Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 172,910
Positions
9,908 43,548 6,814 38,249 32,888 7,012 34,403 29,475 20,992 20,906 3,030 0 34,627 29,151
Changes from: April 26, 2022 Total Change is: 393
3,036 -24,807 1,943 -2,669 15,086 448 -4,559 151 2,793 768 569 -801 -566 5,011
Percent of Open Interest Represented by Each Category of Trader
5.7 25.2 3.9 22.1 19.0 4.1 19.9 17.0 12.1 12.1 1.8 0.0 20.0 16.9
Number of Traders in Each Category Total Traders: 111
9 6 8 19 15 10 21 24 20 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 54,232
Positions
31,543 0 506 4,714 13,633 1,063 6,821 13,148 1,400 0 0 0 8,185 24,482
Changes from: April 26, 2022 Total Change is: 2,797
3,412 0 38 1,027 -1,887 16 489 3,049 -18 0 0 0 -2,168 1,598
Percent of Open Interest Represented by Each Category of Trader
58.2 0.0 0.9 8.7 25.1 2.0 12.6 24.2 2.6 0.0 0.0 0.0 15.1 45.1
Number of Traders in Each Category Total Traders: 47
8 0 . 5 13 . 8 13 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 320,607
Positions
129,042 30,668 18,319 35,655 128,275 8,179 64,115 54,398 37,580 5,532 6,601 0 22,186 36,587
Changes from: April 26, 2022 Total Change is: 362
-3,719 -1,238 2,637 916 -423 1,706 -4,621 -1,894 3,193 367 -416 0 -116 -3,203
Percent of Open Interest Represented by Each Category of Trader
40.2 9.6 5.7 11.1 40.0 2.6 20.0 17.0 11.7 1.7 2.1 0.0 6.9 11.4
Number of Traders in Each Category Total Traders: 142
8 6 8 15 37 16 17 46 21 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 291,707
Positions
159,729 7,022 4,840 42,647 110,660 9,625 24,753 87,379 29,014 66 2,353 1,121 19,912 39,692
Changes from: April 26, 2022 Total Change is: 21,575
9,720 353 1,141 2,996 878 2,516 4,323 14,359 2,888 -56 815 26 -1,978 -1,400
Percent of Open Interest Represented by Each Category of Trader
54.8 2.4 1.7 14.6 37.9 3.3 8.5 30.0 9.9 0.0 0.8 0.4 6.8 13.6
Number of Traders in Each Category Total Traders: 142
11 4 7 20 30 17 22 46 26 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 787,894
Positions
51,748 285,054 23,548 392,755 187,609 35,299 67,047 95,878 77,566 41,235 13,810 6,826 91,870 62,303
Changes from: April 26, 2022 Total Change is: 17,477
12,999 -2,461 1,128 -10,853 4,529 1,612 -3,841 5,597 7,589 2,894 -29 -255 6,203 -233
Percent of Open Interest Represented by Each Category of Trader
6.6 36.2 3.0 49.8 23.8 4.5 8.5 12.2 9.8 5.2 1.8 0.9 11.7 7.9
Number of Traders in Each Category Total Traders: 346
23 12 12 104 45 45 55 52 46 39 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 30,781
Positions
0 9,278 0 13,036 6,661 3,229 933 5,137 1,259 0 0 0 12,324 5,217
Changes from: April 26, 2022 Total Change is: -492
0 1 0 -61 -491 0 -40 282 149 0 0 0 -540 -433
Percent of Open Interest Represented by Each Category of Trader
0.0 30.1 0.0 42.4 21.6 10.5 3.0 16.7 4.1 0.0 0.0 0.0 40.0 16.9
Number of Traders in Each Category Total Traders: 33
0 5 0 15 6 7 . 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 23,490
Positions
8,538 1,663 0 5,085 10,111 1,390 0 5,478 0 0 664 0 8,477 4,184
Changes from: April 26, 2022 Total Change is: 545
0 529 0 502 7 0 0 -76 0 0 19 0 43 66
Percent of Open Interest Represented by Each Category of Trader
