Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 181,454
Positions
1,834 53,423 22,023 50,298 12,091 5,956 21,869 42,511 19,740 20,470 1,742 38 39,225 23,929
Changes from: May 31, 2022 Total Change is: 31,112
-2,979 17,735 18,089 4,696 -14,075 -851 3,896 9,564 3,313 604 36 -385 4,730 -2,314
Percent of Open Interest Represented by Each Category of Trader
1.0 29.4 12.1 27.7 6.7 3.3 12.1 23.4 10.9 11.3 1.0 0.0 21.6 13.2
Number of Traders in Each Category Total Traders: 110
4 9 10 19 10 8 22 26 21 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 52,503
Positions
27,490 959 2,629 4,651 10,814 1,529 2,963 12,275 3,798 0 0 0 9,443 20,499
Changes from: May 31, 2022 Total Change is: -630
-1,403 -460 659 -2,099 -1,617 65 -202 -3,203 1,565 0 0 0 786 2,362
Percent of Open Interest Represented by Each Category of Trader
52.4 1.8 5.0 8.9 20.6 2.9 5.6 23.4 7.2 0.0 0.0 0.0 18.0 39.0
Number of Traders in Each Category Total Traders: 44
6 . 6 6 11 5 7 11 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 283,805
Positions
118,954 35,053 12,244 35,627 116,492 5,120 59,547 48,665 25,892 3,305 7,354 494 22,621 32,490
Changes from: May 31, 2022 Total Change is: -3,352
3,610 3,372 -2,249 426 -553 -1,790 1,345 4,496 -6,609 -542 1,148 257 2,200 -1,423
Percent of Open Interest Represented by Each Category of Trader
41.9 12.4 4.3 12.6 41.0 1.8 21.0 17.1 9.1 1.2 2.6 0.2 8.0 11.4
Number of Traders in Each Category Total Traders: 137
6 8 9 15 37 18 21 38 21 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 288,858
Positions
156,616 9,264 12,688 39,240 112,088 5,825 25,479 81,936 22,338 1,902 1,941 191 24,579 42,586
Changes from: May 31, 2022 Total Change is: 27,803
16,097 578 8,295 -5,999 5,652 116 3,924 1,987 3,309 1,473 189 -31 620 7,708
Percent of Open Interest Represented by Each Category of Trader
54.2 3.2 4.4 13.6 38.8 2.0 8.8 28.4 7.7 0.7 0.7 0.1 8.5 14.7
Number of Traders in Each Category Total Traders: 139
11 6 12 19 30 21 24 40 23 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 779,660
Positions
27,974 340,370 18,476 416,932 156,594 31,605 70,002 80,387 73,782 41,615 16,283 5,712 93,563 56,452
Changes from: May 31, 2022 Total Change is: 1,196
-1,055 3,889 -467 681 -4,141 -138 -2,644 -2,738 3,465 -2,376 2,141 501 3,230 -1,317
Percent of Open Interest Represented by Each Category of Trader
3.6 43.7 2.4 53.5 20.1 4.1 9.0 10.3 9.5 5.3 2.1 0.7 12.0 7.2
Number of Traders in Each Category Total Traders: 348
16 19 15 107 41 50 52 52 44 37 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,975
Positions
0 14,738 0 14,901 1,132 2,648 881 10,015 1,042 0 0 0 13,503 3,400
Changes from: May 31, 2022 Total Change is: 1,402
0 848 0 261 629 -358 0 -383 1,035 0 0 0 464 -369
Percent of Open Interest Represented by Each Category of Trader
0.0 44.7 0.0 45.2 3.4 8.0 2.7 30.4 3.2 0.0 0.0 0.0 40.9 10.3
Number of Traders in Each Category Total Traders: 32
0 5 0 17 . 8 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 22,055
Positions
8,538 2,339 244 3,691 9,497 1,593 0 4,274 89 0 450 0 7,900 3,569
Changes from: May 31, 2022 Total Change is: 1,036
