Traders in Financial Futures - Futures Only Positions as of February 1, 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 145,082
Positions
26,819 41,520 97 43,382 38,923 4,865 20,266 27,122 5,103 11,455 1,715 1,739 31,356 23,998
Changes from: January 25, 2022 Total Change is: -1,366
1,090 -3,970 0 -4,798 11,410 732 1,016 -10,029 -13 719 710 71 -183 -277
Percent of Open Interest Represented by Each Category of Trader
18.5 28.6 0.1 29.9 26.8 3.4 14.0 18.7 3.5 7.9 1.2 1.2 21.6 16.5
Number of Traders in Each Category Total Traders: 100
4 11 . 17 21 6 16 17 12 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 41,054
Positions
24,206 2,640 0 3,012 12,608 1,791 1,926 5,108 16 0 486 0 10,103 18,405
Changes from: January 25, 2022 Total Change is: 1,312
3,622 -79 0 -1,035 1,019 38 -1,356 -3,328 -64 0 0 0 107 3,726
Percent of Open Interest Represented by Each Category of Trader
59.0 6.4 0.0 7.3 30.7 4.4 4.7 12.4 0.0 0.0 1.2 0.0 24.6 44.8
Number of Traders in Each Category Total Traders: 41
5 4 0 5 14 6 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 184,007
Positions
76,594 25,941 2,473 36,175 79,449 4,514 32,333 28,001 4,767 2,306 8,731 0 24,845 30,131
Changes from: January 25, 2022 Total Change is: 1,967
6,847 -2,417 -254 -3,029 8,347 -16 -1,792 -419 275 0 308 0 -64 -3,857
Percent of Open Interest Represented by Each Category of Trader
41.6 14.1 1.3 19.7 43.2 2.5 17.6 15.2 2.6 1.3 4.7 0.0 13.5 16.4
Number of Traders in Each Category Total Traders: 124
7 7 4 16 31 14 26 27 14 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 194,435
Positions
101,785 11,323 428 50,139 90,061 4,249 16,856 49,618 3,360 1,660 725 0 15,958 34,671
Changes from: January 25, 2022 Total Change is: -3,395
583 -3,442 -22 1,927 8,709 -334 -2,417 -9,821 -200 -940 -416 0 -1,992 2,131
Percent of Open Interest Represented by Each Category of Trader
52.3 5.8 0.2 25.8 46.3 2.2 8.7 25.5 1.7 0.9 0.4 0.0 8.2 17.8
Number of Traders in Each Category Total Traders: 120
9 5 . 19 30 12 17 33 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 685,431
Positions
41,270 318,116 5,037 395,461 149,088 28,945 60,108 103,297 12,461 52,404 6,493 6,070 83,675 55,924
Changes from: January 25, 2022 Total Change is: 2,479
-1,964 -6,018 1,272 -5,196 7,318 387 -702 -1,156 1,262 3,209 -1,744 -191 4,402 1,349
Percent of Open Interest Represented by Each Category of Trader
6.0 46.4 0.7 57.7 21.8 4.2 8.8 15.1 1.8 7.6 0.9 0.9 12.2 8.2
Number of Traders in Each Category Total Traders: 330
19 15 9 105 43 43 50 48 33 40 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 32,962
Positions
1,341 12,379 0 15,399 6,045 3,182 466 3,601 0 0 0 0 12,574 7,755
Changes from: January 25, 2022 Total Change is: 288
0 -8 0 529 -166 92 0 0 0 0 0 0 -333 370
Percent of Open Interest Represented by Each Category of Trader
4.1 37.6 0.0 46.7 18.3 9.7 1.4 10.9 0.0 0.0 0.0 0.0 38.1 23.5
Number of Traders in Each Category Total Traders: 26
. . 0 17 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 25,185
Positions
10,668 0 0 4,853 16,836 1,305 793 1,545 421 0 0 0 7,145 5,078
