Traders in Financial Futures - Futures Only Positions as of June 21, 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 140,047
Positions
5,007 34,428 340 45,762 27,511 5,321 28,319 39,434 6,049 20,232 420 6 29,011 26,538
Changes from: June 14, 2022 Total Change is: -35,172
899 -34,331 -12,183 -2,466 12,686 -88 -12,201 3,594 -8,697 -79 -405 -11 -346 4,263
Percent of Open Interest Represented by Each Category of Trader
3.6 24.6 0.2 32.7 19.6 3.8 20.2 28.2 4.3 14.4 0.3 0.0 20.7 18.9
Number of Traders in Each Category Total Traders: 109
7 6 . 17 16 5 19 26 15 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 37,669
Positions
18,978 516 77 3,366 12,408 1,424 4,150 5,769 1 0 0 0 9,673 17,474
Changes from: June 14, 2022 Total Change is: -1,693
381 512 -15 -946 114 -232 -1,529 818 1 0 0 0 647 -2,891
Percent of Open Interest Represented by Each Category of Trader
50.4 1.4 0.2 8.9 32.9 3.8 11.0 15.3 0.0 0.0 0.0 0.0 25.7 46.4
Number of Traders in Each Category Total Traders: 37
4 . . 4 13 . 7 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 228,266
Positions
107,533 24,114 1,136 36,253 115,037 4,507 54,632 40,097 4,404 2,066 6,581 0 17,735 32,390
Changes from: June 14, 2022 Total Change is: -10,056
-11,767 2,801 15 2,822 -7,858 524 958 -1,873 282 0 -245 0 -2,890 -3,702
Percent of Open Interest Represented by Each Category of Trader
47.1 10.6 0.5 15.9 50.4 2.0 23.9 17.6 1.9 0.9 2.9 0.0 7.8 14.2
Number of Traders in Each Category Total Traders: 127
8 6 . 16 35 14 22 33 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 218,076
Positions
121,759 7,454 177 38,872 96,194 5,733 22,433 66,792 2,263 3,740 469 0 23,099 38,994
Changes from: June 14, 2022 Total Change is: -14,437
-18,735 2,680 -5 986 -16,552 502 504 -2,102 1,094 458 -20 0 759 -34
Percent of Open Interest Represented by Each Category of Trader
55.8 3.4 0.1 17.8 44.1 2.6 10.3 30.6 1.0 1.7 0.2 0.0 10.6 17.9
Number of Traders in Each Category Total Traders: 126
10 5 . 16 31 16 14 41 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 671,718
Positions
36,272 312,443 1,453 380,395 164,806 29,257 73,266 75,862 17,635 42,105 12,714 6,127 85,208 51,421
Changes from: June 14, 2022 Total Change is: 3,554
4,435 3,743 15 -9,621 -2,214 -111 5,671 -2,365 2,441 -570 25 909 385 1,111
Percent of Open Interest Represented by Each Category of Trader
5.4 46.5 0.2 56.6 24.5 4.4 10.9 11.3 2.6 6.3 1.9 0.9 12.7 7.7
Number of Traders in Each Category Total Traders: 317
18 12 6 104 41 47 46 44 29 37 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,424
Positions
0 17,626 0 15,830 477 2,646 889 9,474 438 0 0 0 14,621 3,763
Changes from: June 14, 2022 Total Change is: 1,091
0 -32 0 89 0 0 8 1,072 0 0 0 0 994 51
Percent of Open Interest Represented by Each Category of Trader
0.0 51.2 0.0 46.0 1.4 7.7 2.6 27.5 1.3 0.0 0.0 0.0 42.5 10.9
Number of Traders in Each Category Total Traders: 29
0 . 0 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 17,470
Positions
876 548 34 3,886 10,322 1,496 3,447 1,282 0 0 450 0 7,731 3,338
Changes from: June 14, 2022 Total Change is: -7,679
-7,662 -1,798 -333 -59 1,312 -130 3,400 -4,106 -2,525 0 0 0 -370 -99
Percent of Open Interest Represented by Each Category of Trader
5.0 3.1 0.2 22.2 59.1 8.6 19.7 7.3 0.0 0.0 2.6 0.0 44.3 19.1
Number of Traders in Each Category Total Traders: 20
. . . 5 7 4 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 137,017
Positions
37,215 3,221 160 55,482 71,439 4,881 17,801 32,911 1,462 1,255 180 5 18,756 22,758
