Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 169,337
Positions
15,266 29,618 4,536 43,046 40,622 6,337 23,341 33,649 21,294 21,768 2,526 359 33,390 30,395
Changes from: May 10, 2022 Total Change is: -7,020
3,692 -5,227 -2,512 2,485 5,989 -273 -5,631 1,395 -3,379 474 -1,969 4 -1,880 -1,048
Percent of Open Interest Represented by Each Category of Trader
9.0 17.5 2.7 25.4 24.0 3.7 13.8 19.9 12.6 12.9 1.5 0.2 19.7 17.9
Number of Traders in Each Category Total Traders: 113
10 5 8 19 16 10 18 25 18 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 55,358
Positions
29,191 1,158 745 8,009 13,826 1,590 6,211 13,842 1,417 0 0 0 8,195 22,780
Changes from: May 10, 2022 Total Change is: 2,303
-769 -684 224 2,070 680 502 187 983 250 0 0 0 -161 348
Percent of Open Interest Represented by Each Category of Trader
52.7 2.1 1.3 14.5 25.0 2.9 11.2 25.0 2.6 0.0 0.0 0.0 14.8 41.1
Number of Traders in Each Category Total Traders: 51
6 . . 7 13 6 9 14 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 290,406
Positions
127,620 27,179 14,877 33,966 125,946 7,021 51,354 44,744 27,793 5,780 5,958 0 21,995 36,887
Changes from: May 10, 2022 Total Change is: -14,563
-4,588 -2,484 -3,031 214 -2,123 1,725 -9,153 -7,800 -157 203 -803 0 224 110
Percent of Open Interest Represented by Each Category of Trader
43.9 9.4 5.1 11.7 43.4 2.4 17.7 15.4 9.6 2.0 2.1 0.0 7.6 12.7
Number of Traders in Each Category Total Traders: 137
7 6 8 16 37 18 19 40 20 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 262,484
Positions
149,198 7,785 2,866 45,214 111,607 5,211 20,186 80,783 16,803 56 1,392 72 22,878 35,966
Changes from: May 10, 2022 Total Change is: -9,449
-9,929 761 -812 2,876 -1,622 -41 74 -277 -467 -387 -5,052 -122 -640 -1,815
Percent of Open Interest Represented by Each Category of Trader
56.8 3.0 1.1 17.2 42.5 2.0 7.7 30.8 6.4 0.0 0.5 0.0 8.7 13.7
Number of Traders in Each Category Total Traders: 134
10 5 6 20 28 18 21 43 21 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 777,256
Positions
37,345 305,541 19,541 405,808 176,008 33,552 73,195 97,600 69,028 45,018 12,576 5,573 88,196 57,837
Changes from: May 10, 2022 Total Change is: 1,918
-3,754 12,660 499 -2,059 -8,756 1,394 2,753 436 1,564 1,870 -960 -795 445 -4,124
Percent of Open Interest Represented by Each Category of Trader
4.8 39.3 2.5 52.2 22.6 4.3 9.4 12.6 8.9 5.8 1.6 0.7 11.3 7.4
Number of Traders in Each Category Total Traders: 351
20 13 13 105 44 50 56 53 42 42 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 30,951
Positions
0 12,593 0 12,696 1,156 3,070 2,018 10,253 1 0 0 0 13,166 3,878
Changes from: May 10, 2022 Total Change is: 682
0 2,020 0 -86 -843 -159 604 820 -425 0 0 0 748 -731
Percent of Open Interest Represented by Each Category of Trader
0.0 40.7 0.0 41.0 3.7 9.9 6.5 33.1 0.0 0.0 0.0 0.0 42.5 12.5
Number of Traders in Each Category Total Traders: 33
0 5 0 16 . 7 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 22,867
Positions
8,538 1,651 0 5,240 9,185 1,514 0 5,276 0 0 450 0 7,575 4,791
Changes from: May 10, 2022 Total Change is: -1,190
0 45 0 -157 -116 58 0 -951 0 0 -222 0 -1,091 -4