Changes from: January 25, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.4 0.0 0.0 19.3 66.8 5.2 3.1 6.1 1.7 0.0 0.0 0.0 28.4 20.2
Number of Traders in Each Category Total Traders: 21
. 0 0 4 12 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 196,913
Positions
115,168 12,222 320 34,301 96,105 3,531 17,781 44,836 5,502 2,182 0 0 18,128 34,397
Changes from: January 25, 2022 Total Change is: 6,893
142 1,069 204 -325 -2,209 282 4,251 5,377 -375 957 -1,005 0 1,757 3,550
Percent of Open Interest Represented by Each Category of Trader
58.5 6.2 0.2 17.4 48.8 1.8 9.0 22.8 2.8 1.1 0.0 0.0 9.2 17.5
Number of Traders in Each Category Total Traders: 103
7 7 . 11 24 6 18 33 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 46,358
Positions
888 31,073 0 18,451 271 2,161 19,367 3,815 202 3,265 7,112 0 2,024 1,724
Changes from: January 25, 2022 Total Change is: -525
229 -2,054 0 -14,525 3 2,045 11,419 -436 14 284 -150 0 9 53
Percent of Open Interest Represented by Each Category of Trader
1.9 67.0 0.0 39.8 0.6 4.7 41.8 8.2 0.4 7.0 15.3 0.0 4.4 3.7
Number of Traders in Each Category Total Traders: 53
. 6 0 9 . . 14 10 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 141,352
Positions
526 49,645 505 80,462 5,494 1,094 46,591 58,000 354 5,442 23,000 0 6,378 3,260
Changes from: January 25, 2022 Total Change is: -8,790
-275 3,150 0 -11,816 1,136 399 1,087 -13,248 112 1,346 154 -129 486 -364
Percent of Open Interest Represented by Each Category of Trader
0.4 35.1 0.4 56.9 3.9 0.8 33.0 41.0 0.3 3.8 16.3 0.0 4.5 2.3
Number of Traders in Each Category Total Traders: 152
. 10 . 21 12 6 54 25 6 14 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 76,175
Positions
6,975 0 17,750 30,515 1,019 200 12,729 53,064 1,248 2,196 1,218 0 4,562 1,676
Changes from: January 25, 2022 Total Change is: 29,518
26 -121 13,358 14,128 -1,089 181 1,690 17,309 -66 -809 464 -11 1,021 -507
Percent of Open Interest Represented by Each Category of Trader
9.2 0.0 23.3 40.1 1.3 0.3 16.7 69.7 1.6 2.9 1.6 0.0 6.0 2.2
Number of Traders in Each Category Total Traders: 67
. 0 . 14 . . 16 16 5 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 58,467
Positions
29,964 2,329 0 3,118 27,260 561 21,191 20,285 818 0 2,078 32 2,783 5,104
Changes from: January 25, 2022 Total Change is: 5,151
2,299 312 0 558 2,707 -268 2,783 2,510 -20 -200 98 0 -1 -188
Percent of Open Interest Represented by Each Category of Trader
51.2 4.0 0.0 5.3 46.6 1.0 36.2 34.7 1.4 0.0 3.6 0.1 4.8 8.7
Number of Traders in Each Category Total Traders: 114
10 . 0 8 24 7 25 37 6 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 17,468
Positions
3,870 0 0 10,189 3,207 0 1,493 11,442 536 234 565 7 1,139 1,711
Changes from: January 25, 2022 Total Change is: 836
-109 0 0 716 976 0 107 254 -47 108 -132 7 54 -222
Percent of Open Interest Represented by Each Category of Trader
22.2 0.0 0.0 58.3 18.4 0.0 8.5 65.5 3.1 1.3 3.2 0.0 6.5 9.8
Number of Traders in Each Category Total Traders: 31
. 0 0 . 8 0 . 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 43,683
Positions
17,295 12,235 527 6,875 3,550 400 9,294 7,508 535 1,552 12,805 0 7,207 6,126
Changes from: January 25, 2022 Total Change is: -2,635
