Traders in Financial Futures - Futures Only Positions as of July 5, 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 145,372
Positions
12,180 25,616 340 39,442 38,073 5,700 32,050 39,133 6,260 18,910 0 30 30,460 30,220
Changes from: June 28, 2022 Total Change is: 2,788
4,827 -7,473 -1 -3,643 7,483 314 439 -1,525 157 -228 0 0 923 3,833
Percent of Open Interest Represented by Each Category of Trader
8.4 17.6 0.2 27.1 26.2 3.9 22.0 26.9 4.3 13.0 0.0 0.0 21.0 20.8
Number of Traders in Each Category Total Traders: 110
8 6 . 13 20 8 20 28 14 14 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 38,504
Positions
20,025 0 73 2,822 9,815 983 5,979 9,071 20 0 0 0 8,602 18,542
Changes from: June 28, 2022 Total Change is: -1,619
221 -411 -2 -148 -1,582 -140 -565 832 1 0 0 0 -986 -317
Percent of Open Interest Represented by Each Category of Trader
52.0 0.0 0.2 7.3 25.5 2.6 15.5 23.6 0.1 0.0 0.0 0.0 22.3 48.2
Number of Traders in Each Category Total Traders: 38
7 0 . 4 9 . 10 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 240,926
Positions
107,282 25,063 1,866 36,930 119,802 3,604 62,120 40,833 4,365 7,066 6,899 0 17,693 38,494
Changes from: June 28, 2022 Total Change is: 12,190
5,947 -3,267 437 1,460 6,312 -851 2,854 5,533 505 2,200 194 0 -362 3,327
Percent of Open Interest Represented by Each Category of Trader
44.5 10.4 0.8 15.3 49.7 1.5 25.8 16.9 1.8 2.9 2.9 0.0 7.3 16.0
Number of Traders in Each Category Total Traders: 133
8 6 . 13 38 11 23 34 13 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 217,672
Positions
116,715 13,290 196 38,453 100,754 5,598 26,115 58,123 2,587 2,556 2,054 0 25,452 35,070
Changes from: June 28, 2022 Total Change is: 3,905
-1,389 6,285 22 -526 4,530 -29 1,841 -3,611 267 646 -925 0 3,073 -2,634
Percent of Open Interest Represented by Each Category of Trader
53.6 6.1 0.1 17.7 46.3 2.6 12.0 26.7 1.2 1.2 0.9 0.0 11.7 16.1
Number of Traders in Each Category Total Traders: 128
10 6 4 15 30 16 22 37 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 673,772
Positions
31,377 303,539 3,028 385,010 154,984 28,247 78,194 87,788 17,632 42,633 16,391 5,126 82,525 57,037
Changes from: June 28, 2022 Total Change is: 2,300
-5,802 -21,273 865 -586 1,617 387 7,642 14,875 -301 2,236 3,351 -813 -1,328 3,592
Percent of Open Interest Represented by Each Category of Trader
4.7 45.1 0.4 57.1 23.0 4.2 11.6 13.0 2.6 6.3 2.4 0.8 12.2 8.5
Number of Traders in Each Category Total Traders: 328
15 13 7 104 39 45 48 56 25 37 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 35,143
Positions
0 17,619 0 16,365 477 2,524 1,828 10,388 441 0 0 0 13,985 3,694
Changes from: June 28, 2022 Total Change is: 1,036
0 -7 0 356 0 0 939 1,303 3 0 0 0 -262 -263
Percent of Open Interest Represented by Each Category of Trader
0.0 50.1 0.0 46.6 1.4 7.2 5.2 29.6 1.3 0.0 0.0 0.0 39.8 10.5
Number of Traders in Each Category Total Traders: 30
0 . 0 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 18,329
Positions
876 2,952 26 3,853 8,206 1,439 4,003 1,282 0 0 450 0 8,132 3,974
Changes from: June 28, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.8 16.1 0.1 21.0 44.8 7.9 21.8 7.0 0.0 0.0 2.5 0.0 44.4 21.7
Number of Traders in Each Category Total Traders: 20
. . . 5 6 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 146,950
Positions
45,759 3,654 301 51,522 69,623 5,503 20,543 36,888 3,452 1,359 931 3 18,508 26,595
Changes from: June 28, 2022 Total Change is: 7,059
6,885 182 43 170 62 -118 588 2,891 772 9 613 -7 -1,283 2,621
