Traders in Financial Futures - Futures Only Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 145,914
Positions
8,730 50,073 340 47,666 28,349 5,099 27,053 29,523 6,567 14,773 407 293 35,393 25,263
Changes from: July 26, 2022 Total Change is: 1,732
-350 9,672 0 1,786 -5,442 -464 563 -816 341 -1,880 407 133 1,603 -2,099
Percent of Open Interest Represented by Each Category of Trader
6.0 34.3 0.2 32.7 19.4 3.5 18.5 20.2 4.5 10.1 0.3 0.2 24.3 17.3
Number of Traders in Each Category Total Traders: 92
8 7 . 14 15 4 16 20 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 45,874
Positions
24,330 1,207 87 3,499 11,824 964 8,467 13,294 70 0 0 0 8,457 18,428
Changes from: July 26, 2022 Total Change is: 1,793
1,264 13 -4 477 -1,894 338 -70 2,892 -16 0 0 0 -196 464
Percent of Open Interest Represented by Each Category of Trader
53.0 2.6 0.2 7.6 25.8 2.1 18.5 29.0 0.2 0.0 0.0 0.0 18.4 40.2
Number of Traders in Each Category Total Traders: 47
6 . . 6 12 4 11 10 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 226,987
Positions
105,340 23,253 286 33,980 119,845 4,256 54,856 36,026 5,002 4,076 2,960 0 19,191 35,359
Changes from: July 26, 2022 Total Change is: 1,098
5,187 -354 -702 -1,188 -966 463 -2,036 991 883 -3,149 -56 0 1,640 839
Percent of Open Interest Represented by Each Category of Trader
46.4 10.2 0.1 15.0 52.8 1.9 24.2 15.9 2.2 1.8 1.3 0.0 8.5 15.6
Number of Traders in Each Category Total Traders: 133
11 5 . 11 40 12 21 36 11 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 236,737
Positions
112,973 44,079 220 49,211 91,371 4,604 39,382 59,305 3,859 1,130 440 0 25,358 32,859
Changes from: July 26, 2022 Total Change is: 7,518
-924 27,240 72 2,705 -16,861 -760 4,769 -135 1,072 -1,103 -6 0 1,687 -3,104
Percent of Open Interest Represented by Each Category of Trader
47.7 18.6 0.1 20.8 38.6 1.9 16.6 25.1 1.6 0.5 0.2 0.0 10.7 13.9
Number of Traders in Each Category Total Traders: 123
10 7 4 22 29 14 18 32 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 683,883
Positions
48,526 296,921 6,171 381,487 162,742 28,789 69,879 92,579 18,630 43,769 14,710 4,166 82,466 59,175
Changes from: July 26, 2022 Total Change is: -10,216
-9,032 6,794 -806 7,819 -2,280 355 -3,865 -12,200 -2,712 -1,022 1,949 -412 -541 -904
Percent of Open Interest Represented by Each Category of Trader
7.1 43.4 0.9 55.8 23.8 4.2 10.2 13.5 2.7 6.4 2.2 0.6 12.1 8.7
Number of Traders in Each Category Total Traders: 330
20 10 8 104 42 45 44 54 26 36 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,599
Positions
1,277 17,656 0 12,724 3,510 2,734 3,874 3,850 3 0 0 0 11,987 4,846
Changes from: July 26, 2022 Total Change is: 1,111
416 -26 0 -21 906 25 1,367 0 0 0 0 0 -676 206
Percent of Open Interest Represented by Each Category of Trader
3.9 54.2 0.0 39.0 10.8 8.4 11.9 11.8 0.0 0.0 0.0 0.0 36.8 14.9
Number of Traders in Each Category Total Traders: 31
. . 0 17 . 6 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 18,823
Positions
1,577 2,885 25 4,054 8,725 1,240 4,002 1,282 0 0 900 0 7,925 3,766
Changes from: July 26, 2022 Total Change is: 225
0 -143 0 162 76 -231 820 0 0 0 450 0 -526 73
Percent of Open Interest Represented by Each Category of Trader
8.4 15.3 0.1 21.5 46.4 6.6 21.3 6.8 0.0 0.0 4.8 0.0 42.1 20.0
Number of Traders in Each Category Total Traders: 22
. . . 5 7 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 167,931
Positions
71,459 3,205 388 51,495 96,974 4,621 21,512 37,369 593 0 744 0 17,863 24,037
Changes from: July 26, 2022 Total Change is: 11,458