0 261 244 69 45 46 0 703 89 0 0 0 588 -352
Percent of Open Interest Represented by Each Category of Trader
38.7 10.6 1.1 16.7 43.1 7.2 0.0 19.4 0.4 0.0 2.0 0.0 35.8 16.2
Number of Traders in Each Category Total Traders: 22
. . . 5 8 5 0 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 178,110
Positions
42,186 4,474 11,433 53,448 74,112 5,263 19,865 38,767 19,768 947 0 0 25,199 24,293
Changes from: May 31, 2022 Total Change is: 5,038
-10,073 620 7,998 4,334 -8,747 220 -2,581 3,063 1,565 -116 -529 0 3,691 848
Percent of Open Interest Represented by Each Category of Trader
23.7 2.5 6.4 30.0 41.6 3.0 11.2 21.8 11.1 0.5 0.0 0.0 14.1 13.6
Number of Traders in Each Category Total Traders: 99
9 4 11 15 23 15 18 26 19 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 250,090
Positions
4,209 103,732 26,928 103,392 6,532 766 92,512 65,598 8,402 5,234 34,876 124 8,523 3,132
Changes from: May 31, 2022 Total Change is: 35,276
-4,401 -547 25,173 9,766 -2,578 -164 -1,061 7,858 4,812 -35 236 73 1,112 414
Percent of Open Interest Represented by Each Category of Trader
1.7 41.5 10.8 41.3 2.6 0.3 37.0 26.2 3.4 2.1 13.9 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 179
5 9 4 28 9 5 72 21 12 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 72,371
Positions
181 43,375 0 55,690 1,516 30 11,283 24,265 101 1,155 1,402 0 3,931 1,682
Changes from: May 31, 2022 Total Change is: -1,957
12 -2,796 -5,005 5,932 -264 -8 -1,910 6,840 -255 -100 43 -176 -447 -336
Percent of Open Interest Represented by Each Category of Trader
0.3 59.9 0.0 77.0 2.1 0.0 15.6 33.5 0.1 1.6 1.9 0.0 5.4 2.3
Number of Traders in Each Category Total Traders: 69
. 4 0 18 5 . 18 13 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 63,541
Positions
36,158 3,757 4,188 3,700 23,433 260 13,428 22,820 2,879 389 755 0 2,539 5,448
Changes from: May 31, 2022 Total Change is: 8,283
346 -398 3,010 393 994 51 2,794 2,865 1,825 89 -99 0 -226 35
Percent of Open Interest Represented by Each Category of Trader
56.9 5.9 6.6 5.8 36.9 0.4 21.1 35.9 4.5 0.6 1.2 0.0 4.0 8.6
Number of Traders in Each Category Total Traders: 97
9 4 4 8 22 . 24 26 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 41,527
Positions
0 12,109 14,542 21,936 2,043 268 2,676 10,205 799 389 0 0 917 1,561
Changes from: May 31, 2022 Total Change is: 18,922
0 605 14,542 2,643 141 268 614 3,362 227 389 -309 0 239 86
Percent of Open Interest Represented by Each Category of Trader
0.0 29.2 35.0 52.8 4.9 0.6 6.4 24.6 1.9 0.9 0.0 0.0 2.2 3.8
Number of Traders in Each Category Total Traders: 34
0 4 . 6 4 . 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 40,442
Positions
21,383 6,401 269 3,982 8,774 118 7,431 6,214 660 1,108 9,466 63 5,429 8,478
Changes from: May 31, 2022 Total Change is: -2,040
-2,281 -533 1 501 -1,663 -73 -149 554 231 -89 -1,600 -26 -155 1,069
Percent of Open Interest Represented by Each Category of Trader
52.9 15.8 0.7 9.8 21.7 0.3 18.4 15.4 1.6 2.7 23.4 0.2 13.4 21.0
Number of Traders in Each Category Total Traders: 93
16 8 . 13 15 6 17 14 13 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 80,883
