Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 143,507
Positions
25,621 37,447 639 39,894 34,384 5,966 18,639 32,712 6,193 13,715 772 2,023 30,817 23,371
Changes from: February 22, 2022 Total Change is: 3,202
359 3,491 0 -3,343 -1,288 1,516 1,882 1,535 562 2,284 0 -548 490 -2,066
Percent of Open Interest Represented by Each Category of Trader
17.9 26.1 0.4 27.8 24.0 4.2 13.0 22.8 4.3 9.6 0.5 1.4 21.5 16.3
Number of Traders in Each Category Total Traders: 109
4 12 . 18 21 6 17 25 14 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 47,273
Positions
28,231 2,083 0 4,850 13,636 1,625 2,078 13,340 362 0 486 0 10,127 15,741
Changes from: February 22, 2022 Total Change is: -66
771 281 0 1,630 -67 -268 -2,949 1,747 314 0 0 0 436 -2,073
Percent of Open Interest Represented by Each Category of Trader
59.7 4.4 0.0 10.3 28.8 3.4 4.4 28.2 0.8 0.0 1.0 0.0 21.4 33.3
Number of Traders in Each Category Total Traders: 45
5 4 0 4 14 5 4 13 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 211,869
Positions
85,693 44,116 3,366 32,925 75,242 4,830 49,643 30,314 10,364 2,042 6,839 455 22,551 36,343
Changes from: February 22, 2022 Total Change is: 23,426
20,950 4,411 -252 -14,746 9,105 458 16,825 803 1,339 0 -821 455 -1,603 7,928
Percent of Open Interest Represented by Each Category of Trader
40.4 20.8 1.6 15.5 35.5 2.3 23.4 14.3 4.9 1.0 3.2 0.2 10.6 17.2
Number of Traders in Each Category Total Traders: 124
6 8 4 12 31 13 30 30 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 208,629
Positions
96,451 14,239 5,034 48,095 87,995 4,662 25,299 58,445 4,377 2,304 667 0 22,407 33,210
Changes from: February 22, 2022 Total Change is: 14,460
-8,159 1,569 4,719 1,075 5,291 220 11,281 6,097 598 200 -70 0 4,526 -3,964
Percent of Open Interest Represented by Each Category of Trader
46.2 6.8 2.4 23.1 42.2 2.2 12.1 28.0 2.1 1.1 0.3 0.0 10.7 15.9
Number of Traders in Each Category Total Traders: 119
9 5 6 16 31 15 19 31 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 719,975
Positions
45,213 378,090 2,430 411,611 136,712 32,112 65,510 83,665 17,507 54,537 8,570 6,734 84,321 54,155
Changes from: February 22, 2022 Total Change is: 23,293
3,850 -5,355 -1,257 -52 17,431 1,820 15,497 3,067 3,808 4,617 191 23 -5,013 3,565
Percent of Open Interest Represented by Each Category of Trader
6.3 52.5 0.3 57.2 19.0 4.5 9.1 11.6 2.4 7.6 1.2 0.9 11.7 7.5
Number of Traders in Each Category Total Traders: 329
20 15 11 107 43 45 51 43 32 37 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,732
Positions
989 12,347 0 15,170 5,442 3,449 466 4,914 1 0 0 0 12,657 6,579
Changes from: February 22, 2022 Total Change is: 791
-5 -18 0 416 -203 123 0 787 0 0 0 0 257 102
Percent of Open Interest Represented by Each Category of Trader
3.0 37.7 0.0 46.3 16.6 10.5 1.4 15.0 0.0 0.0 0.0 0.0 38.7 20.1
Number of Traders in Each Category Total Traders: 28
. . 0 16 6 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,769
Positions
10,961 655 0 4,221 17,140 1,409 1,326 1,545 421 0 0 0 7,431 4,599
Changes from: February 22, 2022 Total Change is: 1,462
179 0 0 -34 2,886 38 1,326 -2,337 421 0 0 0 -468 454
Percent of Open Interest Represented by Each Category of Trader
42.5 2.5 0.0 16.4 66.5 5.5 5.1 6.0 1.6 0.0 0.0 0.0 28.8 17.8
