Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 154,395
Positions
25,834 34,011 4,737 43,205 35,573 4,751 16,235 31,404 13,185 11,631 2,036 2,571 32,248 26,128
Changes from: February 15, 2022 Total Change is: -4,107
-1,000 1,109 59 -179 -7,426 166 -6,119 916 723 290 125 203 1,750 18
Percent of Open Interest Represented by Each Category of Trader
16.7 22.0 3.1 28.0 23.0 3.1 10.5 20.3 8.5 7.5 1.3 1.7 20.9 16.9
Number of Traders in Each Category Total Traders: 109
4 11 7 19 18 7 19 24 18 10 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 50,647
Positions
27,369 1,733 1,038 3,220 13,703 1,893 5,391 11,918 1,963 0 486 0 9,774 17,914
Changes from: February 15, 2022 Total Change is: 785
-149 76 155 280 -44 65 216 1,357 -808 0 0 0 1,027 -16
Percent of Open Interest Represented by Each Category of Trader
54.0 3.4 2.0 6.4 27.1 3.7 10.6 23.5 3.9 0.0 1.0 0.0 19.3 35.4
Number of Traders in Each Category Total Traders: 49
7 . . 5 14 6 7 12 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 213,656
Positions
63,759 40,481 11,120 47,043 66,285 5,562 33,765 28,673 24,672 2,850 7,729 0 24,885 29,135
Changes from: February 15, 2022 Total Change is: -7,978
515 -3,749 -1,084 -1,828 -3,095 395 -5,794 512 80 -22 -34 0 -239 -1,003
Percent of Open Interest Represented by Each Category of Trader
29.8 18.9 5.2 22.0 31.0 2.6 15.8 13.4 11.5 1.3 3.6 0.0 11.6 13.6
Number of Traders in Each Category Total Traders: 123
. 11 7 16 31 15 27 24 22 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 211,966
Positions
104,407 12,758 2,781 47,826 83,041 5,294 14,182 53,184 15,636 2,380 487 474 18,986 38,310
Changes from: February 15, 2022 Total Change is: -4,287
-9,176 3,115 -315 -552 -1,673 -161 5,277 -5,439 1,960 -306 -7 58 -1,072 -1,825
Percent of Open Interest Represented by Each Category of Trader
49.3 6.0 1.3 22.6 39.2 2.5 6.7 25.1 7.4 1.1 0.2 0.2 9.0 18.1
Number of Traders in Each Category Total Traders: 126
9 5 9 19 30 15 20 35 21 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 755,652
Positions
40,989 387,290 16,785 417,582 118,231 32,821 49,435 82,583 48,306 49,797 8,586 7,609 92,328 53,439
Changes from: February 15, 2022 Total Change is: -4,898
-877 9,686 1,390 -7,138 -6,836 1,823 -3,155 -13,326 3,821 -1,041 -435 3 275 -1,024
Percent of Open Interest Represented by Each Category of Trader
5.4 51.3 2.2 55.3 15.6 4.3 6.5 10.9 6.4 6.6 1.1 1.0 12.2 7.1
Number of Traders in Each Category Total Traders: 332
17 16 16 110 42 50 49 46 38 35 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,950
Positions
994 12,365 0 14,754 5,645 3,326 466 4,127 1 0 0 0 12,409 6,486
Changes from: February 15, 2022 Total Change is: -384
0 0 0 -55 -634 73 0 108 1 0 0 0 -403 68
Percent of Open Interest Represented by Each Category of Trader
3.1 38.7 0.0 46.2 17.7 10.4 1.5 12.9 0.0 0.0 0.0 0.0 38.8 20.3
Number of Traders in Each Category Total Traders: 27
. . 0 16 6 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 24,307
Positions
10,782 655 0 4,255 14,254 1,371 0 3,882 0 0 0 0 7,899 4,145
Changes from: February 15, 2022 Total Change is: -149
6 7 0 -1 -546 4 0 203 0 0 0 0 -158 183
Percent of Open Interest Represented by Each Category of Trader
