Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 162,447
Positions
4,516 64,251 4,079 53,238 10,775 5,910 23,030 40,111 14,127 16,947 853 1,652 38,948 20,688
Changes from: March 22, 2022 Total Change is: 23,860
202 30,260 176 15,104 -6,598 132 2,154 -267 1,748 854 -410 -183 3,673 -998
Percent of Open Interest Represented by Each Category of Trader
2.8 39.6 2.5 32.8 6.6 3.6 14.2 24.7 8.7 10.4 0.5 1.0 24.0 12.7
Number of Traders in Each Category Total Traders: 105
7 6 5 21 10 9 20 24 19 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 46,231
Positions
28,544 0 242 2,312 15,136 1,028 5,081 9,068 456 0 0 0 8,569 20,301
Changes from: March 22, 2022 Total Change is: -796
1,012 -438 -31 -189 -160 -274 -1,596 273 -101 0 0 0 382 -66
Percent of Open Interest Represented by Each Category of Trader
61.7 0.0 0.5 5.0 32.7 2.2 11.0 19.6 1.0 0.0 0.0 0.0 18.5 43.9
Number of Traders in Each Category Total Traders: 45
6 0 . . 16 4 8 13 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 248,659
Positions
92,665 37,107 10,509 32,540 96,575 4,245 63,769 38,269 19,310 1,644 7,035 891 23,086 34,717
Changes from: March 22, 2022 Total Change is: 30,892
4,563 19,963 1,256 -185 4,863 4 21,866 1,946 1,459 -1,000 -214 3 2,926 1,612
Percent of Open Interest Represented by Each Category of Trader
37.3 14.9 4.2 13.1 38.8 1.7 25.6 15.4 7.8 0.7 2.8 0.4 9.3 14.0
Number of Traders in Each Category Total Traders: 124
8 5 6 13 32 17 23 33 22 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 274,586
Positions
156,219 862 4,853 38,920 106,191 6,632 14,314 76,202 28,373 203 3,076 2,669 22,403 45,728
Changes from: March 22, 2022 Total Change is: -4,009
10,058 23 641 -1,063 -5,090 758 -22,502 -6,185 3,073 6 141 2,355 2,666 274
Percent of Open Interest Represented by Each Category of Trader
56.9 0.3 1.8 14.2 38.7 2.4 5.2 27.8 10.3 0.1 1.1 1.0 8.2 16.7
Number of Traders in Each Category Total Traders: 121
9 . 6 16 29 15 21 36 19 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 724,176
Positions
32,705 314,596 13,836 389,691 148,204 34,428 69,186 77,342 60,885 33,143 10,212 7,389 82,913 57,284
Changes from: March 22, 2022 Total Change is: 2,947
-3,563 10,936 -496 860 -3,553 382 -134 -7,281 2,973 -1,715 -785 -19 4,659 791
Percent of Open Interest Represented by Each Category of Trader
4.5 43.4 1.9 53.8 20.5 4.8 9.6 10.7 8.4 4.6 1.4 1.0 11.4 7.9
Number of Traders in Each Category Total Traders: 331
19 15 10 108 37 46 53 48 42 37 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 31,906
Positions
0 8,128 0 14,745 8,958 3,397 909 4,651 1,164 0 0 0 11,691 5,608
Changes from: March 22, 2022 Total Change is: 281
0 0 0 -209 1,346 121 11 -1,316 291 0 0 0 67 -161
Percent of Open Interest Represented by Each Category of Trader
0.0 25.5 0.0 46.2 28.1 10.6 2.8 14.6 3.6 0.0 0.0 0.0 36.6 17.6
Number of Traders in Each Category Total Traders: 35
0 . 0 17 8 9 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 157,151
Positions
37,031 17,605 1,341 53,889 56,765 1,944 22,749 48,998 9,878 1,741 1,316 265 28,314 19,040
Changes from: March 22, 2022 Total Change is: 17,212
2,960 14,471 161 10,381 -2,384 -848 4,016 12,117 -1,779 644 -51 95 1,583 -4,571
Percent of Open Interest Represented by Each Category of Trader
23.6 11.2 0.9 34.3 36.1 1.2 14.5 31.2 6.3 1.1 0.8 0.2 18.0 12.1
