88,466 7,729 10,531 31,916 507 28,348 20,763
Changes from: January 18, 2022 Total Change is: 11,087
-1,678 2,352 420 276 30,757 1,961 11,389 -21,174 1,791 -1,145 -5,442 246 -2,173 176
Percent of Open Interest Represented by Each Category of Trader
19.4 17.7 0.4 40.1 39.9 10.8 19.3 18.5 1.6 2.2 6.7 0.1 5.9 4.3
Number of Traders in Each Category Total Traders: 348
32 17 . 86 66 49 46 76 20 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,996
Positions
6,242 25,158 0 17,068 449 0 2,423 816 0 0 0 0 1,263 573
Changes from: January 18, 2022 Total Change is: -818
-717 -401 0 279 2 0 -30 -216 -8 0 0 0 -342 -195
Percent of Open Interest Represented by Each Category of Trader
23.1 93.2 0.0 63.2 1.7 0.0 9.0 3.0 0.0 0.0 0.0 0.0 4.7 2.1
Number of Traders in Each Category Total Traders: 30
. 7 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,621
Positions
0 6,420 0 10,190 739 15 544 2,364 0 674 1,503 0 4,198 4,580
Changes from: January 18, 2022 Total Change is: -336
-250 -823 0 -205 389 2 21 -1,841 0 0 496 0 96 1,441
Percent of Open Interest Represented by Each Category of Trader
0.0 41.1 0.0 65.2 4.7 0.1 3.5 15.1 0.0 4.3 9.6 0.0 26.9 29.3
Number of Traders in Each Category Total Traders: 22
0 . 0 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 49,824
Positions
11,291 5,282 788 12,748 7,572 701 9,989 9,083 179 7,813 1,263 5 6,310 24,951
Changes from: January 18, 2022 Total Change is: 6,269
994 290 67 -1,480 2,950 -478 2,925 -2,532 175 2,945 1,263 5 1,116 4,529
Percent of Open Interest Represented by Each Category of Trader
22.7 10.6 1.6 25.6 15.2 1.4 20.0 18.2 0.4 15.7 2.5 0.0 12.7 50.1
Number of Traders in Each Category Total Traders: 59
10 8 . 11 6 4 8 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 386,371
Positions
37,153 194,112 3,950 246,927 106,694 44,757 29,889 11,661 1,444 11,879 18,691 660 9,712 4,402
Changes from: January 18, 2022 Total Change is: 9,277
6,352 -11,521 352 -8,864 18,081 1,372 9,182 3,175 902 796 -2,104 -51 -764 -929
Percent of Open Interest Represented by Each Category of Trader
9.6 50.2 1.0 63.9 27.6 11.6 7.7 3.0 0.4 3.1 4.8 0.2 2.5 1.1
Number of Traders in Each Category Total Traders: 191
11 13 7 72 48 38 19 12 4 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,088,479
Positions
99,341 505,202 2,863 670,980 345,349 122,961 102,748 61,719 7,002 55,729 25,671 775 26,080 16,937
Changes from: January 18, 2022 Total Change is: 23,754
1,811 17,219 4 -9,588 16,901 3,120 24,370 6,698 -482 7,650 -19,353 -229 -2,902 -124
Percent of Open Interest Represented by Each Category of Trader
9.1 46.4 0.3 61.6 31.7 11.3 9.4 5.7 0.6 5.1 2.4 0.1 2.4 1.6
Number of Traders in Each Category Total Traders: 400
24 20 7 144 77 80 58 35 25 25 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 199,889
Positions
20,675 153,441 20,579 17,468 5,885 742 120,652 805 18,076 1,369 302 0 328 59
Changes from: January 18, 2022 Total Change is: -172
788 -3,145 2,980 9 0 0 -3,624 50 -310 -10 250 0 -5 3
Percent of Open Interest Represented by Each Category of Trader
10.3 76.8 10.3 8.7 2.9 0.4 60.4 0.4 9.0 0.7 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 76
6 21 14 9 . . 27 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,669
Positions
8,385 14,415 221 14,605 11,035 984 12,293 9,536 1,114 2,352 3,638 48 8,668 7,679
Changes from: January 18, 2022 Total Change is: 1,507
175 1,771 7 -245 1,144 165 2,020 -1,155 56 -1,098 187 1 428 -666
Percent of Open Interest Represented by Each Category of Trader
17.2 29.6 0.5 30.0 22.7 2.0 25.3 19.6 2.3 4.8 7.5 0.1 17.8 15.8