704 -3,429 -36 -36 -2,246 -174 -2,171 1,935 -364 72 1,255 0 -630 424
Percent of Open Interest Represented by Each Category of Trader
39.6 28.0 1.2 15.7 8.1 0.9 21.3 17.2 1.2 3.6 29.3 0.0 16.5 14.0
Number of Traders in Each Category Total Traders: 114
18 9 4 22 7 7 24 20 10 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 87,365
Positions
34,589 24,469 1,053 13,749 7,099 800 18,587 15,015 1,069 3,104 25,609 0 14,414 12,251
Changes from: January 25, 2022 Total Change is: -5,270
1,408 -6,858 -72 -72 -4,492 -347 -4,342 3,869 -728 143 2,510 0 -1,260 848
Percent of Open Interest Represented by Each Category of Trader
39.6 28.0 1.2 15.7 8.1 0.9 21.3 17.2 1.2 3.6 29.3 0.0 16.5 14.0
Number of Traders in Each Category Total Traders: 114
18 9 4 22 7 7 24 20 10 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 42,281
Positions
16,140 26,689 0 21,332 9,447 1,159 1,260 3,925 0 0 0 0 2,390 1,061
Changes from: January 25, 2022 Total Change is: -664
1,157 -956 0 -515 -42 42 -659 -14 0 0 0 0 -689 306
Percent of Open Interest Represented by Each Category of Trader
38.2 63.1 0.0 50.5 22.3 2.7 3.0 9.3 0.0 0.0 0.0 0.0 5.7 2.5
Number of Traders in Each Category Total Traders: 34
6 5 0 18 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 456,794
Positions
28,049 130,939 9,521 213,978 87,120 53,963 59,711 49,945 7,388 29,063 70,353 488 54,634 47,076
Changes from: January 25, 2022 Total Change is: -18,978
1,594 -18,390 254 -3,681 -918 -2,663 -11,071 593 -690 -16 642 -46 -2,658 2,242
Percent of Open Interest Represented by Each Category of Trader
6.1 28.7 2.1 46.8 19.1 11.8 13.1 10.9 1.6 6.4 15.4 0.1 12.0 10.3
Number of Traders in Each Category Total Traders: 500
31 34 22 155 80 109 61 77 52 35 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 19,960
Positions
7,922 17,583 0 8,173 750 0 2,312 261 0 0 0 0 1,553 1,366
Changes from: January 25, 2022 Total Change is: 660
995 59 0 -740 0 0 461 261 0 0 0 0 -56 340
Percent of Open Interest Represented by Each Category of Trader
39.7 88.1 0.0 40.9 3.8 0.0 11.6 1.3 0.0 0.0 0.0 0.0 7.8 6.8
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 36,708
Positions
16,212 31,866 0 12,820 0 0 3,965 1,164 0 0 0 0 3,711 3,678
Changes from: January 25, 2022 Total Change is: 5,678
2,271 3,410 0 3,189 0 0 449 -302 0 0 0 0 -231 2,570
Percent of Open Interest Represented by Each Category of Trader
44.2 86.8 0.0 34.9 0.0 0.0 10.8 3.2 0.0 0.0 0.0 0.0 10.1 10.0
Number of Traders in Each Category Total Traders: 34
4 12 0 13 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 2,283,969
Positions
140,243 654,696 47,605 1,069,891 435,602 269,815 298,553 249,724 36,938 145,313 351,767 2,442 273,169 235,380
Changes from: January 25, 2022 Total Change is: -94,888
7,969 -91,952 1,271 -18,407 -4,591 -13,313 -55,356 2,964 -3,452 -79 3,208 -231 -13,290 11,208
Percent of Open Interest Represented by Each Category of Trader
6.1 28.7 2.1 46.8 19.1 11.8 13.1 10.9 1.6 6.4 15.4 0.1 12.0 10.3
Number of Traders in Each Category Total Traders: 500
31 34 22 155 80 109 61 77 52 35 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 28,275
Positions