Number of Traders in Each Category Total Traders: 101
10 4 6 19 15 10 21 24 17 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 157,992
Positions
464 54,731 505 72,690 3,928 1,386 70,815 63,046 968 3,547 30,744 27 7,590 2,656
Changes from: March 22, 2022 Total Change is: 23,115
311 10,166 0 4,326 -4,770 -6 16,792 16,805 152 896 955 -85 729 -102
Percent of Open Interest Represented by Each Category of Trader
0.3 34.6 0.3 46.0 2.5 0.9 44.8 39.9 0.6 2.2 19.5 0.0 4.8 1.7
Number of Traders in Each Category Total Traders: 166
. 8 . 24 9 . 62 28 8 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 78,954
Positions
182 48,741 10,512 49,120 1,666 0 11,563 12,753 640 1,817 2,588 256 4,864 1,798
Changes from: March 22, 2022 Total Change is: 8,061
-72 120 10,419 -2,258 -4,249 0 -1,002 -382 504 243 1,549 256 -29 -156
Percent of Open Interest Represented by Each Category of Trader
0.2 61.7 13.3 62.2 2.1 0.0 14.6 16.2 0.8 2.3 3.3 0.3 6.2 2.3
Number of Traders in Each Category Total Traders: 78
. 4 . 15 . 0 21 11 6 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 34,885
Positions
10,581 1,802 0 5,693 12,138 193 13,490 16,003 641 617 1,308 0 3,670 2,800
Changes from: March 22, 2022 Total Change is: -374
522 -376 0 1,653 -1,980 34 -3,239 2,939 265 110 -216 -47 328 -993
Percent of Open Interest Represented by Each Category of Trader
30.3 5.2 0.0 16.3 34.8 0.6 38.7 45.9 1.8 1.8 3.7 0.0 10.5 8.0
Number of Traders in Each Category Total Traders: 77
8 . 0 8 15 4 23 15 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 23,498
Positions
0 11,701 0 18,684 2,205 0 2,751 7,462 598 185 230 0 1,280 1,302
Changes from: March 22, 2022 Total Change is: 1,885
0 -95 0 1,873 163 0 219 2,170 -55 -90 -235 0 -62 -63
Percent of Open Interest Represented by Each Category of Trader
0.0 49.8 0.0 79.5 9.4 0.0 11.7 31.8 2.5 0.8 1.0 0.0 5.4 5.5
Number of Traders in Each Category Total Traders: 36
0 . 0 6 5 0 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 32,769
Positions
16,386 9,117 296 5,490 3,053 247 4,010 4,598 307 198 8,803 0 5,836 6,350
Changes from: March 22, 2022 Total Change is: 1,131
1,629 384 -16 347 -240 72 -87 1,302 -321 -318 -31 -1 -174 -19
Percent of Open Interest Represented by Each Category of Trader
50.0 27.8 0.9 16.8 9.3 0.8 12.2 14.0 0.9 0.6 26.9 0.0 17.8 19.4
Number of Traders in Each Category Total Traders: 91
15 13 . 19 11 6 10 18 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 65,538
Positions
32,771 18,233 592 10,980 6,105 493 8,020 9,195 613 396 17,605 1 11,673 12,701
Changes from: March 22, 2022 Total Change is: 2,261
3,258 768 -31 693 -479 143 -175 2,603 -641 -636 -62 -1 -348 -39
Percent of Open Interest Represented by Each Category of Trader
50.0 27.8 0.9 16.8 9.3 0.8 12.2 14.0 0.9 0.6 26.9 0.0 17.8 19.4
Number of Traders in Each Category Total Traders: 91
15 13 . 19 11 6 10 18 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 41,577
Positions
11,697 26,146 0 17,812 4,256 6,837 2,710 3,494 0 0 0 0 2,521 844
Changes from: March 22, 2022 Total Change is: 6,048
-103 6,105 0 387 -4,826 4,945 946 -199 0 0 0 0 -127 23
Percent of Open Interest Represented by Each Category of Trader
28.1 62.9 0.0 42.8 10.2 16.4 6.5 8.4 0.0 0.0 0.0 0.0 6.1 2.0
Number of Traders in Each Category Total Traders: 33
