Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 158,502
Positions
26,834 32,902 4,678 43,383 42,999 4,584 22,355 30,488 12,463 11,340 1,911 2,368 30,497 26,110
Changes from: February 8, 2022 Total Change is: -441
-320 -2,265 416 -1,203 2,786 -40 998 -697 -667 -1,039 -518 529 886 16
Percent of Open Interest Represented by Each Category of Trader
16.9 20.8 3.0 27.4 27.1 2.9 14.1 19.2 7.9 7.2 1.2 1.5 19.2 16.5
Number of Traders in Each Category Total Traders: 110
5 10 7 19 20 9 19 22 17 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 49,862
Positions
27,518 1,657 882 2,940 13,747 1,828 5,175 10,560 2,771 0 486 0 8,747 17,931
Changes from: February 8, 2022 Total Change is: 4,340
1,658 -324 222 621 2,025 264 2,705 1,407 340 0 0 0 -1,470 406
Percent of Open Interest Represented by Each Category of Trader
55.2 3.3 1.8 5.9 27.6 3.7 10.4 21.2 5.6 0.0 1.0 0.0 17.5 36.0
Number of Traders in Each Category Total Traders: 49
7 . . 4 15 5 8 11 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 221,634
Positions
63,244 44,229 12,204 48,871 69,380 5,167 39,560 28,161 24,592 2,872 7,763 0 25,125 30,138
Changes from: February 8, 2022 Total Change is: 1,202
-4,236 5,581 1,684 2,197 -3,888 -1,004 2,768 -5,102 2,311 -3 6 0 -2,515 1,613
Percent of Open Interest Represented by Each Category of Trader
28.5 20.0 5.5 22.1 31.3 2.3 17.8 12.7 11.1 1.3 3.5 0.0 11.3 13.6
Number of Traders in Each Category Total Traders: 126
4 10 7 20 29 14 24 28 21 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 216,253
Positions
113,583 9,643 3,095 48,377 84,714 5,455 8,905 58,623 13,676 2,687 494 416 20,058 40,135
Changes from: February 8, 2022 Total Change is: 4,519
13,836 -5,478 -73 -2,942 1,201 -242 -8,799 3,261 1,352 121 12 -347 1,613 4,832
Percent of Open Interest Represented by Each Category of Trader
52.5 4.5 1.4 22.4 39.2 2.5 4.1 27.1 6.3 1.2 0.2 0.2 9.3 18.6
Number of Traders in Each Category Total Traders: 123
10 4 9 18 30 14 15 39 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 760,550
Positions
41,866 377,604 15,394 424,720 125,068 30,998 52,590 95,910 44,485 50,838 9,022 7,606 92,053 54,463
Changes from: February 8, 2022 Total Change is: 7,329
-251 21,071 -1,913 9,691 -5,025 1,504 -5,407 -4,518 988 2,331 -2,008 -1,056 1,441 -1,715
Percent of Open Interest Represented by Each Category of Trader
5.5 49.6 2.0 55.8 16.4 4.1 6.9 12.6 5.8 6.7 1.2 1.0 12.1 7.2
Number of Traders in Each Category Total Traders: 332
17 17 17 109 43 49 46 45 35 38 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 32,334
Positions
994 12,365 0 14,809 6,279 3,253 466 4,019 0 0 0 0 12,812 6,418
Changes from: February 8, 2022 Total Change is: -323
-347 -14 0 7 -1,023 -1 0 418 0 0 0 0 18 297
Percent of Open Interest Represented by Each Category of Trader
3.1 38.2 0.0 45.8 19.4 10.1 1.4 12.4 0.0 0.0 0.0 0.0 39.6 19.8
Number of Traders in Each Category Total Traders: 28
. . 0 16 7 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 24,456
Positions
10,776 648 0 4,256 14,800 1,367 0 3,679 0 0 0 0 8,057 3,962
Changes from: February 8, 2022 Total Change is: -717
-2 648 0 -516 -1,156 -46 0 1,286 0 0 0 0 -153 -1,449
