Traders in Financial Futures - Futures Only Positions as of May 31, 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 135,929
Positions
4,582 35,653 922 46,032 25,891 6,185 17,964 33,564 7,370 19,904 708 310 32,660 25,326
Changes from: May 24, 2022 Total Change is: -2,579
-4,640 4,205 -557 2,109 -10,087 72 1,153 4,621 190 -1,470 -7 -48 612 -968
Percent of Open Interest Represented by Each Category of Trader
3.4 26.2 0.7 33.9 19.0 4.6 13.2 24.7 5.4 14.6 0.5 0.2 24.0 18.6
Number of Traders in Each Category Total Traders: 106
5 9 5 20 13 8 16 26 16 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 49,579
Positions
29,068 1,394 414 6,750 12,431 1,464 2,866 15,466 421 0 0 0 8,596 17,989
Changes from: May 24, 2022 Total Change is: -339
-2,266 -460 383 -68 -307 -198 1,357 2,418 165 0 0 0 288 -2,340
Percent of Open Interest Represented by Each Category of Trader
58.6 2.8 0.8 13.6 25.1 3.0 5.8 31.2 0.8 0.0 0.0 0.0 17.3 36.3
Number of Traders in Each Category Total Traders: 51
7 . . 6 13 5 7 16 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 252,881
Positions
117,118 28,614 6,007 34,439 117,794 5,367 56,237 44,647 11,649 2,618 6,290 0 19,446 32,513
Changes from: May 24, 2022 Total Change is: -983
-11,460 2,743 494 617 -5,744 -481 7,336 896 3,670 -1,498 703 0 339 -3,264
Percent of Open Interest Represented by Each Category of Trader
46.3 11.3 2.4 13.6 46.6 2.1 22.2 17.7 4.6 1.0 2.5 0.0 7.7 12.9
Number of Traders in Each Category Total Traders: 135
10 5 5 17 35 16 25 34 18 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 239,080
Positions
140,856 8,403 1,255 44,875 107,177 4,392 21,425 79,236 3,642 30 1,760 0 22,605 33,215
Changes from: May 24, 2022 Total Change is: 1,824
6,327 760 459 -397 132 177 -2,527 -2,197 988 -950 403 0 -2,253 1,102
Percent of Open Interest Represented by Each Category of Trader
58.9 3.5 0.5 18.8 44.8 1.8 9.0 33.1 1.5 0.0 0.7 0.0 9.5 13.9
Number of Traders in Each Category Total Traders: 126
13 . 4 19 28 17 17 39 15 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 706,317
Positions
35,000 335,539 1,737 402,783 161,868 29,119 81,461 84,256 20,627 43,552 14,047 4,900 87,138 54,224
Changes from: May 24, 2022 Total Change is: -2,621
-5,662 13,682 -190 5,035 -7,718 -4,517 1,371 -7,017 2,773 -341 700 -336 -754 2
Percent of Open Interest Represented by Each Category of Trader
5.0 47.5 0.2 57.0 22.9 4.1 11.5 11.9 2.9 6.2 2.0 0.7 12.3 7.7
Number of Traders in Each Category Total Traders: 346
17 17 7 109 44 46 53 51 36 39 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,573
Positions
0 13,890 0 14,640 503 3,006 881 10,398 7 0 0 0 13,039 3,769
Changes from: May 24, 2022 Total Change is: 671
0 166 0 2,032 0 -64 -675 783 -54 0 0 0 -568 -160
Percent of Open Interest Represented by Each Category of Trader
0.0 44.0 0.0 46.4 1.6 9.5 2.8 32.9 0.0 0.0 0.0 0.0 41.3 11.9
Number of Traders in Each Category Total Traders: 31
0 5 0 17 . 7 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 21,019
Positions
8,538 2,078 0 3,622 9,452 1,547 0 3,571 0 0 450 0 7,312 3,921