36.3 7.1 0.0 21.6 43.0 5.9 0.0 23.3 0.0 0.0 2.8 0.0 36.1 17.8
Number of Traders in Each Category Total Traders: 23
. . 0 5 10 5 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 170,548
Positions
40,310 4,913 2,606 41,587 74,959 4,803 38,432 36,892 17,500 2,350 1,002 31 22,929 27,843
Changes from: April 26, 2022 Total Change is: 8,404
2,015 -10,589 359 -4,389 13,211 2,212 2,836 -6,187 6,907 452 53 19 -2,007 2,419
Percent of Open Interest Represented by Each Category of Trader
23.6 2.9 1.5 24.4 44.0 2.8 22.5 21.6 10.3 1.4 0.6 0.0 13.4 16.3
Number of Traders in Each Category Total Traders: 103
10 . 5 15 17 11 25 26 18 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CHINESE RENMINBI-HK (CNH) - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 100,000 USD)
CFTC Code #082744 Open Interest is 8,416
Positions
0 0 0 0 200 0 2,166 7,503 445 4,246 0 17 1,542 251
Changes from: April 26, 2022 Total Change is: -48
0 0 0 0 -50 0 -156 67 46 103 -66 -43 2 -2
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 2.4 0.0 25.7 89.2 5.3 50.5 0.0 0.2 18.3 3.0
Number of Traders in Each Category Total Traders: 21
0 0 0 0 . 0 4 5 4 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 154,320
Positions
607 81,316 1,744 76,545 7,049 1,608 60,579 24,187 2,112 4,173 33,268 180 6,772 2,856
Changes from: April 26, 2022 Total Change is: -4,888
-330 -8,177 -4 -6,670 3,172 385 79 26 -18 1,805 354 34 -170 -661
Percent of Open Interest Represented by Each Category of Trader
0.4 52.7 1.1 49.6 4.6 1.0 39.3 15.7 1.4 2.7 21.6 0.1 4.4 1.9
Number of Traders in Each Category Total Traders: 165
. 10 . 23 15 7 53 30 8 9 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 61,593
Positions
169 44,669 0 51,657 2,506 33 5,140 10,702 26 1,289 1,962 0 3,279 1,695
Changes from: April 26, 2022 Total Change is: -10,066
10 -6,854 -3,009 857 -162 33 -5,276 1,927 -1,437 -543 -202 -99 -601 -262
Percent of Open Interest Represented by Each Category of Trader
0.3 72.5 0.0 83.9 4.1 0.1 8.3 17.4 0.0 2.1 3.2 0.0 5.3 2.8
Number of Traders in Each Category Total Traders: 67
. 4 0 15 5 . 14 13 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 50,963
Positions
26,169 3,925 40 3,971 20,760 97 16,891 18,752 491 851 1,175 27 2,427 5,696
Changes from: April 26, 2022 Total Change is: 4,346
9,035 -101 37 163 1,258 -121 -4,699 2,508 111 61 162 -148 -93 640
Percent of Open Interest Represented by Each Category of Trader
51.3 7.7 0.1 7.8 40.7 0.2 33.1 36.8 1.0 1.7 2.3 0.1 4.8 11.2
Number of Traders in Each Category Total Traders: 101
12 . . 7 24 4 20 27 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 21,663
Positions
0 11,709 16 18,346 1,904 213 1,282 5,249 864 0 0 0 942 1,708
Changes from: April 26, 2022 Total Change is: -3,657
0 -153 16 -3,704 672 213 -264 -4,530 277 -222 0 0 27 -152
Percent of Open Interest Represented by Each Category of Trader
0.0 54.1 0.1 84.7 8.8 1.0 5.9 24.2 4.0 0.0 0.0 0.0 4.3 7.9
Number of Traders in Each Category Total Traders: 29
0 4 . 5 4 . 7 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,885
Positions
20,219 10,262 342 2,456 6,911 835 8,451 6,264 334 851 8,611 1 6,398 6,326
Changes from: April 26, 2022 Total Change is: -2,506