Percent of Open Interest Represented by Each Category of Trader
44.1 2.6 0.0 17.4 60.5 5.6 0.0 15.0 0.0 0.0 0.0 0.0 32.9 16.2
Number of Traders in Each Category Total Traders: 21
. . 0 . 11 5 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 208,603
Positions
116,910 18,333 2,925 40,361 93,036 3,919 9,935 42,656 12,064 1,175 3,650 160 21,153 31,859
Changes from: February 8, 2022 Total Change is: -2,424
-3,067 3,726 713 3,771 -2,976 151 371 -3,081 416 -5,026 -95 -137 385 -1,141
Percent of Open Interest Represented by Each Category of Trader
56.0 8.8 1.4 19.3 44.6 1.9 4.8 20.4 5.8 0.6 1.7 0.1 10.1 15.3
Number of Traders in Each Category Total Traders: 97
8 6 6 12 25 9 11 28 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 38,960
Positions
489 30,550 0 21,680 0 3,129 7,631 2,667 0 3,319 977 12 2,700 1,625
Changes from: February 8, 2022 Total Change is: -273
350 116 0 2,447 0 0 -3,546 1,599 -2 321 -2,464 12 145 466
Percent of Open Interest Represented by Each Category of Trader
1.3 78.4 0.0 55.6 0.0 8.0 19.6 6.8 0.0 8.5 2.5 0.0 6.9 4.2
Number of Traders in Each Category Total Traders: 45
. 4 0 8 0 . 18 . 0 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 151,161
Positions
515 58,767 530 82,821 6,868 891 53,254 54,442 738 6,048 25,633 63 6,300 3,229
Changes from: February 8, 2022 Total Change is: 16,828
-400 9,083 24 3,362 647 -688 13,592 5,269 366 442 2,253 -46 175 -80
Percent of Open Interest Represented by Each Category of Trader
0.3 38.9 0.4 54.8 4.5 0.6 35.2 36.0 0.5 4.0 17.0 0.0 4.2 2.1
Number of Traders in Each Category Total Traders: 156
. 10 . 19 13 5 52 26 10 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 67,349
Positions
244 17,750 0 45,481 1,205 275 13,983 44,621 754 2,517 1,114 0 4,095 1,630
Changes from: February 8, 2022 Total Change is: 3,013
-32 0 0 2,458 62 0 -71 2,433 435 -206 -67 0 429 150
Percent of Open Interest Represented by Each Category of Trader
0.4 26.4 0.0 67.5 1.8 0.4 20.8 66.3 1.1 3.7 1.7 0.0 6.1 2.4
Number of Traders in Each Category Total Traders: 70
. . 0 13 . . 22 14 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 64,109
Positions
31,560 1,764 0 1,685 28,515 139 26,938 25,178 912 0 2,039 33 2,842 5,529
Changes from: February 8, 2022 Total Change is: 9,227
2,548 -735 0 -349 2,436 -96 7,643 7,857 -109 -150 -186 0 -260 60
Percent of Open Interest Represented by Each Category of Trader
49.2 2.8 0.0 2.6 44.5 0.2 42.0 39.3 1.4 0.0 3.2 0.1 4.4 8.6
Number of Traders in Each Category Total Traders: 102
10 . 0 7 24 5 19 32 5 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 19,795
Positions
3,864 0 0 11,837 1,919 0 2,228 15,343 538 256 465 0 1,072 1,530
Changes from: February 8, 2022 Total Change is: -2,240
-149 0 0 -2,562 -264 0 205 -1,466 2 -128 -254 -7 399 -251
Percent of Open Interest Represented by Each Category of Trader
19.5 0.0 0.0 59.8 9.7 0.0 11.3 77.5 2.7 1.3 2.3 0.0 5.4 7.7
Number of Traders in Each Category Total Traders: 29
. 0 0 . 4 0 4 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 40,863
Positions
15,616 12,774 692 5,793 2,530 451 8,299 5,664 1,493 1,134 10,916 20 7,365 6,324
Changes from: February 8, 2022 Total Change is: -680
