Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 161,985
Positions
28,118 39,364 6,239 43,625 28,513 4,838 18,543 40,261 13,916 11,815 1,273 1,433 33,458 26,149
Changes from: January 11, 2022 Total Change is: 6,363
-133 18,541 -418 1,390 -16,025 786 4,293 4,518 -56 -675 -1,288 404 771 -99
Percent of Open Interest Represented by Each Category of Trader
17.4 24.3 3.9 26.9 17.6 3.0 11.4 24.9 8.6 7.3 0.8 0.9 20.7 16.1
Number of Traders in Each Category Total Traders: 106
5 11 8 17 18 11 17 24 17 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,470
Positions
21,753 1,880 692 3,374 12,626 1,406 2,655 9,833 2,483 0 486 0 12,107 15,065
Changes from: January 11, 2022 Total Change is: -3,624
-1,798 -16 -58 -360 -672 577 -3,762 -209 -149 0 0 0 1,925 -3,097
Percent of Open Interest Represented by Each Category of Trader
48.9 4.2 1.6 7.6 28.4 3.2 6.0 22.1 5.6 0.0 1.1 0.0 27.2 33.9
Number of Traders in Each Category Total Traders: 41
4 . . 5 13 6 6 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 203,396
Positions
61,600 41,511 8,474 45,848 65,004 4,514 32,105 26,896 19,446 4,446 7,928 0 26,962 29,623
Changes from: January 11, 2022 Total Change is: -15,425
-29,095 5,750 1,002 7,225 -13,205 -202 -652 -8,585 2,630 0 67 0 3,667 -2,881
Percent of Open Interest Represented by Each Category of Trader
30.3 20.4 4.2 22.5 32.0 2.2 15.8 13.2 9.6 2.2 3.9 0.0 13.3 14.6
Number of Traders in Each Category Total Traders: 121
5 10 6 17 31 13 21 25 20 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 219,327
Positions
115,892 8,739 2,090 43,950 88,782 5,642 18,433 62,098 13,636 382 612 778 18,525 36,949
Changes from: January 11, 2022 Total Change is: -31,053
-17,094 5,534 102 2,975 -18,346 -1,292 -13,810 -13,804 -1,524 -810 125 493 -91 -2,339
Percent of Open Interest Represented by Each Category of Trader
52.8 4.0 1.0 20.0 40.5 2.6 8.4 28.3 6.2 0.2 0.3 0.4 8.4 16.8
Number of Traders in Each Category Total Traders: 127
9 7 9 16 34 17 17 36 20 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 741,576
Positions
44,518 320,961 14,344 413,333 154,891 33,040 56,210 104,787 40,727 49,726 8,609 7,262 82,415 56,955
Changes from: January 11, 2022 Total Change is: 17,849
3,194 24,261 230 7,529 -12,328 -1,847 2,516 -310 4,655 -404 -168 1,417 560 1,938
Percent of Open Interest Represented by Each Category of Trader
6.0 43.3 1.9 55.7 20.9 4.5 7.6 14.1 5.5 6.7 1.2 1.0 11.1 7.7
Number of Traders in Each Category Total Traders: 336
18 16 15 106 46 51 45 52 33 37 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 33,164
Positions
1,341 12,335 0 15,290 7,408 3,090 466 4,247 0 0 0 0 12,977 6,084
Changes from: January 11, 2022 Total Change is: -469
0 -35 0 22 -593 233 33 4 0 0 0 0 -757 -78
Percent of Open Interest Represented by Each Category of Trader
4.0 37.2 0.0 46.1 22.3 9.3 1.4 12.8 0.0 0.0 0.0 0.0 39.1 18.3
Number of Traders in Each Category Total Traders: 27
. . 0 17 5 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 24,321
Positions
9,870 0 0 5,071 14,355 1,390 0 3,245 0 0 0 0 7,990 5,331
Changes from: January 11, 2022 Total Change is: -123
80 -494 0 -608 548 523 0 -739 0 0 0 0 -118 39
Percent of Open Interest Represented by Each Category of Trader
40.6 0.0 0.0 20.9 59.0 5.7 0.0 13.3 0.0 0.0 0.0 0.0 32.9 21.9
Number of Traders in Each Category Total Traders: 20
. 0 0 4 11 5 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 192,254
Positions
116,124 8,103 2,333 28,675 95,560 4,843 8,308 38,518 10,593 1,200 2,742 0 20,177 29,564
Changes from: January 11, 2022 Total Change is: -1,946
