Traders in Financial Futures - Futures Only Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 142,216
Positions
13,873 26,727 340 43,663 39,400 5,527 23,077 34,557 6,324 17,992 0 29 31,391 29,312
Changes from: July 12, 2022 Total Change is: 2,919
1,603 4,926 0 4,711 -1,930 28 -2,761 644 630 -844 0 -5 -443 -1,374
Percent of Open Interest Represented by Each Category of Trader
9.8 18.8 0.2 30.7 27.7 3.9 16.2 24.3 4.4 12.7 0.0 0.0 22.1 20.6
Number of Traders in Each Category Total Traders: 102
9 5 . 13 17 4 17 26 13 14 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 41,855
Positions
19,247 762 72 4,363 12,054 1,000 7,283 9,784 71 0 0 0 9,819 18,112
Changes from: July 12, 2022 Total Change is: 600
-55 -14 -1 731 1,243 -52 -1,905 407 47 0 0 0 1,835 -1,030
Percent of Open Interest Represented by Each Category of Trader
46.0 1.8 0.2 10.4 28.8 2.4 17.4 23.4 0.2 0.0 0.0 0.0 23.5 43.3
Number of Traders in Each Category Total Traders: 43
5 . . 6 11 . 10 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 228,051
Positions
101,827 25,517 1,030 35,320 120,552 3,577 55,659 34,245 5,090 5,666 5,109 0 19,882 32,931
Changes from: July 12, 2022 Total Change is: -3,894
-6,061 1,218 -475 484 2,385 -149 -413 -4,679 1,737 100 -1,547 0 883 -2,384
Percent of Open Interest Represented by Each Category of Trader
44.7 11.2 0.5 15.5 52.9 1.6 24.4 15.0 2.2 2.5 2.2 0.0 8.7 14.4
Number of Traders in Each Category Total Traders: 135
10 7 4 13 39 10 20 36 15 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 229,449
Positions
116,059 13,660 77 50,166 109,270 6,901 27,696 58,044 2,698 1,356 446 0 24,496 38,353
Changes from: July 12, 2022 Total Change is: 5,910
-106 -1,327 -103 -2,891 6,891 2,642 5,874 -1,264 -1,005 150 -61 0 1,349 137
Percent of Open Interest Represented by Each Category of Trader
50.6 6.0 0.0 21.9 47.6 3.0 12.1 25.3 1.2 0.6 0.2 0.0 10.7 16.7
Number of Traders in Each Category Total Traders: 124
11 5 . 20 32 17 13 38 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 694,106
Positions
63,479 292,560 6,405 368,811 171,675 33,056 70,143 93,138 19,564 45,320 15,695 4,652 82,676 57,361
Changes from: July 12, 2022 Total Change is: 12,075
19,485 1,062 -340 -5,817 4,760 4,921 -6,961 8,412 974 516 -1,180 15 -718 -6,549
Percent of Open Interest Represented by Each Category of Trader
9.1 42.1 0.9 53.1 24.7 4.8 10.1 13.4 2.8 6.5 2.3 0.7 11.9 8.3
Number of Traders in Each Category Total Traders: 336
21 9 9 103 45 46 49 53 29 39 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,138
Positions
861 17,654 0 12,724 2,697 2,661 2,331 3,922 3 0 0 0 12,558 4,201
Changes from: July 12, 2022 Total Change is: -1,337
-49 11 0 -1,247 2,220 0 34 -3,865 0 0 0 0 -75 297
Percent of Open Interest Represented by Each Category of Trader
2.8 56.7 0.0 40.9 8.7 8.5 7.5 12.6 0.0 0.0 0.0 0.0 40.3 13.5
Number of Traders in Each Category Total Traders: 28
. . 0 17 . 7 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 18,011
Positions
1,352 3,014 26 3,745 8,152 1,515 3,178 1,282 0 0 450 0 8,195 3,572
Changes from: July 12, 2022 Total Change is: -566
476 67 0 -51 -443 15 -1,001 0 0 0 0 0 -5 -205
Percent of Open Interest Represented by Each Category of Trader
7.5 16.7 0.1 20.8 45.3 8.4 17.6 7.1 0.0 0.0 2.5 0.0 45.5 19.8
Number of Traders in Each Category Total Traders: 21
. . . 5 6 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 155,246
Positions
57,086 3,354 342 48,739 86,962 5,643 22,159 31,445 3,095 758 853 4 17,420 23,548
Changes from: July 12, 2022 Total Change is: -3,017