14,072 -141 47 2,425 8,789 -1,169 -476 3,798 -1,407 -525 92 -11 -1,498 1,460
Percent of Open Interest Represented by Each Category of Trader
42.6 1.9 0.2 30.7 57.7 2.8 12.8 22.3 0.4 0.0 0.4 0.0 10.6 14.3
Number of Traders in Each Category Total Traders: 88
10 . . 12 20 10 16 25 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 192,971
Positions
13,010 119,128 748 118,084 2,658 540 50,943 21,450 1,779 2,057 43,215 33 5,777 3,420
Changes from: July 26, 2022 Total Change is: -2,054
-7,887 1,472 -6 6,254 -2,046 -677 1,342 -1,260 -90 -958 -97 6 -38 644
Percent of Open Interest Represented by Each Category of Trader
6.7 61.7 0.4 61.2 1.4 0.3 26.4 11.1 0.9 1.1 22.4 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 130
4 7 . 23 6 6 47 24 8 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 21,194
Positions
307 423 177 10,297 7,031 33 5,031 11,328 117 2,117 661 0 3,115 1,424
Changes from: July 26, 2022 Total Change is: -20,451
307 -25,720 -27 -413 3,666 -282 -19,773 3,642 -550 468 -206 0 -181 -974
Percent of Open Interest Represented by Each Category of Trader
1.4 2.0 0.8 48.6 33.2 0.2 23.7 53.4 0.6 10.0 3.1 0.0 14.7 6.7
Number of Traders in Each Category Total Traders: 52
. . . 7 6 . 11 14 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 45,274
Positions
21,123 4,190 152 3,073 18,676 487 16,934 14,454 562 300 825 23 2,620 5,905
Changes from: July 26, 2022 Total Change is: -1,197
414 618 84 -99 515 70 -2,512 -3,052 274 200 59 1 371 234
Percent of Open Interest Represented by Each Category of Trader
46.7 9.3 0.3 6.8 41.3 1.1 37.4 31.9 1.2 0.7 1.8 0.1 5.8 13.0
Number of Traders in Each Category Total Traders: 90
7 5 . 5 22 . 22 23 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 30,975
Positions
11,855 22,311 0 700 5,110 0 17,321 1,603 0 104 219 0 995 1,732
Changes from: July 26, 2022 Total Change is: -895
81 -6 0 -624 -157 0 -523 -492 0 -1 0 0 172 -240
Percent of Open Interest Represented by Each Category of Trader
38.3 72.0 0.0 2.3 16.5 0.0 55.9 5.2 0.0 0.3 0.7 0.0 3.2 5.6
Number of Traders in Each Category Total Traders: 35
. . 0 . 6 0 12 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 36,310
Positions
16,493 3,744 384 4,648 8,608 369 8,205 5,760 768 308 9,273 10 5,127 7,396
Changes from: July 26, 2022 Total Change is: -335
-862 222 140 771 -172 44 -627 -56 87 0 -22 0 114 -577
Percent of Open Interest Represented by Each Category of Trader
45.4 10.3 1.1 12.8 23.7 1.0 22.6 15.9 2.1 0.8 25.5 0.0 14.1 20.4
Number of Traders in Each Category Total Traders: 90
15 9 . 16 11 5 13 19 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 72,619
Positions
32,986 7,487 768 9,296 17,215 737 16,409 11,520 1,535 615 18,545 20 10,253 14,792
Changes from: July 26, 2022 Total Change is: -669
-1,724 444 279 1,541 -343 87 -1,254 -112 174 0 -44 0 228 -1,154
Percent of Open Interest Represented by Each Category of Trader
45.4 10.3 1.1 12.8 23.7 1.0 22.6 15.9 2.1 0.8 25.5 0.0 14.1 20.4
Number of Traders in Each Category Total Traders: 90
15 9 . 16 11 5 13 19 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 44,504
Positions
21,089 20,306 0 15,564 17,294 2,510 2,693 3,279 0 0 0 0 2,648 1,115
Changes from: July 26, 2022 Total Change is: 1,173
-162 234 0 1,514 587 -20 -256 193 -67 0 0 0 164 246
Percent of Open Interest Represented by Each Category of Trader
47.4 45.6 0.0 35.0 38.9 5.6 6.1 7.4 0.0 0.0 0.0 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 35
5 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 462,133
Positions
