Traders in Financial Futures - Futures Only Positions as of July 12, 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 139,297
Positions
12,270 21,801 340 38,952 41,330 5,499 25,838 33,913 5,694 18,836 0 34 31,834 30,686
Changes from: July 5, 2022 Total Change is: -6,075
90 -3,815 0 -490 3,257 -201 -6,212 -5,220 -566 -74 0 4 1,374 466
Percent of Open Interest Represented by Each Category of Trader
8.8 15.7 0.2 28.0 29.7 3.9 18.5 24.3 4.1 13.5 0.0 0.0 22.9 22.0
Number of Traders in Each Category Total Traders: 100
8 6 . 13 17 6 18 22 12 15 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 41,255
Positions
19,302 776 73 3,632 10,811 1,052 9,188 9,377 24 0 0 0 7,984 19,142
Changes from: July 5, 2022 Total Change is: 2,751
-723 776 0 810 996 69 3,209 306 4 0 0 0 -618 600
Percent of Open Interest Represented by Each Category of Trader
46.8 1.9 0.2 8.8 26.2 2.5 22.3 22.7 0.1 0.0 0.0 0.0 19.4 46.4
Number of Traders in Each Category Total Traders: 42
5 . . 5 11 . 12 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 231,945
Positions
107,888 24,299 1,505 34,836 118,167 3,726 56,072 38,924 3,353 5,566 6,656 0 18,999 35,315
Changes from: July 5, 2022 Total Change is: -8,981
606 -764 -361 -2,094 -1,635 122 -6,048 -1,909 -1,012 -1,500 -243 0 1,306 -3,179
Percent of Open Interest Represented by Each Category of Trader
46.5 10.5 0.6 15.0 50.9 1.6 24.2 16.8 1.4 2.4 2.9 0.0 8.2 15.2
Number of Traders in Each Category Total Traders: 135
9 7 5 14 38 12 23 33 14 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 223,539
Positions
116,165 14,987 180 53,057 102,379 4,259 21,822 59,308 3,703 1,206 507 0 23,147 38,216
Changes from: July 5, 2022 Total Change is: 5,867
-550 1,697 -16 14,604 1,625 -1,339 -4,293 1,185 1,116 -1,350 -1,547 0 -2,305 3,146
Percent of Open Interest Represented by Each Category of Trader
52.0 6.7 0.1 23.7 45.8 1.9 9.8 26.5 1.7 0.5 0.2 0.0 10.4 17.1
Number of Traders in Each Category Total Traders: 128
11 5 4 21 30 17 16 39 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 682,031
Positions
43,994 291,498 6,745 374,628 166,915 28,135 77,104 84,726 18,590 44,804 16,875 4,637 83,394 63,910
Changes from: July 5, 2022 Total Change is: 8,259
12,617 -12,041 3,717 -10,382 11,931 -112 -1,090 -3,062 958 2,171 484 -489 869 6,873
Percent of Open Interest Represented by Each Category of Trader
6.5 42.7 1.0 54.9 24.5 4.1 11.3 12.4 2.7 6.6 2.5 0.7 12.2 9.4
Number of Traders in Each Category Total Traders: 331
20 9 9 101 45 45 48 52 28 39 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 32,475
Positions
910 17,643 0 13,971 477 2,661 2,297 7,787 3 0 0 0 12,633 3,904
Changes from: July 5, 2022 Total Change is: -2,668
910 24 0 -2,394 0 137 469 -2,601 -438 0 0 0 -1,352 210
Percent of Open Interest Represented by Each Category of Trader
2.8 54.3 0.0 43.0 1.5 8.2 7.1 24.0 0.0 0.0 0.0 0.0 38.9 12.0
Number of Traders in Each Category Total Traders: 31
. . 0 18 . 7 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 18,577
Positions
876 2,947 26 3,796 8,595 1,500 4,179 1,282 0 0 450 0 8,200 3,777
Changes from: July 5, 2022 Total Change is: 248