Changes from: May 24, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.6 9.9 0.0 17.2 45.0 7.4 0.0 17.0 0.0 0.0 2.1 0.0 34.8 18.7
Number of Traders in Each Category Total Traders: 20
. . 0 5 8 5 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 153,661
Positions
49,933 4,095 1,628 49,334 82,731 4,693 24,897 35,426 2,454 1,063 529 0 19,659 22,105
Changes from: May 24, 2022 Total Change is: -4,954
-3,512 333 439 2,648 -3,469 337 -1,464 2,280 -541 -3,905 0 0 1,044 -4,333
Percent of Open Interest Represented by Each Category of Trader
32.5 2.7 1.1 32.1 53.8 3.1 16.2 23.1 1.6 0.7 0.3 0.0 12.8 14.4
Number of Traders in Each Category Total Traders: 92
10 . 4 16 22 9 14 24 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 212,843
Positions
8,827 104,279 697 93,626 9,110 930 93,351 57,717 2,726 5,239 34,631 51 7,396 2,702
Changes from: May 24, 2022 Total Change is: 35,718
-1,000 6,632 76 10,942 2,714 -251 25,155 25,602 407 591 874 7 -209 -343
Percent of Open Interest Represented by Each Category of Trader
4.1 49.0 0.3 44.0 4.3 0.4 43.9 27.1 1.3 2.5 16.3 0.0 3.5 1.3
Number of Traders in Each Category Total Traders: 183
5 9 . 27 10 5 68 29 9 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 74,146
Positions
169 46,171 5,005 49,758 1,780 38 13,193 17,243 356 1,255 1,535 0 4,372 2,018
Changes from: May 24, 2022 Total Change is: 10,170
0 1,502 4,330 6,724 380 5 3,256 7,602 -4,247 -444 619 0 546 -21
Percent of Open Interest Represented by Each Category of Trader
0.2 62.3 6.8 67.1 2.4 0.1 17.8 23.3 0.5 1.7 2.1 0.0 5.9 2.7
Number of Traders in Each Category Total Traders: 69
. 4 . 14 5 . 24 9 6 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 55,134
Positions
35,695 4,155 1,175 3,307 22,439 209 10,634 19,838 1,052 300 854 0 2,762 5,412
Changes from: May 24, 2022 Total Change is: -4,145
-3,240 -3,387 366 1,299 -1,258 -40 -1,790 2,124 -1,500 200 -278 0 560 -172
Percent of Open Interest Represented by Each Category of Trader
64.7 7.5 2.1 6.0 40.7 0.4 19.3 36.0 1.9 0.5 1.5 0.0 5.0 9.8
Number of Traders in Each Category Total Traders: 89
11 . . 7 22 . 17 24 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 22,605
Positions
0 11,504 0 19,293 1,902 0 2,062 6,843 572 0 309 0 678 1,475
Changes from: May 24, 2022 Total Change is: 530
-105 245 -38 474 -122 0 202 533 7 0 -15 0 -10 -80
Percent of Open Interest Represented by Each Category of Trader
0.0 50.9 0.0 85.3 8.4 0.0 9.1 30.3 2.5 0.0 1.4 0.0 3.0 6.5
Number of Traders in Each Category Total Traders: 31
0 4 0 6 . 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 42,241
Positions
23,664 6,934 268 3,481 10,436 191 7,534 5,655 284 1,237 11,071 43 5,542 7,361
Changes from: May 24, 2022 Total Change is: 731
2,608 -763 45 116 -665 8 -1,870 -740 140 -32 2,270 43 -327 393
Percent of Open Interest Represented by Each Category of Trader
56.0 16.4 0.6 8.2 24.7 0.5 17.8 13.4 0.7 2.9 26.2 0.1 13.1 17.4
Number of Traders in Each Category Total Traders: 98
17 9 . 13 14 5 14 17 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 84,482
Positions
47,327 13,868 535 6,962 20,872 381 15,067 11,309 567 2,474 22,142 86 11,083 14,722
Changes from: May 24, 2022 Total Change is: 1,462
