Traders in Financial Futures - Futures Only Positions as of February 15, 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 144,815
Positions
26,593 33,252 574 43,361 43,092 4,248 23,123 29,994 5,132 11,129 814 2,368 28,287 25,341
Changes from: February 8, 2022 Total Change is: -393
-162 -2,616 477 -1,189 2,801 -18 966 -306 -781 -1,022 -412 529 807 -67
Percent of Open Interest Represented by Each Category of Trader
18.4 23.0 0.4 29.9 29.8 2.9 16.0 20.7 3.5 7.7 0.6 1.6 19.5 17.5
Number of Traders in Each Category Total Traders: 106
4 11 . 18 20 6 20 21 14 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 45,522
Positions
27,170 1,739 0 2,940 13,747 1,828 4,880 9,845 50 0 486 0 8,654 17,827
Changes from: February 8, 2022 Total Change is: 4,041
1,949 -326 0 621 2,025 264 2,418 1,635 -27 0 0 0 -1,184 470
Percent of Open Interest Represented by Each Category of Trader
59.7 3.8 0.0 6.5 30.2 4.0 10.7 21.6 0.1 0.0 1.1 0.0 19.0 39.2
Number of Traders in Each Category Total Traders: 48
6 4 0 4 15 5 6 12 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 195,302
Positions
65,652 43,945 3,326 48,968 69,319 4,160 38,309 28,936 8,588 2,042 7,660 0 24,257 29,368
Changes from: February 8, 2022 Total Change is: -2,646
-3,319 5,805 -514 2,295 -3,703 -1,303 2,907 -4,562 -18 0 10 0 -2,694 1,639
Percent of Open Interest Represented by Each Category of Trader
33.6 22.5 1.7 25.1 35.5 2.1 19.6 14.8 4.4 1.0 3.9 0.0 12.4 15.0
Number of Traders in Each Category Total Traders: 121
5 9 4 19 28 11 25 27 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 199,425
Positions
113,515 10,327 419 47,986 84,796 4,348 8,648 56,529 3,182 2,354 757 0 18,973 39,067
Changes from: February 8, 2022 Total Change is: 2,947
13,751 -5,865 -26 -2,876 1,166 -315 -8,328 3,900 -633 10 71 0 1,364 4,649
Percent of Open Interest Represented by Each Category of Trader
56.9 5.2 0.2 24.1 42.5 2.2 4.3 28.3 1.6 1.2 0.4 0.0 9.5 19.6
Number of Traders in Each Category Total Traders: 116
10 4 5 17 28 10 12 38 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 702,047
Positions
41,787 373,838 3,191 417,318 125,531 29,162 52,391 91,413 11,567 50,817 9,007 6,694 89,120 51,644
Changes from: February 8, 2022 Total Change is: 1,949
1,099 17,985 -2,304 9,373 -4,885 1,200 -11,531 -6,354 250 2,338 -2,401 129 1,395 -1,671
Percent of Open Interest Represented by Each Category of Trader
6.0 53.2 0.5 59.4 17.9 4.2 7.5 13.0 1.6 7.2 1.3 1.0 12.7 7.4
Number of Traders in Each Category Total Traders: 325
18 16 12 107 43 46 46 43 28 37 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 32,299
Positions
994 12,365 0 14,809 6,279 3,253 466 4,019 0 0 0 0 12,777 6,383
Changes from: February 8, 2022 Total Change is: -295
-347 -14 0 7 -1,023 -1 0 418 0 0 0 0 46 325
Percent of Open Interest Represented by Each Category of Trader
3.1 38.3 0.0 45.8 19.4 10.1 1.4 12.4 0.0 0.0 0.0 0.0 39.6 19.8
Number of Traders in Each Category Total Traders: 28
. . 0 16 7 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,456
Positions
10,776 648 0 4,256 14,800 1,367 0 3,679 0 0 0 0 8,057 3,962
Changes from: February 8, 2022 Total Change is: -717
-2 648 0 -516 -1,156 -46 0 1,286 0 0 0 0 -153 -1,449