-4 725 157 -1,089 -114 34 -60 -1,706 752 -554 -183 -35 119 -309
Percent of Open Interest Represented by Each Category of Trader
38.2 31.3 1.7 14.2 6.2 1.1 20.3 13.9 3.7 2.8 26.7 0.1 18.0 15.5
Number of Traders in Each Category Total Traders: 98
16 12 4 17 7 8 24 15 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 81,726
Positions
31,232 25,547 1,384 11,585 5,060 902 16,598 11,328 2,986 2,268 21,831 41 14,731 12,648
Changes from: February 8, 2022 Total Change is: -1,359
-7 1,449 313 -2,177 -228 68 -120 -3,413 1,504 -1,108 -366 -69 237 -618
Percent of Open Interest Represented by Each Category of Trader
38.2 31.3 1.7 14.2 6.2 1.1 20.3 13.9 3.7 2.8 26.7 0.1 18.0 15.5
Number of Traders in Each Category Total Traders: 98
16 12 4 17 7 8 24 15 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 42,908
Positions
15,859 26,591 0 21,005 9,908 1,198 2,267 4,344 0 0 0 0 2,579 867
Changes from: February 8, 2022 Total Change is: 372
-356 164 0 416 78 22 218 22 0 0 0 0 72 86
Percent of Open Interest Represented by Each Category of Trader
37.0 62.0 0.0 49.0 23.1 2.8 5.3 10.1 0.0 0.0 0.0 0.0 6.0 2.0
Number of Traders in Each Category Total Traders: 35
6 5 0 16 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 623,294
Positions
33,776 115,398 37,372 200,304 95,261 60,458 60,857 56,069 133,562 34,225 63,960 4,160 58,581 57,054
Changes from: February 8, 2022 Total Change is: 21,959
3,090 -7,695 3,540 -5,642 3,049 2,471 3,071 8,998 11,053 7,250 -21 -825 -2,049 1,389
Percent of Open Interest Represented by Each Category of Trader
5.4 18.5 6.0 32.1 15.3 9.7 9.8 9.0 21.4 5.5 10.3 0.7 9.4 9.2
Number of Traders in Each Category Total Traders: 555
33 35 41 146 91 114 76 85 102 52 35 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 18,548
Positions
9,510 16,225 0 4,442 750 0 2,612 435 0 0 0 0 1,984 1,138
Changes from: February 8, 2022 Total Change is: -235
0 -563 0 -688 0 -44 351 435 0 0 0 0 146 -63
Percent of Open Interest Represented by Each Category of Trader
51.3 87.5 0.0 23.9 4.0 0.0 14.1 2.3 0.0 0.0 0.0 0.0 10.7 6.1
Number of Traders in Each Category Total Traders: 21
4 8 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 39,852
Positions
18,255 37,261 0 14,361 0 0 3,672 1,633 0 0 0 0 3,564 958
Changes from: February 8, 2022 Total Change is: 4,374
1,936 4,782 0 3,968 0 0 -1,138 184 0 0 0 0 -392 -592
Percent of Open Interest Represented by Each Category of Trader
45.8 93.5 0.0 36.0 0.0 0.0 9.2 4.1 0.0 0.0 0.0 0.0 8.9 2.4
Number of Traders in Each Category Total Traders: 35
. 13 0 14 0 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 3,116,472
Positions
168,879 576,992 186,862 1,001,518 476,306 302,291 304,287 280,343 667,808 171,125 319,801 20,799 292,903 285,269
Changes from: February 8, 2022 Total Change is: 109,797
15,448 -38,475 17,700 -28,208 15,247 12,355 15,357 44,988 55,267 36,251 -105 -4,126 -10,247 6,945
Percent of Open Interest Represented by Each Category of Trader
5.4 18.5 6.0 32.1 15.3 9.7 9.8 9.0 21.4 5.5 10.3 0.7 9.4 9.2
Number of Traders in Each Category Total Traders: 555
33 35 41 146 91 114 76 85 102 52 35 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 29,977