0 -5 0 -57 389 61 176 0 0 0 0 0 68 -197
Percent of Open Interest Represented by Each Category of Trader
4.7 15.9 0.1 20.4 46.3 8.1 22.5 6.9 0.0 0.0 2.4 0.0 44.1 20.3
Number of Traders in Each Category Total Traders: 21
. . . 5 7 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 158,263
Positions
59,887 3,550 315 49,127 86,021 5,483 22,900 31,663 3,039 927 717 15 16,570 27,460
Changes from: July 5, 2022 Total Change is: 11,313
14,128 -104 14 -2,395 16,398 -20 2,357 -5,225 -413 -432 -214 12 -1,938 865
Percent of Open Interest Represented by Each Category of Trader
37.8 2.2 0.2 31.0 54.4 3.5 14.5 20.0 1.9 0.6 0.5 0.0 10.5 17.4
Number of Traders in Each Category Total Traders: 91
10 . . 13 19 10 16 26 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 195,611
Positions
14,706 117,678 871 114,023 4,318 544 54,999 23,909 1,299 3,146 43,890 0 6,023 3,102
Changes from: July 5, 2022 Total Change is: -1,852
6,064 -3,865 60 -767 -3,496 -227 -5,281 6,563 -850 73 -514 0 -924 477
Percent of Open Interest Represented by Each Category of Trader
7.5 60.2 0.4 58.3 2.2 0.3 28.1 12.2 0.7 1.6 22.4 0.0 3.1 1.6
Number of Traders in Each Category Total Traders: 134
6 6 . 20 9 4 45 25 7 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 41,034
Positions
0 26,070 809 12,723 1,344 30 22,827 9,835 17 1,671 635 0 2,957 2,294
Changes from: July 5, 2022 Total Change is: 1,564
-110 544 21 -10,419 114 0 12,648 819 -327 -117 123 0 -132 270
Percent of Open Interest Represented by Each Category of Trader
0.0 63.5 2.0 31.0 3.3 0.1 55.6 24.0 0.0 4.1 1.5 0.0 7.2 5.6
Number of Traders in Each Category Total Traders: 55
0 . . 11 5 . 12 15 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 45,837
Positions
21,115 3,940 67 4,327 20,089 423 17,019 14,142 228 200 794 22 2,436 6,132
Changes from: July 5, 2022 Total Change is: 434
-1,329 272 -2 933 194 38 684 -453 163 200 244 0 -253 -22
Percent of Open Interest Represented by Each Category of Trader
46.1 8.6 0.1 9.4 43.8 0.9 37.1 30.9 0.5 0.4 1.7 0.0 5.3 13.4
Number of Traders in Each Category Total Traders: 95
7 5 . 8 22 4 24 24 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 32,166
Positions
7,497 22,249 211 9,279 3,897 0 14,261 3,440 78 104 344 0 736 1,947
Changes from: July 5, 2022 Total Change is: 1,637
6,896 -408 111 -13,848 1,081 0 9,310 1,393 -877 104 205 0 -59 132
Percent of Open Interest Represented by Each Category of Trader
23.3 69.2 0.7 28.8 12.1 0.0 44.3 10.7 0.2 0.3 1.1 0.0 2.3 6.1
Number of Traders in Each Category Total Traders: 40
. . . 4 7 0 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 33,627
Positions
15,975 3,275 136 3,564 8,085 317 7,184 4,409 689 874 8,933 0 4,889 7,785
Changes from: July 5, 2022 Total Change is: -92
-831 283 31 -102 -883 35 345 -413 76 642 406 0 -286 375
Percent of Open Interest Represented by Each Category of Trader
47.5 9.7 0.4 10.6 24.0 0.9 21.4 13.1 2.0 2.6 26.6 0.0 14.5 23.1
Number of Traders in Each Category Total Traders: 82
14 9 . 11 14 5 14 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 67,254
Positions
