Traders in Financial Futures - Futures Only Positions as of March 8, 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 149,425
Positions
25,178 38,665 2,123 43,039 25,786 5,388 14,557 40,872 7,459 15,455 754 2,275 33,951 26,103
Changes from: March 1, 2022 Total Change is: 5,918
-443 1,218 1,484 3,145 -8,598 -578 -4,082 8,160 1,266 1,740 -18 252 3,134 2,732
Percent of Open Interest Represented by Each Category of Trader
16.8 25.9 1.4 28.8 17.3 3.6 9.7 27.4 5.0 10.3 0.5 1.5 22.7 17.5
Number of Traders in Each Category Total Traders: 104
4 11 5 17 18 5 12 28 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 51,820
Positions
27,822 2,443 1,072 5,997 13,315 1,370 5,283 11,112 1,329 0 0 0 8,947 21,179
Changes from: March 1, 2022 Total Change is: 4,547
-409 360 1,072 1,147 -321 -255 3,205 -2,228 967 0 -486 0 -1,180 5,438
Percent of Open Interest Represented by Each Category of Trader
53.7 4.7 2.1 11.6 25.7 2.6 10.2 21.4 2.6 0.0 0.0 0.0 17.3 40.9
Number of Traders in Each Category Total Traders: 41
7 . . 4 11 5 5 11 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 246,312
Positions
101,392 40,294 19,586 33,884 94,448 5,008 52,074 33,812 9,863 558 6,423 871 23,076 36,007
Changes from: March 1, 2022 Total Change is: 34,443
15,699 -3,822 16,220 959 19,206 178 2,431 3,498 -501 -1,484 -416 416 525 -336
Percent of Open Interest Represented by Each Category of Trader
41.2 16.4 8.0 13.8 38.3 2.0 21.1 13.7 4.0 0.2 2.6 0.4 9.4 14.6
Number of Traders in Each Category Total Traders: 124
5 9 7 15 32 14 22 35 20 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 208,683
Positions
100,477 10,499 7,202 49,932 91,964 5,055 20,957 48,192 6,576 1,600 1,510 0 16,884 37,685
Changes from: March 1, 2022 Total Change is: 54
4,026 -3,740 2,168 1,837 3,969 393 -4,342 -10,253 2,199 -704 843 0 -5,523 4,475
Percent of Open Interest Represented by Each Category of Trader
48.1 5.0 3.5 23.9 44.1 2.4 10.0 23.1 3.2 0.8 0.7 0.0 8.1 18.1
Number of Traders in Each Category Total Traders: 121
10 4 5 17 30 16 18 35 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 738,990
Positions
46,429 336,761 15,321 398,633 158,114 34,237 83,687 90,574 27,712 40,903 9,232 6,341 85,727 60,698
Changes from: March 1, 2022 Total Change is: 19,015
1,216 -41,329 12,891 -12,978 21,402 2,125 18,177 6,909 10,205 -13,634 662 -393 1,406 6,543
Percent of Open Interest Represented by Each Category of Trader
6.3 45.6 2.1 53.9 21.4 4.6 11.3 12.3 3.7 5.5 1.2 0.9 11.6 8.2
Number of Traders in Each Category Total Traders: 332
18 14 9 104 45 48 53 47 36 38 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 34,469
Positions
1,083 12,353 221 14,451 6,377 3,320 565 4,639 1,179 0 0 0 13,650 6,380
Changes from: March 1, 2022 Total Change is: 1,737
94 6 221 -719 935 -129 99 -275 1,178 0 0 0 993 -199
Percent of Open Interest Represented by Each Category of Trader
3.1 35.8 0.6 41.9 18.5 9.6 1.6 13.5 3.4 0.0 0.0 0.0 39.6 18.5
Number of Traders in Each Category Total Traders: 30
. . . 16 6 9 . 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 27,109
Positions
11,304 655 0 4,542 16,819 1,411 2,670 1,545 793 0 0 0 6,389 5,886
Changes from: March 1, 2022 Total Change is: 1,340
343 0 0 321 -321 2 1,344 0 372 0 0 0 -1,042 1,287
Percent of Open Interest Represented by Each Category of Trader
41.7 2.4 0.0 16.8 62.0 5.2 9.8 5.7 2.9 0.0 0.0 0.0 23.6 21.7