-5,938 3,631 279 -213 -6,922 -192 -1,705 185 4,761 258 -2,110 0 803 -1,579
Percent of Open Interest Represented by Each Category of Trader
60.4 4.2 1.2 14.9 49.7 2.5 4.3 20.0 5.5 0.6 1.4 0.0 10.5 15.4
Number of Traders in Each Category Total Traders: 96
8 6 7 11 22 10 12 30 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 45,413
Positions
499 33,112 0 32,793 293 116 6,697 3,257 152 3,034 7,190 21 2,101 1,272
Changes from: January 11, 2022 Total Change is: 432
378 207 0 488 4 0 -283 -238 12 79 61 14 -256 372
Percent of Open Interest Represented by Each Category of Trader
1.1 72.9 0.0 72.2 0.6 0.3 14.7 7.2 0.3 6.7 15.8 0.0 4.6 2.8
Number of Traders in Each Category Total Traders: 54
. 6 0 11 . . 17 9 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 152,303
Positions
809 43,481 507 83,148 5,243 1,376 54,541 74,693 838 5,158 22,815 0 5,926 3,350
Changes from: January 11, 2022 Total Change is: 25,104
171 9,827 -2 16,047 1,387 9 8,495 12,641 718 74 299 0 -407 225
Percent of Open Interest Represented by Each Category of Trader
0.5 28.5 0.3 54.6 3.4 0.9 35.8 49.0 0.6 3.4 15.0 0.0 3.9 2.2
Number of Traders in Each Category Total Traders: 165
. 11 . 20 14 7 61 27 8 11 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 32,149
Positions
7,029 0 817 8,330 1,061 280 6,995 23,275 2,283 3,573 2,202 0 2,842 2,231
Changes from: January 11, 2022 Total Change is: 969
-50 0 -1,100 2,878 -877 -43 1,589 5,326 -1,310 -1,023 -409 -92 120 -526
Percent of Open Interest Represented by Each Category of Trader
21.9 0.0 2.5 25.9 3.3 0.9 21.8 72.4 7.1 11.1 6.8 0.0 8.8 6.9
Number of Traders in Each Category Total Traders: 66
4 0 . 8 4 . 14 22 4 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,735
Positions
23,811 2,209 0 4,134 17,420 729 12,351 17,119 337 480 1,737 34 2,859 5,150
Changes from: January 11, 2022 Total Change is: 2,660
2,363 336 0 -61 -1,641 -64 411 3,933 -90 230 -276 0 -129 462
Percent of Open Interest Represented by Each Category of Trader
53.2 4.9 0.0 9.2 38.9 1.6 27.6 38.3 0.8 1.1 3.9 0.1 6.4 11.5
Number of Traders in Each Category Total Traders: 97
9 . 0 7 22 7 23 24 4 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,567
Positions
3,914 0 0 5,458 2,340 0 1,436 7,367 551 446 565 15 747 1,729
Changes from: January 11, 2022 Total Change is: 1,283
-46 0 0 1,417 -241 0 -391 1,381 199 320 -100 15 -231 29
Percent of Open Interest Represented by Each Category of Trader
31.1 0.0 0.0 43.4 18.6 0.0 11.4 58.6 4.4 3.5 4.5 0.1 5.9 13.8
Number of Traders in Each Category Total Traders: 32
. 0 0 . 5 0 5 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 47,472
Positions
17,414 17,913 414 8,225 3,281 639 10,810 6,123 876 712 12,583 0 8,385 5,644
Changes from: January 11, 2022 Total Change is: 772
1,937 558 218 -1,833 1,866 176 -847 -738 439 -77 -1,307 0 759 -439
Percent of Open Interest Represented by Each Category of Trader
36.7 37.7 0.9 17.3 6.9 1.3 22.8 12.9 1.8 1.5 26.5 0.0 17.7 11.9
Number of Traders in Each Category Total Traders: 104
19 10 . 22 7 6 24 16 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 94,943
Positions
34,827 35,825 827 16,449 6,562 1,277 21,619 12,246 1,752 1,423 25,165 0 16,769 11,289
Changes from: January 11, 2022 Total Change is: 1,544
3,874 1,116 436 -3,665 3,731 351 -1,694 -1,476 878 -153 -2,613 0 1,517 -879
Percent of Open Interest Represented by Each Category of Trader
36.7 37.7 0.9 17.3 6.9 1.3 22.8 12.9 1.8 1.5 26.5 0.0 17.7 11.9
Number of Traders in Each Category Total Traders: 104