-93 402 -22 -1,033 -1,247 497 -286 -1,008 -330 -714 -93 1 -527 -707
Percent of Open Interest Represented by Each Category of Trader
50.7 25.7 0.9 6.2 17.3 2.1 21.2 15.7 0.8 2.1 21.6 0.0 16.0 15.9
Number of Traders in Each Category Total Traders: 88
14 12 . 10 11 5 15 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,770
Positions
40,437 20,524 683 4,912 13,822 1,670 16,901 12,528 668 1,701 17,222 2 12,796 12,651
Changes from: April 26, 2022 Total Change is: -5,012
-185 804 -43 -2,065 -2,493 993 -573 -2,015 -659 -1,428 -186 2 -1,054 -1,414
Percent of Open Interest Represented by Each Category of Trader
50.7 25.7 0.9 6.2 17.3 2.1 21.2 15.7 0.8 2.1 21.6 0.0 16.0 15.9
Number of Traders in Each Category Total Traders: 88
14 12 . 10 11 5 15 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 39,035
Positions
21,249 30,119 0 10,343 4,109 1,105 2,495 2,708 13 0 0 0 3,830 981
Changes from: April 26, 2022 Total Change is: -1,146
2,735 -38 0 -2,629 1,236 -1,848 152 -706 13 0 0 0 431 197
Percent of Open Interest Represented by Each Category of Trader
54.4 77.2 0.0 26.5 10.5 2.8 6.4 6.9 0.0 0.0 0.0 0.0 9.8 2.5
Number of Traders in Each Category Total Traders: 30
5 5 0 14 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 629,883
Positions
45,716 66,261 29,333 192,196 118,258 63,460 52,316 71,447 157,024 27,193 62,922 4,128 58,518 57,051
Changes from: April 26, 2022 Total Change is: -8,475
-646 -16,268 -2,183 4,317 2,702 -916 1,178 16,067 -7,210 454 3,103 -457 -3,012 -3,312
Percent of Open Interest Represented by Each Category of Trader
7.3 10.5 4.7 30.5 18.8 10.1 8.3 11.3 24.9 4.3 10.0 0.7 9.3 9.1
Number of Traders in Each Category Total Traders: 567
37 34 43 143 100 125 73 90 106 47 39 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,084
Positions
1,794 15,351 0 11,948 581 99 1,201 948 0 0 0 0 3,042 1,105
Changes from: April 26, 2022 Total Change is: 2,179
-200 2,353 0 3,609 -100 0 312 9 0 0 0 0 -1,542 -83
Percent of Open Interest Represented by Each Category of Trader
9.9 84.9 0.0 66.1 3.2 0.5 6.6 5.2 0.0 0.0 0.0 0.0 16.8 6.1
Number of Traders in Each Category Total Traders: 25
. 10 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 43,957
Positions
10,752 39,451 0 19,592 1,881 0 6,995 1,330 0 0 0 0 6,618 1,295
Changes from: April 26, 2022 Total Change is: 4,129
0 2,644 0 1,685 903 0 493 1,087 0 0 0 0 1,951 -505
Percent of Open Interest Represented by Each Category of Trader
24.5 89.7 0.0 44.6 4.3 0.0 15.9 3.0 0.0 0.0 0.0 0.0 15.1 2.9
Number of Traders in Each Category Total Traders: 37
. 10 0 15 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,149,416
Positions
228,579 331,305 146,663 960,978 591,290 317,301 261,581 357,235 785,118 135,966 314,609 20,638 292,592 285,257
Changes from: April 26, 2022 Total Change is: -42,376
-3,229 -81,342 -10,913 21,584 13,512 -4,581 5,888 80,333 -36,052 2,272 15,513 -2,283 -15,061 -16,562
Percent of Open Interest Represented by Each Category of Trader
7.3 10.5 4.7 30.5 18.8 10.1 8.3 11.3 24.9 4.3 10.0 0.7 9.3 9.1
Number of Traders in Each Category Total Traders: 567
37 34 43 143 100 125 73 90 106 47 39 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 28,430
