Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 171,774
Positions
4,804 82,701 3,796 58,012 8,898 6,350 23,169 35,249 13,684 17,414 1,060 1,447 43,097 18,589
Changes from: March 29, 2022 Total Change is: 9,327
288 18,450 -283 4,774 -1,877 440 140 -4,862 -443 467 207 -205 4,150 -2,099
Percent of Open Interest Represented by Each Category of Trader
2.8 48.1 2.2 33.8 5.2 3.7 13.5 20.5 8.0 10.1 0.6 0.8 25.1 10.8
Number of Traders in Each Category Total Traders: 106
7 8 5 22 10 9 20 22 20 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 41,675
Positions
25,350 0 265 2,590 14,348 819 3,580 8,695 339 0 0 0 8,732 17,209
Changes from: March 29, 2022 Total Change is: -4,556
-3,193 0 23 278 -788 -209 -1,501 -373 -117 0 0 0 164 -3,091
Percent of Open Interest Represented by Each Category of Trader
60.8 0.0 0.6 6.2 34.4 2.0 8.6 20.9 0.8 0.0 0.0 0.0 21.0 41.3
Number of Traders in Each Category Total Traders: 43
5 0 . . 16 5 6 13 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 265,945
Positions
106,594 37,946 10,194 32,478 109,493 4,314 64,606 34,962 25,242 1,655 7,288 21 20,841 36,487
Changes from: March 29, 2022 Total Change is: 17,286
13,930 839 -315 -62 12,918 69 837 -3,307 5,932 11 253 -871 -2,245 1,769
Percent of Open Interest Represented by Each Category of Trader
40.1 14.3 3.8 12.2 41.2 1.6 24.3 13.1 9.5 0.6 2.7 0.0 7.8 13.7
Number of Traders in Each Category Total Traders: 127
10 4 6 13 34 19 23 33 23 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 284,719
Positions
159,002 816 5,180 39,288 104,726 7,215 15,896 83,409 34,698 147 3,384 2,536 20,757 42,756
Changes from: March 29, 2022 Total Change is: 10,133
2,783 -47 327 368 -1,465 583 1,582 7,207 6,325 -56 308 -133 -1,646 -2,972
Percent of Open Interest Represented by Each Category of Trader
55.8 0.3 1.8 13.8 36.8 2.5 5.6 29.3 12.2 0.1 1.2 0.9 7.3 15.0
Number of Traders in Each Category Total Traders: 124
10 . 6 16 30 16 20 38 20 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 738,415
Positions
32,274 300,299 17,585 395,588 162,698 34,560 68,225 78,187 66,358 34,786 11,718 7,756 81,283 59,255
Changes from: March 29, 2022 Total Change is: 14,239
-431 -14,297 3,749 5,897 14,493 133 -962 845 5,472 1,643 1,506 367 -1,630 1,971
Percent of Open Interest Represented by Each Category of Trader
4.4 40.7 2.4 53.6 22.0 4.7 9.2 10.6 9.0 4.7 1.6 1.1 11.0 8.0
Number of Traders in Each Category Total Traders: 340
21 13 11 106 43 46 55 48 39 39 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 31,435
Positions
0 8,866 0 14,405 5,908 3,397 885 6,364 846 0 0 0 11,902 6,054
Changes from: March 29, 2022 Total Change is: -471
0 738 0 -340 -3,050 0 -24 1,713 -319 0 0 0 211 446
Percent of Open Interest Represented by Each Category of Trader
0.0 28.2 0.0 45.8 18.8 10.8 2.8 20.2 2.7 0.0 0.0 0.0 37.9 19.3
Number of Traders in Each Category Total Traders: 35
0 4 0 17 6 9 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 23,058
Positions
9,867 0 2 4,213 12,056 1,242 0 5,769 0 0 0 0 7,734 3,989
Changes from: March 29, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.8 0.0 0.0 18.3 52.3 5.4 0.0 25.0 0.0 0.0 0.0 0.0 33.5 17.3
Number of Traders in Each Category Total Traders: 20
. 0 . . 9 4 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 164,818
Positions
35,385 30,244 1,432 56,380 56,727 2,174 21,698 42,817 11,795 1,838 846 428 33,690 18,357
Changes from: March 29, 2022 Total Change is: 7,667
-1,647 12,639 90 2,492 -38 230 -1,051 -6,181 1,917 97 -470 162 5,376 -683