Positions
17,309 26,999 0 7,156 560 661 1,824 1,247 7 0 0 0 3,020 503
Changes from: February 8, 2022 Total Change is: 1,558
755 1,169 0 930 213 145 25 682 0 0 0 0 -297 -651
Percent of Open Interest Represented by Each Category of Trader
57.7 90.1 0.0 23.9 1.9 2.2 6.1 4.2 0.0 0.0 0.0 0.0 10.1 1.7
Number of Traders in Each Category Total Traders: 37
8 6 0 14 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 21,490
Positions
5,965 20,631 0 11,388 0 0 1,175 244 0 0 0 0 2,962 615
Changes from: February 8, 2022 Total Change is: 148
-85 0 0 4 0 0 104 14 0 0 0 0 125 134
Percent of Open Interest Represented by Each Category of Trader
27.8 96.0 0.0 53.0 0.0 0.0 5.5 1.1 0.0 0.0 0.0 0.0 13.8 2.9
Number of Traders in Each Category Total Traders: 21
4 7 0 7 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 16,698
Positions
5,741 12,900 0 6,448 2,326 438 2,071 0 17 0 0 0 1,983 1,017
Changes from: February 8, 2022 Total Change is: 2,820
2,301 87 0 -72 2,326 0 486 0 17 0 0 0 88 390
Percent of Open Interest Represented by Each Category of Trader
34.4 77.3 0.0 38.6 13.9 2.6 12.4 0.0 0.1 0.0 0.0 0.0 11.9 6.1
Number of Traders in Each Category Total Traders: 24
6 8 0 6 . . . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 200,986
Positions
57,670 9,085 0 16,990 3,745 170 36,483 137,317 16,265 7,805 0 0 65,602 34,404
Changes from: February 8, 2022 Total Change is: 12,430
6,172 745 0 -2,885 70 -114 -10,228 35,428 4,530 1,021 0 0 13,933 -28,229
Percent of Open Interest Represented by Each Category of Trader
28.7 4.5 0.0 8.5 1.9 0.1 18.2 68.3 8.1 3.9 0.0 0.0 32.6 17.1
Number of Traders in Each Category Total Traders: 28
. . 0 6 . . 8 8 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 46,728
Positions
17,304 3,807 16 17,747 31,311 2,755 1,418 3,363 272 0 512 0 7,216 4,692
Changes from: February 8, 2022 Total Change is: -398
-174 -4 -69 540 331 -91 -572 -256 -195 0 119 0 163 -233
Percent of Open Interest Represented by Each Category of Trader
37.0 8.1 0.0 38.0 67.0 5.9 3.0 7.2 0.6 0.0 1.1 0.0 15.4 10.0
Number of Traders in Each Category Total Traders: 74
6 6 . 27 21 10 4 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 59,239
Positions
12,177 7,974 2,018 12,433 12,248 1,373 11,726 10,439 9,920 1,893 4,422 194 7,505 10,651
Changes from: February 8, 2022 Total Change is: 1,126
-271 -861 116 -345 -519 227 1,128 735 760 -40 539 -1 -447 131
Percent of Open Interest Represented by Each Category of Trader
20.6 13.5 3.4 21.0 20.7 2.3 19.8 17.6 16.7 3.2 7.5 0.3 12.7 18.0
Number of Traders in Each Category Total Traders: 318
29 19 14 57 56 46 44 61 35 16 36 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 296,194
Positions
60,883 39,868 10,090 62,167 61,240 6,865 58,632 52,194 49,599 9,464 22,110 972 37,523 53,257
Changes from: February 8, 2022 Total Change is: 5,628
-1,357 -4,305 579 -1,724 -2,596 1,134 5,639 3,673 3,798 -199 2,697 -7 -2,234 656
Percent of Open Interest Represented by Each Category of Trader
20.6 13.5 3.4 21.0 20.7 2.3 19.8 17.6 16.7 3.2 7.5 0.3 12.7 18.0
Number of Traders in Each Category Total Traders: 318
29 19 14 57 56 46 44 61 35 16 36 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 168,812