Number of Traders in Each Category Total Traders: 20
. . 0 . 11 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 189,667
Positions
110,559 22,819 903 36,621 83,979 3,886 10,467 43,049 5,765 1,601 0 0 19,865 29,266
Changes from: February 22, 2022 Total Change is: -2,912
-1,913 4,290 168 -4,880 -7,152 497 1,866 1,970 -40 -16 -1,460 0 1,406 -1,185
Percent of Open Interest Represented by Each Category of Trader
58.3 12.0 0.5 19.3 44.3 2.0 5.5 22.7 3.0 0.8 0.0 0.0 10.5 15.4
Number of Traders in Each Category Total Traders: 88
6 8 4 13 20 7 10 28 14 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 24,753
Positions
793 18,492 0 8,593 103 3,129 8,988 680 0 2,395 888 0 855 1,461
Changes from: February 22, 2022 Total Change is: -13,920
322 -11,936 0 -10,771 -97 0 -1,123 -526 -1 -1,050 -1,205 0 -1,297 -155
Percent of Open Interest Represented by Each Category of Trader
3.2 74.7 0.0 34.7 0.4 12.6 36.3 2.7 0.0 9.7 3.6 0.0 3.5 5.9
Number of Traders in Each Category Total Traders: 34
. . 0 4 . . 11 4 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 154,664
Positions
835 80,676 505 76,342 11,261 2,105 63,409 30,483 1,100 4,025 25,624 37 6,306 2,873
Changes from: February 22, 2022 Total Change is: -16,635
196 6,051 -15 -19,887 2,555 1,860 2,521 -26,469 297 -800 -887 -22 -785 -5
Percent of Open Interest Represented by Each Category of Trader
0.5 52.2 0.3 49.4 7.3 1.4 41.0 19.7 0.7 2.6 16.6 0.0 4.1 1.9
Number of Traders in Each Category Total Traders: 158
4 10 . 21 14 4 59 22 10 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 70,566
Positions
668 55,127 0 53,299 1,534 375 10,763 10,661 5 1,778 1,078 0 3,678 1,786
Changes from: February 22, 2022 Total Change is: -24,011
302 37,277 -26,348 7,726 275 0 -4,185 -35,002 -17 -626 -77 0 -863 -119
Percent of Open Interest Represented by Each Category of Trader
0.9 78.1 0.0 75.5 2.2 0.5 15.3 15.1 0.0 2.5 1.5 0.0 5.2 2.5
Number of Traders in Each Category Total Traders: 64
. . 0 15 4 . 16 9 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 50,389
Positions
32,500 1,317 0 1,230 23,682 428 12,495 17,982 912 126 1,452 33 2,665 4,583
Changes from: February 22, 2022 Total Change is: -6,247
1,004 107 0 193 -3,446 97 -7,332 -1,720 -292 26 -611 0 57 -382
Percent of Open Interest Represented by Each Category of Trader
64.5 2.6 0.0 2.4 47.0 0.8 24.8 35.7 1.8 0.3 2.9 0.1 5.3 9.1
Number of Traders in Each Category Total Traders: 91
10 . 0 5 22 4 21 25 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 21,726
Positions
3,740 0 0 14,297 1,845 0 1,514 17,107 929 245 465 0 1,001 1,380
Changes from: February 22, 2022 Total Change is: 67
-87 0 0 1,510 15 0 -1,178 60 117 -13 0 0 -282 -125
Percent of Open Interest Represented by Each Category of Trader
17.2 0.0 0.0 65.8 8.5 0.0 7.0 78.7 4.3 1.1 2.1 0.0 4.6 6.4
Number of Traders in Each Category Total Traders: 27
. 0 0 . 4 0 5 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,034
Positions
16,744 8,964 579 5,673 3,580 262 6,833 7,731 777 1,126 10,249 0 7,041 6,893
Changes from: February 22, 2022 Total Change is: -763
1,738 -2,397 -81 -66 -382 -130 -1,540 1,995 -797 400 44 0 -288 984
Percent of Open Interest Represented by Each Category of Trader