-2,801 -196 27 -388 941 160 -741 -218 56 -169 136 -11 850 -3,912
Percent of Open Interest Represented by Each Category of Trader
36.8 2.2 0.2 31.4 56.0 3.6 14.3 20.3 2.0 0.5 0.5 0.0 11.2 15.2
Number of Traders in Each Category Total Traders: 93
10 . . 13 19 9 17 27 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 196,123
Positions
22,037 117,484 965 112,682 4,084 781 50,058 25,228 902 2,726 43,577 0 5,972 3,102
Changes from: July 12, 2022 Total Change is: 512
7,331 -194 94 -1,341 -234 237 -4,941 1,319 -397 -420 -313 0 -51 0
Percent of Open Interest Represented by Each Category of Trader
11.2 59.9 0.5 57.5 2.1 0.4 25.5 12.9 0.5 1.4 22.2 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 130
6 6 . 21 10 6 44 23 5 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 42,452
Positions
104 26,075 802 11,680 2,329 30 24,756 10,238 191 1,797 800 0 3,092 1,987
Changes from: July 12, 2022 Total Change is: 1,418
104 5 -7 -1,043 985 0 1,929 403 174 126 165 0 135 -307
Percent of Open Interest Represented by Each Category of Trader
0.2 61.4 1.9 27.5 5.5 0.1 58.3 24.1 0.4 4.2 1.9 0.0 7.3 4.7
Number of Traders in Each Category Total Traders: 61
. . . 8 6 . 14 16 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 45,467
Positions
20,929 4,123 71 3,401 19,665 419 17,829 13,941 352 0 874 22 2,444 6,000
Changes from: July 12, 2022 Total Change is: -370
-186 183 4 -926 -424 -4 810 -201 124 -200 80 0 8 -132
Percent of Open Interest Represented by Each Category of Trader
46.0 9.1 0.2 7.5 43.3 0.9 39.2 30.7 0.8 0.0 1.9 0.0 5.4 13.2
Number of Traders in Each Category Total Traders: 95
7 5 . 7 22 4 23 26 7 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 29,478
Positions
9,624 22,278 0 3,264 1,954 9 15,570 2,877 0 105 269 0 906 2,091
Changes from: July 12, 2022 Total Change is: -2,688
2,127 29 -211 -6,015 -1,943 9 1,309 -563 -78 1 -75 0 170 144
Percent of Open Interest Represented by Each Category of Trader
32.6 75.6 0.0 11.1 6.6 0.0 52.8 9.8 0.0 0.4 0.9 0.0 3.1 7.1
Number of Traders in Each Category Total Traders: 35
. . 0 4 6 . 8 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 35,639
Positions
15,536 3,535 189 3,601 7,775 507 8,946 6,168 539 1,137 9,168 0 5,186 7,759
Changes from: July 12, 2022 Total Change is: 2,012
-439 260 53 37 -310 190 1,762 1,760 -150 263 235 0 297 -26
Percent of Open Interest Represented by Each Category of Trader
43.6 9.9 0.5 10.1 21.8 1.4 25.1 17.3 1.5 3.2 25.7 0.0 14.6 21.8
Number of Traders in Each Category Total Traders: 88
15 7 . 13 15 4 14 16 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 71,277
Positions
31,071 7,069 377 7,202 15,550 1,013 17,891 12,336 1,078 2,274 18,336 0 10,371 15,518
Changes from: July 12, 2022 Total Change is: 4,023
-878 520 105 74 -619 379 3,523 3,519 -300 526 470 0 594 -51
Percent of Open Interest Represented by Each Category of Trader
43.6 9.9 0.5 10.1 21.8 1.4 25.1 17.3 1.5 3.2 25.7 0.0 14.6 21.8
Number of Traders in Each Category Total Traders: 88
15 7 . 13 15 4 14 16 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 44,994
Positions
21,031 21,496 0 15,809 16,529 2,615 2,748 3,304 0 0 0 0 2,791 1,050
Changes from: July 12, 2022 Total Change is: 409
10 -216 0 1,053 -153 153 -814 724 -30 0 0 0 37 -69
Percent of Open Interest Represented by Each Category of Trader
46.7 47.8 0.0 35.1 36.7 5.8 6.1 7.3 0.0 0.0 0.0 0.0 6.2 2.3
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 19, 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 467,064
Positions
85,879 37,580 7,839 205,866 156,361 55,088 27,334 112,448 10,785 29,105 30,156 473 44,694 56,334