44.4 2.7 0.0 17.5 58.6 5.6 0.0 16.0 0.0 0.0 0.0 0.0 32.5 17.1
Number of Traders in Each Category Total Traders: 21
. . 0 . 10 4 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 208,683
Positions
115,061 19,700 2,889 43,382 92,768 3,893 8,933 41,623 12,607 1,622 3,459 0 20,295 31,742
Changes from: February 15, 2022 Total Change is: 80
-1,850 1,367 -35 3,021 -268 -25 -1,002 -1,034 543 447 -191 -160 -858 -117
Percent of Open Interest Represented by Each Category of Trader
55.1 9.4 1.4 20.8 44.5 1.9 4.3 19.9 6.0 0.8 1.7 0.0 9.7 15.2
Number of Traders in Each Category Total Traders: 100
8 6 6 13 26 8 7 33 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 38,673
Positions
471 30,428 0 19,364 200 3,129 10,111 1,206 1 3,445 2,093 0 2,152 1,616
Changes from: February 15, 2022 Total Change is: -287
-18 -122 0 -2,316 200 0 2,480 -1,461 1 126 1,116 -12 -548 -9
Percent of Open Interest Represented by Each Category of Trader
1.2 78.7 0.0 50.1 0.5 8.1 26.1 3.1 0.0 8.9 5.4 0.0 5.6 4.2
Number of Traders in Each Category Total Traders: 48
. 4 0 5 . . 17 4 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 171,366
Positions
639 74,625 520 96,229 8,706 245 60,911 56,951 827 4,825 26,511 59 7,112 2,923
Changes from: February 15, 2022 Total Change is: 20,205
124 15,858 -10 13,408 1,838 -646 7,656 2,509 88 -1,223 878 -4 812 -306
Percent of Open Interest Represented by Each Category of Trader
0.4 43.5 0.3 56.2 5.1 0.1 35.5 33.2 0.5 2.8 15.5 0.0 4.2 1.7
Number of Traders in Each Category Total Traders: 175
. 11 . 20 13 4 65 28 12 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 94,580
Positions
366 17,850 26,348 45,573 1,259 375 14,951 45,663 22 2,404 1,158 0 4,541 1,905
Changes from: February 15, 2022 Total Change is: 27,231
122 100 26,348 92 54 100 968 1,042 -732 -113 44 0 446 275
Percent of Open Interest Represented by Each Category of Trader
0.4 18.9 27.9 48.2 1.3 0.4 15.8 48.3 0.0 2.5 1.2 0.0 4.8 2.0
Number of Traders in Each Category Total Traders: 74
. . . 14 . . 22 12 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 56,642
Positions
31,496 1,210 0 1,037 27,128 331 19,827 19,702 1,204 100 2,063 33 2,614 4,971
Changes from: February 15, 2022 Total Change is: -7,467
-64 -554 0 -648 -1,387 192 -7,111 -5,476 292 100 24 0 -228 -558
Percent of Open Interest Represented by Each Category of Trader
55.6 2.1 0.0 1.8 47.9 0.6 35.0 34.8 2.1 0.2 3.6 0.1 4.6 8.8
Number of Traders in Each Category Total Traders: 101
10 . 0 4 26 . 23 27 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 21,659
Positions
3,827 0 0 12,787 1,830 0 2,692 17,047 812 258 465 0 1,283 1,505
Changes from: February 15, 2022 Total Change is: 1,864
-37 0 0 950 -89 0 464 1,704 274 2 0 0 211 -25
Percent of Open Interest Represented by Each Category of Trader
17.7 0.0 0.0 59.0 8.4 0.0 12.4 78.7 3.7 1.2 2.1 0.0 5.9 6.9
Number of Traders in Each Category Total Traders: 30
. 0 0 . 4 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 39,980
Positions
15,006 11,361 660 5,739 3,961 392 8,326 5,738 1,670 726 10,201 5 7,457 5,994
Changes from: February 15, 2022 Total Change is: -884
-610 -1,413 -33 -54 1,431 -60 27 74 177 -408 -715 -16 92 -330
Percent of Open Interest Represented by Each Category of Trader