5,216 -1,525 90 232 -1,329 15 -3,740 -1,480 280 -63 4,539 86 -654 786
Percent of Open Interest Represented by Each Category of Trader
56.0 16.4 0.6 8.2 24.7 0.5 17.8 13.4 0.7 2.9 26.2 0.1 13.1 17.4
Number of Traders in Each Category Total Traders: 98
17 9 . 13 14 5 14 17 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 46,614
Positions
26,919 31,419 0 12,786 8,835 1,903 1,952 3,309 0 0 0 0 3,054 1,148
Changes from: May 24, 2022 Total Change is: 6,012
6,119 673 0 -1,018 4,743 850 -32 -44 0 0 0 0 93 -210
Percent of Open Interest Represented by Each Category of Trader
57.7 67.4 0.0 27.4 19.0 4.1 4.2 7.1 0.0 0.0 0.0 0.0 6.6 2.5
Number of Traders in Each Category Total Traders: 30
5 6 0 14 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 452,093
Positions
52,557 69,788 12,206 199,397 128,474 60,425 38,684 79,368 11,184 29,821 37,902 357 47,462 52,389
Changes from: May 24, 2022 Total Change is: -341
3,107 3,834 1,474 3,622 -9,139 387 -7,584 3,827 503 -1,791 -2,082 211 -269 645
Percent of Open Interest Represented by Each Category of Trader
11.6 15.4 2.7 44.1 28.4 13.4 8.6 17.6 2.5 6.6 8.4 0.1 10.5 11.6
Number of Traders in Each Category Total Traders: 531
43 31 30 147 102 114 67 75 66 36 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 14,485
Positions
3,325 12,648 0 6,609 688 129 1,563 0 0 0 0 0 2,859 1,020
Changes from: May 24, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
23.0 87.3 0.0 45.6 4.7 0.9 10.8 0.0 0.0 0.0 0.0 0.0 19.7 7.0
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 44,812
Positions
14,976 43,059 0 18,977 0 22 6,826 979 0 0 0 0 4,011 752
Changes from: May 24, 2022 Total Change is: 281
19 820 0 40 0 22 157 -465 0 0 0 0 43 -96
Percent of Open Interest Represented by Each Category of Trader
33.4 96.1 0.0 42.3 0.0 0.0 15.2 2.2 0.0 0.0 0.0 0.0 9.0 1.7
Number of Traders in Each Category Total Traders: 40
. 10 0 19 0 . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,260,467
Positions
262,785 348,939 61,031 996,987 642,368 302,124 193,420 396,842 55,921 149,107 189,511 1,784 237,308 261,947
Changes from: May 24, 2022 Total Change is: -1,704
15,536 19,170 7,368 18,109 -45,694 1,934 -37,920 19,133 2,515 -8,954 -10,409 1,055 -1,347 3,224
Percent of Open Interest Represented by Each Category of Trader
11.6 15.4 2.7 44.1 28.4 13.4 8.6 17.6 2.5 6.6 8.4 0.1 10.5 11.6
Number of Traders in Each Category Total Traders: 531
43 31 30 147 102 114 67 75 66 36 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 26,908
Positions
18,610 23,199 0 5,591 271 0 893 1,852 29 0 0 0 1,785 1,557
Changes from: May 24, 2022 Total Change is: 398
-55 0 0 604 0 0 419 82 11 0 0 0 -581 305
Percent of Open Interest Represented by Each Category of Trader
69.2 86.2 0.0 20.8 1.0 0.0 3.3 6.9 0.1 0.0 0.0 0.0 6.6 5.8
Number of Traders in Each Category Total Traders: 25
5 5 0 7 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 20,540
Positions
2,116 19,929 0 12,918 0 0 1,863 0 0 0 0 0 3,643 611
Changes from: May 24, 2022 Total Change is: -382
0 -423 0 71 0 0 -158 0 0 0 0 0 -295 41
Percent of Open Interest Represented by Each Category of Trader