Positions
42,766 12,802 537 7,964 17,547 235 14,862 12,429 1,320 2,215 18,932 125 10,858 16,956
Changes from: May 31, 2022 Total Change is: -4,080
-4,561 -1,066 2 1,002 -3,325 -146 -298 1,108 462 -178 -3,200 -52 -311 2,137
Percent of Open Interest Represented by Each Category of Trader
52.9 15.8 0.7 9.8 21.7 0.3 18.4 15.4 1.6 2.7 23.4 0.2 13.4 21.0
Number of Traders in Each Category Total Traders: 93
16 8 . 13 15 6 17 14 13 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 48,843
Positions
27,576 30,086 0 14,217 11,507 1,911 1,884 3,886 10 455 0 0 2,790 1,443
Changes from: May 31, 2022 Total Change is: 2,229
657 -1,333 0 1,431 2,672 8 -68 577 10 455 0 0 -264 295
Percent of Open Interest Represented by Each Category of Trader
56.5 61.6 0.0 29.1 23.6 3.9 3.9 8.0 0.0 0.9 0.0 0.0 5.7 3.0
Number of Traders in Each Category Total Traders: 32
5 6 0 15 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 637,421
Positions
58,999 63,287 37,366 199,877 129,149 60,428 36,396 86,001 153,511 31,193 40,242 4,071 55,579 63,366
Changes from: May 31, 2022 Total Change is: 740
4,809 -7,248 340 -1,428 533 -3,857 -2,766 3,356 3,690 714 2,136 -151 -612 1,941
Percent of Open Interest Represented by Each Category of Trader
9.3 9.9 5.9 31.4 20.3 9.5 5.7 13.5 24.1 4.9 6.3 0.6 8.7 9.9
Number of Traders in Each Category Total Traders: 573
41 33 48 143 102 122 57 103 109 49 40 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 13,496
Positions
3,543 10,918 0 5,520 688 129 2,194 383 0 0 0 0 2,110 1,378
Changes from: May 31, 2022 Total Change is: -989
218 -1,730 0 -1,089 0 0 631 383 0 0 0 0 -749 358
Percent of Open Interest Represented by Each Category of Trader
26.3 80.9 0.0 40.9 5.1 1.0 16.3 2.8 0.0 0.0 0.0 0.0 15.6 10.2
Number of Traders in Each Category Total Traders: 22
. 8 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 45,289
Positions
16,468 43,361 0 17,992 0 116 6,909 963 0 0 0 0 3,804 849
Changes from: May 31, 2022 Total Change is: 477
1,492 302 0 -985 0 94 83 -16 0 0 0 0 -207 97
Percent of Open Interest Represented by Each Category of Trader
36.4 95.7 0.0 39.7 0.0 0.3 15.3 2.1 0.0 0.0 0.0 0.0 8.4 1.9
Number of Traders in Each Category Total Traders: 39
4 9 0 18 0 . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,187,103
Positions
294,994 316,435 186,830 999,386 645,744 302,139 181,982 430,004 767,557 155,967 201,211 20,354 277,894 316,830
Changes from: May 31, 2022 Total Change is: 3,700
24,046 -36,239 1,702 -7,141 2,663 -19,285 -13,829 16,781 18,450 3,569 10,678 -755 -3,058 9,704
Percent of Open Interest Represented by Each Category of Trader
9.3 9.9 5.9 31.4 20.3 9.5 5.7 13.5 24.1 4.9 6.3 0.6 8.7 9.9
Number of Traders in Each Category Total Traders: 573
41 33 48 143 102 122 57 103 109 49 40 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 26,944
Positions
18,951 23,199 0 5,816 271 0 653 1,794 29 0 0 0 1,495 1,651
Changes from: May 31, 2022 Total Change is: 36
341 0 0 225 0 0 -240 -58 0 0 0 0 -290 94
Percent of Open Interest Represented by Each Category of Trader