Percent of Open Interest Represented by Each Category of Trader
37.3 7.2 0.0 22.9 40.2 6.6 0.0 23.1 0.0 0.0 2.0 0.0 33.1 21.0
Number of Traders in Each Category Total Traders: 20
. . 0 6 8 5 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 179,024
Positions
55,288 2,580 1,789 44,644 85,847 4,895 33,663 36,679 16,459 1,474 676 28 20,784 30,071
Changes from: May 10, 2022 Total Change is: 11,657
4,570 27 -120 -95 4,858 174 5,544 1,204 2,274 234 -247 6 -931 3,481
Percent of Open Interest Represented by Each Category of Trader
30.9 1.4 1.0 24.9 48.0 2.7 18.8 20.5 9.2 0.8 0.4 0.0 11.6 16.8
Number of Traders in Each Category Total Traders: 104
11 . 7 15 21 13 22 26 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 173,188
Positions
1,076 94,066 1,725 86,170 8,491 1,918 67,648 27,028 3,486 3,978 33,320 184 7,004 2,971
Changes from: May 10, 2022 Total Change is: 16,771
251 11,630 -196 7,548 881 420 7,798 2,633 494 -45 314 -35 535 630
Percent of Open Interest Represented by Each Category of Trader
0.6 54.3 1.0 49.8 4.9 1.1 39.1 15.6 2.0 2.3 19.2 0.1 4.0 1.7
Number of Traders in Each Category Total Traders: 164
. 9 . 24 14 7 53 31 8 8 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 56,064
Positions
169 44,669 60 40,492 2,034 33 9,023 5,761 235 2,610 1,175 0 3,442 2,097
Changes from: May 10, 2022 Total Change is: -5,405
0 0 60 -9,143 -411 0 1,759 -4,796 144 1,404 -681 0 371 279
Percent of Open Interest Represented by Each Category of Trader
0.3 79.7 0.1 72.2 3.6 0.1 16.1 10.3 0.4 4.7 2.1 0.0 6.1 3.7
Number of Traders in Each Category Total Traders: 70
. 4 . 12 5 . 20 12 . 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 60,926
Positions
38,732 6,731 4 1,618 22,995 136 16,854 22,298 1,096 100 1,659 25 2,361 5,982
Changes from: May 10, 2022 Total Change is: 4,571
4,582 988 -1 11 1,010 115 -752 1,599 615 -141 358 0 142 -113
Percent of Open Interest Represented by Each Category of Trader
63.6 11.0 0.0 2.7 37.7 0.2 27.7 36.6 1.8 0.2 2.7 0.0 3.9 9.8
Number of Traders in Each Category Total Traders: 96
11 . . 5 23 . 14 31 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 23,592
Positions
0 11,490 0 20,593 1,924 0 1,587 7,927 565 0 164 0 847 1,522
Changes from: May 10, 2022 Total Change is: 791
0 -6 -16 757 285 0 35 628 0 0 164 0 15 -264
Percent of Open Interest Represented by Each Category of Trader
0.0 48.7 0.0 87.3 8.2 0.0 6.7 33.6 2.4 0.0 0.7 0.0 3.6 6.5
Number of Traders in Each Category Total Traders: 30
0 4 0 7 . 0 5 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 40,292
Positions
19,802 8,164 256 3,668 9,782 214 8,793 5,153 353 1,142 9,204 1 6,063 7,165
Changes from: May 10, 2022 Total Change is: -1,370
-794 81 14 676 -163 -125 -601 -1,836 142 185 486 1 -867 32
Percent of Open Interest Represented by Each Category of Trader
49.1 20.3 0.6 9.1 24.3 0.5 21.8 12.8 0.9 2.8 22.8 0.0 15.0 17.8
Number of Traders in Each Category Total Traders: 95
17 10 . 15 14 4 19 12 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 80,584
Positions
39,603 16,327 512 7,335 19,564 428 17,586 10,307 707 2,285 18,407 2 12,127 14,330