10.3 97.0 0.0 62.9 0.0 0.0 9.1 0.0 0.0 0.0 0.0 0.0 17.7 3.0
Number of Traders in Each Category Total Traders: 24
. 11 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 24,042
Positions
3,920 21,381 0 14,767 341 1,068 1,627 568 4 0 0 0 2,656 680
Changes from: May 24, 2022 Total Change is: -281
-51 -480 0 159 -9 0 -430 74 -1 0 0 0 42 135
Percent of Open Interest Represented by Each Category of Trader
16.3 88.9 0.0 61.4 1.4 4.4 6.8 2.4 0.0 0.0 0.0 0.0 11.0 2.8
Number of Traders in Each Category Total Traders: 31
5 11 0 10 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 239,302
Positions
29,330 17,554 0 31,776 5 122 11,664 176,844 9,652 3,429 0 0 153,329 35,125
Changes from: May 24, 2022 Total Change is: -705
176 503 0 -686 -2,222 -98 -2,476 -6,434 3,450 650 0 0 -1,721 4,096
Percent of Open Interest Represented by Each Category of Trader
12.3 7.3 0.0 13.3 0.0 0.1 4.9 73.9 4.0 1.4 0.0 0.0 64.1 14.7
Number of Traders in Each Category Total Traders: 27
. . 0 9 . . 4 10 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 55,870
Positions
29,070 2,572 169 17,168 39,578 3,024 220 3,818 3 252 0 0 5,964 6,706
Changes from: May 24, 2022 Total Change is: -4,308
-2,537 -114 0 -215 -4,307 -252 -417 -177 1 -200 0 0 -688 541
Percent of Open Interest Represented by Each Category of Trader
52.0 4.6 0.3 30.7 70.8 5.4 0.4 6.8 0.0 0.5 0.0 0.0 10.7 12.0
Number of Traders in Each Category Total Traders: 64
6 . . 25 25 13 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 52,616
Positions
14,507 9,245 481 16,956 12,515 1,244 9,648 16,021 444 2,482 3,914 179 6,675 8,572
Changes from: May 24, 2022 Total Change is: 1,567
1,992 -653 22 1,370 -395 179 -729 2,751 -436 8 -435 88 -926 446
Percent of Open Interest Represented by Each Category of Trader
27.6 17.6 0.9 32.2 23.8 2.4 18.3 30.4 0.8 4.7 7.4 0.3 12.7 16.3
Number of Traders in Each Category Total Traders: 300
32 18 12 50 48 30 35 65 19 23 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 263,080
Positions
72,535 46,224 2,403 84,781 62,577 6,222 48,239 80,106 2,218 12,410 19,572 897 33,375 42,861
Changes from: May 24, 2022 Total Change is: 7,836
9,960 -3,266 111 6,850 -1,973 894 -3,647 13,757 -2,182 41 -2,173 438 -4,629 2,230
Percent of Open Interest Represented by Each Category of Trader
27.6 17.6 0.9 32.2 23.8 2.4 18.3 30.4 0.8 4.7 7.4 0.3 12.7 16.3
Number of Traders in Each Category Total Traders: 300
32 18 12 50 48 30 35 65 19 23 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 104,069
Positions
10,330 1,591 0 970 703 0 16,638 73,130 3,581 9,966 865 68 62,516 24,131
Changes from: May 24, 2022 Total Change is: 6,054
-1,114 910 0 18 111 0 1,182 -416 973 -809 -437 -23 5,827 4,936
Percent of Open Interest Represented by Each Category of Trader
9.9 1.5 0.0 0.9 0.7 0.0 16.0 70.3 3.4 9.6 0.8 0.1 60.1 23.2
Number of Traders in Each Category Total Traders: 37
5 . 0 . . 0 8 13 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 540,537
Positions
244,861 22,281 2,319 148,764 264,010 52,536 40,112 132,781 7,758 24,175 35,851 239 19,773 22,762
Changes from: May 24, 2022 Total Change is: 2,564