93,146 35,927 4,979 202,218 138,035 53,969 25,580 126,771 11,038 26,494 34,453 561 44,148 56,399
Changes from: July 26, 2022 Total Change is: -2,432
6,252 -8,400 -1,166 -5,420 -10,468 -489 1,954 12,277 -573 -2,807 4,810 -6 -177 1,582
Percent of Open Interest Represented by Each Category of Trader
20.2 7.8 1.1 43.8 29.9 11.7 5.5 27.4 2.4 5.7 7.5 0.1 9.6 12.2
Number of Traders in Each Category Total Traders: 532
33 32 22 141 100 106 55 108 48 27 36 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 33,009
Positions
9,096 29,110 0 13,794 207 0 6,872 1,852 599 0 0 0 2,648 1,241
Changes from: July 26, 2022 Total Change is: -597
977 -11 0 -85 -38 0 -681 -19 -510 0 0 0 -298 -19
Percent of Open Interest Represented by Each Category of Trader
27.6 88.2 0.0 41.8 0.6 0.0 20.8 5.6 1.8 0.0 0.0 0.0 8.0 3.8
Number of Traders in Each Category Total Traders: 34
6 7 0 10 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 2,310,665
Positions
465,729 179,637 24,896 1,011,090 690,176 269,845 127,898 633,855 55,190 132,469 172,266 2,807 220,741 281,993
Changes from: July 26, 2022 Total Change is: -12,159
31,260 -41,999 -5,832 -27,100 -52,340 -2,444 9,771 61,385 -2,863 -14,036 24,052 -29 -886 7,911
Percent of Open Interest Represented by Each Category of Trader
20.2 7.8 1.1 43.8 29.9 11.7 5.5 27.4 2.4 5.7 7.5 0.1 9.6 12.2
Number of Traders in Each Category Total Traders: 532
33 32 22 141 100 106 55 108 48 27 36 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 21,765
Positions
15,062 15,204 0 4,151 2,705 330 443 2,137 0 0 0 0 1,779 1,389
Changes from: July 26, 2022 Total Change is: 73
0 18 0 1 0 0 15 342 0 0 0 0 57 -287
Percent of Open Interest Represented by Each Category of Trader
69.2 69.9 0.0 19.1 12.4 1.5 2.0 9.8 0.0 0.0 0.0 0.0 8.2 6.4
Number of Traders in Each Category Total Traders: 22
4 6 0 4 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 19,716
Positions
7,010 18,275 0 8,191 1,033 0 1,506 0 0 0 0 0 3,009 408
Changes from: July 26, 2022 Total Change is: 1,386
1,450 431 0 -28 1,033 0 0 0 0 0 0 0 -36 -78
Percent of Open Interest Represented by Each Category of Trader
35.6 92.7 0.0 41.5 5.2 0.0 7.6 0.0 0.0 0.0 0.0 0.0 15.3 2.1
Number of Traders in Each Category Total Traders: 22
5 7 0 7 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 20,818
Positions
6,305 17,216 0 8,436 0 1,244 2,077 1,596 0 0 0 0 2,756 762
Changes from: July 26, 2022 Total Change is: 2,905
1,078 3,212 0 909 0 316 95 -27 0 0 0 0 507 -596
Percent of Open Interest Represented by Each Category of Trader
30.3 82.7 0.0 40.5 0.0 6.0 10.0 7.7 0.0 0.0 0.0 0.0 13.2 3.7
Number of Traders in Each Category Total Traders: 28
5 9 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 157,252
Positions
3,494 8,427 0 28,169 0 231 23,290 94,023 2,878 1,530 4,102 0 97,660 47,591
Changes from: July 26, 2022 Total Change is: 14,065
-1,816 2,402 0 -3,793 0 165 7,661 3,974 -771 -400 2,347 0 13,019 5,948
Percent of Open Interest Represented by Each Category of Trader
2.2 5.4 0.0 17.9 0.0 0.1 14.8 59.8 1.8 1.0 2.6 0.0 62.1 30.3
Number of Traders in Each Category Total Traders: 28
. . 0 10 0 4 8 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 26, 2022 Total Change is: 0
0 0 0 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 August 2, 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 52,037
Positions
22,824 3,080 88 19,463 36,155 2,545 539 4,515 162 0 0 0 6,416 5,492
Changes from: July 26, 2022 Total Change is: -1,501
-2,060 1,476 23 675 -4,535 -217 118 1,594 16 -380 0 0 324 142
Percent of Open Interest Represented by Each Category of Trader