Changes from: May 10, 2022 Total Change is: -2,739
-1,588 161 27 1,352 -326 -250 -1,202 -3,671 285 369 971 2 -1,734 63
Percent of Open Interest Represented by Each Category of Trader
49.1 20.3 0.6 9.1 24.3 0.5 21.8 12.8 0.9 2.8 22.8 0.0 15.0 17.8
Number of Traders in Each Category Total Traders: 95
17 10 . 15 14 4 19 12 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 39,246
Positions
20,090 29,774 0 13,595 4,021 1,124 1,740 3,237 0 0 0 0 2,697 1,090
Changes from: May 10, 2022 Total Change is: -822
-1,023 -1,242 0 1,253 -23 -46 174 649 0 -261 0 0 -919 -160
Percent of Open Interest Represented by Each Category of Trader
51.2 75.9 0.0 34.6 10.2 2.9 4.4 8.2 0.0 0.0 0.0 0.0 6.9 2.8
Number of Traders in Each Category Total Traders: 31
5 4 0 15 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 660,757
Positions
47,872 64,040 36,669 196,069 133,202 66,309 49,692 72,523 172,850 30,527 50,808 4,759 56,009 59,595
Changes from: May 10, 2022 Total Change is: -17,367
4,050 -4,639 643 7,334 403 -2,864 -10,074 8,532 -11,603 1,409 -4,531 -1,354 -4,907 -1,954
Percent of Open Interest Represented by Each Category of Trader
7.2 9.7 5.5 29.7 20.2 10.0 7.5 11.0 26.2 4.6 7.7 0.7 8.5 9.0
Number of Traders in Each Category Total Traders: 567
39 36 48 141 99 123 69 89 106 50 40 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 18,297
Positions
1,594 16,388 0 12,143 581 99 1,259 430 0 200 0 0 3,002 799
Changes from: May 10, 2022 Total Change is: -616
0 -557 0 -509 0 0 -12 0 0 -75 0 0 -20 -59
Percent of Open Interest Represented by Each Category of Trader
8.7 89.6 0.0 66.4 3.2 0.5 6.9 2.4 0.0 1.1 0.0 0.0 16.4 4.4
Number of Traders in Each Category Total Traders: 24
. 10 0 7 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 43,268
Positions
13,660 40,873 0 18,423 0 0 7,001 1,546 0 0 0 0 4,184 849
Changes from: May 10, 2022 Total Change is: -162
-79 -219 0 765 0 0 -386 212 0 -250 0 0 -212 -155
Percent of Open Interest Represented by Each Category of Trader
31.6 94.5 0.0 42.6 0.0 0.0 16.2 3.6 0.0 0.0 0.0 0.0 9.7 2.0
Number of Traders in Each Category Total Traders: 40
. 10 0 18 0 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 3,303,783
Positions
239,360 320,201 183,345 980,346 666,008 331,546 248,459 362,617 864,251 152,634 254,042 23,797 280,045 297,974
Changes from: May 10, 2022 Total Change is: -86,834
20,248 -23,197 3,214 36,670 2,016 -14,320 -50,370 42,661 -58,014 7,046 -22,655 -6,772 -24,535 -9,768
Percent of Open Interest Represented by Each Category of Trader
7.2 9.7 5.5 29.7 20.2 10.0 7.5 11.0 26.2 4.6 7.7 0.7 8.5 9.0
Number of Traders in Each Category Total Traders: 567
39 36 48 141 99 123 69 89 106 50 40 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 28,753
Positions
21,192 23,199 0 5,007 935 0 443 1,809 9 0 0 0 2,102 2,801
Changes from: May 10, 2022 Total Change is: -279
-14 -1,307 0 189 0 0 20 -268 9 0 0 0 -483 1,287
Percent of Open Interest Represented by Each Category of Trader
73.7 80.7 0.0 17.4 3.3 0.0 1.5 6.3 0.0 0.0 0.0 0.0 7.3 9.7
Number of Traders in Each Category Total Traders: 24
6 5 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 21,490
Positions
