Traders in Financial Futures - Futures Only Positions as of July 26, 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 144,182
Positions
9,080 40,401 340 45,880 33,791 5,563 26,490 30,339 6,226 16,653 0 160 33,790 27,362
Changes from: July 19, 2022 Total Change is: 1,966
-4,793 13,674 0 2,217 -5,609 36 3,413 -4,218 -98 -1,339 0 131 2,399 -1,950
Percent of Open Interest Represented by Each Category of Trader
6.3 28.0 0.2 31.8 23.4 3.9 18.4 21.0 4.3 11.5 0.0 0.1 23.4 19.0
Number of Traders in Each Category Total Traders: 95
8 5 . 14 16 4 18 21 13 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 44,081
Positions
23,066 1,194 91 3,022 13,718 626 8,537 10,402 86 0 0 0 8,653 17,964
Changes from: July 19, 2022 Total Change is: 2,226
3,819 432 19 -1,341 1,664 -374 1,254 618 15 0 0 0 -1,166 -148
Percent of Open Interest Represented by Each Category of Trader
52.3 2.7 0.2 6.9 31.1 1.4 19.4 23.6 0.2 0.0 0.0 0.0 19.6 40.8
Number of Traders in Each Category Total Traders: 46
6 . . 5 13 . 10 10 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 225,889
Positions
100,153 23,607 988 35,168 120,811 3,793 56,892 35,035 4,119 7,225 3,016 0 17,551 34,520
Changes from: July 19, 2022 Total Change is: -2,162
-1,674 -1,910 -42 -152 259 216 1,233 790 -971 1,559 -2,093 0 -2,331 1,589
Percent of Open Interest Represented by Each Category of Trader
44.3 10.5 0.4 15.6 53.5 1.7 25.2 15.5 1.8 3.2 1.3 0.0 7.8 15.3
Number of Traders in Each Category Total Traders: 136
11 5 4 13 39 13 21 35 13 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 229,219
Positions
113,897 16,839 148 46,506 108,232 5,364 34,613 59,440 2,787 2,233 446 0 23,671 35,963
Changes from: July 19, 2022 Total Change is: -230
-2,162 3,179 71 -3,660 -1,038 -1,537 6,917 1,396 89 877 0 0 -825 -2,390
Percent of Open Interest Represented by Each Category of Trader
49.7 7.3 0.1 20.3 47.2 2.3 15.1 25.9 1.2 1.0 0.2 0.0 10.3 15.7
Number of Traders in Each Category Total Traders: 126
11 5 . 20 32 16 16 36 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 694,099
Positions
57,558 290,127 6,977 373,668 165,022 28,434 73,744 104,779 21,342 44,791 12,761 4,578 83,007 60,079
Changes from: July 19, 2022 Total Change is: -7
-5,921 -2,433 572 4,857 -6,653 -4,622 3,601 11,641 1,778 -529 -2,934 -74 331 2,718
Percent of Open Interest Represented by Each Category of Trader
8.3 41.8 1.0 53.8 23.8 4.1 10.6 15.1 3.1 6.5 1.8 0.7 12.0 8.7
Number of Traders in Each Category Total Traders: 337
21 9 9 104 43 46 44 62 27 38 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 31,488
Positions
861 17,682 0 12,745 2,604 2,709 2,507 3,850 3 0 0 0 12,663 4,640
Changes from: July 19, 2022 Total Change is: 350
0 28 0 21 -93 48 176 -72 0 0 0 0 105 439
Percent of Open Interest Represented by Each Category of Trader
2.7 56.2 0.0 40.5 8.3 8.6 8.0 12.2 0.0 0.0 0.0 0.0 40.2 14.7
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 26, 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 18,598
Positions
1,577 3,028 25 3,892 8,649 1,471 3,182 1,282 0 0 450 0 8,451 3,693
Changes from: July 19, 2022 Total Change is: 587
225 14 -1 147 497 -44 4 0 0 0 0 0 256 121