70.3 86.1 0.0 21.6 1.0 0.0 2.4 6.7 0.1 0.0 0.0 0.0 5.5 6.1
Number of Traders in Each Category Total Traders: 25
6 5 0 7 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,097
Positions
1,754 18,497 0 12,566 0 0 1,491 0 0 0 0 0 3,286 600
Changes from: May 31, 2022 Total Change is: -1,443
-362 -1,432 0 -352 0 0 -372 0 0 0 0 0 -357 -11
Percent of Open Interest Represented by Each Category of Trader
9.2 96.9 0.0 65.8 0.0 0.0 7.8 0.0 0.0 0.0 0.0 0.0 17.2 3.1
Number of Traders in Each Category Total Traders: 22
. 10 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 22,505
Positions
3,914 19,380 0 13,214 331 1,068 1,627 917 4 0 0 0 2,678 805
Changes from: May 31, 2022 Total Change is: -1,537
-6 -2,001 0 -1,553 -10 0 0 349 0 0 0 0 22 125
Percent of Open Interest Represented by Each Category of Trader
17.4 86.1 0.0 58.7 1.5 4.7 7.2 4.1 0.0 0.0 0.0 0.0 11.9 3.6
Number of Traders in Each Category Total Traders: 30
5 11 0 8 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 270,262
Positions
30,698 19,172 115 30,383 2,060 201 24,665 193,188 14,865 4,218 0 0 165,116 40,661
Changes from: May 31, 2022 Total Change is: 19,725
1,368 1,618 115 -1,393 224 -139 12,893 19,066 -2,457 789 0 0 8,550 1,298
Percent of Open Interest Represented by Each Category of Trader
11.4 7.1 0.0 11.2 0.8 0.1 9.1 71.5 5.5 1.6 0.0 0.0 61.1 15.0
Number of Traders in Each Category Total Traders: 28
. . . 10 . 4 6 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 56,987
Positions
28,159 4,121 200 19,375 39,565 2,797 602 3,441 33 0 501 0 5,821 6,329
Changes from: May 31, 2022 Total Change is: 1,117
-911 1,549 31 2,207 -13 -227 382 -377 30 -252 501 0 -143 -377
Percent of Open Interest Represented by Each Category of Trader
49.4 7.2 0.4 34.0 69.4 4.9 1.1 6.0 0.1 0.0 0.9 0.0 10.2 11.1
Number of Traders in Each Category Total Traders: 70
6 4 . 27 25 11 . 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 76,041
Positions
14,887 8,615 3,321 15,198 11,514 2,699 10,389 16,209 18,021 3,145 3,859 959 7,421 10,843
Changes from: May 31, 2022 Total Change is: 940
826 -649 25 -1,994 -1,052 1,367 539 1,349 47 561 -101 -94 -336 49
Percent of Open Interest Represented by Each Category of Trader
19.6 11.3 4.4 20.0 15.1 3.5 13.7 21.3 23.7 4.1 5.1 1.3 9.8 14.3
Number of Traders in Each Category Total Traders: 302
30 21 22 51 44 36 38 63 38 25 30 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 380,205
Positions
74,436 43,077 16,605 75,991 57,572 13,494 51,944 81,045 90,107 15,727 19,294 4,796 37,105 54,216
Changes from: May 31, 2022 Total Change is: 4,702
4,130 -3,245 126 -9,969 -5,259 6,834 2,693 6,744 233 2,804 -507 -469 -1,680 245
Percent of Open Interest Represented by Each Category of Trader
19.6 11.3 4.4 20.0 15.1 3.5 13.7 21.3 23.7 4.1 5.1 1.3 9.8 14.3
Number of Traders in Each Category Total Traders: 302
30 21 22 51 44 36 38 63 38 25 30 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 126,778
Positions
11,907 1,786 0 881 1,062 0 20,570 89,990 3,434 9,387 845 68 80,531 29,593
Changes from: May 31, 2022 Total Change is: 20,621