37.5 28.4 1.6 14.4 9.9 1.0 20.8 14.4 4.2 1.8 25.5 0.0 18.7 15.0
Number of Traders in Each Category Total Traders: 97
17 10 . 18 8 9 23 13 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 79,959
Positions
30,012 22,721 1,319 11,478 7,922 783 16,651 11,475 3,340 1,452 20,402 9 14,915 11,988
Changes from: February 15, 2022 Total Change is: -1,767
-1,220 -2,826 -65 -107 2,862 -119 53 148 354 -816 -1,429 -32 184 -660
Percent of Open Interest Represented by Each Category of Trader
37.5 28.4 1.6 14.4 9.9 1.0 20.8 14.4 4.2 1.8 25.5 0.0 18.7 15.0
Number of Traders in Each Category Total Traders: 97
17 10 . 18 8 9 23 13 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 42,840
Positions
15,651 26,725 1 21,317 9,808 1,198 2,373 4,232 0 0 0 0 2,300 876
Changes from: February 15, 2022 Total Change is: -68
-208 134 1 312 -100 0 106 -112 0 0 0 0 -279 9
Percent of Open Interest Represented by Each Category of Trader
36.5 62.4 0.0 49.8 22.9 2.8 5.5 9.9 0.0 0.0 0.0 0.0 5.4 2.0
Number of Traders in Each Category Total Traders: 36
6 5 . 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 646,434
Positions
37,702 124,600 39,612 203,754 102,817 64,568 65,650 52,055 136,404 33,675 61,796 5,362 59,707 59,219
Changes from: February 15, 2022 Total Change is: 23,139
3,926 9,202 2,240 3,451 7,555 4,110 4,792 -4,013 2,842 -550 -2,165 1,203 1,126 2,166
Percent of Open Interest Represented by Each Category of Trader
5.8 19.3 6.1 31.5 15.9 10.0 10.2 8.1 21.1 5.2 9.6 0.8 9.2 9.2
Number of Traders in Each Category Total Traders: 555
31 39 43 154 89 118 75 83 103 51 30 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 19,538
Positions
7,204 17,607 0 6,734 750 0 2,741 0 0 0 0 0 2,859 1,181
Changes from: February 15, 2022 Total Change is: 990
-2,306 1,382 0 2,292 0 0 129 -435 0 0 0 0 875 43
Percent of Open Interest Represented by Each Category of Trader
36.9 90.1 0.0 34.5 3.8 0.0 14.0 0.0 0.0 0.0 0.0 0.0 14.6 6.0
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 38,817
Positions
16,870 36,257 0 14,046 0 0 4,367 1,855 0 200 0 0 3,334 705
Changes from: February 15, 2022 Total Change is: -1,035
-1,385 -1,004 0 -315 0 0 695 222 0 200 0 0 -230 -253
Percent of Open Interest Represented by Each Category of Trader
43.5 93.4 0.0 36.2 0.0 0.0 11.3 4.8 0.0 0.5 0.0 0.0 8.6 1.8
Number of Traders in Each Category Total Traders: 39
. 13 0 15 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 3,232,169
Positions
188,511 623,002 198,060 1,018,771 514,083 322,841 328,248 260,277 682,020 168,373 308,978 26,812 298,534 296,097
Changes from: February 15, 2022 Total Change is: 115,697
19,631 46,010 11,198 17,253 37,776 20,549 23,961 -20,067 14,212 -2,752 -10,823 6,013 5,631 10,828
Percent of Open Interest Represented by Each Category of Trader
5.8 19.3 6.1 31.5 15.9 10.0 10.2 8.1 21.1 5.2 9.6 0.8 9.2 9.2
Number of Traders in Each Category Total Traders: 555
31 39 43 154 89 118 75 83 103 51 30 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 30,579
Positions
17,812 26,717 0 6,881 605 661 2,101 1,140 7 0 0 0 3,117 1,449
Changes from: February 15, 2022 Total Change is: 602
503 -282 0 -275 45 0 277 -107 0 0 0 0 97 946
Percent of Open Interest Represented by Each Category of Trader