Changes from: June 14, 2022 Total Change is: -5,840
-4,402 380 -3 952 -2,941 98 699 -2,914 -323 -280 -102 5 -2,586 -40
Percent of Open Interest Represented by Each Category of Trader
27.2 2.4 0.1 40.5 52.1 3.6 13.0 24.0 1.1 0.9 0.1 0.0 13.7 16.6
Number of Traders in Each Category Total Traders: 82
10 . . 14 16 8 14 21 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 191,265
Positions
16,143 117,163 794 97,221 6,535 826 64,009 19,425 937 4,927 43,070 91 6,317 2,424
Changes from: June 14, 2022 Total Change is: -6,110
11,648 -2,700 -4 -7,437 -1,140 -247 -12,431 585 150 1,973 -2,332 91 147 -513
Percent of Open Interest Represented by Each Category of Trader
8.4 61.3 0.4 50.8 3.4 0.4 33.5 10.2 0.5 2.6 22.5 0.0 3.3 1.3
Number of Traders in Each Category Total Traders: 145
8 5 . 23 12 6 51 22 6 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 68,858
Positions
109 41,589 364 57,229 1,322 30 6,230 22,993 1 1,657 972 0 3,238 1,587
Changes from: June 14, 2022 Total Change is: -1,073
-72 150 7 -2,102 -197 0 610 -274 1 442 -395 0 41 -365
Percent of Open Interest Represented by Each Category of Trader
0.2 60.4 0.5 83.1 1.9 0.0 9.0 33.4 0.0 2.4 1.4 0.0 4.7 2.3
Number of Traders in Each Category Total Traders: 65
. 4 . 12 4 . 15 18 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 42,889
Positions
20,394 3,230 70 2,947 20,703 25 16,881 12,872 63 364 448 0 2,145 5,478
Changes from: June 14, 2022 Total Change is: -2,521
-1,040 -600 -4 -265 -2,042 2 -181 1,053 -955 13 -282 0 -91 307
Percent of Open Interest Represented by Each Category of Trader
47.6 7.5 0.2 6.9 48.3 0.1 39.4 30.0 0.1 0.8 1.0 0.0 5.0 12.8
Number of Traders in Each Category Total Traders: 90
9 . . 7 22 4 25 21 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 33,935
Positions
151 23,059 0 28,617 2,065 277 2,040 5,345 1,772 0 0 0 1,078 1,417
Changes from: June 14, 2022 Total Change is: -731
-22 712 -12 274 -199 -469 -104 -593 0 -389 0 0 -9 -170
Percent of Open Interest Represented by Each Category of Trader
0.4 68.0 0.0 84.3 6.1 0.8 6.0 15.8 5.2 0.0 0.0 0.0 3.2 4.2
Number of Traders in Each Category Total Traders: 30
. 5 0 5 4 . 7 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 34,512
Positions
17,727 3,855 101 4,338 8,772 208 6,469 5,449 59 404 9,129 0 5,209 6,941
Changes from: June 14, 2022 Total Change is: -12,280
19 -2,259 -4,719 1,309 -502 45 -4,327 -2,159 -2,398 -588 672 -235 -1,387 -726
Percent of Open Interest Represented by Each Category of Trader
51.4 11.2 0.3 12.6 25.4 0.6 18.7 15.8 0.2 1.2 26.5 0.0 15.1 20.1
Number of Traders in Each Category Total Traders: 93
15 12 . 15 14 4 13 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 69,024
Positions
35,453 7,710 201 8,675 17,544 415 12,937 10,898 117 808 18,257 0 10,418 13,882
Changes from: June 14, 2022 Total Change is: -24,559
38 -4,517 -9,437 2,618 -1,004 90 -8,654 -4,318 -4,796 -1,175 1,344 -469 -2,774 -1,452
Percent of Open Interest Represented by Each Category of Trader
51.4 11.2 0.3 12.6 25.4 0.6 18.7 15.8 0.2 1.2 26.5 0.0 15.1 20.1
Number of Traders in Each Category Total Traders: 93
15 12 . 15 14 4 13 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 41,075
Positions
18,662 21,405 0 17,061 13,579 1,662 1,250 2,954 5 0 0 0 2,435 1,470
Changes from: June 14, 2022 Total Change is: -41,626
-8,537 -7,600 -17,070 1,747 1,881 -425 -766 -2,339 5 0 0 0 -16,580 -16,078
Percent of Open Interest Represented by Each Category of Trader
45.4 52.1 0.0 41.5 33.1 4.0 3.0 7.2 0.0 0.0 0.0 0.0 5.9 3.6
Number of Traders in Each Category Total Traders: 33