Percent of Open Interest Represented by Each Category of Trader
31.1 2.5 0.2 35.1 47.4 3.7 14.0 25.1 2.3 0.9 0.6 0.0 12.6 18.1
Number of Traders in Each Category Total Traders: 92
8 4 . 14 18 9 17 26 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 197,463
Positions
8,642 121,543 811 114,790 7,814 771 60,280 17,346 2,149 3,073 44,404 0 6,947 2,625
Changes from: June 28, 2022 Total Change is: 3,927
2,669 2,347 11 -766 -146 266 1,689 -376 1,306 -1,136 80 0 -112 439
Percent of Open Interest Represented by Each Category of Trader
4.4 61.6 0.4 58.1 4.0 0.4 30.5 8.8 1.1 1.6 22.5 0.0 3.5 1.3
Number of Traders in Each Category Total Traders: 133
. 9 . 21 12 4 44 23 8 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 39,470
Positions
110 25,526 788 23,142 1,230 30 10,179 9,016 344 1,788 512 0 3,089 2,024
Changes from: June 28, 2022 Total Change is: -20,637
5 -15,842 -3,416 -3,864 53 0 -12,774 -1,746 94 -464 0 0 -218 220
Percent of Open Interest Represented by Each Category of Trader
0.3 64.7 2.0 58.6 3.1 0.1 25.8 22.8 0.9 4.5 1.3 0.0 7.8 5.1
Number of Traders in Each Category Total Traders: 60
. . . 11 4 . 13 16 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 45,403
Positions
22,444 3,668 69 3,394 19,895 385 16,335 14,595 65 0 550 22 2,689 6,154
Changes from: June 28, 2022 Total Change is: 5,066
1,572 392 20 1,737 763 -20 1,819 3,364 -131 -364 20 0 433 658
Percent of Open Interest Represented by Each Category of Trader
49.4 8.1 0.2 7.5 43.8 0.8 36.0 32.1 0.1 0.0 1.2 0.0 5.9 13.6
Number of Traders in Each Category Total Traders: 91
7 5 . 8 21 . 20 27 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 30,529
Positions
601 22,657 100 23,127 2,816 0 4,951 2,047 955 0 139 0 795 1,815
Changes from: June 28, 2022 Total Change is: -1,313
332 -94 64 -3,455 90 -257 3,142 -720 -801 -121 139 -24 -193 290
Percent of Open Interest Represented by Each Category of Trader
2.0 74.2 0.3 75.8 9.2 0.0 16.2 6.7 3.1 0.0 0.5 0.0 2.6 5.9
Number of Traders in Each Category Total Traders: 34
. 4 . 4 6 0 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 33,719
Positions
16,806 2,992 106 3,666 8,968 282 6,840 4,822 613 233 8,527 0 5,175 7,410
Changes from: June 28, 2022 Total Change is: 339
-185 -168 -12 -238 480 42 658 392 24 -143 -547 -8 201 135
Percent of Open Interest Represented by Each Category of Trader
49.8 8.9 0.3 10.9 26.6 0.8 20.3 14.3 1.8 0.7 25.3 0.0 15.3 22.0
Number of Traders in Each Category Total Traders: 82
16 8 . 12 14 4 12 16 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 67,437
Positions
33,611 5,984 211 7,332 17,935 564 13,679 9,643 1,226 465 17,054 0 10,349 14,820
Changes from: June 28, 2022 Total Change is: 678
-370 -335 -23 -476 960 83 1,315 784 48 -285 -1,094 -15 401 270
Percent of Open Interest Represented by Each Category of Trader
49.8 8.9 0.3 10.9 26.6 0.8 20.3 14.3 1.8 0.7 25.3 0.0 15.3 22.0
Number of Traders in Each Category Total Traders: 82
16 8 . 12 14 4 12 16 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 44,411
Positions
19,421 23,982 0 16,655 14,697 2,224 3,652 2,370 0 0 0 0 2,459 1,138
Changes from: June 28, 2022 Total Change is: 2,149
-231 1,326 0 1,094 369 573 809 355 0 0 0 0 -96 -474
Percent of Open Interest Represented by Each Category of Trader
43.7 54.0 0.0 37.5 33.1 5.0 8.2 5.3 0.0 0.0 0.0 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 34
5 6 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 461,848
Positions
76,412 49,141 10,918 204,741 163,623 56,031 28,243 91,838 8,149 31,263 28,468 560 45,533 53,121