1,577 195 0 -89 359 0 3,932 16,973 -1,361 -579 -20 0 17,141 4,475
Percent of Open Interest Represented by Each Category of Trader
9.4 1.4 0.0 0.7 0.8 0.0 16.2 71.0 2.7 7.4 0.7 0.1 63.5 23.3
Number of Traders in Each Category Total Traders: 33
5 . 0 . . 0 8 10 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 570,089
Positions
241,161 25,453 14,274 159,131 257,866 50,880 35,950 134,375 24,517 22,312 36,608 224 21,638 25,893
Changes from: May 31, 2022 Total Change is: 12,323
-3,920 3,172 11,764 10,367 -6,142 -1,658 -3,149 2,604 -108 -1,864 732 -15 907 1,974
Percent of Open Interest Represented by Each Category of Trader
42.3 4.5 2.5 27.9 45.2 8.9 6.3 23.6 4.3 3.9 6.4 0.0 3.8 4.5
Number of Traders in Each Category Total Traders: 346
31 12 6 72 75 49 39 81 35 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 31,475
Positions
7,159 29,832 0 20,491 377 0 2,188 567 0 0 0 0 1,637 699
Changes from: May 31, 2022 Total Change is: 201
-139 -33 0 267 0 0 0 153 0 0 0 0 73 81
Percent of Open Interest Represented by Each Category of Trader
22.7 94.8 0.0 65.1 1.2 0.0 7.0 1.8 0.0 0.0 0.0 0.0 5.2 2.2
Number of Traders in Each Category Total Traders: 29
. 9 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 17,109
Positions
1,100 7,031 875 7,956 1,250 46 3,017 1,014 793 633 1,500 0 2,689 4,600
Changes from: May 31, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.4 41.1 5.1 46.5 7.3 0.3 17.6 5.9 4.6 3.7 8.8 0.0 15.7 26.9
Number of Traders in Each Category Total Traders: 21
. 4 . 9 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 60,783
Positions
6,125 6,185 3,638 24,693 3,970 3,158 8,140 12,504 2,929 4,708 3,991 2 7,390 24,406
Changes from: May 31, 2022 Total Change is: 14,065
960 1,498 1,978 1,367 -1,137 -51 6,098 4,297 1,689 848 2,739 2 1,174 3,050
Percent of Open Interest Represented by Each Category of Trader
10.1 10.2 6.0 40.6 6.5 5.2 13.4 20.6 4.8 7.7 6.6 0.0 12.2 40.2
Number of Traders in Each Category Total Traders: 66
6 8 7 12 4 5 15 15 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 403,227
Positions
29,571 158,000 3,038 274,900 145,740 53,975 16,804 18,287 1,492 14,028 16,516 67 9,352 6,112
Changes from: May 31, 2022 Total Change is: -5,182
-384 -3,359 267 -8,660 2,113 -1,266 4,351 -4,269 -194 152 -281 4 548 1,803
Percent of Open Interest Represented by Each Category of Trader
7.3 39.2 0.8 68.2 36.1 13.4 4.2 4.5 0.4 3.5 4.1 0.0 2.3 1.5
Number of Traders in Each Category Total Traders: 200
12 14 11 71 53 42 17 19 7 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,148,356
Positions
103,800 423,144 14,174 684,593 404,967 141,647 103,864 90,482 10,299 59,288 27,263 1,611 29,080 34,769
Changes from: May 31, 2022 Total Change is: -30,720
-1,200 -13,841 2,130 -12,678 -11,405 -4,570 -4,725 -3,784 -689 -2,527 -1,639 98 -6,559 2,980
Percent of Open Interest Represented by Each Category of Trader
9.0 36.8 1.2 59.6 35.3 12.3 9.0 7.9 0.9 5.2 2.4 0.1 2.5 3.0
Number of Traders in Each Category Total Traders: 413
27 20 15 144 90 87 53 39 30 21 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 224,200
Positions