Positions
20,591 23,403 0 4,869 1,720 0 612 2,227 0 0 0 0 2,358 1,080
Changes from: April 26, 2022 Total Change is: 965
999 824 0 237 805 -330 119 -642 0 0 0 0 -60 308
Percent of Open Interest Represented by Each Category of Trader
72.4 82.3 0.0 17.1 6.0 0.0 2.2 7.8 0.0 0.0 0.0 0.0 8.3 3.8
Number of Traders in Each Category Total Traders: 27
6 6 0 7 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 20,829
Positions
1,393 19,890 0 13,643 0 0 1,946 0 0 0 0 0 3,847 939
Changes from: April 26, 2022 Total Change is: -420
0 -536 0 126 0 0 -498 0 0 0 0 0 -48 116
Percent of Open Interest Represented by Each Category of Trader
6.7 95.5 0.0 65.5 0.0 0.0 9.3 0.0 0.0 0.0 0.0 0.0 18.5 4.5
Number of Traders in Each Category Total Traders: 23
. 9 0 9 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 19,159
Positions
3,309 14,826 0 9,975 950 1,069 1,609 1,565 0 0 0 0 3,197 749
Changes from: April 26, 2022 Total Change is: 843
938 -3 0 -101 950 7 0 92 0 0 0 0 -1 -203
Percent of Open Interest Represented by Each Category of Trader
17.3 77.4 0.0 52.1 5.0 5.6 8.4 8.2 0.0 0.0 0.0 0.0 16.7 3.9
Number of Traders in Each Category Total Traders: 28
5 8 0 8 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 207,845
Positions
14,868 10,366 0 20,270 1,358 510 14,709 149,962 12,195 6,229 0 0 139,064 33,454
Changes from: April 26, 2022 Total Change is: 53,110
-3,643 1,150 0 -911 85 -24 4,643 52,751 -1,583 1,333 0 0 53,294 730
Percent of Open Interest Represented by Each Category of Trader
7.2 5.0 0.0 9.8 0.7 0.2 7.1 72.2 5.9 3.0 0.0 0.0 66.9 16.1
Number of Traders in Each Category Total Traders: 22
. . 0 8 . . . 7 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 215,110
Positions
54,988 65,492 104,658 0 0 0 15,149 4,342 38,788 0 0 0 1,527 1,830
Changes from: April 26, 2022 Total Change is: 5,346
-105 -105 3,950 0 0 0 0 0 1,501 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.6 30.4 48.7 0.0 0.0 0.0 7.0 2.0 18.0 0.0 0.0 0.0 0.7 0.9
Number of Traders in Each Category Total Traders: 20
6 7 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 54,426
Positions
27,450 2,776 173 15,365 40,000 2,629 1,420 3,646 3 597 0 0 6,789 5,199
Changes from: April 26, 2022 Total Change is: 3,243
6,023 -74 -32 -2,334 1,819 198 -749 1,665 -210 213 0 0 134 -123
Percent of Open Interest Represented by Each Category of Trader
50.4 5.1 0.3 28.2 73.5 4.8 2.6 6.7 0.0 1.1 0.0 0.0 12.5 9.6
Number of Traders in Each Category Total Traders: 64
7 . . 20 24 10 4 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 65,992
Positions
9,042 9,616 2,131 14,432 9,552 1,873 9,649 11,425 16,394 2,587 4,140 894 8,988 9,965
Changes from: April 26, 2022 Total Change is: 305
-1,291 329 368 43 -230 -220 -303 -601 1,796 134 -781 -39 -183 -317
Percent of Open Interest Represented by Each Category of Trader
13.7 14.6 3.2 21.9 14.5 2.8 14.6 17.3 24.8 3.9 6.3 1.4 13.6 15.1
Number of Traders in Each Category Total Traders: 296
31 20 18 52 43 34 34 67 43 24 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 329,958
Positions
45,210 48,081 10,656 72,158 47,761 9,367 48,246 57,127 81,972 12,937 20,699 4,471 44,940 49,824
Changes from: April 26, 2022 Total Change is: 1,524