Changes from: June 28, 2022 Total Change is: 12,094
4,289 2,735 753 3,404 1,289 -2,582 -784 9,699 15 6,019 -2,547 218 762 2,515
Percent of Open Interest Represented by Each Category of Trader
16.5 10.6 2.4 44.3 35.4 12.1 6.1 19.9 1.8 6.8 6.2 0.1 9.9 11.5
Number of Traders in Each Category Total Traders: 533
34 35 19 141 109 108 66 93 57 29 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 31,842
Positions
6,045 27,828 0 14,382 261 0 7,156 2,441 559 0 0 0 3,700 753
Changes from: June 28, 2022 Total Change is: -1,100
-2,053 1,168 0 769 -2,364 0 520 0 0 0 0 0 -336 96
Percent of Open Interest Represented by Each Category of Trader
19.0 87.4 0.0 45.2 0.8 0.0 22.5 7.7 1.8 0.0 0.0 0.0 11.6 2.4
Number of Traders in Each Category Total Traders: 36
5 7 0 12 . 0 9 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 2,309,241
Positions
382,059 245,706 54,589 1,023,704 818,113 280,153 141,214 459,190 40,743 156,316 142,341 2,800 227,663 265,606
Changes from: June 28, 2022 Total Change is: 60,470
21,445 13,673 3,766 17,019 6,447 -12,909 -3,918 48,493 73 30,094 -12,737 1,091 3,809 12,573
Percent of Open Interest Represented by Each Category of Trader
16.5 10.6 2.4 44.3 35.4 12.1 6.1 19.9 1.8 6.8 6.2 0.1 9.9 11.5
Number of Traders in Each Category Total Traders: 533
34 35 19 141 109 108 66 93 57 29 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 20,545
Positions
13,861 15,182 0 4,487 1,454 330 462 1,772 0 0 208 0 1,405 1,599
Changes from: June 28, 2022 Total Change is: 23
-63 70 0 -44 0 0 25 94 0 0 0 0 105 -141
Percent of Open Interest Represented by Each Category of Trader
67.5 73.9 0.0 21.8 7.1 1.6 2.2 8.6 0.0 0.0 1.0 0.0 6.8 7.8
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 July 5, 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 19,628
Positions
2,720 19,161 0 12,210 0 0 1,476 0 0 0 0 0 3,222 467
Changes from: June 28, 2022 Total Change is: -63
549 10 0 -362 0 0 -61 0 0 0 0 0 -189 -73
Percent of Open Interest Represented by Each Category of Trader
13.9 97.6 0.0 62.2 0.0 0.0 7.5 0.0 0.0 0.0 0.0 0.0 16.4 2.4
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 19,809
Positions
959 14,620 0 12,310 203 2,776 1,494 1,149 0 0 0 0 2,270 1,061
Changes from: June 28, 2022 Total Change is: -1,563
176 -3,473 0 -3,020 -118 1,742 -389 78 0 0 0 0 -72 208
Percent of Open Interest Represented by Each Category of Trader
4.8 73.8 0.0 62.1 1.0 14.0 7.5 5.8 0.0 0.0 0.0 0.0 11.5 5.4
Number of Traders in Each Category Total Traders: 24
. 8 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 115,887
Positions
7,292 4,329 0 37,534 0 26 13,709 75,575 2,147 0 0 0 55,179 33,810
Changes from: June 28, 2022 Total Change is: 9,635
-754 980 0 1,355 0 6 7,750 11,801 -4,868 0 0 0 6,146 1,716
Percent of Open Interest Represented by Each Category of Trader
6.3 3.7 0.0 32.4 0.0 0.0 11.8 65.2 1.9 0.0 0.0 0.0 47.6 29.2
Number of Traders in Each Category Total Traders: 28
. . 0 12 0 . 7 7 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 216,636
Positions
72,506 77,472 96,134 0 0 0 6,581 1,012 39,888 0 0 0 1,527 2,130
Changes from: June 28, 2022 Total Change is: 4,600
500 4,000 250 0 0 0 3,500 0 350 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.5 35.8 44.4 0.0 0.0 0.0 3.0 0.5 18.4 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 10 0 0 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 58,726
Positions
28,731 1,230 132 19,654 43,395 3,125 774 4,613 51 247 0 0 6,012 6,180
Changes from: June 28, 2022 Total Change is: 2,652
