Traders in Financial Futures - Futures Only Positions as of May 10, 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 151,009
Positions
8,976 36,760 466 40,164 34,946 6,101 30,879 31,511 9,905 21,283 553 355 32,880 30,412
Changes from: May 3, 2022 Total Change is: -1,770
-74 -8,839 159 2,631 1,347 -136 -6,642 2,302 768 382 25 355 787 2,249
Percent of Open Interest Represented by Each Category of Trader
5.9 24.3 0.3 26.6 23.1 4.0 20.4 20.9 6.6 14.1 0.4 0.2 21.8 20.1
Number of Traders in Each Category Total Traders: 112
7 8 4 17 17 8 23 24 17 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 51,282
Positions
29,942 1,842 34 5,939 13,146 1,088 6,006 12,843 2 0 0 0 8,271 22,327
Changes from: May 3, 2022 Total Change is: 1,897
-1,292 1,842 4 1,225 -487 25 1,237 2,394 -176 0 0 0 874 -1,705
Percent of Open Interest Represented by Each Category of Trader
58.4 3.6 0.1 11.6 25.6 2.1 11.7 25.0 0.0 0.0 0.0 0.0 16.1 43.5
Number of Traders in Each Category Total Traders: 51
7 . . 6 13 4 10 13 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 264,594
Positions
133,801 29,573 5,662 32,276 128,393 4,103 57,370 48,177 6,879 4,346 6,003 0 20,157 35,804
Changes from: May 3, 2022 Total Change is: -3,902
1,334 157 1,474 -1,634 -5,197 1,602 -7,030 -2,726 760 25 27 0 -433 1
Percent of Open Interest Represented by Each Category of Trader
50.6 11.2 2.1 12.2 48.5 1.6 21.7 18.2 2.6 1.6 2.3 0.0 7.6 13.5
Number of Traders in Each Category Total Traders: 137
9 4 5 11 41 14 18 45 14 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 247,278
Positions
159,366 6,859 760 41,938 113,070 3,668 18,482 80,000 2,688 565 5,949 0 19,811 34,284
Changes from: May 3, 2022 Total Change is: -7,535
-894 -1,125 262 -1,106 4,543 -2,907 -4,541 -9,696 381 -534 4,200 0 1,804 -3,193
Percent of Open Interest Represented by Each Category of Trader
64.4 2.8 0.3 17.0 45.7 1.5 7.5 32.4 1.1 0.2 2.4 0.0 8.0 13.9
Number of Traders in Each Category Total Traders: 135
11 5 . 16 32 14 18 44 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 705,046
Positions
42,305 292,660 2,387 396,166 184,759 30,659 80,967 99,030 18,334 43,334 12,820 5,973 84,921 58,424
Changes from: May 3, 2022 Total Change is: 10,120
-9,735 10,988 598 15,225 -6,054 460 4,554 2,452 897 1,656 -153 -189 -3,346 1,121
Percent of Open Interest Represented by Each Category of Trader
6.0 41.5 0.3 56.2 26.2 4.3 11.5 14.0 2.6 6.1 1.8 0.8 12.0 8.3
Number of Traders in Each Category Total Traders: 340
19 13 7 105 42 47 57 49 31 40 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 29,857
Positions
0 10,573 0 12,782 1,999 3,229 1,379 9,398 49 0 0 0 12,418 4,609
Changes from: May 3, 2022 Total Change is: -512
0 1,295 0 -254 -4,662 0 466 4,281 -818 0 0 0 94 -608
Percent of Open Interest Represented by Each Category of Trader
0.0 35.4 0.0 42.8 6.7 10.8 4.6 31.5 0.2 0.0 0.0 0.0 41.6 15.4
Number of Traders in Each Category Total Traders: 36
0 5 0 15 5 7 . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,057
Positions
8,538 1,606 0 5,397 9,301 1,456 0 6,227 0 0 672 0 8,666 4,795
Changes from: May 3, 2022 Total Change is: 567
0 -57 0 312 -810 66 0 749 0 0 8 0 189 611
