Traders in Financial Futures - Futures Only Positions as of June 28, 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 142,584
Positions
7,353 33,089 341 43,085 30,590 5,386 31,611 40,658 6,103 19,138 0 30 29,537 26,387
Changes from: June 21, 2022 Total Change is: 2,537
2,346 -1,339 1 -2,677 3,079 65 3,292 1,224 54 -1,094 -420 24 526 -151
Percent of Open Interest Represented by Each Category of Trader
5.2 23.2 0.2 30.2 21.5 3.8 22.2 28.5 4.3 13.4 0.0 0.0 20.7 18.5
Number of Traders in Each Category Total Traders: 109
6 7 . 17 17 6 18 28 14 15 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 40,123
Positions
19,804 411 75 2,970 11,397 1,123 6,544 8,239 19 0 0 0 9,588 18,859
Changes from: June 21, 2022 Total Change is: 2,454
826 -105 -2 -396 -1,011 -301 2,394 2,470 18 0 0 0 -85 1,385
Percent of Open Interest Represented by Each Category of Trader
49.4 1.0 0.2 7.4 28.4 2.8 16.3 20.5 0.0 0.0 0.0 0.0 23.9 47.0
Number of Traders in Each Category Total Traders: 38
5 . . . 10 . 10 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 228,736
Positions
101,335 28,330 1,429 35,470 113,490 4,455 59,266 35,300 3,860 4,866 6,705 0 18,055 35,167
Changes from: June 21, 2022 Total Change is: 470
-6,198 4,216 293 -783 -1,547 -52 4,634 -4,797 -544 2,800 124 0 320 2,777
Percent of Open Interest Represented by Each Category of Trader
44.3 12.4 0.6 15.5 49.6 1.9 25.9 15.4 1.7 2.1 2.9 0.0 7.9 15.4
Number of Traders in Each Category Total Traders: 129
7 7 . 15 36 13 24 31 14 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 213,767
Positions
118,104 7,005 174 38,979 96,224 5,627 24,274 61,734 2,320 1,910 2,979 0 22,379 37,704
Changes from: June 21, 2022 Total Change is: -4,309
-3,655 -449 -3 107 30 -106 1,841 -5,058 57 -1,830 2,510 0 -720 -1,290
Percent of Open Interest Represented by Each Category of Trader
55.2 3.3 0.1 18.2 45.0 2.6 11.4 28.9 1.1 0.9 1.4 0.0 10.5 17.6
Number of Traders in Each Category Total Traders: 128
10 4 . 16 29 16 18 43 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 671,472
Positions
37,179 324,812 2,163 385,596 153,367 27,860 70,552 72,913 17,933 40,397 13,040 5,939 83,853 53,445
Changes from: June 21, 2022 Total Change is: -246
907 12,369 710 5,201 -11,439 -1,397 -2,714 -2,949 298 -1,708 326 -188 -1,355 2,024
Percent of Open Interest Represented by Each Category of Trader
5.5 48.4 0.3 57.4 22.8 4.1 10.5 10.9 2.7 6.0 1.9 0.9 12.5 8.0
Number of Traders in Each Category Total Traders: 320
17 13 8 103 39 42 47 50 30 37 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 34,107
Positions
0 17,626 0 16,009 477 2,524 889 9,085 438 0 0 0 14,247 3,957
Changes from: June 21, 2022 Total Change is: -317
0 0 0 179 0 -122 0 -389 0 0 0 0 -374 194
Percent of Open Interest Represented by Each Category of Trader
0.0 51.7 0.0 46.9 1.4 7.4 2.6 26.6 1.3 0.0 0.0 0.0 41.8 11.6
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 28, 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 139,891
Positions
38,874 3,472 258 51,352 69,561 5,621 19,955 33,997 2,680 1,350 318 10 19,791 23,974
Changes from: June 21, 2022 Total Change is: 2,874
1,659 251 98 -4,130 -1,878 740 2,154 1,086 1,218 95 138 5 1,035 1,216
Percent of Open Interest Represented by Each Category of Trader
27.8 2.5 0.2 36.7 49.7 4.0 14.3 24.3 1.9 1.0 0.2 0.0 14.1 17.1
Number of Traders in Each Category Total Traders: 81