16,079 25,707 0 6,530 347 516 1,720 564 7 0 0 0 3,423 1,134
Changes from: January 25, 2022 Total Change is: 607
966 0 0 -966 0 516 392 -432 0 0 0 0 -301 523
Percent of Open Interest Represented by Each Category of Trader
56.9 90.9 0.0 23.1 1.2 1.8 6.1 2.0 0.0 0.0 0.0 0.0 12.1 4.0
Number of Traders in Each Category Total Traders: 31
7 6 0 12 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 21,343
Positions
6,050 20,631 0 11,387 0 0 945 0 0 0 0 0 2,961 712
Changes from: January 25, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.3 96.7 0.0 53.4 0.0 0.0 4.4 0.0 0.0 0.0 0.0 0.0 13.9 3.3
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 16,827
Positions
5,510 12,912 0 7,231 0 436 1,471 676 17 0 0 0 2,162 2,786
Changes from: January 25, 2022 Total Change is: 1,834
-580 -750 0 2,019 0 0 301 467 17 0 0 0 77 2,100
Percent of Open Interest Represented by Each Category of Trader
32.7 76.7 0.0 43.0 0.0 2.6 8.7 4.0 0.1 0.0 0.0 0.0 12.8 16.6
Number of Traders in Each Category Total Traders: 25
5 8 0 7 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 175,093
Positions
48,573 8,665 0 22,069 1,905 245 45,081 61,379 5,678 4,619 0 0 48,828 97,221
Changes from: January 25, 2022 Total Change is: -3,290
-4,391 1,185 0 3,120 374 127 -439 6,465 3,332 -977 0 0 -4,062 -14,773
Percent of Open Interest Represented by Each Category of Trader
27.7 4.9 0.0 12.6 1.1 0.1 25.7 35.1 3.2 2.6 0.0 0.0 27.9 55.5
Number of Traders in Each Category Total Traders: 28
. . 0 8 . . 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 46,056
Positions
17,332 3,465 8 16,499 31,851 2,552 1,917 2,658 469 0 0 0 7,279 5,053
Changes from: January 25, 2022 Total Change is: -572
1,859 -1,195 -4 -654 -2,158 41 -1,407 1,547 408 -275 0 0 -540 789
Percent of Open Interest Represented by Each Category of Trader
37.6 7.5 0.0 35.8 69.2 5.5 4.2 5.8 1.0 0.0 0.0 0.0 15.8 11.0
Number of Traders in Each Category Total Traders: 69
8 6 . 23 20 9 4 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 477,959
Positions
102,589 54,531 2,852 196,637 190,069 54,120 83,827 107,604 4,916 6,245 40,507 581 26,192 22,779
Changes from: January 25, 2022 Total Change is: -768
9,604 -30,025 698 4,470 -707 2,260 -8,619 19,138 -2,813 -4,286 8,591 74 -2,156 2,016
Percent of Open Interest Represented by Each Category of Trader
21.5 11.4 0.6 41.1 39.8 11.3 17.5 22.5 1.0 1.3 8.5 0.1 5.5 4.8
Number of Traders in Each Category Total Traders: 350
30 17 6 90 68 53 44 76 22 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 27,325
Positions
6,056 25,175 0 16,636 449 0 2,618 1,133 20 0 0 0 1,995 548
Changes from: January 25, 2022 Total Change is: 329
-186 17 0 -432 0 0 195 317 20 0 0 0 732 -25
Percent of Open Interest Represented by Each Category of Trader
22.2 92.1 0.0 60.9 1.6 0.0 9.6 4.1 0.1 0.0 0.0 0.0 7.3 2.0
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 15,492
Positions
0 6,226 0 10,403 739 14 721 3,531 0 674 1,013 0 3,680 3,969
Changes from: January 25, 2022 Total Change is: -129
0 -194 0 213 0 -1 177 1,167 0 0 -490 0 -518 -611
Percent of Open Interest Represented by Each Category of Trader