Percent of Open Interest Represented by Each Category of Trader
35.5 6.7 0.0 22.4 38.7 6.1 0.0 25.9 0.0 0.0 2.8 0.0 36.0 19.9
Number of Traders in Each Category Total Traders: 21
. . 0 5 9 5 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 153,209
Positions
49,644 2,911 369 44,356 81,349 4,109 30,453 35,459 2,940 1,207 529 0 20,131 25,543
Changes from: May 3, 2022 Total Change is: 952
10,888 -3,280 314 3,173 5,105 894 -11,144 299 -884 -1,090 0 0 -1,199 -1,496
Percent of Open Interest Represented by Each Category of Trader
32.4 1.9 0.2 29.0 53.1 2.7 19.9 23.1 1.9 0.8 0.3 0.0 13.1 16.7
Number of Traders in Each Category Total Traders: 95
11 . . 14 18 8 19 27 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CHINESE RENMINBI-HK (CNH) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 100,000 USD)
CFTC Code #082744 Open Interest is 7,284
Positions
0 0 0 0 100 0 875 6,671 296 4,168 0 0 1,945 217
Changes from: May 3, 2022 Total Change is: -1,132
0 0 0 0 -100 0 -1,291 -832 -149 -78 0 -17 403 -34
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 1.4 0.0 12.0 91.6 4.1 57.2 0.0 0.0 26.7 3.0
Number of Traders in Each Category Total Traders: 20
0 0 0 0 . 0 . 5 . 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 153,858
Positions
825 82,221 839 78,627 7,610 1,493 59,624 24,427 1,805 4,025 32,984 153 6,467 2,326
Changes from: May 3, 2022 Total Change is: 1,925
218 1,124 157 2,075 561 -108 -723 233 781 -150 -286 -21 -304 -516
Percent of Open Interest Represented by Each Category of Trader
0.5 53.4 0.5 51.1 4.9 1.0 38.8 15.9 1.2 2.6 21.4 0.1 4.2 1.5
Number of Traders in Each Category Total Traders: 168
4 9 . 25 14 7 52 34 7 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 61,450
Positions
169 44,669 0 49,635 2,445 33 7,264 10,539 91 1,188 1,856 0 3,070 1,817
Changes from: May 3, 2022 Total Change is: -99
0 0 0 -2,022 -61 0 2,124 -119 65 -58 -106 0 -208 122
Percent of Open Interest Represented by Each Category of Trader
0.3 72.7 0.0 80.8 4.0 0.1 11.8 17.2 0.1 1.9 3.0 0.0 5.0 3.0
Number of Traders in Each Category Total Traders: 68
. 4 0 15 5 . 17 13 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 56,235
Positions
34,038 5,746 0 1,607 21,985 21 17,606 20,582 481 241 1,301 25 2,216 6,094
Changes from: May 3, 2022 Total Change is: 5,391
7,972 1,810 -28 -2,364 1,225 -76 605 1,833 101 -610 126 -2 -207 402
Percent of Open Interest Represented by Each Category of Trader
60.5 10.2 0.0 2.9 39.1 0.0 31.3 36.6 0.9 0.4 2.3 0.0 3.9 10.8
Number of Traders in Each Category Total Traders: 101
10 4 0 6 24 . 19 29 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 22,801
Positions
0 11,496 16 19,836 1,639 0 1,552 7,299 565 0 0 0 832 1,786
Changes from: May 3, 2022 Total Change is: 1,138
0 -213 0 1,490 -265 -213 270 2,050 -299 0 0 0 -110 78
Percent of Open Interest Represented by Each Category of Trader
0.0 50.4 0.1 87.0 7.2 0.0 6.8 32.0 2.5 0.0 0.0 0.0 3.6 7.8
Number of Traders in Each Category Total Traders: 28
0 4 . 6 . 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 41,470
Positions
20,596 8,083 243 2,992 9,945 339 9,436 7,027 34 958 8,718 0 6,874 7,082
Changes from: May 3, 2022 Total Change is: 1,746