8 4 . 13 17 9 14 21 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 193,536
Positions
5,973 119,196 800 115,556 7,960 505 58,591 17,722 843 4,209 44,324 0 7,059 2,186
Changes from: June 21, 2022 Total Change is: 2,271
-10,170 2,033 6 18,335 1,425 -321 -5,418 -1,703 -94 -718 1,254 -91 742 -238
Percent of Open Interest Represented by Each Category of Trader
3.1 61.6 0.4 59.7 4.1 0.3 30.3 9.2 0.4 2.2 22.9 0.0 3.6 1.1
Number of Traders in Each Category Total Traders: 143
6 7 . 23 12 4 51 21 7 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 60,107
Positions
105 41,368 4,204 27,006 1,177 30 22,953 10,762 250 2,252 512 0 3,307 1,804
Changes from: June 21, 2022 Total Change is: -8,751
-4 -221 3,840 -30,223 -145 0 16,723 -12,231 249 595 -460 0 69 217
Percent of Open Interest Represented by Each Category of Trader
0.2 68.8 7.0 44.9 2.0 0.0 38.2 17.9 0.4 3.7 0.9 0.0 5.5 3.0
Number of Traders in Each Category Total Traders: 67
. 4 . 12 4 . 15 19 4 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 40,337
Positions
20,872 3,276 49 1,657 19,132 405 14,516 11,231 196 364 530 22 2,256 5,496
Changes from: June 21, 2022 Total Change is: -2,552
478 46 -21 -1,290 -1,571 380 -2,365 -1,641 133 0 82 22 111 18
Percent of Open Interest Represented by Each Category of Trader
51.7 8.1 0.1 4.1 47.4 1.0 36.0 27.8 0.5 0.9 1.3 0.1 5.6 13.6
Number of Traders in Each Category Total Traders: 95
10 . . 7 21 4 26 23 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 31,842
Positions
269 22,751 36 26,582 2,726 257 1,809 2,767 1,756 121 0 24 988 1,525
Changes from: June 21, 2022 Total Change is: -2,093
118 -308 36 -2,035 661 -20 -231 -2,578 -16 121 0 24 -90 108
Percent of Open Interest Represented by Each Category of Trader
0.8 71.4 0.1 83.5 8.6 0.8 5.7 8.7 5.5 0.4 0.0 0.1 3.1 4.8
Number of Traders in Each Category Total Traders: 30
. 4 . 4 5 . 7 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 33,380
Positions
16,991 3,160 117 3,904 8,488 241 6,182 4,430 589 375 9,074 8 4,974 7,275
Changes from: June 21, 2022 Total Change is: -1,133
-736 -696 17 -434 -285 33 -287 -1,020 531 -29 -55 8 -235 334
Percent of Open Interest Represented by Each Category of Trader
50.9 9.5 0.4 11.7 25.4 0.7 18.5 13.3 1.8 1.1 27.2 0.0 14.9 21.8
Number of Traders in Each Category Total Traders: 85
14 9 . 13 15 4 14 14 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 66,759
Positions
33,981 6,319 234 7,808 16,975 481 12,364 8,859 1,178 750 18,148 15 9,948 14,550
Changes from: June 21, 2022 Total Change is: -2,265
-1,472 -1,391 33 -867 -569 66 -573 -2,039 1,061 -58 -109 15 -470 668
Percent of Open Interest Represented by Each Category of Trader
50.9 9.5 0.4 11.7 25.4 0.7 18.5 13.3 1.8 1.1 27.2 0.0 14.9 21.8
Number of Traders in Each Category Total Traders: 85
14 9 . 13 15 4 14 14 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,262
Positions
19,652 22,656 0 15,561 14,328 1,651 2,843 2,015 0 0 0 0 2,555 1,612
Changes from: June 21, 2022 Total Change is: 1,187
990 1,251 0 -1,500 749 -11 1,593 -939 -5 0 0 0 120 142
Percent of Open Interest Represented by Each Category of Trader
46.5 53.6 0.0 36.8 33.9 3.9 6.7 4.8 0.0 0.0 0.0 0.0 6.0 3.8
Number of Traders in Each Category Total Traders: 33
5 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 449,754
Positions
72,123 46,407 10,165 201,337 162,333 58,612 29,026 82,139 8,134 25,244 31,016 342 44,771 50,607
Changes from: June 21, 2022 Total Change is: -2,647
