Traders in Financial Futures - Futures Only Positions as of May 24, 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 138,508
Positions
9,222 31,448 1,479 43,923 35,978 6,113 16,811 28,943 7,180 21,374 715 358 32,048 26,294
Changes from: May 17, 2022 Total Change is: -13,077
-4,203 1,418 619 1,054 -4,475 26 -7,916 -4,603 -3,164 -312 132 -1 820 -3,029
Percent of Open Interest Represented by Each Category of Trader
6.7 22.7 1.1 31.7 26.0 4.4 12.1 20.9 5.2 15.4 0.5 0.3 23.1 19.0
Number of Traders in Each Category Total Traders: 108
7 8 5 19 16 8 15 25 15 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 49,918
Positions
31,334 1,854 31 6,818 12,738 1,662 1,509 13,048 256 0 0 0 8,308 20,329
Changes from: May 17, 2022 Total Change is: -3,373
1,930 696 0 -1,191 -1,088 72 -4,470 -771 72 0 0 0 214 -2,354
Percent of Open Interest Represented by Each Category of Trader
62.8 3.7 0.1 13.7 25.5 3.3 3.0 26.1 0.5 0.0 0.0 0.0 16.6 40.7
Number of Traders in Each Category Total Traders: 45
7 . . 7 12 5 4 13 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 253,864
Positions
128,578 25,871 5,513 33,822 123,538 5,848 48,901 43,751 7,979 4,116 5,587 0 19,107 35,777
Changes from: May 17, 2022 Total Change is: 53
-268 1,229 -121 1,484 -2,604 -14 466 1,040 660 -450 0 0 -1,704 -137
Percent of Open Interest Represented by Each Category of Trader
50.6 10.2 2.2 13.3 48.7 2.3 19.3 17.2 3.1 1.6 2.2 0.0 7.5 14.1
Number of Traders in Each Category Total Traders: 130
9 4 4 17 36 17 20 37 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 237,256
Positions
134,529 7,643 796 45,272 107,045 4,215 23,952 81,433 2,654 980 1,357 0 24,858 32,113
Changes from: May 17, 2022 Total Change is: -4,052
-14,504 466 159 453 -5,222 100 4,789 1,720 95 931 203 0 3,925 -1,573
Percent of Open Interest Represented by Each Category of Trader
56.7 3.2 0.3 19.1 45.1 1.8 10.1 34.3 1.1 0.4 0.6 0.0 10.5 13.5
Number of Traders in Each Category Total Traders: 126
12 4 4 18 28 15 18 38 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 708,938
Positions
40,662 321,857 1,927 397,748 169,586 33,636 80,090 91,273 17,854 43,893 13,347 5,236 87,892 54,222
Changes from: May 17, 2022 Total Change is: 2,226
-370 15,916 -209 5,411 -6,754 1,690 -4,146 -7,939 -1,648 -782 1,382 -157 2,437 -55
Percent of Open Interest Represented by Each Category of Trader
5.7 45.4 0.3 56.1 23.9 4.7 11.3 12.9 2.5 6.2 1.9 0.7 12.4 7.6
Number of Traders in Each Category Total Traders: 338
19 15 6 105 44 45 54 49 36 39 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 30,902
Positions
0 13,724 0 12,608 503 3,070 1,556 9,615 61 0 0 0 13,607 3,929
Changes from: May 17, 2022 Total Change is: -49
0 1,131 0 -88 -653 0 -462 -638 60 0 0 0 441 51
Percent of Open Interest Represented by Each Category of Trader
0.0 44.4 0.0 40.8 1.6 9.9 5.0 31.1 0.2 0.0 0.0 0.0 44.0 12.7
Number of Traders in Each Category Total Traders: 31
0 5 0 16 . 7 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 158,615
Positions
53,445 3,762 1,189 46,686 86,200 4,356 26,361 33,146 2,995 4,968 529 0 18,615 26,438
Changes from: May 17, 2022 Total Change is: -5,194