43.9 5.9 0.2 37.4 69.5 4.9 1.0 8.7 0.3 0.0 0.0 0.0 12.3 10.6
Number of Traders in Each Category Total Traders: 68
8 4 . 24 22 9 . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 52,465
Positions
12,498 5,730 351 17,539 12,826 1,566 10,546 17,845 1,449 2,283 3,341 141 6,090 9,214
Changes from: July 26, 2022 Total Change is: -967
703 -2,031 55 -520 -561 29 245 186 14 -813 165 22 -702 1,154
Percent of Open Interest Represented by Each Category of Trader
23.8 10.9 0.7 33.4 24.4 3.0 20.1 34.0 2.8 4.4 6.4 0.3 11.6 17.6
Number of Traders in Each Category Total Traders: 292
27 19 4 61 42 27 42 56 25 15 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 262,325
Positions
62,492 28,651 1,757 87,693 64,132 7,832 52,728 89,224 7,247 11,417 16,705 707 30,452 46,070
Changes from: July 26, 2022 Total Change is: -4,833
3,517 -10,156 277 -2,601 -2,803 143 1,226 932 68 -4,064 823 111 -3,510 5,772
Percent of Open Interest Represented by Each Category of Trader
23.8 10.9 0.7 33.4 24.4 3.0 20.1 34.0 2.8 4.4 6.4 0.3 11.6 17.6
Number of Traders in Each Category Total Traders: 292
27 19 4 61 42 27 42 56 25 15 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 84,548
Positions
5,177 776 0 1,557 2,730 0 26,987 36,356 2,947 1,871 1,698 100 45,909 39,941
Changes from: July 26, 2022 Total Change is: 21,268
2,075 354 0 415 -184 0 11,730 7,010 390 1,182 299 -200 5,676 13,599
Percent of Open Interest Represented by Each Category of Trader
6.1 0.9 0.0 1.8 3.2 0.0 31.9 43.0 3.5 2.2 2.0 0.1 54.3 47.2
Number of Traders in Each Category Total Traders: 35
4 . 0 . . 0 10 9 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 555,976
Positions
232,964 30,655 4,426 174,257 264,328 44,752 60,319 141,200 9,206 10,665 38,493 63 19,324 22,853
Changes from: July 26, 2022 Total Change is: -14,692
-2,943 12 735 1,866 -17,443 837 -16,401 -702 1,109 536 2,460 9 -440 -1,709
Percent of Open Interest Represented by Each Category of Trader
41.9 5.5 0.8 31.3 47.5 8.0 10.8 25.4 1.7 1.9 6.9 0.0 3.5 4.1
Number of Traders in Each Category Total Traders: 329
25 15 8 73 78 48 36 76 22 7 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 20,500
Positions
3,660 18,965 0 13,358 593 0 1,857 538 0 0 0 0 1,625 404
Changes from: July 26, 2022 Total Change is: -562
0 -500 0 -758 -32 0 0 -4 0 0 0 0 196 -26
Percent of Open Interest Represented by Each Category of Trader
17.9 92.5 0.0 65.2 2.9 0.0 9.1 2.6 0.0 0.0 0.0 0.0 7.9 2.0
Number of Traders in Each Category Total Traders: 26
. 7 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 13,410
Positions
950 3,062 0 7,756 1,638 41 612 2,802 49 0 3,098 0 4,002 2,720
Changes from: July 26, 2022 Total Change is: -135
-150 18 0 97 -92 0 -300 390 48 0 -93 0 170 -406
Percent of Open Interest Represented by Each Category of Trader
7.1 22.8 0.0 57.8 12.2 0.3 4.6 20.9 0.4 0.0 23.1 0.0 29.8 20.3
Number of Traders in Each Category Total Traders: 21
. . 0 7 . . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 59,868
Positions
8,338 6,280 662 26,738 4,442 2,898 10,301 7,778 448 5,587 0 0 4,896 37,360
Changes from: July 26, 2022 Total Change is: 1,410
343 -809 -23 318 540 -367 1,565 -1,198 -254 304 0 0 -476 3,521
Percent of Open Interest Represented by Each Category of Trader
13.9 10.5 1.1 44.7 7.4 4.8 17.2 13.0 0.7 9.3 0.0 0.0 8.2 62.4
Number of Traders in Each Category Total Traders: 65
8 8 . 12 5 6 15 14 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 405,577
Positions
34,179 151,472 1,867 279,466 146,429 47,310 17,172 20,212 1,727 11,577 29,526 657 11,622 6,377