31,949 6,549 272 7,128 16,169 634 14,368 8,817 1,378 1,748 17,866 0 9,777 15,569
Changes from: July 5, 2022 Total Change is: -183
-1,662 565 61 -204 -1,766 70 689 -826 152 1,283 812 0 -572 749
Percent of Open Interest Represented by Each Category of Trader
47.5 9.7 0.4 10.6 24.0 0.9 21.4 13.1 2.0 2.6 26.6 0.0 14.5 23.1
Number of Traders in Each Category Total Traders: 82
14 9 . 11 14 5 14 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 44,585
Positions
21,021 21,712 0 14,756 16,682 2,462 3,562 2,580 30 0 0 0 2,754 1,119
Changes from: July 5, 2022 Total Change is: 174
1,600 -2,270 0 -1,899 1,985 238 -90 210 30 0 0 0 295 -19
Percent of Open Interest Represented by Each Category of Trader
47.1 48.7 0.0 33.1 37.4 5.5 8.0 5.8 0.1 0.0 0.0 0.0 6.2 2.5
Number of Traders in Each Category Total Traders: 34
5 6 0 15 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 463,516
Positions
78,855 44,582 11,456 207,058 162,426 53,509 25,456 99,359 9,783 30,328 28,898 442 46,630 53,061
Changes from: July 5, 2022 Total Change is: 1,668
2,443 -4,559 538 2,317 -1,197 -2,522 -2,787 7,521 1,634 -935 430 -118 1,097 -60
Percent of Open Interest Represented by Each Category of Trader
17.0 9.6 2.5 44.7 35.0 11.5 5.5 21.4 2.1 6.5 6.2 0.1 10.1 11.4
Number of Traders in Each Category Total Traders: 537
36 33 21 142 109 111 62 97 58 29 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 33,136
Positions
6,213 28,986 0 14,441 245 0 7,938 1,859 1,141 0 0 0 3,403 905
Changes from: July 5, 2022 Total Change is: 1,294
168 1,158 0 59 -16 0 782 -582 582 0 0 0 -297 152
Percent of Open Interest Represented by Each Category of Trader
18.8 87.5 0.0 43.6 0.7 0.0 24.0 5.6 3.4 0.0 0.0 0.0 10.3 2.7
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 July 12, 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 2,317,580
Positions
394,275 222,909 57,281 1,035,288 812,128 267,545 127,280 496,796 48,913 151,641 144,492 2,209 233,148 265,307
Changes from: July 5, 2022 Total Change is: 8,339
12,216 -22,797 2,692 11,584 -5,985 -12,608 -13,934 37,606 8,170 -4,675 2,151 -591 5,485 -299
Percent of Open Interest Represented by Each Category of Trader
17.0 9.6 2.5 44.7 35.0 11.5 5.5 21.4 2.1 6.5 6.2 0.1 10.1 11.4
Number of Traders in Each Category Total Traders: 537
36 33 21 142 109 111 62 97 58 29 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 20,281
Positions
13,571 15,185 0 4,483 1,454 330 450 1,795 0 0 0 0 1,447 1,517
Changes from: July 5, 2022 Total Change is: -264
-290 3 0 -4 0 0 -12 23 0 0 -208 0 42 -82
Percent of Open Interest Represented by Each Category of Trader
66.9 74.9 0.0 22.1 7.2 1.6 2.2 8.9 0.0 0.0 0.0 0.0 7.1 7.5
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 20,922
Positions
4,097 18,712 0 11,922 0 0 1,476 0 0 0 0 0 3,427 2,210
Changes from: July 5, 2022 Total Change is: 1,294
1,377 -449 0 -288 0 0 0 0 0 0 0 0 205 1,743
Percent of Open Interest Represented by Each Category of Trader
19.6 89.4 0.0 57.0 0.0 0.0 7.1 0.0 0.0 0.0 0.0 0.0 16.4 10.6
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 12, 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 17,795
Positions
