Traders in Financial Futures - Futures Only Positions as of September 20, 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 160,314
Positions
13,392 26,814 10,328 43,356 38,857 6,560 31,774 30,421 3,656 15,587 5,069 1,686 33,975 36,923
Changes from: September 13, 2022 Total Change is: 10,758
1,215 -7,164 -158 143 7,206 65 5,903 2,573 -285 545 1,192 288 3,042 7,041
Percent of Open Interest Represented by Each Category of Trader
8.4 16.7 6.4 27.0 24.2 4.1 19.8 19.0 2.3 9.7 3.2 1.1 21.2 23.0
Number of Traders in Each Category Total Traders: 114
12 . 6 12 22 7 20 25 12 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 40,937
Positions
17,675 5 864 2,658 12,821 1,140 8,167 9,428 12 0 0 0 10,421 16,667
Changes from: September 13, 2022 Total Change is: -3,916
-5,326 -1,419 -167 247 -1,606 653 390 1,297 -779 0 0 0 1,066 -1,895
Percent of Open Interest Represented by Each Category of Trader
43.2 0.0 2.1 6.5 31.3 2.8 20.0 23.0 0.0 0.0 0.0 0.0 25.5 40.7
Number of Traders in Each Category Total Traders: 40
5 . . 4 12 . 10 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 266,295
Positions
125,191 31,731 309 39,746 139,003 3,868 63,810 44,053 4,473 7,160 2,475 0 21,738 40,383
Changes from: September 13, 2022 Total Change is: -37,670
-5,039 8,623 -9,990 1,535 1,196 -5,520 5,409 -8,070 -23,937 -705 45 0 577 -17
Percent of Open Interest Represented by Each Category of Trader
47.0 11.9 0.1 14.9 52.2 1.5 24.0 16.5 1.7 2.7 0.9 0.0 8.2 15.2
Number of Traders in Each Category Total Traders: 138
8 6 . 12 41 13 24 37 16 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 250,892
Positions
119,231 737 116 59,094 140,196 7,653 34,806 59,320 2,868 4,787 1,432 0 22,337 38,570
Changes from: September 13, 2022 Total Change is: -30,824
-21,553 -3,498 -20,365 1,758 3,344 -1,294 13,174 -5,089 -1,761 226 222 -160 -849 -2,223
Percent of Open Interest Represented by Each Category of Trader
47.5 0.3 0.0 23.6 55.9 3.1 13.9 23.6 1.1 1.9 0.6 0.0 8.9 15.4
Number of Traders in Each Category Total Traders: 129
11 . . 19 31 18 20 34 11 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 657,952
Positions
26,727 277,641 818 389,710 161,836 25,485 69,575 97,378 19,276 46,226 14,244 4,589 75,546 56,685
Changes from: September 13, 2022 Total Change is: -84,292
-20,597 -23,952 -27,143 -4,355 -5,082 -2,486 1,426 604 -15,974 -1,941 -1,436 38 -13,260 -8,861
Percent of Open Interest Represented by Each Category of Trader
4.1 42.2 0.1 59.2 24.6 3.9 10.6 14.8 2.9 7.0 2.2 0.7 11.5 8.6
Number of Traders in Each Category Total Traders: 320
16 14 6 107 37 45 47 46 25 36 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 32,470
Positions
464 17,693 30 14,630 1,050 2,668 889 7,068 405 0 0 0 13,384 3,556
Changes from: September 13, 2022 Total Change is: -2,496
-26 102 26 297 -27 -239 -1,880 -1,817 -783 0 0 0 109 242
Percent of Open Interest Represented by Each Category of Trader
1.4 54.5 0.1 45.1 3.2 8.2 2.7 21.8 1.2 0.0 0.0 0.0 41.2 11.0
Number of Traders in Each Category Total Traders: 30
. . . 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 150,544
Positions
59,250 3,351 2,491 38,800 75,328 3,351 27,790 35,770 1,817 1,611 1,430 0 15,434 27,006
Changes from: September 13, 2022 Total Change is: -31,743
-3,537 -647 -12,721 -11,593 -2,222 -164 8,964 -4,490 -7,288 1,211 0 0 -6,615 -4,211
Percent of Open Interest Represented by Each Category of Trader
39.4 2.2 1.7 25.8 50.0 2.2 18.5 23.8 1.2 1.1 0.9 0.0 10.3 17.9