5 6 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 452,401
Positions
65,632 47,546 8,705 203,643 166,016 60,613 34,503 75,470 5,944 27,854 36,624 538 44,970 50,945
Changes from: June 14, 2022 Total Change is: -78,479
3,762 -12,696 -29,207 11,635 15,313 -3,841 -15,071 -9,287 -29,932 -951 1,151 -4,390 -10,482 -5,590
Percent of Open Interest Represented by Each Category of Trader
14.5 10.5 1.9 45.0 36.7 13.4 7.6 16.7 1.3 6.2 8.1 0.1 9.9 11.3
Number of Traders in Each Category Total Traders: 531
34 37 19 143 108 113 68 83 53 28 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 31,223
Positions
4,728 29,629 0 14,776 0 0 7,346 0 0 0 0 0 4,373 1,594
Changes from: June 14, 2022 Total Change is: -19,153
-12,342 -13,341 -1,326 -888 0 -340 -357 -425 -3,241 0 0 0 -659 -480
Percent of Open Interest Represented by Each Category of Trader
15.1 94.9 0.0 47.3 0.0 0.0 23.5 0.0 0.0 0.0 0.0 0.0 14.0 5.1
Number of Traders in Each Category Total Traders: 34
4 7 0 14 0 0 9 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 2,262,004
Positions
328,158 237,730 43,525 1,018,213 830,078 303,067 172,515 377,351 29,718 139,269 183,118 2,690 224,849 254,727
Changes from: June 14, 2022 Total Change is: -392,395
18,808 -63,478 -146,037 58,177 76,565 -19,205 -75,357 -46,433 -149,662 -4,757 5,753 -21,950 -52,412 -27,948
Percent of Open Interest Represented by Each Category of Trader
14.5 10.5 1.9 45.0 36.7 13.4 7.6 16.7 1.3 6.2 8.1 0.1 9.9 11.3
Number of Traders in Each Category Total Traders: 531
34 37 19 143 108 113 68 83 53 28 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 21,073
Positions
13,457 16,267 0 5,034 680 0 475 1,851 0 0 282 0 2,107 1,993
Changes from: June 14, 2022 Total Change is: -10,695
-7,140 -7,090 -2,658 33 -608 0 45 -109 -722 0 282 0 -253 210
Percent of Open Interest Represented by Each Category of Trader
63.9 77.2 0.0 23.9 3.2 0.0 2.3 8.8 0.0 0.0 1.3 0.0 10.0 9.5
Number of Traders in Each Category Total Traders: 22
5 5 0 6 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 19,411
Positions
754 16,078 0 12,802 289 1,034 1,717 847 0 0 0 0 3,104 1,163
Changes from: June 14, 2022 Total Change is: -14,180
-3,457 -2,233 -6,956 -317 -5 -20 289 86 0 0 0 0 -3,719 -5,052
Percent of Open Interest Represented by Each Category of Trader
3.9 82.8 0.0 66.0 1.5 5.3 8.8 4.4 0.0 0.0 0.0 0.0 16.0 6.0
Number of Traders in Each Category Total Traders: 23
. 8 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 98,239
Positions
4,400 2,160 0 37,812 0 185 5,575 59,246 3,734 0 0 0 46,533 32,914
Changes from: June 14, 2022 Total Change is: -274,646
-41,056 -17,878 0 -120 -5 23 -6,749 -234,726 -22,790 -4,889 0 -605 -198,460 1,335
Percent of Open Interest Represented by Each Category of Trader
4.5 2.2 0.0 38.5 0.0 0.2 5.7 60.3 3.8 0.0 0.0 0.0 47.4 33.5
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 4 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 204,636
Positions
71,506 70,472 92,884 0 0 0 1,000 1,431 37,719 0 0 0 1,527 2,130
Changes from: June 14, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
34.9 34.4 45.4 0.0 0.0 0.0 0.5 0.7 18.4 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 57,801
Positions
29,179 837 186 17,323 42,939 3,378 981 4,076 19 0 387 0 6,735 5,979
Changes from: June 14, 2022 Total Change is: -8,947
-1,237 -2,373 -3,672 451 118 -141 -1,642 -88 -312 0 -13 0 -2,394 -2,466
Percent of Open Interest Represented by Each Category of Trader
50.5 1.4 0.3 30.0 74.3 5.8 1.7 7.1 0.0 0.0 0.7 0.0 11.7 10.3