42.9 23.0 1.5 14.5 9.2 0.7 17.5 19.8 2.0 2.9 26.3 0.0 18.0 17.7
Number of Traders in Each Category Total Traders: 100
21 9 4 18 9 9 18 15 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 78,067
Positions
33,488 17,928 1,158 11,346 7,159 523 13,665 15,462 1,553 2,252 20,498 0 14,082 13,786
Changes from: February 22, 2022 Total Change is: -1,525
3,476 -4,793 -161 -132 -763 -260 -3,079 3,990 -1,593 800 87 0 -576 1,968
Percent of Open Interest Represented by Each Category of Trader
42.9 23.0 1.5 14.5 9.2 0.7 17.5 19.8 2.0 2.9 26.3 0.0 18.0 17.7
Number of Traders in Each Category Total Traders: 100
21 9 4 18 9 9 18 15 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,476
Positions
17,393 27,586 1 19,243 10,064 1,123 2,302 2,914 0 0 0 0 2,414 788
Changes from: February 22, 2022 Total Change is: -364
1,742 861 0 -2,074 256 -75 -71 -1,318 0 0 0 0 114 -88
Percent of Open Interest Represented by Each Category of Trader
40.9 64.9 0.0 45.3 23.7 2.6 5.4 6.9 0.0 0.0 0.0 0.0 5.7 1.9
Number of Traders in Each Category Total Traders: 33
6 4 . 15 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 477,498
Positions
45,712 103,984 17,854 199,776 107,047 62,211 59,847 64,617 8,587 33,332 61,787 659 49,520 50,753
Changes from: February 22, 2022 Total Change is: 2,665
6,966 -21,235 4,955 -2,704 4,063 1,282 -4,978 14,475 -1,094 -82 46 -372 -1,308 545
Percent of Open Interest Represented by Each Category of Trader
9.6 21.8 3.7 41.8 22.4 13.0 12.5 13.5 1.8 7.0 12.9 0.1 10.4 10.6
Number of Traders in Each Category Total Traders: 538
28 43 25 151 93 108 67 89 59 33 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 19,728
Positions
6,859 17,818 0 8,223 750 0 2,573 0 0 0 0 0 2,073 1,160
Changes from: February 22, 2022 Total Change is: 190
-345 211 0 1,489 0 0 -168 0 0 0 0 0 -786 -21
Percent of Open Interest Represented by Each Category of Trader
34.8 90.3 0.0 41.7 3.8 0.0 13.0 0.0 0.0 0.0 0.0 0.0 10.5 5.9
Number of Traders in Each Category Total Traders: 23
5 8 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 38,720
Positions
15,790 36,212 0 14,130 0 0 5,402 1,527 0 0 0 0 3,398 981
Changes from: February 22, 2022 Total Change is: -97
-1,080 -45 0 84 0 0 1,035 -328 0 -200 0 0 64 276
Percent of Open Interest Represented by Each Category of Trader
40.8 93.5 0.0 36.5 0.0 0.0 14.0 3.9 0.0 0.0 0.0 0.0 8.8 2.5
Number of Traders in Each Category Total Traders: 38
. 12 0 16 0 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,387,492
Positions
228,560 519,918 89,269 998,880 535,235 311,056 299,237 323,083 42,937 166,659 308,934 3,294 247,600 253,766
Changes from: February 22, 2022 Total Change is: 13,327
34,831 -106,175 24,777 -13,519 20,316 6,409 -24,890 72,374 -5,470 -412 231 -1,861 -6,538 2,726
Percent of Open Interest Represented by Each Category of Trader
9.6 21.8 3.7 41.8 22.4 13.0 12.5 13.5 1.8 7.0 12.9 0.1 10.4 10.6
Number of Traders in Each Category Total Traders: 538
28 43 25 151 93 108 67 89 59 33 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,047
Positions
18,651 25,241 0 5,570 1,870 547 2,106 1,175 7 0 0 0 3,166 1,207
Changes from: February 22, 2022 Total Change is: -532
839 -1,476 0 -1,311 1,265 -114 5 35 0 0 0 0 49 -242