802 14,606 0 12,166 0 929 1,494 1,041 0 0 0 0 2,404 1,219
Changes from: July 5, 2022 Total Change is: -2,014
-157 -14 0 -144 -203 -1,847 0 -108 0 0 0 0 134 158
Percent of Open Interest Represented by Each Category of Trader
4.5 82.1 0.0 68.4 0.0 5.2 8.4 5.8 0.0 0.0 0.0 0.0 13.5 6.9
Number of Traders in Each Category Total Traders: 21
. 8 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 118,529
Positions
11,209 4,734 0 35,921 0 38 9,577 67,639 8,277 0 3,255 0 53,507 34,586
Changes from: July 5, 2022 Total Change is: 2,642
3,917 405 0 -1,613 0 12 -4,132 -7,936 6,130 0 3,255 0 -1,672 776
Percent of Open Interest Represented by Each Category of Trader
9.5 4.0 0.0 30.3 0.0 0.0 8.1 57.1 7.0 0.0 2.7 0.0 45.1 29.2
Number of Traders in Each Category Total Traders: 30
. . 0 12 0 . 5 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 218,072
Positions
72,006 75,972 98,070 0 0 0 5,581 1,012 40,888 0 0 0 1,527 2,130
Changes from: July 5, 2022 Total Change is: 1,436
-500 -1,500 1,936 0 0 0 -1,000 0 1,000 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.0 34.8 45.0 0.0 0.0 0.0 2.6 0.5 18.7 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 12, 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 56,763
Positions
27,292 1,274 138 19,775 42,028 2,597 410 4,074 25 0 0 0 6,526 6,627
Changes from: July 5, 2022 Total Change is: -1,963
-1,439 44 6 121 -1,367 -528 -364 -539 -26 -247 0 0 514 447
Percent of Open Interest Represented by Each Category of Trader
48.1 2.2 0.2 34.8 74.0 4.6 0.7 7.2 0.0 0.0 0.0 0.0 11.5 11.7
Number of Traders in Each Category Total Traders: 64
7 . . 25 22 11 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 50,852
Positions
11,467 6,239 212 16,832 13,543 1,733 10,672 16,486 843 2,473 3,211 138 6,482 8,447
Changes from: July 5, 2022 Total Change is: -1,038
63 -2,705 -47 997 -505 345 -796 1,834 -139 -955 -287 90 -594 376
Percent of Open Interest Represented by Each Category of Trader
22.5 12.3 0.4 33.1 26.6 3.4 21.0 32.4 1.7 4.9 6.3 0.3 12.7 16.6
Number of Traders in Each Category Total Traders: 297
26 23 4 56 44 26 42 52 22 21 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 254,260
Positions
57,335 31,197 1,059 84,162 67,716 8,663 53,362 82,432 4,213 12,366 16,053 690 32,410 42,237
Changes from: July 5, 2022 Total Change is: -5,189
313 -13,524 -233 4,983 -2,525 1,723 -3,982 9,169 -697 -4,777 -1,434 451 -2,970 1,881
Percent of Open Interest Represented by Each Category of Trader
22.5 12.3 0.4 33.1 26.6 3.4 21.0 32.4 1.7 4.9 6.3 0.3 12.7 16.6
Number of Traders in Each Category Total Traders: 297
26 23 4 56 44 26 42 52 22 21 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 54,869
Positions
3,949 1,447 0 1,130 2,814 0 5,978 20,861 2,637 656 1,793 300 40,219 25,017
Changes from: July 5, 2022 Total Change is: -973
-273 262 0 -250 219 0 -11,484 14,156 -1,240 -244 35 0 12,518 -14,405
Percent of Open Interest Represented by Each Category of Trader
7.2 2.6 0.0 2.1 5.1 0.0 10.9 38.0 4.8 1.2 3.3 0.5 73.3 45.6
Number of Traders in Each Category Total Traders: 33
. . 0 . . 0 7 11 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 587,970