Number of Traders in Each Category Total Traders: 23
. . 0 4 11 4 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 197,094
Positions
98,736 27,846 3,671 41,083 65,200 3,529 16,794 64,068 6,085 1,632 1,143 0 25,564 25,552
Changes from: March 1, 2022 Total Change is: 7,427
-11,823 5,027 2,768 4,462 -18,779 -357 6,327 21,019 320 31 1,143 0 5,699 -3,714
Percent of Open Interest Represented by Each Category of Trader
50.1 14.1 1.9 20.8 33.1 1.8 8.5 32.5 3.1 0.8 0.6 0.0 13.0 13.0
Number of Traders in Each Category Total Traders: 93
6 8 4 13 17 6 17 27 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 22,420
Positions
442 17,381 0 7,451 0 3,159 8,611 627 0 2,100 115 0 657 1,138
Changes from: March 1, 2022 Total Change is: -2,333
-351 -1,111 0 -1,142 -103 30 -377 -53 0 -295 -773 0 -198 -323
Percent of Open Interest Represented by Each Category of Trader
2.0 77.5 0.0 33.2 0.0 14.1 38.4 2.8 0.0 9.4 0.5 0.0 2.9 5.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 0 . 9 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 166,433
Positions
449 80,149 11,400 63,724 9,457 1,113 66,943 22,279 10,627 3,600 25,008 2,903 5,674 3,497
Changes from: March 1, 2022 Total Change is: 11,769
-386 -527 10,895 -12,618 -1,804 -992 3,534 -8,204 9,527 -425 -616 2,866 -632 624
Percent of Open Interest Represented by Each Category of Trader
0.3 48.2 6.8 38.3 5.7 0.7 40.2 13.4 6.4 2.2 15.0 1.7 3.4 2.1
Number of Traders in Each Category Total Traders: 150
. 11 5 16 14 4 49 33 12 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 68,623
Positions
327 55,127 0 48,036 1,694 0 13,841 9,329 126 2,805 927 0 3,488 1,420
Changes from: March 1, 2022 Total Change is: -1,943
-341 0 0 -5,263 160 -375 3,078 -1,332 121 1,027 -151 0 -190 -366
Percent of Open Interest Represented by Each Category of Trader
0.5 80.3 0.0 70.0 2.5 0.0 20.2 13.6 0.2 4.1 1.4 0.0 5.1 2.1
Number of Traders in Each Category Total Traders: 74
. . 0 15 5 0 22 8 . 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 53,250
Positions
27,265 1,766 2,229 3,013 18,128 8 15,611 24,046 1,682 440 1,176 210 2,792 4,005
Changes from: March 1, 2022 Total Change is: 2,861
-5,235 449 2,229 1,783 -5,554 -420 3,116 6,064 770 314 -276 177 127 -578
Percent of Open Interest Represented by Each Category of Trader
51.2 3.3 4.2 5.7 34.0 0.0 29.3 45.2 3.2 0.8 2.2 0.4 5.2 7.5
Number of Traders in Each Category Total Traders: 88
10 . 4 6 18 . 22 23 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 22,285
Positions
3,786 165 377 14,846 1,848 0 1,109 17,213 814 215 465 0 1,138 1,403
Changes from: March 1, 2022 Total Change is: 559
46 165 377 549 3 0 -405 106 -115 -30 0 0 137 23
Percent of Open Interest Represented by Each Category of Trader
17.0 0.7 1.7 66.6 8.3 0.0 5.0 77.2 3.7 1.0 2.1 0.0 5.1 6.3
Number of Traders in Each Category Total Traders: 30
. . . 4 4 0 6 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 38,780
Positions
17,142 9,459 1,371 6,016 5,142 127 6,771 6,527 674 865 8,862 0 5,815 6,620
Changes from: March 1, 2022 Total Change is: -254
398 495 792 343 1,562 -135 -62 -1,205 -103 -261 -1,388 0 -1,226 -273
Percent of Open Interest Represented by Each Category of Trader
44.2 24.4 3.5 15.5 13.3 0.3 17.5 16.8 1.7 2.2 22.9 0.0 15.0 17.1
Number of Traders in Each Category Total Traders: 102