Percent of Open Interest Represented by Each Category of Trader
21.5 18.3 0.9 34.2 34.4 1.3 13.2 26.0 7.2 1.1 0.5 0.3 20.4 11.1
Number of Traders in Each Category Total Traders: 105
7 7 6 19 16 10 22 26 19 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 172,943
Positions
1,351 74,423 505 81,079 3,044 1,083 75,980 59,206 710 4,382 31,006 87 7,765 2,878
Changes from: March 29, 2022 Total Change is: 14,951
887 19,692 0 8,389 -884 -303 5,165 -3,840 -258 836 262 59 176 222
Percent of Open Interest Represented by Each Category of Trader
0.8 43.0 0.3 46.9 1.8 0.6 43.9 34.2 0.4 2.5 17.9 0.1 4.5 1.7
Number of Traders in Each Category Total Traders: 172
5 8 . 29 8 . 64 27 10 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 65,977
Positions
159 52,023 0 48,586 1,867 0 10,979 7,978 149 1,589 1,950 125 4,390 1,885
Changes from: March 29, 2022 Total Change is: -12,977
-23 3,282 -10,512 -534 201 0 -584 -4,775 -491 -228 -638 -131 -474 87
Percent of Open Interest Represented by Each Category of Trader
0.2 78.9 0.0 73.6 2.8 0.0 16.6 12.1 0.2 2.4 3.0 0.2 6.7 2.9
Number of Traders in Each Category Total Traders: 78
. . 0 16 4 0 25 9 4 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 35,798
Positions
10,462 1,045 0 6,688 12,584 397 13,027 17,675 78 820 1,091 5 4,321 2,923
Changes from: March 29, 2022 Total Change is: 913
-119 -757 0 995 446 204 -463 1,672 -563 203 -217 5 651 123
Percent of Open Interest Represented by Each Category of Trader
29.2 2.9 0.0 18.7 35.2 1.1 36.4 49.4 0.2 2.3 3.0 0.0 12.1 8.2
Number of Traders in Each Category Total Traders: 82
9 . 0 11 14 5 23 15 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 25,442
Positions
0 11,737 0 20,480 1,499 0 2,559 10,328 590 335 0 0 1,478 1,288
Changes from: March 29, 2022 Total Change is: 1,944
0 36 0 1,796 -706 0 -192 2,866 -8 150 -230 0 198 -14
Percent of Open Interest Represented by Each Category of Trader
0.0 46.1 0.0 80.5 5.9 0.0 10.1 40.6 2.3 1.3 0.0 0.0 5.8 5.1
Number of Traders in Each Category Total Traders: 33
0 . 0 7 . 0 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 33,466
Positions
16,061 9,405 305 5,235 3,466 470 4,544 4,430 457 508 8,916 5 5,882 6,013
Changes from: March 29, 2022 Total Change is: 697
-325 288 9 -256 413 223 534 -167 150 310 113 5 46 -337
Percent of Open Interest Represented by Each Category of Trader
48.0 28.1 0.9 15.6 10.4 1.4 13.6 13.2 1.4 1.5 26.6 0.0 17.6 18.0
Number of Traders in Each Category Total Traders: 99
15 12 . 19 12 7 15 18 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 66,931
Positions
32,122 18,809 609 10,469 6,931 939 9,088 8,861 913 1,016 17,832 10 11,764 12,026
Changes from: March 29, 2022 Total Change is: 1,393
-649 576 17 -511 826 446 1,068 -335 300 620 227 10 91 -674
Percent of Open Interest Represented by Each Category of Trader
48.0 28.1 0.9 15.6 10.4 1.4 13.6 13.2 1.4 1.5 26.6 0.0 17.6 18.0
Number of Traders in Each Category Total Traders: 99
15 12 . 19 12 7 15 18 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 41,272
Positions
14,616 24,992 0 17,097 7,642 3,997 2,458 3,914 0 0 0 0 3,104 727
Changes from: March 29, 2022 Total Change is: -305
2,919 -1,154 0 -715 3,386 -2,840 -252 420 0 0 0 0 583 -117
Percent of Open Interest Represented by Each Category of Trader
35.4 60.6 0.0 41.4 18.5 9.7 6.0 9.5 0.0 0.0 0.0 0.0 7.5 1.8
Number of Traders in Each Category Total Traders: 35
4 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 568,467
Positions