Percent of Open Interest Represented by Each Category of Trader
8.5 16.3 0.1 20.9 46.5 7.9 17.1 6.9 0.0 0.0 2.4 0.0 45.4 19.9
Number of Traders in Each Category Total Traders: 22
. . . 5 7 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 156,473
Positions
57,387 3,346 341 49,070 88,185 5,790 21,988 33,571 2,000 525 652 11 19,361 22,577
Changes from: July 19, 2022 Total Change is: 1,227
301 -8 -1 331 1,223 147 -171 2,126 -1,095 -233 -201 7 1,941 -971
Percent of Open Interest Represented by Each Category of Trader
36.7 2.1 0.2 31.4 56.4 3.7 14.1 21.5 1.3 0.3 0.4 0.0 12.4 14.4
Number of Traders in Each Category Total Traders: 92
10 . . 13 18 10 17 27 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 195,025
Positions
20,897 117,656 754 111,830 4,704 1,217 49,601 22,710 1,869 3,015 43,312 27 5,815 2,776
Changes from: July 19, 2022 Total Change is: -1,098
-1,140 172 -211 -852 620 436 -457 -2,518 967 289 -265 27 -157 -326
Percent of Open Interest Represented by Each Category of Trader
10.7 60.3 0.4 57.3 2.4 0.6 25.4 11.6 1.0 1.5 22.2 0.0 3.0 1.4
Number of Traders in Each Category Total Traders: 125
4 7 . 19 10 6 39 23 8 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 41,645
Positions
0 26,143 204 10,710 3,365 315 24,804 7,686 667 1,649 867 0 3,296 2,398
Changes from: July 19, 2022 Total Change is: -807
-104 68 -598 -970 1,036 285 48 -2,552 476 -148 67 0 204 411
Percent of Open Interest Represented by Each Category of Trader
0.0 62.8 0.5 25.7 8.1 0.8 59.6 18.5 1.6 4.0 2.1 0.0 7.9 5.8
Number of Traders in Each Category Total Traders: 57
0 . . 7 7 . 14 14 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 46,471
Positions
20,709 3,572 68 3,172 18,161 417 19,446 17,506 288 100 766 22 2,249 5,671
Changes from: July 19, 2022 Total Change is: 1,004
-220 -551 -3 -229 -1,504 -2 1,617 3,565 -64 100 -108 0 -195 -329
Percent of Open Interest Represented by Each Category of Trader
44.6 7.7 0.1 6.8 39.1 0.9 41.8 37.7 0.6 0.2 1.6 0.0 4.8 12.2
Number of Traders in Each Category Total Traders: 93
7 5 . 6 22 4 22 25 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 31,870
Positions
11,774 22,317 0 1,324 5,267 0 17,844 2,095 0 105 219 0 823 1,972
Changes from: July 19, 2022 Total Change is: 2,392
2,150 39 0 -1,940 3,313 -9 2,274 -782 0 0 -50 0 -83 -119
Percent of Open Interest Represented by Each Category of Trader
36.9 70.0 0.0 4.2 16.5 0.0 56.0 6.6 0.0 0.3 0.7 0.0 2.6 6.2
Number of Traders in Each Category Total Traders: 35
. . 0 . 6 0 10 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 36,644
Positions
17,355 3,522 245 3,878 8,779 325 8,832 5,816 681 308 9,295 10 5,013 7,973
Changes from: July 19, 2022 Total Change is: 1,006
1,820 -13 56 277 1,004 -182 -114 -352 142 -830 127 10 -173 214
Percent of Open Interest Represented by Each Category of Trader
47.4 9.6 0.7 10.6 24.0 0.9 24.1 15.9 1.9 0.8 25.4 0.0 13.7 21.8
Number of Traders in Each Category Total Traders: 94
15 10 . 15 11 5 17 19 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 73,288
Positions
34,710 7,043 489 7,755 17,558 650 17,663 11,632 1,361 615 18,589 20 10,025 15,946
Changes from: July 19, 2022 Total Change is: 2,011