Number of Traders in Each Category Total Traders: 299
29 17 7 58 51 38 55 49 24 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 243,347
Positions
41,923 72,075 1,103 73,024 55,176 4,922 61,464 47,679 5,568 11,762 18,192 239 43,342 38,393
Changes from: January 18, 2022 Total Change is: 7,537
874 8,854 33 -1,225 5,718 823 10,098 -5,774 279 -5,488 933 3 2,140 -3,332
Percent of Open Interest Represented by Each Category of Trader
17.2 29.6 0.5 30.0 22.7 2.0 25.3 19.6 2.3 4.8 7.5 0.1 17.8 15.8
Number of Traders in Each Category Total Traders: 299
29 17 7 58 51 38 55 49 24 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 120,585
Positions
6,635 0 0 1,112 0 0 50,679 101,039 3,721 4,524 1,140 0 53,914 14,685
Changes from: January 18, 2022 Total Change is: 2,848
2,302 -471 0 -34 0 0 2,922 3,012 891 -2,209 589 0 -1,024 -1,173
Percent of Open Interest Represented by Each Category of Trader
5.5 0.0 0.0 0.9 0.0 0.0 42.0 83.8 3.1 3.8 0.9 0.0 44.7 12.2
Number of Traders in Each Category Total Traders: 37
4 0 0 . 0 0 9 10 8 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,193,450
Positions
7,010 111,027 1,660 565,873 255,277 259,716 93,458 326,231 14,653 79,923 43,543 677 170,480 180,666
Changes from: January 18, 2022 Total Change is: -25,906
-4,915 12,348 -1,155 10,540 -18,308 -347 -25,418 -15,038 -3,033 -1,203 2,357 -1,678 1,303 -1,052
Percent of Open Interest Represented by Each Category of Trader
0.6 9.3 0.1 47.4 21.4 21.8 7.8 27.3 1.2 6.7 3.6 0.1 14.3 15.1
Number of Traders in Each Category Total Traders: 178
6 16 . 59 39 65 19 28 14 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,286,055
Positions
37,752 62,616 2,845 704,529 261,198 207,478 86,992 606,738 16,562 80,247 9,938 122 149,528 118,558
Changes from: January 18, 2022 Total Change is: 11,597
175 -2,716 382 12,861 1,623 1,333 7,309 19,027 -5,418 2,712 -215 0 -7,757 -2,419
Percent of Open Interest Represented by Each Category of Trader
2.9 4.9 0.2 54.8 20.3 16.1 6.8 47.2 1.3 6.2 0.8 0.0 11.6 9.2
Number of Traders in Each Category Total Traders: 150
5 10 4 74 24 62 7 20 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,112,007
Positions
52,440 169,376 13,010 798,806 695,757 444,927 489,026 243,334 110,532 59,129 226,074 13,602 130,535 195,395
Changes from: January 18, 2022 Total Change is: 4,158
-10,841 -14,897 -250 29,240 34,566 24,169 -47,067 24,754 -3,579 5,772 -66,755 50 6,664 6,100
Percent of Open Interest Represented by Each Category of Trader
2.5 8.0 0.6 37.8 32.9 21.1 23.2 11.5 5.2 2.8 10.7 0.6 6.2 9.3
Number of Traders in Each Category Total Traders: 358
14 36 7 79 78 81 47 58 31 16 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,750,564
Positions
83,683 172,754 23,495 1,598,943 1,384,894 792,624 753,382 447,006 76,229 91,611 286,990 18,179 312,418 548,393
Changes from: January 18, 2022 Total Change is: -139,473
-55,563 13,060 -7,229 -47,443 -28,914 -17,978 -8,768 -82,324 8,554 -13,773 3,878 -2,301 5,028 -26,219
Percent of Open Interest Represented by Each Category of Trader
2.2 4.6 0.6 42.6 36.9 21.1 20.1 11.9 2.0 2.4 7.7 0.5 8.3 14.6
Number of Traders in Each Category Total Traders: 410
15 38 16 81 110 99 51 76 56 15 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,371,199
Positions
92,597 17,015 4,981 415,395 561,025 208,277 407,055 220,010 35,962 98,942 39,212 0 107,990 284,717
Changes from: January 18, 2022 Total Change is: -22,868
2,221 2,373 -1,417 6,801 -16,649 11,917 -46,998 19,507 9,220 -737 -40,337 0 -3,875 -7,482
Percent of Open Interest Represented by Each Category of Trader
6.8 1.2 0.4 30.3 40.9 15.2 29.7 16.0 2.6 7.2 2.9 0.0 7.9 20.8