-701 861 761 2,235 149 179 -10,503 -4,291 -304 3,716 0 -5 -572 -2,544
Percent of Open Interest Represented by Each Category of Trader
33.7 2.4 0.7 29.4 54.3 2.7 16.6 20.9 1.9 3.1 0.3 0.0 11.7 16.7
Number of Traders in Each Category Total Traders: 90
10 . 4 15 20 9 17 21 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 177,125
Positions
9,827 97,647 621 82,684 6,396 1,181 68,196 32,115 2,319 4,648 33,757 44 7,605 3,045
Changes from: May 17, 2022 Total Change is: 6,201
8,751 3,829 -133 -3,487 -2,095 -736 799 5,074 -153 668 449 -113 605 79
Percent of Open Interest Represented by Each Category of Trader
5.5 55.1 0.4 46.7 3.6 0.7 38.5 18.1 1.3 2.6 19.1 0.0 4.3 1.7
Number of Traders in Each Category Total Traders: 175
5 8 . 27 12 7 60 31 6 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 63,976
Positions
169 44,669 675 43,034 1,400 33 9,937 9,641 4,603 1,699 916 0 3,826 2,039
Changes from: May 17, 2022 Total Change is: 7,986
0 0 615 2,542 -634 0 914 3,954 4,368 -841 -259 0 388 -58
Percent of Open Interest Represented by Each Category of Trader
0.3 69.8 1.1 67.3 2.2 0.1 15.5 15.1 7.2 2.7 1.4 0.0 6.0 3.2
Number of Traders in Each Category Total Traders: 72
. 4 . 15 4 . 22 13 4 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 59,279
Positions
38,935 7,542 809 2,008 23,697 249 12,424 17,714 2,552 100 1,132 0 2,202 5,584
Changes from: May 17, 2022 Total Change is: -1,525
317 809 809 390 702 113 -4,430 -4,466 1,457 0 -527 -25 -156 -397
Percent of Open Interest Represented by Each Category of Trader
65.7 12.7 1.4 3.4 40.0 0.4 21.0 29.9 4.3 0.2 1.9 0.0 3.7 9.4
Number of Traders in Each Category Total Traders: 93
11 . . 5 23 . 17 29 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 22,075
Positions
105 11,259 38 18,819 2,024 0 1,860 6,310 565 0 324 0 688 1,555
Changes from: May 17, 2022 Total Change is: -1,517
105 -231 38 -1,774 100 0 273 -1,617 0 0 160 0 -159 33
Percent of Open Interest Represented by Each Category of Trader
0.5 51.0 0.2 85.3 9.2 0.0 8.4 28.6 2.6 0.0 1.5 0.0 3.1 7.0
Number of Traders in Each Category Total Traders: 31
. . . 6 . 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 41,510
Positions
21,056 7,697 223 3,365 11,101 183 9,404 6,395 144 1,269 8,802 0 5,869 6,968
Changes from: May 17, 2022 Total Change is: 1,412
1,254 -467 -34 -303 1,319 -31 570 1,203 -41 126 -402 -1 -130 -135
Percent of Open Interest Represented by Each Category of Trader
50.7 18.5 0.5 8.1 26.7 0.4 22.7 15.4 0.3 3.1 21.2 0.0 14.1 16.8
Number of Traders in Each Category Total Traders: 101
19 11 . 13 12 5 20 18 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 83,020
Positions
42,111 15,393 445 6,730 22,201 366 18,807 12,789 287 2,537 17,603 0 11,737 13,936
Changes from: May 17, 2022 Total Change is: 2,823
2,508 -934 -67 -605 2,637 -62 1,139 2,405 -81 252 -804 -2 -259 -269
Percent of Open Interest Represented by Each Category of Trader
50.7 18.5 0.5 8.1 26.7 0.4 22.7 15.4 0.3 3.1 21.2 0.0 14.1 16.8
Number of Traders in Each Category Total Traders: 101
19 11 . 13 12 5 20 18 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 40,602
Positions