2,116 20,160 0 13,725 0 0 2,091 460 0 0 0 0 3,558 870
Changes from: May 10, 2022 Total Change is: 417
327 30 0 326 0 0 -11 460 0 0 0 0 -225 -73
Percent of Open Interest Represented by Each Category of Trader
9.8 93.8 0.0 63.9 0.0 0.0 9.7 2.1 0.0 0.0 0.0 0.0 16.6 4.0
Number of Traders in Each Category Total Traders: 24
. 9 0 8 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 22,292
Positions
3,412 18,814 0 12,642 307 1,068 2,480 1,197 1 0 0 0 2,689 905
Changes from: May 10, 2022 Total Change is: 842
180 1,141 0 510 307 0 154 -654 1 0 0 0 -3 47
Percent of Open Interest Represented by Each Category of Trader
15.3 84.4 0.0 56.7 1.4 4.8 11.1 5.4 0.0 0.0 0.0 0.0 12.1 4.1
Number of Traders in Each Category Total Traders: 33
5 10 0 10 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 224,354
Positions
20,448 15,918 0 27,997 2,110 1,160 9,669 153,317 14,191 3,246 0 0 147,643 37,658
Changes from: May 10, 2022 Total Change is: 4,273
3,536 502 0 7,278 614 414 2,432 -5,515 4,785 -1,183 0 0 -12,988 3,474
Percent of Open Interest Represented by Each Category of Trader
9.1 7.1 0.0 12.5 0.9 0.5 4.3 68.3 6.3 1.4 0.0 0.0 65.8 16.8
Number of Traders in Each Category Total Traders: 30
. . 0 11 . 5 5 8 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 59,998
Positions
32,070 2,706 169 17,134 43,755 3,259 618 4,153 0 210 0 0 6,538 5,956
Changes from: May 10, 2022 Total Change is: -109
-342 320 -82 2,063 -895 211 -1,398 -429 0 -212 0 0 -349 766
Percent of Open Interest Represented by Each Category of Trader
53.5 4.5 0.3 28.6 72.9 5.4 1.0 6.9 0.0 0.4 0.0 0.0 10.9 9.9
Number of Traders in Each Category Total Traders: 67
6 . . 22 28 13 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 72,214
Positions
10,131 10,189 2,655 15,152 12,648 1,437 10,546 11,037 19,029 2,681 4,329 1,296 9,288 9,595
Changes from: May 10, 2022 Total Change is: -1,819
-44 -833 -36 621 656 -292 -970 127 -628 107 -733 -68 -509 -13
Percent of Open Interest Represented by Each Category of Trader
14.0 14.1 3.7 21.0 17.5 2.0 14.6 15.3 26.4 3.7 6.0 1.8 12.9 13.3
Number of Traders in Each Category Total Traders: 310
29 22 17 48 51 38 46 54 37 27 33 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 361,068
Positions
50,657 50,943 13,273 75,759 63,240 7,187 52,728 55,185 95,146 13,403 21,643 6,478 46,438 47,975
Changes from: May 10, 2022 Total Change is: -9,095
-222 -4,164 -181 3,106 3,280 -1,459 -4,850 636 -3,139 535 -3,665 -340 -2,545 -63
Percent of Open Interest Represented by Each Category of Trader
14.0 14.1 3.7 21.0 17.5 2.0 14.6 15.3 26.4 3.7 6.0 1.8 12.9 13.3
Number of Traders in Each Category Total Traders: 310
29 22 17 48 51 38 46 54 37 27 33 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 81,783
Positions
5,061 1,866 0 949 519 0 24,061 49,164 3,806 8,434 940 91 39,381 25,397
Changes from: May 10, 2022 Total Change is: -9,650
-747 945 0 4 -58 0 589 -16,267 47 844 -74 91 -10,478 5,666
Percent of Open Interest Represented by Each Category of Trader
6.2 2.3 0.0 1.2 0.6 0.0 29.4 60.1 4.7 10.3 1.1 0.1 48.2 31.1
Number of Traders in Each Category Total Traders: 36