Positions
814 15,773 0 1,434 522 0 87,532 119,152 7,203 3,326 464 189 68,314 25,509
Changes from: February 8, 2022 Total Change is: 4,940
77 5,887 0 145 91 0 5,302 -3,847 993 178 -457 52 -1,807 2,221
Percent of Open Interest Represented by Each Category of Trader
0.5 9.3 0.0 0.8 0.3 0.0 51.9 70.6 4.3 2.0 0.3 0.1 40.5 15.1
Number of Traders in Each Category Total Traders: 40
. . 0 . . 0 12 11 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 513,782
Positions
138,889 40,835 2,851 195,655 199,535 56,338 61,915 116,023 24,543 6,189 46,087 634 26,768 26,935
Changes from: February 8, 2022 Total Change is: -1,953
18,001 -102 368 3,926 1,237 544 -22,032 -9,665 -229 -2,193 4,351 50 -389 1,492
Percent of Open Interest Represented by Each Category of Trader
27.0 7.9 0.6 38.1 38.8 11.0 12.1 22.6 4.8 1.2 9.0 0.1 5.2 5.2
Number of Traders in Each Category Total Traders: 355
33 16 7 90 71 61 36 84 38 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 30,927
Positions
7,030 29,076 0 18,521 457 0 2,893 843 0 0 0 0 2,483 551
Changes from: February 8, 2022 Total Change is: 3,557
881 3,661 0 1,752 -1 0 282 -237 -15 0 0 0 657 149
Percent of Open Interest Represented by Each Category of Trader
22.7 94.0 0.0 59.9 1.5 0.0 9.4 2.7 0.0 0.0 0.0 0.0 8.0 1.8
Number of Traders in Each Category Total Traders: 33
. 8 0 17 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 50,416
Positions
13,226 3,943 689 14,636 5,279 417 7,177 12,224 4 8,399 0 0 5,868 27,860
Changes from: February 8, 2022 Total Change is: -1,537
1,611 -904 -40 12 -825 15 -2,220 2,401 -192 -525 -1,464 0 -198 -528
Percent of Open Interest Represented by Each Category of Trader
26.2 7.8 1.4 29.0 10.5 0.8 14.2 24.2 0.0 16.7 0.0 0.0 11.6 55.3
Number of Traders in Each Category Total Traders: 66
11 7 . 12 5 4 10 17 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 376,748
Positions
40,172 176,499 2,267 253,711 101,269 44,092 12,730 18,776 1,225 11,197 25,057 1,204 10,150 6,359
Changes from: February 8, 2022 Total Change is: -1,819
-1,059 -4 -5 -2,704 -9,803 4,168 -2,568 1,847 -611 -315 2,510 -30 1,305 109
Percent of Open Interest Represented by Each Category of Trader
10.7 46.8 0.6 67.3 26.9 11.7 3.4 5.0 0.3 3.0 6.7 0.3 2.7 1.7
Number of Traders in Each Category Total Traders: 191
14 12 5 72 47 36 15 14 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,093,719
Positions
126,287 509,148 2,916 671,178 336,388 122,025 85,082 61,101 6,352 52,607 35,522 999 26,273 19,268
Changes from: February 8, 2022 Total Change is: 3,694
2,069 -2,904 -19 -7,660 1,205 7,212 2,210 -9,525 -1,081 -7 8,583 89 881 134
Percent of Open Interest Represented by Each Category of Trader
11.5 46.6 0.3 61.4 30.8 11.2 7.8 5.6 0.6 4.8 3.2 0.1 2.4 1.8
Number of Traders in Each Category Total Traders: 405
27 20 9 142 84 81 53 35 25 26 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 209,537
Positions
15,949 165,978 21,705 16,980 5,885 619 136,308 805 14,181 1,456 302 0 2,339 62
Changes from: February 8, 2022 Total Change is: 6,148
-3,013 8,995 -341 88 0 -48 9,874 0 -2,455 32 0 0 2,011 -3
Percent of Open Interest Represented by Each Category of Trader