20,800 30,746 0 13,804 4,092 1,053 1,984 3,353 0 0 0 0 2,961 1,358
Changes from: May 17, 2022 Total Change is: 1,356
710 972 0 209 71 -71 244 116 0 0 0 0 264 268
Percent of Open Interest Represented by Each Category of Trader
51.2 75.7 0.0 34.0 10.1 2.6 4.9 8.3 0.0 0.0 0.0 0.0 7.3 3.3
Number of Traders in Each Category Total Traders: 30
5 5 0 15 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 452,434
Positions
49,450 65,954 10,733 195,776 137,612 60,038 46,268 75,542 10,681 31,612 39,984 146 47,731 51,745
Changes from: May 17, 2022 Total Change is: 2,012
3,075 1,580 1,376 -226 3,108 -549 -3,392 6,378 -498 1,932 -10,892 -158 452 1,669
Percent of Open Interest Represented by Each Category of Trader
10.9 14.6 2.4 43.3 30.4 13.3 10.2 16.7 2.4 7.0 8.8 0.0 10.5 11.4
Number of Traders in Each Category Total Traders: 538
43 35 30 145 97 112 75 78 64 34 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 44,531
Positions
14,957 42,239 0 18,937 0 0 6,669 1,444 0 0 0 0 3,968 848
Changes from: May 17, 2022 Total Change is: 1,263
1,297 1,366 0 514 0 0 -332 -102 0 0 0 0 -216 -1
Percent of Open Interest Represented by Each Category of Trader
33.6 94.9 0.0 42.5 0.0 0.0 15.0 3.2 0.0 0.0 0.0 0.0 8.9 1.9
Number of Traders in Each Category Total Traders: 39
. 10 0 18 0 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,262,171
Positions
247,249 329,769 53,663 978,878 688,062 300,190 231,340 377,709 53,406 158,061 199,920 729 238,655 258,723
Changes from: May 17, 2022 Total Change is: 10,062
15,374 7,899 6,881 -1,130 15,538 -2,745 -16,958 31,888 -2,491 9,662 -54,461 -792 2,261 8,345
Percent of Open Interest Represented by Each Category of Trader
10.9 14.6 2.4 43.3 30.4 13.3 10.2 16.7 2.4 7.0 8.8 0.0 10.5 11.4
Number of Traders in Each Category Total Traders: 538
43 35 30 145 97 112 75 78 64 34 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 26,510
Positions
18,665 23,199 0 4,987 271 0 474 1,770 18 0 0 0 2,366 1,252
Changes from: May 17, 2022 Total Change is: -2,243
-2,527 0 0 -20 -664 0 31 -39 9 0 0 0 264 -1,549
Percent of Open Interest Represented by Each Category of Trader
70.4 87.5 0.0 18.8 1.0 0.0 1.8 6.7 0.1 0.0 0.0 0.0 8.9 4.7
Number of Traders in Each Category Total Traders: 22
5 5 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 20,922
Positions
2,116 20,352 0 12,847 0 0 2,021 0 0 0 0 0 3,938 570
Changes from: May 17, 2022 Total Change is: -568
0 192 0 -878 0 0 -70 -460 0 0 0 0 380 -300
Percent of Open Interest Represented by Each Category of Trader
10.1 97.3 0.0 61.4 0.0 0.0 9.7 0.0 0.0 0.0 0.0 0.0 18.8 2.7
Number of Traders in Each Category Total Traders: 23
. 10 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 24,323
Positions
3,971 21,861 0 14,608 350 1,068 2,057 494 5 0 0 0 2,614 545
Changes from: May 17, 2022 Total Change is: 2,031
559 3,047 0 1,966 43 0 -423 -703 4 0 0 0 -75 -360
Percent of Open Interest Represented by Each Category of Trader
16.3 89.9 0.0 60.1 1.4 4.4 8.5 2.0 0.0 0.0 0.0 0.0 10.7 2.2
Number of Traders in Each Category Total Traders: 31
5 11 0 9 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 240,007
Positions