19 10 . 22 7 6 24 16 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 44,141
Positions
13,971 28,224 0 23,944 9,409 1,287 1,821 4,060 204 0 0 0 2,914 957
Changes from: January 11, 2022 Total Change is: -1,327
737 -1,075 0 -2,189 179 21 -157 -1,158 204 0 0 0 57 502
Percent of Open Interest Represented by Each Category of Trader
31.7 63.9 0.0 54.2 21.3 2.9 4.1 9.2 0.5 0.0 0.0 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 37
5 5 0 20 . 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 609,460
Positions
28,063 137,448 29,126 221,251 75,715 57,816 55,463 60,252 116,399 29,333 73,810 4,459 67,551 54,436
Changes from: January 11, 2022 Total Change is: 16,065
-3,563 8,493 3,927 -3,262 -1,747 822 5,038 -3,086 6,659 1,908 -1,598 516 4,019 2,078
Percent of Open Interest Represented by Each Category of Trader
4.6 22.6 4.8 36.3 12.4 9.5 9.1 9.9 19.1 4.8 12.1 0.7 11.1 8.9
Number of Traders in Each Category Total Traders: 540
31 30 33 155 78 110 83 76 97 57 28 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,095
Positions
6,927 15,390 0 7,087 600 0 1,483 0 0 0 0 0 1,598 1,105
Changes from: January 11, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.5 90.0 0.0 41.5 3.5 0.0 8.7 0.0 0.0 0.0 0.0 0.0 9.3 6.5
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 31,008
Positions
11,864 28,053 5 10,057 0 0 3,206 1,938 0 0 0 0 5,876 1,012
Changes from: January 11, 2022 Total Change is: 3,151
2,530 2,413 0 -1,924 0 0 58 390 0 0 0 0 2,487 348
Percent of Open Interest Represented by Each Category of Trader
38.3 90.5 0.0 32.4 0.0 0.0 10.3 6.3 0.0 0.0 0.0 0.0 18.9 3.3
Number of Traders in Each Category Total Traders: 33
5 10 . 11 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,047,302
Positions
140,316 687,239 145,628 1,106,254 378,575 289,079 277,316 301,262 581,994 146,664 369,050 22,296 337,757 272,182
Changes from: January 11, 2022 Total Change is: 80,323
-17,814 42,467 19,634 -16,312 -8,734 4,109 25,192 -15,428 33,296 9,542 -7,991 2,581 20,094 10,389
Percent of Open Interest Represented by Each Category of Trader
4.6 22.6 4.8 36.3 12.4 9.5 9.1 9.9 19.1 4.8 12.1 0.7 11.1 8.9
Number of Traders in Each Category Total Traders: 540
31 30 33 155 78 110 83 76 97 57 28 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 28,669
Positions
12,674 25,676 0 10,883 347 0 1,303 974 19 0 0 0 3,790 1,653
Changes from: January 11, 2022 Total Change is: -53
59 -1,033 0 -87 0 0 17 0 0 0 0 0 -42 980
Percent of Open Interest Represented by Each Category of Trader
44.2 89.6 0.0 38.0 1.2 0.0 4.5 3.4 0.1 0.0 0.0 0.0 13.2 5.8
Number of Traders in Each Category Total Traders: 31
5 7 0 13 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 21,031
Positions
5,902 20,146 0 10,985 0 0 1,009 0 0 0 0 0 3,135 885
Changes from: January 11, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.1 95.8 0.0 52.2 0.0 0.0 4.8 0.0 0.0 0.0 0.0 0.0 14.9 4.2
Number of Traders in Each Category Total Traders: 20
4 7 0 6 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 183,871
Positions
37,533 7,165 0 21,580 3,824 88 47,949 75,869 12,485 4,729 0 0 59,507 84,440
Changes from: January 11, 2022 Total Change is: 32,102
14,030 -28 0 -1,044 0 0 12,834 25,963 -2,149 2,252 0 0 6,179 8,316
Percent of Open Interest Represented by Each Category of Trader
20.4 3.9 0.0 11.7 2.1 0.0 26.1 41.3 6.8 2.6 0.0 0.0 32.4 45.9
Number of Traders in Each Category Total Traders: 27
. . 0 6 . . 7 7 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 44,042
Positions
10,072 5,241 243 19,461 30,856 2,147 3,136 988 141 502 0 0 8,340 4,426