7.6 79.2 10.4 8.1 2.8 0.3 65.1 0.4 6.8 0.7 0.1 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 79
6 22 14 9 . . 26 . 7 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,388,971
Positions
10,515 79,677 34,212 546,997 264,069 287,913 105,049 328,792 123,211 77,994 52,144 13,362 189,718 205,592
Changes from: February 8, 2022 Total Change is: 70,457
305 -6,136 4,594 -13,803 7,179 9,593 15,850 5,339 37,519 1,919 2,907 1,366 13,113 8,095
Percent of Open Interest Represented by Each Category of Trader
0.8 5.7 2.5 39.4 19.0 20.7 7.6 23.7 8.9 5.6 3.8 1.0 13.7 14.8
Number of Traders in Each Category Total Traders: 189
9 16 17 57 42 66 24 25 35 9 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,315,450
Positions
39,734 77,388 565 714,844 250,396 201,468 90,165 617,307 29,221 81,731 12,882 122 157,600 126,101
Changes from: February 8, 2022 Total Change is: 27,735
3,385 10,463 -1,048 13,994 -19,749 5,316 1,370 22,586 7,107 -1,457 4,124 0 -932 -1,064
Percent of Open Interest Represented by Each Category of Trader
3.0 5.9 0.0 54.3 19.0 15.3 6.9 46.9 2.2 6.2 1.0 0.0 12.0 9.6
Number of Traders in Each Category Total Traders: 152
5 9 4 71 25 59 10 22 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,229,657
Positions
137,678 151,106 17,179 855,295 586,459 485,705 376,275 325,184 188,575 20,989 258,762 5,251 142,710 211,436
Changes from: February 8, 2022 Total Change is: -91,659
53,512 4,324 3,961 44,088 -48,341 16,652 -236,315 -75,386 22,743 -14,635 -10,828 896 17,439 -5,679
Percent of Open Interest Represented by Each Category of Trader
6.2 6.8 0.8 38.4 26.3 21.8 16.9 14.6 8.5 0.9 11.6 0.2 6.4 9.5
Number of Traders in Each Category Total Traders: 351
22 34 11 86 67 81 40 63 43 6 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,405,612
Positions
116,402 173,954 355,656 1,561,141 1,365,752 912,766 815,338 514,234 907,666 181,673 350,335 204,489 350,481 620,760
Changes from: February 8, 2022 Total Change is: 290,446
31,828 -10,662 61,324 -61,430 -83,795 44,607 -66,209 -17,117 205,758 10,476 47,217 54,771 9,320 -11,658
Percent of Open Interest Represented by Each Category of Trader
2.2 3.2 6.6 28.9 25.3 16.9 15.1 9.5 16.8 3.4 6.5 3.8 6.5 11.5
Number of Traders in Each Category Total Traders: 436
25 33 35 77 114 111 53 84 98 21 29 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,452,362
Positions
100,469 22,382 7,654 418,973 606,841 202,595 390,234 182,538 101,056 108,592 61,712 67 122,722 267,517
Changes from: February 8, 2022 Total Change is: 42,025
-4,917 -708 2,499 1,616 13,884 5,850 -15,292 -21,370 49,337 975 3,828 63 1,894 -11,358
Percent of Open Interest Represented by Each Category of Trader
6.9 1.5 0.5 28.8 41.8 13.9 26.9 12.6 7.0 7.5 4.2 0.0 8.4 18.4
Number of Traders in Each Category Total Traders: 162
6 7 7 28 62 58 22 19 22 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 4,694,268
Positions
64,877 208,206 146,826 2,088,405 1,007,004 827,400 384,104 1,055,118 617,037 261,445 295,894 26,336 277,839 510,447
Changes from: February 8, 2022 Total Change is: 206,108
19,505 -13,828 31,173 -55,926 -34,449 4,763 30,642 55,330 183,216 -9,451 -11,425 10,942 -8,756 -19,614