12,261 173,850 22,549 22,056 0 3,813 146,270 2,782 14,394 2,353 6,542 140 364 130
Changes from: May 31, 2022 Total Change is: 1,714
-1,155 2,353 -447 1,486 0 500 1,873 -115 -576 39 0 0 -6 -1
Percent of Open Interest Represented by Each Category of Trader
5.5 77.5 10.1 9.8 0.0 1.7 65.2 1.2 6.4 1.0 2.9 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 99
7 24 16 15 0 . 31 4 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,292,293
Positions
1,614 101,457 20,252 607,171 278,886 208,433 104,070 343,560 83,283 83,350 70,881 7,389 176,730 178,152
Changes from: May 31, 2022 Total Change is: -13,294
512 -244 4,082 -7,480 4,919 232 -4,269 -12,003 -9,352 -7,326 9,591 1,769 8,538 -12,288
Percent of Open Interest Represented by Each Category of Trader
0.1 7.9 1.6 47.0 21.6 16.1 8.1 26.6 6.4 6.4 5.5 0.6 13.7 13.8
Number of Traders in Each Category Total Traders: 179
6 15 14 60 32 60 21 30 35 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,279,260
Positions
17,479 52,220 313 723,736 193,360 237,567 63,600 638,375 20,073 66,913 11,965 0 149,578 125,387
Changes from: May 31, 2022 Total Change is: -9,996
3,497 -7,679 -1,187 -4,364 -1,140 4,791 -4,557 4,042 -8,712 104 1,971 0 432 -2,082
Percent of Open Interest Represented by Each Category of Trader
1.4 4.1 0.0 56.6 15.1 18.6 5.0 49.9 1.6 5.2 0.9 0.0 11.7 9.8
Number of Traders in Each Category Total Traders: 148
6 9 . 74 24 64 5 22 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 2,004,265
Positions
104,208 179,397 16,564 834,317 386,510 372,874 406,964 446,313 89,241 35,365 313,944 1,118 143,614 198,304
Changes from: May 31, 2022 Total Change is: -216,037
17,670 -29,877 -4,553 -32,509 -48,248 -550 -156,431 -71,647 -37,300 1,092 -9,923 -3,429 -26 -10,510
Percent of Open Interest Represented by Each Category of Trader
5.2 9.0 0.8 41.6 19.3 18.6 20.3 22.3 4.5 1.8 15.7 0.1 7.2 9.9
Number of Traders in Each Category Total Traders: 346
15 39 13 90 62 79 33 63 32 11 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 4,057,388
Positions
51,205 260,443 157,587 1,729,421 1,052,334 761,542 350,974 352,573 458,215 146,277 446,484 77,270 324,898 490,940
Changes from: May 31, 2022 Total Change is: 22,726
-15,719 163 3,125 32,225 9,867 -6,043 -6,503 -640 5,196 11,365 24,573 3,970 -4,890 -17,486
Percent of Open Interest Represented by Each Category of Trader
1.3 6.4 3.9 42.6 25.9 18.8 8.7 8.7 11.3 3.6 11.0 1.9 8.0 12.1
Number of Traders in Each Category Total Traders: 433
17 36 38 108 85 115 51 81 85 23 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,241,841
Positions
59,728 43,635 1,986 488,188 458,295 232,766 129,554 147,548 54,431 137,290 53,982 290 137,608 248,908
Changes from: May 31, 2022 Total Change is: 6,195
1,174 11,716 -474 13,263 3,681 1,406 661 -3,686 -2,145 1,846 -846 0 -9,536 -3,457
Percent of Open Interest Represented by Each Category of Trader
4.8 3.5 0.2 39.3 36.9 18.7 10.4 11.9 4.4 11.1 4.3 0.0 11.1 20.0
Number of Traders in Each Category Total Traders: 148
4 9 5 32 57 52 11 18 15 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 4,057,164
Positions