3,639 -26 112 553 2,008 -363 -228 -704 283 -1,659 253 20 -346 428
Percent of Open Interest Represented by Each Category of Trader
47.4 9.6 0.7 10.6 24.0 0.9 24.1 15.9 1.9 0.8 25.4 0.0 13.7 21.8
Number of Traders in Each Category Total Traders: 94
15 10 . 15 11 5 17 19 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 43,331
Positions
21,251 20,072 0 14,050 16,707 2,530 2,949 3,086 67 0 0 0 2,484 869
Changes from: July 19, 2022 Total Change is: -1,663
220 -1,424 0 -1,759 178 -85 201 -218 67 0 0 0 -307 -181
Percent of Open Interest Represented by Each Category of Trader
49.0 46.3 0.0 32.4 38.6 5.8 6.8 7.1 0.2 0.0 0.0 0.0 5.7 2.0
Number of Traders in Each Category Total Traders: 35
5 6 0 16 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 16,766
Positions
542 315 0 0 617 0 8,333 2,919 2,095 600 1,239 200 4,996 9,381
Changes from: July 19, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.2 1.9 0.0 0.0 3.7 0.0 49.7 17.4 12.5 3.6 7.4 1.2 29.8 56.0
Number of Traders in Each Category Total Traders: 21
. . 0 0 . 0 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 464,565
Positions
86,894 44,327 6,146 207,638 148,503 54,458 23,625 114,494 11,611 29,301 29,643 567 44,325 54,816
Changes from: July 19, 2022 Total Change is: -2,499
1,015 6,747 -1,694 1,772 -7,858 -630 -3,709 2,046 826 196 -514 94 -369 -1,517
Percent of Open Interest Represented by Each Category of Trader
18.7 9.5 1.3 44.7 32.0 11.7 5.1 24.6 2.5 6.3 6.4 0.1 9.5 11.8
Number of Traders in Each Category Total Traders: 537
35 35 22 141 103 104 60 102 53 31 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 33,606
Positions
8,119 29,121 0 13,879 245 0 7,553 1,871 1,109 0 0 0 2,946 1,260
Changes from: July 19, 2022 Total Change is: 100
256 -26 0 117 0 0 -227 -221 -32 0 0 0 -14 379
Percent of Open Interest Represented by Each Category of Trader
24.2 86.7 0.0 41.3 0.7 0.0 22.5 5.6 3.3 0.0 0.0 0.0 8.8 3.7
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 26, 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 2,322,824
Positions
434,469 221,636 30,728 1,038,190 742,516 272,289 118,127 572,470 58,053 146,505 148,214 2,836 221,627 274,082
Changes from: July 19, 2022 Total Change is: -12,495
5,074 33,735 -8,468 8,858 -39,288 -3,149 -18,543 10,232 4,128 979 -2,568 470 -1,844 -7,587
Percent of Open Interest Represented by Each Category of Trader
18.7 9.5 1.3 44.7 32.0 11.7 5.1 24.6 2.5 6.3 6.4 0.1 9.5 11.8
Number of Traders in Each Category Total Traders: 537
35 35 22 141 103 104 60 102 53 31 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 21,692
Positions
15,062 15,186 0 4,150 2,705 330 428 1,795 0 0 0 0 1,722 1,676
Changes from: July 19, 2022 Total Change is: 156
261 8 0 5 0 0 -46 176 0 0 0 0 -64 -28
Percent of Open Interest Represented by Each Category of Trader
69.4 70.0 0.0 19.1 12.5 1.5 2.0 8.3 0.0 0.0 0.0 0.0 7.9 7.7
Number of Traders in Each Category Total Traders: 21
4 6 0 4 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 18,330
Positions
5,560 17,844 0 8,219 0 0 1,506 0 0 0 0 0 3,045 486
Changes from: July 19, 2022 Total Change is: -687
1,495 -678 0 -2,032 0 0 0 0 0 0 0 0 -150 -9
Percent of Open Interest Represented by Each Category of Trader