14,036 -2,108 -1 2,467 -2,275 -1,975 -10,857 9,813 1,593 -2,857 -3,150 7 151 660
Percent of Open Interest Represented by Each Category of Trader
45.3 4.1 0.4 27.5 48.8 9.7 7.4 24.6 1.4 4.5 6.6 0.0 3.7 4.2
Number of Traders in Each Category Total Traders: 339
32 11 4 74 73 48 41 79 25 11 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 31,274
Positions
7,298 29,865 0 20,224 377 0 2,188 414 0 0 0 0 1,564 618
Changes from: May 24, 2022 Total Change is: 1,180
0 1,303 0 1,466 -26 0 -288 -308 0 0 0 0 2 211
Percent of Open Interest Represented by Each Category of Trader
23.3 95.5 0.0 64.7 1.2 0.0 7.0 1.3 0.0 0.0 0.0 0.0 5.0 2.0
Number of Traders in Each Category Total Traders: 30
. 9 0 14 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 46,718
Positions
5,165 4,687 1,660 23,326 5,107 3,209 2,042 8,207 1,240 3,860 1,252 0 6,216 21,356
Changes from: May 24, 2022 Total Change is: -4,397
2,725 -291 641 -212 -1,170 219 -6,187 735 681 -3,133 -1,056 0 869 -4,156
Percent of Open Interest Represented by Each Category of Trader
11.1 10.0 3.6 49.9 10.9 6.9 4.4 17.6 2.7 8.3 2.7 0.0 13.3 45.7
Number of Traders in Each Category Total Traders: 57
6 8 . 11 6 6 7 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 408,409
Positions
29,955 161,359 2,771 283,560 143,627 55,241 12,453 22,556 1,686 13,876 16,797 63 8,804 4,309
Changes from: May 24, 2022 Total Change is: -7,342
-1,713 -6,453 -181 -6,789 -3,531 809 1,384 2,309 118 -624 897 44 -390 -1,354
Percent of Open Interest Represented by Each Category of Trader
7.3 39.5 0.7 69.4 35.2 13.5 3.0 5.5 0.4 3.4 4.1 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 200
12 14 8 75 50 41 17 18 7 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,179,076
Positions
105,000 436,985 12,044 697,271 416,372 146,217 108,589 94,266 10,988 61,815 28,902 1,513 35,639 31,789
Changes from: May 24, 2022 Total Change is: -17,819
-4,431 -367 3,275 -35,765 -14,320 -1,800 15,649 -11,769 1,164 -6,436 1,368 -27 10,552 4,657
Percent of Open Interest Represented by Each Category of Trader
8.9 37.1 1.0 59.1 35.3 12.4 9.2 8.0 0.9 5.2 2.5 0.1 3.0 2.7
Number of Traders in Each Category Total Traders: 406
28 19 12 138 93 88 51 40 31 19 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 222,486
Positions
13,416 171,497 22,996 20,570 0 3,313 144,397 2,897 14,970 2,314 6,542 140 370 131
Changes from: May 24, 2022 Total Change is: -3,763
-3,828 1,646 -2,278 28 0 1,100 5,247 -170 -4,061 37 0 0 -8 0
Percent of Open Interest Represented by Each Category of Trader
6.0 77.1 10.3 9.2 0.0 1.5 64.9 1.3 6.7 1.0 2.9 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 97
7 24 16 15 0 . 30 4 12 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,212,023
Positions
657 102,612 2,694 602,427 272,212 204,457 115,871 353,299 36,896 91,681 61,125 0 157,340 178,728
Changes from: May 24, 2022 Total Change is: -55,221
-1,840 -17,015 -4,541 -412 -132 4,701 -19,602 -9,075 -13,593 1,350 1,608 -1,106 -20,178 -16,068
Percent of Open Interest Represented by Each Category of Trader
0.1 8.5 0.2 49.7 22.5 16.9 9.6 29.1 3.0 7.6 5.0 0.0 13.0 14.7