20 10 7 20 12 8 17 15 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 77,560
Positions
34,283 18,918 2,741 12,032 10,283 254 13,542 13,053 1,348 1,730 17,723 0 11,630 13,240
Changes from: March 1, 2022 Total Change is: -507
795 990 1,583 686 3,124 -269 -123 -2,409 -205 -522 -2,775 0 -2,452 -546
Percent of Open Interest Represented by Each Category of Trader
44.2 24.4 3.5 15.5 13.3 0.3 17.5 16.8 1.7 2.2 22.9 0.0 15.0 17.1
Number of Traders in Each Category Total Traders: 102
20 10 7 20 12 8 17 15 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 42,264
Positions
17,432 27,882 1 18,312 9,811 1,145 2,983 2,681 0 0 0 0 2,391 744
Changes from: March 1, 2022 Total Change is: -212
39 296 0 -931 -253 22 681 -233 0 0 0 0 -23 -44
Percent of Open Interest Represented by Each Category of Trader
41.2 66.0 0.0 43.3 23.2 2.7 7.1 6.3 0.0 0.0 0.0 0.0 5.7 1.8
Number of Traders in Each Category Total Traders: 33
6 4 . 16 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 487,109
Positions
45,802 104,248 26,314 195,847 112,261 67,032 60,534 57,346 9,810 33,126 60,060 485 48,160 49,553
Changes from: March 1, 2022 Total Change is: 9,610
90 264 8,461 -3,929 5,214 4,821 687 -7,271 1,222 -206 -1,727 -174 -1,360 -1,200
Percent of Open Interest Represented by Each Category of Trader
9.4 21.4 5.4 40.2 23.0 13.8 12.4 11.8 2.0 6.8 12.3 0.1 9.9 10.2
Number of Traders in Each Category Total Traders: 540
29 41 25 140 107 112 74 83 65 34 32 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 16,610
Positions
6,583 14,814 0 5,936 830 0 1,616 0 0 0 0 0 2,475 966
Changes from: March 1, 2022 Total Change is: -3,118
-276 -3,004 0 -2,287 80 0 -957 0 0 0 0 0 402 -194
Percent of Open Interest Represented by Each Category of Trader
39.6 89.2 0.0 35.7 5.0 0.0 9.7 0.0 0.0 0.0 0.0 0.0 14.9 5.8
Number of Traders in Each Category Total Traders: 21
5 8 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 46,963
Positions
19,153 44,674 0 16,778 0 0 6,319 1,568 13 0 0 0 4,700 708
Changes from: March 1, 2022 Total Change is: 8,243
3,363 8,462 0 2,648 0 0 917 41 13 0 0 0 1,302 -273
Percent of Open Interest Represented by Each Category of Trader
40.8 95.1 0.0 35.7 0.0 0.0 13.5 3.3 0.0 0.0 0.0 0.0 10.0 1.5
Number of Traders in Each Category Total Traders: 36
. 13 0 12 0 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 2,435,543
Positions
229,009 521,238 131,572 979,233 561,305 335,161 302,670 286,728 49,048 165,628 300,300 2,424 240,798 247,767
Changes from: March 1, 2022 Total Change is: 48,051
449 1,320 42,303 -19,647 26,070 24,105 3,433 -36,355 6,111 -1,031 -8,634 -870 -6,802 -5,999
Percent of Open Interest Represented by Each Category of Trader
9.4 21.4 5.4 40.2 23.0 13.8 12.4 11.8 2.0 6.8 12.3 0.1 9.9 10.2
Number of Traders in Each Category Total Traders: 540
29 41 25 140 107 112 74 83 65 34 32 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 33,278
Positions
19,485 28,782 0 9,126 915 330 1,171 2,139 7 0 0 0 3,159 1,105
Changes from: March 1, 2022 Total Change is: 3,231
834 3,541 0 3,556 -955 -217 -935 964 0 0 0 0 -7 -102
Percent of Open Interest Represented by Each Category of Trader
58.6 86.5 0.0 27.4 2.7 1.0 3.5 6.4 0.0 0.0 0.0 0.0 9.5 3.3
Number of Traders in Each Category Total Traders: 27
6 7 0 8 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 22,219
Positions
6,063 21,745 0 11,346 0 0 1,956 0 0 0 0 0 2,854 474