-139 -286 11 4,146 2,409 -128 -858 662 11 247 0 0 -638 -27
Percent of Open Interest Represented by Each Category of Trader
48.9 2.1 0.2 33.5 73.9 5.3 1.3 7.9 0.1 0.4 0.0 0.0 10.2 10.5
Number of Traders in Each Category Total Traders: 73
7 . . 27 26 13 . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,890
Positions
11,404 8,944 258 15,836 14,048 1,388 11,469 14,653 982 3,429 3,497 48 7,076 8,071
Changes from: June 28, 2022 Total Change is: 2,281
2,000 452 40 -547 1,812 -2 157 -457 -4 663 323 4 -30 114
Percent of Open Interest Represented by Each Category of Trader
22.0 17.2 0.5 30.5 27.1 2.7 22.1 28.2 1.9 6.6 6.7 0.1 13.6 15.6
Number of Traders in Each Category Total Traders: 304
33 18 4 48 49 27 43 57 26 23 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 259,449
Positions
57,022 44,721 1,292 79,179 70,241 6,940 57,344 73,263 4,910 17,143 17,487 239 35,380 40,356
Changes from: June 28, 2022 Total Change is: 11,404
10,000 2,258 198 -2,735 9,059 -8 786 -2,285 -21 3,313 1,616 19 -148 568
Percent of Open Interest Represented by Each Category of Trader
22.0 17.2 0.5 30.5 27.1 2.7 22.1 28.2 1.9 6.6 6.7 0.1 13.6 15.6
Number of Traders in Each Category Total Traders: 304
33 18 4 48 49 27 43 57 26 23 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 55,842
Positions
4,222 1,185 0 1,380 2,595 0 17,462 6,705 3,877 900 1,758 300 27,701 39,422
Changes from: June 28, 2022 Total Change is: -4,473
1,509 887 0 43 406 0 -153 -4,768 -1,993 380 697 0 -4,259 298
Percent of Open Interest Represented by Each Category of Trader
7.6 2.1 0.0 2.5 4.6 0.0 31.3 12.0 6.9 1.6 3.1 0.5 49.6 70.6
Number of Traders in Each Category Total Traders: 31
. . 0 . . 0 9 8 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 587,115
Positions
246,160 25,554 4,313 165,817 278,275 49,024 75,056 160,301 7,710 17,295 35,258 2,056 19,684 24,624
Changes from: June 28, 2022 Total Change is: 16,618
644 -2,978 2,300 15,446 3,425 -3,777 -4,156 13,492 1,874 1,716 133 1,561 1,010 588
Percent of Open Interest Represented by Each Category of Trader
41.9 4.4 0.7 28.2 47.4 8.3 12.8 27.3 1.3 2.9 6.0 0.4 3.4 4.2
Number of Traders in Each Category Total Traders: 340
30 9 . 77 80 50 37 79 23 7 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 26,430
Positions
4,380 25,380 0 18,142 625 0 2,119 221 0 0 0 0 1,789 204
Changes from: June 28, 2022 Total Change is: -1,036
0 -613 0 -1,013 260 0 279 0 0 0 0 0 -302 -683
Percent of Open Interest Represented by Each Category of Trader
16.6 96.0 0.0 68.6 2.4 0.0 8.0 0.8 0.0 0.0 0.0 0.0 6.8 0.8
Number of Traders in Each Category Total Traders: 29
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 14,508
Positions
1,300 3,043 0 7,793 2,195 76 1,998 2,020 0 1,091 3,459 0 2,250 3,715
Changes from: June 28, 2022 Total Change is: 1,066
1,300 -15 0 -206 -55 0 -166 34 0 65 50 0 73 1,052
Percent of Open Interest Represented by Each Category of Trader
9.0 21.0 0.0 53.7 15.1 0.5 13.8 13.9 0.0 7.5 23.8 0.0 15.5 25.6
Number of Traders in Each Category Total Traders: 25
. . 0 8 4 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 60,276
Positions
10,127 5,352 834 23,250 7,470 3,516 6,906 8,805 222 10,738 252 0 4,683 33,825
Changes from: June 28, 2022 Total Change is: 4,165
2,951 1,563 71 -1,149 1,451 -59 1,722 -769 123 1,135 0 0 -629 1,785
Percent of Open Interest Represented by Each Category of Trader
16.8 8.9 1.4 38.6 12.4 5.8 11.5 14.6 0.4 17.8 0.4 0.0 7.8 56.1
Number of Traders in Each Category Total Traders: 63
7 8 . 11 6 6 11 15 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 423,952