4 5 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 581,565
Positions
46,514 61,336 26,887 203,265 91,648 64,457 26,051 84,025 128,973 27,235 63,156 3,354 54,831 57,729
Changes from: March 22, 2022 Total Change is: 10,247
-634 -2,020 2,249 -2,639 -11,101 3,037 1,521 4,360 6,773 -133 5,431 427 -354 1,091
Percent of Open Interest Represented by Each Category of Trader
8.0 10.5 4.6 35.0 15.8 11.1 4.5 14.4 22.2 4.7 10.9 0.6 9.4 9.9
Number of Traders in Each Category Total Traders: 568
35 29 34 150 95 121 63 104 103 48 42 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 37,253
Positions
9,387 34,528 0 17,765 978 0 6,093 976 19 0 0 0 3,989 752
Changes from: March 22, 2022 Total Change is: 737
1,512 0 0 -863 978 0 111 -154 19 0 0 0 -42 -106
Percent of Open Interest Represented by Each Category of Trader
25.2 92.7 0.0 47.7 2.6 0.0 16.4 2.6 0.1 0.0 0.0 0.0 10.7 2.0
Number of Traders in Each Category Total Traders: 38
. 10 0 15 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,907,824
Positions
232,568 306,680 134,435 1,016,324 458,241 322,284 130,253 420,124 644,866 136,173 315,782 16,768 274,153 288,644
Changes from: March 22, 2022 Total Change is: 51,234
-3,172 -10,099 11,245 -13,196 -55,503 15,183 7,607 21,800 33,866 -664 27,155 2,134 -1,770 5,453
Percent of Open Interest Represented by Each Category of Trader
8.0 10.5 4.6 35.0 15.8 11.1 4.5 14.4 22.2 4.7 10.9 0.6 9.4 9.9
Number of Traders in Each Category Total Traders: 568
35 29 34 150 95 121 63 104 103 48 42 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 29,122
Positions
17,862 22,541 0 6,616 2,186 330 1,261 2,877 0 0 0 0 3,053 1,188
Changes from: March 22, 2022 Total Change is: -105
312 -1,132 0 -581 1,271 0 -65 -335 0 0 0 0 229 91
Percent of Open Interest Represented by Each Category of Trader
61.3 77.4 0.0 22.7 7.5 1.1 4.3 9.9 0.0 0.0 0.0 0.0 10.5 4.1
Number of Traders in Each Category Total Traders: 27
4 6 0 7 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 19,367
Positions
2,545 18,732 0 11,857 0 0 1,958 0 0 0 0 0 3,007 635
Changes from: March 22, 2022 Total Change is: 13
140 200 0 -66 0 0 -23 -429 0 0 0 0 -38 242
Percent of Open Interest Represented by Each Category of Trader
13.1 96.7 0.0 61.2 0.0 0.0 10.1 0.0 0.0 0.0 0.0 0.0 15.5 3.3
Number of Traders in Each Category Total Traders: 24
. 8 0 10 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 111,732
Positions
0 11,556 0 17,849 1,894 112 21,633 31,225 18,311 0 0 0 53,827 48,634
Changes from: March 22, 2022 Total Change is: 15,436
0 1,879 0 549 -9 -133 1,385 -1,258 10,137 0 0 0 3,498 4,820
Percent of Open Interest Represented by Each Category of Trader
0.0 10.3 0.0 16.0 1.7 0.1 19.4 27.9 16.4 0.0 0.0 0.0 48.2 43.5
Number of Traders in Each Category Total Traders: 21
0 . 0 6 . . . 9 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 197,014
Positions
51,843 61,547 98,458 0 0 0 14,149 4,342 31,037 0 0 0 1,527 1,630
Changes from: March 22, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.3 31.2 50.0 0.0 0.0 0.0 7.2 2.2 15.8 0.0 0.0 0.0 0.8 0.8
Number of Traders in Each Category Total Traders: 20
7 6 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 46,840
Positions
16,260 4,118 195 18,870 32,273 2,354 1,395 3,027 194 0 0 0 7,572 4,679
Changes from: March 22, 2022 Total Change is: -2,143