Changes from: March 1, 2022 Total Change is: 194
98 281 0 -181 0 0 612 0 0 0 0 0 -335 -87
Percent of Open Interest Represented by Each Category of Trader
27.3 97.9 0.0 51.1 0.0 0.0 8.8 0.0 0.0 0.0 0.0 0.0 12.8 2.1
Number of Traders in Each Category Total Traders: 22
4 7 0 8 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 20,615
Positions
3,484 16,776 0 8,972 0 1,010 2,392 235 0 0 0 0 4,757 2,594
Changes from: March 1, 2022 Total Change is: 3,748
-1,537 1,361 0 2,278 0 417 363 -9 0 0 0 0 2,227 1,979
Percent of Open Interest Represented by Each Category of Trader
16.9 81.4 0.0 43.5 0.0 4.9 11.6 1.1 0.0 0.0 0.0 0.0 23.1 12.6
Number of Traders in Each Category Total Traders: 24
5 9 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 180,638
Positions
73,575 15,694 0 18,744 3,696 51 24,940 126,152 2,579 4,234 0 0 56,515 32,466
Changes from: March 1, 2022 Total Change is: 7,881
2,416 1,928 0 608 -208 5 -91 29,218 144 -3,310 0 0 8,109 -23,206
Percent of Open Interest Represented by Each Category of Trader
40.7 8.7 0.0 10.4 2.0 0.0 13.8 69.8 1.4 2.3 0.0 0.0 31.3 18.0
Number of Traders in Each Category Total Traders: 26
. . 0 6 . . 7 8 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 51,983
Positions
20,564 2,700 276 17,650 38,535 2,857 3,140 2,540 128 0 0 0 7,368 4,947
Changes from: March 1, 2022 Total Change is: 2,409
1,295 150 273 -870 2,086 267 741 -437 -339 0 0 0 1,042 409
Percent of Open Interest Represented by Each Category of Trader
39.6 5.2 0.5 34.0 74.1 5.5 6.0 4.9 0.2 0.0 0.0 0.0 14.2 9.5
Number of Traders in Each Category Total Traders: 72
7 7 . 23 23 12 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 49,602
Positions
13,234 11,886 274 12,158 12,480 1,110 12,359 9,221 887 2,600 4,319 38 6,942 9,387
Changes from: March 1, 2022 Total Change is: -306
-1,497 1,395 -58 -1,177 -339 40 1,454 98 47 409 299 24 454 -1,811
Percent of Open Interest Represented by Each Category of Trader
26.7 24.0 0.6 24.5 25.2 2.2 24.9 18.6 1.8 5.2 8.7 0.1 14.0 18.9
Number of Traders in Each Category Total Traders: 294
33 16 10 51 50 36 43 55 27 18 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 248,009
Positions
66,169 59,430 1,370 60,789 62,398 5,552 61,795 46,107 4,437 13,000 21,593 188 34,709 46,934
Changes from: March 1, 2022 Total Change is: -1,528
-7,486 6,974 -291 -5,887 -1,693 199 7,268 488 234 2,044 1,494 120 2,271 -9,053
Percent of Open Interest Represented by Each Category of Trader
26.7 24.0 0.6 24.5 25.2 2.2 24.9 18.6 1.8 5.2 8.7 0.1 14.0 18.9
Number of Traders in Each Category Total Traders: 294
33 16 10 51 50 36 43 55 27 18 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 154,007
Positions
1,911 17,386 0 1,423 524 0 28,321 110,878 5,376 4,928 2,556 0 112,048 17,287
Changes from: March 1, 2022 Total Change is: -18,563
-162 713 0 -236 -223 0 14,794 -13,201 519 322 -271 0 -33,800 -6,100
Percent of Open Interest Represented by Each Category of Trader
1.2 11.3 0.0 0.9 0.3 0.0 18.4 72.0 3.5 3.2 1.7 0.0 72.8 11.2
Number of Traders in Each Category Total Traders: 39
4 . 0 . . 0 9 11 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 525,504
Positions
163,067 44,575 9,651 183,899 237,339 53,257 73,678 112,352 3,290 16,218 37,522 588 21,856 26,930
Changes from: March 1, 2022 Total Change is: 15,564
2,579 2,734 3,747 -4,168 10,168 1,238 5,430 -3,318 523 6,559 -196 -60 -284 728