Percent of Open Interest Represented by Each Category of Trader
1.4 4.4 3.1 44.5 21.5 17.6 8.2 22.5 13.1 5.6 6.3 0.6 5.9 10.9
Number of Traders in Each Category Total Traders: 360
17 34 30 74 84 95 41 70 58 14 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,999,577
Positions
254,921 388,768 810,990 26,136 29,360 10,546 365,054 243,472 456,262 42,841 8,045 3,567 29,260 48,567
Changes from: February 8, 2022 Total Change is: 225,269
30,166 82,485 15,514 -1,345 4,284 -6,298 134,460 86,093 29,468 15,559 -1,177 2,842 4,903 12,058
Percent of Open Interest Represented by Each Category of Trader
12.7 19.4 40.6 1.3 1.5 0.5 18.3 12.2 22.8 2.1 0.4 0.2 1.5 2.4
Number of Traders in Each Category Total Traders: 137
30 32 57 . 4 5 20 30 38 9 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,290,097
Positions
2,925,861 1,845,723 4,084,632 1,149,251 1,189,420 996,106 762,912 999,564 14,463,867 47,389 395,833 354,257 505,821 960,695
Changes from: February 8, 2022 Total Change is: 792,756
-111,378 -53,364 179,204 7,077 59,672 -15,599 -158,232 -226,325 879,254 10,477 -30,366 14,639 -12,685 -14,358
Percent of Open Interest Represented by Each Category of Trader
11.6 7.3 16.2 4.5 4.7 3.9 3.0 4.0 57.2 0.2 1.6 1.4 2.0 3.8
Number of Traders in Each Category Total Traders: 272
24 42 63 18 24 32 41 84 104 12 22 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 3,297,718
Positions
838,837 408,356 1,115,579 35,474 152,984 89,907 194,376 546,083 945,477 57,702 16,039 15,200 5,166 8,093
Changes from: February 8, 2022 Total Change is: 171,292
4,105 1,738 115,794 -4,452 11,238 587 -81,194 -94,536 137,457 -458 -367 -2,281 1,735 1,661
Percent of Open Interest Represented by Each Category of Trader
25.4 12.4 33.8 1.1 4.6 2.7 5.9 16.6 28.7 1.7 0.5 0.5 0.2 0.2
Number of Traders in Each Category Total Traders: 242
46 49 84 10 14 12 37 39 66 19 22 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 365,346
Positions
145,036 108,009 79,600 27,590 9,817 8,491 63,123 119,050 38,852 1,642 520 843 169 164
Changes from: February 8, 2022 Total Change is: 42,821
21,559 24,494 12,085 -148 2,253 2,107 6,351 1,188 1,231 487 338 -29 -822 -846
Percent of Open Interest Represented by Each Category of Trader
39.7 29.6 21.8 7.6 2.7 2.3 17.3 32.6 10.6 0.4 0.1 0.2 0.0 0.0
Number of Traders in Each Category Total Traders: 118
23 34 33 . . . 28 22 32 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 76,187
Positions
0 4,037 0 0 1,673 0 6,105 15,556 49,615 20,467 5,250 0 0 56
Changes from: February 8, 2022 Total Change is: 2,261
0 683 0 0 0 0 -220 -770 2,813 -332 -467 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 5.3 0.0 0.0 2.2 0.0 8.0 20.4 65.1 26.9 6.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 23
0 6 0 0 4 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 52,105
Positions
13,579 140 9,196 0 0 0 7,675 1,110 21,409 0 19,983 246 0 21
Changes from: February 8, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.1 0.3 17.6 0.0 0.0 0.0 14.7 2.1 41.1 0.0 38.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 5 . . 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 11,007
Positions