Number of Traders in Each Category Total Traders: 174
. 17 5 60 33 59 25 23 18 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,288,891
Positions
13,982 59,899 1,500 728,091 194,500 232,773 68,157 634,333 28,785 66,809 9,994 0 148,794 127,107
Changes from: May 24, 2022 Total Change is: -100,347
-6,804 6,971 -11,508 -23,903 8,797 1,929 -3,554 -47,346 -39,439 -1,683 -322 -3,032 -12,353 -16,397
Percent of Open Interest Represented by Each Category of Trader
1.1 4.6 0.1 56.5 15.1 18.1 5.3 49.2 2.2 5.2 0.8 0.0 11.5 9.9
Number of Traders in Each Category Total Traders: 146
4 11 4 74 23 60 5 22 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,219,497
Positions
86,538 209,274 21,117 866,829 434,758 373,421 563,147 517,755 126,303 34,125 323,867 4,547 143,470 208,455
Changes from: May 24, 2022 Total Change is: -306,503
-3,180 -35,291 -18,608 11,891 18,728 -43,816 -90,654 -22,100 -144,658 -4,023 -40,727 -9,782 -3,673 -10,249
Percent of Open Interest Represented by Each Category of Trader
3.9 9.4 1.0 39.1 19.6 16.8 25.4 23.3 5.7 1.5 14.6 0.2 6.5 9.4
Number of Traders in Each Category Total Traders: 345
14 43 12 88 62 79 31 61 36 8 38 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 3,470,808
Positions
63,279 264,333 40,019 1,694,182 1,007,044 724,174 353,883 396,679 129,036 146,521 417,533 6,624 313,090 485,366
Changes from: May 24, 2022 Total Change is: -191,820
-7,131 -3,151 -29,267 50,536 -26,902 -28,779 -63,652 8,668 -53,502 15,669 -3,928 -34,581 -41,113 -20,378
Percent of Open Interest Represented by Each Category of Trader
1.8 7.6 1.2 48.8 29.0 20.9 10.2 11.4 3.7 4.2 12.0 0.2 9.0 14.0
Number of Traders in Each Category Total Traders: 407
20 30 18 109 80 105 40 82 40 17 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,235,646
Positions
58,554 31,919 2,460 474,925 454,614 231,360 128,893 151,234 56,576 135,444 54,828 290 147,144 252,365
Changes from: May 24, 2022 Total Change is: -54,690
-4,431 -23,058 -8,335 -31,093 5,967 -3,766 9,540 3,126 -11,680 2,136 -2,195 -540 -6,521 -14,209
Percent of Open Interest Represented by Each Category of Trader
4.7 2.6 0.2 38.4 36.8 18.7 10.4 12.2 4.6 11.0 4.4 0.0 11.9 20.4
Number of Traders in Each Category Total Traders: 146
4 7 6 30 57 53 13 17 12 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 3,804,715
Positions
37,912 436,117 28,065 1,712,958 848,317 823,302 369,920 855,725 156,945 389,543 220,607 394 285,676 435,243
Changes from: May 24, 2022 Total Change is: -206,697
-11,952 30,194 -26,577 -25,891 -7,083 -3,323 -11,284 10,076 -67,936 52,627 -7,733 -9,830 -102,531 -124,485
Percent of Open Interest Represented by Each Category of Trader
1.0 11.5 0.7 45.0 22.3 21.6 9.7 22.5 4.1 10.2 5.8 0.0 7.5 11.4
Number of Traders in Each Category Total Traders: 326
16 34 13 85 65 87 36 59 35 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,907,235
Positions
371,665 364,840 798,754 0 37,258 18,071 158,831 160,184 472,673 45,314 5,624 4,850 37,077 44,981
Changes from: May 24, 2022 Total Change is: 48,168
34,163 9,339 6,712 0 8,642 -2,579 -1,794 10,222 13,938 -160 100 100 -2,212 1,694
