Traders in Financial Futures - Futures Only Positions as of February 22, 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 140,305
Positions
25,262 33,956 639 43,237 35,672 4,450 16,757 31,177 5,631 11,431 772 2,571 30,327 25,437
Changes from: February 15, 2022 Total Change is: -4,510
-1,331 704 65 -124 -7,420 202 -6,366 1,183 499 302 -42 203 2,040 96
Percent of Open Interest Represented by Each Category of Trader
18.0 24.2 0.5 30.8 25.4 3.2 11.9 22.2 4.0 8.1 0.6 1.8 21.6 18.1
Number of Traders in Each Category Total Traders: 106
. 12 . 19 18 5 19 24 16 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 47,339
Positions
27,460 1,802 0 3,220 13,703 1,893 5,027 11,593 48 0 486 0 9,691 17,814
Changes from: February 15, 2022 Total Change is: 1,817
290 63 0 280 -44 65 147 1,748 -2 0 0 0 1,037 -13
Percent of Open Interest Represented by Each Category of Trader
58.0 3.8 0.0 6.8 28.9 4.0 10.6 24.5 0.1 0.0 1.0 0.0 20.5 37.6
Number of Traders in Each Category Total Traders: 48
6 4 0 5 14 6 6 12 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 188,443
Positions
64,743 39,705 3,618 47,671 66,137 4,372 32,818 29,511 9,025 2,042 7,660 0 24,154 28,415
Changes from: February 15, 2022 Total Change is: -6,859
-909 -4,240 292 -1,297 -3,182 212 -5,491 575 437 0 0 0 -103 -953
Percent of Open Interest Represented by Each Category of Trader
34.4 21.1 1.9 25.3 35.1 2.3 17.4 15.7 4.8 1.1 4.1 0.0 12.8 15.1
Number of Traders in Each Category Total Traders: 118
5 9 4 17 28 12 25 26 18 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 194,169
Positions
104,610 12,670 315 47,020 82,704 4,442 14,018 52,348 3,779 2,104 737 0 17,881 37,174
Changes from: February 15, 2022 Total Change is: -5,256
-8,905 2,343 -104 -966 -2,092 94 5,370 -4,181 597 -250 -20 0 -1,092 -1,893
Percent of Open Interest Represented by Each Category of Trader
53.9 6.5 0.2 24.2 42.6 2.3 7.2 27.0 1.9 1.1 0.4 0.0 9.2 19.1
Number of Traders in Each Category Total Traders: 118
9 5 5 17 28 13 19 33 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 696,682
Positions
41,363 383,445 3,687 411,663 119,281 30,292 50,013 80,598 13,699 49,920 8,379 6,711 89,334 50,590
Changes from: February 15, 2022 Total Change is: -5,365
-424 9,607 496 -5,655 -6,250 1,130 -2,378 -10,815 2,132 -897 -628 17 214 -1,054
Percent of Open Interest Represented by Each Category of Trader
5.9 55.0 0.5 59.1 17.1 4.3 7.2 11.6 2.0 7.2 1.2 1.0 12.8 7.3
Number of Traders in Each Category Total Traders: 325
18 15 11 109 41 46 48 44 31 35 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 31,941
Positions
994 12,365 0 14,754 5,645 3,326 466 4,127 1 0 0 0 12,400 6,477
Changes from: February 15, 2022 Total Change is: -358
0 0 0 -55 -634 73 0 108 1 0 0 0 -377 94
Percent of Open Interest Represented by Each Category of Trader
3.1 38.7 0.0 46.2 17.7 10.4 1.5 12.9 0.0 0.0 0.0 0.0 38.8 20.3
Number of Traders in Each Category Total Traders: 27
. . 0 16 6 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 24,307
Positions
10,782 655 0 4,255 14,254 1,371 0 3,882 0 0 0 0 7,899 4,145
Changes from: February 15, 2022 Total Change is: -149
6 7 0 -1 -546 4 0 203 0 0 0 0 -158 183
Percent of Open Interest Represented by Each Category of Trader
44.4 2.7 0.0 17.5 58.6 5.6 0.0 16.0 0.0 0.0 0.0 0.0 32.5 17.1