Percent of Open Interest Represented by Each Category of Trader
44.1 2.6 0.0 17.4 60.5 5.6 0.0 15.0 0.0 0.0 0.0 0.0 32.9 16.2
Number of Traders in Each Category Total Traders: 21
. . 0 . 11 5 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 192,578
Positions
113,061 17,884 760 38,788 90,813 3,438 9,765 41,907 5,910 1,150 1,170 0 19,706 30,696
Changes from: February 8, 2022 Total Change is: -3,825
-2,304 3,306 369 3,124 -2,892 100 -1,022 -3,820 713 -5,026 -196 0 221 -1,405
Percent of Open Interest Represented by Each Category of Trader
58.7 9.3 0.4 20.1 47.2 1.8 5.1 21.8 3.1 0.6 0.6 0.0 10.2 15.9
Number of Traders in Each Category Total Traders: 89
7 7 . 12 22 5 10 27 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 38,960
Positions
489 30,550 0 21,680 0 3,129 7,631 2,667 0 3,319 977 12 2,700 1,625
Changes from: February 8, 2022 Total Change is: -273
350 116 0 2,447 0 0 -3,546 1,599 -2 321 -2,464 12 145 466
Percent of Open Interest Represented by Each Category of Trader
1.3 78.4 0.0 55.6 0.0 8.0 19.6 6.8 0.0 8.5 2.5 0.0 6.9 4.2
Number of Traders in Each Category Total Traders: 45
. 4 0 8 0 . 18 . 0 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 151,098
Positions
515 58,767 530 82,821 6,868 891 53,246 54,442 734 6,048 25,633 63 6,250 3,170
Changes from: February 8, 2022 Total Change is: 16,841
-400 9,082 25 3,362 647 -688 13,597 5,269 366 442 2,254 -46 183 -68
Percent of Open Interest Represented by Each Category of Trader
0.3 38.9 0.4 54.8 4.5 0.6 35.2 36.0 0.5 4.0 17.0 0.0 4.1 2.1
Number of Traders in Each Category Total Traders: 156
. 10 . 19 13 5 52 26 9 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 67,288
Positions
244 17,750 0 45,481 1,205 275 13,922 44,621 754 2,517 1,053 0 4,095 1,630
Changes from: February 8, 2022 Total Change is: 3,005
-32 0 0 2,458 62 0 -79 2,433 435 -206 -75 0 429 150
Percent of Open Interest Represented by Each Category of Trader
0.4 26.4 0.0 67.6 1.8 0.4 20.7 66.3 1.1 3.7 1.6 0.0 6.1 2.4
Number of Traders in Each Category Total Traders: 69
. . 0 13 . . 21 14 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 64,105
Positions
31,560 1,764 0 1,685 28,515 139 26,938 25,178 912 0 2,039 33 2,838 5,525
Changes from: February 8, 2022 Total Change is: 9,228
2,548 -735 0 -349 2,436 -96 7,643 7,857 -109 -150 -186 0 -259 61
Percent of Open Interest Represented by Each Category of Trader
49.2 2.8 0.0 2.6 44.5 0.2 42.0 39.3 1.4 0.0 3.2 0.1 4.4 8.6
Number of Traders in Each Category Total Traders: 102
10 . 0 7 24 5 19 32 5 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 19,795
Positions
3,864 0 0 11,837 1,919 0 2,228 15,343 538 256 465 0 1,072 1,530
Changes from: February 8, 2022 Total Change is: -2,240
-149 0 0 -2,562 -264 0 205 -1,466 2 -128 -254 -7 399 -251
Percent of Open Interest Represented by Each Category of Trader
19.5 0.0 0.0 59.8 9.7 0.0 11.3 77.5 2.7 1.3 2.3 0.0 5.4 7.7
Number of Traders in Each Category Total Traders: 29
. 0 0 . 4 0 4 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 40,696
Positions
15,616 12,774 692 5,793 2,530 451 8,300 5,664 1,426 1,134 10,918 18 7,267 6,224
Changes from: February 8, 2022 Total Change is: -701
-4 725 157 -1,089 -114 34 -46 -1,707 760 -554 -181 -37 77 -338