-6,457 1,645 1,840 216 -1,150 -1,102 -1,513 -3,004 8,981 670 -3,903 -196 -915 -1,587
Percent of Open Interest Represented by Each Category of Trader
13.7 14.6 3.2 21.9 14.5 2.8 14.6 17.3 24.8 3.9 6.3 1.4 13.6 15.1
Number of Traders in Each Category Total Traders: 296
31 20 18 52 43 34 34 67 43 24 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 95,540
Positions
2,842 1,139 0 838 522 0 27,872 66,412 3,817 6,340 2,628 0 53,831 21,022
Changes from: April 26, 2022 Total Change is: -5,766
1,661 -41 0 -393 49 0 9,756 -9,216 367 184 1,503 -10 -17,331 1,582
Percent of Open Interest Represented by Each Category of Trader
3.0 1.2 0.0 0.9 0.5 0.0 29.2 69.5 4.0 6.6 2.8 0.0 56.3 22.0
Number of Traders in Each Category Total Traders: 38
5 . 0 . . 0 7 12 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 512,352
Positions
203,068 10,618 2,270 146,537 241,859 53,307 46,635 114,634 20,771 16,871 42,927 200 22,695 25,768
Changes from: April 26, 2022 Total Change is: 9,017
22,974 -64 -269 -26,295 11,797 1,299 4,182 -1,084 476 8,068 -557 -1,751 334 -830
Percent of Open Interest Represented by Each Category of Trader
39.6 2.1 0.4 28.6 47.2 10.4 9.1 22.4 4.1 3.3 8.4 0.0 4.4 5.0
Number of Traders in Each Category Total Traders: 350
34 10 6 74 77 51 40 78 34 12 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 28,398
Positions
6,529 26,964 0 17,186 423 0 2,650 321 0 0 0 0 2,033 690
Changes from: April 26, 2022 Total Change is: -151
0 -290 0 -286 8 0 -178 -25 0 0 0 0 313 156
Percent of Open Interest Represented by Each Category of Trader
23.0 95.0 0.0 60.5 1.5 0.0 9.3 1.1 0.0 0.0 0.0 0.0 7.2 2.4
Number of Traders in Each Category Total Traders: 26
. 6 0 12 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 39,065
Positions
3,939 3,175 635 19,844 3,957 2,231 1,464 5,406 0 5,439 1,251 0 5,513 22,410
Changes from: April 26, 2022 Total Change is: -2,568
-424 842 226 1,270 -19 0 -4,188 1,638 -12 565 -1,166 0 -5 -4,077
Percent of Open Interest Represented by Each Category of Trader
10.1 8.1 1.6 50.8 10.1 5.7 3.7 13.8 0.0 13.9 3.2 0.0 14.1 57.4
Number of Traders in Each Category Total Traders: 53
8 7 . 13 5 6 . 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 411,029
Positions
31,361 193,842 3,298 277,441 112,247 54,526 17,719 20,378 2,002 14,740 17,807 25 9,917 6,904
Changes from: April 26, 2022 Total Change is: -13,278
688 2,957 599 -11,828 2,611 -2,545 2,388 -6,726 -171 -534 -4,069 -5 -1,870 -5,929
Percent of Open Interest Represented by Each Category of Trader
7.6 47.2 0.8 67.5 27.3 13.3 4.3 5.0 0.5 3.6 4.3 0.0 2.4 1.7
Number of Traders in Each Category Total Traders: 204
13 13 6 77 50 43 17 20 8 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,196,881
Positions
106,459 504,274 9,489 708,033 381,755 149,719 120,698 90,591 7,749 67,452 27,412 879 26,403 25,013
Changes from: April 26, 2022 Total Change is: 20,936
45 -9,855 4,624 -37,651 25,929 16,571 28,847 -5,928 -67 5,717 -4,235 -562 3,412 -5,541
Percent of Open Interest Represented by Each Category of Trader
8.9 42.1 0.8 59.2 31.9 12.5 10.1 7.6 0.6 5.6 2.3 0.1 2.2 2.1
Number of Traders in Each Category Total Traders: 418