Number of Traders in Each Category Total Traders: 66
7 . . 25 26 13 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 47,325
Positions
7,782 6,921 193 15,907 12,733 1,267 10,512 13,316 963 2,694 3,280 292 7,715 8,359
Changes from: June 14, 2022 Total Change is: -13,129
-5,145 -2,100 -3,136 271 125 -114 -1,802 -2,884 -2,835 848 -118 103 -1,320 -2,170
Percent of Open Interest Represented by Each Category of Trader
16.4 14.6 0.4 33.6 26.9 2.7 22.2 28.1 2.0 5.7 6.9 0.6 16.3 17.7
Number of Traders in Each Category Total Traders: 296
29 17 4 48 47 22 43 61 20 23 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 236,624
Positions
38,911 34,604 965 79,534 63,666 6,336 52,559 66,582 4,815 13,469 16,401 1,458 38,577 41,797
Changes from: June 14, 2022 Total Change is: -65,643
-25,725 -10,501 -15,681 1,356 623 -568 -9,008 -14,419 -14,173 4,240 -588 516 -6,600 -10,852
Percent of Open Interest Represented by Each Category of Trader
16.4 14.6 0.4 33.6 26.9 2.7 22.2 28.1 2.0 5.7 6.9 0.6 16.3 17.7
Number of Traders in Each Category Total Traders: 296
29 17 4 48 47 22 43 61 20 23 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 61,488
Positions
2,353 0 0 1,626 1,711 0 29,579 11,826 1,407 528 1,587 200 25,795 44,757
Changes from: June 14, 2022 Total Change is: -71,465
-8,227 -161 -91 38 318 0 7,903 -73,883 -12,419 -10,426 1,587 130 -48,373 13,054
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 0.0 2.6 2.8 0.0 48.1 19.2 2.3 0.9 2.6 0.3 42.0 72.8
Number of Traders in Each Category Total Traders: 30
4 0 0 . . 0 10 6 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 569,541
Positions
238,854 27,528 2,336 151,642 282,881 52,506 76,002 137,865 4,402 24,735 40,665 60 19,004 21,298
Changes from: June 14, 2022 Total Change is: -66,456
-10,907 -70 -34,072 -3,285 8,221 -4,764 20,736 -3,477 -25,610 3,276 -3,068 -520 -11,310 -3,096
Percent of Open Interest Represented by Each Category of Trader
41.9 4.8 0.4 26.6 49.7 9.2 13.3 24.2 0.8 4.3 7.1 0.0 3.3 3.7
Number of Traders in Each Category Total Traders: 336
29 14 4 71 77 48 38 75 17 10 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 28,826
Positions
4,625 27,068 0 20,477 364 0 2,188 513 0 0 0 0 1,536 881
Changes from: June 14, 2022 Total Change is: -5,926
315 79 -5,743 171 -232 0 0 72 0 0 0 0 -669 -102
Percent of Open Interest Represented by Each Category of Trader
16.0 93.9 0.0 71.0 1.3 0.0 7.6 1.8 0.0 0.0 0.0 0.0 5.3 3.1
Number of Traders in Each Category Total Traders: 30
. 8 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 12,380
Positions
0 3,036 0 7,749 2,140 71 1,575 1,556 0 791 2,836 0 2,194 2,741
Changes from: June 14, 2022 Total Change is: 1,688
0 -398 0 315 330 23 1,322 217 0 158 735 0 -130 781
Percent of Open Interest Represented by Each Category of Trader
0.0 24.5 0.0 62.6 17.3 0.6 12.7 12.6 0.0 6.4 22.9 0.0 17.7 22.1
Number of Traders in Each Category Total Traders: 22
0 . 0 8 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 51,198
Positions
7,673 3,229 624 23,000 5,966 3,541 3,231 10,268 0 7,934 252 2 5,193 27,316
Changes from: June 14, 2022 Total Change is: 696
809 -335 5 -329 1,078 90 -4,396 1,570 -11 4,529 0 2 -3 -1,703
Percent of Open Interest Represented by Each Category of Trader
15.0 6.3 1.2 44.9 11.7 6.9 6.3 20.1 0.0 15.5 0.5 0.0 10.1 53.4
Number of Traders in Each Category Total Traders: 59
7 7 . 11 6 6 6 16 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 386,454
Positions
30,493 147,089 1,995 263,284 157,092 51,367 17,172 18,385 1,283 14,046 4,309 276 6,538 4,658