-2,922 -94 4 -595 -1,781 -45 196 -24 3 -286 0 0 1,502 -206
Percent of Open Interest Represented by Each Category of Trader
34.7 8.8 0.4 40.3 68.9 5.0 3.0 6.5 0.4 0.0 0.0 0.0 16.2 10.0
Number of Traders in Each Category Total Traders: 65
5 5 . 23 22 10 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 57,053
Positions
14,129 2,997 1,531 14,139 9,255 1,064 6,260 15,533 11,185 1,981 3,394 473 6,291 11,621
Changes from: March 22, 2022 Total Change is: 3,639
876 -226 247 1,582 -565 -261 56 2,666 1,074 -253 -402 265 53 840
Percent of Open Interest Represented by Each Category of Trader
24.8 5.3 2.7 24.8 16.2 1.9 11.0 27.2 19.6 3.5 5.9 0.8 11.0 20.4
Number of Traders in Each Category Total Traders: 288
28 15 9 53 48 32 29 64 40 20 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 285,267
Positions
70,644 14,984 7,654 70,696 46,277 5,322 31,300 77,666 55,923 9,907 16,969 2,366 31,456 58,106
Changes from: March 22, 2022 Total Change is: 18,197
4,382 -1,129 1,237 7,911 -2,824 -1,307 279 13,328 5,370 -1,265 -2,008 1,327 263 4,202
Percent of Open Interest Represented by Each Category of Trader
24.8 5.3 2.7 24.8 16.2 1.9 11.0 27.2 19.6 3.5 5.9 0.8 11.0 20.4
Number of Traders in Each Category Total Traders: 288
28 15 9 53 48 32 29 64 40 20 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 82,560
Positions
747 2,073 0 1,316 466 0 18,874 38,865 3,232 2,871 641 0 55,520 37,282
Changes from: March 22, 2022 Total Change is: 13,571
162 738 0 -53 176 0 4,962 8,079 230 79 -142 0 8,191 4,490
Percent of Open Interest Represented by Each Category of Trader
0.9 2.5 0.0 1.6 0.6 0.0 22.9 47.1 3.9 3.5 0.8 0.0 67.2 45.2
Number of Traders in Each Category Total Traders: 32
. . 0 . . 0 9 7 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 484,301
Positions
164,926 9,522 2,094 183,382 203,839 50,727 33,428 132,309 17,406 8,630 42,583 891 22,817 24,932
Changes from: March 22, 2022 Total Change is: -11,088
-101 -3,207 -608 -961 -13,649 968 -9,024 -152 1,835 -3,430 3,163 618 -385 -56
Percent of Open Interest Represented by Each Category of Trader
34.1 2.0 0.4 37.9 42.1 10.5 6.9 27.3 3.6 1.8 8.8 0.2 4.7 5.1
Number of Traders in Each Category Total Traders: 353
33 10 6 86 68 51 41 85 42 11 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 25,091
Positions
6,149 24,181 0 14,446 415 0 2,602 0 0 0 0 0 1,894 495
Changes from: March 22, 2022 Total Change is: -181
0 -100 0 -400 -30 0 -5 0 0 0 0 0 224 -51
Percent of Open Interest Represented by Each Category of Trader
24.5 96.4 0.0 57.6 1.7 0.0 10.4 0.0 0.0 0.0 0.0 0.0 7.5 2.0
Number of Traders in Each Category Total Traders: 26
. 6 0 14 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 43,356
Positions
2,186 4,928 561 16,645 3,283 2,001 7,234 7,682 1 8,853 0 2 5,873 24,898
Changes from: March 22, 2022 Total Change is: 167
-627 1,360 87 277 -994 664 2,100 -981 -2 -2,898 0 -8 574 41
Percent of Open Interest Represented by Each Category of Trader
5.0 11.4 1.3 38.4 7.6 4.6 16.7 17.7 0.0 20.4 0.0 0.0 13.5 57.4
Number of Traders in Each Category Total Traders: 55
4 8 . 14 4 6 8 12 . 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 397,758
Positions
23,381 168,731 10,790 286,212 113,810 46,724 9,884 28,412 1,104 11,484 22,747 18 8,161 5,422
Changes from: March 22, 2022 Total Change is: 10,567