Changes from: January 11, 2022 Total Change is: 1,548
3,902 -240 36 -1,489 1,240 -27 -421 39 127 245 0 0 -825 373
Percent of Open Interest Represented by Each Category of Trader
22.9 11.9 0.6 44.2 70.1 4.9 7.1 2.2 0.3 1.1 0.0 0.0 18.9 10.0
Number of Traders in Each Category Total Traders: 75
8 6 . 31 18 10 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 484,155
Positions
94,663 82,204 1,734 192,123 160,051 49,933 80,118 109,555 20,975 11,726 37,358 589 32,294 21,756
Changes from: January 11, 2022 Total Change is: 13,124
5,823 -17,526 345 -7,805 14,610 -1,649 9,367 11,862 4,655 553 -1,303 159 1,675 1,971
Percent of Open Interest Represented by Each Category of Trader
19.6 17.0 0.4 39.7 33.1 10.3 16.5 22.6 4.3 2.4 7.7 0.1 6.7 4.5
Number of Traders in Each Category Total Traders: 358
30 18 4 96 60 46 45 79 27 15 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 27,814
Positions
6,959 25,559 0 16,789 447 0 2,453 1,032 8 0 0 0 1,605 768
Changes from: January 11, 2022 Total Change is: 1,293
0 978 0 435 -35 0 546 -120 8 0 0 0 304 462
Percent of Open Interest Represented by Each Category of Trader
25.0 91.9 0.0 60.4 1.6 0.0 8.8 3.7 0.0 0.0 0.0 0.0 5.8 2.8
Number of Traders in Each Category Total Traders: 31
. 7 0 16 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 15,957
Positions
250 7,243 0 10,395 350 13 523 4,205 0 674 1,007 0 4,102 3,139
Changes from: January 11, 2022 Total Change is: 78
250 2,205 0 -41 350 -5 -232 -1,605 0 0 -728 0 106 -139
Percent of Open Interest Represented by Each Category of Trader
1.6 45.4 0.0 65.1 2.2 0.1 3.3 26.4 0.0 4.2 6.3 0.0 25.7 19.7
Number of Traders in Each Category Total Traders: 23
. . 0 11 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 43,555
Positions
10,297 4,992 721 14,228 4,622 1,179 7,064 11,615 4 4,868 0 0 5,194 20,422
Changes from: January 11, 2022 Total Change is: -1,088
3,241 2,229 -91 778 -868 119 -2,588 -4,224 -84 -1,444 -1,168 -4 -1,015 3,003
Percent of Open Interest Represented by Each Category of Trader
23.6 11.5 1.7 32.7 10.6 2.7 16.2 26.7 0.0 11.2 0.0 0.0 11.9 46.9
Number of Traders in Each Category Total Traders: 65
11 9 . 14 5 5 9 13 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 377,094
Positions
30,801 205,633 3,598 255,791 88,613 43,385 20,707 8,486 542 11,083 20,795 711 10,476 5,331
Changes from: January 11, 2022 Total Change is: -9,101
-403 -1,597 160 -6,535 -9,087 -676 -2,863 158 -3 888 1,464 -29 360 509
Percent of Open Interest Represented by Each Category of Trader
8.2 54.5 1.0 67.8 23.5 11.5 5.5 2.3 0.1 2.9 5.5 0.2 2.8 1.4
Number of Traders in Each Category Total Traders: 193
10 14 8 75 46 40 20 12 4 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,064,725
Positions
97,530 487,983 2,859 680,568 328,448 119,841 78,378 55,021 7,484 48,079 45,024 1,004 28,982 17,061
Changes from: January 11, 2022 Total Change is: -21,381
-15,778 2,192 -154 619 -23,338 769 -6,814 -11,658 1,065 -860 11,688 128 -356 -2,073
Percent of Open Interest Represented by Each Category of Trader
9.2 45.8 0.3 63.9 30.8 11.3 7.4 5.2 0.7 4.5 4.2 0.1 2.7 1.6
Number of Traders in Each Category Total Traders: 400
26 19 7 148 73 77 55 38 24 24 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 200,061
Positions
19,887 156,586 17,599 17,459 5,885 742 124,276 755 18,386 1,379 52 0 333 56
Changes from: January 11, 2022 Total Change is: 2,652
923 507 559 9 0 0 -485 0 1,586 50 0 0 10 0
Percent of Open Interest Represented by Each Category of Trader