6,491 -1,139 1,460 -2,306 -3,682 -2,001 -5,477 6,669 2,190 -2,609 -5,608 -196 -199 -339
Percent of Open Interest Represented by Each Category of Trader
16.0 10.3 2.3 44.8 36.1 13.0 6.5 18.3 1.8 5.6 6.9 0.1 10.0 11.3
Number of Traders in Each Category Total Traders: 539
36 34 21 149 106 112 61 96 57 27 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 32,942
Positions
8,098 26,660 0 13,613 2,625 0 6,636 2,441 559 0 0 0 4,036 657
Changes from: June 21, 2022 Total Change is: 1,719
3,370 -2,969 0 -1,163 2,625 0 -710 2,441 559 0 0 0 -337 -937
Percent of Open Interest Represented by Each Category of Trader
24.6 80.9 0.0 41.3 8.0 0.0 20.1 7.4 1.7 0.0 0.0 0.0 12.3 2.0
Number of Traders in Each Category Total Traders: 35
5 7 0 12 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 2,248,771
Positions
360,614 232,033 50,823 1,006,685 811,666 293,062 145,132 410,697 40,670 126,222 155,078 1,709 223,854 253,033
Changes from: June 21, 2022 Total Change is: -13,233
32,456 -5,697 7,298 -11,528 -18,412 -10,005 -27,383 33,346 10,952 -13,047 -28,040 -981 -995 -1,694
Percent of Open Interest Represented by Each Category of Trader
16.0 10.3 2.3 44.8 36.1 13.0 6.5 18.3 1.8 5.6 6.9 0.1 10.0 11.3
Number of Traders in Each Category Total Traders: 539
36 34 21 149 106 112 61 96 57 27 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 20,522
Positions
13,924 15,112 0 4,531 1,454 330 437 1,678 0 0 208 0 1,300 1,740
Changes from: June 21, 2022 Total Change is: -551
467 -1,155 0 -503 774 330 -38 -173 0 0 -74 0 -807 -253
Percent of Open Interest Represented by Each Category of Trader
67.8 73.6 0.0 22.1 7.1 1.6 2.1 8.2 0.0 0.0 1.0 0.0 6.3 8.5
Number of Traders in Each Category Total Traders: 23
5 6 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 19,691
Positions
2,171 19,151 0 12,572 0 0 1,537 0 0 0 0 0 3,411 540
Changes from: June 21, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.0 97.3 0.0 63.8 0.0 0.0 7.8 0.0 0.0 0.0 0.0 0.0 17.3 2.7
Number of Traders in Each Category Total Traders: 20
. 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 21,372
Positions
783 18,093 0 15,330 321 1,034 1,883 1,071 0 0 0 0 2,342 853
Changes from: June 21, 2022 Total Change is: 1,961
29 2,015 0 2,528 32 0 166 224 0 0 0 0 -762 -310
Percent of Open Interest Represented by Each Category of Trader
3.7 84.7 0.0 71.7 1.5 4.8 8.8 5.0 0.0 0.0 0.0 0.0 11.0 4.0
Number of Traders in Each Category Total Traders: 24
. 8 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 106,252
Positions
8,046 3,349 0 36,179 0 20 5,959 63,774 7,015 0 0 0 49,033 32,094
Changes from: June 21, 2022 Total Change is: 8,013
3,646 1,189 0 -1,633 0 -165 384 4,528 3,281 0 0 0 2,500 -820
Percent of Open Interest Represented by Each Category of Trader
7.6 3.2 0.0 34.1 0.0 0.0 5.6 60.0 6.6 0.0 0.0 0.0 46.1 30.2
Number of Traders in Each Category Total Traders: 24
. . 0 10 0 . . 9 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 212,036
Positions
72,006 73,472 95,884 0 0 0 3,081 1,012 39,538 0 0 0 1,527 2,130
Changes from: June 21, 2022 Total Change is: 7,400
500 3,000 3,000 0 0 0 2,081 -419 1,819 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
34.0 34.7 45.2 0.0 0.0 0.0 1.5 0.5 18.6 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 28, 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 56,074
Positions
28,870 1,516 121 15,508 40,986 3,253 1,632 3,951 40 0 0 0 6,650 6,207