0.0 40.2 0.0 67.2 4.8 0.1 4.7 22.8 0.0 4.4 6.5 0.0 23.8 25.6
Number of Traders in Each Category Total Traders: 24
0 . 0 12 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 51,941
Positions
12,503 4,723 645 13,800 6,855 435 8,315 9,903 180 10,219 213 0 5,844 28,987
Changes from: January 25, 2022 Total Change is: 2,117
1,212 -559 -143 1,052 -717 -266 -1,674 820 1 2,406 -1,050 -5 -466 4,036
Percent of Open Interest Represented by Each Category of Trader
24.1 9.1 1.2 26.6 13.2 0.8 16.0 19.1 0.3 19.7 0.4 0.0 11.3 55.8
Number of Traders in Each Category Total Traders: 67
12 7 . 13 5 4 11 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 370,075
Positions
37,009 176,004 2,432 253,748 103,330 40,585 13,017 15,614 1,472 10,758 24,558 1,212 9,842 4,868
Changes from: January 25, 2022 Total Change is: -16,296
-144 -18,108 -1,518 6,821 -3,364 -4,172 -16,872 3,953 28 -1,121 5,867 552 130 466
Percent of Open Interest Represented by Each Category of Trader
10.0 47.6 0.7 68.6 27.9 11.0 3.5 4.2 0.4 2.9 6.6 0.3 2.7 1.3
Number of Traders in Each Category Total Traders: 191
13 11 5 73 47 37 18 13 6 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 1,105,267
Positions
115,283 512,494 3,403 678,000 353,270 120,654 100,734 69,122 7,353 53,028 21,431 833 25,979 16,707
Changes from: January 25, 2022 Total Change is: 16,788
15,942 7,292 540 7,020 7,921 -2,307 -2,014 7,403 351 -2,701 -4,240 58 -101 -230
Percent of Open Interest Represented by Each Category of Trader
10.4 46.4 0.3 61.3 32.0 10.9 9.1 6.3 0.7 4.8 1.9 0.1 2.4 1.5
Number of Traders in Each Category Total Traders: 409
29 20 8 146 77 84 56 38 26 28 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 203,733
Positions
21,325 157,832 20,569 16,395 5,885 667 125,511 805 17,529 1,389 302 0 348 144
Changes from: January 25, 2022 Total Change is: 3,844
650 4,391 -10 -1,073 0 -75 4,859 0 -547 20 0 0 20 85
Percent of Open Interest Represented by Each Category of Trader
10.5 77.5 10.1 8.0 2.9 0.3 61.6 0.4 8.6 0.7 0.1 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 77
7 21 14 9 . . 27 . 9 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 47,867
Positions
13,839 8,841 205 13,298 12,071 941 8,756 10,431 1,179 2,292 4,639 40 7,317 9,519
Changes from: January 25, 2022 Total Change is: -803
5,454 -5,574 -16 -1,307 1,036 -43 -3,537 896 66 -61 1,000 -8 -1,352 1,840
Percent of Open Interest Represented by Each Category of Trader
28.9 18.5 0.4 27.8 25.2 2.0 18.3 21.8 2.5 4.8 9.7 0.1 15.3 19.9
Number of Traders in Each Category Total Traders: 291
30 14 10 53 54 35 40 49 27 21 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 239,334
Positions
69,195 44,207 1,025 66,491 60,357 4,706 43,780 52,157 5,896 11,458 23,194 199 36,584 47,593
Changes from: January 25, 2022 Total Change is: -4,013
27,272 -27,868 -78 -6,533 5,181 -216 -17,684 4,478 328 -304 5,002 -40 -6,758 9,200
Percent of Open Interest Represented by Each Category of Trader
28.9 18.5 0.4 27.8 25.2 2.0 18.3 21.8 2.5 4.8 9.7 0.1 15.3 19.9
Number of Traders in Each Category Total Traders: 291
30 14 10 53 54 35 40 49 27 21 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 145,359