Percent of Open Interest Represented by Each Category of Trader
38.4 31.4 1.7 14.2 6.2 1.1 20.4 13.9 3.5 2.8 26.8 0.0 17.9 15.3
Number of Traders in Each Category Total Traders: 98
16 12 4 17 7 8 24 15 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 81,392
Positions
31,232 25,547 1,384 11,585 5,060 902 16,599 11,328 2,852 2,268 21,836 36 14,534 12,447
Changes from: February 8, 2022 Total Change is: -1,402
-7 1,449 313 -2,177 -228 68 -91 -3,413 1,520 -1,108 -361 -74 154 -676
Percent of Open Interest Represented by Each Category of Trader
38.4 31.4 1.7 14.2 6.2 1.1 20.4 13.9 3.5 2.8 26.8 0.0 17.9 15.3
Number of Traders in Each Category Total Traders: 98
16 12 4 17 7 8 24 15 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 42,908
Positions
15,859 26,591 0 21,005 9,908 1,198 2,267 4,344 0 0 0 0 2,579 867
Changes from: February 8, 2022 Total Change is: 372
-356 164 0 416 78 22 218 22 0 0 0 0 72 86
Percent of Open Interest Represented by Each Category of Trader
37.0 62.0 0.0 49.0 23.1 2.8 5.3 10.1 0.0 0.0 0.0 0.0 6.0 2.0
Number of Traders in Each Category Total Traders: 35
6 5 0 16 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 454,053
Positions
34,611 116,302 11,166 198,721 95,283 56,460 58,480 52,374 9,147 34,121 64,073 740 50,606 48,506
Changes from: February 8, 2022 Total Change is: 8,070
3,053 -7,269 1,352 -5,343 2,918 1,240 2,048 7,651 1,078 6,022 4 159 -1,538 938
Percent of Open Interest Represented by Each Category of Trader
7.6 25.6 2.5 43.8 21.0 12.4 12.9 11.5 2.0 7.5 14.1 0.2 11.1 10.7
Number of Traders in Each Category Total Traders: 516
32 36 22 148 88 102 71 79 54 34 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 18,548
Positions
9,510 16,225 0 4,442 750 0 2,612 435 0 0 0 0 1,984 1,138
Changes from: February 8, 2022 Total Change is: -235
0 -563 0 -688 0 -44 351 435 0 0 0 0 146 -63
Percent of Open Interest Represented by Each Category of Trader
51.3 87.5 0.0 23.9 4.0 0.0 14.1 2.3 0.0 0.0 0.0 0.0 10.7 6.1
Number of Traders in Each Category Total Traders: 21
4 8 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 39,852
Positions
18,255 37,261 0 14,361 0 0 3,672 1,633 0 0 0 0 3,564 958
Changes from: February 8, 2022 Total Change is: 4,374
1,936 4,782 0 3,968 0 0 -1,138 184 0 0 0 0 -392 -592
Percent of Open Interest Represented by Each Category of Trader
45.8 93.5 0.0 36.0 0.0 0.0 9.2 4.1 0.0 0.0 0.0 0.0 8.9 2.4
Number of Traders in Each Category Total Traders: 35
. 13 0 14 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,270,263
Positions
173,053 581,509 55,830 993,607 476,417 282,302 292,399 261,871 45,737 170,605 320,366 3,701 253,029 242,530
Changes from: February 8, 2022 Total Change is: 40,352
15,263 -36,346 6,759 -26,717 14,590 6,198 10,239 38,253 5,392 30,111 18 797 -7,690 4,691
Percent of Open Interest Represented by Each Category of Trader
7.6 25.6 2.5 43.8 21.0 12.4 12.9 11.5 2.0 7.5 14.1 0.2 11.1 10.7
Number of Traders in Each Category Total Traders: 516
32 36 22 148 88 102 71 79 54 34 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 29,977
Positions
17,309 26,999 0 7,156 560 661 1,824 1,247 7 0 0 0 3,020 503
Changes from: February 8, 2022 Total Change is: 1,558