4 . 0 . . 0 8 11 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 551,197
Positions
220,681 13,545 2,295 144,705 264,298 55,134 54,771 120,281 29,215 22,545 40,280 228 21,623 25,921
Changes from: May 10, 2022 Total Change is: 2,940
-5,345 1,599 -418 2,499 575 1,943 -4,291 3,459 1,281 6,995 -5,365 2 274 -135
Percent of Open Interest Represented by Each Category of Trader
40.0 2.5 0.4 26.3 47.9 10.0 9.9 21.8 5.3 4.1 7.3 0.0 3.9 4.7
Number of Traders in Each Category Total Traders: 338
32 10 5 70 76 51 40 75 32 11 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 29,302
Positions
7,298 28,023 0 17,478 400 0 2,508 335 0 0 0 0 2,018 544
Changes from: May 10, 2022 Total Change is: -35
-290 0 0 250 -23 0 -31 -12 0 0 0 0 36 0
Percent of Open Interest Represented by Each Category of Trader
24.9 95.6 0.0 59.6 1.4 0.0 8.6 1.1 0.0 0.0 0.0 0.0 6.9 1.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 12,586
Positions
0 3,036 0 7,441 1,469 37 1,899 2,169 0 0 1,014 0 3,209 4,861
Changes from: May 10, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 24.1 0.0 59.1 11.7 0.3 15.1 17.2 0.0 0.0 8.1 0.0 25.5 38.6
Number of Traders in Each Category Total Traders: 20
0 . 0 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 46,441
Positions
2,761 2,648 945 22,498 4,847 1,997 4,128 8,130 2 8,277 0 1 5,832 27,871
Changes from: May 10, 2022 Total Change is: 5,044
-1,108 453 236 1,966 530 -450 802 1,623 -33 3,510 -1,035 -7 128 3,727
Percent of Open Interest Represented by Each Category of Trader
5.9 5.7 2.0 48.4 10.4 4.3 8.9 17.5 0.0 17.8 0.0 0.0 12.6 60.0
Number of Traders in Each Category Total Traders: 52
6 6 . 13 6 6 7 10 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 411,928
Positions
30,761 170,086 3,292 284,385 141,144 54,844 13,244 18,118 1,333 14,933 15,693 19 9,117 7,399
Changes from: May 10, 2022 Total Change is: -6,519
-109 -15,009 -134 1,087 7,089 399 -7,095 -1,587 -493 -771 2,074 -7 604 1,149
Percent of Open Interest Represented by Each Category of Trader
7.5 41.3 0.8 69.0 34.3 13.3 3.2 4.4 0.3 3.6 3.8 0.0 2.2 1.8
Number of Traders in Each Category Total Traders: 204
13 15 7 76 52 43 16 17 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,220,300
Positions
114,177 460,548 6,668 720,105 439,040 146,589 105,424 103,728 11,502 87,361 27,131 1,592 26,882 23,502
Changes from: May 10, 2022 Total Change is: -13,057
6,746 -42,876 402 16,139 32,653 1,711 -17,556 646 540 -17,337 -140 215 -3,917 -6,208
Percent of Open Interest Represented by Each Category of Trader
9.4 37.7 0.5 59.0 36.0 12.0 8.6 8.5 0.9 7.2 2.2 0.1 2.2 1.9
Number of Traders in Each Category Total Traders: 414
27 18 10 139 96 89 46 49 30 20 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 217,301
Positions
12,941 160,337 26,742 18,707 0 2,213 134,697 1,671 19,135 2,220 6,517 140 506 546
Changes from: May 10, 2022 Total Change is: -2,390
5,480 2,912 -5,633 150 0 -150 -3,190 -630 657 130 0 0 166 454
Percent of Open Interest Represented by Each Category of Trader
6.0 73.8 12.3 8.6 0.0 1.0 62.0 0.8 8.8 1.0 3.0 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 89
8 23 15 11 0 . 30 4 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,407,219