Percent of Open Interest Represented by Each Category of Trader
31.0 8.5 1.8 35.0 45.2 10.1 14.0 21.4 0.6 3.1 7.1 0.1 4.2 5.1
Number of Traders in Each Category Total Traders: 355
32 16 9 88 70 50 42 81 23 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 27,683
Positions
7,236 25,485 0 15,458 453 0 3,204 881 433 0 0 0 1,352 431
Changes from: March 1, 2022 Total Change is: -2,685
376 -3,089 0 -3,649 -4 0 300 32 433 0 0 0 -145 -57
Percent of Open Interest Represented by Each Category of Trader
26.1 92.1 0.0 55.8 1.6 0.0 11.6 3.2 1.6 0.0 0.0 0.0 4.9 1.6
Number of Traders in Each Category Total Traders: 33
. 7 0 15 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 17,187
Positions
172 7,613 2,275 8,007 1,546 34 3,480 445 156 0 372 265 2,798 4,481
Changes from: March 1, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.0 44.3 13.2 46.6 9.0 0.2 20.2 2.6 0.9 0.0 2.2 1.5 16.3 26.1
Number of Traders in Each Category Total Traders: 22
. 4 . 8 . . . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 63,319
Positions
19,496 4,457 2,272 15,086 7,284 919 9,669 13,255 1,829 7,893 0 0 6,155 33,303
Changes from: March 1, 2022 Total Change is: 10,441
6,265 -1,116 1,593 -133 318 524 2,317 880 1,363 -1,966 -201 0 478 7,080
Percent of Open Interest Represented by Each Category of Trader
30.8 7.0 3.6 23.8 11.5 1.5 15.3 20.9 2.9 12.5 0.0 0.0 9.7 52.6
Number of Traders in Each Category Total Traders: 67
14 5 10 11 7 6 13 15 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 392,068
Positions
34,307 159,500 3,532 267,694 138,243 41,276 15,219 20,073 1,299 16,008 19,342 2,314 10,419 6,489
Changes from: March 1, 2022 Total Change is: 2,664
1,066 -21,477 181 169 22,321 63 -3,040 -416 201 4,256 -184 1,159 -1,391 816
Percent of Open Interest Represented by Each Category of Trader
8.8 40.7 0.9 68.3 35.3 10.5 3.9 5.1 0.3 4.1 4.9 0.6 2.7 1.7
Number of Traders in Each Category Total Traders: 190
11 15 7 70 48 36 16 15 10 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 1,206,218
Positions
130,384 533,490 6,057 738,316 387,275 135,431 80,144 82,956 5,951 85,769 31,540 1,291 22,875 22,227
Changes from: March 1, 2022 Total Change is: 4,828
9,133 6,597 3,990 -2,054 48,458 1,753 -228 -19,235 -1,685 102 -23,444 345 -6,528 -11,951
Percent of Open Interest Represented by Each Category of Trader
10.8 44.2 0.5 61.2 32.1 11.2 6.6 6.9 0.5 7.1 2.6 0.1 1.9 1.8
Number of Traders in Each Category Total Traders: 422
29 19 11 149 88 91 47 47 29 24 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 201,052
Positions
9,471 151,295 29,408 17,156 5,915 557 130,776 1,967 11,454 1,794 309 102 334 45
Changes from: March 1, 2022 Total Change is: 8,759
-7,262 1,434 7,816 30 0 0 7,829 1,162 687 480 7 102 -923 -2,449
Percent of Open Interest Represented by Each Category of Trader
4.7 75.3 14.6 8.5 2.9 0.3 65.0 1.0 5.7 0.9 0.2 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 84
7 24 13 9 . . 27 . 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 1,114,679
Positions
5,190 114,378 3,398 516,849 240,042 231,515 97,834 276,909 23,630 82,186 51,969 30 154,047 172,808
Changes from: March 1, 2022 Total Change is: 812
-452 4,751 -476 6,043 -5,983 -9,263 6,602 7,518 4,115 -5,788 5,648 0 31 -5,498
Percent of Open Interest Represented by Each Category of Trader