755 1,169 0 930 213 145 25 682 0 0 0 0 -297 -651
Percent of Open Interest Represented by Each Category of Trader
57.7 90.1 0.0 23.9 1.9 2.2 6.1 4.2 0.0 0.0 0.0 0.0 10.1 1.7
Number of Traders in Each Category Total Traders: 37
8 6 0 14 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 21,490
Positions
5,965 20,631 0 11,388 0 0 1,175 244 0 0 0 0 2,962 615
Changes from: February 8, 2022 Total Change is: 148
-85 0 0 4 0 0 104 14 0 0 0 0 125 134
Percent of Open Interest Represented by Each Category of Trader
27.8 96.0 0.0 53.0 0.0 0.0 5.5 1.1 0.0 0.0 0.0 0.0 13.8 2.9
Number of Traders in Each Category Total Traders: 21
4 7 0 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 16,698
Positions
5,741 12,900 0 6,448 2,326 438 2,071 0 17 0 0 0 1,983 1,017
Changes from: February 8, 2022 Total Change is: 2,820
2,301 87 0 -72 2,326 0 486 0 17 0 0 0 88 390
Percent of Open Interest Represented by Each Category of Trader
34.4 77.3 0.0 38.6 13.9 2.6 12.4 0.0 0.1 0.0 0.0 0.0 11.9 6.1
Number of Traders in Each Category Total Traders: 24
6 8 0 6 . . . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 183,895
Positions
57,670 9,085 0 16,990 3,745 170 36,894 137,771 3,148 7,805 0 0 61,218 29,976
Changes from: February 8, 2022 Total Change is: 9,441
6,172 745 0 -2,885 70 -114 -9,463 35,882 1,290 1,021 0 0 13,420 -28,432
Percent of Open Interest Represented by Each Category of Trader
31.4 4.9 0.0 9.2 2.0 0.1 20.1 74.9 1.7 4.2 0.0 0.0 33.3 16.3
Number of Traders in Each Category Total Traders: 28
. . 0 6 . . 8 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 46,728
Positions
17,304 3,807 16 17,747 31,311 2,755 1,418 3,363 272 0 512 0 7,216 4,692
Changes from: February 8, 2022 Total Change is: -398
-174 -4 -69 540 331 -91 -572 -256 -195 0 119 0 163 -233
Percent of Open Interest Represented by Each Category of Trader
37.0 8.1 0.0 38.0 67.0 5.9 3.0 7.2 0.6 0.0 1.1 0.0 15.4 10.0
Number of Traders in Each Category Total Traders: 74
6 6 . 27 21 10 4 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 47,189
Positions
12,256 8,354 234 12,673 12,123 896 11,673 10,670 846 1,893 4,280 22 6,697 9,763
Changes from: February 8, 2022 Total Change is: 436
-261 -870 3 -88 -538 -21 1,034 700 298 -45 534 2 -487 328
Percent of Open Interest Represented by Each Category of Trader
26.0 17.7 0.5 26.9 25.7 1.9 24.7 22.6 1.8 4.0 9.1 0.0 14.2 20.7
Number of Traders in Each Category Total Traders: 306
29 19 8 57 54 40 43 58 25 15 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 235,945
Positions
61,278 41,769 1,172 63,363 60,616 4,482 58,365 53,352 4,229 9,464 21,401 108 33,484 48,816
Changes from: February 8, 2022 Total Change is: 2,178
-1,307 -4,351 13 -438 -2,690 -105 5,171 3,499 1,491 -224 2,670 12 -2,435 1,639
Percent of Open Interest Represented by Each Category of Trader
26.0 17.7 0.5 26.9 25.7 1.9 24.7 22.6 1.8 4.0 9.1 0.0 14.2 20.7
Number of Traders in Each Category Total Traders: 306
29 19 8 57 54 40 43 58 25 15 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 165,717
Positions
814 15,773 0 1,434 522 0 87,664 119,096 5,415 3,305 464 0 67,085 24,447
Changes from: February 8, 2022 Total Change is: 4,425
77 5,887 0 145 91 0 5,254 -3,798 678 177 -457 0 -1,906 2,024