Number of Traders in Each Category Total Traders: 21
. . 0 . 10 4 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 192,579
Positions
112,472 18,529 735 41,501 91,131 3,389 8,601 41,079 5,805 1,617 1,460 0 18,459 30,451
Changes from: February 15, 2022 Total Change is: 1
-589 645 -25 2,713 318 -49 -1,164 -828 -105 467 290 0 -1,247 -245
Percent of Open Interest Represented by Each Category of Trader
58.4 9.6 0.4 21.6 47.3 1.8 4.5 21.3 3.0 0.8 0.8 0.0 9.6 15.8
Number of Traders in Each Category Total Traders: 93
7 7 . 14 22 5 6 32 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 38,673
Positions
471 30,428 0 19,364 200 3,129 10,111 1,206 1 3,445 2,093 0 2,152 1,616
Changes from: February 15, 2022 Total Change is: -287
-18 -122 0 -2,316 200 0 2,480 -1,461 1 126 1,116 -12 -548 -9
Percent of Open Interest Represented by Each Category of Trader
1.2 78.7 0.0 50.1 0.5 8.1 26.1 3.1 0.0 8.9 5.4 0.0 5.6 4.2
Number of Traders in Each Category Total Traders: 48
. 4 0 5 . . 17 4 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 171,299
Positions
639 74,625 520 96,229 8,706 245 60,888 56,952 803 4,825 26,511 59 7,091 2,878
Changes from: February 15, 2022 Total Change is: 20,201
124 15,858 -10 13,408 1,838 -646 7,642 2,510 69 -1,223 878 -4 841 -292
Percent of Open Interest Represented by Each Category of Trader
0.4 43.6 0.3 56.2 5.1 0.1 35.5 33.2 0.5 2.8 15.5 0.0 4.1 1.7
Number of Traders in Each Category Total Traders: 174
. 11 . 20 13 4 64 28 10 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 94,577
Positions
366 17,850 26,348 45,573 1,259 375 14,948 45,663 22 2,404 1,155 0 4,541 1,905
Changes from: February 15, 2022 Total Change is: 27,289
122 100 26,348 92 54 100 1,026 1,042 -732 -113 102 0 446 275
Percent of Open Interest Represented by Each Category of Trader
0.4 18.9 27.9 48.2 1.3 0.4 15.8 48.3 0.0 2.5 1.2 0.0 4.8 2.0
Number of Traders in Each Category Total Traders: 73
. . . 14 . . 21 12 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 56,636
Positions
31,496 1,210 0 1,037 27,128 331 19,827 19,702 1,204 100 2,063 33 2,608 4,965
Changes from: February 15, 2022 Total Change is: -7,469
-64 -554 0 -648 -1,387 192 -7,111 -5,476 292 100 24 0 -230 -560
Percent of Open Interest Represented by Each Category of Trader
55.6 2.1 0.0 1.8 47.9 0.6 35.0 34.8 2.1 0.2 3.6 0.1 4.6 8.8
Number of Traders in Each Category Total Traders: 101
10 . 0 4 26 . 23 27 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 21,659
Positions
3,827 0 0 12,787 1,830 0 2,692 17,047 812 258 465 0 1,283 1,505
Changes from: February 15, 2022 Total Change is: 1,864
-37 0 0 950 -89 0 464 1,704 274 2 0 0 211 -25
Percent of Open Interest Represented by Each Category of Trader
17.7 0.0 0.0 59.0 8.4 0.0 12.4 78.7 3.7 1.2 2.1 0.0 5.9 6.9
Number of Traders in Each Category Total Traders: 30
. 0 0 . 4 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 39,796
Positions
15,006 11,361 660 5,739 3,961 392 8,372 5,736 1,573 726 10,206 0 7,329 5,909
Changes from: February 15, 2022 Total Change is: -900
-610 -1,413 -33 -54 1,431 -60 73 72 147 -408 -713 -18 62 -315
Percent of Open Interest Represented by Each Category of Trader
37.7 28.5 1.7 14.4 10.0 1.0 21.0 14.4 4.0 1.8 25.6 0.0 18.4 14.8
Number of Traders in Each Category Total Traders: 97