9.9 78.3 8.8 8.7 2.9 0.4 62.1 0.4 9.2 0.7 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 75
7 20 14 9 . . 27 . 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 56,792
Positions
8,172 12,305 1,511 14,858 10,013 953 10,017 10,777 8,174 3,518 3,556 377 9,214 9,126
Changes from: January 11, 2022 Total Change is: 4,183
91 1,064 203 308 484 88 1,025 1,337 965 1,487 -150 -255 269 445
Percent of Open Interest Represented by Each Category of Trader
14.4 21.7 2.7 26.2 17.6 1.7 17.6 19.0 14.4 6.2 6.3 0.7 16.2 16.1
Number of Traders in Each Category Total Traders: 317
27 16 12 57 51 35 45 55 39 40 25 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 283,960
Positions
40,859 61,524 7,555 74,288 50,066 4,764 50,083 53,887 40,868 17,589 17,779 1,886 46,069 45,631
Changes from: January 11, 2022 Total Change is: 20,913
457 5,321 1,015 1,538 2,422 440 5,126 6,683 4,827 7,437 -749 -1,273 1,345 2,226
Percent of Open Interest Represented by Each Category of Trader
14.4 21.7 2.7 26.2 17.6 1.7 17.6 19.0 14.4 6.2 6.3 0.7 16.2 16.1
Number of Traders in Each Category Total Traders: 317
27 16 12 57 51 35 45 55 39 40 25 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 120,618
Positions
4,333 471 0 1,146 0 0 47,757 99,139 3,781 6,742 551 87 56,771 16,588
Changes from: January 11, 2022 Total Change is: 20,866
1,868 149 0 48 0 0 10,194 24,333 -370 1,774 -980 -123 7,475 -2,143
Percent of Open Interest Represented by Each Category of Trader
3.6 0.4 0.0 1.0 0.0 0.0 39.6 82.2 3.1 5.6 0.5 0.1 47.1 13.8
Number of Traders in Each Category Total Traders: 37
. . 0 . 0 0 11 11 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,398,911
Positions
7,638 88,927 36,496 559,282 258,174 302,345 101,707 340,225 115,293 75,894 44,805 13,689 186,567 198,957
Changes from: January 11, 2022 Total Change is: 26,388
555 3,207 5,035 4,188 8,908 10,547 -3,745 -30,429 12,133 -6,807 7,315 2,493 1,986 7,178
Percent of Open Interest Represented by Each Category of Trader
0.5 6.4 2.6 40.0 18.5 21.6 7.3 24.3 8.2 5.4 3.2 1.0 13.3 14.2
Number of Traders in Each Category Total Traders: 196
8 16 17 58 41 68 28 32 41 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,275,024
Positions
37,577 65,332 2,463 691,682 259,572 206,191 79,683 587,716 22,035 77,535 10,153 122 157,735 121,439
Changes from: January 11, 2022 Total Change is: 28,564
3,151 6,496 738 17,545 -2,915 738 -6,689 32,807 3,482 861 135 0 8,738 -12,917
Percent of Open Interest Represented by Each Category of Trader
2.9 5.1 0.2 54.2 20.4 16.2 6.2 46.1 1.7 6.1 0.8 0.0 12.4 9.5
Number of Traders in Each Category Total Traders: 149
5 10 4 71 24 60 7 22 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,124,651
Positions
63,281 184,230 13,305 769,566 661,055 420,899 536,114 217,512 130,175 53,357 292,829 13,552 124,402 191,094
Changes from: January 11, 2022 Total Change is: 95,582
13,629 13,325 577 37,269 0 28,502 7,019 20,033 3,538 7,736 34,596 -1,541 -1,148 -3,448
Percent of Open Interest Represented by Each Category of Trader
3.0 8.7 0.6 36.2 31.1 19.8 25.2 10.2 6.1 2.5 13.8 0.6 5.9 9.0
Number of Traders in Each Category Total Traders: 363
15 40 10 76 77 81 52 54 34 15 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,976,321
Positions
96,699 163,703 272,612 1,654,748 1,411,525 965,128 757,168 558,806 586,172 196,304 295,628 99,960 347,530 622,788
Changes from: January 11, 2022 Total Change is: 341,693
-36,962 19,652 51,295 33,470 37,581 60,357 42,620 -11,555 127,009 31,687 17,318 30,730 1,488 9,306
Percent of Open Interest Represented by Each Category of Trader