Changes from: June 21, 2022 Total Change is: -1,727
-309 679 -65 -1,815 -1,953 -125 651 -125 21 0 -387 0 -85 228
Percent of Open Interest Represented by Each Category of Trader
51.5 2.7 0.2 27.7 73.1 5.8 2.9 7.0 0.1 0.0 0.0 0.0 11.9 11.1
Number of Traders in Each Category Total Traders: 64
7 . . 22 25 12 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,609
Positions
9,404 8,493 219 16,383 12,236 1,390 11,312 15,110 986 2,766 3,174 44 7,106 7,958
Changes from: June 21, 2022 Total Change is: 2,284
1,622 1,572 26 476 -497 122 800 1,793 23 72 -106 -248 -610 -402
Percent of Open Interest Represented by Each Category of Trader
19.0 17.1 0.4 33.0 24.7 2.8 22.8 30.5 2.0 5.6 6.4 0.1 14.3 16.0
Number of Traders in Each Category Total Traders: 300
29 17 5 51 43 24 47 59 25 24 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 248,045
Positions
47,022 42,463 1,094 81,914 61,182 6,948 56,558 75,548 4,931 13,830 15,871 220 35,528 39,788
Changes from: June 21, 2022 Total Change is: 11,421
8,111 7,859 129 2,380 -2,484 612 3,999 8,966 116 361 -530 -1,238 -3,049 -2,009
Percent of Open Interest Represented by Each Category of Trader
19.0 17.1 0.4 33.0 24.7 2.8 22.8 30.5 2.0 5.6 6.4 0.1 14.3 16.0
Number of Traders in Each Category Total Traders: 300
29 17 5 51 43 24 47 59 25 24 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 60,315
Positions
2,713 298 0 1,337 2,189 0 17,615 11,473 5,870 520 1,061 300 31,960 39,124
Changes from: June 21, 2022 Total Change is: -1,173
360 298 0 -289 478 0 -11,964 -353 4,463 -8 -526 100 6,165 -5,633
Percent of Open Interest Represented by Each Category of Trader
4.5 0.5 0.0 2.2 3.6 0.0 29.2 19.0 9.7 0.9 1.8 0.5 53.0 64.9
Number of Traders in Each Category Total Traders: 32
. . 0 . . 0 10 9 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 570,497
Positions
245,516 28,532 2,013 150,371 274,850 52,801 79,212 146,809 5,836 15,579 35,125 495 18,674 24,036
Changes from: June 21, 2022 Total Change is: 956
6,662 1,004 -323 -1,271 -8,031 295 3,210 8,944 1,434 -9,156 -5,540 435 -330 2,738
Percent of Open Interest Represented by Each Category of Trader
43.0 5.0 0.4 26.4 48.2 9.3 13.9 25.7 1.0 2.7 6.2 0.1 3.3 4.2
Number of Traders in Each Category Total Traders: 335
30 11 . 76 75 54 40 75 21 8 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 27,466
Positions
4,380 25,993 0 19,155 365 0 1,840 221 0 0 0 0 2,091 887
Changes from: June 21, 2022 Total Change is: -1,360
-245 -1,075 0 -1,322 1 0 -348 -292 0 0 0 0 555 6
Percent of Open Interest Represented by Each Category of Trader
15.9 94.6 0.0 69.7 1.3 0.0 6.7 0.8 0.0 0.0 0.0 0.0 7.6 3.2
Number of Traders in Each Category Total Traders: 27
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 13,442
Positions
0 3,058 0 7,999 2,250 76 2,164 1,986 0 1,026 3,409 0 2,177 2,663
Changes from: June 21, 2022 Total Change is: 1,062
0 22 0 250 110 5 589 430 0 235 573 0 -17 -78
Percent of Open Interest Represented by Each Category of Trader
0.0 22.7 0.0 59.5 16.7 0.6 16.1 14.8 0.0 7.6 25.4 0.0 16.2 19.8
Number of Traders in Each Category Total Traders: 25
0 . 0 9 4 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 56,111
Positions
7,176 3,789 763 24,399 6,019 3,575 5,184 9,574 99 9,603 252 0 5,312 32,040
Changes from: June 21, 2022 Total Change is: 4,913
-497 560 139 1,399 53 34 1,953 -694 99 1,669 0 -2 119 4,724
Percent of Open Interest Represented by Each Category of Trader