47,829 69,792 22,205 195,801 89,365 64,100 29,399 80,236 119,276 29,246 64,089 3,118 57,494 56,286
Changes from: March 29, 2022 Total Change is: -13,098
1,315 8,456 -4,682 -7,464 -2,283 -357 3,348 -3,789 -9,697 2,011 933 -235 2,663 -1,443
Percent of Open Interest Represented by Each Category of Trader
8.4 12.3 3.9 34.4 15.7 11.3 5.2 14.1 21.0 5.1 11.3 0.5 10.1 9.9
Number of Traders in Each Category Total Traders: 553
35 32 35 139 90 115 62 99 105 57 37 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 11,601
Positions
1,933 9,474 0 6,346 665 99 610 339 0 0 0 0 2,613 1,024
Changes from: March 29, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.7 81.7 0.0 54.7 5.7 0.9 5.3 2.9 0.0 0.0 0.0 0.0 22.5 8.8
Number of Traders in Each Category Total Traders: 20
. 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 37,460
Positions
9,591 35,003 0 17,137 978 0 6,149 455 0 0 0 0 4,583 1,024
Changes from: March 29, 2022 Total Change is: 207
204 475 0 -628 0 0 56 -521 -19 0 0 0 594 272
Percent of Open Interest Represented by Each Category of Trader
25.6 93.4 0.0 45.7 2.6 0.0 16.4 1.2 0.0 0.0 0.0 0.0 12.2 2.7
Number of Traders in Each Category Total Traders: 35
. 10 0 13 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 2,842,335
Positions
239,144 348,960 111,023 979,005 446,824 320,500 146,993 401,181 596,382 146,228 320,447 15,591 287,470 281,428
Changes from: March 29, 2022 Total Change is: -65,489
6,576 42,279 -23,412 -37,319 -11,417 -1,784 16,740 -18,943 -48,484 10,055 4,665 -1,177 13,317 -7,215
Percent of Open Interest Represented by Each Category of Trader
8.4 12.3 3.9 34.4 15.7 11.3 5.2 14.1 21.0 5.1 11.3 0.5 10.1 9.9
Number of Traders in Each Category Total Traders: 553
35 32 35 139 90 115 62 99 105 57 37 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,609
Positions
18,281 21,527 0 4,740 2,186 1,252 1,214 2,537 0 0 0 0 3,122 1,107
Changes from: March 29, 2022 Total Change is: -513
419 -1,014 0 -1,876 0 922 -47 -340 0 0 0 0 69 -81
Percent of Open Interest Represented by Each Category of Trader
63.9 75.2 0.0 16.6 7.6 4.4 4.2 8.9 0.0 0.0 0.0 0.0 10.9 3.9
Number of Traders in Each Category Total Traders: 29
5 7 0 7 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,373
Positions
2,359 20,483 0 13,146 0 0 2,494 0 0 0 0 0 3,374 890
Changes from: March 29, 2022 Total Change is: 2,006
-186 1,751 0 1,289 0 0 536 0 0 0 0 0 367 255
Percent of Open Interest Represented by Each Category of Trader
11.0 95.8 0.0 61.5 0.0 0.0 11.7 0.0 0.0 0.0 0.0 0.0 15.8 4.2
Number of Traders in Each Category Total Traders: 25
. 9 0 9 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 16,168
Positions
1,000 13,637 0 9,545 0 1,062 1,246 324 0 0 0 0 3,315 1,145
Changes from: March 29, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.2 84.3 0.0 59.0 0.0 6.6 7.7 2.0 0.0 0.0 0.0 0.0 20.5 7.1
Number of Traders in Each Category Total Traders: 21
. 7 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 110,883
Positions
3,777 6,115 0 17,421 2,587 201 20,704 47,717 15,907 0 0 0 52,873 38,357
Changes from: March 29, 2022 Total Change is: -849
3,777 -5,441 0 -428 693 89 -929 16,492 -2,404 0 0 0 -954 -10,278
Percent of Open Interest Represented by Each Category of Trader
3.4 5.5 0.0 15.7 2.3 0.2 18.7 43.0 14.3 0.0 0.0 0.0 47.7 34.6
Number of Traders in Each Category Total Traders: 21
. . 0 6 . . . 8 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 207,014
Positions
53,093 63,797 100,958 0 0 0 15,149 4,342 36,287 0 0 0 1,527 1,630