1.9 3.3 5.5 33.3 28.4 19.4 15.2 11.2 11.8 3.9 5.9 2.0 7.0 12.5
Number of Traders in Each Category Total Traders: 433
25 28 36 86 108 108 53 81 80 25 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,394,067
Positions
90,376 14,642 6,398 408,594 577,674 196,360 454,053 200,503 26,742 99,679 79,549 0 111,865 292,199
Changes from: January 11, 2022 Total Change is: 6,509
-7,183 -1,285 693 18,833 18,203 4,606 -8,185 -20,032 -13,500 1,300 13,850 0 9,945 3,974
Percent of Open Interest Represented by Each Category of Trader
6.5 1.1 0.5 29.3 41.4 14.1 32.6 14.4 1.9 7.2 5.7 0.0 8.0 21.0
Number of Traders in Each Category Total Traders: 159
7 5 5 26 64 55 23 18 13 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,336,346
Positions
70,483 172,478 92,355 2,086,254 1,035,206 765,751 239,022 904,918 485,783 303,935 319,449 25,530 267,233 534,876
Changes from: January 11, 2022 Total Change is: 123,491
16,476 -20,522 13,175 -21,468 15,626 20,786 -16,324 -48,093 111,676 -7,481 23,707 288 6,362 6,846
Percent of Open Interest Represented by Each Category of Trader
1.6 4.0 2.1 48.1 23.9 17.7 5.5 20.9 11.2 7.0 7.4 0.6 6.2 12.3
Number of Traders in Each Category Total Traders: 370
19 37 23 68 89 93 35 77 55 16 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,708,640
Positions
287,746 270,512 736,262 5,483 18,177 40,796 189,204 190,366 400,420 23,974 4,966 651 24,104 46,490
Changes from: January 11, 2022 Total Change is: 174,408
241 64,115 37,496 -12,060 13,344 15,406 51,583 -61,836 95,774 -4,221 0 51 -9,862 10,058
Percent of Open Interest Represented by Each Category of Trader
16.8 15.8 43.1 0.3 1.1 2.4 11.1 11.1 23.4 1.4 0.3 0.0 1.4 2.7
Number of Traders in Each Category Total Traders: 118
25 31 48 . . 4 18 26 36 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is22,179,251
Positions
2,761,548 1,606,405 3,515,640 1,120,605 1,412,788 1,281,331 1,255,358 1,293,511 11,406,402 36,041 449,753 280,208 522,118 933,213
Changes from: January 11, 2022 Total Change is: 713,840
-177,136 134,881 -110,126 45,986 -40,276 -54,017 174,525 -93,673 791,533 2,954 35,434 6,293 33,827 43,790
Percent of Open Interest Represented by Each Category of Trader
12.5 7.2 15.9 5.1 6.4 5.8 5.7 5.8 51.4 0.2 2.0 1.3 2.4 4.2
Number of Traders in Each Category Total Traders: 273
28 41 67 17 25 35 38 92 102 9 20 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 2,106,225
Positions
762,808 215,502 671,974 22,426 175,388 59,488 157,506 594,005 361,880 56,754 13,548 12,515 875 1,925
Changes from: January 11, 2022 Total Change is: 280,493
92,191 -70,347 82,799 1,303 9,114 1,246 55,292 202,302 61,222 -4,087 4,106 -6,267 -3,206 -3,682
Percent of Open Interest Represented by Each Category of Trader
36.2 10.2 31.9 1.1 8.3 2.8 7.5 28.2 17.2 2.7 0.6 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 202
45 38 66 5 16 8 34 29 48 16 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 327,742
Positions
113,311 48,484 90,285 29,219 59 6,287 44,608 139,011 40,393 2,024 1,639 1,400 215 184
Changes from: January 11, 2022 Total Change is: 31,320
5,508 -6,601 15,895 -661 59 -153 10,135 20,043 2,732 90 -12 -686 -1,540 43
Percent of Open Interest Represented by Each Category of Trader
34.6 14.8 27.5 8.9 0.0 1.9 13.6 42.4 12.3 0.6 0.5 0.4 0.1 0.1
Number of Traders in Each Category Total Traders: 107
23 25 32 . . . 20 26 30 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 76,699
Positions
0 4,370 0 0 1,799 0 8,068 23,680 41,521 27,109 5,250 0 1 79
Changes from: January 11, 2022 Total Change is: 2,729