Positions
33,003 147,331 1,062 296,936 157,590 45,984 16,128 35,708 685 13,841 27,536 359 15,954 7,697
Changes from: June 28, 2022 Total Change is: 33,243
-791 -3,701 3 29,087 1,046 -5,580 755 19,813 -706 2,248 19,902 -10 8,237 2,476
Percent of Open Interest Represented by Each Category of Trader
7.8 34.8 0.3 70.0 37.2 10.8 3.8 8.4 0.2 3.3 6.5 0.1 3.8 1.8
Number of Traders in Each Category Total Traders: 201
10 15 4 72 56 41 13 19 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 1,137,125
Positions
119,258 373,741 21,590 688,492 423,967 128,923 67,124 120,901 5,266 75,114 37,822 2,009 29,349 22,906
Changes from: June 28, 2022 Total Change is: 45,447
-1,139 36,069 308 49,425 3,438 -5,834 -4,871 616 -2,041 6,758 14,954 -69 2,910 -1,994
Percent of Open Interest Represented by Each Category of Trader
10.5 32.9 1.9 60.5 37.3 11.3 5.9 10.6 0.5 6.6 3.3 0.2 2.6 2.0
Number of Traders in Each Category Total Traders: 414
25 21 12 142 90 75 44 49 24 20 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 228,820
Positions
19,452 174,453 22,577 24,561 0 4,208 138,546 4,222 16,320 2,612 6,755 140 404 145
Changes from: June 28, 2022 Total Change is: 1,528
2,835 2,136 769 881 0 550 -3,598 845 194 122 35 0 -225 -3,001
Percent of Open Interest Represented by Each Category of Trader
8.5 76.2 9.9 10.7 0.0 1.8 60.5 1.8 7.1 1.1 3.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 99
6 26 16 13 0 . 31 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 1,192,980
Positions
4,661 112,155 2,993 627,917 284,441 194,646 109,088 342,586 5,995 81,293 89,422 0 166,387 160,742
Changes from: June 28, 2022 Total Change is: 10,140
841 9,565 931 -4,766 -10,283 -5,692 17,063 17,300 1,510 -1,578 -607 0 1,831 -2,584
Percent of Open Interest Represented by Each Category of Trader
0.4 9.4 0.3 52.6 23.8 16.3 9.1 28.7 0.5 6.8 7.5 0.0 13.9 13.5
Number of Traders in Each Category Total Traders: 181
4 17 . 62 30 56 21 33 15 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 1,280,398
Positions
13,587 68,312 5,377 760,939 194,327 227,545 33,554 640,527 18,970 73,136 10,752 0 147,290 114,588
Changes from: June 28, 2022 Total Change is: -4,662
-5,657 9,891 2,660 -20,218 -12,417 5,823 189 -16,177 7,438 6,030 1,112 0 -927 -2,992
Percent of Open Interest Represented by Each Category of Trader
1.1 5.3 0.4 59.4 15.2 17.8 2.6 50.0 1.5 5.7 0.8 0.0 11.5 8.9
Number of Traders in Each Category Total Traders: 154
4 12 . 81 21 61 7 20 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 2,103,356
Positions
75,989 277,143 10,598 904,126 559,647 351,221 492,281 339,093 94,857 29,288 241,252 857 144,139 228,688
Changes from: June 28, 2022 Total Change is: -15,534
-11,470 23,892 -3,422 27,426 8,201 -18,707 -21,968 -20,829 -7,888 10,922 1,541 -421 9,994 2,099
Percent of Open Interest Represented by Each Category of Trader
3.6 13.2 0.5 43.0 26.6 16.7 23.4 16.1 4.5 1.4 11.5 0.0 6.9 10.9
Number of Traders in Each Category Total Traders: 352
13 53 10 85 70 82 34 48 27 12 37 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 3,469,680
Positions
47,062 334,922 23,049 1,751,423 986,377 716,302 381,123 365,963 94,601 127,507 486,533 17,623 310,990 444,310
Changes from: June 28, 2022 Total Change is: 66,336
-2,366 52,912 -16 76,288 -59,678 13,016 -38,422 54,694 7,003 12,716 14,692 -315 -1,568 -15,972
Percent of Open Interest Represented by Each Category of Trader
1.4 9.7 0.7 50.5 28.4 20.6 11.0 10.5 2.7 3.7 14.0 0.5 9.0 12.8
Number of Traders in Each Category Total Traders: 397