355 353 70 6,178 718 27 1,084 6,380 779 1,077 1,682 33 1,404 965
Changes from: February 8, 2022 Total Change is: 789
-7 73 12 273 63 -23 38 22 366 236 301 -1 -106 -25
Percent of Open Interest Represented by Each Category of Trader
3.2 3.2 0.6 56.1 6.5 0.2 9.8 58.0 7.1 9.8 15.3 0.3 12.8 8.8
Number of Traders in Each Category Total Traders: 88
. 6 . 9 5 . 21 32 16 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 16,663
Positions
158 338 0 182 91 0 6,390 9,865 374 3,313 3,130 1,526 4,720 1,339
Changes from: February 8, 2022 Total Change is: 3,734
-408 338 -6 -54 13 0 3,400 1,673 14 78 1,300 248 462 154
Percent of Open Interest Represented by Each Category of Trader
0.9 2.0 0.0 1.1 0.5 0.0 38.3 59.2 2.2 19.9 18.8 9.2 28.3 8.0
Number of Traders in Each Category Total Traders: 125
. . 0 4 . 0 19 10 6 69 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 3,539
Positions
115 92 54 0 135 15 853 2,065 168 1,332 421 21 981 568
Changes from: February 8, 2022 Total Change is: 277
1 -30 -18 0 38 -1 457 21 -128 9 287 -49 6 157
Percent of Open Interest Represented by Each Category of Trader
3.2 2.6 1.5 0.0 3.8 0.4 24.1 58.3 4.7 37.6 11.9 0.6 27.7 16.0
Number of Traders in Each Category Total Traders: 45
. . . 0 . . 13 16 5 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 28,261
Positions
304 873 0 88 0 0 15,307 22,309 0 10,866 4,723 0 1,696 356
Changes from: February 8, 2022 Total Change is: -2,505
-1,889 873 0 0 0 0 -752 -3,270 0 148 -82 -36 24 10
Percent of Open Interest Represented by Each Category of Trader
1.1 3.1 0.0 0.3 0.0 0.0 54.2 78.9 0.0 38.4 16.7 0.0 6.0 1.3
Number of Traders in Each Category Total Traders: 110
. . 0 . 0 0 6 6 0 79 15 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,412
Positions
6,034 42,409 0 19,292 990 561 12,609 6,181 1,744 6,177 701 78 7,917 1,748
Changes from: February 8, 2022 Total Change is: 685
300 0 0 -438 -45 -3 429 489 334 970 -81 38 -945 -47
Percent of Open Interest Represented by Each Category of Trader
11.1 77.9 0.0 35.5 1.8 1.0 23.2 11.4 3.2 11.4 1.3 0.1 14.6 3.2
Number of Traders in Each Category Total Traders: 125
. . 0 20 . 4 36 14 7 40 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 287,622
Positions
35,754 15,716 20,531 79,874 35,854 32,936 25,932 81,690 53,177 8,164 10,090 10,273 20,981 27,355
Changes from: February 8, 2022 Total Change is: -5,982
1,316 2,391 -219 5,091 -12,114 -5,507 -8,551 1,991 -4,688 -775 7,377 5,955 1,396 -1,168
Percent of Open Interest Represented by Each Category of Trader
12.4 5.5 7.1 27.8 12.5 11.5 9.0 28.4 18.5 2.8 3.5 3.6 7.3 9.5
Number of Traders in Each Category Total Traders: 171
17 14 20 19 27 22 32 35 48 9 11 12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 49,477
Positions
1,760 15,045 0 38,010 0 1,209 805 33,093 8 6,983 24 2 700 96
Changes from: February 8, 2022 Total Change is: 3,986
-4 33 -33 3,903 0 0 188 3,932 8 -79 24 -27 30 49
Percent of Open Interest Represented by Each Category of Trader
3.6 30.4 0.0 76.8 0.0 2.4 1.6 66.9 0.0 14.1 0.0 0.0 1.4 0.2
Number of Traders in Each Category Total Traders: 44
. 4 0 16 0 . 6 7 . 8 . .
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Updated February 18, 2022