0.5 10.3 0.3 46.4 21.5 20.8 8.8 24.8 2.1 7.4 4.7 0.0 13.8 15.5
Number of Traders in Each Category Total Traders: 172
5 17 8 64 28 57 15 33 17 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 1,243,697
Positions
31,282 53,631 3,942 705,696 261,985 190,462 73,785 605,691 6,783 84,566 5,920 0 147,181 115,283
Changes from: March 1, 2022 Total Change is: -22,419
-1,836 11,183 552 -76 9,314 -1,196 -1,796 -24,164 -10,410 4,389 -1,062 -118 -11,928 -6,518
Percent of Open Interest Represented by Each Category of Trader
2.5 4.3 0.3 56.7 21.1 15.3 5.9 48.7 0.5 6.8 0.5 0.0 11.8 9.3
Number of Traders in Each Category Total Traders: 143
4 9 5 75 21 62 5 19 10 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 2,035,833
Positions
120,337 169,289 13,776 888,849 524,368 428,426 310,896 350,893 92,409 34,318 237,424 9,987 136,835 209,261
Changes from: March 1, 2022 Total Change is: -11,793
-9,188 -2,111 1,375 70,873 -3,836 -28,940 -66,166 73,457 12,840 16,988 -57,865 8,977 -18,552 -15,690
Percent of Open Interest Represented by Each Category of Trader
5.9 8.3 0.7 43.7 25.8 21.0 15.3 17.2 4.5 1.7 11.7 0.5 6.7 10.3
Number of Traders in Each Category Total Traders: 347
19 39 9 87 61 83 39 63 27 10 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 3,627,534
Positions
136,669 154,221 30,929 1,536,355 1,337,044 763,752 588,590 420,213 88,085 165,639 306,024 16,284 301,231 510,982
Changes from: March 1, 2022 Total Change is: -144,524
-66,585 -23,967 15,991 58,186 -45,200 -8,513 -105,614 -42,447 -17,888 -478 7,343 -1,112 -18,511 -28,731
Percent of Open Interest Represented by Each Category of Trader
3.8 4.3 0.9 42.4 36.9 21.1 16.2 11.6 2.4 4.6 8.4 0.4 8.3 14.1
Number of Traders in Each Category Total Traders: 407
25 32 13 84 101 103 45 78 44 18 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 1,295,966
Positions
67,559 31,040 3,792 448,090 556,086 198,791 295,649 171,855 29,965 132,078 62,211 91 119,951 242,135
Changes from: March 1, 2022 Total Change is: -40,397
-5,564 8,461 894 13,788 -28,312 -5,667 -41,384 -7,859 -9,993 12,086 4,003 52 -4,609 -1,976
Percent of Open Interest Represented by Each Category of Trader
5.2 2.4 0.3 34.6 42.9 15.3 22.8 13.3 2.3 10.2 4.8 0.0 9.3 18.7
Number of Traders in Each Category Total Traders: 159
4 7 5 29 62 57 20 19 14 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 3,845,499
Positions
103,118 214,858 39,355 2,014,644 786,077 764,792 258,699 1,140,107 113,410 283,581 259,652 6,042 261,858 521,206
Changes from: March 1, 2022 Total Change is: 38,267
30,713 -16,521 -2,992 -28,706 -6,572 20,729 25,765 57,954 -24,889 19,287 -14,753 3,790 -5,430 21,521
Percent of Open Interest Represented by Each Category of Trader
2.7 5.6 1.0 52.4 20.4 19.9 6.7 29.6 2.9 7.4 6.8 0.2 6.8 13.6
Number of Traders in Each Category Total Traders: 334
15 32 12 78 74 90 18 82 28 13 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 1,956,224
Positions
333,018 372,063 764,671 2,059 42,483 12,709 304,186 229,904 472,696 30,296 9,206 10,217 26,372 42,275
Changes from: March 1, 2022 Total Change is: 95,418
-20,206 71,657 11,041 1,443 -3,752 620 115,773 35,857 -13,908 -414 -3,009 1,020 49 -4,108
Percent of Open Interest Represented by Each Category of Trader
17.0 19.0 39.1 0.1 2.2 0.6 15.5 11.8 24.2 1.5 0.5 0.5 1.3 2.2
Number of Traders in Each Category Total Traders: 138