Positions
252,840 28,189 3,442 160,505 281,712 48,673 79,915 156,222 7,294 16,304 37,221 692 18,305 24,525
Changes from: July 5, 2022 Total Change is: 855
6,680 2,635 -871 -5,312 3,437 -351 4,859 -4,079 -416 -991 1,963 -1,364 -1,379 -99
Percent of Open Interest Represented by Each Category of Trader
43.0 4.8 0.6 27.3 47.9 8.3 13.6 26.6 1.2 2.8 6.3 0.1 3.1 4.2
Number of Traders in Each Category Total Traders: 352
30 11 6 76 81 48 43 82 18 8 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 24,831
Positions
3,660 23,796 0 17,671 625 0 1,857 217 0 0 0 0 1,643 193
Changes from: July 5, 2022 Total Change is: -1,599
-720 -1,584 0 -471 0 0 -262 -4 0 0 0 0 -146 -11
Percent of Open Interest Represented by Each Category of Trader
14.7 95.8 0.0 71.2 2.5 0.0 7.5 0.9 0.0 0.0 0.0 0.0 6.6 0.8
Number of Traders in Each Category Total Traders: 28
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 13,053
Positions
1,655 3,042 0 7,464 2,175 73 1,139 1,443 0 791 3,134 0 1,931 3,186
Changes from: July 5, 2022 Total Change is: -1,455
355 -1 0 -329 -20 -3 -859 -577 0 -300 -325 0 -319 -529
Percent of Open Interest Represented by Each Category of Trader
12.7 23.3 0.0 57.2 16.7 0.6 8.7 11.1 0.0 6.1 24.0 0.0 14.8 24.4
Number of Traders in Each Category Total Traders: 24
. . 0 7 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 61,838
Positions
9,791 6,103 808 23,971 7,309 2,938 7,735 6,656 272 11,456 0 0 4,867 37,752
Changes from: July 5, 2022 Total Change is: 1,562
-336 751 -26 721 -161 -578 829 -2,149 50 718 -252 0 184 3,927
Percent of Open Interest Represented by Each Category of Trader
15.8 9.9 1.3 38.8 11.8 4.8 12.5 10.8 0.4 18.5 0.0 0.0 7.9 61.0
Number of Traders in Each Category Total Traders: 60
7 9 . 11 6 6 12 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 428,879
Positions
33,654 172,276 1,863 305,461 151,946 43,123 19,749 21,932 775 13,682 29,289 356 10,216 7,319
Changes from: July 5, 2022 Total Change is: 4,927
651 24,945 801 8,525 -5,644 -2,861 3,621 -13,776 90 -159 1,753 -3 -5,738 -378
Percent of Open Interest Represented by Each Category of Trader
7.8 40.2 0.4 71.2 35.4 10.1 4.6 5.1 0.2 3.2 6.8 0.1 2.4 1.7
Number of Traders in Each Category Total Traders: 202
12 16 5 76 50 40 16 16 5 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 1,152,043
Positions
122,230 389,303 22,736 702,910 418,439 124,891 76,290 117,359 6,068 71,101 44,190 2,094 23,723 26,963
Changes from: July 5, 2022 Total Change is: 14,918
2,972 15,562 1,146 14,418 -5,528 -4,032 9,166 -3,542 802 -4,013 6,368 85 -5,626 4,057
Percent of Open Interest Represented by Each Category of Trader
10.6 33.8 2.0 61.0 36.3 10.8 6.6 10.2 0.5 6.2 3.8 0.2 2.1 2.3
Number of Traders in Each Category Total Traders: 418
26 22 13 146 89 80 46 47 24 20 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 228,689
Positions
19,424 175,199 21,432 24,518 0 4,208 139,434 4,240 16,514 2,622 6,814 140 397 142
Changes from: July 5, 2022 Total Change is: -131
-28 746 -1,145 -43 0 0 888 18 194 10 59 0 -7 -3
Percent of Open Interest Represented by Each Category of Trader