Changes from: July 12, 2022 Total Change is: 3,548
7,024 -7,002 -3,617 -1,191 -6,065 1,579 1,878 13,088 1,002 -1,223 1,258 31 -1,935 3,272
Percent of Open Interest Represented by Each Category of Trader
18.4 8.0 1.7 44.1 33.5 11.8 5.9 24.1 2.3 6.2 6.5 0.1 9.6 12.1
Number of Traders in Each Category Total Traders: 531
36 32 20 143 106 109 58 97 52 28 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 33,506
Positions
7,863 29,147 0 13,762 245 0 7,780 2,092 1,141 0 0 0 2,960 881
Changes from: July 12, 2022 Total Change is: 370
1,650 161 0 -679 0 0 -158 233 0 0 0 0 -443 -24
Percent of Open Interest Represented by Each Category of Trader
23.5 87.0 0.0 41.1 0.7 0.0 23.2 6.2 3.4 0.0 0.0 0.0 8.8 2.6
Number of Traders in Each Category Total Traders: 35
5 8 0 10 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 2,335,319
Positions
429,395 187,901 39,196 1,029,332 781,804 275,438 136,670 562,238 53,925 145,526 150,782 2,366 223,471 281,669
Changes from: July 12, 2022 Total Change is: 17,739
35,120 -35,008 -18,085 -5,956 -30,324 7,893 9,390 65,442 5,012 -6,115 6,290 157 -9,677 16,362
Percent of Open Interest Represented by Each Category of Trader
18.4 8.0 1.7 44.1 33.5 11.8 5.9 24.1 2.3 6.2 6.5 0.1 9.6 12.1
Number of Traders in Each Category Total Traders: 531
36 32 20 143 106 109 58 97 52 28 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 21,536
Positions
14,801 15,178 0 4,145 2,705 330 474 1,619 0 0 0 0 1,786 1,704
Changes from: July 12, 2022 Total Change is: 1,255
1,230 -7 0 -338 1,251 0 24 -176 0 0 0 0 339 187
Percent of Open Interest Represented by Each Category of Trader
68.7 70.5 0.0 19.2 12.6 1.5 2.2 7.5 0.0 0.0 0.0 0.0 8.3 7.9
Number of Traders in Each Category Total Traders: 20
4 6 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 19,017
Positions
4,065 18,522 0 10,251 0 0 1,506 0 0 0 0 0 3,195 495
Changes from: July 12, 2022 Total Change is: -1,905
-32 -190 0 -1,671 0 0 30 0 0 0 0 0 -232 -1,715
Percent of Open Interest Represented by Each Category of Trader
21.4 97.4 0.0 53.9 0.0 0.0 7.9 0.0 0.0 0.0 0.0 0.0 16.8 2.6
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 19, 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 17,938
Positions
4,483 14,395 0 8,130 0 928 2,133 1,414 0 0 0 0 2,264 1,201
Changes from: July 12, 2022 Total Change is: 143
3,681 -211 0 -4,036 0 -1 639 373 0 0 0 0 -140 -18
Percent of Open Interest Represented by Each Category of Trader
25.0 80.2 0.0 45.3 0.0 5.2 11.9 7.9 0.0 0.0 0.0 0.0 12.6 6.7
Number of Traders in Each Category Total Traders: 25
. 8 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 142,575
Positions
5,793 6,342 0 33,387 0 48 24,159 79,012 11,566 0 0 0 67,622 45,607
Changes from: July 12, 2022 Total Change is: 24,046
-5,416 1,608 0 -2,534 0 10 14,582 11,373 3,289 0 -3,255 0 14,115 11,021
Percent of Open Interest Represented by Each Category of Trader
4.1 4.4 0.0 23.4 0.0 0.0 16.9 55.4 8.1 0.0 0.0 0.0 47.4 32.0
Number of Traders in Each Category Total Traders: 28
. . 0 12 0 . 8 6 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 220,897
Positions
73,756 78,547 98,320 0 0 0 6,406 1,012 40,888 0 0 0 1,527 2,130
Changes from: July 12, 2022 Total Change is: 2,825
1,750 2,575 250 0 0 0 825 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.4 35.6 44.5 0.0 0.0 0.0 2.9 0.5 18.5 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 21
6 8 10 0 0 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 54,664
Positions
25,948 1,379 44 19,088 40,824 2,606 220 2,889 133 0 373 0 6,625 6,416