Percent of Open Interest Represented by Each Category of Trader
19.5 19.1 41.9 0.0 2.0 0.9 8.3 8.4 24.8 2.4 0.3 0.3 1.9 2.4
Number of Traders in Each Category Total Traders: 119
22 35 54 0 . 4 23 24 40 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 is10,374,105
Positions
3,916,161 997,377 1,606,693 606,982 210,062 442,726 585,108 3,357,585 2,621,955 24,806 162,527 197,975 371,699 777,205
Changes from: May 24, 2022 Total Change is: -67,461
-6,456 -34,059 -3,765 -19,472 -23,596 -2,992 8,413 28,316 4,089 1,909 3,307 -36,412 -12,775 -2,349
Percent of Open Interest Represented by Each Category of Trader
37.7 9.6 15.5 5.9 2.0 4.3 5.6 32.4 25.3 0.2 1.6 1.9 3.6 7.5
Number of Traders in Each Category Total Traders: 217
28 32 53 14 16 19 23 76 81 6 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 5,323,617
Positions
2,060,942 1,472,375 1,288,590 67,693 355,051 112,630 634,427 966,861 1,054,825 57,569 26,812 34,642 12,299 11,831
Changes from: May 24, 2022 Total Change is: 107,703
123,715 -9,610 -26,232 -1,115 9,893 8,113 -23,006 101,078 16,304 -1,627 -5,788 9,597 1,954 4,348
Percent of Open Interest Represented by Each Category of Trader
38.7 27.7 24.2 1.3 6.7 2.1 11.9 18.2 19.8 1.1 0.5 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 340
51 70 94 8 24 19 53 61 82 25 34 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 461,974
Positions
143,984 160,709 140,314 4,042 22,822 0 91,734 54,481 75,959 4,214 5,275 1,083 644 1,331
Changes from: May 24, 2022 Total Change is: 8,001
4,954 -2,048 5,367 405 2,461 -288 5 3,985 -2,545 -83 -32 27 159 1,074
Percent of Open Interest Represented by Each Category of Trader
31.2 34.8 30.4 0.9 4.9 0.0 19.9 11.8 16.4 0.9 1.1 0.2 0.1 0.3
Number of Traders in Each Category Total Traders: 131
23 40 41 . . 0 20 32 33 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 24,529
Positions
4,644 4,209 5,345 0 0 0 1,494 1,947 13,027 0 0 0 19 1
Changes from: May 24, 2022 Total Change is: -352
300 0 0 0 0 0 -327 -27 -310 0 0 0 -15 -15
Percent of Open Interest Represented by Each Category of Trader
18.9 17.2 21.8 0.0 0.0 0.0 6.1 7.9 53.1 0.0 0.0 0.0 0.1 0.0
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 31, 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 161,471
Positions
11,103 31,949 3,908 0 0 0 58,656 62,624 39,955 44,555 19,712 3,294 0 29
Changes from: May 24, 2022 Total Change is: -697
-807 0 0 0 0 0 902 65 -792 0 45 0 0 -15
Percent of Open Interest Represented by Each Category of Trader
6.9 19.8 2.4 0.0 0.0 0.0 36.3 38.8 24.7 27.6 12.2 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 31, 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 10,900
Positions
209 1,688 90 5,566 572 110 1,102 6,428 672 1,962 251 156 1,033 933
Changes from: May 24, 2022 Total Change is: -829
18 353 66 180 6 25 -1,014 -821 15 -209 -431 129 -39 -171
Percent of Open Interest Represented by Each Category of Trader
1.9 15.5 0.8 51.1 5.2 1.0 10.1 59.0 6.2 18.0 2.3 1.4 9.5 8.6
Number of Traders in Each Category Total Traders: 86
. 4 . 5 5 . 14 40 16 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,161
Positions