58.2 87.4 0.0 22.5 2.0 2.2 6.9 3.7 0.0 0.0 0.0 0.0 10.2 4.7
Number of Traders in Each Category Total Traders: 34
7 6 0 13 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 21,850
Positions
6,294 21,121 0 11,384 0 0 1,292 0 0 0 0 0 2,880 729
Changes from: February 15, 2022 Total Change is: 360
329 490 0 -4 0 0 117 -244 0 0 0 0 -82 114
Percent of Open Interest Represented by Each Category of Trader
28.8 96.7 0.0 52.1 0.0 0.0 5.9 0.0 0.0 0.0 0.0 0.0 13.2 3.3
Number of Traders in Each Category Total Traders: 21
5 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 16,776
Positions
5,538 12,899 0 6,568 2,326 436 2,175 0 17 0 0 0 2,042 1,098
Changes from: February 15, 2022 Total Change is: 78
-203 -1 0 120 0 -2 104 0 0 0 0 0 59 81
Percent of Open Interest Represented by Each Category of Trader
33.0 76.9 0.0 39.2 13.9 2.6 13.0 0.0 0.1 0.0 0.0 0.0 12.2 6.5
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 22, 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 214,316
Positions
64,337 11,159 0 17,104 3,745 170 21,632 150,427 14,171 8,274 0 0 88,628 34,644
Changes from: February 15, 2022 Total Change is: 13,330
6,667 2,074 0 114 0 0 -14,851 13,110 -2,094 469 0 0 23,025 240
Percent of Open Interest Represented by Each Category of Trader
30.0 5.2 0.0 8.0 1.7 0.1 10.1 70.2 6.6 3.9 0.0 0.0 41.4 16.2
Number of Traders in Each Category Total Traders: 25
. . 0 6 . . 5 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 47,871
Positions
17,944 3,805 3 18,113 33,301 2,715 2,140 2,776 270 0 0 0 6,686 5,001
Changes from: February 15, 2022 Total Change is: 1,143
640 -2 -13 366 1,990 -40 722 -587 -2 0 -512 0 -530 309
Percent of Open Interest Represented by Each Category of Trader
37.5 7.9 0.0 37.8 69.6 5.7 4.5 5.8 0.6 0.0 0.0 0.0 14.0 10.4
Number of Traders in Each Category Total Traders: 70
6 6 . 25 21 10 5 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 63,361
Positions
13,855 10,680 1,802 13,077 13,477 1,404 11,238 11,473 9,608 3,446 4,332 248 8,685 10,338
Changes from: February 15, 2022 Total Change is: 4,122
1,679 2,706 -217 643 1,229 31 -489 1,035 -312 1,553 -90 53 1,180 -314
Percent of Open Interest Represented by Each Category of Trader
21.9 16.9 2.8 20.6 21.3 2.2 17.7 18.1 15.2 5.4 6.8 0.4 13.7 16.3
Number of Traders in Each Category Total Traders: 329
30 18 13 56 57 44 45 65 33 25 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 316,805
Positions
69,276 53,398 9,008 65,384 67,387 7,019 56,188 57,367 48,040 17,229 21,660 1,238 43,424 51,688
Changes from: February 15, 2022 Total Change is: 20,611
8,393 13,531 -1,083 3,217 6,147 154 -2,444 5,173 -1,559 7,765 -449 266 5,901 -1,569
Percent of Open Interest Represented by Each Category of Trader
21.9 16.9 2.8 20.6 21.3 2.2 17.7 18.1 15.2 5.4 6.8 0.4 13.7 16.3
Number of Traders in Each Category Total Traders: 329
30 18 13 56 57 44 45 65 33 25 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 168,813
Positions
1,939 14,252 0 1,693 689 0 87,867 124,643 5,614 4,024 1,117 10 67,666 22,488
Changes from: February 15, 2022 Total Change is: 1
1,125 -1,521 0 259 167 0 335 5,491 -1,589 698 653 -179 -648 -3,021
Percent of Open Interest Represented by Each Category of Trader