29,154 17,051 0 32,462 2,227 220 14,140 183,278 6,202 2,779 0 0 155,050 31,029
Changes from: May 17, 2022 Total Change is: 28,578
8,706 1,133 0 4,366 2,222 -7 4,333 28,062 202 -467 0 0 11,445 -3,034
Percent of Open Interest Represented by Each Category of Trader
12.1 7.1 0.0 13.5 0.9 0.1 5.9 76.4 2.6 1.2 0.0 0.0 64.6 12.9
Number of Traders in Each Category Total Traders: 32
. . 0 12 . 5 5 10 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 60,178
Positions
31,607 2,686 169 17,383 43,885 3,276 637 3,995 2 452 0 0 6,652 6,165
Changes from: May 17, 2022 Total Change is: 180
-463 -20 0 249 130 17 19 -158 2 242 0 0 114 209
Percent of Open Interest Represented by Each Category of Trader
52.5 4.5 0.3 28.9 72.9 5.4 1.1 6.6 0.0 0.8 0.0 0.0 11.1 10.2
Number of Traders in Each Category Total Traders: 66
6 . . 24 27 13 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,049
Positions
12,515 9,898 458 15,586 12,910 1,066 10,377 13,270 880 2,474 4,349 92 7,601 8,126
Changes from: May 17, 2022 Total Change is: 2,338
2,293 -238 -33 650 373 -315 -626 2,672 75 -151 20 50 396 -265
Percent of Open Interest Represented by Each Category of Trader
24.5 19.4 0.9 30.5 25.3 2.1 20.3 26.0 1.7 4.8 8.5 0.2 14.9 15.9
Number of Traders in Each Category Total Traders: 305
35 18 13 49 47 30 44 57 17 21 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 255,244
Positions
62,575 49,490 2,292 77,931 64,550 5,328 51,886 66,349 4,400 12,369 21,745 459 38,004 40,631
Changes from: May 17, 2022 Total Change is: 11,691
11,463 -1,190 -165 3,248 1,863 -1,574 -3,128 13,360 373 -757 101 250 1,981 -1,327
Percent of Open Interest Represented by Each Category of Trader
24.5 19.4 0.9 30.5 25.3 2.1 20.3 26.0 1.7 4.8 8.5 0.2 14.9 15.9
Number of Traders in Each Category Total Traders: 305
35 18 13 49 47 30 44 57 17 21 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 98,015
Positions
11,444 681 0 952 592 0 15,456 73,546 2,608 10,775 1,302 91 56,689 19,195
Changes from: May 17, 2022 Total Change is: 18,574
6,383 -1,185 0 3 73 0 -8,605 24,433 108 2,341 362 0 18,344 -5,217
Percent of Open Interest Represented by Each Category of Trader
11.7 0.7 0.0 1.0 0.6 0.0 15.8 75.0 2.7 11.0 1.3 0.1 57.8 19.6
Number of Traders in Each Category Total Traders: 41
4 . 0 . . 0 10 12 8 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 537,973
Positions
230,825 24,389 2,320 146,297 266,285 54,511 50,969 122,968 6,165 27,032 39,001 232 19,622 22,102
Changes from: May 17, 2022 Total Change is: 10,642
10,324 10,844 246 1,592 1,943 -579 -4,525 1,899 -11 4,493 -1,247 44 -942 -2,497
Percent of Open Interest Represented by Each Category of Trader
42.9 4.5 0.4 27.2 49.5 10.1 9.5 22.9 1.1 5.0 7.2 0.0 3.6 4.1
Number of Traders in Each Category Total Traders: 341
32 11 4 70 79 49 38 77 24 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 30,094
Positions
7,298 28,562 0 18,758 403 0 2,476 722 0 0 0 0 1,562 407
Changes from: May 17, 2022 Total Change is: 792
0 539 0 1,280 3 0 -32 387 0 0 0 0 -456 -137
Percent of Open Interest Represented by Each Category of Trader
24.3 94.9 0.0 62.3 1.3 0.0 8.2 2.4 0.0 0.0 0.0 0.0 5.2 1.4