Number of Traders in Each Category Total Traders: 92
9 . . 11 19 9 21 24 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 172,650
Positions
3,143 115,002 776 85,192 2,891 1,632 69,655 24,139 1,845 2,962 23,212 0 7,445 3,153
Changes from: September 13, 2022 Total Change is: -35,753
-16,163 -6,031 -875 -9,107 400 -57 -3,925 -4,223 -5,715 178 -18,919 -65 -24 -268
Percent of Open Interest Represented by Each Category of Trader
1.8 66.6 0.4 49.3 1.7 0.9 40.3 14.0 1.1 1.7 13.4 0.0 4.3 1.8
Number of Traders in Each Category Total Traders: 152
4 6 . 30 8 7 64 21 9 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 51,500
Positions
0 24,600 1,044 36,576 2,360 37 8,669 20,970 112 1,953 970 0 3,109 1,407
Changes from: September 13, 2022 Total Change is: -82
0 487 3 -118 142 0 16 -731 19 92 170 0 -94 -172
Percent of Open Interest Represented by Each Category of Trader
0.0 47.8 2.0 71.0 4.6 0.1 16.8 40.7 0.2 3.8 1.9 0.0 6.0 2.7
Number of Traders in Each Category Total Traders: 66
0 5 . 10 6 . 16 15 4 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 47,884
Positions
26,098 264 53 4,899 18,767 308 13,331 20,684 141 470 881 40 2,544 6,746
Changes from: September 13, 2022 Total Change is: -3,195
2,915 -2,716 -178 80 -535 -27 -3,209 2,618 -2,822 -7 317 7 46 141
Percent of Open Interest Represented by Each Category of Trader
54.5 0.6 0.1 10.2 39.2 0.6 27.8 43.2 0.3 1.0 1.8 0.1 5.3 14.1
Number of Traders in Each Category Total Traders: 93
8 . . 8 20 . 19 30 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 12,396
Positions
2,641 5,154 45 2,572 3,274 240 5,914 1,564 0 0 0 0 984 2,119
Changes from: September 13, 2022 Total Change is: -23,130
-10,892 -17,102 -6,010 -2,615 -60 120 -3,205 114 -449 -105 0 0 26 257
Percent of Open Interest Represented by Each Category of Trader
21.3 41.6 0.4 20.7 26.4 1.9 47.7 12.6 0.0 0.0 0.0 0.0 7.9 17.1
Number of Traders in Each Category Total Traders: 27
. . . . 6 . 7 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 32,745
Positions
9,577 6,820 421 8,013 5,112 234 7,855 5,458 298 505 8,357 0 5,844 6,047
Changes from: September 13, 2022 Total Change is: -13,544
-3,196 -53 -5,492 377 453 -56 -1,211 -3,675 -3,431 -142 -181 -204 -190 -905
Percent of Open Interest Represented by Each Category of Trader
29.2 20.8 1.3 24.5 15.6 0.7 24.0 16.7 0.9 1.5 25.5 0.0 17.8 18.5
Number of Traders in Each Category Total Traders: 87
15 6 . 15 15 5 16 16 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 65,490
Positions
19,153 13,639 842 16,026 10,224 467 15,709 10,916 596 1,010 16,713 0 11,687 12,093
Changes from: September 13, 2022 Total Change is: -27,087
-6,391 -106 -10,984 754 905 -112 -2,421 -7,350 -6,861 -284 -361 -408 -380 -1,810
Percent of Open Interest Represented by Each Category of Trader
29.2 20.8 1.3 24.5 15.6 0.7 24.0 16.7 0.9 1.5 25.5 0.0 17.8 18.5
Number of Traders in Each Category Total Traders: 87
15 6 . 15 15 5 16 16 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 49,698
Positions
26,321 23,997 0 16,258 16,904 2,183 2,414 5,444 1 0 0 0 2,521 1,169
Changes from: September 13, 2022 Total Change is: -21,083
2,644 6,613 -17,211 1,601 7,228 -10 1,190 1,958 -1,116 0 0 0 -8,181 -18,545
Percent of Open Interest Represented by Each Category of Trader
53.0 48.3 0.0 32.7 34.0 4.4 4.9 11.0 0.0 0.0 0.0 0.0 5.1 2.4
Number of Traders in Each Category Total Traders: 32
5 4 0 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 428,204
Positions