Number of Traders in Each Category Total Traders: 160
6 5 4 30 64 58 21 20 15 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,979,852
Positions
37,316 236,582 11,952 2,145,124 999,770 758,270 350,694 1,014,735 109,479 304,367 325,464 440 262,210 523,160
Changes from: January 18, 2022 Total Change is: 153,737
-44,371 16,284 -2,251 88,009 -46,198 49,889 57,997 126,456 2,174 -1,160 4,997 -5 3,455 2,391
Percent of Open Interest Represented by Each Category of Trader
0.9 5.9 0.3 53.9 25.1 19.1 8.8 25.5 2.8 7.6 8.2 0.0 6.6 13.1
Number of Traders in Each Category Total Traders: 362
12 35 7 72 85 88 31 81 28 15 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,790,901
Positions
280,103 284,994 751,780 16,800 16,808 37,821 191,087 180,014 462,951 24,198 7,096 2,562 23,599 46,875
Changes from: January 18, 2022 Total Change is: 82,266
-7,643 14,482 15,518 11,317 -1,369 -2,975 1,883 -10,352 62,531 224 2,130 1,911 -500 390
Percent of Open Interest Represented by Each Category of Trader
15.6 15.9 42.0 0.9 0.9 2.1 10.7 10.1 25.9 1.4 0.4 0.1 1.3 2.6
Number of Traders in Each Category Total Traders: 132
25 35 52 . 4 4 20 30 39 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is11,211,597
Positions
3,506,391 973,979 1,933,781 1,056,996 1,312,049 521,096 1,302,266 2,815,942 2,193,870 27,243 369,392 231,583 438,371 859,905
Changes from: January 18, 2022 Total Change is: 185,424
377,201 58,748 -18,905 2,414 -22,591 -154,518 -13,567 278,594 -3,629 -1,450 23,723 160 -2,282 23,842
Percent of Open Interest Represented by Each Category of Trader
31.3 8.7 17.2 9.4 11.7 4.6 11.6 25.1 19.6 0.2 3.3 2.1 3.9 7.7
Number of Traders in Each Category Total Traders: 249
33 36 61 9 25 27 26 91 86 . 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,388,241
Positions
786,687 241,613 792,775 41,724 170,221 63,122 198,245 658,712 428,096 58,543 16,084 14,113 4,936 3,505
Changes from: January 18, 2022 Total Change is: 303,234
23,925 27,155 123,611 19,298 -5,220 3,698 42,554 65,180 82,700 1,789 2,536 1,598 4,061 1,976
Percent of Open Interest Represented by Each Category of Trader
32.9 10.1 33.2 1.7 7.1 2.6 8.3 27.6 17.9 2.5 0.7 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 218
42 47 69 10 14 9 33 33 47 15 18 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 333,154
Positions
112,854 63,762 89,830 27,925 4,361 5,710 52,532 125,156 41,096 1,676 1,603 1,439 92 197
Changes from: January 18, 2022 Total Change is: 5,412
-457 15,278 -455 -1,294 4,302 -577 7,924 -13,855 703 -348 -36 39 -123 13
Percent of Open Interest Represented by Each Category of Trader
33.9 19.1 27.0 8.4 1.3 1.7 15.8 37.6 12.3 0.5 0.5 0.4 0.0 0.1
Number of Traders in Each Category Total Traders: 108
18 30 30 . . . 24 23 31 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 72,888
Positions
0 3,584 0 0 1,799 0 6,750 19,490 42,709 23,429 5,250 0 0 56
Changes from: January 18, 2022 Total Change is: -3,811
0 -786 0 0 0 0 -1,318 -4,190 1,188 -3,680 0 0 -1 -23
Percent of Open Interest Represented by Each Category of Trader
0.0 4.9 0.0 0.0 2.5 0.0 9.3 26.7 58.6 32.1 7.2 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 25
0 6 0 0 5 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 48,425
Positions
9,691 30 10,578 0 0 0 6,501 88 21,409 0 16,058 246 0 16
Changes from: January 18, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.0 0.1 21.8 0.0 0.0 0.0 13.4 0.2 44.2 0.0 33.2 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 5 . . 0 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,756
Positions