-10,006 12,315 8,764 9,669 -12,930 1,400 829 1,534 7 -4 4,457 12 -104 -4,992
Percent of Open Interest Represented by Each Category of Trader
5.9 42.4 2.7 72.0 28.6 11.7 2.5 7.1 0.3 2.9 5.7 0.0 2.1 1.4
Number of Traders in Each Category Total Traders: 199
14 14 7 75 50 39 14 17 6 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,192,614
Positions
100,259 544,456 9,544 791,138 333,150 120,916 77,524 108,513 7,117 57,593 47,752 973 27,550 20,193
Changes from: March 22, 2022 Total Change is: -1,169
-5,566 16,804 4,588 5,081 -4,626 -9,590 6,051 3,263 561 -6,523 -13,306 287 3,942 850
Percent of Open Interest Represented by Each Category of Trader
8.4 45.7 0.8 66.3 27.9 10.1 6.5 9.1 0.6 4.8 4.0 0.1 2.3 1.7
Number of Traders in Each Category Total Traders: 414
25 20 10 147 86 89 45 48 25 22 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 207,728
Positions
4,013 147,417 33,875 17,358 0 417 131,923 1,150 17,498 1,799 6,217 140 705 1,014
Changes from: March 22, 2022 Total Change is: 753
-619 -5,921 2,256 30 0 0 -4,586 181 3,301 46 0 0 325 936
Percent of Open Interest Represented by Each Category of Trader
1.9 71.0 16.3 8.4 0.0 0.2 63.5 0.6 8.4 0.9 3.0 0.1 0.3 0.5
Number of Traders in Each Category Total Traders: 85
6 25 15 11 0 . 28 4 8 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,246,204
Positions
6,796 103,299 32,720 536,336 249,764 228,829 78,706 269,352 111,612 69,855 55,173 6,930 174,421 188,527
Changes from: March 22, 2022 Total Change is: -84,213
-1,395 -716 -20,991 -1,187 -1,036 -15,131 -6,964 1,879 -36,341 -1,732 -40 -1,292 818 -10,546
Percent of Open Interest Represented by Each Category of Trader
0.5 8.3 2.6 43.0 20.0 18.4 6.3 21.6 9.0 5.6 4.4 0.6 14.0 15.1
Number of Traders in Each Category Total Traders: 180
5 17 15 61 29 61 21 35 39 7 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,290,324
Positions
37,799 55,004 3,487 727,306 231,716 220,354 65,318 650,047 4,061 77,937 6,166 28 154,034 119,461
Changes from: March 22, 2022 Total Change is: 25,076
1,385 606 3,125 20,569 -13,566 12,233 -4,697 20,924 -833 -1,019 0 0 -5,687 2,587
Percent of Open Interest Represented by Each Category of Trader
2.9 4.3 0.3 56.4 18.0 17.1 5.1 50.4 0.3 6.0 0.5 0.0 11.9 9.3
Number of Traders in Each Category Total Traders: 144
6 8 . 71 24 62 5 22 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 2,253,403
Positions
106,708 161,171 21,492 786,452 594,126 414,089 511,193 425,377 135,398 135,467 257,447 710 141,894 243,593
Changes from: March 22, 2022 Total Change is: -47,759
-10,923 7,725 -4,495 -73,836 -47,238 -898 41,201 -19,558 -8,679 8,815 1,824 -412 1,468 23,972
Percent of Open Interest Represented by Each Category of Trader
4.7 7.2 1.0 34.9 26.4 18.4 22.7 18.9 6.0 6.0 11.4 0.0 6.3 10.8
Number of Traders in Each Category Total Traders: 364
20 39 7 78 67 82 40 65 34 14 41 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 4,581,951
Positions
140,066 126,643 211,482 1,542,038 1,461,739 833,742 602,918 336,983 636,030 199,832 371,783 61,684 354,159 541,865
Changes from: March 22, 2022 Total Change is: -620,753
-13,467 -11,749 -176,828 50,923 -21,700 -97,800 -40,461 35,469 -228,030 5,469 14,365 -131,786 11,227 -2,694
Percent of Open Interest Represented by Each Category of Trader