377 -2,179 -99 536 3,034 -496 964 744 -158 107 107 0 516 793
Percent of Open Interest Represented by Each Category of Trader
49.7 19.5 0.6 7.2 24.0 0.8 22.8 16.9 0.1 2.3 21.0 0.0 16.6 17.1
Number of Traders in Each Category Total Traders: 94
17 10 . 14 12 4 12 22 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 82,940
Positions
41,191 16,166 485 5,983 19,890 678 18,871 14,054 68 1,916 17,436 0 13,748 14,163
Changes from: May 3, 2022 Total Change is: 3,492
754 -4,358 -198 1,071 6,068 -992 1,928 1,488 -315 213 214 0 1,031 1,585
Percent of Open Interest Represented by Each Category of Trader
49.7 19.5 0.6 7.2 24.0 0.8 22.8 16.9 0.1 2.3 21.0 0.0 16.6 17.1
Number of Traders in Each Category Total Traders: 94
17 10 . 14 12 4 12 22 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 40,068
Positions
21,113 31,016 0 12,342 4,044 1,170 1,566 2,588 0 261 0 0 3,616 1,250
Changes from: May 3, 2022 Total Change is: 1,033
-136 897 0 1,999 -65 65 -929 -120 -13 261 0 0 -214 269
Percent of Open Interest Represented by Each Category of Trader
52.7 77.4 0.0 30.8 10.1 2.9 3.9 6.5 0.0 0.7 0.0 0.0 9.0 3.1
Number of Traders in Each Category Total Traders: 30
5 5 0 15 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 452,391
Positions
42,552 67,685 9,037 188,609 133,174 63,191 58,274 60,004 11,738 27,894 55,473 1,113 49,983 50,976
Changes from: May 3, 2022 Total Change is: 10,656
-2,068 2,073 1,402 -3,012 14,743 4,017 6,046 -8,924 874 1,581 -7,656 837 979 3,290
Percent of Open Interest Represented by Each Category of Trader
9.4 15.0 2.0 41.7 29.4 14.0 12.9 13.3 2.6 6.2 12.3 0.2 11.0 11.3
Number of Traders in Each Category Total Traders: 538
38 40 30 141 99 117 75 76 65 34 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,913
Positions
1,594 16,945 0 12,652 581 99 1,271 430 0 275 0 0 3,022 858
Changes from: May 3, 2022 Total Change is: 829
-200 1,594 0 704 0 0 70 -518 0 275 0 0 -20 -247
Percent of Open Interest Represented by Each Category of Trader
8.4 89.6 0.0 66.9 3.1 0.5 6.7 2.3 0.0 1.5 0.0 0.0 16.0 4.5
Number of Traders in Each Category Total Traders: 24
. 10 0 7 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 43,430
Positions
13,739 41,092 0 17,658 0 0 7,387 1,334 0 250 0 0 4,396 1,004
Changes from: May 3, 2022 Total Change is: -527
2,987 1,641 0 -1,934 -1,881 0 392 4 0 250 0 0 -2,222 -291
Percent of Open Interest Represented by Each Category of Trader
31.6 94.6 0.0 40.7 0.0 0.0 17.0 3.1 0.0 0.6 0.0 0.0 10.1 2.3
Number of Traders in Each Category Total Traders: 40
4 10 0 16 0 0 8 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 2,261,956
Positions
212,762 338,423 45,187 943,043 665,870 315,954 291,368 300,020 58,692 139,470 277,365 5,566 249,914 254,879
Changes from: May 3, 2022 Total Change is: 53,282
-10,339 10,364 7,010 -15,058 73,715 20,086 30,231 -44,618 4,368 7,904 -38,278 4,183 4,897 16,452
Percent of Open Interest Represented by Each Category of Trader
9.4 15.0 2.0 41.7 29.4 14.0 12.9 13.3 2.6 6.2 12.3 0.2 11.0 11.3
Number of Traders in Each Category Total Traders: 538
38 40 30 141 99 117 75 76 65 34 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 29,032
Positions
