Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 158,363
Positions
26,109 37,079 5,020 39,861 34,329 6,295 18,291 32,609 14,164 13,859 2,630 2,023 32,741 24,215
Changes from: February 22, 2022 Total Change is: 3,968
275 3,068 283 -3,343 -1,244 1,544 2,056 1,205 979 2,229 594 -548 493 -1,913
Percent of Open Interest Represented by Each Category of Trader
16.5 23.4 3.2 25.2 21.7 4.0 11.5 20.6 8.9 8.8 1.7 1.3 20.7 15.3
Number of Traders in Each Category Total Traders: 113
4 12 7 18 22 9 18 24 16 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 50,296
Positions
28,053 2,180 977 4,850 13,636 1,625 2,078 13,293 2,232 0 486 0 10,481 15,867
Changes from: February 22, 2022 Total Change is: -351
684 447 -61 1,630 -67 -268 -3,313 1,376 270 0 0 0 707 -2,047
Percent of Open Interest Represented by Each Category of Trader
55.8 4.3 1.9 9.6 27.1 3.2 4.1 26.4 4.4 0.0 1.0 0.0 20.8 31.5
Number of Traders in Each Category Total Traders: 46
5 4 . 4 14 5 4 14 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 244,181
Positions
85,015 46,033 11,748 33,887 73,724 6,530 51,089 32,718 28,880 2,942 7,078 455 23,635 37,015
Changes from: February 22, 2022 Total Change is: 30,525
21,256 5,552 628 -13,156 7,439 968 17,324 4,045 4,207 92 -650 455 -1,250 7,881
Percent of Open Interest Represented by Each Category of Trader
34.8 18.9 4.8 13.9 30.2 2.7 20.9 13.4 11.8 1.2 2.9 0.2 9.7 15.2
Number of Traders in Each Category Total Traders: 130
5 9 7 15 30 16 28 32 23 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 227,691
Positions
96,082 14,466 7,551 49,025 88,696 5,286 26,056 59,307 16,884 2,541 478 639 23,628 34,384
Changes from: February 22, 2022 Total Change is: 15,725
-8,325 1,707 4,770 1,199 5,655 -8 11,874 6,123 1,248 160 -9 165 4,642 -3,926
Percent of Open Interest Represented by Each Category of Trader
42.2 6.4 3.3 21.5 39.0 2.3 11.4 26.0 7.4 1.1 0.2 0.3 10.4 15.1
Number of Traders in Each Category Total Traders: 128
9 5 10 18 33 18 20 33 20 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 798,963
Positions
46,579 387,815 18,407 418,836 133,492 36,236 65,159 83,854 64,267 53,670 8,760 8,311 87,498 57,821
Changes from: February 22, 2022 Total Change is: 43,311
5,590 524 1,622 1,255 15,261 3,415 15,724 1,271 15,960 3,873 174 701 -4,830 4,382
Percent of Open Interest Represented by Each Category of Trader
5.8 48.5 2.3 52.4 16.7 4.5 8.2 10.5 8.0 6.7 1.1 1.0 11.0 7.2
Number of Traders in Each Category Total Traders: 335
19 16 16 109 42 50 50 47 37 38 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 32,732
Positions
989 12,347 0 15,170 5,442 3,449 466 4,914 1 0 0 0 12,657 6,579
Changes from: February 22, 2022 Total Change is: 782
-5 -18 0 416 -203 123 0 787 0 0 0 0 248 93
Percent of Open Interest Represented by Each Category of Trader
3.0 37.7 0.0 46.3 16.6 10.5 1.4 15.0 0.0 0.0 0.0 0.0 38.7 20.1
Number of Traders in Each Category Total Traders: 28
. . 0 16 6 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 25,769
Positions
10,961 655 0 4,221 17,140 1,409 1,326 1,545 421 0 0 0 7,431 4,599
Changes from: February 22, 2022 Total Change is: 1,462
179 0 0 -34 2,886 38 1,326 -2,337 421 0 0 0 -468 454