12.8 6.8 1.4 43.5 10.7 6.4 9.2 17.1 0.2 17.1 0.4 0.0 9.5 57.1
Number of Traders in Each Category Total Traders: 61
7 8 . 11 5 6 7 16 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 390,709
Positions
33,794 151,032 1,059 267,849 156,544 51,564 15,373 15,895 1,391 11,593 7,634 369 7,717 5,221
Changes from: June 21, 2022 Total Change is: 4,255
3,301 3,943 -936 4,565 -548 197 -1,799 -2,490 108 -2,453 3,325 93 1,179 563
Percent of Open Interest Represented by Each Category of Trader
8.6 38.7 0.3 68.6 40.1 13.2 3.9 4.1 0.4 3.0 2.0 0.1 2.0 1.3
Number of Traders in Each Category Total Traders: 192
12 14 . 65 56 42 14 16 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 1,091,678
Positions
120,397 337,672 21,282 639,067 420,529 134,757 71,995 120,285 7,307 68,356 22,868 2,078 26,439 24,900
Changes from: June 21, 2022 Total Change is: -757
15,549 -9,479 257 6,718 -10,853 1,649 -15,132 16,859 -501 -10,594 -1,841 264 1,033 2,888
Percent of Open Interest Represented by Each Category of Trader
11.0 30.9 1.9 58.5 38.5 12.3 6.6 11.0 0.7 6.3 2.1 0.2 2.4 2.3
Number of Traders in Each Category Total Traders: 403
27 20 12 138 92 82 45 44 26 20 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 227,292
Positions
16,617 172,317 21,808 23,680 0 3,658 142,144 3,377 16,126 2,490 6,720 140 629 3,146
Changes from: June 21, 2022 Total Change is: 3,747
1,716 588 -640 100 0 -100 1,689 160 696 39 37 0 247 3,006
Percent of Open Interest Represented by Each Category of Trader
7.3 75.8 9.6 10.4 0.0 1.6 62.5 1.5 7.1 1.1 3.0 0.1 0.3 1.4
Number of Traders in Each Category Total Traders: 96
8 23 16 13 0 . 29 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 1,182,840
Positions
3,820 102,590 2,062 632,683 294,724 200,338 92,025 325,286 4,485 82,871 90,029 0 164,556 163,326
Changes from: June 21, 2022 Total Change is: 5,049
1,233 -6,000 -799 14,763 -1,276 -4,391 -12,517 15,796 -2,390 -468 14,320 0 9,618 -10,211
Percent of Open Interest Represented by Each Category of Trader
0.3 8.7 0.2 53.5 24.9 16.9 7.8 27.5 0.4 7.0 7.6 0.0 13.9 13.8
Number of Traders in Each Category Total Traders: 176
. 17 . 62 32 57 20 28 12 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 1,285,060
Positions
19,244 58,421 2,717 781,157 206,744 221,722 33,365 656,704 11,532 67,106 9,640 0 148,217 117,580
Changes from: June 21, 2022 Total Change is: 4,206
-3,227 8,514 691 22,815 603 -4,749 -12,812 365 2,044 -2,989 -3,278 0 2,433 16
Percent of Open Interest Represented by Each Category of Trader
1.5 4.5 0.2 60.8 16.1 17.3 2.6 51.1 0.9 5.2 0.8 0.0 11.5 9.1
Number of Traders in Each Category Total Traders: 150
6 10 . 77 24 61 6 19 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 2,118,890
Positions
87,459 253,251 14,020 876,700 551,446 369,928 514,249 359,922 102,745 18,366 239,711 1,278 134,145 226,589
Changes from: June 21, 2022 Total Change is: 31,973
-5,873 31,570 567 29,476 23,318 8,044 52,071 38,626 -41,099 -11,512 -35,480 185 114 6,242
Percent of Open Interest Represented by Each Category of Trader
4.1 12.0 0.7 41.4 26.0 17.5 24.3 17.0 4.8 0.9 11.3 0.1 6.3 10.7
Number of Traders in Each Category Total Traders: 352
12 47 11 91 67 86 41 52 31 8 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 3,403,344
Positions
49,428 282,010 23,065 1,675,135 1,046,055 703,286 419,545 311,269 87,598 114,791 471,841 17,938 312,558 460,282