Number of Traders in Each Category Total Traders: 31
. 8 0 14 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 12,332
Positions
1,100 3,236 0 7,203 1,455 37 215 2,086 475 250 1,471 0 3,052 3,572
Changes from: May 17, 2022 Total Change is: -254
1,100 200 0 -238 -14 0 -1,684 -83 475 250 457 0 -157 -1,289
Percent of Open Interest Represented by Each Category of Trader
8.9 26.2 0.0 58.4 11.8 0.3 1.7 16.9 3.9 2.0 11.9 0.0 24.7 29.0
Number of Traders in Each Category Total Traders: 21
. . 0 8 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 51,115
Positions
2,440 4,978 1,019 23,538 6,277 2,990 8,229 7,472 559 6,993 2,308 0 5,347 25,512
Changes from: May 17, 2022 Total Change is: 4,674
-321 2,330 74 1,040 1,430 993 4,101 -658 557 -1,284 2,308 -1 -485 -2,359
Percent of Open Interest Represented by Each Category of Trader
4.8 9.7 2.0 46.0 12.3 5.8 16.1 14.6 1.1 13.7 4.5 0.0 10.5 49.9
Number of Traders in Each Category Total Traders: 58
5 7 . 12 7 6 8 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 415,751
Positions
31,668 167,812 2,952 290,349 147,158 54,432 11,069 20,247 1,568 14,500 15,900 19 9,194 5,663
Changes from: May 17, 2022 Total Change is: 3,823
907 -2,274 -340 5,964 6,014 -412 -2,175 2,129 235 -433 207 0 77 -1,736
Percent of Open Interest Represented by Each Category of Trader
7.6 40.4 0.7 69.8 35.4 13.1 2.7 4.9 0.4 3.5 3.8 0.0 2.2 1.4
Number of Traders in Each Category Total Traders: 204
11 15 7 77 51 42 15 20 8 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 1,196,895
Positions
109,431 437,352 8,769 733,036 430,692 148,017 92,940 106,035 9,824 68,251 27,534 1,540 25,087 27,132
Changes from: May 17, 2022 Total Change is: -23,405
-4,746 -23,196 2,101 12,931 -8,348 1,428 -12,484 2,307 -1,678 -19,110 403 -52 -1,795 3,630
Percent of Open Interest Represented by Each Category of Trader
9.1 36.5 0.7 61.2 36.0 12.4 7.8 8.9 0.8 5.7 2.3 0.1 2.1 2.3
Number of Traders in Each Category Total Traders: 409
26 20 10 137 95 88 48 44 29 19 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 226,249
Positions
17,244 169,851 25,274 20,542 0 2,213 139,150 3,067 19,031 2,277 6,542 140 378 131
Changes from: May 17, 2022 Total Change is: 8,948
4,303 9,514 -1,468 1,835 0 0 4,453 1,396 -104 57 25 0 -128 -415
Percent of Open Interest Represented by Each Category of Trader
7.6 75.1 11.2 9.1 0.0 1.0 61.5 1.4 8.4 1.0 2.9 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 95
8 23 16 15 0 . 30 4 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 1,267,244
Positions
2,497 119,627 7,235 602,839 272,344 199,756 135,473 362,374 50,489 90,331 59,517 1,106 177,518 194,796
Changes from: May 17, 2022 Total Change is: 22,421
-7,220 -34,325 5,561 1,740 -6,788 2,430 -8,977 12,778 12,588 -9,283 4,749 584 24,998 24,844
Percent of Open Interest Represented by Each Category of Trader
0.2 9.4 0.6 47.6 21.5 15.8 10.7 28.6 4.0 7.1 4.7 0.1 14.0 15.4
Number of Traders in Each Category Total Traders: 169
. 16 7 59 30 60 19 30 27 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 1,389,238
Positions
20,786 52,928 13,008 751,994 185,703 230,844 71,711 681,679 68,224 68,492 10,316 3,032 161,147 143,504