21,206 24,506 0 4,818 935 0 423 2,077 0 0 0 0 2,585 1,514
Changes from: May 3, 2022 Total Change is: 602
615 1,103 0 -51 -785 0 -189 -150 0 0 0 0 227 434
Percent of Open Interest Represented by Each Category of Trader
73.0 84.4 0.0 16.6 3.2 0.0 1.5 7.2 0.0 0.0 0.0 0.0 8.9 5.2
Number of Traders in Each Category Total Traders: 23
6 5 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,073
Positions
1,789 20,130 0 13,399 0 0 2,102 0 0 0 0 0 3,783 943
Changes from: May 3, 2022 Total Change is: 244
396 240 0 -244 0 0 156 0 0 0 0 0 -64 4
Percent of Open Interest Represented by Each Category of Trader
8.5 95.5 0.0 63.6 0.0 0.0 10.0 0.0 0.0 0.0 0.0 0.0 18.0 4.5
Number of Traders in Each Category Total Traders: 22
. 9 0 8 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 21,450
Positions
3,232 17,673 0 12,132 0 1,068 2,326 1,851 0 0 0 0 2,692 858
Changes from: May 3, 2022 Total Change is: 2,291
-77 2,847 0 2,157 -950 -1 717 286 0 0 0 0 -505 109
Percent of Open Interest Represented by Each Category of Trader
15.1 82.4 0.0 56.6 0.0 5.0 10.8 8.6 0.0 0.0 0.0 0.0 12.6 4.0
Number of Traders in Each Category Total Traders: 30
5 8 0 9 0 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 205,271
Positions
16,912 15,416 0 20,719 5 237 7,346 158,202 2,203 4,429 0 0 153,425 29,208
Changes from: May 3, 2022 Total Change is: 9,829
2,044 5,050 0 449 0 52 -7,072 8,074 -3,787 -1,800 0 0 19,943 440
Percent of Open Interest Represented by Each Category of Trader
8.2 7.5 0.0 10.1 0.0 0.1 3.6 77.1 1.1 2.2 0.0 0.0 74.7 14.2
Number of Traders in Each Category Total Traders: 24
. . 0 9 . . . 8 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 212,310
Positions
53,558 66,892 103,788 0 0 0 14,649 1,012 38,788 0 0 0 1,527 1,830
Changes from: May 3, 2022 Total Change is: -2,800
-1,430 1,400 -870 0 0 0 -500 -3,330 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.2 31.5 48.9 0.0 0.0 0.0 6.9 0.5 18.3 0.0 0.0 0.0 0.7 0.9
Number of Traders in Each Category Total Traders: 20
6 7 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 60,107
Positions
32,412 2,386 251 15,071 44,650 3,048 2,016 4,582 0 422 0 0 6,887 5,190
Changes from: May 3, 2022 Total Change is: 5,681
4,962 -390 78 -294 4,650 419 596 936 -3 -175 0 0 98 -9
Percent of Open Interest Represented by Each Category of Trader
53.9 4.0 0.4 25.1 74.3 5.1 3.4 7.6 0.0 0.7 0.0 0.0 11.5 8.6
Number of Traders in Each Category Total Traders: 66
7 . . 19 27 12 5 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 49,984
Positions
10,276 10,965 506 14,304 11,991 1,665 12,361 10,439 996 2,531 5,003 83 7,262 8,336
Changes from: May 3, 2022 Total Change is: 4,640
957 1,367 318 -102 2,367 45 2,412 -525 139 -27 902 71 827 -44
Percent of Open Interest Represented by Each Category of Trader
20.6 21.9 1.0 28.6 24.0 3.3 24.7 20.9 2.0 5.1 10.0 0.2 14.5 16.7
Number of Traders in Each Category Total Traders: 293
31 21 11 49 49 37 47 47 24 18 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 249,921
Positions
51,380 54,824 2,531 71,521 59,957 8,327 61,804 52,194 4,981 12,655 25,015 413 36,309 41,679
Changes from: May 3, 2022 Total Change is: 23,199
4,787 6,836 1,590 -510 11,836 225 12,060 -2,625 694 -136 4,509 356 4,133 -222