28 17 10 139 99 92 51 45 29 22 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 215,217
Positions
5,776 154,753 35,198 18,005 0 1,563 136,732 1,571 14,964 2,332 6,517 140 507 511
Changes from: April 26, 2022 Total Change is: -916
1,974 1,197 -2,690 -394 0 185 1,889 85 -64 85 0 0 -1,901 371
Percent of Open Interest Represented by Each Category of Trader
2.7 71.9 16.4 8.4 0.0 0.7 63.5 0.7 7.0 1.1 3.0 0.1 0.2 0.2
Number of Traders in Each Category Total Traders: 89
8 23 15 11 0 . 30 4 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,324,707
Positions
5,255 141,567 40,814 582,116 284,749 203,875 121,066 284,792 115,133 84,676 60,927 6,667 165,105 186,183
Changes from: April 26, 2022 Total Change is: 49,915
1,390 18,810 3,032 13,029 -7,445 -2,936 13,548 12,587 24,276 3,046 5,670 1,711 -7,181 -5,790
Percent of Open Interest Represented by Each Category of Trader
0.4 10.7 3.1 43.9 21.5 15.4 9.1 21.5 8.7 6.4 4.6 0.5 12.5 14.1
Number of Traders in Each Category Total Traders: 194
7 23 19 60 35 61 22 32 36 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,277,868
Positions
33,240 57,006 6,977 727,139 200,111 224,220 54,524 644,616 7,437 74,719 8,285 0 149,612 129,216
Changes from: April 26, 2022 Total Change is: -9,674
2,425 2,117 353 1,997 12,756 -3,287 -2,897 -34,516 636 -4,178 1,793 0 -4,723 10,475
Percent of Open Interest Represented by Each Category of Trader
2.6 4.5 0.5 56.9 15.7 17.5 4.3 50.4 0.6 5.8 0.6 0.0 11.7 10.1
Number of Traders in Each Category Total Traders: 148
6 9 . 71 26 61 4 23 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 2,234,978
Positions
97,926 204,794 14,440 881,785 441,518 429,973 504,277 478,788 116,499 49,537 291,313 6,528 134,013 251,126
Changes from: April 26, 2022 Total Change is: 20,131
-8,604 9,178 1,393 7,739 -816 19,824 -3,529 -17,233 -5,544 9,293 -8,691 1,850 -2,291 20,170
Percent of Open Interest Represented by Each Category of Trader
4.4 9.2 0.6 39.5 19.8 19.2 22.6 21.4 5.2 2.2 13.0 0.3 6.0 11.2
Number of Traders in Each Category Total Traders: 371
20 43 8 91 59 82 36 65 26 13 44 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 4,499,491
Positions
61,409 245,558 227,836 1,651,631 1,286,243 808,586 580,901 327,861 558,769 174,473 437,813 81,232 354,652 525,592
Changes from: April 26, 2022 Total Change is: 142,970
-25,019 29,993 23,905 104,111 -17,997 21,529 -54,287 -2,175 62,753 7,553 32,152 4,781 -2,357 -11,972
Percent of Open Interest Represented by Each Category of Trader
1.4 5.5 5.1 36.7 28.6 18.0 12.9 7.3 12.4 3.9 9.7 1.8 7.9 11.7
Number of Traders in Each Category Total Traders: 415
24 33 37 102 86 111 56 60 78 25 29 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,272,898
Positions
82,646 22,248 1,362 494,715 527,571 224,647 155,097 152,662 38,243 138,574 53,934 714 136,900 251,517
Changes from: April 26, 2022 Total Change is: -6,854
4,619 -6,578 -307 6,180 -171 3,663 -26,344 7,470 -4,013 1,153 1,682 -147 8,342 -8,453
Percent of Open Interest Represented by Each Category of Trader
6.5 1.7 0.1 38.9 41.4 17.6 12.2 12.0 3.0 10.9 4.2 0.1 10.8 19.8
Number of Traders in Each Category Total Traders: 148
7 5 . 30 57 60 11 18 12 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 4,238,931