Changes from: June 21, 2022 Total Change is: -36,741
-634 10,531 316 25,521 -58,033 -17,526 -17,448 -4,652 -2,822 -52,740 35,699 3,688 24,904 -3,942
Percent of Open Interest Represented by Each Category of Trader
1.5 8.3 0.7 49.2 30.7 20.7 12.3 9.1 2.6 3.4 13.9 0.5 9.2 13.5
Number of Traders in Each Category Total Traders: 387
15 35 10 99 86 110 42 64 36 17 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 1,198,262
Positions
64,539 31,235 1,815 479,389 441,720 259,700 106,388 111,310 32,255 122,747 62,818 0 131,429 257,409
Changes from: June 21, 2022 Total Change is: -10,480
5,691 901 969 1,779 1,662 2,970 -36,508 -11,153 -5,890 -3,271 -406 -150 23,930 617
Percent of Open Interest Represented by Each Category of Trader
5.4 2.6 0.2 40.0 36.9 21.7 8.9 9.3 2.7 10.2 5.2 0.0 11.0 21.5
Number of Traders in Each Category Total Traders: 138
5 6 4 34 55 54 10 12 12 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 3,962,280
Positions
51,647 609,315 4,495 1,764,385 859,760 839,070 435,501 739,541 152,992 419,947 292,097 2,757 291,486 462,253
Changes from: June 21, 2022 Total Change is: 108,052
-22,677 75,483 -3,411 103,582 -40,864 -4,007 17,429 81,238 3,178 14,891 12,003 494 -1,427 -16,062
Percent of Open Interest Represented by Each Category of Trader
1.3 15.4 0.1 44.5 21.7 21.2 11.0 18.7 3.9 10.6 7.4 0.1 7.4 11.7
Number of Traders in Each Category Total Traders: 322
12 35 6 80 71 86 37 46 25 15 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 1,748,855
Positions
316,365 294,058 584,278 956 58,649 15,522 352,108 350,504 390,362 49,578 6,616 500 39,186 48,366
Changes from: June 21, 2022 Total Change is: 102,552
66,239 -44,841 -5,398 -150 2,954 -1,715 31,501 124,299 18,474 -142 4,800 -1,894 -4,363 5,873
Percent of Open Interest Represented by Each Category of Trader
18.1 16.8 33.4 0.1 3.4 0.9 20.1 20.0 22.3 2.8 0.4 0.0 2.2 2.8
Number of Traders in Each Category Total Traders: 126
33 26 54 . 5 . 23 30 45 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 9,521,916
Positions
2,770,774 975,005 1,691,715 1,149,492 180,532 379,407 654,127 2,947,147 2,330,386 19,690 135,404 134,472 391,853 747,848
Changes from: June 21, 2022 Total Change is: 110,743
-29,651 2,703 21,947 258,126 -12,858 -38,843 -46,975 167,988 -19,146 -10,577 14,349 -15,487 -8,651 -9,910
Percent of Open Interest Represented by Each Category of Trader
29.1 10.2 17.8 12.1 1.9 4.0 6.9 31.0 24.5 0.2 1.4 1.4 4.1 7.9
Number of Traders in Each Category Total Traders: 204
28 30 50 14 14 16 26 67 75 7 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 5,569,523
Positions
2,064,500 1,958,986 1,088,594 542,895 473,819 101,255 760,195 965,242 904,884 68,913 40,519 20,272 18,015 15,952
Changes from: June 21, 2022 Total Change is: 271,775
52,874 147,385 -21,686 178,913 33,970 -9,821 81,358 143,180 -15,082 1,323 -4,525 -872 4,768 -774
Percent of Open Interest Represented by Each Category of Trader
37.1 35.2 19.5 9.7 8.5 1.8 13.6 17.3 16.2 1.2 0.7 0.4 0.3 0.3
Number of Traders in Each Category Total Traders: 348
45 74 98 15 20 18 48 73 85 24 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 605,649
Positions
84,760 326,992 126,800 2,353 9,597 925 295,999 46,188 91,496 2,851 2,893 312 153 446
Changes from: June 21, 2022 Total Change is: 117,300
-23,162 72,276 18,303 1,000 6,452 -29 105,119 3,941 16,300 -133 95 -17 -81 -21
Percent of Open Interest Represented by Each Category of Trader