3.1 2.8 4.6 33.7 31.9 18.2 13.2 7.4 13.9 4.4 8.1 1.3 7.7 11.8
Number of Traders in Each Category Total Traders: 415
29 24 33 94 88 102 51 81 86 24 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,328,289
Positions
92,149 24,292 4,208 503,017 554,003 201,652 243,300 203,505 26,850 136,875 61,298 1,040 119,198 251,441
Changes from: March 22, 2022 Total Change is: 28,413
5,874 5,331 1,189 8,991 13,721 4,874 6,868 12,393 -4,916 5,911 -12,667 970 -1,348 7,518
Percent of Open Interest Represented by Each Category of Trader
6.9 1.8 0.3 37.9 41.7 15.2 18.3 15.3 2.0 10.3 4.6 0.1 9.0 18.9
Number of Traders in Each Category Total Traders: 159
7 7 6 28 60 56 17 19 14 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 4,292,460
Positions
62,728 262,269 135,485 1,767,337 937,040 851,672 305,294 801,033 536,528 335,231 230,676 16,739 281,447 521,018
Changes from: March 22, 2022 Total Change is: -232,601
-49,059 -24,289 -64,104 -50,064 18,867 13,828 -8,962 -53,991 -95,113 26,575 -12,894 -6,246 545 -8,658
Percent of Open Interest Represented by Each Category of Trader
1.5 6.1 3.2 41.2 21.8 19.8 7.1 18.7 12.5 7.8 5.4 0.4 6.6 12.1
Number of Traders in Each Category Total Traders: 344
13 36 28 69 87 97 34 68 51 17 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 2,130,653
Positions
255,597 439,766 835,342 0 93,125 9,774 498,444 223,185 459,997 38,413 15,497 5,269 27,817 48,698
Changes from: March 22, 2022 Total Change is: -1,523
-13,144 -10,683 -2,968 0 4,661 -3,515 26,644 25,786 -6,217 10,644 -201 -1,786 -11,181 -6,600
Percent of Open Interest Represented by Each Category of Trader
12.0 20.6 39.2 0.0 4.4 0.5 23.4 10.5 21.6 1.8 0.7 0.2 1.3 2.3
Number of Traders in Each Category Total Traders: 136
26 37 57 0 5 . 22 33 39 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 is25,855,807
Positions
3,105,856 1,670,031 4,319,374 938,964 821,832 931,368 387,461 1,304,703 15,178,975 36,550 248,962 428,403 528,856 952,159
Changes from: March 22, 2022 Total Change is: 687,465
-167,113 153,310 222,910 35,132 -96,005 11,233 -30,176 -194,199 547,714 -5,352 16,531 12,402 60,715 13,569
Percent of Open Interest Represented by Each Category of Trader
12.0 6.5 16.7 3.6 3.2 3.6 1.5 5.0 58.7 0.1 1.0 1.7 2.0 3.7
Number of Traders in Each Category Total Traders: 248
26 40 63 19 17 31 36 76 97 13 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 4,534,419
Positions
1,147,194 1,051,591 1,192,970 61,378 196,847 140,323 490,432 477,117 1,411,952 52,767 28,725 28,336 9,065 6,557
Changes from: March 22, 2022 Total Change is: 247,294
21,066 -7,615 171,616 20,790 -27,735 15,998 -42,215 41,315 56,798 505 681 822 1,913 -4,588
Percent of Open Interest Represented by Each Category of Trader
25.3 23.2 26.3 1.4 4.3 3.1 10.8 10.5 31.1 1.2 0.6 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 313
51 59 84 13 18 18 56 53 78 22 32 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 419,234
Positions
110,955 150,534 126,679 2,721 771 10,089 98,795 55,961 64,275 4,275 8,251 847 598 1,827
Changes from: March 22, 2022 Total Change is: 39,376
-1,725 31,483 10,226 338 581 -3,740 28,987 -5,342 4,726 0 -301 221 343 1,522
Percent of Open Interest Represented by Each Category of Trader
26.5 35.9 30.2 0.6 0.2 2.4 23.6 13.3 15.3 1.0 2.0 0.2 0.1 0.4
Number of Traders in Each Category Total Traders: 126