Changes from: June 14, 2022 Total Change is: -65,475
-11 408 -47,135 -2,709 8,113 -1,730 526 -1,385 -2,213 -2,141 -9,417 273 -10,335 -12,389
Percent of Open Interest Represented by Each Category of Trader
7.9 38.1 0.5 68.1 40.6 13.3 4.4 4.8 0.3 3.6 1.1 0.1 1.7 1.2
Number of Traders in Each Category Total Traders: 190
10 14 4 67 56 41 13 15 6 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 1,092,435
Positions
104,848 347,151 21,025 632,349 431,382 133,108 87,127 103,426 7,808 78,950 24,709 1,814 25,406 22,012
Changes from: June 14, 2022 Total Change is: -260,073
-11,045 -66,263 -121,185 -39,595 25,009 -27,239 9,466 15,392 -5,666 -964 -5,868 -13,133 -50,712 -61,120
Percent of Open Interest Represented by Each Category of Trader
9.6 31.8 1.9 57.9 39.5 12.2 8.0 9.5 0.7 7.2 2.3 0.2 2.3 2.0
Number of Traders in Each Category Total Traders: 406
28 18 12 134 97 84 49 40 27 20 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 223,545
Positions
14,901 171,729 22,448 23,580 0 3,758 140,455 3,217 15,430 2,451 6,683 140 382 140
Changes from: June 14, 2022 Total Change is: 1,345
1,499 1,908 448 190 0 -20 621 310 -1,441 48 141 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
6.7 76.8 10.0 10.5 0.0 1.7 62.8 1.4 6.9 1.1 3.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 96
7 24 17 13 0 . 29 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 1,177,791
Positions
2,587 108,590 2,861 617,920 296,000 204,729 104,542 309,490 6,875 83,339 75,709 0 154,938 173,537
Changes from: June 14, 2022 Total Change is: -11,015
218 6,274 254 2,216 -1,609 1,923 2,378 -10,314 -10,906 -6,788 -456 0 -310 3,819
Percent of Open Interest Represented by Each Category of Trader
0.2 9.2 0.2 52.5 25.1 17.4 8.9 26.3 0.6 7.1 6.4 0.0 13.2 14.7
Number of Traders in Each Category Total Traders: 181
. 17 . 63 34 59 21 30 13 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 1,280,854
Positions
22,471 49,907 2,026 758,342 206,141 226,471 46,177 656,339 9,488 70,095 12,918 0 145,784 117,564
Changes from: June 14, 2022 Total Change is: -16,651
3,542 -5,614 -1,919 13,122 6,108 -8,305 -13,350 -486 -7,659 -208 1,103 0 -1,874 121
Percent of Open Interest Represented by Each Category of Trader
1.8 3.9 0.2 59.2 16.1 17.7 3.6 51.2 0.7 5.5 1.0 0.0 11.4 9.2
Number of Traders in Each Category Total Traders: 151
7 9 . 75 23 61 7 21 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 2,086,917
Positions
93,332 221,681 13,453 847,224 528,128 361,884 462,178 321,296 143,844 29,878 275,191 1,093 134,031 220,347
Changes from: June 14, 2022 Total Change is: 74,913
-242 33,419 884 -2,432 102,408 2,064 61,337 -95,697 31,480 -8,452 -8,446 -30 -9,696 8,831
Percent of Open Interest Represented by Each Category of Trader
4.5 10.6 0.6 40.6 25.3 17.3 22.1 15.4 6.9 1.4 13.2 0.1 6.4 10.6
Number of Traders in Each Category Total Traders: 351
17 37 10 92 64 82 39 57 33 11 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 3,440,085
Positions
50,062 271,479 22,749 1,649,614 1,104,088 720,812 436,993 315,921 90,420 167,531 436,142 14,250 287,654 464,224
Changes from: June 14, 2022 Total Change is: -69,554
-9,193 -33,316 11,056 -35,804 31,610 -4,268 -10,439 -42,754 -14,241 11,910 -7,147 -1,045 -17,530 -9,449
Percent of Open Interest Represented by Each Category of Trader
1.5 7.9 0.7 48.0 32.1 21.0 12.7 9.2 2.6 4.9 12.7 0.4 8.4 13.5
Number of Traders in Each Category Total Traders: 403
19 35 9 102 84 110 48 68 38 18 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 1,208,742
Positions