Changes from: May 17, 2022 Total Change is: 86,428
-609 4,259 -2,474 33,799 -3,931 6,398 13,737 28,876 27,832 -4,767 262 3,032 9,480 22,174
Percent of Open Interest Represented by Each Category of Trader
1.5 3.8 0.9 54.1 13.4 16.6 5.2 49.1 4.9 4.9 0.7 0.2 11.6 10.3
Number of Traders in Each Category Total Traders: 147
6 8 6 72 26 59 5 21 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,526,000
Positions
89,718 244,565 39,725 854,938 416,030 417,237 653,801 539,855 270,961 38,148 364,594 14,329 147,143 218,704
Changes from: May 17, 2022 Total Change is: 149,976
4,209 -5,035 21,182 -75,990 27,379 -29,328 101,899 60,537 123,756 -9,532 -59,419 4,327 9,453 6,577
Percent of Open Interest Represented by Each Category of Trader
3.6 9.7 1.6 33.8 16.5 16.5 25.9 21.4 10.7 1.5 14.4 0.6 5.8 8.7
Number of Traders in Each Category Total Traders: 365
16 51 20 91 59 83 39 58 40 11 39 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 3,662,628
Positions
70,410 267,484 69,286 1,643,646 1,033,946 752,953 417,535 388,011 182,538 130,852 421,461 41,205 354,203 505,744
Changes from: May 17, 2022 Total Change is: -3,788
1,260 -15,111 47,942 3,325 -153,493 45,753 -84,838 48,348 -24,366 -51,124 -4,161 29,106 29,154 22,194
Percent of Open Interest Represented by Each Category of Trader
1.9 7.3 1.9 44.9 28.2 20.6 11.4 10.6 5.0 3.6 11.5 1.1 9.7 13.8
Number of Traders in Each Category Total Traders: 392
19 29 16 99 81 104 53 64 60 19 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 1,290,336
Positions
62,985 54,977 10,795 506,018 448,647 235,126 119,353 148,108 68,256 133,308 57,023 830 153,665 266,574
Changes from: May 17, 2022 Total Change is: 65,141
-3,949 22,257 7,915 25,370 -13,061 9,206 10,528 6,945 15,195 -3,082 2,975 356 3,602 13,353
Percent of Open Interest Represented by Each Category of Trader
4.9 4.3 0.8 39.2 34.8 18.2 9.2 11.5 5.3 10.3 4.4 0.1 11.9 20.7
Number of Traders in Each Category Total Traders: 149
6 9 11 31 54 54 13 18 16 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 5,425
Positions
0 0 0 0 0 0 1,710 4,761 97 2,101 215 0 1,517 352
Changes from: May 17, 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 31.5 87.8 1.8 38.7 4.0 0.0 28.0 6.5
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . . 18 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,011,412
Positions
49,864 405,923 54,642 1,738,849 855,400 826,625 381,204 845,649 224,881 336,916 228,340 10,224 388,207 559,728
Changes from: May 17, 2022 Total Change is: 219,872
-17,596 36,161 23,926 32,305 94,875 -18,126 88,716 -60,593 12,304 -13,071 5,795 7,802 103,612 117,728
Percent of Open Interest Represented by Each Category of Trader
1.2 10.1 1.4 43.3 21.3 20.6 9.5 21.1 5.6 8.4 5.7 0.3 9.7 14.0
Number of Traders in Each Category Total Traders: 333
16 30 14 82 69 92 41 61 51 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 1,859,067
Positions
337,502 355,501 792,042 0 28,616 20,650 160,625 149,962 458,735 45,474 5,524 4,750 39,289 43,287
Changes from: May 17, 2022 Total Change is: 62,662
-2,040 -19,426 23,412 0 4,140 -129 28,187 41,201 11,642 -25 -260 0 1,615 2,082