Percent of Open Interest Represented by Each Category of Trader
0.5 9.5 0.0 0.9 0.3 0.0 52.9 71.9 3.3 2.0 0.3 0.0 40.5 14.8
Number of Traders in Each Category Total Traders: 40
. . 0 . . 0 12 11 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 495,518
Positions
138,889 40,835 2,851 195,655 199,852 55,945 61,765 116,042 8,025 6,184 46,078 526 25,678 25,364
Changes from: February 8, 2022 Total Change is: -2,134
18,001 -102 368 3,926 1,264 519 -22,514 -9,727 -389 -2,074 4,347 69 -40 1,517
Percent of Open Interest Represented by Each Category of Trader
28.0 8.2 0.6 39.5 40.3 11.3 12.5 23.4 1.6 1.2 9.3 0.1 5.2 5.1
Number of Traders in Each Category Total Traders: 352
33 16 7 90 71 59 36 84 27 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 30,927
Positions
7,030 29,076 0 18,521 457 0 2,893 843 0 0 0 0 2,483 551
Changes from: February 8, 2022 Total Change is: 3,557
881 3,661 0 1,752 -1 0 282 -237 -15 0 0 0 657 149
Percent of Open Interest Represented by Each Category of Trader
22.7 94.0 0.0 59.9 1.5 0.0 9.4 2.7 0.0 0.0 0.0 0.0 8.0 1.8
Number of Traders in Each Category Total Traders: 33
. 8 0 17 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 50,416
Positions
13,226 3,943 689 14,636 5,279 417 7,177 12,224 4 8,399 0 0 5,868 27,860
Changes from: February 8, 2022 Total Change is: -1,537
1,611 -904 -40 12 -825 15 -2,220 2,401 -192 -525 -1,464 0 -198 -528
Percent of Open Interest Represented by Each Category of Trader
26.2 7.8 1.4 29.0 10.5 0.8 14.2 24.2 0.0 16.7 0.0 0.0 11.6 55.3
Number of Traders in Each Category Total Traders: 66
11 7 . 12 5 4 10 17 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 376,748
Positions
40,172 176,499 2,267 253,711 101,269 44,092 12,730 18,776 1,225 11,197 25,057 1,204 10,150 6,359
Changes from: February 8, 2022 Total Change is: -1,819
-1,059 -4 -5 -2,704 -9,803 4,168 -2,568 1,847 -611 -315 2,510 -30 1,305 109
Percent of Open Interest Represented by Each Category of Trader
10.7 46.8 0.6 67.3 26.9 11.7 3.4 5.0 0.3 3.0 6.7 0.3 2.7 1.7
Number of Traders in Each Category Total Traders: 191
14 12 5 72 47 36 15 14 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,093,719
Positions
126,287 509,148 2,916 671,178 336,388 122,025 85,082 61,101 6,352 52,607 35,522 999 26,273 19,268
Changes from: February 8, 2022 Total Change is: 3,694
2,069 -2,904 -19 -7,660 1,205 7,212 2,210 -9,525 -1,081 -7 8,583 89 881 134
Percent of Open Interest Represented by Each Category of Trader
11.5 46.6 0.3 61.4 30.8 11.2 7.8 5.6 0.6 4.8 3.2 0.1 2.4 1.8
Number of Traders in Each Category Total Traders: 405
27 20 9 142 84 81 53 35 25 26 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 209,537
Positions
15,949 165,978 21,705 16,980 5,885 619 136,308 805 14,181 1,456 302 0 2,339 62
Changes from: February 8, 2022 Total Change is: 6,148
-3,013 8,995 -341 88 0 -48 9,874 0 -2,455 32 0 0 2,011 -3
Percent of Open Interest Represented by Each Category of Trader
7.6 79.2 10.4 8.1 2.8 0.3 65.1 0.4 6.8 0.7 0.1 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 79
6 22 14 9 . . 26 . 7 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,239,190
Positions
5,460 95,214 3,760 540,258 271,166 268,608 126,458 325,609 38,769 86,015 48,137 700 169,162 187,227