Percent of Open Interest Represented by Each Category of Trader
62.1 84.0 0.0 18.5 6.2 1.8 7.0 3.9 0.0 0.0 0.0 0.0 10.5 4.0
Number of Traders in Each Category Total Traders: 30
6 6 0 9 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 22,025
Positions
5,965 21,464 0 11,527 0 0 1,344 0 0 0 0 0 3,189 561
Changes from: February 22, 2022 Total Change is: 175
-329 343 0 143 0 0 52 0 0 0 0 0 309 -168
Percent of Open Interest Represented by Each Category of Trader
27.1 97.5 0.0 52.3 0.0 0.0 6.1 0.0 0.0 0.0 0.0 0.0 14.5 2.5
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,867
Positions
5,021 15,415 0 6,694 0 593 2,029 244 0 0 0 0 2,530 615
Changes from: February 22, 2022 Total Change is: 91
-517 2,516 0 126 -2,326 157 -146 244 -17 0 0 0 488 -483
Percent of Open Interest Represented by Each Category of Trader
29.8 91.4 0.0 39.7 0.0 3.5 12.0 1.4 0.0 0.0 0.0 0.0 15.0 3.6
Number of Traders in Each Category Total Traders: 22
5 9 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 172,757
Positions
71,159 13,766 0 18,136 3,904 46 25,031 96,934 2,435 7,544 0 0 48,406 55,672
Changes from: February 22, 2022 Total Change is: -23,684
6,822 2,607 0 1,032 159 -124 3,149 -52,610 620 -730 0 0 -34,453 25,664
Percent of Open Interest Represented by Each Category of Trader
41.2 8.0 0.0 10.5 2.3 0.0 14.5 56.1 1.4 4.4 0.0 0.0 28.0 32.2
Number of Traders in Each Category Total Traders: 26
. . 0 7 . . 6 7 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 49,574
Positions
19,269 2,550 3 18,520 36,449 2,590 2,399 2,977 467 0 0 0 6,326 4,538
Changes from: February 22, 2022 Total Change is: 1,703
1,325 -1,255 0 407 3,148 -125 259 201 197 0 0 0 -360 -463
Percent of Open Interest Represented by Each Category of Trader
38.9 5.1 0.0 37.4 73.5 5.2 4.8 6.0 0.9 0.0 0.0 0.0 12.8 9.2
Number of Traders in Each Category Total Traders: 75
7 6 . 24 24 11 5 9 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,907
Positions
14,731 10,491 332 13,335 12,818 1,071 10,905 9,124 841 2,191 4,020 14 6,488 11,197
Changes from: February 22, 2022 Total Change is: -1,678
753 -245 88 414 -609 31 -428 -2,448 -95 -1,223 -226 -5 -1,214 1,830
Percent of Open Interest Represented by Each Category of Trader
29.5 21.0 0.7 26.7 25.7 2.1 21.9 18.3 1.7 4.4 8.1 0.0 13.0 22.4
Number of Traders in Each Category Total Traders: 302
32 19 11 55 53 35 37 60 25 18 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 249,537
Positions
73,655 52,456 1,661 66,676 64,091 5,353 54,527 45,619 4,203 10,956 20,099 68 32,438 55,987
Changes from: February 22, 2022 Total Change is: -8,392
3,765 -1,224 441 2,070 -3,045 156 -2,138 -12,238 -473 -6,116 -1,130 -27 -6,070 9,148
Percent of Open Interest Represented by Each Category of Trader
29.5 21.0 0.7 26.7 25.7 2.1 21.9 18.3 1.7 4.4 8.1 0.0 13.0 22.4
Number of Traders in Each Category Total Traders: 302
32 19 11 55 53 35 37 60 25 18 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 172,570
Positions
2,073 16,673 0 1,659 747 0 13,527 124,079 4,857 4,606 2,827 0 145,848 23,387
Changes from: February 22, 2022 Total Change is: 6,592
134 2,421 0 -34 58 0 -74,340 148 530 582 1,710 -10 79,730 1,735
Percent of Open Interest Represented by Each Category of Trader
1.2 9.7 0.0 1.0 0.4 0.0 7.8 71.9 2.8 2.7 1.6 0.0 84.5 13.6