8.5 76.6 9.4 10.7 0.0 1.8 61.0 1.9 7.2 1.1 3.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 101
6 26 16 13 0 . 32 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 1,174,643
Positions
2,876 130,924 609 603,448 282,623 199,327 113,711 321,218 7,493 83,251 83,435 0 163,928 149,014
Changes from: July 5, 2022 Total Change is: -18,337
-1,785 18,769 -2,384 -24,469 -1,818 4,681 4,623 -21,368 1,498 1,958 -5,987 0 -2,459 -11,728
Percent of Open Interest Represented by Each Category of Trader
0.2 11.1 0.1 51.4 24.1 17.0 9.7 27.3 0.6 7.1 7.1 0.0 14.0 12.7
Number of Traders in Each Category Total Traders: 183
. 19 . 64 29 57 25 28 14 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 1,289,636
Positions
12,010 76,408 3,604 773,565 188,445 233,691 33,388 631,274 20,136 66,254 18,983 0 146,988 117,095
Changes from: July 5, 2022 Total Change is: 9,238
-1,577 8,096 -1,773 12,626 -5,882 6,146 -166 -9,253 1,166 -6,882 8,231 0 -302 2,507
Percent of Open Interest Represented by Each Category of Trader
0.9 5.9 0.3 60.0 14.6 18.1 2.6 48.9 1.6 5.1 1.5 0.0 11.4 9.1
Number of Traders in Each Category Total Traders: 149
4 11 . 79 20 61 7 20 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 2,064,383
Positions
59,745 254,862 13,531 897,782 532,083 351,199 476,656 322,140 104,268 26,718 249,633 849 133,635 235,818
Changes from: July 5, 2022 Total Change is: -38,973
-16,244 -22,281 2,933 -6,344 -27,564 -22 -15,625 -16,953 9,411 -2,570 8,381 -8 -10,504 7,130
Percent of Open Interest Represented by Each Category of Trader
2.9 12.3 0.7 43.5 25.8 17.0 23.1 15.6 5.1 1.3 12.1 0.0 6.5 11.4
Number of Traders in Each Category Total Traders: 356
12 49 10 89 68 83 34 59 26 10 35 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 3,459,761
Positions
45,803 340,462 12,502 1,781,740 1,012,066 676,683 353,818 369,515 94,501 148,494 494,334 26,133 320,087 433,565
Changes from: July 5, 2022 Total Change is: -9,919
-1,259 5,540 -10,547 30,317 25,689 -39,619 -27,305 3,552 -100 20,987 7,801 8,510 9,097 -10,745
Percent of Open Interest Represented by Each Category of Trader
1.3 9.8 0.4 51.5 29.3 19.6 10.2 10.7 2.7 4.3 14.3 0.8 9.3 12.5
Number of Traders in Each Category Total Traders: 399
16 35 12 106 84 103 53 61 38 19 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 1,183,495
Positions
59,907 38,993 1,907 508,644 412,240 246,895 54,274 141,228 42,490 127,745 53,950 8 141,625 245,784
Changes from: July 5, 2022 Total Change is: 19,705
274 8,053 61 18,366 3,430 1,187 -12,404 22,201 -1,021 8,231 175 3 5,008 -14,384
Percent of Open Interest Represented by Each Category of Trader
5.1 3.3 0.2 43.0 34.8 20.9 4.6 11.9 3.6 10.8 4.6 0.0 12.0 20.8
Number of Traders in Each Category Total Traders: 143
4 7 4 37 54 53 7 18 13 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 2,920
Positions
0 0 0 0 0 0 102 2,086 84 1,451 384 33 1,250 333
Changes from: July 5, 2022 Total Change is: -220
0 0 0 0 0 0 72 -445 84 -285 70 33 -124 38
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 3.5 71.4 2.9 49.7 13.2 1.1 42.8 11.4
Number of Traders in Each Category Total Traders: 30