Changes from: July 12, 2022 Total Change is: -2,099
-1,344 105 -94 -687 -1,204 9 -190 -1,185 108 0 373 0 99 -211
Percent of Open Interest Represented by Each Category of Trader
47.5 2.5 0.1 34.9 74.7 4.8 0.4 5.3 0.2 0.0 0.7 0.0 12.1 11.7
Number of Traders in Each Category Total Traders: 65
7 . . 25 23 11 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 51,278
Positions
11,533 6,773 223 16,588 13,703 1,570 10,912 16,034 1,239 2,265 3,077 49 6,898 8,611
Changes from: July 12, 2022 Total Change is: 426
66 533 11 -244 159 -163 240 -453 397 -208 -134 -89 416 163
Percent of Open Interest Represented by Each Category of Trader
22.5 13.2 0.4 32.3 26.7 3.1 21.3 31.3 2.4 4.4 6.0 0.1 13.5 16.8
Number of Traders in Each Category Total Traders: 294
25 22 5 58 46 24 43 55 24 19 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 256,388
Positions
57,667 33,864 1,115 82,941 68,513 7,850 54,560 80,168 6,196 11,324 15,385 244 34,491 43,053
Changes from: July 12, 2022 Total Change is: 2,128
332 2,667 56 -1,221 797 -813 1,198 -2,264 1,983 -1,042 -668 -446 2,081 816
Percent of Open Interest Represented by Each Category of Trader
22.5 13.2 0.4 32.3 26.7 3.1 21.3 31.3 2.4 4.4 6.0 0.1 13.5 16.8
Number of Traders in Each Category Total Traders: 294
25 22 5 58 46 24 43 55 24 19 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 63,250
Positions
5,194 783 0 1,049 2,816 0 14,231 18,369 2,715 874 1,790 300 38,887 36,477
Changes from: July 12, 2022 Total Change is: 8,381
1,245 -664 0 -81 2 0 8,253 -2,492 78 218 -3 0 -1,332 11,460
Percent of Open Interest Represented by Each Category of Trader
8.2 1.2 0.0 1.7 4.5 0.0 22.5 29.0 4.3 1.4 2.8 0.5 61.5 57.7
Number of Traders in Each Category Total Traders: 34
4 . 0 . . 0 10 8 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 580,952
Positions
234,593 29,044 3,668 168,465 285,722 45,004 82,959 148,327 6,310 19,194 36,939 596 20,163 25,342
Changes from: July 12, 2022 Total Change is: -7,018
-18,247 855 226 7,960 4,010 -3,669 3,044 -7,895 -984 2,890 -282 -96 1,858 817
Percent of Open Interest Represented by Each Category of Trader
40.4 5.0 0.6 29.0 49.2 7.7 14.3 25.5 1.1 3.3 6.4 0.1 3.5 4.4
Number of Traders in Each Category Total Traders: 340
28 11 6 75 77 46 47 74 20 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 24,609
Positions
3,660 23,396 0 17,533 625 0 2,075 214 0 0 0 0 1,341 374
Changes from: July 12, 2022 Total Change is: -222
0 -400 0 -138 0 0 218 -3 0 0 0 0 -302 181
Percent of Open Interest Represented by Each Category of Trader
14.9 95.1 0.0 71.2 2.5 0.0 8.4 0.9 0.0 0.0 0.0 0.0 5.4 1.5
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 19, 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 13,324
Positions
1,300 3,043 0 7,465 2,080 72 912 2,164 1 791 2,967 0 2,783 2,997
Changes from: July 12, 2022 Total Change is: 271
-355 1 0 1 -95 -1 -227 721 1 0 -167 0 852 -189
Percent of Open Interest Represented by Each Category of Trader
9.8 22.8 0.0 56.0 15.6 0.5 6.8 16.2 0.0 5.9 22.3 0.0 20.9 22.5
Number of Traders in Each Category Total Traders: 23
. . 0 7 4 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 64,010
Positions
8,930 6,349 792 26,139 5,298 3,001 9,626 12,037 275 9,834 0 0 5,413 36,258
Changes from: July 12, 2022 Total Change is: 2,172
-861 246 -16 2,168 -2,011 63 1,891 5,381 3 -1,622 0 0 546 -1,494
Percent of Open Interest Represented by Each Category of Trader
14.0 9.9 1.2 40.8 8.3 4.7 15.0 18.8 0.4 15.4 0.0 0.0 8.5 56.6
Number of Traders in Each Category Total Traders: 64