Changes from: March 29, 2022 Total Change is: 10,000
1,250 2,250 2,500 0 0 0 1,000 0 5,250 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.6 30.8 48.8 0.0 0.0 0.0 7.3 2.1 17.5 0.0 0.0 0.0 0.7 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 April 5, 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 46,316
Positions
14,926 3,746 191 20,037 32,039 2,651 1,318 2,825 193 0 0 0 7,000 4,671
Changes from: March 29, 2022 Total Change is: -524
-1,334 -372 -4 1,167 -234 297 -77 -202 -1 0 0 0 -572 -8
Percent of Open Interest Represented by Each Category of Trader
32.2 8.1 0.4 43.3 69.2 5.7 2.8 6.1 0.4 0.0 0.0 0.0 15.1 10.1
Number of Traders in Each Category Total Traders: 67
5 5 . 25 21 11 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 58,707
Positions
12,812 4,864 1,691 15,391 8,203 1,214 7,527 16,798 10,869 2,013 3,671 555 6,635 10,841
Changes from: March 29, 2022 Total Change is: 1,653
-1,317 1,868 161 1,252 -1,053 149 1,266 1,265 -316 32 277 81 344 -780
Percent of Open Interest Represented by Each Category of Trader
21.8 8.3 2.9 26.2 14.0 2.1 12.8 28.6 18.5 3.4 6.3 0.9 11.3 18.5
Number of Traders in Each Category Total Traders: 297
27 16 11 54 44 31 28 78 39 24 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 293,533
Positions
64,060 24,322 8,457 76,953 41,014 6,069 37,633 83,991 54,345 10,065 18,356 2,773 33,177 54,205
Changes from: March 29, 2022 Total Change is: 8,266
-6,584 9,338 803 6,258 -5,263 747 6,332 6,325 -1,578 158 1,387 407 1,722 -3,901
Percent of Open Interest Represented by Each Category of Trader
21.8 8.3 2.9 26.2 14.0 2.1 12.8 28.6 18.5 3.4 6.3 0.9 11.3 18.5
Number of Traders in Each Category Total Traders: 297
27 16 11 54 44 31 28 78 39 24 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 90,516
Positions
929 5,108 0 1,484 223 0 18,565 53,626 2,782 3,608 1,300 0 63,148 27,477
Changes from: March 29, 2022 Total Change is: 7,956
182 3,035 0 168 -243 0 -308 14,761 -451 737 659 0 7,628 -9,805
Percent of Open Interest Represented by Each Category of Trader
1.0 5.6 0.0 1.6 0.2 0.0 20.5 59.2 3.1 4.0 1.4 0.0 69.8 30.4
Number of Traders in Each Category Total Traders: 35
. . 0 . . 0 10 6 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 482,091
Positions
161,276 8,179 2,276 179,717 200,331 54,116 36,204 131,516 16,389 8,508 45,090 198 23,407 23,996
Changes from: March 29, 2022 Total Change is: -2,210
-3,650 -1,343 182 -3,665 -3,508 3,389 2,776 -793 -1,017 -123 2,507 -692 590 -936
Percent of Open Interest Represented by Each Category of Trader
33.5 1.7 0.5 37.3 41.6 11.2 7.5 27.3 3.4 1.8 9.4 0.0 4.9 5.0
Number of Traders in Each Category Total Traders: 357
33 10 6 80 71 51 40 91 38 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 25,381
Positions
6,149 24,030 0 14,768 415 0 2,825 0 0 0 0 0 1,639 936
Changes from: March 29, 2022 Total Change is: 290
0 -151 0 322 0 0 223 0 0 0 0 0 -255 441
Percent of Open Interest Represented by Each Category of Trader
24.2 94.7 0.0 58.2 1.6 0.0 11.1 0.0 0.0 0.0 0.0 0.0 6.5 3.7
Number of Traders in Each Category Total Traders: 27
. 6 0 15 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 41,835
Positions
3,662 4,518 522 16,388 3,587 1,548 5,410 6,077 0 8,203 1,854 0 6,102 23,729
Changes from: March 29, 2022 Total Change is: -1,521
1,476 -410 -39 -257 304 -453 -1,824 -1,605 -1 -650 1,854 -2 229 -1,169
Percent of Open Interest Represented by Each Category of Trader
8.8 10.8 1.2 39.2 8.6 3.7 12.9 14.5 0.0 19.6 4.4 0.0 14.6 56.7