Positions
632 6,321 0 1,174 0 0 61,860 107,142 3,519 4,283 1,002 0 73,891 27,375
Changes from: January 25, 2022 Total Change is: 24,774
-6,003 6,321 0 62 0 0 11,181 6,103 -202 -241 -138 0 19,977 12,690
Percent of Open Interest Represented by Each Category of Trader
0.4 4.3 0.0 0.8 0.0 0.0 42.6 73.7 2.4 2.9 0.7 0.0 50.8 18.8
Number of Traders in Each Category Total Traders: 42
. . 0 . 0 0 10 14 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 1,195,554
Positions
6,242 107,164 1,506 564,731 260,052 261,207 102,407 319,279 14,527 77,807 43,743 847 166,280 187,229
Changes from: January 25, 2022 Total Change is: 2,104
-768 -3,863 -154 -1,142 4,775 1,491 8,949 -6,952 -126 -2,116 200 170 -4,200 6,563
Percent of Open Interest Represented by Each Category of Trader
0.5 9.0 0.1 47.2 21.8 21.8 8.6 26.7 1.2 6.5 3.7 0.1 13.9 15.7
Number of Traders in Each Category Total Traders: 183
8 18 . 59 42 66 23 23 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 1,285,238
Positions
36,759 69,276 2,684 706,561 269,057 198,302 86,497 591,234 17,600 84,487 9,768 122 152,226 127,195
Changes from: January 25, 2022 Total Change is: -817
-993 6,660 -161 2,032 7,859 -9,176 -495 -15,504 1,038 4,240 -170 0 2,698 8,637
Percent of Open Interest Represented by Each Category of Trader
2.9 5.4 0.2 55.0 20.9 15.4 6.7 46.0 1.4 6.6 0.8 0.0 11.8 9.9
Number of Traders in Each Category Total Traders: 148
5 9 4 74 22 58 7 19 9 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 2,270,248
Positions
53,165 135,175 12,560 803,547 674,758 472,608 626,389 357,436 124,817 47,159 261,468 8,997 121,006 222,429
Changes from: January 25, 2022 Total Change is: 158,241
725 -34,201 -450 4,741 -20,999 27,681 137,363 114,102 14,285 -11,970 35,394 -4,605 -9,529 27,034
Percent of Open Interest Represented by Each Category of Trader
2.3 6.0 0.6 35.4 29.7 20.8 27.6 15.7 5.5 2.1 11.5 0.4 5.3 9.8
Number of Traders in Each Category Total Traders: 357
16 32 6 79 74 82 44 64 31 12 36 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 3,932,501
Positions
73,164 180,435 39,277 1,613,868 1,368,485 810,666 888,568 525,994 92,438 95,999 307,759 21,776 296,745 585,671
Changes from: January 25, 2022 Total Change is: 181,937
-10,519 7,681 15,782 14,925 -16,409 18,042 135,186 78,988 16,209 4,388 20,769 3,597 -15,673 37,278
Percent of Open Interest Represented by Each Category of Trader
1.9 4.6 1.0 41.0 34.8 20.6 22.6 13.4 2.4 2.4 7.8 0.6 7.5 14.9
Number of Traders in Each Category Total Traders: 425
20 35 17 79 115 102 52 83 57 17 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 1,376,130
Positions
98,200 21,240 4,980 413,525 564,954 197,666 404,757 206,597 41,667 105,738 54,892 0 109,597 284,134
Changes from: January 25, 2022 Total Change is: 4,931
5,603 4,225 -1 -1,870 3,929 -10,611 -2,298 -13,413 5,705 6,796 15,680 0 1,607 -583
Percent of Open Interest Represented by Each Category of Trader
7.1 1.5 0.4 30.0 41.1 14.4 29.4 15.0 3.0 7.7 4.0 0.0 8.0 20.6
Number of Traders in Each Category Total Traders: 159
6 7 5 28 62 57 21 18 16 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 4,019,069
Positions