9 7 . 12 6 7 13 13 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 417,727
Positions
33,507 161,912 1,851 294,648 153,489 43,040 20,489 20,566 989 13,613 29,718 392 9,198 5,770
Changes from: July 12, 2022 Total Change is: -11,152
-147 -10,364 -12 -10,813 1,543 -83 740 -1,366 214 -69 429 36 -1,018 -1,549
Percent of Open Interest Represented by Each Category of Trader
8.0 38.8 0.4 70.5 36.7 10.3 4.9 4.9 0.2 3.3 7.1 0.1 2.2 1.4
Number of Traders in Each Category Total Traders: 198
10 16 5 72 52 40 15 17 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 1,173,894
Positions
127,678 402,821 23,626 716,979 426,847 126,507 77,109 119,878 4,959 69,680 45,562 2,133 25,223 21,561
Changes from: July 12, 2022 Total Change is: 21,851
5,448 13,518 890 14,069 8,408 1,616 819 2,519 -1,109 -1,421 1,372 39 1,500 -5,402
Percent of Open Interest Represented by Each Category of Trader
10.9 34.3 2.0 61.1 36.4 10.8 6.6 10.2 0.4 5.9 3.9 0.2 2.1 1.8
Number of Traders in Each Category Total Traders: 409
27 21 13 143 91 81 43 43 24 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 229,032
Positions
22,212 174,760 21,450 24,687 0 4,048 139,149 4,370 14,306 2,662 6,834 140 378 3,124
Changes from: July 12, 2022 Total Change is: 343
2,788 -439 18 169 0 -160 -285 130 -2,208 40 20 0 -19 2,982
Percent of Open Interest Represented by Each Category of Trader
9.7 76.3 9.4 10.8 0.0 1.8 60.8 1.9 6.2 1.2 3.0 0.1 0.2 1.4
Number of Traders in Each Category Total Traders: 101
8 24 15 13 0 . 32 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,182,312
Positions
4,960 139,491 172 603,145 271,094 208,093 105,883 327,566 7,898 87,813 82,748 0 164,348 145,250
Changes from: July 12, 2022 Total Change is: 7,669
2,084 8,567 -437 -303 -11,529 8,766 -7,828 6,348 405 4,562 -687 0 420 -3,764
Percent of Open Interest Represented by Each Category of Trader
0.4 11.8 0.0 51.0 22.9 17.6 9.0 27.7 0.7 7.4 7.0 0.0 13.9 12.3
Number of Traders in Each Category Total Traders: 181
4 18 . 62 30 58 21 31 15 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 1,313,257
Positions
14,713 76,570 3,126 791,180 186,486 241,143 32,462 655,580 19,985 62,661 20,483 0 147,987 109,884
Changes from: July 12, 2022 Total Change is: 23,621
2,703 162 -478 17,615 -1,959 7,452 -926 24,306 -151 -3,593 1,500 0 999 -7,211
Percent of Open Interest Represented by Each Category of Trader
1.1 5.8 0.2 60.2 14.2 18.4 2.5 49.9 1.5 4.8 1.6 0.0 11.3 8.4
Number of Traders in Each Category Total Traders: 151
5 11 . 76 21 60 8 22 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 2,079,265
Positions
66,668 261,930 11,256 898,678 530,291 357,293 417,529 369,894 96,566 92,835 234,799 834 137,606 216,402
Changes from: July 12, 2022 Total Change is: 14,882
6,923 7,068 -2,275 896 -1,792 6,094 -59,127 47,754 -7,702 66,117 -14,834 -15 3,971 -19,416
Percent of Open Interest Represented by Each Category of Trader
3.2 12.6 0.5 43.2 25.5 17.2 20.1 17.8 4.6 4.5 11.3 0.0 6.6 10.4
Number of Traders in Each Category Total Traders: 349
14 43 8 88 68 84 38 51 29 15 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 3,431,246
Positions
53,472 357,005 15,798 1,785,396 976,399 690,575 293,698 371,453 97,995 133,910 497,711 25,271 335,131 399,039
Changes from: July 12, 2022 Total Change is: -28,515
7,669 16,543 3,296 3,656 -35,667 13,892 -60,120 1,938 3,494 -14,584 3,377 -862 15,044 -34,526
Percent of Open Interest Represented by Each Category of Trader
1.6 10.4 0.5 52.0 28.5 20.1 8.6 10.8 2.9 3.9 14.5 0.7 9.8 11.6
Number of Traders in Each Category Total Traders: 395