Number of Traders in Each Category Total Traders: 60
7 7 . 14 5 6 10 12 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 404,766
Positions
31,093 187,286 2,161 285,884 97,774 50,853 10,726 30,136 1,183 11,973 28,045 23 10,870 7,305
Changes from: March 29, 2022 Total Change is: 7,008
7,712 18,555 -8,629 -328 -16,036 4,129 842 1,724 79 489 5,298 5 2,709 1,883
Percent of Open Interest Represented by Each Category of Trader
7.7 46.3 0.5 70.6 24.2 12.6 2.6 7.4 0.3 3.0 6.9 0.0 2.7 1.8
Number of Traders in Each Category Total Traders: 196
15 13 5 72 51 39 12 19 6 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,184,954
Positions
103,115 523,856 5,276 792,313 310,615 116,287 80,908 136,011 6,493 54,847 63,428 1,232 24,483 21,756
Changes from: March 29, 2022 Total Change is: -7,660
2,856 -20,600 -4,268 1,175 -22,535 -4,629 3,384 27,498 -624 -2,746 15,676 259 -3,067 1,563
Percent of Open Interest Represented by Each Category of Trader
8.7 44.2 0.4 66.9 26.2 9.8 6.8 11.5 0.5 4.6 5.4 0.1 2.1 1.8
Number of Traders in Each Category Total Traders: 413
25 20 11 152 85 88 41 47 23 23 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 201,670
Positions
4,224 145,006 35,660 18,062 0 772 127,987 1,186 12,619 1,824 6,217 140 382 70
Changes from: March 29, 2022 Total Change is: -6,058
211 -2,411 1,785 704 0 355 -3,936 36 -4,879 25 0 0 -323 -944
Percent of Open Interest Represented by Each Category of Trader
2.1 71.9 17.7 9.0 0.0 0.4 63.5 0.6 6.3 0.9 3.1 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 85
7 24 15 11 0 . 28 4 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,276,015
Positions
5,107 92,437 35,544 535,266 267,136 230,207 77,044 267,456 120,594 81,870 60,945 9,011 181,371 192,684
Changes from: March 29, 2022 Total Change is: 29,811
-1,689 -10,862 2,824 -1,070 17,372 1,378 -1,662 -1,896 8,983 12,015 5,773 2,082 6,950 4,157
Percent of Open Interest Represented by Each Category of Trader
0.4 7.2 2.8 41.9 20.9 18.0 6.0 21.0 9.5 6.4 4.8 0.7 14.2 15.1
Number of Traders in Each Category Total Traders: 180
6 16 14 58 34 62 22 33 38 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,268,061
Positions
31,941 53,939 4,594 726,378 217,565 212,783 59,144 635,566 8,262 77,559 11,044 0 147,401 124,309
Changes from: March 29, 2022 Total Change is: -22,263
-5,858 -1,065 1,107 -928 -14,151 -7,572 -6,174 -14,481 4,201 -378 4,878 -28 -6,633 4,848
Percent of Open Interest Represented by Each Category of Trader
2.5 4.3 0.4 57.3 17.2 16.8 4.7 50.1 0.7 6.1 0.9 0.0 11.6 9.8
Number of Traders in Each Category Total Traders: 148
5 11 . 69 27 62 7 21 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 2,198,190
Positions
119,234 150,907 18,573 819,860 617,267 410,898 498,700 376,354 123,527 62,567 256,092 1,017 143,814 243,555
Changes from: March 29, 2022 Total Change is: -55,213
12,526 -10,265 -2,919 33,408 23,141 -3,191 -12,493 -49,023 -11,871 -72,900 -1,355 307 1,920 -38
Percent of Open Interest Represented by Each Category of Trader
5.4 6.9 0.8 37.3 28.1 18.7 22.7 17.1 5.6 2.8 11.7 0.0 6.5 11.1
Number of Traders in Each Category Total Traders: 359
24 34 7 81 64 78 41 61 31 12 42 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 4,770,250
Positions
144,035 130,547 235,749 1,560,757 1,481,287 842,902 673,738 354,432 700,369 201,383 398,089 83,631 327,686 543,244
Changes from: March 29, 2022 Total Change is: 188,299
3,969 3,904 24,266 18,720 19,548 9,160 70,820 17,450 64,339 1,552 26,307 21,947 -26,473 1,379