Changes from: July 26, 2022 Total Change is: -3,755
-5,311 -3,870 -75 4,375 -13,673 2,083 -6,422 2,939 -272 -1,326 8,113 265 2,928 735
Percent of Open Interest Represented by Each Category of Trader
8.4 37.3 0.5 68.9 36.1 11.7 4.2 5.0 0.4 2.9 7.3 0.2 2.9 1.6
Number of Traders in Each Category Total Traders: 198
13 16 4 72 52 40 14 15 6 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 1,236,980
Positions
130,369 431,794 24,561 759,682 409,587 127,239 87,468 165,430 6,346 67,052 49,746 2,076 32,187 20,201
Changes from: July 26, 2022 Total Change is: 66,767
-9,408 55,782 1,360 61,939 -15,100 -3,354 5,661 11,345 1,116 1,608 15,073 -204 8,049 749
Percent of Open Interest Represented by Each Category of Trader
10.5 34.9 2.0 61.4 33.1 10.3 7.1 13.4 0.5 5.4 4.0 0.2 2.6 1.6
Number of Traders in Each Category Total Traders: 413
27 23 12 138 96 87 42 47 24 20 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 227,933
Positions
23,938 178,124 22,194 26,198 0 2,758 138,218 5,581 11,420 2,700 7,594 140 367 122
Changes from: July 26, 2022 Total Change is: -128
134 2,383 1,104 -270 0 460 459 211 -2,038 24 755 0 -1 -3,003
Percent of Open Interest Represented by Each Category of Trader
10.5 78.1 9.7 11.5 0.0 1.2 60.6 2.4 5.0 1.2 3.3 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 101
6 25 16 13 0 . 33 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 1,172,815
Positions
4,294 129,169 1,806 600,867 239,182 210,136 98,072 342,144 11,074 81,839 87,307 9 164,718 151,988
Changes from: July 26, 2022 Total Change is: -10,684
1,046 -21,222 1,449 -18,146 -23,603 7,791 -1,606 14,314 2,037 1,880 8,666 9 -5,144 -125
Percent of Open Interest Represented by Each Category of Trader
0.4 11.0 0.2 51.2 20.4 17.9 8.4 29.2 0.9 7.0 7.4 0.0 14.0 13.0
Number of Traders in Each Category Total Traders: 175
6 14 . 64 30 60 19 28 17 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 1,317,607
Positions
15,993 71,443 529 792,542 200,741 239,612 32,638 656,667 25,120 60,234 16,794 0 150,939 106,701
Changes from: July 26, 2022 Total Change is: -10,603
-1,022 -9,606 -3,590 -15,100 2,463 8,768 -1,462 -12,576 5,220 384 -1,936 0 -3,801 654
Percent of Open Interest Represented by Each Category of Trader
1.2 5.4 0.0 60.2 15.2 18.2 2.5 49.8 1.9 4.6 1.3 0.0 11.5 8.1
Number of Traders in Each Category Total Traders: 159
4 12 . 78 24 63 11 21 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 2,058,442
Positions
74,254 223,523 15,441 934,861 518,218 344,252 302,099 393,921 112,597 129,117 221,412 1,157 144,664 227,921
Changes from: July 26, 2022 Total Change is: 40,198
-1,198 -35,567 1,675 13,111 -6,742 -10,705 -30,516 60,403 14,869 45,611 -3,603 161 7,190 19,707
Percent of Open Interest Represented by Each Category of Trader
3.6 10.9 0.8 45.4 25.2 16.7 14.7 19.1 5.5 6.3 10.8 0.1 7.0 11.1
Number of Traders in Each Category Total Traders: 360
16 39 9 92 69 92 33 61 29 19 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 3,540,076
Positions
106,766 293,971 16,994 1,789,799 878,951 779,847 243,559 549,195 103,958 126,061 456,941 21,389 351,703 438,830
Changes from: July 26, 2022 Total Change is: 35,296
44,466 -55,593 -1,584 -45,948 -68,190 63,125 -43,773 101,236 23,860 -4,829 -48,290 -134 113 20,866
Percent of Open Interest Represented by Each Category of Trader
3.0 8.3 0.5 50.6 24.8 22.0 6.9 15.5 2.9 3.6 12.9 0.6 9.9 12.4
Number of Traders in Each Category Total Traders: 386
20 27 17 108 78 108 40 68 45 17 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 1,168,636
Positions