50,226 254,178 11,678 2,169,541 1,029,661 730,851 390,194 1,014,402 111,939 301,757 327,123 125 252,758 539,112
Changes from: January 25, 2022 Total Change is: 39,217
12,910 17,596 -274 24,417 29,891 -27,419 39,500 -333 2,460 -2,610 1,659 -315 -9,452 15,952
Percent of Open Interest Represented by Each Category of Trader
1.2 6.3 0.3 54.0 25.6 18.2 9.7 25.2 2.8 7.5 8.1 0.0 6.3 13.4
Number of Traders in Each Category Total Traders: 355
15 32 9 72 85 91 34 74 29 11 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 1,705,691
Positions
255,397 272,006 748,416 19,917 28,886 26,017 215,294 176,783 393,929 26,324 15,834 2,947 17,450 40,873
Changes from: January 25, 2022 Total Change is: -85,210
-24,706 -12,988 -3,364 3,117 12,078 -11,804 24,207 -3,231 -69,022 2,126 8,738 385 -6,149 -6,002
Percent of Open Interest Represented by Each Category of Trader
15.0 15.9 43.9 1.2 1.7 1.5 12.6 10.4 23.1 1.5 0.9 0.2 1.0 2.4
Number of Traders in Each Category Total Traders: 126
27 31 54 . . 5 25 20 37 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 is11,123,574
Positions
3,576,049 1,035,815 1,950,063 1,098,546 1,218,332 437,928 1,056,320 2,694,753 2,313,998 28,895 370,012 208,083 453,692 894,590
Changes from: January 25, 2022 Total Change is: -88,023
69,658 61,836 16,282 41,550 -93,717 -83,168 -245,946 -121,189 120,128 1,652 620 -23,500 15,321 34,685
Percent of Open Interest Represented by Each Category of Trader
32.1 9.3 17.5 9.9 11.0 3.9 9.5 24.2 20.8 0.3 3.3 1.9 4.1 8.0
Number of Traders in Each Category Total Traders: 249
30 36 59 10 26 23 25 93 84 5 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 2,711,352
Positions
793,328 382,934 837,164 46,098 110,520 91,120 287,615 674,104 579,312 60,521 18,529 15,473 721 2,196
Changes from: January 25, 2022 Total Change is: 323,111
6,641 141,321 44,389 4,374 -59,701 27,998 89,370 15,392 151,216 1,978 2,445 1,360 -4,215 -1,309
Percent of Open Interest Represented by Each Category of Trader
29.3 14.1 30.9 1.7 4.1 3.4 10.6 24.9 21.4 2.2 0.7 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 233
43 50 76 10 13 9 38 33 54 15 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 307,461
Positions
112,731 83,844 62,007 28,228 2,606 8,045 55,719 110,812 37,561 1,384 736 1,008 778 842
Changes from: January 25, 2022 Total Change is: -25,693
-123 20,082 -27,823 303 -1,755 2,335 3,187 -14,344 -3,535 -292 -867 -431 686 645
Percent of Open Interest Represented by Each Category of Trader
36.7 27.3 20.2 9.2 0.8 2.6 18.1 36.0 12.2 0.5 0.2 0.3 0.3 0.3
Number of Traders in Each Category Total Traders: 112
21 29 27 . . . 26 23 29 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 75,439
Positions
0 4,263 0 0 1,799 0 7,211 19,633 44,439 23,789 5,250 0 0 55
Changes from: January 25, 2022 Total Change is: 2,551
0 679 0 0 0 0 461 143 1,730 360 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 5.7 0.0 0.0 2.4 0.0 9.6 26.0 58.9 31.5 7.0 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 February 1, 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 9,948
Positions
384 228 0 5,536 703 98 1,248 6,716 188 1,120 991 142 1,232 882