Positions
5,369 141,831 47,484 609,228 280,621 204,183 131,138 342,488 139,688 97,293 57,256 9,794 163,042 183,874
Changes from: May 10, 2022 Total Change is: 31,036
187 14,691 1,494 21,379 -9,681 -2,657 6,448 28,834 -5,652 13,339 221 2,082 -5,584 1,703
Percent of Open Interest Represented by Each Category of Trader
0.4 10.1 3.4 43.3 19.9 14.5 9.3 24.3 9.9 6.9 4.1 0.7 11.6 13.1
Number of Traders in Each Category Total Traders: 192
6 23 20 60 32 61 25 33 39 6 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,303,627
Positions
21,395 48,669 15,482 718,195 189,634 224,446 57,974 652,813 40,527 73,259 10,054 0 152,349 122,002
Changes from: May 10, 2022 Total Change is: 37,780
-1,335 787 6,464 -6,622 -12,252 -3,429 601 13,019 34,979 -273 275 0 7,395 -2,062
Percent of Open Interest Represented by Each Category of Trader
1.6 3.7 1.2 55.1 14.5 17.2 4.4 50.1 3.1 5.6 0.8 0.0 11.7 9.4
Number of Traders in Each Category Total Traders: 149
6 10 7 70 26 60 5 22 15 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 2,378,501
Positions
85,509 249,725 18,556 930,928 388,651 446,565 551,500 478,471 149,572 47,735 424,015 10,002 138,134 212,943
Changes from: May 10, 2022 Total Change is: 111,718
3,363 33,664 6,826 8,512 -35,138 14,930 66,999 41,572 14,759 -2,337 36,762 1,513 -2,848 -3,170
Percent of Open Interest Represented by Each Category of Trader
3.6 10.5 0.8 39.1 16.3 18.8 23.2 20.1 6.3 2.0 17.8 0.4 5.8 9.0
Number of Traders in Each Category Total Traders: 380
14 47 13 93 60 83 37 65 40 14 50 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 4,588,616
Positions
67,135 209,367 252,991 1,639,098 1,187,200 813,541 453,369 318,449 747,601 156,463 432,721 111,210 347,207 515,535
Changes from: May 10, 2022 Total Change is: -142
-6,759 -58,365 23,837 36,459 -88,648 8,613 -153,416 20,350 79,857 -21,203 3,647 23,365 9,106 -12,799
Percent of Open Interest Represented by Each Category of Trader
1.5 4.6 5.5 35.7 25.9 17.7 9.9 6.9 16.3 3.4 9.4 2.4 7.6 11.2
Number of Traders in Each Category Total Traders: 421
22 28 33 103 87 111 57 67 87 26 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,225,281
Positions
66,934 32,720 2,880 480,648 461,670 225,958 108,825 141,163 53,061 136,390 54,048 474 150,111 253,307
Changes from: May 10, 2022 Total Change is: -22,765
-3,681 8,885 1,512 1,394 -49,877 4,225 -45,183 12,772 989 9,561 -1,049 -206 8,624 -16
Percent of Open Interest Represented by Each Category of Trader
5.5 2.7 0.2 39.2 37.7 18.4 8.9 11.5 4.3 11.1 4.4 0.0 12.3 20.7
Number of Traders in Each Category Total Traders: 140
5 7 6 32 53 58 8 17 15 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 4,188,502
Positions
42,214 341,010 127,502 1,698,223 755,240 921,887 273,667 888,693 461,208 350,676 225,733 14,536 298,588 452,693
Changes from: May 10, 2022 Total Change is: -44,194
-9,773 -3,069 9,815 -89,914 2,500 -2,445 35,801 -62,359 11,841 -14,643 5,418 75 15,049 -5,970
Percent of Open Interest Represented by Each Category of Trader
1.0 8.1 3.0 40.5 18.0 22.0 6.5 21.2 11.0 8.4 5.4 0.3 7.1 10.8
Number of Traders in Each Category Total Traders: 356