1.1 8.4 0.0 1.0 0.4 0.0 52.0 73.8 3.3 2.4 0.7 0.0 40.1 13.3
Number of Traders in Each Category Total Traders: 42
4 . 0 4 . 0 10 12 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 526,025
Positions
139,224 49,417 2,631 197,815 208,198 55,754 72,164 118,509 20,955 10,194 43,187 666 26,622 26,708
Changes from: February 15, 2022 Total Change is: 12,243
335 8,582 -220 2,160 8,663 -584 10,250 2,486 -3,588 4,005 -2,900 32 -146 -228
Percent of Open Interest Represented by Each Category of Trader
26.5 9.4 0.5 37.6 39.6 10.6 13.7 22.5 4.0 1.9 8.2 0.1 5.1 5.1
Number of Traders in Each Category Total Traders: 359
33 17 7 88 70 59 42 80 36 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 30,976
Positions
6,860 29,289 0 19,545 457 0 2,900 843 0 0 0 0 1,671 387
Changes from: February 15, 2022 Total Change is: 49
-170 213 0 1,024 0 0 7 0 0 0 0 0 -812 -164
Percent of Open Interest Represented by Each Category of Trader
22.1 94.6 0.0 63.1 1.5 0.0 9.4 2.7 0.0 0.0 0.0 0.0 5.4 1.2
Number of Traders in Each Category Total Traders: 32
. 8 0 16 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 14,052
Positions
637 6,210 0 9,504 1,074 25 644 2,234 3 202 1,311 0 3,037 3,195
Changes from: February 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.5 44.2 0.0 67.6 7.6 0.2 4.6 15.9 0.0 1.4 9.3 0.0 21.6 22.7
Number of Traders in Each Category Total Traders: 22
. . 0 10 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 54,467
Positions
14,704 5,453 691 15,371 5,824 360 8,406 10,427 42 9,019 232 0 5,874 31,438
Changes from: February 15, 2022 Total Change is: 4,051
1,478 1,510 2 735 545 -57 1,229 -1,797 38 620 232 0 6 3,578
Percent of Open Interest Represented by Each Category of Trader
27.0 10.0 1.3 28.2 10.7 0.7 15.4 19.1 0.1 16.6 0.4 0.0 10.8 57.7
Number of Traders in Each Category Total Traders: 70
10 8 . 12 7 5 10 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 389,340
Positions
40,203 187,241 2,732 263,820 107,451 42,911 15,673 17,356 1,383 11,730 22,919 1,155 9,733 6,192
Changes from: February 15, 2022 Total Change is: 12,592
31 10,742 465 10,109 6,182 -1,181 2,943 -1,420 158 533 -2,138 -49 -417 -167
Percent of Open Interest Represented by Each Category of Trader
10.3 48.1 0.7 67.8 27.6 11.0 4.0 4.5 0.4 3.0 5.9 0.3 2.5 1.6
Number of Traders in Each Category Total Traders: 199
15 12 5 75 48 35 20 13 7 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 1,114,013
Positions
120,023 517,409 4,132 688,221 334,109 115,948 87,371 66,397 6,766 60,898 45,936 929 29,725 22,387
Changes from: February 15, 2022 Total Change is: 20,294
-6,264 8,261 1,216 17,043 -2,279 -6,077 2,289 5,296 414 8,291 10,414 -70 3,452 3,119
Percent of Open Interest Represented by Each Category of Trader
10.8 46.4 0.4 61.8 30.0 10.4 7.8 6.0 0.6 5.5 4.1 0.1 2.7 2.0
Number of Traders in Each Category Total Traders: 413
26 20 8 147 80 84 55 37 26 28 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 209,303
Positions
15,899 166,460 20,996 16,932 5,885 667 138,928 805 14,117 1,453 302 0 311 71
Changes from: February 15, 2022 Total Change is: -234
-50 482 -709 -48 0 48 2,620 0 -64 -3 0 0 -2,028 9
Percent of Open Interest Represented by Each Category of Trader