30.3 97.3 0.0 44.8 0.0 0.0 8.2 0.0 0.0 0.0 0.0 0.0 16.6 2.7
Number of Traders in Each Category Total Traders: 21
6 6 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 17,913
Positions
5,227 14,004 0 7,527 0 928 1,982 1,623 0 0 0 0 2,249 1,358
Changes from: July 19, 2022 Total Change is: -25
744 -391 0 -603 0 0 -151 209 0 0 0 0 -15 157
Percent of Open Interest Represented by Each Category of Trader
29.2 78.2 0.0 42.0 0.0 5.2 11.1 9.1 0.0 0.0 0.0 0.0 12.6 7.6
Number of Traders in Each Category Total Traders: 25
4 8 0 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 143,187
Positions
5,310 6,025 0 31,962 0 66 15,629 90,049 3,649 1,930 1,755 0 84,641 41,643
Changes from: July 19, 2022 Total Change is: 612
-483 -317 0 -1,425 0 18 -8,530 11,037 -7,917 1,930 1,755 0 17,019 -3,964
Percent of Open Interest Represented by Each Category of Trader
3.7 4.2 0.0 22.3 0.0 0.0 10.9 62.9 2.5 1.3 1.2 0.0 59.1 29.1
Number of Traders in Each Category Total Traders: 30
. . 0 11 0 . 8 7 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 219,147
Positions
71,181 75,972 99,145 0 0 0 6,406 1,012 40,888 0 0 0 1,527 2,130
Changes from: July 19, 2022 Total Change is: -1,750
-2,575 -2,575 825 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.5 34.7 45.2 0.0 0.0 0.0 2.9 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 26, 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 53,538
Positions
24,884 1,604 65 18,788 40,690 2,762 421 2,921 146 380 0 0 6,092 5,350
Changes from: July 19, 2022 Total Change is: -1,126
-1,064 225 21 -300 -134 156 201 32 13 380 -373 0 -533 -1,066
Percent of Open Interest Represented by Each Category of Trader
46.5 3.0 0.1 35.1 76.0 5.2 0.8 5.5 0.3 0.7 0.0 0.0 11.4 10.0
Number of Traders in Each Category Total Traders: 68
7 . . 25 24 10 . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 53,432
Positions
11,795 7,761 296 18,059 13,387 1,538 10,300 17,658 1,436 3,096 3,176 119 6,792 8,060
Changes from: July 19, 2022 Total Change is: 2,154
262 989 73 1,471 -316 -32 -612 1,625 197 831 99 70 -106 -551
Percent of Open Interest Represented by Each Category of Trader
22.1 14.5 0.6 33.8 25.1 2.9 19.3 33.0 2.7 5.8 5.9 0.2 12.7 15.1
Number of Traders in Each Category Total Traders: 301
29 19 4 62 44 26 40 62 27 17 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 267,158
Positions
58,975 38,807 1,480 90,294 66,935 7,689 51,502 88,292 7,179 15,481 15,882 596 33,962 40,298
Changes from: July 19, 2022 Total Change is: 10,770
1,308 4,943 365 7,353 -1,578 -161 -3,058 8,124 983 4,157 497 352 -529 -2,755
Percent of Open Interest Represented by Each Category of Trader
22.1 14.5 0.6 33.8 25.1 2.9 19.3 33.0 2.7 5.8 5.9 0.2 12.7 15.1
Number of Traders in Each Category Total Traders: 301
29 19 4 62 44 26 40 62 27 17 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 63,280
Positions
3,102 422 0 1,142 2,914 0 15,257 29,346 2,557 689 1,399 300 40,233 26,342
Changes from: July 19, 2022 Total Change is: 30
-2,092 -361 0 93 98 0 1,026 10,977 -158 -185 -391 0 1,346 -10,135
Percent of Open Interest Represented by Each Category of Trader
4.9 0.7 0.0 1.8 4.6 0.0 24.1 46.4 4.0 1.1 2.2 0.5 63.6 41.6