58,848 30,334 846 477,610 440,058 256,730 142,896 122,463 38,145 126,018 63,224 150 107,499 256,792
Changes from: June 14, 2022 Total Change is: -19,258
-2,752 1,628 -560 9,941 1,141 8,593 -19,137 -34,057 12,592 -609 2,202 0 -27,326 -10,797
Percent of Open Interest Represented by Each Category of Trader
4.9 2.5 0.1 39.5 36.4 21.2 11.8 10.1 3.2 10.4 5.2 0.0 8.9 21.2
Number of Traders in Each Category Total Traders: 139
4 5 . 33 55 53 9 17 11 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 3,337
Positions
0 0 0 0 0 0 50 1,306 1,030 1,256 200 165 836 636
Changes from: June 14, 2022 Total Change is: 510
0 0 0 0 0 0 -280 828 -100 740 -42 79 71 -255
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 1.5 39.1 30.9 37.6 6.0 4.9 25.1 19.1
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . 5 . 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 3,854,228
Positions
74,324 533,832 7,906 1,660,803 900,624 843,077 418,072 658,303 149,814 405,056 280,094 2,263 292,913 478,315
Changes from: June 14, 2022 Total Change is: -35,194
-9,153 59,282 1,961 -22,490 -60,558 -16,040 45,998 -17,285 -17,784 -8,521 20,603 630 -9,795 -6,003
Percent of Open Interest Represented by Each Category of Trader
1.9 13.9 0.2 43.1 23.4 21.9 10.8 17.1 3.9 10.5 7.3 0.1 7.6 12.4
Number of Traders in Each Category Total Traders: 334
15 35 10 80 75 89 39 52 30 14 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 1,646,303
Positions
250,126 338,899 589,676 1,106 55,695 17,237 320,607 226,205 371,888 49,720 1,816 2,394 43,549 42,493
Changes from: June 14, 2022 Total Change is: -34,209
-11,177 -10,633 -51,929 -122 10,978 -3,227 34,909 19,162 355 -1,013 -434 1,183 -3,188 336
Percent of Open Interest Represented by Each Category of Trader
15.2 20.6 35.8 0.1 3.4 1.0 19.5 13.7 22.6 3.0 0.1 0.1 2.6 2.6
Number of Traders in Each Category Total Traders: 119
33 26 54 . . . 22 24 39 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 is 9,411,173
Positions
2,800,425 972,302 1,669,768 891,366 193,390 418,250 701,102 2,779,159 2,349,532 30,267 121,055 149,959 400,504 757,758
Changes from: June 14, 2022 Total Change is: 83,349
-59,827 55,747 -8,623 184,622 -29,868 12,037 -5,664 105,592 -3,555 -5,559 -6,542 -17,803 -12,279 -23,636
Percent of Open Interest Represented by Each Category of Trader
29.8 10.3 17.7 9.5 2.1 4.4 7.4 29.5 25.0 0.3 1.3 1.6 4.3 8.1
Number of Traders in Each Category Total Traders: 201
27 30 51 11 16 20 26 66 74 6 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 5,297,748
Positions
2,011,626 1,811,601 1,110,280 363,982 439,849 111,076 678,837 822,062 919,966 67,590 45,044 21,144 13,247 16,726
Changes from: June 14, 2022 Total Change is: -527,965
-157,735 28,110 -251,359 68,211 37,277 -5,070 36,441 -131,041 -201,448 2,799 10,456 -13,237 -6,567 -1,653
Percent of Open Interest Represented by Each Category of Trader
38.0 34.2 21.0 6.9 8.3 2.1 12.8 15.5 17.4 1.3 0.9 0.4 0.3 0.3
Number of Traders in Each Category Total Traders: 343
45 72 93 13 19 17 51 69 86 26 35 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 488,349
Positions
107,922 254,716 108,497 1,353 3,145 954 190,880 42,247 75,196 2,984 2,798 329 234 467
Changes from: June 14, 2022 Total Change is: 38,386
8,277 48,475 -8,933 -1,459 -2,425 -5,460 35,111 -4,567 11,061 -301 155 5 85 75
Percent of Open Interest Represented by Each Category of Trader
22.1 52.2 22.2 0.3 0.6 0.2 39.1 8.7 15.4 0.6 0.6 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 132
27 43 37 . . . 27 22 36 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 13,537