Percent of Open Interest Represented by Each Category of Trader
20.6 21.9 1.0 28.6 24.0 3.3 24.7 20.9 2.0 5.1 10.0 0.2 14.5 16.7
Number of Traders in Each Category Total Traders: 293
31 21 11 49 49 37 47 47 24 18 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 89,076
Positions
5,808 921 0 945 577 0 23,472 64,976 2,643 7,590 1,014 0 48,618 18,945
Changes from: May 3, 2022 Total Change is: -4,334
2,966 -218 0 107 55 0 -4,400 -1,170 -150 1,250 -1,614 0 -4,107 -1,237
Percent of Open Interest Represented by Each Category of Trader
6.5 1.0 0.0 1.1 0.6 0.0 26.4 72.9 3.0 8.5 1.1 0.0 54.6 21.3
Number of Traders in Each Category Total Traders: 39
4 . 0 . . 0 10 11 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 524,949
Positions
225,906 11,946 2,426 142,206 263,769 53,145 59,608 116,888 5,968 15,419 45,624 172 20,099 25,011
Changes from: May 3, 2022 Total Change is: 30,560
23,015 1,328 324 -4,331 21,890 -127 13,441 2,439 915 -1,404 2,772 26 -1,299 993
Percent of Open Interest Represented by Each Category of Trader
43.0 2.3 0.5 27.1 50.2 10.1 11.4 22.3 1.1 2.9 8.7 0.0 3.8 4.8
Number of Traders in Each Category Total Traders: 336
34 10 4 69 76 51 41 75 26 9 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 29,337
Positions
7,588 28,023 0 17,228 423 0 2,539 347 0 0 0 0 1,982 544
Changes from: May 3, 2022 Total Change is: 939
1,059 1,059 0 42 0 0 -111 26 0 0 0 0 -51 -146
Percent of Open Interest Represented by Each Category of Trader
25.9 95.5 0.0 58.7 1.4 0.0 8.7 1.2 0.0 0.0 0.0 0.0 6.8 1.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 41,397
Positions
3,869 2,195 709 20,532 4,317 2,447 3,326 6,507 35 4,767 1,035 8 5,704 24,144
Changes from: May 3, 2022 Total Change is: 2,332
-70 -980 74 688 360 216 1,862 1,101 35 -672 -216 8 191 1,734
Percent of Open Interest Represented by Each Category of Trader
9.3 5.3 1.7 49.6 10.4 5.9 8.0 15.7 0.1 11.5 2.5 0.0 13.8 58.3
Number of Traders in Each Category Total Traders: 55
8 5 . 13 6 6 5 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 418,447
Positions
30,870 185,095 3,426 283,298 134,055 54,445 20,339 19,705 1,826 15,704 13,619 26 8,513 6,250
Changes from: May 3, 2022 Total Change is: 7,418
-491 -8,747 128 5,857 21,808 -81 2,620 -673 -176 964 -4,188 1 -1,404 -654
Percent of Open Interest Represented by Each Category of Trader
7.4 44.2 0.8 67.7 32.0 13.0 4.9 4.7 0.4 3.8 3.3 0.0 2.0 1.5
Number of Traders in Each Category Total Traders: 203
12 13 7 75 54 43 16 18 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 1,233,357
Positions
107,431 503,424 6,266 703,966 406,387 144,878 122,980 103,082 10,962 104,698 27,271 1,377 30,799 29,710
Changes from: May 3, 2022 Total Change is: 36,476
972 -850 -3,223 -4,067 24,632 -4,841 2,282 12,491 3,213 37,246 -141 498 4,396 4,697
Percent of Open Interest Represented by Each Category of Trader
8.7 40.8 0.5 57.1 32.9 11.7 10.0 8.4 0.9 8.5 2.2 0.1 2.5 2.4
Number of Traders in Each Category Total Traders: 419
25 20 10 135 100 88 46 52 31 24 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 219,691
Positions
7,461 157,425 32,375 18,557 0 2,363 137,887 2,301 18,478 2,090 6,517 140 340 92