58,340 438,803 59,004 1,686,723 829,716 893,355 321,398 771,463 341,764 396,301 235,445 8,552 291,728 479,063
Changes from: May 31, 2022 Total Change is: 26,928
18,827 5,309 2,421 -2,352 -15,841 3,668 -41,590 -58,425 37,662 8,781 16,288 -915 427 36,761
Percent of Open Interest Represented by Each Category of Trader
1.4 10.8 1.5 41.6 20.5 22.0 7.9 19.0 8.4 9.8 5.8 0.2 7.2 11.8
Number of Traders in Each Category Total Traders: 332
15 31 22 89 65 88 41 57 58 17 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,568,823
Positions
333,045 353,520 622,677 0 46,814 6,783 187,241 144,921 336,628 39,894 8,624 2,085 40,470 46,771
Changes from: May 31, 2022 Total Change is: -338,412
-38,620 -11,320 -176,077 0 9,556 -11,288 28,410 -15,263 -136,045 -5,420 3,000 -2,765 3,393 1,790
Percent of Open Interest Represented by Each Category of Trader
21.2 22.5 39.7 0.0 3.0 0.4 11.9 9.2 21.5 2.5 0.5 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 110
26 26 50 0 . . 22 23 36 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is24,661,941
Positions
2,660,753 1,888,601 4,233,030 721,765 195,138 968,278 487,421 1,228,433 14,857,636 31,746 197,702 266,135 435,178 826,990
Changes from: May 31, 2022 Total Change is: 9,109
-24,513 70,693 -133,228 6,373 -57,119 21,879 101,570 47,639 50,746 184 31,863 -14,220 318 -9,144
Percent of Open Interest Represented by Each Category of Trader
10.8 7.7 17.2 2.9 0.8 3.9 2.0 5.0 60.2 0.1 0.8 1.1 1.8 3.4
Number of Traders in Each Category Total Traders: 241
25 37 57 23 13 29 32 77 95 14 17 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 6,771,498
Positions
2,258,044 1,613,721 1,372,964 105,947 344,043 174,146 525,201 963,481 2,222,539 60,182 28,481 39,749 12,725 12,373
Changes from: May 31, 2022 Total Change is: 317,320
200,759 122,545 -35,073 35,343 -10,052 15,943 -78,205 46,232 176,886 2,613 1,592 -669 -277 -83
Percent of Open Interest Represented by Each Category of Trader
33.3 23.8 20.3 1.6 5.1 2.6 7.8 14.2 32.8 0.9 0.4 0.6 0.2 0.2
Number of Traders in Each Category Total Traders: 369
51 67 96 13 25 23 57 73 96 30 42 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 362,126
Positions
97,921 110,778 123,543 2,427 20,092 119 71,574 42,130 61,950 4,137 2,742 284 171 488
Changes from: May 31, 2022 Total Change is: -99,848
-46,063 -49,931 -16,771 -1,615 -2,730 119 -20,160 -12,351 -14,009 -77 -2,533 -799 -473 -843
Percent of Open Interest Represented by Each Category of Trader
27.0 30.6 34.1 0.7 5.5 0.0 19.8 11.6 17.1 1.1 0.8 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 128
23 38 39 . . . 23 30 32 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 24,942
Positions
4,744 4,209 5,345 0 0 0 1,437 1,990 13,397 0 0 0 19 1
Changes from: May 31, 2022 Total Change is: 413
100 0 0 0 0 0 -57 43 370 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.0 16.9 21.4 0.0 0.0 0.0 5.8 8.0 53.7 0.0 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 20
. 4 . 0 0 0 8 5 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,593
Positions
215 1,841 0 5,966 856 38 1,138 6,353 881 1,973 310 259 1,123 1,054
Changes from: May 31, 2022 Total Change is: 127