7.6 79.5 10.0 8.1 2.8 0.3 66.4 0.4 6.7 0.7 0.1 0.0 0.1 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 22, 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 1,291,348
Positions
5,928 101,309 22,737 534,317 258,979 273,065 107,362 294,087 75,366 86,729 50,903 2,737 183,106 212,166
Changes from: February 15, 2022 Total Change is: -97,623
-4,587 21,632 -11,475 -12,680 -5,090 -14,848 2,313 -34,705 -47,844 8,734 -1,241 -10,625 -6,611 6,574
Percent of Open Interest Represented by Each Category of Trader
0.5 7.8 1.8 41.4 20.1 21.1 8.3 22.8 5.8 6.7 3.9 0.2 14.2 16.4
Number of Traders in Each Category Total Traders: 183
. 17 16 63 34 62 24 26 38 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 1,346,175
Positions
39,551 75,813 7,876 702,657 245,722 205,325 92,818 624,443 53,522 84,124 9,777 130 160,172 123,567
Changes from: February 15, 2022 Total Change is: 30,725
-183 -1,575 7,311 -12,187 -4,674 3,857 2,653 7,137 24,301 2,393 -3,105 8 2,572 -2,535
Percent of Open Interest Represented by Each Category of Trader
2.9 5.6 0.6 52.2 18.3 15.3 6.9 46.4 4.0 6.2 0.7 0.0 11.9 9.2
Number of Traders in Each Category Total Traders: 152
5 11 9 70 24 62 10 21 15 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 2,166,216
Positions
125,646 159,251 34,373 816,900 516,302 478,932 352,085 285,414 181,696 19,097 254,848 6,500 150,987 248,901
Changes from: February 15, 2022 Total Change is: -63,441
-12,032 8,145 17,194 -38,394 -70,157 -6,774 -24,190 -39,770 -6,879 -1,892 -3,914 1,249 8,277 37,465
Percent of Open Interest Represented by Each Category of Trader
5.8 7.4 1.6 37.7 23.8 22.1 16.3 13.2 8.4 0.9 11.8 0.3 7.0 11.5
Number of Traders in Each Category Total Traders: 344
23 35 17 83 58 83 47 55 42 6 37 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 4,698,106
Positions
95,493 127,107 190,218 1,527,326 1,367,659 816,700 828,799 502,748 625,071 121,179 313,355 86,964 406,355 668,284
Changes from: February 15, 2022 Total Change is: -707,506
-20,909 -46,848 -165,438 -33,815 1,907 -96,066 13,461 -11,486 -282,594 -60,494 -36,980 -117,525 55,874 47,524
Percent of Open Interest Represented by Each Category of Trader
2.0 2.7 4.0 32.5 29.1 17.4 17.6 10.7 13.3 2.6 6.7 1.9 8.6 14.2
Number of Traders in Each Category Total Traders: 427
21 30 40 83 110 124 50 80 91 23 29 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 1,466,298
Positions
93,552 24,693 6,407 416,561 587,416 221,675 367,325 182,333 110,545 109,438 55,970 72 140,723 277,187
Changes from: February 15, 2022 Total Change is: 13,936
-6,917 2,311 -1,247 -2,412 -19,425 19,080 -22,909 -205 9,489 846 -5,742 5 18,001 9,670
Percent of Open Interest Represented by Each Category of Trader
6.4 1.7 0.4 28.4 40.1 15.1 25.1 12.4 7.5 7.5 3.8 0.0 9.6 18.9
Number of Traders in Each Category Total Traders: 162
7 7 7 27 60 57 24 19 25 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 4,595,317
Positions
53,581 200,943 129,513 2,074,339 929,405 825,480 344,759 1,159,846 473,369 242,361 289,717 33,800 418,114 553,245
Changes from: February 15, 2022 Total Change is: -98,951
-11,295 -7,264 -17,313 -14,066 -77,599 -1,919 -39,344 104,728 -143,668 -19,084 -6,177 7,463 140,275 42,798
Percent of Open Interest Represented by Each Category of Trader