Positions
38,117 345,697 117,976 1,810,910 764,976 881,848 296,068 963,749 435,149 372,237 251,619 11,939 274,687 465,977
Changes from: April 26, 2022 Total Change is: 60,779
-25,569 13,640 13,995 47,078 -60,524 -14,588 -4,965 91,291 36,883 1,847 -9,427 -645 6,744 -9,846
Percent of Open Interest Represented by Each Category of Trader
0.9 8.2 2.8 42.7 18.0 20.8 7.0 22.7 10.3 8.8 5.9 0.3 6.5 11.0
Number of Traders in Each Category Total Traders: 352
12 43 25 85 76 97 32 65 54 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,662,069
Positions
325,320 353,405 711,737 0 5,910 16,242 128,684 122,558 400,614 44,120 10,972 2,628 32,724 38,003
Changes from: April 26, 2022 Total Change is: -467,137
26,447 -96,868 -117,579 -2,792 -113,672 -6,158 -295,391 -56,184 -69,197 -4,025 -464 -560 2,118 -6,455
Percent of Open Interest Represented by Each Category of Trader
19.6 21.3 42.8 0.0 0.4 1.0 7.7 7.4 24.1 2.7 0.7 0.2 2.0 2.3
Number of Traders in Each Category Total Traders: 117
24 32 53 0 . . 23 25 41 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 is26,397,369
Positions
2,780,697 1,996,006 4,491,429 897,141 525,060 890,374 544,702 1,086,334 15,931,874 30,530 227,885 338,990 491,632 909,417
Changes from: April 26, 2022 Total Change is: 610,127
-93,714 153,141 81,590 17,541 -104,735 -25,681 75,694 -47,690 557,263 2,379 24,959 15,834 -20,779 -44,554
Percent of Open Interest Represented by Each Category of Trader
10.5 7.6 17.0 3.4 2.0 3.4 2.1 4.1 60.4 0.1 0.9 1.3 1.9 3.4
Number of Traders in Each Category Total Traders: 236
26 36 58 19 17 29 42 63 94 13 16 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 5,527,953
Positions
1,764,827 1,244,497 1,441,065 38,583 310,685 105,724 453,629 732,209 1,624,133 58,861 29,617 30,917 10,214 9,105
Changes from: April 26, 2022 Total Change is: 239,841
139,518 19,442 72,933 742 19,024 6,676 -34,701 71,326 49,903 7,546 1,836 -1,309 -1,467 11
Percent of Open Interest Represented by Each Category of Trader
31.9 22.5 26.1 0.7 5.6 1.9 8.2 13.2 29.4 1.1 0.5 0.6 0.2 0.2
Number of Traders in Each Category Total Traders: 332
51 66 87 10 22 14 56 58 84 25 31 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 369,955
Positions
120,179 130,241 111,418 2,210 5,039 7,072 51,386 36,218 71,406 4,125 6,241 918 1,241 1,402
Changes from: April 26, 2022 Total Change is: -74,072
-18,056 -50,733 -4,781 1,149 -7,225 -237 -45,427 -2,642 -7,118 -200 -1,187 -160 758 11
Percent of Open Interest Represented by Each Category of Trader
32.5 35.2 30.1 0.6 1.4 1.9 13.9 9.8 19.3 1.1 1.7 0.2 0.3 0.4
Number of Traders in Each Category Total Traders: 122
17 43 34 . . . 22 28 32 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 151,343
Positions
13,735 32,013 3,908 0 0 0 49,588 55,344 39,473 40,805 16,756 3,834 0 15
Changes from: April 26, 2022 Total Change is: -2,275
-3,300 967 198 0 0 0 1,794 24 -967 3,230 718 -3,230 0 15
Percent of Open Interest Represented by Each Category of Trader
9.1 21.2 2.6 0.0 0.0 0.0 32.8 36.6 26.1 27.0 11.1 2.5 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 4 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 10,438
Positions