Percent of Open Interest Represented by Each Category of Trader
3.0 2.7 4.9 32.7 31.1 17.7 14.1 7.4 14.7 4.2 8.3 1.8 6.9 11.4
Number of Traders in Each Category Total Traders: 416
28 25 29 90 94 111 60 73 81 20 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,350,195
Positions
82,767 20,854 3,062 527,683 565,288 202,151 231,690 208,088 30,061 148,324 58,981 1,084 123,373 260,626
Changes from: March 29, 2022 Total Change is: 21,906
-9,382 -3,438 -1,146 24,666 11,285 499 -11,610 4,583 3,211 11,449 -2,317 44 4,175 9,185
Percent of Open Interest Represented by Each Category of Trader
6.1 1.5 0.2 39.1 41.9 15.0 17.2 15.4 2.2 11.0 4.4 0.1 9.1 19.3
Number of Traders in Each Category Total Traders: 151
7 5 4 27 58 55 15 21 15 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 4,454,672
Positions
52,912 257,686 167,572 1,771,700 938,464 853,765 338,466 810,651 621,410 342,772 279,604 21,585 284,489 503,934
Changes from: March 29, 2022 Total Change is: 162,212
-9,816 -4,583 32,086 4,363 1,424 2,094 33,172 9,618 84,883 7,542 48,928 4,846 3,042 -17,083
Percent of Open Interest Represented by Each Category of Trader
1.2 5.8 3.8 39.8 21.1 19.2 7.6 18.2 13.9 7.7 6.3 0.5 6.4 11.3
Number of Traders in Each Category Total Traders: 357
14 36 26 79 83 97 38 67 57 18 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 2,052,835
Positions
236,694 368,457 794,953 1,826 93,488 25,407 459,219 255,348 454,912 40,477 10,900 7,101 32,246 42,269
Changes from: March 29, 2022 Total Change is: -77,818
-18,903 -71,309 -40,389 1,826 363 15,633 -39,225 32,163 -5,085 2,064 -4,597 1,832 4,429 -6,429
Percent of Open Interest Represented by Each Category of Trader
11.5 17.9 38.7 0.1 4.6 1.2 22.4 12.4 22.2 2.0 0.5 0.3 1.6 2.1
Number of Traders in Each Category Total Traders: 138
25 37 55 . 6 5 19 35 40 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 is26,594,857
Positions
3,153,166 1,745,522 4,348,221 927,411 813,249 906,142 388,176 1,246,471 15,900,526 44,905 269,772 412,361 513,949 952,595
Changes from: March 29, 2022 Total Change is: 739,050
47,310 75,491 28,848 -11,553 -8,584 -25,226 715 -58,232 721,551 8,355 20,810 -16,043 -14,907 435
Percent of Open Interest Represented by Each Category of Trader
11.9 6.6 16.3 3.5 3.1 3.4 1.5 4.7 59.8 0.2 1.0 1.6 1.9 3.6
Number of Traders in Each Category Total Traders: 250
30 35 62 17 20 30 35 76 94 15 18 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 4,786,514
Positions
1,465,291 1,087,586 1,197,186 58,319 287,356 138,062 375,302 549,430 1,460,647 54,962 31,680 28,230 8,516 6,338
Changes from: March 29, 2022 Total Change is: 252,095
318,097 35,996 4,215 -3,059 90,509 -2,262 -115,130 72,313 48,695 2,195 2,955 -107 -549 -219
Percent of Open Interest Represented by Each Category of Trader
30.6 22.7 25.0 1.2 6.0 2.9 7.8 11.5 30.5 1.1 0.7 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 311
54 55 82 11 19 17 46 61 78 24 31 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 381,593
Positions
86,165 151,738 102,665 617 1,559 16,409 102,456 31,549 67,288 4,575 7,752 804 614 1,829
Changes from: March 29, 2022 Total Change is: -37,641
-24,790 1,204 -24,014 -2,104 788 6,320 3,661 -24,412 3,013 300 -499 -43 16 2
Percent of Open Interest Represented by Each Category of Trader
22.6 39.8 26.9 0.2 0.4 4.3 26.8 8.3 17.6 1.2 2.0 0.2 0.2 0.5
Number of Traders in Each Category Total Traders: 127
21 41 34 . . . 32 21 31 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342601 Open Interest is 151,000