605 26 0 177 440 0 3,815 7,295 656 4,029 1,825 0 2,879 1,919
Changes from: May 24, 2022 Total Change is: -13,179
-1,202 -24 0 -37 25 0 405 -7,490 -3,765 -7,998 -1,151 -37 -545 -737
Percent of Open Interest Represented by Each Category of Trader
5.0 0.2 0.0 1.5 3.6 0.0 31.4 60.0 5.4 33.1 15.0 0.0 23.7 15.8
Number of Traders in Each Category Total Traders: 102
. . 0 4 . 0 8 15 . 45 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 3,086
Positions
91 184 0 0 322 3 900 2,013 53 1,241 67 3 795 441
Changes from: May 24, 2022 Total Change is: -357
0 40 0 0 48 0 -83 -113 -140 -160 8 -17 43 -183
Percent of Open Interest Represented by Each Category of Trader
2.9 6.0 0.0 0.0 10.4 0.1 29.2 65.2 1.7 40.2 2.2 0.1 25.8 14.3
Number of Traders in Each Category Total Traders: 47
. 4 0 0 4 . 12 19 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 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 25,172
Positions
11,833 0 0 88 280 0 2,141 19,563 0 9,461 4,353 484 1,165 492
Changes from: May 24, 2022 Total Change is: -65,762
11,833 -12,740 -1 0 40 0 -75,805 -46,957 -188 -1,392 -5,713 -86 -123 -117
Percent of Open Interest Represented by Each Category of Trader
47.0 0.0 0.0 0.3 1.1 0.0 8.5 77.7 0.0 37.6 17.3 1.9 4.6 2.0
Number of Traders in Each Category Total Traders: 102
. 0 0 . . 0 4 9 0 52 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 31, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 63,863
Positions
1,178 29,785 0 30,554 1,374 497 13,865 28,594 334 11,592 1,225 238 5,605 1,816
Changes from: May 24, 2022 Total Change is: 2,006
206 63 0 -118 -50 15 -436 2,208 -13 1,735 117 88 529 -422
Percent of Open Interest Represented by Each Category of Trader
1.8 46.6 0.0 47.8 2.2 0.8 21.7 44.8 0.5 18.2 1.9 0.4 8.8 2.8
Number of Traders in Each Category Total Traders: 125
. . 0 21 5 4 36 20 . 27 12 .
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Traders in Financial Futures - Futures Only Positions as of May 31, 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 278,850
Positions
28,497 21,358 10,562 73,999 31,180 43,026 31,398 76,844 55,380 8,381 4,471 4,953 22,654 31,076
Changes from: May 24, 2022 Total Change is: 3,818
-4,424 1,511 -2,475 7,776 4,079 875 -1,470 -6,523 8,640 -4,805 -3,024 -11 -288 746
Percent of Open Interest Represented by Each Category of Trader
10.2 7.7 3.8 26.5 11.2 15.4 11.3 27.6 19.9 3.0 1.6 1.8 8.1 11.1
Number of Traders in Each Category Total Traders: 158
12 14 16 17 22 23 33 39 41 5 8 11
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Traders in Financial Futures - Futures Only Positions as of May 31, 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 35,166
Positions
1,099 20,433 0 22,531 2,245 1,235 5,385 10,135 831 3,394 130 12 679 145
Changes from: May 24, 2022 Total Change is: 756
-24 0 0 1,008 0 0 -23 705 -1 -207 80 -40 43 12
Percent of Open Interest Represented by Each Category of Trader
3.1 58.1 0.0 64.1 6.4 3.5 15.3 28.8 2.4 9.7 0.4 0.0 1.9 0.4
Number of Traders in Each Category Total Traders: 48
4 . 0 16 . . 7 6 . 10 . .
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Updated June 03, 2022