20 38 29 87 70 95 39 66 64 19 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,796,405
Positions
339,542 374,927 768,630 0 24,476 20,779 132,438 108,761 447,093 45,499 5,784 4,750 37,674 41,205
Changes from: May 10, 2022 Total Change is: 46,001
10,486 -2,913 19,012 -4,423 3,353 2,145 4,690 5,182 17,280 -1,236 260 0 -1,953 1,682
Percent of Open Interest Represented by Each Category of Trader
18.9 20.9 42.8 0.0 1.4 1.2 7.4 6.1 24.9 2.5 0.3 0.3 2.1 2.3
Number of Traders in Each Category Total Traders: 119
22 34 54 0 . 4 26 21 42 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,039,175
Positions
2,747,233 1,863,037 4,386,097 731,643 394,449 893,008 450,860 1,130,976 15,015,946 30,932 147,359 318,097 465,358 890,206
Changes from: May 10, 2022 Total Change is:-1,037,569
-8,207 -40,848 -90,976 -3,383 -37,191 -77,049 -26,786 32,158 -810,599 2,042 4,507 7,879 -30,490 -25,450
Percent of Open Interest Represented by Each Category of Trader
11.0 7.4 17.5 2.9 1.6 3.6 1.8 4.5 60.0 0.1 0.6 1.3 1.9 3.6
Number of Traders in Each Category Total Traders: 235
24 35 56 18 17 26 39 70 97 14 16 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 5,810,925
Positions
1,814,195 1,393,877 1,431,305 71,492 298,220 136,966 556,763 775,673 1,702,118 54,239 32,204 31,489 12,357 9,073
Changes from: May 10, 2022 Total Change is: 87,962
100,803 126,138 -38,470 4,906 -24,007 22,800 27,651 38,987 -31,474 2,278 -1,587 524 -1,057 -4,948
Percent of Open Interest Represented by Each Category of Trader
31.2 24.0 24.6 1.2 5.1 2.4 9.6 13.3 29.3 0.9 0.6 0.5 0.2 0.2
Number of Traders in Each Category Total Traders: 340
50 67 96 11 21 19 64 56 89 24 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 424,651
Positions
138,958 152,853 130,324 3,661 18,457 0 74,123 44,152 71,549 4,150 5,454 1,006 880 856
Changes from: May 10, 2022 Total Change is: 7,261
2,868 15,485 -3,912 925 4,359 -225 1,679 -10,584 5,392 0 -764 122 412 -2,612
Percent of Open Interest Represented by Each Category of Trader
32.7 36.0 30.7 0.9 4.3 0.0 17.5 10.4 16.8 1.0 1.3 0.2 0.2 0.2
Number of Traders in Each Category Total Traders: 134
31 36 42 . . 0 23 32 34 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE ($2,500 x contract-grade IMM Index)
CFTC Code #157741 Open Interest is 24,590
Positions
4,034 4,209 5,345 0 0 0 2,112 1,916 13,099 0 0 0 0 21
Changes from: May 10, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.4 17.1 21.7 0.0 0.0 0.0 8.6 7.8 53.3 0.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 4 . 0 0 0 11 . 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 153,519
Positions
11,910 32,053 3,908 0 0 0 49,105 54,611 40,747 44,555 18,862 3,294 0 44
Changes from: May 10, 2022 Total Change is: 1,528
-1,825 0 0 0 0 0 -671 199 814 3,750 1,026 -540 0 29
Percent of Open Interest Represented by Each Category of Trader
7.8 20.9 2.5 0.0 0.0 0.0 32.0 35.6 26.5 29.0 12.3 2.1 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 17, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 12,664
Positions
192 1,076 37 6,016 641 84 1,257 7,914 1,303 2,519 439 103 1,152 1,067