6 140 -90 307 284 -87 -39 -302 -8 -32 56 39 30 95
Percent of Open Interest Represented by Each Category of Trader
1.9 15.9 0.0 51.5 7.4 0.3 9.8 54.8 7.6 17.0 2.7 2.2 9.7 9.1
Number of Traders in Each Category Total Traders: 96
. . 0 5 6 . 15 45 15 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 16,784
Positions
1,315 518 0 211 800 0 3,291 9,285 2,418 6,489 1,783 0 3,060 1,980
Changes from: May 31, 2022 Total Change is: 4,244
710 492 0 34 360 0 -524 2,035 1,398 2,460 -42 0 166 1
Percent of Open Interest Represented by Each Category of Trader
7.8 3.1 0.0 1.3 4.8 0.0 19.6 55.3 14.4 38.7 10.6 0.0 18.2 11.8
Number of Traders in Each Category Total Traders: 100
. . 0 4 . 0 11 15 6 39 23 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,072
Positions
91 71 0 0 366 3 1,010 1,812 48 1,147 120 3 770 649
Changes from: May 31, 2022 Total Change is: -14
0 -113 0 0 44 0 110 -201 -5 -94 53 0 -25 208
Percent of Open Interest Represented by Each Category of Trader
3.0 2.3 0.0 0.0 11.9 0.1 32.9 59.0 1.6 37.3 3.9 0.1 25.1 21.1
Number of Traders in Each Category Total Traders: 44
. . 0 0 5 . 9 20 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 28,883
Positions
12,043 0 0 88 386 0 4,735 21,017 573 9,663 5,920 498 1,284 489
Changes from: May 31, 2022 Total Change is: 3,260
210 0 0 0 106 0 2,594 1,471 191 186 1,535 2 77 -46
Percent of Open Interest Represented by Each Category of Trader
41.7 0.0 0.0 0.3 1.3 0.0 16.4 72.8 2.0 33.5 20.5 1.7 4.4 1.7
Number of Traders in Each Category Total Traders: 111
. 0 0 . . 0 9 7 . 55 36 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 65,292
Positions
1,138 29,821 0 31,546 1,249 477 14,013 29,477 1,388 10,841 939 72 5,817 1,869
Changes from: May 31, 2022 Total Change is: 1,275
-40 36 0 992 -125 -20 148 864 1,034 -780 -323 -227 169 37
Percent of Open Interest Represented by Each Category of Trader
1.7 45.7 0.0 48.3 1.9 0.7 21.5 45.1 2.1 16.6 1.4 0.1 8.9 2.9
Number of Traders in Each Category Total Traders: 128
. . 0 20 5 . 38 17 9 31 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 288,366
Positions
26,744 17,383 14,967 83,729 41,752 38,016 28,045 77,216 58,276 7,809 4,306 6,396 24,384 30,054
Changes from: May 31, 2022 Total Change is: 9,516
-1,753 -3,975 4,405 9,730 10,572 -5,010 -3,353 372 2,896 -572 -165 1,443 1,730 -1,022
Percent of Open Interest Represented by Each Category of Trader
9.3 6.0 5.2 29.0 14.5 13.2 9.7 26.8 20.2 2.7 1.5 2.2 8.5 10.4
Number of Traders in Each Category Total Traders: 161
10 15 18 16 26 23 30 45 44 5 7 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 73,132
Positions
38,622 57,936 0 20,717 2,245 1,235 5,937 10,108 857 4,604 109 34 1,126 608
Changes from: May 31, 2022 Total Change is: 37,966
37,523 37,503 0 -1,814 0 0 552 -27 26 1,210 -21 22 447 463
Percent of Open Interest Represented by Each Category of Trader
52.8 79.2 0.0 28.3 3.1 1.7 8.1 13.8 1.2 6.3 0.1 0.0 1.5 0.8
Number of Traders in Each Category Total Traders: 54
5 . 0 15 . . 7 6 . 14 . .
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Updated June 10, 2022