23 39 31 . . . 29 21 33 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,258
Positions
354 1,193 100 6,881 614 18 1,803 7,221 399 1,140 1,848 228 1,336 637
Changes from: March 22, 2022 Total Change is: 671
54 837 91 490 -202 6 623 294 -596 151 595 -191 43 -164
Percent of Open Interest Represented by Each Category of Trader
2.9 9.7 0.8 56.1 5.0 0.1 14.7 58.9 3.3 9.3 15.1 1.9 10.9 5.2
Number of Traders in Each Category Total Traders: 86
. 5 . 9 . . 23 32 11 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 15,127
Positions
734 1,035 0 191 291 0 1,903 12,192 97 8,200 628 30 3,972 854
Changes from: March 22, 2022 Total Change is: -10,456
-1,716 140 -10 0 28 -4 -8,106 3,550 -3,590 5,374 -8,056 -2,294 -110 -220
Percent of Open Interest Represented by Each Category of Trader
4.9 6.8 0.0 1.3 1.9 0.0 12.6 80.6 0.6 54.2 4.2 0.2 26.3 5.6
Number of Traders in Each Category Total Traders: 111
. . 0 . . 0 14 12 5 65 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 3,411
Positions
115 167 87 46 0 21 900 2,583 15 1,050 236 19 1,158 283
Changes from: March 22, 2022 Total Change is: 53
6 37 87 46 -106 18 -43 350 -129 -10 -128 -47 125 -29
Percent of Open Interest Represented by Each Category of Trader
3.4 4.9 2.6 1.3 0.0 0.6 26.4 75.7 0.4 30.8 6.9 0.6 33.9 8.3
Number of Traders in Each Category Total Traders: 46
. . . . 0 . 16 13 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 24,866
Positions
7,482 0 0 88 0 0 3,117 20,231 733 11,211 3,033 712 1,523 157
Changes from: March 22, 2022 Total Change is: -4,264
7,482 -2,298 0 0 0 0 -11,353 -1,694 713 -812 -1,680 712 -1,007 -18
Percent of Open Interest Represented by Each Category of Trader
30.1 0.0 0.0 0.4 0.0 0.0 12.5 81.4 2.9 45.1 12.2 2.9 6.1 0.6
Number of Traders in Each Category Total Traders: 116
. 0 0 . 0 0 5 8 . 91 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,024
Positions
5,737 27,104 0 25,303 732 520 11,108 20,841 1,324 4,244 1,895 84 5,705 1,524
Changes from: March 22, 2022 Total Change is: 2,010
-1,139 0 0 797 27 8 1,203 1,456 613 372 28 -93 249 -29
Percent of Open Interest Represented by Each Category of Trader
10.6 50.2 0.0 46.8 1.4 1.0 20.6 38.6 2.5 7.9 3.5 0.2 10.6 2.8
Number of Traders in Each Category Total Traders: 121
. . 0 18 . 4 27 24 8 29 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 287,434
Positions
32,399 12,165 11,751 89,888 57,968 33,970 43,267 80,885 42,297 7,024 2,672 3,761 23,077 41,965
Changes from: March 22, 2022 Total Change is: 27,673
5,285 -1,611 -534 12,070 12,571 163 3,535 4 4,766 -913 -1,828 62 3,239 14,080
Percent of Open Interest Represented by Each Category of Trader
11.3 4.2 4.1 31.3 20.2 11.8 15.1 28.1 14.7 2.4 0.9 1.3 8.0 14.6
Number of Traders in Each Category Total Traders: 153
13 13 20 17 28 21 30 36 38 7 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 35,329
Positions
1,617 17,429 50 23,851 2,297 840 2,231 11,698 0 5,718 2,926 0 1,022 89
Changes from: March 22, 2022 Total Change is: -2,854
18 0 0 1,232 720 -200 -2,084 -3,398 0 -2,046 0 0 226 24
Percent of Open Interest Represented by Each Category of Trader
4.6 49.3 0.1 67.5 6.5 2.4 6.3 33.1 0.0 16.2 8.3 0.0 2.9 0.3
Number of Traders in Each Category Total Traders: 46
. . . 16 . . 6 7 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 01, 2022