Number of Traders in Each Category Total Traders: 44
4 . 0 4 . 0 9 13 5 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 509,940
Positions
160,488 41,841 5,904 188,067 227,171 52,019 68,248 115,670 2,767 9,659 37,718 648 22,140 26,202
Changes from: February 22, 2022 Total Change is: 600
21,264 -7,576 3,273 -9,748 18,722 -3,411 -4,901 -3,673 -2,064 -533 -5,469 -18 -3,262 816
Percent of Open Interest Represented by Each Category of Trader
31.5 8.2 1.2 36.9 44.5 10.2 13.4 22.7 0.5 1.9 7.4 0.1 4.3 5.1
Number of Traders in Each Category Total Traders: 353
32 15 9 90 69 51 41 83 23 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 30,368
Positions
6,860 28,574 0 19,107 457 0 2,904 849 0 0 0 0 1,497 488
Changes from: February 22, 2022 Total Change is: -608
0 -715 0 -438 0 0 4 6 0 0 0 0 -174 101
Percent of Open Interest Represented by Each Category of Trader
22.6 94.1 0.0 62.9 1.5 0.0 9.6 2.8 0.0 0.0 0.0 0.0 4.9 1.6
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 March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,878
Positions
13,231 5,573 679 15,219 6,966 395 7,352 12,375 466 9,859 201 0 5,677 26,223
Changes from: February 22, 2022 Total Change is: -1,589
-1,473 120 -12 -152 1,142 35 -1,054 1,948 424 840 -31 0 -197 -5,215
Percent of Open Interest Represented by Each Category of Trader
25.0 10.5 1.3 28.8 13.2 0.7 13.9 23.4 0.9 18.6 0.4 0.0 10.7 49.6
Number of Traders in Each Category Total Traders: 64
10 7 . 11 6 5 7 18 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 389,404
Positions
33,241 180,977 3,351 267,525 115,922 41,213 18,259 20,489 1,098 11,752 19,526 1,155 11,810 5,673
Changes from: February 22, 2022 Total Change is: 64
-6,962 -6,264 619 3,705 8,471 -1,698 2,586 3,133 -285 22 -3,393 0 2,077 -519
Percent of Open Interest Represented by Each Category of Trader
8.5 46.5 0.9 68.7 29.8 10.6 4.7 5.3 0.3 3.0 5.0 0.3 3.0 1.5
Number of Traders in Each Category Total Traders: 199
15 13 8 71 51 38 21 13 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,201,390
Positions
121,251 526,893 2,067 740,370 338,817 133,678 80,372 102,191 7,636 85,667 54,984 946 29,403 34,178
Changes from: February 22, 2022 Total Change is: 87,377
1,228 9,484 -2,065 52,149 4,708 17,730 -6,999 35,794 870 24,769 9,048 17 -322 11,791
Percent of Open Interest Represented by Each Category of Trader
10.1 43.9 0.2 61.6 28.2 11.1 6.7 8.5 0.6 7.1 4.6 0.1 2.4 2.8
Number of Traders in Each Category Total Traders: 417
27 19 7 150 81 85 52 44 30 26 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 192,293
Positions
16,733 149,861 21,592 17,126 5,915 557 122,947 805 10,767 1,314 302 0 1,257 2,494
Changes from: February 22, 2022 Total Change is: -17,010
834 -16,599 596 194 30 -110 -15,981 0 -3,350 -139 0 0 946 2,423
Percent of Open Interest Represented by Each Category of Trader
8.7 77.9 11.2 8.9 3.1 0.3 63.9 0.4 5.6 0.7 0.2 0.0 0.7 1.3
Number of Traders in Each Category Total Traders: 78
5 24 13 9 . . 26 . 6 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,113,867
Positions
5,642 109,627 3,874 510,806 246,025 240,778 91,232 269,391 19,515 87,974 46,321 30 154,016 178,306
Changes from: February 22, 2022 Total Change is: -109,648