353 728 138 6,022 658 9 1,417 6,943 711 739 262 144 906 845
Changes from: April 26, 2022 Total Change is: -750
-11 -150 80 -343 135 4 -205 36 -305 85 -455 13 -69 -109
Percent of Open Interest Represented by Each Category of Trader
3.4 7.0 1.3 57.7 6.3 0.1 13.6 66.5 6.8 7.1 2.5 1.4 8.7 8.1
Number of Traders in Each Category Total Traders: 84
4 4 . 7 5 . 15 38 15 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 11,927
Positions
1,359 0 0 289 323 0 2,234 6,678 765 3,155 1,342 1,160 2,965 1,658
Changes from: April 26, 2022 Total Change is: -9,917
-1,353 -1,012 -3 77 104 0 -5,154 -9,918 -243 -3,786 -238 1,153 -608 240
Percent of Open Interest Represented by Each Category of Trader
11.4 0.0 0.0 2.4 2.7 0.0 18.7 56.0 6.4 26.4 11.3 9.7 24.9 13.9
Number of Traders in Each Category Total Traders: 98
4 0 0 4 . 0 9 15 5 41 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 2,981
Positions
103 86 45 0 128 18 888 2,161 82 1,051 37 22 772 402
Changes from: April 26, 2022 Total Change is: -764
-38 -20 -28 0 2 0 -347 -455 -233 -183 -73 -6 71 49
Percent of Open Interest Represented by Each Category of Trader
3.5 2.9 1.5 0.0 4.3 0.6 29.8 72.5 2.8 35.3 1.2 0.7 25.9 13.5
Number of Traders in Each Category Total Traders: 38
. . . 0 . . 8 16 . 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 45,605
Positions
0 9,206 0 0 0 0 34,773 29,260 505 8,565 5,577 427 1,335 631
Changes from: April 26, 2022 Total Change is: -6,178
-124 -16,729 0 0 0 0 358 14,373 -4,891 -1,834 262 412 -99 394
Percent of Open Interest Represented by Each Category of Trader
0.0 20.2 0.0 0.0 0.0 0.0 76.2 64.2 1.1 18.8 12.2 0.9 2.9 1.4
Number of Traders in Each Category Total Traders: 89
0 . 0 0 0 0 5 9 . 59 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,195
Positions
661 27,544 0 25,933 685 485 15,650 20,076 521 5,448 2,024 168 5,329 2,692
Changes from: April 26, 2022 Total Change is: -2,580
-70 365 0 -827 -207 -15 -1,029 -3,648 220 -1,404 75 62 484 569
Percent of Open Interest Represented by Each Category of Trader
1.2 50.8 0.0 47.9 1.3 0.9 28.9 37.0 1.0 10.1 3.7 0.3 9.8 5.0
Number of Traders in Each Category Total Traders: 126
. . 0 19 . . 34 20 6 27 20 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 320,512
Positions
35,759 23,323 18,689 90,526 36,829 32,727 34,249 99,745 65,217 13,576 6,268 6,043 23,726 31,671
Changes from: April 26, 2022 Total Change is: 14,736
-878 5,468 2,498 70 -14,461 2,105 -2,285 5,904 10,943 296 533 -285 2,272 2,031
Percent of Open Interest Represented by Each Category of Trader
11.2 7.3 5.8 28.2 11.5 10.2 10.7 31.1 20.3 4.2 2.0 1.9 7.4 9.9
Number of Traders in Each Category Total Traders: 164
13 17 19 22 22 23 26 40 41 6 10 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 35,140
Positions
1,136 17,384 95 27,636 1,016 1,165 1,033 12,460 0 3,318 2,952 14 743 54
Changes from: April 26, 2022 Total Change is: 3,112
-45 -47 47 2,926 0 0 -43 3,107 0 250 7 0 -23 -2
Percent of Open Interest Represented by Each Category of Trader
3.2 49.5 0.3 78.6 2.9 3.3 2.9 35.5 0.0 9.4 8.4 0.0 2.1 0.2
Number of Traders in Each Category Total Traders: 46
. . . 16 . . 5 7 0 9 . .
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Updated May 06, 2022