Number of Traders in Each Category Total Traders: 33
. . 0 . . 0 9 11 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 570,668
Positions
235,907 30,643 3,691 172,391 281,771 43,915 76,720 141,902 8,097 10,129 36,033 54 19,764 24,562
Changes from: July 19, 2022 Total Change is: -10,284
1,314 1,599 23 3,926 -3,951 -1,089 -6,239 -6,425 1,787 -9,065 -906 -542 -399 -780
Percent of Open Interest Represented by Each Category of Trader
41.3 5.4 0.6 30.2 49.4 7.7 13.4 24.9 1.4 1.8 6.3 0.0 3.5 4.3
Number of Traders in Each Category Total Traders: 331
25 15 8 72 79 47 42 73 21 6 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 21,062
Positions
3,660 19,465 0 14,116 625 0 1,857 542 0 0 0 0 1,429 430
Changes from: July 19, 2022 Total Change is: -3,547
0 -3,931 0 -3,417 0 0 -218 328 0 0 0 0 88 56
Percent of Open Interest Represented by Each Category of Trader
17.4 92.4 0.0 67.0 3.0 0.0 8.8 2.6 0.0 0.0 0.0 0.0 6.8 2.0
Number of Traders in Each Category Total Traders: 27
. 7 0 11 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 13,545
Positions
1,100 3,044 0 7,659 1,730 41 912 2,412 1 0 3,191 0 3,832 3,126
Changes from: July 19, 2022 Total Change is: 221
-200 1 0 194 -350 -31 0 248 0 -791 224 0 1,049 129
Percent of Open Interest Represented by Each Category of Trader
8.1 22.5 0.0 56.5 12.8 0.3 6.7 17.8 0.0 0.0 23.6 0.0 28.3 23.1
Number of Traders in Each Category Total Traders: 21
. . 0 7 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 58,458
Positions
7,995 7,089 685 26,420 3,902 3,265 8,736 8,976 702 5,283 0 0 5,372 33,839
Changes from: July 19, 2022 Total Change is: -5,552
-935 740 -107 281 -1,396 264 -890 -3,061 427 -4,551 0 0 -41 -2,419
Percent of Open Interest Represented by Each Category of Trader
13.7 12.1 1.2 45.2 6.7 5.6 14.9 15.4 1.2 9.0 0.0 0.0 9.2 57.9
Number of Traders in Each Category Total Traders: 63
7 10 . 10 5 6 11 15 6 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 409,332
Positions
39,490 155,342 1,942 275,091 160,102 45,227 23,594 17,273 1,999 12,903 21,413 392 8,694 5,642
Changes from: July 19, 2022 Total Change is: -8,395
5,983 -6,570 91 -19,557 6,613 2,187 3,105 -3,293 1,010 -710 -8,305 0 -504 -128
Percent of Open Interest Represented by Each Category of Trader
9.6 38.0 0.5 67.2 39.1 11.0 5.8 4.2 0.5 3.2 5.2 0.1 2.1 1.4
Number of Traders in Each Category Total Traders: 197
13 14 6 70 53 40 17 14 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 1,170,213
Positions
139,777 376,012 23,201 697,743 424,687 130,593 81,807 154,085 5,230 65,444 34,673 2,280 24,138 19,452
Changes from: July 19, 2022 Total Change is: -3,681
12,099 -26,809 -425 -19,236 -2,160 4,086 4,698 34,207 271 -4,236 -10,889 147 -1,085 -2,109
Percent of Open Interest Represented by Each Category of Trader
11.9 32.1 2.0 59.6 36.3 11.2 7.0 13.2 0.4 5.6 3.0 0.2 2.1 1.7
Number of Traders in Each Category Total Traders: 407
27 21 13 138 95 81 41 46 23 20 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 228,061
Positions
23,804 175,741 21,090 26,468 0 2,298 137,759 5,370 13,458 2,676 6,839 140 368 3,125
Changes from: July 19, 2022 Total Change is: -971
1,592 981 -360 1,781 0 -1,750 -1,390 1,000 -848 14 5 0 -10 1