31 37 58 . 5 . 17 30 38 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 is11,104,557
Positions
3,917,863 1,018,957 1,899,612 901,181 925,103 372,326 752,514 2,951,928 2,578,455 22,920 258,737 253,873 405,813 845,566
Changes from: March 1, 2022 Total Change is: -3,351
260,435 -46,441 -41,424 -73,939 -9,219 -23,081 -180,871 100,532 31,535 -1,025 -88,419 30,227 -5,208 42,939
Percent of Open Interest Represented by Each Category of Trader
35.3 9.2 17.1 8.1 8.3 3.4 6.8 26.6 23.2 0.2 2.3 2.3 3.7 7.6
Number of Traders in Each Category Total Traders: 229
30 37 61 10 21 22 28 80 79 4 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 3,474,010
Positions
1,076,907 697,299 1,072,171 38,951 210,333 92,315 352,802 589,777 764,226 52,981 24,746 19,092 4,565 4,051
Changes from: March 1, 2022 Total Change is: 75,244
23,833 228,406 -44,365 3,190 23,741 -9,296 129,124 -106,904 -30,638 -10,104 1,204 12,541 959 555
Percent of Open Interest Represented by Each Category of Trader
31.0 20.1 30.9 1.1 6.1 2.7 10.2 17.0 22.0 1.5 0.7 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 266
47 55 84 12 13 11 45 41 68 15 29 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 359,788
Positions
88,846 126,216 96,485 27,458 525 10,262 73,455 62,866 57,336 4,625 4,670 917 404 511
Changes from: March 1, 2022 Total Change is: 21,498
7,037 -321 3,891 -10,843 -434 586 13,315 10,616 3,924 3,433 2,767 45 110 424
Percent of Open Interest Represented by Each Category of Trader
24.7 35.1 26.8 7.6 0.1 2.9 20.4 17.5 15.9 1.3 1.3 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 125
21 38 34 . . . 27 24 29 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 66,444
Positions
2,759 2,394 0 0 1,693 0 6,492 7,365 49,695 7,498 5,250 0 0 47
Changes from: March 1, 2022 Total Change is: -8,771
2,759 -3,303 0 0 0 0 1 -5,538 80 -11,611 0 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
4.2 3.6 0.0 0.0 2.5 0.0 9.8 11.1 74.8 11.3 7.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 5 0 0 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 51,777
Positions
12,109 139 9,926 0 0 0 9,773 3,038 19,723 0 18,678 246 0 27
Changes from: March 1, 2022 Total Change is: 420
-1,500 -17 480 0 0 0 2,559 1,340 -1,119 0 -129 0 0 -135
Percent of Open Interest Represented by Each Category of Trader
23.4 0.3 19.2 0.0 0.0 0.0 18.9 5.9 38.1 0.0 36.1 0.5 0.0 0.1
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 8, 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 9,591
Positions
299 355 63 5,893 925 2 906 6,174 495 934 735 49 950 793
Changes from: March 1, 2022 Total Change is: -389
-7 61 -4 31 82 0 -130 -125 102 -164 -568 31 -248 32
Percent of Open Interest Represented by Each Category of Trader
3.1 3.7 0.7 61.4 9.6 0.0 9.4 64.4 5.2 9.7 7.7 0.5 9.9 8.3
Number of Traders in Each Category Total Traders: 81
. 6 . 7 5 . 15 35 9 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 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 12,031
Positions
511 374 0 175 263 0 2,383 6,809 775 3,650 1,734 796 3,741 1,280
Changes from: March 1, 2022 Total Change is: -333
-419 -26 0 -1 9 0 -1,149 -449 396 388 -1,286 771 -319 252
Percent of Open Interest Represented by Each Category of Trader
4.2 3.1 0.0 1.5 2.2 0.0 19.8 56.6 6.4 30.3 14.4 6.6 31.1 10.6
Number of Traders in Each Category Total Traders: 112
. . 0 4 . 0 12 14 6 56 20 .