Changes from: February 8, 2022 Total Change is: 52,622
834 -5,389 893 -13,394 10,349 6,514 23,887 8,855 22,996 2,217 2,000 -79 8,754 6,483
Percent of Open Interest Represented by Each Category of Trader
0.4 7.7 0.3 43.6 21.9 21.7 10.2 26.3 3.1 6.9 3.9 0.1 13.7 15.1
Number of Traders in Each Category Total Traders: 186
6 19 9 58 41 63 24 25 26 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,314,670
Positions
39,734 77,388 565 714,831 250,396 201,463 90,165 617,303 29,061 81,731 12,882 122 156,998 125,490
Changes from: February 8, 2022 Total Change is: 27,390
3,385 10,463 -1,048 13,993 -19,749 5,315 1,370 22,579 7,032 -1,457 4,124 0 -1,200 -1,326
Percent of Open Interest Represented by Each Category of Trader
3.0 5.9 0.0 54.4 19.0 15.3 6.9 47.0 2.2 6.2 1.0 0.0 11.9 9.5
Number of Traders in Each Category Total Traders: 152
5 9 4 71 25 58 10 22 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,207,292
Positions
137,714 151,107 17,143 855,328 586,459 485,397 379,542 328,819 163,618 20,989 258,697 5,251 142,310 210,801
Changes from: February 8, 2022 Total Change is: -95,305
53,556 4,325 3,925 44,324 -48,341 16,403 -234,409 -73,397 17,207 -14,635 -10,893 896 17,428 -5,430
Percent of Open Interest Represented by Each Category of Trader
6.2 6.8 0.8 38.8 26.6 22.0 17.2 14.9 7.4 1.0 11.7 0.2 6.4 9.6
Number of Traders in Each Category Total Traders: 349
22 34 9 86 67 81 40 62 40 6 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,123,745
Positions
116,537 199,024 28,278 1,548,138 1,376,463 791,463 974,127 501,530 221,261 104,920 404,319 24,279 314,742 577,128
Changes from: February 8, 2022 Total Change is: 75,220
39,403 228 -18,199 -66,090 -62,444 16,357 5,516 1,343 78,627 10,172 68,163 1,354 8,080 -10,209
Percent of Open Interest Represented by Each Category of Trader
2.8 4.8 0.7 37.5 33.4 19.2 23.6 12.2 5.4 2.5 9.8 0.6 7.6 14.0
Number of Traders in Each Category Total Traders: 424
27 31 13 77 114 106 57 76 66 17 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,452,226
Positions
100,469 22,382 7,654 418,973 606,841 202,595 390,166 182,538 101,056 108,592 61,712 67 122,654 267,381
Changes from: February 8, 2022 Total Change is: 42,023
-4,917 -708 2,499 1,616 13,858 5,876 -15,360 -21,370 49,337 975 3,828 63 1,934 -11,360
Percent of Open Interest Represented by Each Category of Trader
6.9 1.5 0.5 28.9 41.8 14.0 26.9 12.6 7.0 7.5 4.2 0.0 8.4 18.4
Number of Traders in Each Category Total Traders: 162
6 7 7 28 62 58 22 19 22 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,084,291
Positions
91,403 189,318 23,943 2,031,703 1,003,068 765,741 408,278 1,077,200 230,273 263,388 297,711 1,639 267,923 495,398
Changes from: February 8, 2022 Total Change is: 63,712
27,227 -33,254 4,503 -79,318 -39,582 1,140 30,016 61,795 97,248 -10,919 -10,694 1,269 -7,454 -18,713
Percent of Open Interest Represented by Each Category of Trader
2.2 4.6 0.6 49.7 24.6 18.7 10.0 26.4 5.6 6.4 7.3 0.0 6.6 12.1
Number of Traders in Each Category Total Traders: 353
17 34 19 75 83 92 35 70 37 12 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,999,560
Positions