1.2 4.4 2.8 45.1 20.2 18.0 7.5 25.2 10.3 5.3 6.3 0.7 9.1 12.0
Number of Traders in Each Category Total Traders: 341
15 32 27 73 78 101 30 74 60 12 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 2,062,186
Positions
266,267 429,837 826,926 7,823 31,247 15,341 398,374 228,442 448,680 43,804 12,039 4,203 50,768 65,471
Changes from: February 15, 2022 Total Change is: 62,609
11,346 41,069 15,936 -18,313 1,887 4,795 33,320 -15,030 -7,582 963 3,994 636 21,508 16,904
Percent of Open Interest Represented by Each Category of Trader
12.9 20.8 40.1 0.4 1.5 0.7 19.3 11.1 21.8 2.1 0.6 0.2 2.5 3.2
Number of Traders in Each Category Total Traders: 140
26 38 55 . 4 4 18 32 40 11 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 is25,798,125
Positions
2,955,408 1,798,966 4,179,810 1,142,704 1,160,378 1,051,335 815,011 1,154,788 14,668,711 41,342 387,835 351,109 592,696 1,045,193
Changes from: February 15, 2022 Total Change is: 508,028
29,547 -46,757 95,178 -6,547 -29,042 55,228 52,099 155,224 204,844 -6,047 -7,998 -3,148 86,875 84,498
Percent of Open Interest Represented by Each Category of Trader
11.5 7.0 16.2 4.4 4.5 4.1 3.2 4.5 56.9 0.2 1.5 1.4 2.3 4.1
Number of Traders in Each Category Total Traders: 273
26 42 64 18 23 33 44 83 108 11 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 3,465,154
Positions
912,611 382,560 1,168,727 33,990 151,026 88,516 191,633 649,824 971,866 62,085 17,109 10,202 25,524 25,325
Changes from: February 15, 2022 Total Change is: 167,436
73,774 -25,796 53,147 -1,484 -1,958 -1,391 -2,744 103,741 26,389 4,383 1,070 -4,998 20,359 17,233
Percent of Open Interest Represented by Each Category of Trader
26.3 11.0 33.7 1.0 4.4 2.6 5.5 18.8 28.0 1.8 0.5 0.3 0.7 0.7
Number of Traders in Each Category Total Traders: 245
45 52 84 11 13 12 39 40 67 17 21 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 391,440
Positions
131,324 123,668 92,410 27,698 13,908 8,759 89,091 111,046 40,029 1,302 776 566 261 278
Changes from: February 15, 2022 Total Change is: 26,094
-13,712 15,659 12,810 108 4,091 268 25,968 -8,004 1,177 -340 256 -277 92 114
Percent of Open Interest Represented by Each Category of Trader
33.5 31.6 23.6 7.1 3.6 2.2 22.8 28.4 10.2 0.3 0.2 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 121
22 35 32 . . . 29 23 30 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 75,443
Positions
0 4,232 0 0 1,681 0 6,311 14,610 49,615 19,517 5,250 0 0 55
Changes from: February 15, 2022 Total Change is: -744
0 195 0 0 8 0 206 -946 0 -950 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 5.6 0.0 0.0 2.2 0.0 8.4 19.4 65.8 25.9 7.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 22
0 6 0 0 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 51,829
Positions
12,686 219 9,446 0 0 0 8,042 1,110 21,409 0 19,377 246 0 22
Changes from: February 15, 2022 Total Change is: -276
-893 79 250 0 0 0 367 0 0 0 -606 0 0 1
Percent of Open Interest Represented by Each Category of Trader
24.5 0.4 18.2 0.0 0.0 0.0 15.5 2.1 41.3 0.0 37.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 5 . . 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 11,497
Positions
335 317 0 6,139 821 11 1,289 7,163 783 1,075 1,044 489 1,377 869