Changes from: May 3, 2022 Total Change is: 4,474
1,685 2,672 -2,823 552 0 800 1,155 730 3,514 -242 0 0 -167 -419
Percent of Open Interest Represented by Each Category of Trader
3.4 71.7 14.7 8.4 0.0 1.1 62.8 1.0 8.4 1.0 3.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 91
7 24 15 11 0 . 31 5 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 1,207,560
Positions
9,078 135,039 813 591,502 288,751 193,484 130,520 327,270 40,707 84,479 54,057 279 156,698 167,160
Changes from: May 3, 2022 Total Change is: 20,409
-2,382 -11,566 -3 9,852 4,723 -3,156 4,884 29,377 11,860 -2,016 -4,079 216 1,154 -6,963
Percent of Open Interest Represented by Each Category of Trader
0.8 11.2 0.1 49.0 23.9 16.0 10.8 27.1 3.4 7.0 4.5 0.0 13.0 13.8
Number of Traders in Each Category Total Traders: 188
8 20 6 59 36 59 24 30 19 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 1,265,018
Positions
22,730 47,882 9,018 724,817 201,886 227,875 57,373 639,763 5,465 73,532 9,779 0 144,208 123,350
Changes from: May 3, 2022 Total Change is: -12,112
-10,510 -9,124 2,041 -2,323 1,775 3,656 2,849 -4,832 -1,902 -1,187 1,494 0 -4,736 -5,220
Percent of Open Interest Represented by Each Category of Trader
1.8 3.8 0.7 57.3 16.0 18.0 4.5 50.6 0.4 5.8 0.8 0.0 11.4 9.8
Number of Traders in Each Category Total Traders: 153
8 8 5 70 28 58 5 24 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 2,264,774
Positions
82,146 216,037 11,715 922,416 423,789 431,635 485,258 437,905 132,438 49,895 387,204 8,489 140,782 215,562
Changes from: May 3, 2022 Total Change is: 32,626
-15,780 11,149 -2,631 40,631 -17,729 1,662 -18,668 -40,883 17,938 464 95,904 1,961 7,049 -34,745
Percent of Open Interest Represented by Each Category of Trader
3.6 9.5 0.5 40.7 18.7 19.1 21.4 19.3 5.8 2.2 17.1 0.4 6.2 9.5
Number of Traders in Each Category Total Traders: 370
15 44 9 90 61 82 38 61 29 15 46 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 3,722,697
Positions
78,116 336,148 16,687 1,609,207 1,255,882 701,406 653,992 333,045 149,925 185,429 419,265 14,345 313,590 495,994
Changes from: May 3, 2022 Total Change is: 41,933
-4,915 20,254 10,047 -55,594 -11,855 -17,381 50,814 -40,872 61,270 8,496 14,677 1,475 -12,279 4,318
Percent of Open Interest Represented by Each Category of Trader
2.1 9.0 0.4 43.2 33.7 18.8 17.6 8.9 4.0 5.0 11.3 0.4 8.4 13.3
Number of Traders in Each Category Total Traders: 408
20 36 14 98 85 104 59 62 57 23 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 1,248,012
Positions
70,615 23,835 1,368 479,254 511,581 221,699 154,008 128,391 52,072 126,829 55,097 680 141,487 253,289
Changes from: May 3, 2022 Total Change is: -24,853
-12,031 1,587 6 -15,461 -16,020 -2,918 -1,089 -24,267 13,829 -11,745 1,163 -34 4,590 1,801
Percent of Open Interest Represented by Each Category of Trader
5.7 1.9 0.1 38.4 41.0 17.8 12.3 10.3 4.2 10.2 4.4 0.1 11.3 20.3
Number of Traders in Each Category Total Traders: 142
6 5 . 29 58 59 11 15 13 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,519
Positions
0 0 0 0 0 0 1,074 2,916 1,159 1,168 100 0 1,118 344
Changes from: May 3, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 23.8 64.5 25.6 25.8 2.2 0.0 24.7 7.6