Positions
17,035 31,159 3,710 0 0 0 47,187 53,666 38,629 37,375 16,772 7,064 0 0
Changes from: March 29, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.3 20.6 2.5 0.0 0.0 0.0 31.2 35.5 25.6 24.8 11.1 4.7 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 . 4 . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,633
Positions
345 1,398 31 6,756 635 3 1,466 6,740 629 722 1,168 339 1,343 690
Changes from: March 29, 2022 Total Change is: -625
-9 205 -69 -125 21 -15 -337 -481 230 -418 -680 111 7 54
Percent of Open Interest Represented by Each Category of Trader
3.0 12.0 0.3 58.1 5.5 0.0 12.6 57.9 5.4 6.2 10.0 2.9 11.5 5.9
Number of Traders in Each Category Total Traders: 84
. 5 . 9 . . 25 29 13 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 15,433
Positions
1,122 704 0 184 345 0 1,874 12,328 115 8,075 1,011 17 4,046 913
Changes from: March 29, 2022 Total Change is: 306
388 -331 0 -7 54 0 -29 136 18 -125 383 -13 74 59
Percent of Open Interest Represented by Each Category of Trader
7.3 4.6 0.0 1.2 2.2 0.0 12.1 79.9 0.7 52.3 6.6 0.1 26.2 5.9
Number of Traders in Each Category Total Traders: 119
4 . 0 . . 0 14 12 5 65 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 3,501
Positions
115 134 85 12 0 21 990 2,568 55 1,017 245 34 1,172 359
Changes from: March 29, 2022 Total Change is: 90
0 -33 -2 -34 0 0 90 -15 40 -33 9 15 14 76
Percent of Open Interest Represented by Each Category of Trader
3.3 3.8 2.4 0.3 0.0 0.6 28.3 73.4 1.6 29.0 7.0 1.0 33.5 10.3
Number of Traders in Each Category Total Traders: 46
. . . . 0 . 16 13 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 32,541
Positions
6,794 0 0 98 0 0 8,401 22,640 2,796 12,046 6,502 406 2,000 197
Changes from: March 29, 2022 Total Change is: 7,675
-688 0 0 10 0 0 5,284 2,409 2,063 835 3,469 -306 477 40
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 0.0 0.3 0.0 0.0 25.8 69.6 8.6 37.0 20.0 1.2 6.1 0.6
Number of Traders in Each Category Total Traders: 126
. 0 0 . 0 0 7 12 . 91 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 49,101
Positions
716 27,154 0 23,678 988 520 13,876 15,864 834 4,131 1,759 76 5,270 1,906
Changes from: March 29, 2022 Total Change is: -4,923
-5,021 50 0 -1,625 256 0 2,768 -4,978 -489 -113 -136 -8 -435 381
Percent of Open Interest Represented by Each Category of Trader
1.5 55.3 0.0 48.2 2.0 1.1 28.3 32.3 1.7 8.4 3.6 0.2 10.7 3.9
Number of Traders in Each Category Total Traders: 118
. . 0 18 . 4 35 18 7 27 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 306,405
Positions
29,984 12,086 14,973 102,396 72,443 35,853 40,390 85,965 46,375 8,216 4,581 7,442 20,776 26,687
Changes from: March 29, 2022 Total Change is: 18,971
-2,415 -79 3,222 12,508 14,475 1,883 -2,877 5,080 4,078 1,192 1,909 3,681 -2,301 -15,278
Percent of Open Interest Represented by Each Category of Trader
9.8 3.9 4.9 33.4 23.6 11.7 13.2 28.1 15.1 2.7 1.5 2.4 6.8 8.7
Number of Traders in Each Category Total Traders: 168
12 13 21 21 27 28 31 40 37 10 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 32,152
Positions
2,107 17,429 50 23,398 2,446 840 2,357 8,370 0 2,622 2,926 0 778 91
Changes from: March 29, 2022 Total Change is: -3,177
490 0 0 -453 149 0 126 -3,328 0 -3,096 0 0 -244 2
Percent of Open Interest Represented by Each Category of Trader
6.6 54.2 0.2 72.8 7.6 2.6 7.3 26.0 0.0 8.2 9.1 0.0 2.4 0.3
Number of Traders in Each Category Total Traders: 45
. . . 17 . . 6 7 0 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 08, 2022