Percent of Open Interest Represented by Each Category of Trader
42.5 2.5 0.0 16.4 66.5 5.5 5.1 6.0 1.6 0.0 0.0 0.0 28.8 17.8
Number of Traders in Each Category Total Traders: 20
. . 0 . 11 4 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 206,657
Positions
112,943 24,101 3,350 38,816 85,591 4,521 10,781 42,792 13,162 1,601 2,504 0 21,483 30,636
Changes from: February 22, 2022 Total Change is: -2,026
-2,118 4,400 461 -4,567 -7,178 627 1,848 1,169 555 -21 -955 0 1,188 -1,106
Percent of Open Interest Represented by Each Category of Trader
54.7 11.7 1.6 18.8 41.4 2.2 5.2 20.7 6.4 0.8 1.2 0.0 10.4 14.8
Number of Traders in Each Category Total Traders: 96
7 7 7 12 24 10 11 29 16 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 24,753
Positions
793 18,492 0 8,593 103 3,129 8,988 680 0 2,395 888 0 855 1,461
Changes from: February 22, 2022 Total Change is: -13,920
322 -11,936 0 -10,771 -97 0 -1,123 -526 -1 -1,050 -1,205 0 -1,297 -155
Percent of Open Interest Represented by Each Category of Trader
3.2 74.7 0.0 34.7 0.4 12.6 36.3 2.7 0.0 9.7 3.6 0.0 3.5 5.9
Number of Traders in Each Category Total Traders: 34
. . 0 4 . . 11 4 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 154,725
Positions
835 80,673 508 76,342 11,261 2,105 63,424 30,471 1,123 4,025 25,627 37 6,326 2,920
Changes from: February 22, 2022 Total Change is: -16,641
196 6,048 -12 -19,887 2,555 1,860 2,514 -26,480 296 -800 -884 -22 -786 -2
Percent of Open Interest Represented by Each Category of Trader
0.5 52.1 0.3 49.3 7.3 1.4 41.0 19.7 0.7 2.6 16.6 0.0 4.1 1.9
Number of Traders in Each Category Total Traders: 160
4 10 . 21 14 4 60 22 12 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 70,567
Positions
668 55,127 0 53,299 1,534 375 10,764 10,661 5 1,778 1,078 0 3,678 1,787
Changes from: February 22, 2022 Total Change is: -24,013
302 37,277 -26,348 7,726 275 0 -4,187 -35,002 -17 -626 -80 0 -863 -118
Percent of Open Interest Represented by Each Category of Trader
0.9 78.1 0.0 75.5 2.2 0.5 15.3 15.1 0.0 2.5 1.5 0.0 5.2 2.5
Number of Traders in Each Category Total Traders: 65
. . 0 15 4 . 17 9 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 50,394
Positions
32,500 1,317 0 1,230 23,682 428 12,495 17,982 912 126 1,452 33 2,670 4,588
Changes from: February 22, 2022 Total Change is: -6,248
1,004 107 0 193 -3,446 97 -7,332 -1,720 -292 26 -611 0 56 -383
Percent of Open Interest Represented by Each Category of Trader
64.5 2.6 0.0 2.4 47.0 0.8 24.8 35.7 1.8 0.3 2.9 0.1 5.3 9.1
Number of Traders in Each Category Total Traders: 91
10 . 0 5 22 4 21 25 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 21,726
Positions
3,740 0 0 14,297 1,845 0 1,514 17,107 929 245 465 0 1,001 1,380
Changes from: February 22, 2022 Total Change is: 67
-87 0 0 1,510 15 0 -1,178 60 117 -13 0 0 -282 -125
Percent of Open Interest Represented by Each Category of Trader
17.2 0.0 0.0 65.8 8.5 0.0 7.0 78.7 4.3 1.1 2.1 0.0 4.6 6.4
Number of Traders in Each Category Total Traders: 27
. 0 0 . 4 0 5 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 39,262
Positions
16,744 8,964 579 5,673 3,580 262 6,798 7,729 892 1,126 10,243 6 7,183 7,008
Changes from: February 22, 2022 Total Change is: -718