254,921 388,768 810,990 26,136 29,360 10,546 365,054 243,472 456,262 42,841 8,045 3,567 29,243 48,550
Changes from: February 8, 2022 Total Change is: 225,270
30,166 82,485 15,514 -1,345 4,284 -6,298 134,460 86,093 29,468 15,559 -1,177 2,842 4,904 12,059
Percent of Open Interest Represented by Each Category of Trader
12.7 19.4 40.6 1.3 1.5 0.5 18.3 12.2 22.8 2.1 0.4 0.2 1.5 2.4
Number of Traders in Each Category Total Traders: 137
30 32 57 . 4 5 20 30 38 9 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,998,807
Positions
3,699,527 1,012,628 1,812,164 1,032,576 1,089,744 401,630 873,311 2,770,785 2,492,186 40,016 334,059 217,225 430,172 868,386
Changes from: February 8, 2022 Total Change is: -26,628
115,009 -44,538 -160,346 -21,464 64,139 -48,040 30,771 136,122 84,318 10,921 -14,747 -8,485 -29,312 -35,051
Percent of Open Interest Represented by Each Category of Trader
33.6 9.2 16.5 9.4 9.9 3.7 7.9 25.2 22.7 0.4 3.0 2.0 3.9 7.9
Number of Traders in Each Category Total Traders: 241
29 37 59 10 24 21 22 88 82 7 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 2,968,254
Positions
837,366 402,562 1,049,286 33,316 153,340 88,937 198,033 551,512 686,077 57,684 16,039 12,462 5,093 8,039
Changes from: February 8, 2022 Total Change is: 99,206
-1,610 -3,859 113,608 -5,590 11,537 811 -72,332 -87,250 65,922 -473 -367 -2,820 1,690 1,624
Percent of Open Interest Represented by Each Category of Trader
28.2 13.6 35.4 1.1 5.2 3.0 6.7 18.6 23.1 1.9 0.5 0.4 0.2 0.3
Number of Traders in Each Category Total Traders: 238
45 50 84 9 14 11 39 34 61 18 22 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 365,346
Positions
145,036 108,009 79,600 27,590 9,817 8,491 63,123 119,050 38,852 1,642 520 843 169 164
Changes from: February 8, 2022 Total Change is: 42,821
21,559 24,494 12,085 -148 2,253 2,107 6,351 1,188 1,231 487 338 -29 -822 -846
Percent of Open Interest Represented by Each Category of Trader
39.7 29.6 21.8 7.6 2.7 2.3 17.3 32.6 10.6 0.4 0.1 0.2 0.0 0.0
Number of Traders in Each Category Total Traders: 118
23 34 33 . . . 28 22 32 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 76,187
Positions
0 4,037 0 0 1,673 0 6,105 15,556 49,615 20,467 5,250 0 0 56
Changes from: February 8, 2022 Total Change is: 2,261
0 683 0 0 0 0 -220 -770 2,813 -332 -467 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 5.3 0.0 0.0 2.2 0.0 8.0 20.4 65.1 26.9 6.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 23
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 52,105
Positions
13,579 140 9,196 0 0 0 7,675 1,110 21,409 0 19,983 246 0 21
Changes from: February 8, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.1 0.3 17.6 0.0 0.0 0.0 14.7 2.1 41.1 0.0 38.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 5 . . 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 10,646
Positions
355 353 70 6,118 718 22 1,103 6,396 514 1,100 1,637 0 1,364 936
Changes from: February 8, 2022 Total Change is: 760
-7 73 12 262 63 -23 58 35 332 236 298 0 -110 -30
Percent of Open Interest Represented by Each Category of Trader
3.3 3.3 0.7 57.5 6.7 0.2 10.4 60.1 4.8 10.3 15.4 0.0 12.8 8.8
Number of Traders in Each Category Total Traders: 86
. 6 . 8 5 . 21 31 11 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 16,663