14.0 54.0 20.9 0.4 1.6 0.2 48.9 7.6 15.1 0.5 0.5 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 138
25 47 38 . . . 28 24 36 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 13,707
Positions
153 2,003 218 6,526 1,088 96 2,478 7,597 1,151 2,095 426 100 890 1,028
Changes from: June 21, 2022 Total Change is: 170
91 -7 120 -86 76 47 970 430 -121 -296 93 -397 -158 -71
Percent of Open Interest Represented by Each Category of Trader
1.1 14.6 1.6 47.6 7.9 0.7 18.1 55.4 8.4 15.3 3.1 0.7 6.5 7.5
Number of Traders in Each Category Total Traders: 101
. . . . 10 . 18 46 17 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 15,123
Positions
668 340 0 130 973 55 3,540 7,438 2,241 5,283 1,808 23 3,183 2,245
Changes from: June 21, 2022 Total Change is: -6,727
-1,252 -301 0 -51 197 -36 -139 -7,138 962 -5,493 -211 0 -718 -200
Percent of Open Interest Represented by Each Category of Trader
4.4 2.2 0.0 0.9 6.4 0.4 23.4 49.2 14.8 34.9 12.0 0.2 21.0 14.8
Number of Traders in Each Category Total Traders: 129
5 . 0 . . . 10 22 5 50 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 3,967
Positions
91 294 0 0 449 3 1,499 2,175 138 1,449 226 105 682 577
Changes from: June 21, 2022 Total Change is: 352
0 217 0 0 -120 0 522 408 -44 -28 -29 0 -98 -80
Percent of Open Interest Represented by Each Category of Trader
2.3 7.4 0.0 0.0 11.3 0.1 37.8 54.8 3.5 36.5 5.7 2.6 17.2 14.5
Number of Traders in Each Category Total Traders: 50
. . 0 0 5 . 11 21 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 33,529
Positions
7,959 0 0 138 1,489 0 9,811 21,925 1,982 12,358 7,346 161 1,120 626
Changes from: June 21, 2022 Total Change is: -1,133
-8,104 0 0 0 171 0 8,094 -1,769 247 -369 725 -369 -632 -138
Percent of Open Interest Represented by Each Category of Trader
23.7 0.0 0.0 0.4 4.4 0.0 29.3 65.4 5.9 36.9 21.9 0.5 3.3 1.9
Number of Traders in Each Category Total Traders: 113
. 0 0 . . 0 9 4 . 66 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 63,143
Positions
895 38,707 0 30,221 1,053 503 17,364 17,901 303 8,484 2,632 2 5,371 2,042
Changes from: June 21, 2022 Total Change is: 4,600
277 276 0 -128 378 54 2,563 3,599 -8 991 1,043 2 849 -744
Percent of Open Interest Represented by Each Category of Trader
1.4 61.3 0.0 47.9 1.7 0.8 27.5 28.3 0.5 13.4 4.2 0.0 8.5 3.2
Number of Traders in Each Category Total Traders: 115
. . 0 17 5 . 39 13 . 28 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 257,123
Positions
22,418 14,084 13,345 96,624 25,369 35,894 18,982 94,511 33,038 7,452 4,292 7,247 22,123 29,343
Changes from: June 21, 2022 Total Change is: -807
-2,727 -3,329 -1,565 5,237 1,706 80 -3,315 -629 3,010 -1,012 -978 -920 405 1,818
Percent of Open Interest Represented by Each Category of Trader
8.7 5.5 5.2 37.6 9.9 14.0 7.4 36.8 12.8 2.9 1.7 2.8 8.6 11.4
Number of Traders in Each Category Total Traders: 150
10 15 18 23 20 22 22 44 38 . 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 65,594
Positions
38,203 49,963 10 18,845 3,697 1,720 4,481 9,080 787 1,092 189 0 456 148
Changes from: June 21, 2022 Total Change is: 424
-35 1,011 10 -1,261 0 485 624 -1,091 0 592 20 0 9 -11
Percent of Open Interest Represented by Each Category of Trader
58.2 76.2 0.0 28.7 5.6 2.6 6.8 13.8 1.2 1.7 0.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 49
. 6 . 15 . . 5 9 . 8 . 0
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Updated July 01, 2022