17 10 . 18 8 9 23 13 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 79,592
Positions
30,012 22,721 1,319 11,478 7,922 783 16,744 11,472 3,146 1,452 20,411 0 14,658 11,818
Changes from: February 15, 2022 Total Change is: -1,800
-1,220 -2,826 -65 -107 2,862 -119 145 144 294 -816 -1,425 -36 124 -629
Percent of Open Interest Represented by Each Category of Trader
37.7 28.5 1.7 14.4 10.0 1.0 21.0 14.4 4.0 1.8 25.6 0.0 18.4 14.8
Number of Traders in Each Category Total Traders: 97
17 10 . 18 8 9 23 13 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 42,840
Positions
15,651 26,725 1 21,317 9,808 1,198 2,373 4,232 0 0 0 0 2,300 876
Changes from: February 15, 2022 Total Change is: -68
-208 134 1 312 -100 0 106 -112 0 0 0 0 -279 9
Percent of Open Interest Represented by Each Category of Trader
36.5 62.4 0.0 49.8 22.9 2.8 5.5 9.9 0.0 0.0 0.0 0.0 5.4 2.0
Number of Traders in Each Category Total Traders: 36
6 5 . 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 474,833
Positions
38,746 125,219 12,898 202,480 102,984 60,929 64,825 50,142 9,681 33,414 61,741 1,031 50,828 50,208
Changes from: February 15, 2022 Total Change is: 20,780
4,135 8,917 1,732 3,758 7,700 4,469 6,346 -2,232 534 -707 -2,333 291 222 1,702
Percent of Open Interest Represented by Each Category of Trader
8.2 26.4 2.7 42.6 21.7 12.8 13.7 10.6 2.0 7.0 13.0 0.2 10.7 10.6
Number of Traders in Each Category Total Traders: 520
29 41 23 156 87 106 73 75 59 36 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 19,538
Positions
7,204 17,607 0 6,734 750 0 2,741 0 0 0 0 0 2,859 1,181
Changes from: February 15, 2022 Total Change is: 990
-2,306 1,382 0 2,292 0 0 129 -435 0 0 0 0 875 43
Percent of Open Interest Represented by Each Category of Trader
36.9 90.1 0.0 34.5 3.8 0.0 14.0 0.0 0.0 0.0 0.0 0.0 14.6 6.0
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 38,817
Positions
16,870 36,257 0 14,046 0 0 4,367 1,855 0 200 0 0 3,334 705
Changes from: February 15, 2022 Total Change is: -1,035
-1,385 -1,004 0 -315 0 0 695 222 0 200 0 0 -230 -253
Percent of Open Interest Represented by Each Category of Trader
43.5 93.4 0.0 36.2 0.0 0.0 11.3 4.8 0.0 0.5 0.0 0.0 8.6 1.8
Number of Traders in Each Category Total Traders: 39
. 13 0 15 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 2,374,165
Positions
193,729 626,093 64,492 1,012,399 514,919 304,647 324,127 250,709 48,407 167,071 308,703 5,155 254,138 251,040
Changes from: February 15, 2022 Total Change is: 103,902
20,676 44,584 8,662 18,792 38,502 22,345 31,728 -11,162 2,670 -3,534 -11,663 1,454 1,109 8,510
Percent of Open Interest Represented by Each Category of Trader
8.2 26.4 2.7 42.6 21.7 12.8 13.7 10.6 2.0 7.0 13.0 0.2 10.7 10.6
Number of Traders in Each Category Total Traders: 520
29 41 23 156 87 106 73 75 59 36 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 30,579
Positions
17,812 26,717 0 6,881 605 661 2,101 1,140 7 0 0 0 3,117 1,449
Changes from: February 15, 2022 Total Change is: 602
503 -282 0 -275 45 0 277 -107 0 0 0 0 97 946
Percent of Open Interest Represented by Each Category of Trader
58.2 87.4 0.0 22.5 2.0 2.2 6.9 3.7 0.0 0.0 0.0 0.0 10.2 4.7
Number of Traders in Each Category Total Traders: 34
7 6 0 13 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 21,850