91,050 43,910 5,870 182,907 126,117 55,163 22,616 91,945 9,566 23,087 38,838 966 36,981 55,830
Changes from: September 13, 2022 Total Change is: -92,405
-18,697 12,638 -31,519 -4,623 1,283 -2,117 -882 -36,623 -10,912 -1,299 -3,792 -2,822 -19,534 -18,540
Percent of Open Interest Represented by Each Category of Trader
21.3 10.3 1.4 42.7 29.5 12.9 5.3 21.5 2.2 5.4 9.1 0.2 8.6 13.0
Number of Traders in Each Category Total Traders: 555
35 40 20 137 107 102 58 112 52 27 39 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 32,870
Positions
4,946 28,903 0 19,773 221 0 3,739 930 594 0 240 0 3,818 1,982
Changes from: September 13, 2022 Total Change is: -10,982
-2,514 -4,345 -6,560 24 0 0 -1,128 598 367 0 240 -240 -931 -1,042
Percent of Open Interest Represented by Each Category of Trader
15.0 87.9 0.0 60.2 0.7 0.0 11.4 2.8 1.8 0.0 0.7 0.0 11.6 6.0
Number of Traders in Each Category Total Traders: 34
4 7 0 13 . 0 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 2,141,022
Positions
455,248 219,551 29,349 914,534 630,587 275,816 113,078 459,724 47,828 115,437 194,188 4,829 184,903 279,150
Changes from: September 13, 2022 Total Change is: -462,024
-93,487 63,191 -157,594 -23,115 6,416 -10,587 -4,408 -183,116 -54,562 -6,493 -18,961 -14,110 -97,668 -92,701
Percent of Open Interest Represented by Each Category of Trader
21.3 10.3 1.4 42.7 29.5 12.9 5.3 21.5 2.2 5.4 9.1 0.2 8.6 13.0
Number of Traders in Each Category Total Traders: 555
35 40 20 137 107 102 58 112 52 27 39 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 22,700
Positions
15,852 18,477 0 4,491 723 330 467 1,097 0 0 0 0 1,560 2,073
Changes from: September 13, 2022 Total Change is: -8,984
1,919 2,035 -10,822 269 0 0 18 -17 0 0 0 0 -368 -180
Percent of Open Interest Represented by Each Category of Trader
69.8 81.4 0.0 19.8 3.2 1.5 2.1 4.8 0.0 0.0 0.0 0.0 6.9 9.1
Number of Traders in Each Category Total Traders: 20
6 5 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 13,458
Positions
1,558 12,511 0 7,795 0 0 1,361 0 0 256 0 0 2,488 947
Changes from: September 13, 2022 Total Change is: -8,235
-4,385 -4,309 -2,396 1 0 -50 361 0 0 256 0 0 -2,022 -1,480
Percent of Open Interest Represented by Each Category of Trader
11.6 93.0 0.0 57.9 0.0 0.0 10.1 0.0 0.0 1.9 0.0 0.0 18.5 7.0
Number of Traders in Each Category Total Traders: 22
. 8 0 7 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 16,550
Positions
414 12,809 0 9,918 200 1,368 1,872 1,049 0 0 0 0 2,978 1,124
Changes from: September 13, 2022 Total Change is: -10,130
-7,989 -8,344 -565 164 -50 -2 -450 55 -789 0 0 0 -499 -435
Percent of Open Interest Represented by Each Category of Trader
2.5 77.4 0.0 59.9 1.2 8.3 11.3 6.3 0.0 0.0 0.0 0.0 18.0 6.8
Number of Traders in Each Category Total Traders: 22
. 7 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 96,690
Positions
3,287 0 0 26,794 3,236 204 5,371 51,850 1,085 0 0 0 59,949 40,315
Changes from: September 13, 2022 Total Change is: -168,980
-844 -16,648 0 199 -7 -36 -18,101 -115,801 -12,053 0 -19,355 0 -138,145 -5,080
Percent of Open Interest Represented by Each Category of Trader
3.4 0.0 0.0 27.7 3.3 0.2 5.6 53.6 1.1 0.0 0.0 0.0 62.0 41.7
Number of Traders in Each Category Total Traders: 22
. 0 0 10 . . 4 6 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 256,255
Positions
110,984 79,345 91,130 0 32,000 0 3,806 3,092 46,308 0 0 0 4,027 4,380
Changes from: September 13, 2022 Total Change is: 9,048