1,738 -2,397 -81 -66 -382 -130 -1,528 1,991 -778 400 42 1 -275 1,014
Percent of Open Interest Represented by Each Category of Trader
42.6 22.8 1.5 14.4 9.1 0.7 17.3 19.7 2.3 2.9 26.1 0.0 18.3 17.8
Number of Traders in Each Category Total Traders: 100
21 9 4 18 9 9 18 15 9 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 78,523
Positions
33,488 17,928 1,158 11,346 7,159 523 13,596 15,458 1,784 2,252 20,486 12 14,365 14,015
Changes from: February 22, 2022 Total Change is: -1,436
3,476 -4,793 -161 -132 -763 -260 -3,056 3,982 -1,556 800 85 2 -549 2,028
Percent of Open Interest Represented by Each Category of Trader
42.6 22.8 1.5 14.4 9.1 0.7 17.3 19.7 2.3 2.9 26.1 0.0 18.3 17.8
Number of Traders in Each Category Total Traders: 100
21 9 4 18 9 9 18 15 9 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 42,476
Positions
17,393 27,586 1 19,243 10,064 1,123 2,302 2,914 0 0 0 0 2,414 788
Changes from: February 22, 2022 Total Change is: -364
1,742 861 0 -2,074 256 -75 -71 -1,318 0 0 0 0 114 -88
Percent of Open Interest Represented by Each Category of Trader
40.9 64.9 0.0 45.3 23.7 2.6 5.4 6.9 0.0 0.0 0.0 0.0 5.7 1.9
Number of Traders in Each Category Total Traders: 33
6 4 . 15 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 658,205
Positions
43,970 104,238 45,213 200,446 106,811 65,851 62,533 67,111 142,941 33,940 61,656 4,570 58,742 59,814
Changes from: February 22, 2022 Total Change is: 11,772
6,268 -20,362 5,601 -3,308 3,995 1,282 -3,117 15,055 6,537 266 -139 -792 -965 595
Percent of Open Interest Represented by Each Category of Trader
6.7 15.8 6.9 30.5 16.2 10.0 9.5 10.2 21.7 5.2 9.4 0.7 8.9 9.1
Number of Traders in Each Category Total Traders: 576
30 42 43 149 95 118 71 96 103 53 37 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 19,728
Positions
6,859 17,818 0 8,223 750 0 2,573 0 0 0 0 0 2,073 1,160
Changes from: February 22, 2022 Total Change is: 190
-345 211 0 1,489 0 0 -168 0 0 0 0 0 -786 -21
Percent of Open Interest Represented by Each Category of Trader
34.8 90.3 0.0 41.7 3.8 0.0 13.0 0.0 0.0 0.0 0.0 0.0 10.5 5.9
Number of Traders in Each Category Total Traders: 23
5 8 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 38,720
Positions
15,790 36,212 0 14,130 0 0 5,402 1,527 0 0 0 0 3,398 981
Changes from: February 22, 2022 Total Change is: -97
-1,080 -45 0 84 0 0 1,035 -328 0 -200 0 0 64 276
Percent of Open Interest Represented by Each Category of Trader
40.8 93.5 0.0 36.5 0.0 0.0 14.0 3.9 0.0 0.0 0.0 0.0 8.8 2.5
Number of Traders in Each Category Total Traders: 38
. 12 0 16 0 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 3,291,027
Positions
219,849 521,190 226,064 1,002,231 534,056 329,253 312,663 335,553 714,706 169,702 308,282 22,851 293,708 299,072
Changes from: February 22, 2022 Total Change is: 58,858
31,338 -101,811 28,004 -16,540 19,973 6,412 -15,585 75,276 32,686 1,329 -696 -3,962 -4,826 2,974
Percent of Open Interest Represented by Each Category of Trader
6.7 15.8 6.9 30.5 16.2 10.0 9.5 10.2 21.7 5.2 9.4 0.7 8.9 9.1
Number of Traders in Each Category Total Traders: 576
30 42 43 149 95 118 71 96 103 53 37 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 30,047
Positions