Changes from: February 15, 2022 Total Change is: 490
-20 -36 -70 -39 103 -16 205 783 3 -2 -637 456 -27 -95
Percent of Open Interest Represented by Each Category of Trader
2.9 2.8 0.0 53.4 7.1 0.1 11.2 62.3 6.8 9.4 9.1 4.3 12.0 7.6
Number of Traders in Each Category Total Traders: 85
. . 0 8 5 . 19 37 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 16,623
Positions
797 998 32 162 92 0 4,978 8,483 964 3,708 2,869 1,718 4,264 1,467
Changes from: February 15, 2022 Total Change is: -40
639 660 32 -20 1 0 -1,412 -1,382 590 395 -261 192 -456 128
Percent of Open Interest Represented by Each Category of Trader
4.8 6.0 0.2 1.0 0.6 0.0 29.9 51.0 5.8 22.3 17.3 10.3 25.7 8.8
Number of Traders in Each Category Total Traders: 127
4 . . 4 . 0 17 11 6 64 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,782
Positions
112 0 36 0 182 15 992 2,442 384 1,274 71 88 881 564
Changes from: February 15, 2022 Total Change is: 243
-3 -92 -18 0 47 0 139 377 216 -58 -350 67 -100 -4
Percent of Open Interest Represented by Each Category of Trader
3.0 0.0 1.0 0.0 4.8 0.4 26.2 64.6 10.2 33.7 1.9 2.3 23.3 14.9
Number of Traders in Each Category Total Traders: 42
. 0 . 0 . . 12 19 5 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 33,643
Positions
551 12,227 0 88 0 0 16,977 12,347 3,923 10,559 4,819 5 1,540 322
Changes from: February 15, 2022 Total Change is: 5,382
247 11,354 0 0 0 0 1,670 -9,962 3,923 -307 96 5 -156 -34
Percent of Open Interest Represented by Each Category of Trader
1.6 36.3 0.0 0.3 0.0 0.0 50.5 36.7 11.7 31.4 14.3 0.0 4.6 1.0
Number of Traders in Each Category Total Traders: 106
. . 0 . 0 0 8 5 . 73 17 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 55,049
Positions
7,634 42,459 0 19,036 1,267 562 13,644 6,516 1,741 5,355 718 87 6,990 1,698
Changes from: February 15, 2022 Total Change is: 637
1,600 50 0 -256 277 1 1,034 335 -3 -821 17 10 -927 -49
Percent of Open Interest Represented by Each Category of Trader
13.9 77.1 0.0 34.6 2.3 1.0 24.8 11.8 3.2 9.7 1.3 0.2 12.7 3.1
Number of Traders in Each Category Total Traders: 116
. . 0 19 4 4 36 14 7 30 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 271,157
Positions
37,895 24,310 16,260 87,797 30,503 31,673 24,520 83,634 37,260 7,229 11,314 6,514 22,009 29,689
Changes from: February 15, 2022 Total Change is: -16,465
2,141 8,594 -4,271 7,923 -5,351 -1,263 -1,412 1,944 -15,917 -935 1,224 -3,759 1,028 2,334
Percent of Open Interest Represented by Each Category of Trader
14.0 9.0 6.0 32.4 11.2 11.7 9.0 30.8 13.7 2.7 4.2 2.4 8.1 10.9
Number of Traders in Each Category Total Traders: 166
13 15 14 21 24 22 32 36 44 6 13 11
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Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 41,602
Positions
1,760 14,957 88 29,659 0 1,458 805 24,949 0 7,035 52 27 770 71
Changes from: February 15, 2022 Total Change is: -7,875
0 -88 88 -8,351 0 249 0 -8,144 -8 52 28 25 70 -25
Percent of Open Interest Represented by Each Category of Trader
4.2 36.0 0.2 71.3 0.0 3.5 1.9 60.0 0.0 16.9 0.1 0.1 1.9 0.2
Number of Traders in Each Category Total Traders: 46
. 4 . 16 0 5 6 7 0 9 . .
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Updated February 25, 2022