16 32 12 109 79 104 45 66 40 19 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 1,176,679
Positions
61,098 35,232 2,661 501,088 382,815 261,437 56,817 149,913 37,195 120,328 57,820 0 136,055 249,606
Changes from: July 12, 2022 Total Change is: -6,816
1,191 -3,761 754 -7,556 -29,425 14,542 2,543 8,685 -5,295 -7,417 3,870 -8 -5,570 3,822
Percent of Open Interest Represented by Each Category of Trader
5.2 3.0 0.2 42.6 32.5 22.2 4.8 12.7 3.2 10.2 4.9 0.0 11.6 21.2
Number of Traders in Each Category Total Traders: 140
4 7 5 35 51 51 8 19 11 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 3,992
Positions
0 0 0 0 0 0 138 2,895 80 2,398 410 108 1,268 499
Changes from: July 12, 2022 Total Change is: 1,072
0 0 0 0 0 0 36 809 -4 947 26 75 18 166
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 3.5 72.5 2.0 60.1 10.3 2.7 31.8 12.5
Number of Traders in Each Category Total Traders: 31
0 0 0 0 0 0 . . . 23 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 3,916,097
Positions
37,091 594,750 8,353 1,672,911 853,384 873,912 543,689 764,619 98,953 389,806 287,829 2,246 289,136 432,051
Changes from: July 12, 2022 Total Change is: -51,937
-2,318 12,499 951 -68,716 4,450 20,670 848 -88,739 -3,458 12,466 -1,234 -34 -12,346 2,958
Percent of Open Interest Represented by Each Category of Trader
0.9 15.2 0.2 42.7 21.8 22.3 13.9 19.5 2.5 10.0 7.3 0.1 7.4 11.0
Number of Traders in Each Category Total Traders: 331
10 36 7 76 72 82 45 49 28 14 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 1,769,139
Positions
368,690 428,571 539,717 0 37,586 14,729 406,415 345,750 348,859 53,028 7,680 5,773 31,928 40,474
Changes from: July 12, 2022 Total Change is: 142,025
47,656 108,228 1,123 0 -1,118 -1,276 86,821 36,315 3,136 8,141 -430 1,598 -5,174 -5,551
Percent of Open Interest Represented by Each Category of Trader
20.8 24.2 30.5 0.0 2.1 0.8 23.0 19.5 19.7 3.0 0.4 0.3 1.8 2.3
Number of Traders in Each Category Total Traders: 132
28 36 56 0 6 . 27 24 47 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 9,390,825
Positions
3,035,918 1,012,755 1,401,683 1,259,367 190,470 378,765 526,641 3,177,756 2,212,051 21,007 167,945 142,293 413,100 707,107
Changes from: July 12, 2022 Total Change is: -258,212
-74,600 25,119 -140,517 35,663 3,037 -2,333 -27,667 -111,422 -47,639 2,298 25,994 -1,156 -2,261 -9,295
Percent of Open Interest Represented by Each Category of Trader
32.3 10.8 14.9 13.4 2.0 4.0 5.6 33.8 23.6 0.2 1.8 1.5 4.4 7.5
Number of Traders in Each Category Total Traders: 208
28 31 48 13 14 17 24 72 75 5 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 6,229,296
Positions
2,007,453 2,142,929 1,117,414 887,840 371,794 153,290 803,234 1,213,496 1,150,385 68,197 39,452 25,987 15,496 14,549
Changes from: July 12, 2022 Total Change is: 170,651
-55,689 3,159 -1,499 190,434 -27,576 -3,283 -74,258 67,958 127,599 -1,210 3,332 1,114 -12,557 -153
Percent of Open Interest Represented by Each Category of Trader
32.2 34.4 17.9 14.3 6.0 2.5 12.9 19.5 18.5 1.1 0.6 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 381
56 65 99 16 23 22 63 68 103 26 39 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 608,642
Positions
68,492 318,539 145,888 983 16,875 213 294,105 28,347 95,258 2,951 2,808 178 574 536
Changes from: July 12, 2022 Total Change is: 28,150
-92 25,115 6,357 1 2,391 -736 18,103 -9,682 4,537 -25 106 17 -12 45
Percent of Open Interest Represented by Each Category of Trader
11.3 52.3 24.0 0.2 2.8 0.0 48.3 4.7 15.7 0.5 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 143