10,598 5,168 -1,370 0 0 0 -3,600 2,080 1,420 0 0 0 2,000 1,750
Percent of Open Interest Represented by Each Category of Trader
43.3 31.0 35.6 0.0 12.5 0.0 1.5 1.2 18.1 0.0 0.0 0.0 1.6 1.7
Number of Traders in Each Category Total Traders: 20
7 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 48,056
Positions
17,279 1,125 54 20,755 36,453 2,677 793 3,034 6 246 0 0 6,246 4,707
Changes from: September 13, 2022 Total Change is: -6,125
-3,056 -3,317 -2,516 504 -211 -27 -437 1,477 -169 246 -702 0 -670 -660
Percent of Open Interest Represented by Each Category of Trader
36.0 2.3 0.1 43.2 75.9 5.6 1.7 6.3 0.0 0.5 0.0 0.0 13.0 9.8
Number of Traders in Each Category Total Traders: 62
8 . . 25 20 10 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 54,363
Positions
19,672 2,497 107 14,847 14,871 1,494 9,269 17,441 894 2,287 6,253 86 5,706 10,720
Changes from: September 13, 2022 Total Change is: -8,631
1,155 372 -3,786 -221 1,596 52 -1,333 -2,769 -2,373 10 868 -105 -2,030 -2,486
Percent of Open Interest Represented by Each Category of Trader
36.2 4.6 0.2 27.3 27.4 2.7 17.1 32.1 1.6 4.2 11.5 0.2 10.5 19.7
Number of Traders in Each Category Total Traders: 295
33 11 5 51 49 30 41 68 22 15 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 271,815
Positions
98,360 12,483 537 74,235 74,355 7,472 46,345 87,205 4,470 11,435 31,265 430 28,531 53,598
Changes from: September 13, 2022 Total Change is: -43,154
5,776 1,862 -18,928 -1,107 7,979 259 -6,667 -13,844 -11,866 51 4,340 -524 -10,148 -12,432
Percent of Open Interest Represented by Each Category of Trader
36.2 4.6 0.2 27.3 27.4 2.7 17.1 32.1 1.6 4.2 11.5 0.2 10.5 19.7
Number of Traders in Each Category Total Traders: 295
33 11 5 51 49 30 41 68 22 15 27 5
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 104,774
Positions
2,236 3,683 0 1,037 0 22 39,988 68,471 957 1,072 1,930 70 59,392 29,641
Changes from: September 13, 2022 Total Change is: -118,673
-94 -45 0 62 -1,120 0 -12,920 -90,061 -25,499 -5,291 -49 -825 -74,106 -1,074
Percent of Open Interest Represented by Each Category of Trader
2.1 3.5 0.0 1.0 0.0 0.0 38.2 65.4 0.9 1.0 1.8 0.1 56.7 28.3
Number of Traders in Each Category Total Traders: 33
. 4 0 . 0 . 11 8 5 . 4 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 530,373
Positions
211,350 28,946 1,118 160,259 230,894 46,128 74,767 155,868 5,062 9,632 39,258 60 21,997 23,039
Changes from: September 13, 2022 Total Change is: -53,997
-3,769 -1,773 -19,294 -4,674 965 -11,426 10,003 9,194 -18,380 -172 554 -1,875 -4,410 -11,962
Percent of Open Interest Represented by Each Category of Trader
39.8 5.5 0.2 30.2 43.5 8.7 14.1 29.4 1.0 1.8 7.4 0.0 4.1 4.3
Number of Traders in Each Category Total Traders: 327
26 14 . 71 69 50 34 84 18 7 22 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,940
Positions
903 14,097 0 12,044 333 0 1,835 1,197 0 0 0 0 1,158 313
Changes from: September 13, 2022 Total Change is: -5,042
-1,505 -2,213 -2,133 235 0 -5 0 1,002 -672 0 0 0 -962 -1,021
Percent of Open Interest Represented by Each Category of Trader
5.7 88.4 0.0 75.6 2.1 0.0 11.5 7.5 0.0 0.0 0.0 0.0 7.3 2.0
Number of Traders in Each Category Total Traders: 20
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 42,355
Positions
4,452 3,831 396 24,016 4,078 2,935 4,699 5,585 0 661 1,619 0 5,196 23,911
Changes from: September 13, 2022 Total Change is: -3,905
-1,429 -141 84 -1,087 326 -278 -367 -975 0 -1,166 813 0 338 -3,734
Percent of Open Interest Represented by Each Category of Trader