Percent of Open Interest Represented by Each Category of Trader
10.4 77.1 9.2 11.6 0.0 1.0 60.4 2.4 5.9 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 26, 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 1,183,499
Positions
3,248 150,391 357 619,013 262,785 202,345 99,678 327,830 9,037 79,959 78,641 0 169,862 152,113
Changes from: July 19, 2022 Total Change is: 1,187
-1,712 10,900 185 15,868 -8,309 -5,748 -6,205 264 1,139 -7,854 -4,107 0 5,514 6,863
Percent of Open Interest Represented by Each Category of Trader
0.3 12.7 0.0 52.3 22.2 17.1 8.4 27.7 0.8 6.8 6.6 0.0 14.4 12.9
Number of Traders in Each Category Total Traders: 174
5 17 . 61 31 57 17 30 15 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 1,328,210
Positions
17,015 81,049 4,119 807,642 198,278 230,844 34,100 669,243 19,900 59,850 18,730 0 154,740 106,047
Changes from: July 19, 2022 Total Change is: 14,953
2,302 4,479 993 16,462 11,792 -10,299 1,638 13,663 -85 -2,811 -1,753 0 6,753 -3,837
Percent of Open Interest Represented by Each Category of Trader
1.3 6.1 0.3 60.8 14.9 17.4 2.6 50.4 1.5 4.5 1.4 0.0 11.7 8.0
Number of Traders in Each Category Total Traders: 156
4 12 . 79 22 62 9 21 9 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 2,018,244
Positions
75,452 259,090 13,766 921,750 524,960 354,957 332,615 333,518 97,728 83,506 225,015 996 137,474 208,214
Changes from: July 19, 2022 Total Change is: -61,021
8,784 -2,840 2,510 23,072 -5,331 -2,336 -84,914 -36,376 1,162 -9,329 -9,784 162 -132 -8,188
Percent of Open Interest Represented by Each Category of Trader
3.7 12.8 0.7 45.7 26.0 17.6 16.5 16.5 4.8 4.1 11.1 0.0 6.8 10.3
Number of Traders in Each Category Total Traders: 357
17 44 9 88 71 86 30 59 27 16 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 3,504,780
Positions
62,300 349,564 18,578 1,835,747 947,141 716,722 287,332 447,959 80,098 130,890 505,231 21,523 351,590 417,964
Changes from: July 19, 2022 Total Change is: 73,534
8,828 -7,441 2,780 50,351 -29,258 26,147 -6,366 76,506 -17,897 -3,020 7,520 -3,748 16,459 18,925
Percent of Open Interest Represented by Each Category of Trader
1.8 10.0 0.5 52.4 27.0 20.4 8.2 12.8 2.3 3.7 14.4 0.6 10.0 11.9
Number of Traders in Each Category Total Traders: 379
16 31 14 106 82 106 43 58 45 19 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 1,165,276
Positions
58,021 32,188 1,489 496,586 402,939 258,233 65,438 124,383 36,408 117,327 57,612 0 131,774 252,024
Changes from: July 19, 2022 Total Change is: -11,403
-3,077 -3,044 -1,172 -4,502 20,124 -3,204 8,621 -25,530 -787 -3,001 -208 0 -4,281 2,418
Percent of Open Interest Represented by Each Category of Trader
5.0 2.8 0.1 42.6 34.6 22.2 5.6 10.7 3.1 10.1 4.9 0.0 11.3 21.6
Number of Traders in Each Category Total Traders: 136
4 6 4 36 51 53 9 14 12 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 4,833
Positions
0 0 0 0 0 0 100 3,943 0 3,302 524 0 1,431 366
Changes from: July 19, 2022 Total Change is: 841
0 0 0 0 0 0 -38 1,048 -80 904 114 -108 163 -133
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 2.1 81.6 0.0 68.3 10.8 0.0 29.6 7.6
Number of Traders in Each Category Total Traders: 34