-1,580 8,973 -4,332 -28,682 -11,971 -21,762 -16,403 -34,484 -18,298 1,475 -3,467 -65 -20,001 -24,242
Percent of Open Interest Represented by Each Category of Trader
0.5 9.8 0.3 45.9 22.1 21.6 8.2 24.2 1.8 7.9 4.2 0.0 13.8 16.0
Number of Traders in Each Category Total Traders: 180
. 18 8 63 34 58 15 35 17 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,266,116
Positions
33,118 42,448 3,390 705,772 252,671 191,658 75,581 629,855 17,193 80,177 6,982 118 159,109 121,801
Changes from: February 22, 2022 Total Change is: -79,793
-6,433 -33,365 -4,486 3,114 6,949 -13,666 -17,237 5,418 -36,301 -3,947 -2,795 -12 -825 -1,535
Percent of Open Interest Represented by Each Category of Trader
2.6 3.4 0.3 55.7 20.0 15.1 6.0 49.7 1.4 6.3 0.6 0.0 12.6 9.6
Number of Traders in Each Category Total Traders: 146
4 8 5 74 25 62 6 19 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,047,626
Positions
129,525 171,400 12,401 817,976 528,204 457,366 377,062 277,436 79,569 17,330 295,289 1,010 155,387 224,951
Changes from: February 22, 2022 Total Change is: -116,357
3,879 12,149 -21,972 1,073 11,902 -21,556 22,974 -9,800 -98,217 -1,767 40,441 -5,490 4,719 -23,814
Percent of Open Interest Represented by Each Category of Trader
6.3 8.4 0.6 39.9 25.8 22.3 18.4 13.5 3.9 0.8 14.4 0.0 7.6 11.0
Number of Traders in Each Category Total Traders: 344
18 39 12 86 58 80 49 53 26 7 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,772,058
Positions
203,254 178,188 14,938 1,478,169 1,382,244 772,265 694,204 462,660 105,973 166,117 298,681 17,396 319,742 539,713
Changes from: February 22, 2022 Total Change is: -311,405
106,444 29,757 -42,989 -48,740 63,587 -13,551 -141,988 -57,518 -177,055 74,959 -7,036 -3,052 -65,433 -103,548
Percent of Open Interest Represented by Each Category of Trader
5.4 4.7 0.4 39.2 36.6 20.5 18.4 12.3 2.8 4.4 7.9 0.5 8.5 14.3
Number of Traders in Each Category Total Traders: 421
20 33 14 86 105 106 48 78 47 18 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,336,363
Positions
73,123 22,579 2,898 434,302 584,398 204,458 337,033 179,714 39,958 119,992 58,208 39 124,560 244,111
Changes from: February 22, 2022 Total Change is: -129,935
-20,429 -2,114 -3,509 17,741 -3,018 -17,217 -30,292 -2,619 -70,587 10,554 2,238 -33 -16,163 -33,076
Percent of Open Interest Represented by Each Category of Trader
5.5 1.7 0.2 32.5 43.7 15.3 25.2 13.4 3.0 9.0 4.4 0.0 9.3 18.3
Number of Traders in Each Category Total Traders: 162
6 6 4 30 61 55 22 19 20 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,807,232
Positions
72,405 231,379 42,347 2,043,350 792,649 744,063 232,934 1,082,153 138,299 264,294 274,405 2,252 267,288 499,685
Changes from: February 22, 2022 Total Change is: -488,557
865 43,574 -31,792 -56,973 -122,859 -17,811 -101,248 -132,829 -143,650 19,717 -21,783 -15,291 -142,374 -46,116
Percent of Open Interest Represented by Each Category of Trader
1.9 6.1 1.1 53.7 20.8 19.5 6.1 28.4 3.6 6.9 7.2 0.1 7.0 13.1
Number of Traders in Each Category Total Traders: 332
13 32 13 78 73 91 22 77 28 10 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,860,806
Positions
353,224 300,406 753,630 616 46,235 12,089 188,413 194,047 486,604 30,710 12,215 9,197 26,323 46,383
Changes from: February 22, 2022 Total Change is: -201,362