10.5 9.0 0.9 56.7 9.6 6.9 11.1 13.2 0.0 1.6 3.8 0.0 12.3 56.5
Number of Traders in Each Category Total Traders: 51
8 5 . 11 6 7 5 13 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 391,927
Positions
39,845 139,461 949 261,804 157,541 46,746 20,780 37,221 1,354 12,214 1,869 226 8,009 6,560
Changes from: September 13, 2022 Total Change is: -95,602
-4,983 -14,838 -63,066 -7,435 4,056 -4,821 5,912 16,333 -2,449 -1,203 -13,616 -177 -17,380 -17,024
Percent of Open Interest Represented by Each Category of Trader
10.2 35.6 0.2 66.8 40.2 11.9 5.3 9.5 0.3 3.1 0.5 0.1 2.0 1.7
Number of Traders in Each Category Total Traders: 203
15 15 5 75 50 40 17 18 7 9 4 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,131,648
Positions
84,487 390,535 10,275 668,112 435,478 134,348 115,386 108,118 5,784 89,072 22,326 2,056 22,128 22,728
Changes from: September 13, 2022 Total Change is: -356,767
-37,251 -30,253 -203,400 -47,038 20,119 -9,808 42,604 -16,975 -14,608 1,868 56 -7,360 -81,774 -94,538
Percent of Open Interest Represented by Each Category of Trader
7.5 34.5 0.9 59.0 38.5 11.9 10.2 9.6 0.5 7.9 2.0 0.2 2.0 2.0
Number of Traders in Each Category Total Traders: 407
30 17 11 133 93 86 46 46 28 25 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 236,285
Positions
27,601 173,825 24,350 25,341 0 3,623 130,106 5,099 21,156 3,621 8,019 140 347 73
Changes from: September 13, 2022 Total Change is: 1,553
-92 -1,393 1,799 -140 0 0 -671 -50 1,171 0 0 0 -514 26
Percent of Open Interest Represented by Each Category of Trader
11.7 73.6 10.3 10.7 0.0 1.5 55.1 2.2 9.0 1.5 3.4 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 106
4 28 14 14 0 4 36 4 12 13 4 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,235,652
Positions
23,634 146,378 1,308 601,266 279,409 202,331 123,083 324,976 31,668 81,426 99,227 0 170,936 150,355
Changes from: September 13, 2022 Total Change is: 10,628
1,998 -2,996 -85 9,347 21,572 -4,247 11,704 -4,292 -7,355 -124 779 0 -610 7,252
Percent of Open Interest Represented by Each Category of Trader
1.9 11.8 0.1 48.7 22.6 16.4 10.0 26.3 2.6 6.6 8.0 0.0 13.8 12.2
Number of Traders in Each Category Total Traders: 182
5 18 . 62 28 59 25 31 19 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,384,980
Positions
11,243 46,069 2,484 855,281 224,644 222,175 46,244 727,116 34,342 65,262 15,971 0 147,949 112,179
Changes from: September 13, 2022 Total Change is: 8,043
2,859 -1,173 -4,214 25,528 5,746 -8,300 -6,925 18,670 -3,113 3,046 1,050 0 -838 -623
Percent of Open Interest Represented by Each Category of Trader
0.8 3.3 0.2 61.8 16.2 16.0 3.3 52.5 2.5 4.7 1.2 0.0 10.7 8.1
Number of Traders in Each Category Total Traders: 159
. 10 . 77 25 62 10 23 11 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,020,402
Positions
45,167 237,260 11,491 1,072,040 470,777 292,396 257,055 514,078 54,791 132,270 188,651 1,086 154,106 249,872
Changes from: September 13, 2022 Total Change is: 11,622
-5,688 -35,839 -23 -22,779 23,266 14 85,739 43,828 -29,838 -27,395 -19,144 186 11,406 29,172
Percent of Open Interest Represented by Each Category of Trader
2.2 11.7 0.6 53.1 23.3 14.5 12.7 25.4 2.7 6.5 9.3 0.1 7.6 12.4
Number of Traders in Each Category Total Traders: 340
10 38 9 99 55 87 36 61 27 13 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,700,929
Positions
136,089 345,891 13,306 1,829,135 1,102,425 736,716 337,258 605,032 99,738 200,751 337,127 13,291 334,645 447,403