0 0 0 0 0 0 . 4 0 27 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 3,988,929
Positions
44,350 609,319 11,491 1,689,479 771,771 853,042 635,631 949,418 84,840 384,227 288,483 2,719 283,150 417,846
Changes from: July 19, 2022 Total Change is: 72,832
7,259 14,569 3,138 16,568 -81,613 -20,870 91,942 184,799 -14,113 -5,579 654 473 -5,986 -14,205
Percent of Open Interest Represented by Each Category of Trader
1.1 15.3 0.3 42.4 19.3 21.4 15.9 23.8 2.1 9.6 7.2 0.1 7.1 10.5
Number of Traders in Each Category Total Traders: 330
11 37 9 85 67 83 38 52 28 13 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 1,885,799
Positions
378,739 460,646 562,828 905 38,496 20,720 456,354 379,715 368,193 59,690 9,212 5,661 32,709 40,328
Changes from: July 19, 2022 Total Change is: 116,660
10,049 32,075 23,111 905 910 5,991 49,939 33,965 19,334 6,662 1,532 -112 781 -146
Percent of Open Interest Represented by Each Category of Trader
20.1 24.4 29.8 0.0 2.0 1.1 24.2 20.1 19.5 3.2 0.5 0.3 1.7 2.1
Number of Traders in Each Category Total Traders: 142
30 37 62 . 8 4 26 25 45 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 9,398,092
Positions
3,018,532 999,415 1,428,940 1,193,293 189,025 400,699 518,471 3,085,966 2,285,817 19,251 201,671 119,156 413,933 687,403
Changes from: July 19, 2022 Total Change is: 7,267
-17,386 -13,340 27,257 -66,074 -1,445 21,934 -8,170 -91,790 73,766 -1,756 33,726 -23,137 833 -19,704
Percent of Open Interest Represented by Each Category of Trader
32.1 10.6 15.2 12.7 2.0 4.3 5.5 32.8 24.3 0.2 2.1 1.3 4.4 7.3
Number of Traders in Each Category Total Traders: 212
26 36 52 11 16 15 29 68 74 6 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 6,500,529
Positions
2,048,069 2,183,820 1,163,189 941,470 297,741 228,926 667,972 1,198,288 1,346,055 66,388 40,964 26,781 11,679 14,765
Changes from: July 19, 2022 Total Change is: 271,233
40,616 40,891 45,775 53,630 -74,053 75,636 -135,262 -15,208 195,670 -1,809 1,512 794 -3,817 216
Percent of Open Interest Represented by Each Category of Trader
31.5 33.6 17.9 14.5 4.6 3.5 10.3 18.4 20.7 1.0 0.6 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 388
53 68 98 18 22 23 55 78 102 26 41 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 662,577
Positions
80,136 365,978 158,189 983 12,689 4,800 327,802 31,036 86,669 3,181 2,582 176 641 458
Changes from: July 19, 2022 Total Change is: 53,935
11,644 47,439 12,301 0 -4,186 4,587 33,697 2,689 -8,589 230 -226 -2 67 -78
Percent of Open Interest Represented by Each Category of Trader
12.1 55.2 23.9 0.1 1.9 0.7 49.5 4.7 13.1 0.5 0.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 144
22 51 42 . . . 29 27 36 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 14,957
Positions
126 2,239 690 6,580 1,138 1,162 2,184 6,814 972 1,337 275 746 1,160 921
Changes from: July 19, 2022 Total Change is: 445
-6 61 620 333 -73 781 -616 -1,482 -94 -872 0 499 -200 133
Percent of Open Interest Represented by Each Category of Trader
0.8 15.0 4.6 44.0 7.6 7.8 14.6 45.6 6.5 8.9 1.8 5.0 7.8 6.2
Number of Traders in Each Category Total Traders: 90
. 4 . 5 9 . 12 41 17 10 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 22,196