Positions
6,294 21,121 0 11,384 0 0 1,292 0 0 0 0 0 2,880 729
Changes from: February 15, 2022 Total Change is: 360
329 490 0 -4 0 0 117 -244 0 0 0 0 -82 114
Percent of Open Interest Represented by Each Category of Trader
28.8 96.7 0.0 52.1 0.0 0.0 5.9 0.0 0.0 0.0 0.0 0.0 13.2 3.3
Number of Traders in Each Category Total Traders: 21
5 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 16,776
Positions
5,538 12,899 0 6,568 2,326 436 2,175 0 17 0 0 0 2,042 1,098
Changes from: February 15, 2022 Total Change is: 78
-203 -1 0 120 0 -2 104 0 0 0 0 0 59 81
Percent of Open Interest Represented by Each Category of Trader
33.0 76.9 0.0 39.2 13.9 2.6 13.0 0.0 0.1 0.0 0.0 0.0 12.2 6.5
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 22, 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 196,441
Positions
64,337 11,159 0 17,104 3,745 170 21,882 149,544 1,815 8,274 0 0 82,859 30,008
Changes from: February 15, 2022 Total Change is: 12,546
6,667 2,074 0 114 0 0 -15,012 11,773 -1,333 469 0 0 21,641 32
Percent of Open Interest Represented by Each Category of Trader
32.8 5.7 0.0 8.7 1.9 0.1 11.1 76.1 0.9 4.2 0.0 0.0 42.2 15.3
Number of Traders in Each Category Total Traders: 25
. . 0 6 . . 5 8 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 47,871
Positions
17,944 3,805 3 18,113 33,301 2,715 2,140 2,776 270 0 0 0 6,686 5,001
Changes from: February 15, 2022 Total Change is: 1,143
640 -2 -13 366 1,990 -40 722 -587 -2 0 -512 0 -530 309
Percent of Open Interest Represented by Each Category of Trader
37.5 7.9 0.0 37.8 69.6 5.7 4.5 5.8 0.6 0.0 0.0 0.0 14.0 10.4
Number of Traders in Each Category Total Traders: 70
6 6 . 25 21 10 5 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 51,586
Positions
13,978 10,736 244 12,921 13,427 1,039 11,333 11,571 935 3,414 4,246 19 7,702 9,368
Changes from: February 15, 2022 Total Change is: 4,397
1,722 2,382 10 249 1,304 143 -340 901 89 1,522 -34 -3 1,005 -395
Percent of Open Interest Represented by Each Category of Trader
27.1 20.8 0.5 25.0 26.0 2.0 22.0 22.4 1.8 6.6 8.2 0.0 14.9 18.2
Number of Traders in Each Category Total Traders: 317
31 17 8 54 56 39 43 64 22 21 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 257,929
Positions
69,890 53,680 1,220 64,606 67,136 5,197 56,665 57,857 4,676 17,072 21,229 95 38,508 46,839
Changes from: February 15, 2022 Total Change is: 21,984
8,612 11,911 48 1,243 6,520 715 -1,700 4,505 447 7,608 -172 -13 5,024 -1,977
Percent of Open Interest Represented by Each Category of Trader
27.1 20.8 0.5 25.0 26.0 2.0 22.0 22.4 1.8 6.6 8.2 0.0 14.9 18.2
Number of Traders in Each Category Total Traders: 317
31 17 8 54 56 39 43 64 22 21 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 165,978
Positions
1,939 14,252 0 1,693 689 0 87,867 123,931 4,327 4,024 1,117 10 66,118 21,652
Changes from: February 15, 2022 Total Change is: 261
1,125 -1,521 0 259 167 0 203 4,835 -1,088 719 653 10 -967 -2,795
Percent of Open Interest Represented by Each Category of Trader
1.2 8.6 0.0 1.0 0.4 0.0 52.9 74.7 2.6 2.4 0.7 0.0 39.8 13.0
Number of Traders in Each Category Total Traders: 42
4 . 0 4 . 0 10 12 7 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 509,340
Positions
139,224 49,417 2,631 197,815 208,449 55,430 73,149 119,343 4,831 10,192 43,187 666 25,402 25,386