Changes from: September 13, 2022 Total Change is: 61,308
-756 10,489 -2,914 -28,469 82,050 8,341 95,374 -8,710 -21,951 13,968 -6,746 -290 -1,995 1,039
Percent of Open Interest Represented by Each Category of Trader
3.7 9.3 0.4 49.4 29.8 19.9 9.1 16.3 2.7 5.4 9.1 0.4 9.0 12.1
Number of Traders in Each Category Total Traders: 402
16 37 14 119 77 105 47 66 40 20 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,367,014
Positions
52,531 38,508 3,438 604,305 512,314 236,243 195,312 207,641 45,604 106,498 76,706 0 123,083 246,560
Changes from: September 13, 2022 Total Change is: -10,362
-1,311 -10,213 1,489 30,138 10,593 -7,027 -13,849 -5,825 -13,338 -3,442 1,633 0 -3,022 12,326
Percent of Open Interest Represented by Each Category of Trader
3.8 2.8 0.3 44.2 37.5 17.3 14.3 15.2 3.3 7.8 5.6 0.0 9.0 18.0
Number of Traders in Each Category Total Traders: 138
4 6 4 40 44 53 17 11 17 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 3,974,321
Positions
116,994 382,347 4,163 1,642,362 869,300 800,143 614,170 1,087,784 75,294 428,182 316,353 1,980 291,033 436,957
Changes from: September 13, 2022 Total Change is: -8,206
123 20,860 -1,309 -5,133 45,304 -1,988 -3,358 -67,627 4,761 7,181 9,842 139 -8,622 -18,188
Percent of Open Interest Represented by Each Category of Trader
2.9 9.6 0.1 41.3 21.9 20.1 15.5 27.4 1.9 10.8 8.0 0.0 7.3 11.0
Number of Traders in Each Category Total Traders: 339
12 31 9 86 65 88 38 65 32 16 26 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,719,198
Positions
284,492 442,802 458,143 1,500 57,670 9,551 502,335 322,560 370,338 44,165 2,569 9,236 39,438 46,329
Changes from: September 13, 2022 Total Change is: 133,771
-1,130 32,233 34,367 398 -1,328 1,069 28,482 12,570 58,251 4,798 -3,006 5,669 1,867 -6,054
Percent of Open Interest Represented by Each Category of Trader
16.5 25.8 26.6 0.1 3.4 0.6 29.2 18.8 21.5 2.6 0.1 0.5 2.3 2.7
Number of Traders in Each Category Total Traders: 132
27 35 59 . 6 4 29 20 40 9 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,320,365
Positions
2,958,981 1,191,414 1,132,794 735,458 196,585 287,710 747,822 2,663,002 1,919,256 33,509 138,609 106,308 398,527 684,687
Changes from: September 13, 2022 Total Change is:-1,173,994
-691,855 -79,380 -121,296 -24,858 -2,116 -31,140 -76,129 -600,938 -204,497 937 -45,871 -8,500 -16,656 -80,256
Percent of Open Interest Represented by Each Category of Trader
35.6 14.3 13.6 8.8 2.4 3.5 9.0 32.0 23.1 0.4 1.7 1.3 4.8 8.2
Number of Traders in Each Category Total Traders: 180
30 27 54 10 11 13 30 50 63 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 7,913,559
Positions
2,698,885 2,174,560 1,557,251 602,737 573,271 377,724 742,563 1,311,585 1,755,032 79,539 64,893 63,328 36,500 35,915
Changes from: September 13, 2022 Total Change is: 435,046
104,077 266,955 40,605 80,352 50,621 -5,084 29,279 -102,163 148,279 180 4,378 10,439 26,919 21,016
Percent of Open Interest Represented by Each Category of Trader
34.1 27.5 19.7 7.6 7.2 4.8 9.4 16.6 22.2 1.0 0.8 0.8 0.5 0.5
Number of Traders in Each Category Total Traders: 441
52 77 111 14 30 29 67 82 118 24 48 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 622,125
Positions
117,899 255,556 146,605 300 2,488 10,639 208,261 56,293 136,042 1,609 13,598 464 306 440
Changes from: September 13, 2022 Total Change is: 53,568
-256 22,018 16,039 -2,443 1,590 2,125 1,213 -24,885 36,320 456 170 100 14 91
Percent of Open Interest Represented by Each Category of Trader