Changes from: January 25, 2022 Total Change is: -1,808
84 -60 -40 11 -301 16 -317 -896 -662 -453 420 -210 -237 -75
Percent of Open Interest Represented by Each Category of Trader
3.9 2.3 0.0 55.6 7.1 1.0 12.5 67.5 1.9 11.3 10.0 1.4 12.4 8.9
Number of Traders in Each Category Total Traders: 83
4 . 0 7 6 . 20 30 10 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 12,153
Positions
104 858 8 187 0 0 1,844 8,752 68 5,783 891 363 3,796 1,213
Changes from: January 25, 2022 Total Change is: -19,553
-1,151 -348 8 54 0 -10 -18,960 -7,287 -980 2,732 -10,591 98 -1,344 -443
Percent of Open Interest Represented by Each Category of Trader
0.9 7.1 0.1 1.5 0.0 0.0 15.2 72.0 0.6 47.6 7.3 3.0 31.2 10.0
Number of Traders in Each Category Total Traders: 118
. . . 4 0 0 13 15 . 66 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 3,611
Positions
106 48 41 0 179 14 651 2,312 367 1,404 11 167 861 472
Changes from: January 25, 2022 Total Change is: -575
3 -61 40 0 -28 0 -28 -269 -132 -226 11 -102 -130 -34
Percent of Open Interest Represented by Each Category of Trader
2.9 1.3 1.1 0.0 5.0 0.4 18.0 64.0 10.2 38.9 0.3 4.6 23.8 13.1
Number of Traders in Each Category Total Traders: 42
. . . 0 . . 11 15 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 20,838
Positions
898 0 0 0 0 0 7,461 15,910 749 10,239 3,885 34 1,457 260
Changes from: January 25, 2022 Total Change is: -56,891
898 -6,134 0 0 0 0 -55,961 -51,874 338 -1,029 1,773 -939 -198 -55
Percent of Open Interest Represented by Each Category of Trader
4.3 0.0 0.0 0.0 0.0 0.0 35.8 76.4 3.6 49.1 18.6 0.2 7.0 1.2
Number of Traders in Each Category Total Traders: 93
. 0 0 0 0 0 4 6 . 66 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,477
Positions
3,651 42,409 0 23,216 1,020 555 13,006 8,568 1,187 5,583 772 76 9,203 1,890
Changes from: January 25, 2022 Total Change is: 4,149
1,600 0 0 2,448 200 -3 -3,121 3,979 118 1,528 -55 34 1,545 -124
Percent of Open Interest Represented by Each Category of Trader
6.5 75.1 0.0 41.1 1.8 1.0 23.0 15.2 2.1 9.9 1.4 0.1 16.3 3.3
Number of Traders in Each Category Total Traders: 123
. . 0 20 4 4 34 19 5 37 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 300,194
Positions
34,169 17,919 16,391 78,368 37,323 39,662 30,955 86,706 62,633 8,221 2,622 6,867 22,928 30,071
Changes from: January 25, 2022 Total Change is: -4,695
-13,328 -3,558 1,299 1,598 -1,965 10,124 -2,643 -5,919 -4,720 -639 -2,385 1,119 2,495 1,310
Percent of Open Interest Represented by Each Category of Trader
11.4 6.0 5.5 26.1 12.4 13.2 10.3 28.9 20.9 2.7 0.9 2.3 7.6 10.0
Number of Traders in Each Category Total Traders: 161
12 15 20 20 27 24 30 37 47 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,941
Positions
1,770 14,995 50 37,985 0 1,086 445 32,583 0 6,915 198 0 690 29
Changes from: January 25, 2022 Total Change is: -478
-1,095 15 -15 1,853 -2,732 -1,247 -133 3,458 0 65 47 0 94 -4
Percent of Open Interest Represented by Each Category of Trader
3.6 30.6 0.1 77.6 0.0 2.2 0.9 66.6 0.0 14.1 0.4 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 44
. 4 . 16 0 . 6 8 0 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 04, 2022