18,651 25,241 0 5,570 1,870 547 2,106 1,175 7 0 0 0 3,166 1,207
Changes from: February 22, 2022 Total Change is: -532
839 -1,476 0 -1,311 1,265 -114 5 35 0 0 0 0 49 -242
Percent of Open Interest Represented by Each Category of Trader
62.1 84.0 0.0 18.5 6.2 1.8 7.0 3.9 0.0 0.0 0.0 0.0 10.5 4.0
Number of Traders in Each Category Total Traders: 30
6 6 0 9 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 22,025
Positions
5,965 21,464 0 11,527 0 0 1,344 0 0 0 0 0 3,189 561
Changes from: February 22, 2022 Total Change is: 175
-329 343 0 143 0 0 52 0 0 0 0 0 309 -168
Percent of Open Interest Represented by Each Category of Trader
27.1 97.5 0.0 52.3 0.0 0.0 6.1 0.0 0.0 0.0 0.0 0.0 14.5 2.5
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 16,867
Positions
5,021 15,415 0 6,694 0 593 2,029 244 0 0 0 0 2,530 615
Changes from: February 22, 2022 Total Change is: 91
-517 2,516 0 126 -2,326 157 -146 244 -17 0 0 0 488 -483
Percent of Open Interest Represented by Each Category of Trader
29.8 91.4 0.0 39.7 0.0 3.5 12.0 1.4 0.0 0.0 0.0 0.0 15.0 3.6
Number of Traders in Each Category Total Traders: 22
5 9 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 188,180
Positions
71,159 13,766 0 18,136 3,904 46 25,035 97,609 12,490 7,544 0 0 53,771 60,365
Changes from: February 22, 2022 Total Change is: -26,136
6,822 2,607 0 1,032 159 -124 3,403 -52,818 -1,681 -730 0 0 -34,857 25,721
Percent of Open Interest Represented by Each Category of Trader
37.8 7.3 0.0 9.6 2.1 0.0 13.3 51.9 6.6 4.0 0.0 0.0 28.6 32.1
Number of Traders in Each Category Total Traders: 26
. . 0 7 . . 6 7 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 49,574
Positions
19,269 2,550 3 18,520 36,449 2,590 2,399 2,977 467 0 0 0 6,326 4,538
Changes from: February 22, 2022 Total Change is: 1,703
1,325 -1,255 0 407 3,148 -125 259 201 197 0 0 0 -360 -463
Percent of Open Interest Represented by Each Category of Trader
38.9 5.1 0.0 37.4 73.5 5.2 4.8 6.0 0.9 0.0 0.0 0.0 12.8 9.2
Number of Traders in Each Category Total Traders: 75
7 6 . 24 24 11 5 9 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 61,556
Positions
14,635 10,322 2,037 13,250 12,759 1,412 10,895 9,041 9,579 2,186 4,094 199 7,363 12,113
Changes from: February 22, 2022 Total Change is: -1,805
780 -358 236 174 -719 8 -343 -2,432 -29 -1,260 -238 -49 -1,322 1,775
Percent of Open Interest Represented by Each Category of Trader
23.8 16.8 3.3 21.5 20.7 2.3 17.7 14.7 15.6 3.6 6.7 0.3 12.0 19.7
Number of Traders in Each Category Total Traders: 314
32 19 16 55 55 42 38 62 34 20 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 307,780
Positions
73,175 51,611 10,187 66,252 63,794 7,060 54,473 45,207 47,895 10,928 20,470 993 36,816 60,563
Changes from: February 22, 2022 Total Change is: -9,025
3,899 -1,788 1,180 868 -3,593 40 -1,714 -12,160 -145 -6,300 -1,190 -245 -6,608 8,875
Percent of Open Interest Represented by Each Category of Trader
23.8 16.8 3.3 21.5 20.7 2.3 17.7 14.7 15.6 3.6 6.7 0.3 12.0 19.7
Number of Traders in Each Category Total Traders: 314
32 19 16 55 55 42 38 62 34 20 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 175,420
Positions
2,073 16,673 0 1,659 747 0 13,527 124,324 6,507 4,606 2,827 0 147,048 24,342