Changes from: February 15, 2022 Total Change is: 13,822
335 8,582 -220 2,160 8,597 -515 11,384 3,301 -3,194 4,008 -2,891 140 -276 22
Percent of Open Interest Represented by Each Category of Trader
27.3 9.7 0.5 38.8 40.9 10.9 14.4 23.4 0.9 2.0 8.5 0.1 5.0 5.0
Number of Traders in Each Category Total Traders: 357
33 17 7 88 70 57 40 82 24 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 30,976
Positions
6,860 29,289 0 19,545 457 0 2,900 843 0 0 0 0 1,671 387
Changes from: February 15, 2022 Total Change is: 49
-170 213 0 1,024 0 0 7 0 0 0 0 0 -812 -164
Percent of Open Interest Represented by Each Category of Trader
22.1 94.6 0.0 63.1 1.5 0.0 9.4 2.7 0.0 0.0 0.0 0.0 5.4 1.2
Number of Traders in Each Category Total Traders: 32
. 8 0 16 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 14,052
Positions
637 6,210 0 9,504 1,074 25 644 2,234 3 202 1,311 0 3,037 3,195
Changes from: February 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.5 44.2 0.0 67.6 7.6 0.2 4.6 15.9 0.0 1.4 9.3 0.0 21.6 22.7
Number of Traders in Each Category Total Traders: 22
. . 0 10 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 54,467
Positions
14,704 5,453 691 15,371 5,824 360 8,406 10,427 42 9,019 232 0 5,874 31,438
Changes from: February 15, 2022 Total Change is: 4,051
1,478 1,510 2 735 545 -57 1,229 -1,797 38 620 232 0 6 3,578
Percent of Open Interest Represented by Each Category of Trader
27.0 10.0 1.3 28.2 10.7 0.7 15.4 19.1 0.1 16.6 0.4 0.0 10.8 57.7
Number of Traders in Each Category Total Traders: 70
10 8 . 12 7 5 10 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 389,340
Positions
40,203 187,241 2,732 263,820 107,451 42,911 15,673 17,356 1,383 11,730 22,919 1,155 9,733 6,192
Changes from: February 15, 2022 Total Change is: 12,592
31 10,742 465 10,109 6,182 -1,181 2,943 -1,420 158 533 -2,138 -49 -417 -167
Percent of Open Interest Represented by Each Category of Trader
10.3 48.1 0.7 67.8 27.6 11.0 4.0 4.5 0.4 3.0 5.9 0.3 2.5 1.6
Number of Traders in Each Category Total Traders: 199
15 12 5 75 48 35 20 13 7 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 1,114,013
Positions
120,023 517,409 4,132 688,221 334,109 115,948 87,371 66,397 6,766 60,898 45,936 929 29,725 22,387
Changes from: February 15, 2022 Total Change is: 20,294
-6,264 8,261 1,216 17,043 -2,279 -6,077 2,289 5,296 414 8,291 10,414 -70 3,452 3,119
Percent of Open Interest Represented by Each Category of Trader
10.8 46.4 0.4 61.8 30.0 10.4 7.8 6.0 0.6 5.5 4.1 0.1 2.7 2.0
Number of Traders in Each Category Total Traders: 413
26 20 8 147 80 84 55 37 26 28 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 209,303
Positions
15,899 166,460 20,996 16,932 5,885 667 138,928 805 14,117 1,453 302 0 311 71
Changes from: February 15, 2022 Total Change is: -234
-50 482 -709 -48 0 48 2,620 0 -64 -3 0 0 -2,028 9
Percent of Open Interest Represented by Each Category of Trader
7.6 79.5 10.0 8.1 2.8 0.3 66.4 0.4 6.7 0.7 0.1 0.0 0.1 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 22, 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 1,223,515
Positions
7,222 100,654 8,206 539,488 257,996 262,540 107,635 303,875 37,813 86,499 49,788 95 174,017 202,548
Changes from: February 15, 2022 Total Change is: -15,675