13 36 8 111 82 107 43 67 38 17 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 1,163,790
Positions
59,633 30,940 1,846 490,278 408,810 245,708 66,678 119,027 43,511 119,514 53,775 5 136,617 260,168
Changes from: June 28, 2022 Total Change is: -34,472
-4,906 -295 31 10,889 -32,910 -13,992 -39,710 7,717 11,256 -3,233 -9,043 5 5,188 2,759
Percent of Open Interest Represented by Each Category of Trader
5.1 2.7 0.2 42.1 35.1 21.1 5.7 10.2 3.7 10.3 4.6 0.0 11.7 22.4
Number of Traders in Each Category Total Traders: 133
4 6 4 36 53 53 8 12 10 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 3,140
Positions
0 0 0 0 0 0 30 2,531 0 1,736 314 0 1,374 295
Changes from: June 28, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 1.0 80.6 0.0 55.3 10.0 0.0 43.8 9.4
Number of Traders in Each Category Total Traders: 29
0 0 0 0 0 0 . . 0 23 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,013,995
Positions
40,390 610,288 4,980 1,819,658 883,640 816,829 471,208 818,481 144,620 410,428 278,775 2,729 303,153 453,653
Changes from: June 28, 2022 Total Change is: 51,715
-11,257 973 485 55,273 23,880 -22,241 35,707 78,940 -8,372 -9,519 -13,322 -28 11,667 -8,600
Percent of Open Interest Represented by Each Category of Trader
1.0 15.2 0.1 45.3 22.0 20.3 11.7 20.4 3.6 10.2 6.9 0.1 7.6 11.3
Number of Traders in Each Category Total Traders: 324
9 37 6 80 67 86 35 57 29 12 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 1,599,372
Positions
284,275 292,343 535,114 0 36,895 14,168 330,108 313,622 349,564 42,882 6,762 2,317 40,944 48,587
Changes from: June 28, 2022 Total Change is: -149,483
-32,090 -1,715 -49,164 -956 -21,754 -1,354 -22,000 -36,882 -40,798 -6,696 146 1,817 1,758 221
Percent of Open Interest Represented by Each Category of Trader
17.8 18.3 33.5 0.0 2.3 0.9 20.6 19.6 21.9 2.7 0.4 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 118
27 29 52 0 4 . 24 25 44 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 9,569,471
Positions
2,846,075 983,591 1,703,995 1,148,536 186,508 364,940 644,051 3,074,275 2,281,631 18,862 133,581 136,447 424,934 704,503
Changes from: June 28, 2022 Total Change is: 47,555
75,301 8,586 12,280 -956 5,976 -14,467 -10,076 127,128 -48,755 -828 -1,823 1,975 33,081 -43,345
Percent of Open Interest Represented by Each Category of Trader
29.7 10.3 17.8 12.0 1.9 3.8 6.7 32.1 23.8 0.2 1.4 1.4 4.4 7.4
Number of Traders in Each Category Total Traders: 207
28 32 54 12 13 18 28 72 80 5 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 5,822,950
Positions
2,079,772 2,031,831 1,102,485 611,229 482,388 98,174 842,320 1,058,856 974,158 68,609 35,269 21,091 25,112 18,698
Changes from: June 28, 2022 Total Change is: 253,427
15,272 72,845 13,891 68,334 8,569 -3,081 82,125 93,614 69,274 -304 -5,250 819 7,097 2,746
Percent of Open Interest Represented by Each Category of Trader
35.7 34.9 18.9 10.5 8.3 1.7 14.5 18.2 16.7 1.2 0.6 0.4 0.4 0.3
Number of Traders in Each Category Total Traders: 364
49 70 101 13 22 22 54 72 96 31 34 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 539,528
Positions
54,610 268,411 130,357 982 10,080 1,013 268,953 46,533 79,974 3,051 2,464 246 342 450
Changes from: June 28, 2022 Total Change is: -66,121
-30,150 -58,581 3,557 -1,371 483 88 -27,046 345 -11,522 200 -429 -66 189 4
Percent of Open Interest Represented by Each Category of Trader
10.1 49.7 24.2 0.2 1.9 0.2 49.8 8.6 14.8 0.6 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 128