Changes from: February 22, 2022 Total Change is: 6,607
134 2,421 0 -34 58 0 -74,340 -319 892 582 1,710 -10 79,383 1,855
Percent of Open Interest Represented by Each Category of Trader
1.2 9.5 0.0 0.9 0.4 0.0 7.7 70.9 3.7 2.6 1.6 0.0 83.8 13.9
Number of Traders in Each Category Total Traders: 44
4 . 0 4 . 0 9 13 7 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 526,598
Positions
160,488 41,841 5,904 188,067 226,933 52,341 67,909 115,372 18,330 9,660 37,718 648 23,251 27,512
Changes from: February 22, 2022 Total Change is: 573
21,264 -7,576 3,273 -9,748 18,734 -3,413 -4,255 -3,137 -2,625 -533 -5,469 -18 -3,371 804
Percent of Open Interest Represented by Each Category of Trader
30.5 7.9 1.1 35.7 43.1 9.9 12.9 21.9 3.5 1.8 7.2 0.1 4.4 5.2
Number of Traders in Each Category Total Traders: 355
32 15 9 90 69 53 41 83 34 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 30,368
Positions
6,860 28,574 0 19,107 457 0 2,904 849 0 0 0 0 1,497 488
Changes from: February 22, 2022 Total Change is: -608
0 -715 0 -438 0 0 4 6 0 0 0 0 -174 101
Percent of Open Interest Represented by Each Category of Trader
22.6 94.1 0.0 62.9 1.5 0.0 9.6 2.8 0.0 0.0 0.0 0.0 4.9 1.6
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 March 1, 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 52,878
Positions
13,231 5,573 679 15,219 6,966 395 7,352 12,375 466 9,859 201 0 5,677 26,223
Changes from: February 22, 2022 Total Change is: -1,589
-1,473 120 -12 -152 1,142 35 -1,054 1,948 424 840 -31 0 -197 -5,215
Percent of Open Interest Represented by Each Category of Trader
25.0 10.5 1.3 28.8 13.2 0.7 13.9 23.4 0.9 18.6 0.4 0.0 10.7 49.6
Number of Traders in Each Category Total Traders: 64
10 7 . 11 6 5 7 18 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 389,404
Positions
33,241 180,977 3,351 267,525 115,922 41,213 18,259 20,489 1,098 11,752 19,526 1,155 11,810 5,673
Changes from: February 22, 2022 Total Change is: 64
-6,962 -6,264 619 3,705 8,471 -1,698 2,586 3,133 -285 22 -3,393 0 2,077 -519
Percent of Open Interest Represented by Each Category of Trader
8.5 46.5 0.9 68.7 29.8 10.6 4.7 5.3 0.3 3.0 5.0 0.3 3.0 1.5
Number of Traders in Each Category Total Traders: 199
15 13 8 71 51 38 21 13 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,201,390
Positions
121,251 526,893 2,067 740,370 338,817 133,678 80,372 102,191 7,636 85,667 54,984 946 29,403 34,178
Changes from: February 22, 2022 Total Change is: 87,377
1,228 9,484 -2,065 52,149 4,708 17,730 -6,999 35,794 870 24,769 9,048 17 -322 11,791
Percent of Open Interest Represented by Each Category of Trader
10.1 43.9 0.2 61.6 28.2 11.1 6.7 8.5 0.6 7.1 4.6 0.1 2.4 2.8
Number of Traders in Each Category Total Traders: 417
27 19 7 150 81 85 52 44 30 26 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 192,293
Positions
16,733 149,861 21,592 17,126 5,915 557 122,947 805 10,767 1,314 302 0 1,257 2,494
Changes from: February 22, 2022 Total Change is: -17,010
834 -16,599 596 194 30 -110 -15,981 0 -3,350 -139 0 0 946 2,423
Percent of Open Interest Represented by Each Category of Trader
8.7 77.9 11.2 8.9 3.1 0.3 63.9 0.4 5.6 0.7 0.2 0.0 0.7 1.3
Number of Traders in Each Category Total Traders: 78