1,762 5,440 4,446 -770 -13,170 -6,068 -18,823 -21,734 -956 484 1,651 -605 4,855 15,321
Percent of Open Interest Represented by Each Category of Trader
0.6 8.2 0.7 44.1 21.1 21.5 8.8 24.8 3.1 7.1 4.1 0.0 14.2 16.6
Number of Traders in Each Category Total Traders: 180
4 15 8 64 33 61 18 32 27 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 1,345,909
Positions
39,551 75,813 7,876 702,658 245,722 205,324 92,818 624,437 53,494 84,124 9,777 130 159,934 123,336
Changes from: February 15, 2022 Total Change is: 31,239
-183 -1,575 7,311 -12,173 -4,674 3,861 2,653 7,134 24,433 2,393 -3,105 8 2,936 -2,154
Percent of Open Interest Represented by Each Category of Trader
2.9 5.6 0.6 52.2 18.3 15.3 6.9 46.4 4.0 6.3 0.7 0.0 11.9 9.2
Number of Traders in Each Category Total Traders: 152
5 11 9 70 24 61 10 21 15 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 2,163,983
Positions
125,646 159,251 34,373 816,903 516,302 478,922 354,088 287,236 177,786 19,097 254,848 6,500 150,668 248,765
Changes from: February 15, 2022 Total Change is: -43,309
-12,068 8,144 17,230 -38,425 -70,157 -6,475 -25,454 -41,583 14,168 -1,892 -3,849 1,249 8,358 37,964
Percent of Open Interest Represented by Each Category of Trader
5.8 7.4 1.6 37.7 23.9 22.1 16.4 13.3 8.2 0.9 11.8 0.3 7.0 11.5
Number of Traders in Each Category Total Traders: 344
23 35 17 83 58 83 47 55 41 6 37 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 4,083,463
Positions
96,810 148,431 57,927 1,526,909 1,318,657 785,816 836,192 520,178 283,028 91,158 305,717 20,448 385,175 643,261
Changes from: February 15, 2022 Total Change is: -40,282
-19,727 -50,593 29,649 -21,229 -57,806 -5,647 -137,935 18,648 61,767 -13,762 -98,602 -3,831 70,433 66,133
Percent of Open Interest Represented by Each Category of Trader
2.4 3.6 1.4 37.4 32.3 19.2 20.5 12.7 6.9 2.2 7.5 0.5 9.4 15.8
Number of Traders in Each Category Total Traders: 417
20 31 26 81 111 117 46 82 67 18 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 1,466,298
Positions
93,552 24,693 6,407 416,561 587,416 221,675 367,325 182,333 110,545 109,438 55,970 72 140,723 277,187
Changes from: February 15, 2022 Total Change is: 14,072
-6,917 2,311 -1,247 -2,412 -19,425 19,080 -22,841 -205 9,489 846 -5,742 5 18,069 9,806
Percent of Open Interest Represented by Each Category of Trader
6.4 1.7 0.4 28.4 40.1 15.1 25.1 12.4 7.5 7.5 3.8 0.0 9.6 18.9
Number of Traders in Each Category Total Traders: 162
7 7 7 27 60 57 24 19 25 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 4,295,789
Positions
71,540 187,805 74,139 2,100,323 915,508 761,874 334,182 1,214,982 281,949 244,577 296,188 17,543 409,662 545,801
Changes from: February 15, 2022 Total Change is: 211,498
-19,863 -1,513 50,196 68,620 -87,560 -3,867 -74,096 137,782 51,676 -18,811 -1,523 15,904 141,739 50,403
Percent of Open Interest Represented by Each Category of Trader
1.7 4.4 1.7 48.9 21.3 17.7 7.8 28.3 6.6 5.7 6.9 0.4 9.5 12.7
Number of Traders in Each Category Total Traders: 338
13 34 18 73 78 98 23 78 43 12 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 2,062,168
Positions
266,267 429,837 826,926 7,823 31,247 15,341 398,374 228,442 448,680 43,804 12,039 4,203 50,750 65,453
Changes from: February 15, 2022 Total Change is: 62,608