20 45 37 . . . 20 29 32 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 13,258
Positions
96 2,002 159 5,914 961 472 2,171 7,408 667 2,619 471 102 1,058 1,016
Changes from: June 28, 2022 Total Change is: -449
-57 -1 -59 -612 -127 376 -307 -189 -484 524 45 2 168 -12
Percent of Open Interest Represented by Each Category of Trader
0.7 15.1 1.2 44.6 7.2 3.6 16.4 55.9 5.0 19.8 3.6 0.8 8.0 7.7
Number of Traders in Each Category Total Traders: 103
. . . 4 10 . 15 49 17 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 15,400
Positions
880 82 0 143 904 50 3,327 7,917 2,147 5,660 2,017 23 3,170 2,260
Changes from: June 28, 2022 Total Change is: 277
212 -258 0 13 -69 -5 -213 479 -94 377 209 0 -13 15
Percent of Open Interest Represented by Each Category of Trader
5.7 0.5 0.0 0.9 5.9 0.3 21.6 51.4 13.9 36.8 13.1 0.1 20.6 14.7
Number of Traders in Each Category Total Traders: 133
5 . 0 . . . 10 19 . 56 35 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 3,905
Positions
89 298 32 0 582 3 1,335 2,060 152 1,478 153 105 711 520
Changes from: June 28, 2022 Total Change is: -62
-2 4 32 0 133 0 -164 -115 14 29 -73 0 29 -57
Percent of Open Interest Represented by Each Category of Trader
2.3 7.6 0.8 0.0 14.9 0.1 34.2 52.8 3.9 37.8 3.9 2.7 18.2 13.3
Number of Traders in Each Category Total Traders: 55
. . . 0 7 . 12 20 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 45,258
Positions
7,826 0 0 41 1,684 0 19,501 29,794 2,973 13,602 10,265 142 1,173 400
Changes from: June 28, 2022 Total Change is: 11,729
-133 0 0 -97 195 0 9,690 7,869 991 1,244 2,919 -19 53 -226
Percent of Open Interest Represented by Each Category of Trader
17.3 0.0 0.0 0.1 3.7 0.0 43.1 65.8 6.6 30.1 22.7 0.3 2.6 0.9
Number of Traders in Each Category Total Traders: 120
. 0 0 . . 0 9 5 . 65 37 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 60,857
Positions
525 38,707 0 31,303 1,443 526 17,033 14,402 392 6,067 2,635 18 4,993 2,734
Changes from: June 28, 2022 Total Change is: -2,286
-370 0 0 1,082 390 23 -331 -3,499 89 -2,417 3 16 -378 692
Percent of Open Interest Represented by Each Category of Trader
0.9 63.6 0.0 51.4 2.4 0.9 28.0 23.7 0.6 10.0 4.3 0.0 8.2 4.5
Number of Traders in Each Category Total Traders: 124
. . 0 17 5 . 46 16 4 27 11 .
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Traders in Financial Futures - Futures Only Positions as of July 5, 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 266,933
Positions
25,330 10,435 17,293 88,570 31,644 37,202 21,926 93,821 37,946 8,001 1,022 7,064 23,601 30,506
Changes from: June 28, 2022 Total Change is: 9,810
2,912 -3,649 3,948 -8,054 6,275 1,308 2,944 -690 4,908 549 -3,270 -183 1,478 1,163
Percent of Open Interest Represented by Each Category of Trader
9.5 3.9 6.5 33.2 11.9 13.9 8.2 35.1 14.2 3.0 0.4 2.6 8.8 11.4
Number of Traders in Each Category Total Traders: 156
14 12 18 21 23 20 25 43 36 6 5 12
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Traders in Financial Futures - Futures Only Positions as of July 5, 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 67,704
Positions
38,176 49,896 1,577 17,789 4,301 1,702 5,239 8,525 787 2,065 791 2 367 123
Changes from: June 28, 2022 Total Change is: 2,110
-27 -67 1,567 -1,056 604 -18 758 -555 0 973 602 2 -89 -25
Percent of Open Interest Represented by Each Category of Trader
56.4 73.7 2.3 26.3 6.4 2.5 7.7 12.6 1.2 3.1 1.2 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 51
. 6 . 14 . . 6 8 . 8 6 .
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Updated July 08, 2022