5 24 13 9 . . 26 . 6 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,233,006
Positions
4,283 111,152 21,657 495,977 244,769 268,213 91,330 250,691 90,914 90,751 47,808 4,176 165,705 193,626
Changes from: February 22, 2022 Total Change is: -58,342
-1,645 9,843 -1,080 -38,340 -14,210 -4,852 -16,032 -43,396 15,547 4,022 -3,095 1,439 -17,401 -18,540
Percent of Open Interest Represented by Each Category of Trader
0.3 9.0 1.8 40.2 19.9 21.8 7.4 20.3 7.4 7.4 3.9 0.3 13.4 15.7
Number of Traders in Each Category Total Traders: 183
. 19 16 64 34 61 20 30 34 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,266,477
Positions
33,118 42,448 3,390 705,782 252,671 191,671 75,581 629,855 17,193 80,177 6,982 118 159,447 122,149
Changes from: February 22, 2022 Total Change is: -79,698
-6,433 -33,365 -4,486 3,126 6,949 -13,655 -17,237 5,412 -36,329 -3,947 -2,795 -12 -725 -1,417
Percent of Open Interest Represented by Each Category of Trader
2.6 3.4 0.3 55.7 20.0 15.1 6.0 49.7 1.4 6.3 0.6 0.0 12.6 9.6
Number of Traders in Each Category Total Traders: 146
4 8 5 74 25 63 6 19 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 2,052,175
Positions
130,086 171,400 12,401 818,012 528,204 457,370 375,100 276,367 84,923 17,330 295,289 1,010 155,943 225,212
Changes from: February 22, 2022 Total Change is: -114,041
4,440 12,149 -21,972 1,112 11,902 -21,562 23,015 -9,047 -96,774 -1,767 40,441 -5,490 4,956 -23,689
Percent of Open Interest Represented by Each Category of Trader
6.3 8.4 0.6 39.9 25.7 22.3 18.3 13.5 4.1 0.8 14.4 0.0 7.6 11.0
Number of Traders in Each Category Total Traders: 344
18 39 12 86 58 80 49 53 30 7 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 4,587,131
Positions
222,563 151,920 176,841 1,481,627 1,484,925 828,116 702,858 400,005 559,937 161,538 302,385 110,021 343,630 572,981
Changes from: February 22, 2022 Total Change is: -110,975
127,069 24,814 -13,377 -45,699 117,266 11,416 -125,941 -102,743 -65,135 40,359 -10,969 23,057 -62,725 -95,303
Percent of Open Interest Represented by Each Category of Trader
4.9 3.3 3.9 32.3 32.4 18.1 15.3 8.7 12.2 3.5 6.6 2.4 7.5 12.5
Number of Traders in Each Category Total Traders: 432
26 27 36 92 100 114 53 78 84 23 33 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,336,363
Positions
73,123 22,579 2,898 434,302 584,398 204,458 337,033 179,714 39,958 119,992 58,208 39 124,560 244,111
Changes from: February 22, 2022 Total Change is: -129,935
-20,429 -2,114 -3,509 17,741 -3,018 -17,217 -30,292 -2,619 -70,587 10,554 2,238 -33 -16,163 -33,076
Percent of Open Interest Represented by Each Category of Trader
5.5 1.7 0.2 32.5 43.7 15.3 25.2 13.4 3.0 9.0 4.4 0.0 9.3 18.3
Number of Traders in Each Category Total Traders: 162
6 6 4 30 61 55 22 19 20 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 4,299,948
Positions
56,405 236,063 99,125 1,892,895 803,837 932,982 272,217 955,389 475,239 265,093 263,135 23,464 282,528 510,713
Changes from: February 22, 2022 Total Change is: -295,369
2,823 35,121 -30,388 -181,445 -125,567 107,502 -72,543 -204,457 1,870 22,732 -26,582 -10,336 -135,586 -42,532
Percent of Open Interest Represented by Each Category of Trader