86,957 -129,431 -73,296 -7,207 14,988 -3,252 -209,961 -34,395 37,924 -13,094 176 4,994 -24,427 -19,070
Percent of Open Interest Represented by Each Category of Trader
19.0 16.1 40.5 0.0 2.5 0.6 10.1 10.4 26.2 1.7 0.7 0.5 1.4 2.5
Number of Traders in Each Category Total Traders: 133
31 35 55 . 4 4 19 29 38 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,107,908
Positions
3,657,428 1,065,398 1,941,036 975,120 934,322 395,407 933,385 2,851,396 2,546,920 23,945 347,156 223,646 411,021 802,627
Changes from: February 22, 2022 Total Change is: -242,405
-81,397 44,718 62,278 -62,045 -119,707 -39,394 -7,212 -53,330 -1,596 -10,530 22,828 8,624 -111,133 -166,826
Percent of Open Interest Represented by Each Category of Trader
32.9 9.6 17.5 8.8 8.4 3.6 8.4 25.7 22.9 0.2 3.1 2.0 3.7 7.2
Number of Traders in Each Category Total Traders: 240
31 36 59 10 21 22 27 89 86 4 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 3,398,766
Positions
1,053,074 468,893 1,116,536 35,761 186,592 101,611 223,678 696,681 794,864 63,085 23,542 6,551 3,606 3,496
Changes from: February 22, 2022 Total Change is: 291,015
141,129 92,250 25,358 4,174 35,509 13,779 30,811 42,881 97,509 1,024 6,433 -881 -21,888 -21,823
Percent of Open Interest Represented by Each Category of Trader
31.0 13.8 32.9 1.1 5.5 3.0 6.6 20.5 23.4 1.9 0.7 0.2 0.1 0.1
Number of Traders in Each Category Total Traders: 257
45 52 79 11 13 10 43 42 71 16 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 338,290
Positions
81,809 126,537 92,594 38,301 959 9,676 60,140 52,250 53,412 1,192 1,903 872 294 87
Changes from: February 22, 2022 Total Change is: -53,150
-49,515 2,869 184 10,603 -12,949 917 -28,951 -58,796 13,383 -110 1,127 306 33 -191
Percent of Open Interest Represented by Each Category of Trader
24.2 37.4 27.4 11.3 0.3 2.9 17.8 15.4 15.8 0.4 0.6 0.3 0.1 0.0
Number of Traders in Each Category Total Traders: 118
18 37 32 . . . 32 19 30 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 75,215
Positions
0 5,697 0 0 1,693 0 6,491 12,903 49,615 19,109 5,250 0 0 57
Changes from: February 22, 2022 Total Change is: -228
0 1,465 0 0 12 0 180 -1,707 0 -408 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 7.6 0.0 0.0 2.3 0.0 8.6 17.2 66.0 25.4 7.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
0 6 0 0 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 51,357
Positions
13,609 156 9,446 0 0 0 7,214 1,698 20,842 0 18,807 246 0 162
Changes from: February 22, 2022 Total Change is: -472
923 -63 0 0 0 0 -828 588 -567 0 -570 0 0 140
Percent of Open Interest Represented by Each Category of Trader
26.5 0.3 18.4 0.0 0.0 0.0 14.0 3.3 40.6 0.0 36.6 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 4 . . 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,980
Positions
306 294 67 5,862 843 2 1,036 6,299 393 1,098 1,303 18 1,198 761
Changes from: February 22, 2022 Total Change is: -1,027
-29 -23 67 -163 22 0 -329 -944 2 0 322 -435 -140 -38
Percent of Open Interest Represented by Each Category of Trader
3.1 2.9 0.7 58.7 8.4 0.0 10.4 63.1 3.9 11.0 13.1 0.2 12.0 7.6
Number of Traders in Each Category Total Traders: 77
. 5 . 6 5 . 17 32 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,364