0 0 0 0 0 0 . . . 22 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 3,968,034
Positions
39,409 582,251 7,402 1,741,627 848,934 853,242 542,841 853,358 102,411 377,340 289,063 2,280 301,482 429,093
Changes from: July 5, 2022 Total Change is: -45,961
-981 -28,037 2,422 -78,031 -34,706 36,413 71,633 34,877 -42,209 -33,088 10,288 -449 -1,671 -24,560
Percent of Open Interest Represented by Each Category of Trader
1.0 14.7 0.2 43.9 21.4 21.5 13.7 21.5 2.6 9.5 7.3 0.1 7.6 10.8
Number of Traders in Each Category Total Traders: 324
11 36 7 76 68 82 41 51 27 13 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 1,627,114
Positions
321,034 320,343 538,594 0 38,704 16,005 319,594 309,435 345,723 44,887 8,110 4,175 37,102 46,025
Changes from: July 5, 2022 Total Change is: 27,742
36,759 28,000 3,480 0 1,809 1,837 -10,514 -4,187 -3,841 2,005 1,348 1,858 -3,842 -2,562
Percent of Open Interest Represented by Each Category of Trader
19.7 19.7 33.1 0.0 2.4 1.0 19.6 19.0 21.2 2.8 0.5 0.3 2.3 2.8
Number of Traders in Each Category Total Traders: 128
32 28 54 0 5 . 26 24 46 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 9,649,037
Positions
3,110,518 987,636 1,542,200 1,223,704 187,433 381,098 554,308 3,289,178 2,259,690 18,709 141,951 143,449 415,361 716,402
Changes from: July 5, 2022 Total Change is: 79,566
264,443 4,045 -161,795 75,168 925 16,158 -89,743 214,903 -21,941 -153 8,370 7,002 -9,573 11,899
Percent of Open Interest Represented by Each Category of Trader
32.2 10.2 16.0 12.7 1.9 3.9 5.7 34.1 23.4 0.2 1.5 1.5 4.3 7.4
Number of Traders in Each Category Total Traders: 210
29 29 52 13 14 18 23 78 79 4 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 6,058,645
Positions
2,063,142 2,139,770 1,118,913 697,406 399,370 156,573 877,492 1,145,538 1,022,786 69,407 36,120 24,873 28,053 14,702
Changes from: July 5, 2022 Total Change is: 235,695
-16,630 107,939 16,428 86,177 -83,018 58,399 35,172 86,682 48,628 798 851 3,782 2,941 -3,996
Percent of Open Interest Represented by Each Category of Trader
34.1 35.3 18.5 11.5 6.6 2.6 14.5 18.9 16.9 1.1 0.6 0.4 0.5 0.2
Number of Traders in Each Category Total Traders: 364
50 70 100 15 22 24 53 72 97 29 34 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 580,492
Positions
68,584 293,424 139,531 982 14,484 949 276,002 38,029 90,721 2,976 2,702 161 586 491
Changes from: July 5, 2022 Total Change is: 40,964
13,974 25,013 9,174 0 4,404 -64 7,049 -8,504 10,747 -75 238 -85 244 41
Percent of Open Interest Represented by Each Category of Trader
11.8 50.5 24.0 0.2 2.5 0.2 47.5 6.6 15.6 0.5 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 138
24 45 38 . . . 21 33 34 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 13,505
Positions
137 2,108 87 6,096 1,369 520 2,264 7,149 1,000 2,044 287 110 1,247 875
Changes from: July 5, 2022 Total Change is: 247
41 106 -72 182 408 48 93 -259 333 -575 -184 8 189 -141
Percent of Open Interest Represented by Each Category of Trader
1.0 15.6 0.6 45.1 10.1 3.9 16.8 52.9 7.4 15.1 2.1 0.8 9.2 6.5
Number of Traders in Each Category Total Traders: 102