Changes from: May 10, 2022 Total Change is: 1,033
-91 260 -45 -6 -247 36 -537 526 328 1,365 189 -123 106 110
Percent of Open Interest Represented by Each Category of Trader
1.5 8.5 0.3 47.5 5.1 0.7 9.9 62.5 10.3 19.9 3.5 0.8 9.1 8.4
Number of Traders in Each Category Total Traders: 97
. 4 . 7 5 . 12 46 17 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 21,422
Positions
2,599 50 0 262 421 0 3,842 13,495 2,395 8,782 2,674 50 3,492 2,338
Changes from: May 10, 2022 Total Change is: 1,632
377 50 0 -53 48 0 -1,599 1,326 233 3,693 585 -1,189 171 579
Percent of Open Interest Represented by Each Category of Trader
12.1 0.2 0.0 1.2 2.0 0.0 17.9 63.0 11.2 41.0 12.5 0.2 16.3 10.9
Number of Traders in Each Category Total Traders: 115
5 . 0 . . 0 10 15 8 48 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 3,646
Positions
97 140 32 0 252 3 749 2,340 143 1,828 0 56 738 680
Changes from: May 10, 2022 Total Change is: 203
-31 -35 32 0 3 0 -108 -26 24 155 0 40 91 165
Percent of Open Interest Represented by Each Category of Trader
2.7 3.8 0.9 0.0 6.9 0.1 20.5 64.2 3.9 50.1 0.0 1.5 20.2 18.7
Number of Traders in Each Category Total Traders: 45
. . . 0 4 . 11 19 4 6 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 90,412
Positions
0 13,010 0 88 0 0 74,916 65,136 1,478 12,157 9,714 506 1,266 568
Changes from: May 10, 2022 Total Change is: 34,956
0 4,293 0 88 0 0 32,352 27,918 571 2,123 2,324 -299 121 149
Percent of Open Interest Represented by Each Category of Trader
0.0 14.4 0.0 0.1 0.0 0.0 82.9 72.0 1.6 13.4 10.7 0.6 1.4 0.6
Number of Traders in Each Category Total Traders: 128
0 . 0 . 0 0 8 10 . 65 43 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 62,016
Positions
755 28,810 0 30,572 713 530 15,761 27,543 275 8,482 1,834 139 5,502 2,172
Changes from: May 10, 2022 Total Change is: 4,337
204 868 0 2,127 163 20 -551 4,054 -62 2,094 -320 29 476 -416
Percent of Open Interest Represented by Each Category of Trader
1.2 46.5 0.0 49.3 1.1 0.9 25.4 44.4 0.4 13.7 3.0 0.2 8.9 3.5
Number of Traders in Each Category Total Traders: 136
. . 0 22 . . 37 18 . 32 22 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 311,293
Positions
38,175 27,155 16,134 64,056 30,582 42,506 29,436 73,955 74,808 13,331 4,715 9,240 23,607 32,198
Changes from: May 10, 2022 Total Change is: -6,990
-1,430 -1,855 355 -20,264 3,192 5,365 -10,433 -27,714 14,258 -820 -3,678 4,553 1,426 -1,466
Percent of Open Interest Represented by Each Category of Trader
12.3 8.7 5.2 20.6 9.8 13.7 9.5 23.8 24.0 4.3 1.5 3.0 7.6 10.3
Number of Traders in Each Category Total Traders: 167
12 18 19 16 23 21 25 47 46 7 12 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 35,793
Positions
6,903 20,433 0 22,071 1,126 1,165 709 10,547 861 3,369 1,583 0 715 78
Changes from: May 10, 2022 Total Change is: 1,329
5,767 55 -64 -5,117 110 0 -211 -892 861 81 1,265 0 12 -6
Percent of Open Interest Represented by Each Category of Trader
19.3 57.1 0.0 61.7 3.1 3.3 2.0 29.5 2.4 9.4 4.4 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 46
4 . 0 15 . . 6 7 . 9 . 0
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Updated May 20, 2022