18 52 40 . . . 27 30 37 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 14,512
Positions
132 2,178 70 6,247 1,211 381 2,800 8,296 1,066 2,209 275 247 1,360 788
Changes from: July 12, 2022 Total Change is: 1,007
-5 70 -17 151 -158 -139 536 1,147 66 165 -12 137 113 -87
Percent of Open Interest Represented by Each Category of Trader
0.9 15.0 0.5 43.0 8.3 2.6 19.3 57.2 7.3 15.2 1.9 1.7 9.4 5.4
Number of Traders in Each Category Total Traders: 97
. 4 . 4 10 . 21 39 22 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 21,484
Positions
2,497 0 0 207 908 0 2,898 13,621 3,339 8,738 1,436 169 3,636 2,011
Changes from: July 12, 2022 Total Change is: 850
669 -108 -105 43 75 -59 621 707 883 -1,520 -218 1 317 -326
Percent of Open Interest Represented by Each Category of Trader
11.6 0.0 0.0 1.0 4.2 0.0 13.5 63.4 15.5 40.7 6.7 0.8 16.9 9.4
Number of Traders in Each Category Total Traders: 115
4 0 0 . . 0 10 15 4 53 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 3,608
Positions
129 425 0 0 441 3 1,331 1,718 297 808 80 213 827 431
Changes from: July 12, 2022 Total Change is: -704
12 42 -38 0 -193 0 -505 -479 62 -467 -138 103 129 -63
Percent of Open Interest Represented by Each Category of Trader
3.6 11.8 0.0 0.0 12.2 0.1 36.9 47.6 8.2 22.4 2.2 5.9 22.9 11.9
Number of Traders in Each Category Total Traders: 55
. . 0 0 7 . 15 15 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 40,910
Positions
7,555 0 0 218 1,750 0 14,558 28,927 2,024 14,929 7,670 100 1,526 439
Changes from: July 12, 2022 Total Change is: -1,998
979 0 0 80 -4 0 -536 3,867 -5,013 2,219 -769 -62 335 -17
Percent of Open Interest Represented by Each Category of Trader
18.5 0.0 0.0 0.5 4.3 0.0 35.6 70.7 4.9 36.5 18.7 0.2 3.7 1.1
Number of Traders in Each Category Total Traders: 127
. 0 0 . . 0 7 5 . 71 40 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 59,214
Positions
895 38,746 0 31,884 939 777 14,057 13,194 264 6,246 2,634 22 5,069 2,638
Changes from: July 12, 2022 Total Change is: -351
460 -21 0 -578 -557 251 -366 -843 0 175 1,002 3 -296 -186
Percent of Open Interest Represented by Each Category of Trader
1.5 65.4 0.0 53.8 1.6 1.3 23.7 22.3 0.4 10.5 4.4 0.0 8.6 4.5
Number of Traders in Each Category Total Traders: 129
. . 0 18 . . 41 17 . 31 16 .
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Traders in Financial Futures - Futures Only Positions as of July 19, 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 308,124
Positions
27,324 13,402 22,691 99,928 54,581 35,820 30,006 92,161 47,592 9,498 435 10,947 24,318 30,495
Changes from: July 12, 2022 Total Change is: 26,538
43 -2,010 5,281 1,756 9,369 5,084 3,757 2,241 4,818 1,354 -1,432 3,166 1,279 21
Percent of Open Interest Represented by Each Category of Trader
8.9 4.3 7.4 32.4 17.7 11.6 9.7 29.9 15.4 3.1 0.1 3.6 7.9 9.9
Number of Traders in Each Category Total Traders: 171
15 10 21 18 30 22 34 42 52 11 . 13
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Traders in Financial Futures - Futures Only Positions as of July 19, 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 67,458
Positions
38,242 49,851 95 22,048 4,301 1,926 2,876 10,108 791 1,110 239 6 364 141
Changes from: July 12, 2022 Total Change is: 970
49 -25 25 1,084 0 224 -91 729 -1 -326 0 2 4 16
Percent of Open Interest Represented by Each Category of Trader
56.7 73.9 0.1 32.7 6.4 2.9 4.3 15.0 1.2 1.6 0.4 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 45
. 6 . 13 . 5 7 7 . 5 4 .
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Updated July 22, 2022