. 4 . 4 9 . 19 45 17 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 20,634
Positions
1,828 108 105 164 833 59 2,277 12,914 2,456 10,258 1,654 168 3,319 2,337
Changes from: July 5, 2022 Total Change is: 5,234
948 26 105 21 -71 9 -1,050 4,997 309 4,598 -363 145 149 77
Percent of Open Interest Represented by Each Category of Trader
8.9 0.5 0.5 0.8 4.0 0.3 11.0 62.6 11.9 49.7 8.0 0.8 16.1 11.3
Number of Traders in Each Category Total Traders: 123
5 . . 4 . . 10 17 . 52 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 4,312
Positions
117 383 38 0 634 3 1,836 2,197 235 1,275 218 110 698 494
Changes from: July 5, 2022 Total Change is: 407
28 85 6 0 52 0 501 137 83 -203 65 5 -13 -26
Percent of Open Interest Represented by Each Category of Trader
2.7 8.9 0.9 0.0 14.7 0.1 42.6 51.0 5.4 29.6 5.1 2.6 16.2 11.5
Number of Traders in Each Category Total Traders: 61
. . . 0 7 . 12 23 5 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 42,908
Positions
6,576 0 0 138 1,754 0 15,094 25,060 7,037 12,710 8,439 162 1,191 456
Changes from: July 5, 2022 Total Change is: -2,350
-1,250 0 0 97 70 0 -4,407 -4,734 4,064 -892 -1,826 20 18 56
Percent of Open Interest Represented by Each Category of Trader
15.3 0.0 0.0 0.3 4.1 0.0 35.2 58.4 16.4 29.6 19.7 0.4 2.8 1.1
Number of Traders in Each Category Total Traders: 115
. 0 0 . . 0 12 5 . 64 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,565
Positions
435 38,767 0 32,462 1,496 526 14,423 14,037 264 6,071 1,632 19 5,365 2,824
Changes from: July 5, 2022 Total Change is: -1,292
-90 60 0 1,159 53 0 -2,610 -365 -128 4 -1,003 1 372 90
Percent of Open Interest Represented by Each Category of Trader
0.7 65.1 0.0 54.5 2.5 0.9 24.2 23.6 0.4 10.2 2.7 0.0 9.0 4.7
Number of Traders in Each Category Total Traders: 128
. . 0 17 7 . 45 17 . 25 14 .
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Traders in Financial Futures - Futures Only Positions as of July 12, 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 281,586
Positions
27,281 15,412 17,410 98,172 45,212 30,736 26,249 89,920 42,774 8,144 1,867 7,781 23,039 30,474
Changes from: July 5, 2022 Total Change is: 14,653
1,951 4,977 117 9,602 13,568 -6,466 4,323 -3,901 4,828 143 845 717 -562 -32
Percent of Open Interest Represented by Each Category of Trader
9.7 5.5 6.2 34.9 16.1 10.9 9.3 31.9 15.2 2.9 0.7 2.8 8.2 10.8
Number of Traders in Each Category Total Traders: 159
12 13 20 17 26 22 28 42 43 7 7 12
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Traders in Financial Futures - Futures Only Positions as of July 12, 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 66,488
Positions
38,193 49,876 70 20,964 4,301 1,702 2,967 9,379 792 1,436 239 4 360 125
Changes from: July 5, 2022 Total Change is: -1,216
17 -20 -1,507 3,175 0 0 -2,272 854 5 -629 -552 2 -7 2
Percent of Open Interest Represented by Each Category of Trader
57.4 75.0 0.1 31.5 6.5 2.6 4.5 14.1 1.2 2.2 0.4 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 45
. 6 . 13 . . 6 8 . 5 4 .
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Updated July 15, 2022