11,346 41,069 15,936 -18,313 1,887 4,795 33,320 -15,030 -7,582 963 3,994 636 21,507 16,903
Percent of Open Interest Represented by Each Category of Trader
12.9 20.8 40.1 0.4 1.5 0.7 19.3 11.1 21.8 2.1 0.6 0.2 2.5 3.2
Number of Traders in Each Category Total Traders: 140
26 38 55 . 4 4 18 32 40 11 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 is11,350,313
Positions
3,738,825 1,020,680 1,878,758 1,037,165 1,054,029 434,801 940,597 2,904,726 2,548,516 34,475 324,328 215,022 522,154 969,453
Changes from: February 15, 2022 Total Change is: 351,506
39,298 8,052 66,594 4,589 -35,715 33,171 67,286 133,941 56,330 -5,541 -9,731 -2,203 91,982 101,067
Percent of Open Interest Represented by Each Category of Trader
32.9 9.0 16.6 9.1 9.3 3.8 8.3 25.6 22.5 0.3 2.9 1.9 4.6 8.5
Number of Traders in Each Category Total Traders: 243
31 37 61 11 22 22 29 83 87 6 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 3,107,751
Positions
911,945 376,643 1,091,178 31,587 151,083 87,832 192,867 653,800 697,355 62,061 17,109 7,432 25,494 25,319
Changes from: February 15, 2022 Total Change is: 139,497
74,579 -25,919 41,892 -1,729 -2,257 -1,105 -5,166 102,288 11,278 4,377 1,070 -5,030 20,401 17,280
Percent of Open Interest Represented by Each Category of Trader
29.3 12.1 35.1 1.0 4.9 2.8 6.2 21.0 22.4 2.0 0.6 0.2 0.8 0.8
Number of Traders in Each Category Total Traders: 241
45 52 84 10 13 11 41 35 64 16 21 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 391,440
Positions
131,324 123,668 92,410 27,698 13,908 8,759 89,091 111,046 40,029 1,302 776 566 261 278
Changes from: February 15, 2022 Total Change is: 26,094
-13,712 15,659 12,810 108 4,091 268 25,968 -8,004 1,177 -340 256 -277 92 114
Percent of Open Interest Represented by Each Category of Trader
33.5 31.6 23.6 7.1 3.6 2.2 22.8 28.4 10.2 0.3 0.2 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 121
22 35 32 . . . 29 23 30 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 75,443
Positions
0 4,232 0 0 1,681 0 6,311 14,610 49,615 19,517 5,250 0 0 55
Changes from: February 15, 2022 Total Change is: -744
0 195 0 0 8 0 206 -946 0 -950 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 5.6 0.0 0.0 2.2 0.0 8.4 19.4 65.8 25.9 7.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 22
0 6 0 0 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 51,829
Positions
12,686 219 9,446 0 0 0 8,042 1,110 21,409 0 19,377 246 0 22
Changes from: February 15, 2022 Total Change is: -276
-893 79 250 0 0 0 367 0 0 0 -606 0 0 1
Percent of Open Interest Represented by Each Category of Trader
24.5 0.4 18.2 0.0 0.0 0.0 15.5 2.1 41.3 0.0 37.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 5 . . 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,007
Positions
335 317 0 6,025 821 2 1,365 7,243 391 1,098 981 453 1,338 799
Changes from: February 15, 2022 Total Change is: 361
-20 -36 -70 -93 103 -20 262 847 -123 -2 -656 453 -26 -137
Percent of Open Interest Represented by Each Category of Trader
3.0 2.9 0.0 54.7 7.5 0.0 12.4 65.8 3.6 10.0 8.9 4.1 12.2 7.3
Number of Traders in Each Category Total Traders: 83
. . 0 7 5 . 19 36 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 16,623
Positions
797 998 32 162 92 0 4,978 8,483 964 3,708 2,869 1,718 4,264 1,467