-428 2,099 0 0 0 0 -926 -1,657 2,260 1,823 0 0 0 27
Percent of Open Interest Represented by Each Category of Trader
0.0 5.7 0.0 0.0 2.3 0.0 10.5 30.9 54.1 35.3 6.8 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 24
0 5 0 0 5 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 12,020
Positions
414 244 58 5,590 1,043 16 1,355 7,313 1,620 1,425 740 102 1,439 883
Changes from: January 11, 2022 Total Change is: 686
10 -20 21 22 75 -4 100 245 232 360 183 -16 -39 -31
Percent of Open Interest Represented by Each Category of Trader
3.4 2.0 0.5 46.5 8.7 0.1 11.3 60.8 13.5 11.9 6.2 0.8 12.0 7.3
Number of Traders in Each Category Total Traders: 89
. 4 . 7 6 . 18 35 16 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 30,778
Positions
950 1,018 0 164 0 0 19,869 19,450 406 3,478 7,712 695 5,216 1,497
Changes from: January 11, 2022 Total Change is: 636
-230 931 0 -20 0 0 1,327 1,271 -134 -250 -1,902 184 -241 286
Percent of Open Interest Represented by Each Category of Trader
3.1 3.3 0.0 0.5 0.0 0.0 64.6 63.2 1.3 11.3 25.1 2.3 16.9 4.9
Number of Traders in Each Category Total Traders: 129
. . 0 4 0 0 12 14 5 75 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 3,868
Positions
114 98 40 0 109 32 879 2,477 476 1,333 40 88 906 508
Changes from: January 11, 2022 Total Change is: -12
-3 36 2 -17 0 -12 -152 69 -80 406 -52 7 -163 18
Percent of Open Interest Represented by Each Category of Trader
2.9 2.5 1.0 0.0 2.8 0.8 22.7 64.0 12.3 34.5 1.0 2.3 23.4 13.1
Number of Traders in Each Category Total Traders: 42
. . . 0 . . 13 12 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 51,794
Positions
0 6,508 0 0 0 0 40,388 42,367 0 8,838 1,660 1,007 1,561 252
Changes from: January 11, 2022 Total Change is: 16,419
0 506 0 0 0 0 16,891 15,338 0 -223 819 -362 113 118
Percent of Open Interest Represented by Each Category of Trader
0.0 12.6 0.0 0.0 0.0 0.0 78.0 81.8 0.0 17.1 3.2 1.9 3.0 0.5
Number of Traders in Each Category Total Traders: 103
0 . 0 0 0 0 5 6 0 79 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,355
Positions
5,021 42,484 0 20,043 820 557 15,703 5,747 655 3,126 811 51 8,199 2,231
Changes from: January 11, 2022 Total Change is: -3,934
100 78 0 -3,819 220 -20 1,170 -4,207 38 -1,141 -70 -48 -215 74
Percent of Open Interest Represented by Each Category of Trader
9.4 79.6 0.0 37.6 1.5 1.0 29.4 10.8 1.2 5.9 1.5 0.1 15.4 4.2
Number of Traders in Each Category Total Traders: 108
. . 0 20 . 4 30 16 4 28 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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 307,106
Positions
45,748 18,587 15,622 85,870 67,068 36,308 31,671 76,316 51,501 8,980 1,313 10,111 21,295 30,280
Changes from: January 11, 2022 Total Change is: -1,782
-693 2,974 171 -1,157 -8,576 -1,494 -8,153 -4,543 5,130 388 266 4,467 -441 -177
Percent of Open Interest Represented by Each Category of Trader
14.9 6.1 5.1 28.0 21.8 11.8 10.3 24.9 16.8 2.9 0.4 3.3 6.9 9.9
Number of Traders in Each Category Total Traders: 170
11 13 19 14 34 27 34 42 48 9 5 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,271
Positions
3,615 14,995 50 35,071 0 1,086 466 31,897 0 7,388 217 0 595 26
Changes from: January 11, 2022 Total Change is: -5,463
0 -20 20 -5,339 0 0 20 -5,491 0 -179 24 0 15 4
Percent of Open Interest Represented by Each Category of Trader
7.5 31.1 0.1 72.7 0.0 2.2 1.0 66.1 0.0 15.3 0.4 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 43
. 4 . 15 0 . 5 7 0 9 . 0
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Updated January 21, 2022