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . 4 . 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 3,813,677
Positions
76,237 364,308 24,153 1,827,910 759,029 823,492 258,143 1,009,145 166,070 365,277 218,376 755 271,640 448,349
Changes from: May 3, 2022 Total Change is: -5,159
7,032 16,886 6,276 12,529 -12,056 4,257 -40,330 10,167 5,492 -9,684 -31,375 593 8,676 -5,399
Percent of Open Interest Represented by Each Category of Trader
2.0 9.6 0.6 47.9 19.9 21.6 6.8 26.5 4.4 9.6 5.7 0.0 7.1 11.8
Number of Traders in Each Category Total Traders: 349
17 40 9 85 71 92 35 64 34 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 1,750,404
Positions
329,056 377,840 749,618 4,423 21,123 18,634 127,748 103,579 429,813 46,735 5,524 4,750 39,627 39,523
Changes from: May 3, 2022 Total Change is: 88,335
3,736 24,435 37,881 4,423 15,213 2,392 -936 -18,979 29,199 2,615 -5,448 2,122 6,903 1,520
Percent of Open Interest Represented by Each Category of Trader
18.8 21.6 42.8 0.3 1.2 1.1 7.3 5.9 24.6 2.7 0.3 0.3 2.3 2.3
Number of Traders in Each Category Total Traders: 118
23 33 52 . . . 27 20 41 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,439,124
Positions
3,933,510 1,021,032 1,616,207 705,081 379,802 417,349 486,268 3,175,272 2,606,343 21,291 140,127 230,255 422,820 852,737
Changes from: May 3, 2022 Total Change is: -109,720
-45,310 14,544 71,121 -93,287 -102,601 38,516 668 -32,286 -95,533 -660 -29,168 12,812 1,953 12,875
Percent of Open Interest Represented by Each Category of Trader
37.7 9.8 15.5 6.8 3.6 4.0 4.7 30.4 25.0 0.2 1.3 2.2 4.1 8.2
Number of Traders in Each Category Total Traders: 211
27 35 53 7 20 20 25 72 76 5 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 4,913,608
Positions
1,719,162 1,244,016 1,357,743 62,246 327,459 92,366 567,763 795,229 1,023,827 51,952 33,806 25,214 13,335 13,948
Changes from: May 3, 2022 Total Change is: 112,600
-62,045 25,938 38,356 28,170 14,164 3,566 93,267 6,809 14,573 -6,666 4,139 134 3,245 4,921
Percent of Open Interest Represented by Each Category of Trader
35.0 25.3 27.6 1.3 6.7 1.9 11.6 16.2 20.8 1.1 0.7 0.5 0.3 0.3
Number of Traders in Each Category Total Traders: 324
46 74 92 8 21 16 51 57 80 21 33 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 417,390
Positions
136,090 137,368 134,236 2,736 14,098 225 72,444 54,736 66,157 4,150 6,218 884 468 3,468
Changes from: May 3, 2022 Total Change is: 47,435
15,911 7,127 22,818 526 9,059 -6,847 21,058 18,518 -5,249 25 -23 -34 -773 2,066
Percent of Open Interest Represented by Each Category of Trader
32.6 32.9 32.2 0.7 3.4 0.1 17.4 13.1 15.9 1.0 1.5 0.2 0.1 0.8
Number of Traders in Each Category Total Traders: 127
26 36 37 . . . 22 30 30 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342601 Open Interest is 151,991
Positions
13,735 32,053 3,908 0 0 0 49,776 54,412 39,933 40,805 17,836 3,834 0 15
Changes from: May 3, 2022 Total Change is: 648
0 40 0 0 0 0 188 -932 460 0 1,080 0 0 0
Percent of Open Interest Represented by Each Category of Trader
9.0 21.1 2.6 0.0 0.0 0.0 32.7 35.8 26.3 26.8 11.7 2.5 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 4 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,841