Changes from: February 15, 2022 Total Change is: -40
639 660 32 -20 1 0 -1,412 -1,382 590 395 -261 192 -456 128
Percent of Open Interest Represented by Each Category of Trader
4.8 6.0 0.2 1.0 0.6 0.0 29.9 51.0 5.8 22.3 17.3 10.3 25.7 8.8
Number of Traders in Each Category Total Traders: 127
4 . . 4 . 0 17 11 6 64 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 22, 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 3,782
Positions
112 0 36 0 182 15 992 2,442 384 1,274 71 88 881 564
Changes from: February 15, 2022 Total Change is: 243
-3 -92 -18 0 47 0 139 377 216 -58 -350 67 -100 -4
Percent of Open Interest Represented by Each Category of Trader
3.0 0.0 1.0 0.0 4.8 0.4 26.2 64.6 10.2 33.7 1.9 2.3 23.3 14.9
Number of Traders in Each Category Total Traders: 42
. 0 . 0 . . 12 19 5 5 . .
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Traders in Financial Futures - Futures Only Positions as of February 22, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 33,643
Positions
551 12,227 0 88 0 0 16,977 12,347 3,923 10,559 4,819 5 1,540 322
Changes from: February 15, 2022 Total Change is: 5,382
247 11,354 0 0 0 0 1,670 -9,962 3,923 -307 96 5 -156 -34
Percent of Open Interest Represented by Each Category of Trader
1.6 36.3 0.0 0.3 0.0 0.0 50.5 36.7 11.7 31.4 14.3 0.0 4.6 1.0
Number of Traders in Each Category Total Traders: 106
. . 0 . 0 0 8 5 . 73 17 .
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Traders in Financial Futures - Futures Only Positions as of February 22, 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 54,922
Positions
7,634 42,459 0 19,036 1,267 562 13,601 6,547 1,706 5,351 633 63 6,969 1,685
Changes from: February 15, 2022 Total Change is: 639
1,600 50 0 -256 277 1 1,035 333 -1 -822 19 10 -928 -50
Percent of Open Interest Represented by Each Category of Trader
13.9 77.3 0.0 34.7 2.3 1.0 24.8 11.9 3.1 9.7 1.2 0.1 12.7 3.1
Number of Traders in Each Category Total Traders: 112
. . 0 19 4 4 36 14 6 29 6 .
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Traders in Financial Futures - Futures Only Positions as of February 22, 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 271,157
Positions
37,895 24,310 16,260 87,797 30,503 31,673 24,520 83,634 37,260 7,229 11,314 6,514 22,009 29,689
Changes from: February 15, 2022 Total Change is: -16,465
2,141 8,594 -4,271 7,923 -5,351 -1,263 -1,412 1,944 -15,917 -935 1,224 -3,759 1,028 2,334
Percent of Open Interest Represented by Each Category of Trader
14.0 9.0 6.0 32.4 11.2 11.7 9.0 30.8 13.7 2.7 4.2 2.4 8.1 10.9
Number of Traders in Each Category Total Traders: 166
13 15 14 21 24 22 32 36 44 6 13 11
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Traders in Financial Futures - Futures Only Positions as of February 22, 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 41,602
Positions
1,760 14,957 88 29,659 0 1,458 805 24,949 0 7,035 52 27 770 71
Changes from: February 15, 2022 Total Change is: -7,875
0 -88 88 -8,351 0 249 0 -8,144 -8 52 28 25 70 -25
Percent of Open Interest Represented by Each Category of Trader
4.2 36.0 0.2 71.3 0.0 3.5 1.9 60.0 0.0 16.9 0.1 0.1 1.9 0.2
Number of Traders in Each Category Total Traders: 46
. 4 . 16 0 5 6 7 0 9 . .
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Updated February 25, 2022