1.3 5.5 2.3 44.0 18.7 21.7 6.3 22.2 11.1 6.2 6.1 0.5 6.6 11.9
Number of Traders in Each Category Total Traders: 337
15 31 25 78 73 92 31 71 52 11 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,860,806
Positions
353,224 300,406 753,630 616 46,235 12,089 188,413 194,047 486,604 30,710 12,215 9,197 26,323 46,383
Changes from: February 22, 2022 Total Change is: -201,380
86,957 -129,431 -73,296 -7,207 14,988 -3,252 -209,961 -34,395 37,924 -13,094 176 4,994 -24,445 -19,088
Percent of Open Interest Represented by Each Category of Trader
19.0 16.1 40.5 0.0 2.5 0.6 10.1 10.4 26.2 1.7 0.7 0.5 1.4 2.5
Number of Traders in Each Category Total Traders: 133
31 35 55 . 4 4 19 29 38 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 is24,521,364
Positions
2,926,575 1,600,768 4,196,288 1,118,755 1,064,903 984,750 722,890 1,312,667 13,737,998 34,101 428,207 324,957 475,051 870,828
Changes from: February 22, 2022 Total Change is:-1,276,761
-28,833 -198,198 16,478 -23,949 -95,475 -66,585 -92,121 157,879 -930,713 -7,241 40,371 -26,152 -117,645 -174,366
Percent of Open Interest Represented by Each Category of Trader
11.9 6.5 17.1 4.6 4.3 4.0 2.9 5.4 56.0 0.1 1.7 1.3 1.9 3.6
Number of Traders in Each Category Total Traders: 273
24 43 64 17 23 34 35 97 110 12 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 3,850,442
Positions
1,048,480 471,794 1,210,837 35,832 186,551 103,398 250,569 716,186 1,126,443 63,085 23,546 8,173 3,624 3,513
Changes from: February 22, 2022 Total Change is: 385,288
135,870 89,234 42,110 1,842 35,526 14,882 58,937 66,362 154,577 1,000 6,437 -2,029 -21,901 -21,812
Percent of Open Interest Represented by Each Category of Trader
27.2 12.3 31.4 0.9 4.8 2.7 6.5 18.6 29.3 1.6 0.6 0.2 0.1 0.1
Number of Traders in Each Category Total Traders: 261
44 53 79 11 14 11 48 39 75 16 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 338,290
Positions
81,809 126,537 92,594 38,301 959 9,676 60,140 52,250 53,412 1,192 1,903 872 294 87
Changes from: February 22, 2022 Total Change is: -53,150
-49,515 2,869 184 10,603 -12,949 917 -28,951 -58,796 13,383 -110 1,127 306 33 -191
Percent of Open Interest Represented by Each Category of Trader
24.2 37.4 27.4 11.3 0.3 2.9 17.8 15.4 15.8 0.4 0.6 0.3 0.1 0.0
Number of Traders in Each Category Total Traders: 118
18 37 32 . . . 32 19 30 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 75,215
Positions
0 5,697 0 0 1,693 0 6,491 12,903 49,615 19,109 5,250 0 0 57
Changes from: February 22, 2022 Total Change is: -228
0 1,465 0 0 12 0 180 -1,707 0 -408 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 7.6 0.0 0.0 2.3 0.0 8.6 17.2 66.0 25.4 7.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
0 6 0 0 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 51,357
Positions
13,609 156 9,446 0 0 0 7,214 1,698 20,842 0 18,807 246 0 162
Changes from: February 22, 2022 Total Change is: -472
923 -63 0 0 0 0 -828 588 -567 0 -570 0 0 140
Percent of Open Interest Represented by Each Category of Trader
26.5 0.3 18.4 0.0 0.0 0.0 14.0 3.3 40.6 0.0 36.6 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 4 . . 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 10,210
Positions
306 294 67 5,923 843 7 990 6,287 576 1,080 1,303 44 1,218 790