Positions
283 802 82 5,735 888 19 1,863 7,192 537 1,135 220 198 989 903
Changes from: May 3, 2022 Total Change is: 790
-70 80 -56 -96 230 19 367 358 39 396 -26 69 122 77
Percent of Open Interest Represented by Each Category of Trader
2.6 7.4 0.8 52.9 8.2 0.2 17.2 66.3 5.0 10.5 2.0 1.8 9.1 8.3
Number of Traders in Each Category Total Traders: 85
4 . . 5 7 . 17 39 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 17,355
Positions
2,222 0 0 315 373 0 4,871 11,462 535 5,067 2,089 1,176 3,169 1,720
Changes from: May 3, 2022 Total Change is: 6,441
863 0 0 26 50 0 3,148 5,294 247 1,915 747 20 222 83
Percent of Open Interest Represented by Each Category of Trader
12.8 0.0 0.0 1.8 2.1 0.0 28.1 66.0 3.1 29.2 12.0 6.8 18.3 9.9
Number of Traders in Each Category Total Traders: 116
5 0 0 4 . 0 10 16 4 47 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 3,443
Positions
128 175 0 0 249 3 857 2,366 119 1,673 0 16 647 515
Changes from: May 3, 2022 Total Change is: 462
25 89 -45 0 121 -15 -31 205 37 622 -37 -6 -125 113
Percent of Open Interest Represented by Each Category of Trader
3.7 5.1 0.0 0.0 7.2 0.1 24.9 68.7 3.5 48.6 0.0 0.5 18.8 15.0
Number of Traders in Each Category Total Traders: 46
. . 0 0 . . 10 21 4 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 44,843
Positions
0 8,717 0 0 0 0 33,310 27,936 83 9,998 7,390 323 1,129 394
Changes from: May 3, 2022 Total Change is: 6,390
0 -489 0 0 0 0 5,187 5,284 75 1,433 1,813 -104 -201 -189
Percent of Open Interest Represented by Each Category of Trader
0.0 19.4 0.0 0.0 0.0 0.0 74.3 62.3 0.2 22.3 16.5 0.7 2.5 0.9
Number of Traders in Each Category Total Traders: 110
0 . 0 0 0 0 4 12 . 63 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,556
Positions
551 27,942 0 28,445 550 510 16,312 23,476 321 6,367 2,105 80 4,970 2,572
Changes from: May 3, 2022 Total Change is: 3,464
-110 398 0 2,512 -135 25 662 3,403 -176 939 122 -62 -326 -111
Percent of Open Interest Represented by Each Category of Trader
1.0 48.5 0.0 49.4 1.0 0.9 28.3 40.8 0.6 11.1 3.7 0.1 8.6 4.5
Number of Traders in Each Category Total Traders: 130
. . 0 23 . 5 42 17 5 29 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 318,283
Positions
39,605 29,010 15,779 84,320 27,390 37,141 39,869 101,669 60,550 14,151 8,393 4,687 22,181 33,664
Changes from: May 3, 2022 Total Change is: -2,229
3,846 5,687 -2,910 -6,206 -9,439 4,414 5,620 1,924 -4,667 575 2,125 -1,356 -1,545 1,993
Percent of Open Interest Represented by Each Category of Trader
12.4 9.1 5.0 26.5 8.6 11.7 12.5 31.9 19.0 4.4 2.6 1.5 7.0 10.6
Number of Traders in Each Category Total Traders: 166
12 18 19 22 22 23 25 40 39 7 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,464
Positions
1,136 20,378 64 27,188 1,016 1,165 920 11,439 0 3,288 318 0 703 84
Changes from: May 3, 2022 Total Change is: -676
0 2,994 -31 -448 0 0 -113 -1,021 0 -30 -2,634 -14 -40 30
Percent of Open Interest Represented by Each Category of Trader
3.3 59.1 0.2 78.9 2.9 3.4 2.7 33.2 0.0 9.5 0.9 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 45
. . . 15 . . 5 7 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 13, 2022