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Traders in Financial Futures - Futures Only Positions as of March 8, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,158
Positions
109 113 0 0 238 3 1,108 2,159 42 1,028 29 19 849 555
Changes from: March 1, 2022 Total Change is: 54
-3 -30 -30 0 24 -1 359 221 -26 -193 -206 19 -71 83
Percent of Open Interest Represented by Each Category of Trader
3.5 3.6 0.0 0.0 7.5 0.1 35.1 68.4 1.3 32.6 0.9 0.6 26.9 17.6
Number of Traders in Each Category Total Traders: 37
. . 0 0 . . 9 14 . 7 . .
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Traders in Financial Futures - Futures Only Positions as of March 8, 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 22,053
Positions
1,108 0 0 88 0 0 8,403 16,988 107 10,859 4,747 6 1,482 205
Changes from: March 1, 2022 Total Change is: 2,647
-4,702 0 0 0 0 0 7,407 750 107 -344 1,853 1 178 -64
Percent of Open Interest Represented by Each Category of Trader
5.0 0.0 0.0 0.4 0.0 0.0 38.1 77.0 0.5 49.2 21.5 0.0 6.7 0.9
Number of Traders in Each Category Total Traders: 110
. 0 0 . 0 0 5 9 . 72 22 .
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Traders in Financial Futures - Futures Only Positions as of March 8, 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 :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,447
Positions
4,457 42,409 0 24,757 1,040 537 17,657 10,486 4,666 4,558 1,340 173 5,642 1,796
Changes from: March 1, 2022 Total Change is: 5,796
3,540 0 0 1,688 -313 -49 -690 3,009 2,488 -837 234 -44 -300 471
Percent of Open Interest Represented by Each Category of Trader
7.1 67.9 0.0 39.6 1.7 0.9 28.3 16.8 7.5 7.3 2.1 0.3 9.0 2.9
Number of Traders in Each Category Total Traders: 109
. . 0 19 . . 35 11 11 28 10 4
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Traders in Financial Futures - Futures Only Positions as of March 8, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 289,220
Positions
33,750 19,907 22,203 81,388 28,156 30,729 38,323 99,763 45,329 9,676 8,444 6,668 21,154 28,021
Changes from: March 1, 2022 Total Change is: -1,994
-2,520 -1,532 79 -2,173 7,230 -2,356 -1,079 -7,643 3,064 1,877 -1,985 40 1,074 1,109
Percent of Open Interest Represented by Each Category of Trader
11.7 6.9 7.7 28.1 9.7 10.6 13.3 34.5 15.7 3.3 2.9 2.3 7.3 9.7
Number of Traders in Each Category Total Traders: 166
12 16 18 23 19 20 29 42 46 8 9 11
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Traders in Financial Futures - Futures Only Positions as of March 8, 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 44,173
Positions
1,612 15,006 26 28,878 0 1,197 3,654 27,013 0 7,875 744 103 828 84
Changes from: March 1, 2022 Total Change is: 2,924
-143 25 -38 747 0 -294 2,888 3,043 0 438 75 103 -777 10
Percent of Open Interest Represented by Each Category of Trader
3.6 34.0 0.1 65.4 0.0 2.7 8.3 61.2 0.0 17.8 1.7 0.2 1.9 0.2
Number of Traders in Each Category Total Traders: 50
. 4 . 17 0 5 6 8 0 11 . .
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Updated March 11, 2022