66,362 28,288 4,230 513,042 408,800 240,559 61,757 131,205 36,041 109,805 66,537 85 136,755 252,891
Changes from: July 26, 2022 Total Change is: 3,360
8,341 -3,900 2,741 16,456 5,861 -17,674 -3,681 6,822 -367 -7,522 8,925 85 4,981 867
Percent of Open Interest Represented by Each Category of Trader
5.7 2.4 0.4 43.9 35.0 20.6 5.3 11.2 3.1 9.4 5.7 0.0 11.7 21.6
Number of Traders in Each Category Total Traders: 136
5 7 5 37 46 53 10 12 13 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 2,864
Positions
0 0 0 0 0 0 117 1,631 362 1,278 401 42 1,065 428
Changes from: July 26, 2022 Total Change is: -1,969
0 0 0 0 0 0 17 -2,312 362 -2,024 -123 42 -366 62
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 4.1 56.9 12.6 44.6 14.0 1.5 37.2 14.9
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . . 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 3,935,263
Positions
36,905 509,520 16,121 1,724,503 784,818 823,761 502,409 960,464 118,395 394,528 308,832 801 317,840 412,551
Changes from: July 26, 2022 Total Change is: -53,666
-7,445 -99,799 4,630 35,024 13,047 -29,281 -133,222 11,046 33,555 10,301 20,349 -1,918 34,690 -5,295
Percent of Open Interest Represented by Each Category of Trader
0.9 12.9 0.4 43.8 19.9 20.9 12.8 24.4 3.0 10.0 7.8 0.0 8.1 10.5
Number of Traders in Each Category Total Traders: 331
12 37 7 84 66 88 35 55 35 14 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 1,540,437
Positions
404,089 363,397 439,363 2,500 22,786 9,210 287,959 334,311 315,619 44,264 6,846 3,828 33,605 45,077
Changes from: July 26, 2022 Total Change is: -345,362
25,350 -97,249 -123,465 1,595 -15,710 -11,510 -168,395 -45,404 -52,574 -15,426 -2,366 -1,833 896 4,749
Percent of Open Interest Represented by Each Category of Trader
26.2 23.6 28.5 0.2 1.5 0.6 18.7 21.7 20.5 2.9 0.4 0.2 2.2 2.9
Number of Traders in Each Category Total Traders: 131
25 37 58 . 6 4 25 27 40 5 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 9,609,609
Positions
3,256,630 1,093,307 1,360,739 1,151,254 194,267 391,105 522,243 3,096,829 2,407,231 19,588 214,303 108,199 392,620 743,629
Changes from: July 26, 2022 Total Change is: 211,517
238,098 93,892 -68,201 -42,039 5,242 -9,594 3,772 10,863 121,414 337 12,632 -10,957 -21,313 56,226
Percent of Open Interest Represented by Each Category of Trader
33.9 11.4 14.2 12.0 2.0 4.1 5.4 32.2 25.1 0.2 2.2 1.1 4.1 7.7
Number of Traders in Each Category Total Traders: 211
27 35 53 10 16 15 29 69 76 6 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 6,803,368
Positions
2,363,928 2,231,470 1,147,694 871,608 385,176 261,677 607,011 1,257,085 1,440,718 72,546 40,891 27,940 10,246 10,717
Changes from: July 26, 2022 Total Change is: 302,839
315,859 47,650 -15,495 -69,862 87,435 32,751 -60,961 58,797 94,663 6,158 -73 1,159 -1,433 -4,048
Percent of Open Interest Represented by Each Category of Trader
34.7 32.8 16.9 12.8 5.7 3.8 8.9 18.5 21.2 1.1 0.6 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 404
51 78 107 14 25 24 51 87 105 23 42 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 530,955
Positions
64,831 298,753 142,641 1,856 435 6,759 248,627 16,372 63,709 2,177 1,770 212 143 304
Changes from: July 26, 2022 Total Change is: -131,622
-15,305 -67,225 -15,548 873 -12,254 1,959 -79,175 -14,664 -22,960 -1,004 -812 36 -498 -154
Percent of Open Interest Represented by Each Category of Trader
12.2 56.3 26.9 0.3 0.1 1.3 46.8 3.1 12.0 0.4 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 139
20 49 45 . . . 30 24 35 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 12,849