Positions
2,222 0 0 189 862 34 4,484 12,265 3,145 6,086 1,055 2,819 3,217 2,016
Changes from: July 19, 2022 Total Change is: 712
-275 0 0 -18 -46 34 1,586 -1,356 -194 -2,652 -381 2,650 -419 5
Percent of Open Interest Represented by Each Category of Trader
10.0 0.0 0.0 0.9 3.9 0.2 20.2 55.3 14.2 27.4 4.8 12.7 14.5 9.1
Number of Traders in Each Category Total Traders: 95
4 0 0 4 . . 8 15 4 42 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 3,533
Positions
127 431 49 0 394 3 1,179 1,452 329 775 226 307 764 342
Changes from: July 19, 2022 Total Change is: -75
-2 6 49 0 -47 0 -152 -266 32 -33 146 94 -63 -89
Percent of Open Interest Represented by Each Category of Trader
3.6 12.2 1.4 0.0 11.2 0.1 33.4 41.1 9.3 21.9 6.4 8.7 21.6 9.7
Number of Traders in Each Category Total Traders: 57
. . . 0 7 . 11 17 9 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 47,484
Positions
9,106 0 163 178 1,256 0 18,573 33,717 4,045 14,055 7,789 124 1,240 390
Changes from: July 19, 2022 Total Change is: 6,574
1,551 0 163 -40 -494 0 4,015 4,790 2,021 -874 119 24 -286 -49
Percent of Open Interest Represented by Each Category of Trader
19.2 0.0 0.3 0.4 2.6 0.0 39.1 71.0 8.5 29.6 16.4 0.3 2.6 0.8
Number of Traders in Each Category Total Traders: 120
. 0 . . . 0 8 6 . 65 37 .
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Traders in Financial Futures - Futures Only Positions as of July 26, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,456
Positions
695 38,756 0 31,434 986 773 13,172 13,584 589 8,502 3,255 64 5,227 2,449
Changes from: July 19, 2022 Total Change is: 1,242
-200 10 0 -450 47 -4 -885 390 325 2,256 621 42 158 -189
Percent of Open Interest Represented by Each Category of Trader
1.1 64.1 0.0 52.0 1.6 1.3 21.8 22.5 1.0 14.1 5.4 0.1 8.6 4.1
Number of Traders in Each Category Total Traders: 121
. . 0 16 4 4 36 16 6 32 15 .
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Traders in Financial Futures - Futures Only Positions as of July 26, 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 300,870
Positions
24,484 10,956 15,182 120,771 66,768 36,261 26,519 94,073 36,723 8,101 1,119 8,875 23,954 30,913
Changes from: July 19, 2022 Total Change is: -7,254
-2,840 -2,446 -7,509 20,843 12,187 441 -3,487 1,912 -10,869 -1,397 684 -2,072 -364 418
Percent of Open Interest Represented by Each Category of Trader
8.1 3.6 5.0 40.1 22.2 12.1 8.8 31.3 12.2 2.7 0.4 2.9 8.0 10.3
Number of Traders in Each Category Total Traders: 168
11 11 18 18 28 21 28 48 49 9 5 13
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Traders in Financial Futures - Futures Only Positions as of July 26, 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 69,738
Positions
40,937 49,064 95 23,543 4,338 1,926 2,178 14,030 1 680 169 4 374 111
Changes from: July 19, 2022 Total Change is: 2,280
2,695 -787 0 1,495 37 0 -698 3,922 -790 -430 -70 -2 10 -30
Percent of Open Interest Represented by Each Category of Trader
58.7 70.4 0.1 33.8 6.2 2.8 3.1 20.1 0.0 1.0 0.2 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 46
. 5 . 13 . 5 6 9 . 5 . .
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Updated July 29, 2022