300 288 40 5,525 1,004 82 1,565 7,612 850 1,573 571 352 1,469 957
Changes from: January 18, 2022 Total Change is: 288
-114 44 -18 108 -39 79 69 273 -332 128 -146 306 62 121
Percent of Open Interest Represented by Each Category of Trader
2.6 2.4 0.3 47.0 8.5 0.7 13.3 64.7 7.2 13.4 4.9 3.0 12.5 8.1
Number of Traders in Each Category Total Traders: 86
. 4 . 6 6 . 19 34 14 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,706
Positions
1,255 1,206 0 133 0 10 20,804 16,039 1,048 3,051 11,482 265 5,140 1,656
Changes from: January 18, 2022 Total Change is: 928
305 188 0 -31 0 10 935 -3,411 642 -427 3,770 -430 -76 159
Percent of Open Interest Represented by Each Category of Trader
4.0 3.8 0.0 0.4 0.0 0.0 65.6 50.6 3.3 9.6 36.2 0.8 16.2 5.2
Number of Traders in Each Category Total Traders: 116
. . 0 . 0 . 12 13 5 62 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,186
Positions
103 109 1 0 207 14 679 2,581 499 1,630 0 269 991 506
Changes from: January 18, 2022 Total Change is: 318
-11 11 -39 0 98 -18 -200 104 23 297 -40 181 85 -2
Percent of Open Interest Represented by Each Category of Trader
2.5 2.6 0.0 0.0 4.9 0.3 16.2 61.7 11.9 38.9 0.0 6.4 23.7 12.1
Number of Traders in Each Category Total Traders: 44
. . . 0 . . 11 16 8 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 77,729
Positions
0 6,134 0 0 0 0 63,422 67,784 411 11,268 2,112 973 1,655 315
Changes from: January 18, 2022 Total Change is: 25,935
0 -374 0 0 0 0 23,034 25,417 411 2,430 452 -34 94 63
Percent of Open Interest Represented by Each Category of Trader
0.0 7.9 0.0 0.0 0.0 0.0 81.6 87.2 0.5 14.5 2.7 1.3 2.1 0.4
Number of Traders in Each Category Total Traders: 118
0 . 0 0 0 0 5 7 . 92 13 .
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Traders in Financial Futures - Futures Only Positions as of January 25, 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 52,328
Positions
2,051 42,409 0 20,768 820 558 16,127 4,589 1,069 4,055 827 42 7,658 2,014
Changes from: January 18, 2022 Total Change is: -955
-2,970 -75 0 725 0 1 424 -1,184 446 934 53 7 -522 -203
Percent of Open Interest Represented by Each Category of Trader
3.9 81.0 0.0 39.7 1.6 1.1 30.8 8.8 2.0 7.7 1.6 0.1 14.6 3.8
Number of Traders in Each Category Total Traders: 105
. . 0 20 . 4 33 12 4 28 7 .
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Traders in Financial Futures - Futures Only Positions as of January 25, 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 304,889
Positions
47,497 21,477 15,092 76,770 39,288 29,538 33,598 92,625 67,353 8,860 5,007 5,748 20,433 28,761
Changes from: January 18, 2022 Total Change is: -2,217
1,749 2,890 -530 -9,100 -27,780 -6,770 1,927 16,309 15,852 -120 3,694 -4,363 -862 -1,519
Percent of Open Interest Represented by Each Category of Trader
15.6 7.0 4.9 25.2 12.9 9.7 11.0 30.4 22.1 2.9 1.6 1.9 6.7 9.4
Number of Traders in Each Category Total Traders: 189
16 18 20 21 29 24 32 49 49 10 11 9
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Traders in Financial Futures - Futures Only Positions as of January 25, 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 49,419
Positions
2,865 14,980 65 36,132 2,732 2,333 578 29,125 0 6,850 151 0 596 33
Changes from: January 18, 2022 Total Change is: 1,148
-750 -15 15 1,061 2,732 1,247 112 -2,772 0 -538 -66 0 1 7
Percent of Open Interest Represented by Each Category of Trader
5.8 30.3 0.1 73.1 5.5 4.7 1.2 58.9 0.0 13.9 0.3 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 45
. 4 . 15 . . 7 6 0 8 . 0
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Updated January 28, 2022