Changes from: February 22, 2022 Total Change is: -1,287
-29 -23 67 -216 22 -4 -298 -875 -207 5 259 -445 -159 -80
Percent of Open Interest Represented by Each Category of Trader
3.0 2.9 0.7 58.0 8.3 0.1 9.7 61.6 5.6 10.6 12.8 0.4 11.9 7.7
Number of Traders in Each Category Total Traders: 80
. 5 . 7 5 . 19 32 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 12,364
Positions
930 400 0 176 254 0 3,532 7,258 379 3,262 3,020 25 4,060 1,028
Changes from: February 22, 2022 Total Change is: -4,259
133 -598 -32 14 162 0 -1,446 -1,225 -585 -446 151 -1,693 -204 -439
Percent of Open Interest Represented by Each Category of Trader
7.5 3.2 0.0 1.4 2.1 0.0 28.6 58.7 3.1 26.4 24.4 0.2 32.8 8.3
Number of Traders in Each Category Total Traders: 118
. . 0 4 . 0 9 14 4 69 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 3,104
Positions
112 143 30 0 214 4 749 1,938 68 1,221 235 0 920 472
Changes from: February 22, 2022 Total Change is: -678
0 143 -6 0 32 -11 -243 -504 -316 -53 164 -88 39 -92
Percent of Open Interest Represented by Each Category of Trader
3.6 4.6 1.0 0.0 6.9 0.1 24.1 62.4 2.2 39.3 7.6 0.0 29.6 15.2
Number of Traders in Each Category Total Traders: 38
. 4 . 0 . . 8 14 . 7 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 19,406
Positions
5,810 0 0 88 0 0 996 16,238 0 11,203 2,894 5 1,304 269
Changes from: February 22, 2022 Total Change is: -14,237
5,259 -12,227 0 0 0 0 -15,981 3,891 -3,923 644 -1,925 0 -236 -53
Percent of Open Interest Represented by Each Category of Trader
29.9 0.0 0.0 0.5 0.0 0.0 5.1 83.7 0.0 57.7 14.9 0.0 6.7 1.4
Number of Traders in Each Category Total Traders: 107
. 0 0 . 0 0 4 7 0 79 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 56,828
Positions
917 42,409 0 23,069 1,353 586 18,362 7,392 2,271 5,401 1,228 246 5,976 1,342
Changes from: February 22, 2022 Total Change is: 1,779
-6,717 -50 0 4,033 86 24 4,718 875 530 46 510 159 -1,014 -356
Percent of Open Interest Represented by Each Category of Trader
1.6 74.6 0.0 40.6 2.4 1.0 32.3 13.0 4.0 9.5 2.2 0.4 10.5 2.4
Number of Traders in Each Category Total Traders: 116
. . 0 19 4 4 34 14 9 30 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 291,214
Positions
36,270 21,439 22,124 83,561 20,926 33,085 39,402 107,406 42,265 7,799 10,429 6,628 20,080 26,912
Changes from: February 22, 2022 Total Change is: 20,057
-1,625 -2,871 5,864 -4,236 -9,577 1,412 14,882 23,772 5,005 570 -885 114 -1,929 -2,777
Percent of Open Interest Represented by Each Category of Trader
12.5 7.4 7.6 28.7 7.2 11.4 13.5 36.9 14.5 2.7 3.6 2.3 6.9 9.2
Number of Traders in Each Category Total Traders: 179
12 17 16 23 21 19 34 45 49 6 12 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 41,249
Positions
1,755 14,981 64 28,131 0 1,491 766 23,970 0 7,437 669 0 1,605 74
Changes from: February 22, 2022 Total Change is: -353
-5 24 -24 -1,528 0 33 -39 -979 0 402 617 -27 835 3
Percent of Open Interest Represented by Each Category of Trader
4.3 36.3 0.2 68.2 0.0 3.6 1.9 58.1 0.0 18.0 1.6 0.0 3.9 0.2
Number of Traders in Each Category Total Traders: 49
. 4 . 17 0 5 6 7 0 10 . 0
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Updated March 04, 2022