Percent of Open Interest Represented by Each Category of Trader
18.2 19.1 42.6 0.0 1.5 1.1 8.6 8.1 24.7 2.4 0.3 0.3 2.1 2.3
Number of Traders in Each Category Total Traders: 116
23 33 53 0 . 4 25 20 39 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 is10,441,566
Positions
3,922,617 1,031,436 1,610,458 626,454 233,658 445,718 576,695 3,329,269 2,617,866 22,897 159,220 234,387 384,474 779,554
Changes from: May 17, 2022 Total Change is: 59,683
-67,878 91,551 17,412 -23,759 -97,729 41,893 39,597 -28,778 60,046 64 14,408 -5,782 -1,910 -33,338
Percent of Open Interest Represented by Each Category of Trader
37.6 9.9 15.4 6.0 2.2 4.3 5.5 31.9 25.1 0.2 1.5 2.2 3.7 7.5
Number of Traders in Each Category Total Traders: 214
28 32 53 12 17 18 23 74 77 6 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 5,215,914
Positions
1,937,227 1,481,985 1,314,822 68,808 345,158 104,517 657,433 865,783 1,038,521 59,196 32,600 25,045 10,345 7,483
Changes from: May 17, 2022 Total Change is: 248,167
119,289 113,310 -20,883 653 27,365 1,958 50,989 33,975 94,085 5,014 358 -510 -2,428 -1,491
Percent of Open Interest Represented by Each Category of Trader
37.1 28.4 25.2 1.3 6.6 2.0 12.6 16.6 19.9 1.1 0.6 0.5 0.2 0.1
Number of Traders in Each Category Total Traders: 334
52 68 95 10 22 17 62 51 80 24 30 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 453,973
Positions
139,030 162,757 134,947 3,637 20,361 288 91,729 50,496 78,504 4,297 5,307 1,056 485 257
Changes from: May 17, 2022 Total Change is: 29,322
72 9,904 4,623 -24 1,904 288 17,606 6,344 6,955 147 -147 50 -395 -599
Percent of Open Interest Represented by Each Category of Trader
30.6 35.9 29.7 0.8 4.5 0.1 20.2 11.1 17.3 0.9 1.2 0.2 0.1 0.1
Number of Traders in Each Category Total Traders: 129
25 39 42 . . . 24 27 34 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE ($2,500 x contract-grade IMM Index)
CFTC Code #157741 Open Interest is 24,881
Positions
4,344 4,209 5,345 0 0 0 1,821 1,974 13,337 0 0 0 34 16
Changes from: May 17, 2022 Total Change is: 291
310 0 0 0 0 0 -291 58 238 0 0 0 34 -5
Percent of Open Interest Represented by Each Category of Trader
17.5 16.9 21.5 0.0 0.0 0.0 7.3 7.9 53.6 0.0 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 20
. 4 . 0 0 0 9 4 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 162,168
Positions
11,910 31,949 3,908 0 0 0 57,754 62,559 40,747 44,555 19,667 3,294 0 44
Changes from: May 17, 2022 Total Change is: 8,649
0 -104 0 0 0 0 8,649 7,948 0 0 805 0 0 0
Percent of Open Interest Represented by Each Category of Trader
7.3 19.7 2.4 0.0 0.0 0.0 35.6 38.6 25.1 27.5 12.1 2.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 . 5 . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,729
Positions
191 1,335 24 5,386 566 85 2,116 7,249 657 2,171 682 27 1,072 1,104
Changes from: May 17, 2022 Total Change is: 85
-1 273 -13 -302 -75 39 703 -442 -29 -294 249 -9 -9 92
Percent of Open Interest Represented by Each Category of Trader
1.6 11.4 0.2 45.9 4.8 0.7 18.0 61.8 5.6 18.5 5.8 0.2 9.1 9.4
Number of Traders in Each Category Total Traders: 91