Positions
62 2,010 98 6,612 1,012 49 1,508 7,167 1,272 2,391 333 497 1,048 1,099
Changes from: June 14, 2022 Total Change is: 1,295
-191 93 88 241 -48 47 164 595 481 301 -62 124 40 -23
Percent of Open Interest Represented by Each Category of Trader
0.5 14.8 0.7 48.8 7.5 0.4 11.1 52.9 9.4 17.7 2.5 3.7 7.7 8.1
Number of Traders in Each Category Total Traders: 101
. 5 . 4 7 . 17 45 25 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 21,850
Positions
1,920 641 0 181 776 91 3,679 14,576 1,279 10,776 2,019 23 3,901 2,445
Changes from: June 14, 2022 Total Change is: 1,094
-271 -282 0 -13 -41 91 373 1,221 -184 686 -164 -5 417 458
Percent of Open Interest Represented by Each Category of Trader
8.8 2.9 0.0 0.8 3.6 0.4 16.8 66.7 5.9 49.3 9.2 0.1 17.9 11.2
Number of Traders in Each Category Total Traders: 125
4 . 0 4 . . 10 19 4 55 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 3,615
Positions
91 77 0 0 569 3 977 1,767 182 1,477 255 105 780 657
Changes from: June 14, 2022 Total Change is: 139
-63 -21 -44 0 -45 0 78 -18 37 4 45 0 127 185
Percent of Open Interest Represented by Each Category of Trader
2.5 2.1 0.0 0.0 15.7 0.1 27.0 48.9 5.0 40.9 7.1 2.9 21.6 18.2
Number of Traders in Each Category Total Traders: 48
. . 0 0 5 . 7 21 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 34,662
Positions
16,063 0 0 138 1,318 0 1,717 23,694 1,735 12,727 6,621 530 1,752 764
Changes from: June 14, 2022 Total Change is: 2,694
374 0 0 0 932 0 372 1,852 603 1,177 -752 1 167 58
Percent of Open Interest Represented by Each Category of Trader
46.3 0.0 0.0 0.4 3.8 0.0 5.0 68.4 5.0 36.7 19.1 1.5 5.1 2.2
Number of Traders in Each Category Total Traders: 130
. 0 0 . . 0 10 9 . 68 39 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 58,543
Positions
618 38,431 0 30,349 675 449 14,801 14,302 311 7,493 1,589 0 4,522 2,786
Changes from: June 14, 2022 Total Change is: -2,601
-104 100 0 -830 -184 19 294 -3,448 50 -963 405 -36 -1,031 493
Percent of Open Interest Represented by Each Category of Trader
1.1 65.6 0.0 51.8 1.2 0.8 25.3 24.4 0.5 12.8 2.7 0.0 7.7 4.8
Number of Traders in Each Category Total Traders: 120
. . 0 19 . . 37 16 . 30 12 0
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Traders in Financial Futures - Futures Only Positions as of June 21, 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 257,930
Positions
25,145 17,413 14,910 91,387 23,663 35,814 22,297 95,140 30,028 8,464 5,270 8,167 21,718 27,525
Changes from: June 14, 2022 Total Change is: -38,112
-8,280 -1,430 -6,663 -555 -9,064 3,355 -3,707 784 -17,571 166 -2,058 -1,789 -3,068 -3,676
Percent of Open Interest Represented by Each Category of Trader
9.7 6.8 5.8 35.4 9.2 13.9 8.6 36.9 11.6 3.3 2.0 3.2 8.4 10.7
Number of Traders in Each Category Total Traders: 156
12 21 19 22 19 23 26 37 36 4 9 9
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Traders in Financial Futures - Futures Only Positions as of June 21, 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 65,170
Positions
38,238 48,952 0 20,106 3,697 1,235 3,857 10,171 787 500 169 0 447 159
Changes from: June 14, 2022 Total Change is: -22,440
-400 -8,984 -6,934 -423 1,091 0 -2,274 -322 -5,080 -4,897 -38 -2,260 -172 87
Percent of Open Interest Represented by Each Category of Trader
58.7 75.1 0.0 30.9 5.7 1.9 5.9 15.6 1.2 0.8 0.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 47
. 5 0 15 . . 6 8 . 6 . 0
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Updated June 24, 2022