Positions
94 2,153 29 7,082 957 374 2,233 7,094 453 1,085 627 414 1,085 748
Changes from: July 26, 2022 Total Change is: -2,108
-32 -86 -661 502 -181 -788 49 280 -519 -252 352 -332 -75 -173
Percent of Open Interest Represented by Each Category of Trader
0.7 16.8 0.2 55.1 7.4 2.9 17.4 55.2 3.5 8.4 4.9 3.2 8.4 5.8
Number of Traders in Each Category Total Traders: 97
. 5 . 5 8 . 17 42 18 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 18,206
Positions
1,660 0 0 188 975 2 1,332 11,750 2,938 9,058 1,191 23 3,005 1,327
Changes from: July 26, 2022 Total Change is: -3,990
-562 0 0 -1 113 -32 -3,152 -515 -207 2,972 136 -2,796 -212 -689
Percent of Open Interest Represented by Each Category of Trader
9.1 0.0 0.0 1.0 5.4 0.0 7.3 64.5 16.1 49.8 6.5 0.1 16.5 7.3
Number of Traders in Each Category Total Traders: 85
. 0 0 4 . . 10 11 . 40 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 3,485
Positions
89 271 82 0 240 11 945 1,969 269 1,049 29 251 789 363
Changes from: July 26, 2022 Total Change is: -48
-38 -160 33 0 -154 8 -234 517 -60 274 -197 -56 25 21
Percent of Open Interest Represented by Each Category of Trader
2.6 7.8 2.4 0.0 6.9 0.3 27.1 56.5 7.7 30.1 0.8 7.2 22.6 10.4
Number of Traders in Each Category Total Traders: 51
. . . 0 6 . 10 17 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 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 46,162
Positions
6,523 0 0 278 856 0 23,824 38,872 386 13,721 5,415 275 1,155 358
Changes from: July 26, 2022 Total Change is: -1,322
-2,583 0 -163 100 -400 0 5,251 5,155 -3,659 -334 -2,374 151 -85 -32
Percent of Open Interest Represented by Each Category of Trader
14.1 0.0 0.0 0.6 1.9 0.0 51.6 84.2 0.8 29.7 11.7 0.6 2.5 0.8
Number of Traders in Each Category Total Traders: 108
. 0 0 . . 0 7 6 . 66 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,054
Positions
815 38,756 0 28,200 1,257 765 13,143 10,360 426 8,542 3,139 35 5,128 2,316
Changes from: July 26, 2022 Total Change is: -3,402
120 0 0 -3,234 271 -8 -29 -3,224 -163 40 -116 -29 -99 -133
Percent of Open Interest Represented by Each Category of Trader
1.4 67.9 0.0 49.4 2.2 1.3 23.0 18.2 0.7 15.0 5.5 0.1 9.0 4.1
Number of Traders in Each Category Total Traders: 121
. . 0 15 5 4 38 14 4 33 14 .
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Traders in Financial Futures - Futures Only Positions as of August 2, 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 322,604
Positions
24,796 13,557 13,879 125,645 79,051 38,405 35,409 94,154 41,362 9,057 1,012 9,240 24,811 31,944
Changes from: July 26, 2022 Total Change is: 21,734
312 2,601 -1,303 4,874 12,283 2,144 8,890 81 4,639 956 -107 365 857 1,031
Percent of Open Interest Represented by Each Category of Trader
7.7 4.2 4.3 38.9 24.5 11.9 11.0 29.2 12.8 2.8 0.3 2.9 7.7 9.9
Number of Traders in Each Category Total Traders: 173
10 13 17 19 28 23 29 50 51 12 4 14
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Traders in Financial Futures - Futures Only Positions as of August 2, 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 67,084
Positions
40,937 49,064 95 22,225 3,504 934 2,237 13,105 0 283 244 0 373 138
Changes from: July 26, 2022 Total Change is: -2,654
0 0 0 -1,318 -834 -992 59 -925 -1 -397 75 -4 -1 27
Percent of Open Interest Represented by Each Category of Trader
61.0 73.1 0.1 33.1 5.2 1.4 3.3 19.5 0.0 0.4 0.4 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 47
. 5 . 13 . . 6 9 0 5 4 0
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Updated August 05, 2022