19.0 41.1 23.6 0.0 0.4 1.7 33.5 9.0 21.9 0.3 2.2 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 150
29 45 47 . 4 . 24 33 43 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,880
Positions
108 2,502 92 5,488 1,431 575 3,390 7,241 704 2,416 463 0 1,107 872
Changes from: September 13, 2022 Total Change is: 791
8 340 -63 -165 37 104 -30 196 -1 775 56 0 163 122
Percent of Open Interest Represented by Each Category of Trader
0.8 18.0 0.7 39.5 10.3 4.1 24.4 52.2 5.1 17.4 3.3 0.0 8.0 6.3
Number of Traders in Each Category Total Traders: 91
. . . 4 8 . 21 40 16 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 22,595
Positions
227 534 0 100 1,284 61 9,359 15,820 1,663 8,469 1,360 98 2,618 1,775
Changes from: September 13, 2022 Total Change is: 3,091
70 -73 0 -35 58 26 1,513 2,553 101 1,498 93 32 -114 301
Percent of Open Interest Represented by Each Category of Trader
1.0 2.4 0.0 0.4 5.7 0.3 41.4 70.0 7.4 37.5 6.0 0.4 11.6 7.9
Number of Traders in Each Category Total Traders: 95
. . 0 . 4 . 15 13 5 37 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,359
Positions
126 117 167 98 152 11 1,302 1,991 242 1,540 924 157 716 598
Changes from: September 13, 2022 Total Change is: 234
-18 56 -5 -205 42 7 96 -467 4 336 489 -12 31 120
Percent of Open Interest Represented by Each Category of Trader
2.9 2.7 3.8 2.2 3.5 0.3 29.9 45.7 5.6 35.3 21.2 3.6 16.4 13.7
Number of Traders in Each Category Total Traders: 63
. . . . . . 12 21 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 51,893
Positions
0 13,753 0 238 107 0 35,014 24,779 3,573 10,943 8,392 637 1,488 652
Changes from: September 13, 2022 Total Change is: 4,461
0 2,098 0 -135 107 0 5,485 600 218 -1,422 1,435 0 315 3
Percent of Open Interest Represented by Each Category of Trader
0.0 26.5 0.0 0.5 0.2 0.0 67.5 47.8 6.9 21.1 16.2 1.2 2.9 1.3
Number of Traders in Each Category Total Traders: 137
0 . 0 . . 0 9 6 . 74 45 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 54,292
Positions
400 22,063 0 30,165 1,300 586 12,881 24,995 341 4,380 2,312 60 5,479 2,635
Changes from: September 13, 2022 Total Change is: -7,785
-100 -16,693 -200 907 211 -43 -4,699 13,660 -4,298 631 -306 -120 137 4
Percent of Open Interest Represented by Each Category of Trader
0.7 40.6 0.0 55.6 2.4 1.1 23.7 46.0 0.6 8.1 4.3 0.1 10.1 4.9
Number of Traders in Each Category Total Traders: 123
. . 0 17 5 . 35 21 4 28 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 345,341
Positions
35,161 17,438 21,417 107,658 66,540 34,975 34,691 93,068 67,654 9,139 559 12,839 21,807 30,851
Changes from: September 13, 2022 Total Change is: -3,331
1,857 -1,422 7,880 -8,996 1,959 -4,871 1,127 -7,672 5,715 630 -137 324 -6,997 -5,107
Percent of Open Interest Represented by Each Category of Trader
10.2 5.0 6.2 31.2 19.3 10.1 10.0 26.9 19.6 2.6 0.2 3.7 6.3 8.9
Number of Traders in Each Category Total Traders: 175
15 13 19 22 26 21 28 45 47 13 . 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 68,334
Positions
41,035 48,138 0 20,260 3,916 1,122 2,097 12,854 1,039 1,342 112 1,078 361 75
Changes from: September 13, 2022 Total Change is: 13
0 0 -146 -50 -12 0 -1,255 -1,125 512 12 -182 1,026 -86 -60
Percent of Open Interest Represented by Each Category of Trader
60.1 70.4 0.0 29.6 5.7 1.6 3.1 18.8 1.5 2.0 0.2 1.6 0.5 0.1
Number of Traders in Each Category Total Traders: 51
4 4 0 14 . 4 6 11 . 7 . .
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Updated September 23, 2022