Positions
158 338 0 182 91 0 6,390 9,865 374 3,313 3,130 1,526 4,720 1,339
Changes from: February 8, 2022 Total Change is: 3,734
-408 338 -6 -54 13 0 3,400 1,673 14 78 1,300 248 462 154
Percent of Open Interest Represented by Each Category of Trader
0.9 2.0 0.0 1.1 0.5 0.0 38.3 59.2 2.2 19.9 18.8 9.2 28.3 8.0
Number of Traders in Each Category Total Traders: 125
. . 0 4 . 0 19 10 6 69 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 3,539
Positions
115 92 54 0 135 15 853 2,065 168 1,332 421 21 981 568
Changes from: February 8, 2022 Total Change is: 277
1 -30 -18 0 38 -1 457 21 -128 9 287 -49 6 157
Percent of Open Interest Represented by Each Category of Trader
3.2 2.6 1.5 0.0 3.8 0.4 24.1 58.3 4.7 37.6 11.9 0.6 27.7 16.0
Number of Traders in Each Category Total Traders: 45
. . . 0 . . 13 16 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 15, 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 28,261
Positions
304 873 0 88 0 0 15,307 22,309 0 10,866 4,723 0 1,696 356
Changes from: February 8, 2022 Total Change is: -2,505
-1,889 873 0 0 0 0 -752 -3,270 0 148 -82 -36 24 10
Percent of Open Interest Represented by Each Category of Trader
1.1 3.1 0.0 0.3 0.0 0.0 54.2 78.9 0.0 38.4 16.7 0.0 6.0 1.3
Number of Traders in Each Category Total Traders: 110
. . 0 . 0 0 6 6 0 79 15 0
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Traders in Financial Futures - Futures Only Positions as of February 15, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,283
Positions
6,034 42,409 0 19,292 990 561 12,566 6,214 1,707 6,173 614 53 7,897 1,735
Changes from: February 8, 2022 Total Change is: 680
300 0 0 -438 -45 -3 420 492 332 975 -89 38 -944 -45
Percent of Open Interest Represented by Each Category of Trader
11.1 78.1 0.0 35.5 1.8 1.0 23.1 11.4 3.1 11.4 1.1 0.1 14.5 3.2
Number of Traders in Each Category Total Traders: 121
. . 0 20 . 4 36 14 6 39 6 .
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Traders in Financial Futures - Futures Only Positions as of February 15, 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 287,622
Positions
35,754 15,716 20,531 79,874 35,854 32,936 25,932 81,690 53,177 8,164 10,090 10,273 20,981 27,355
Changes from: February 8, 2022 Total Change is: -5,982
1,316 2,391 -219 5,091 -12,114 -5,507 -8,551 1,991 -4,688 -775 7,377 5,955 1,396 -1,168
Percent of Open Interest Represented by Each Category of Trader
12.4 5.5 7.1 27.8 12.5 11.5 9.0 28.4 18.5 2.8 3.5 3.6 7.3 9.5
Number of Traders in Each Category Total Traders: 171
17 14 20 19 27 22 32 35 48 9 11 12
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Traders in Financial Futures - Futures Only Positions as of February 15, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 49,477
Positions
1,760 15,045 0 38,010 0 1,209 805 33,093 8 6,983 24 2 700 96
Changes from: February 8, 2022 Total Change is: 3,986
-4 33 -33 3,903 0 0 188 3,932 8 -79 24 -27 30 49
Percent of Open Interest Represented by Each Category of Trader
3.6 30.4 0.0 76.8 0.0 2.4 1.6 66.9 0.0 14.1 0.0 0.0 1.4 0.2
Number of Traders in Each Category Total Traders: 44
. 4 0 16 0 . 6 7 . 8 . .
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Updated February 18, 2022