Positions
930 400 0 176 254 0 3,532 7,258 379 3,262 3,020 25 4,060 1,028
Changes from: February 22, 2022 Total Change is: -4,259
133 -598 -32 14 162 0 -1,446 -1,225 -585 -446 151 -1,693 -204 -439
Percent of Open Interest Represented by Each Category of Trader
7.5 3.2 0.0 1.4 2.1 0.0 28.6 58.7 3.1 26.4 24.4 0.2 32.8 8.3
Number of Traders in Each Category Total Traders: 118
. . 0 4 . 0 9 14 4 69 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,104
Positions
112 143 30 0 214 4 749 1,938 68 1,221 235 0 920 472
Changes from: February 22, 2022 Total Change is: -678
0 143 -6 0 32 -11 -243 -504 -316 -53 164 -88 39 -92
Percent of Open Interest Represented by Each Category of Trader
3.6 4.6 1.0 0.0 6.9 0.1 24.1 62.4 2.2 39.3 7.6 0.0 29.6 15.2
Number of Traders in Each Category Total Traders: 38
. 4 . 0 . . 8 14 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 1, 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 19,406
Positions
5,810 0 0 88 0 0 996 16,238 0 11,203 2,894 5 1,304 269
Changes from: February 22, 2022 Total Change is: -14,237
5,259 -12,227 0 0 0 0 -15,981 3,891 -3,923 644 -1,925 0 -236 -53
Percent of Open Interest Represented by Each Category of Trader
29.9 0.0 0.0 0.5 0.0 0.0 5.1 83.7 0.0 57.7 14.9 0.0 6.7 1.4
Number of Traders in Each Category Total Traders: 107
. 0 0 . 0 0 4 7 0 79 15 .
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Traders in Financial Futures - Futures Only Positions as of March 1, 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 56,651
Positions
917 42,409 0 23,069 1,353 586 18,347 7,477 2,178 5,395 1,106 217 5,942 1,325
Changes from: February 22, 2022 Total Change is: 1,729
-6,717 -50 0 4,033 86 24 4,746 930 472 44 473 154 -1,027 -360
Percent of Open Interest Represented by Each Category of Trader
1.6 74.9 0.0 40.7 2.4 1.0 32.4 13.2 3.8 9.5 2.0 0.4 10.5 2.3
Number of Traders in Each Category Total Traders: 112
. . 0 19 4 4 34 14 8 30 7 .
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Traders in Financial Futures - Futures Only Positions as of March 1, 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 291,214
Positions
36,270 21,439 22,124 83,561 20,926 33,085 39,402 107,406 42,265 7,799 10,429 6,628 20,080 26,912
Changes from: February 22, 2022 Total Change is: 20,057
-1,625 -2,871 5,864 -4,236 -9,577 1,412 14,882 23,772 5,005 570 -885 114 -1,929 -2,777
Percent of Open Interest Represented by Each Category of Trader
12.5 7.4 7.6 28.7 7.2 11.4 13.5 36.9 14.5 2.7 3.6 2.3 6.9 9.2
Number of Traders in Each Category Total Traders: 179
12 17 16 23 21 19 34 45 49 6 12 13
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Traders in Financial Futures - Futures Only Positions as of March 1, 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 41,249
Positions
1,755 14,981 64 28,131 0 1,491 766 23,970 0 7,437 669 0 1,605 74
Changes from: February 22, 2022 Total Change is: -353
-5 24 -24 -1,528 0 33 -39 -979 0 402 617 -27 835 3
Percent of Open Interest Represented by Each Category of Trader
4.3 36.3 0.2 68.2 0.0 3.6 1.9 58.1 0.0 18.0 1.6 0.0 3.9 0.2
Number of Traders in Each Category Total Traders: 49
. 4 . 17 0 5 6 7 0 10 . 0
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Updated March 04, 2022