. . . 5 6 . 15 45 12 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 25,340
Positions
1,807 50 0 214 415 0 3,410 14,785 4,421 12,027 2,976 37 3,424 2,656
Changes from: May 17, 2022 Total Change is: 5,463
-792 0 0 -48 -6 0 -117 1,609 3,205 3,255 302 -13 -27 366
Percent of Open Interest Represented by Each Category of Trader
7.1 0.2 0.0 0.8 1.6 0.0 13.5 58.3 17.4 47.5 11.7 0.1 13.5 10.5
Number of Traders in Each Category Total Traders: 114
5 . 0 . . 0 8 17 6 39 39 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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
91 144 0 0 274 3 983 2,126 193 1,401 59 20 752 624
Changes from: May 17, 2022 Total Change is: -203
-6 4 -32 0 22 0 234 -214 50 -427 59 -36 14 -56
Percent of Open Interest Represented by Each Category of Trader
2.6 4.2 0.0 0.0 8.0 0.1 28.6 61.7 5.6 40.7 1.7 0.6 21.8 18.1
Number of Traders in Each Category Total Traders: 47
. . 0 0 4 . 11 20 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 90,934
Positions
0 12,740 1 88 240 0 77,946 66,520 188 10,853 10,066 570 1,288 609
Changes from: May 17, 2022 Total Change is: 12,101
0 -270 1 0 240 0 12,422 11,387 1 -528 491 176 29 75
Percent of Open Interest Represented by Each Category of Trader
0.0 14.0 0.0 0.1 0.3 0.0 85.7 73.2 0.2 11.9 11.1 0.6 1.4 0.7
Number of Traders in Each Category Total Traders: 120
0 . . . . 0 7 9 . 61 40 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 61,857
Positions
972 29,722 0 30,672 1,424 482 14,301 26,386 347 9,857 1,108 150 5,076 2,238
Changes from: May 17, 2022 Total Change is: -42
217 912 0 100 711 -48 -1,460 -1,144 89 1,393 -684 40 -373 82
Percent of Open Interest Represented by Each Category of Trader
1.6 48.0 0.0 49.6 2.3 0.8 23.1 42.7 0.6 15.9 1.8 0.2 8.2 3.6
Number of Traders in Each Category Total Traders: 118
. . 0 19 5 4 33 17 . 32 9 .
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Traders in Financial Futures - Futures Only Positions as of May 24, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 275,032
Positions
32,921 19,847 13,037 66,223 27,101 42,151 32,868 83,367 46,740 13,186 7,495 4,964 22,942 30,330
Changes from: May 17, 2022 Total Change is: -36,261
-5,254 -7,308 -3,097 2,167 -3,481 -355 3,432 9,412 -28,068 -145 2,780 -4,276 -665 -1,868
Percent of Open Interest Represented by Each Category of Trader
12.0 7.2 4.7 24.1 9.9 15.3 12.0 30.3 17.0 4.8 2.7 1.8 8.3 11.0
Number of Traders in Each Category Total Traders: 167
13 17 17 18 21 23 31 41 40 6 11 10
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Traders in Financial Futures - Futures Only Positions as of May 24, 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 34,410
Positions
1,123 20,433 0 21,523 2,245 1,235 5,408 9,430 832 3,601 50 52 636 133
Changes from: May 17, 2022 Total Change is: -1,383
-5,780 0 0 -548 1,119 70 4,699 -1,117 -29 232 -1,533 52 -79 55
Percent of Open Interest Represented by Each Category of Trader
3.3 59.4 0.0 62.5 6.5 3.6 15.7 27.4 2.4 10.5 0.1 0.2 1.8 0.4
Number of Traders in Each Category Total Traders: 47
4 . 0 16 . . 7 6 . 10 . .
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Updated May 27, 2022