Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 160,526
Positions
6,179 34,551 6,540 46,038 26,717 6,165 26,732 39,157 17,467 20,234 2,674 6 31,165 27,250
Changes from: June 14, 2022 Total Change is: -36,184
1,008 -34,668 -12,531 -2,620 12,559 7 -14,344 2,865 -7,308 -150 -1,350 -11 -234 4,254
Percent of Open Interest Represented by Each Category of Trader
3.8 21.5 4.1 28.7 16.6 3.8 16.7 24.4 10.9 12.6 1.7 0.0 19.4 17.0
Number of Traders in Each Category Total Traders: 111
8 5 8 19 14 8 19 26 16 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 40,671
Positions
18,978 741 1,520 3,366 12,408 1,424 4,399 5,822 1,238 0 0 0 9,745 17,517
Changes from: June 14, 2022 Total Change is: -1,269
168 667 262 -946 114 -232 -1,096 867 -40 0 0 0 615 -2,907
Percent of Open Interest Represented by Each Category of Trader
46.7 1.8 3.7 8.3 30.5 3.5 10.8 14.3 3.0 0.0 0.0 0.0 24.0 43.1
Number of Traders in Each Category Total Traders: 37
4 . 4 4 13 . 6 7 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 260,071
Positions
106,444 24,049 9,605 37,228 113,571 6,302 52,357 41,294 25,153 3,327 6,019 562 19,092 33,516
Changes from: June 14, 2022 Total Change is: -14,872
-12,023 2,742 -726 2,350 -6,450 -710 47 -5,782 118 -8 21 -266 -3,656 -3,820
Percent of Open Interest Represented by Each Category of Trader
40.9 9.2 3.7 14.3 43.7 2.4 20.1 15.9 9.7 1.3 2.3 0.2 7.3 12.9
Number of Traders in Each Category Total Traders: 130
7 7 7 17 35 17 20 36 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 250,190
Positions
121,267 6,071 5,939 39,165 96,349 7,024 21,359 66,549 25,551 4,817 1,371 32 25,037 41,304
Changes from: June 14, 2022 Total Change is: -11,947
-19,049 585 1,884 936 -16,206 278 -969 -3,302 4,479 -154 115 15 634 204
Percent of Open Interest Represented by Each Category of Trader
48.5 2.4 2.4 15.7 38.5 2.8 8.5 26.6 10.2 1.9 0.5 0.0 10.0 16.5
Number of Traders in Each Category Total Traders: 132
10 5 9 19 29 22 19 38 21 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 730,456
Positions
39,281 314,985 10,431 395,672 164,090 30,497 63,487 82,347 53,964 42,884 12,995 6,571 87,668 54,576
Changes from: June 14, 2022 Total Change is: 2,351
4,045 7,848 -2,570 -8,457 -2,120 -153 6,288 -4,472 2,883 16 -388 734 -435 590
Percent of Open Interest Represented by Each Category of Trader
5.4 43.1 1.4 54.2 22.5 4.2 8.7 11.3 7.4 5.9 1.8 0.9 12.0 7.5
Number of Traders in Each Category Total Traders: 335
18 13 11 107 41 50 46 50 41 40 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 34,424
Positions
0 17,626 0 15,830 477 2,646 889 9,474 438 0 0 0 14,621 3,763
Changes from: June 14, 2022 Total Change is: 1,091
0 -32 0 89 0 0 8 1,072 0 0 0 0 994 51
Percent of Open Interest Represented by Each Category of Trader
0.0 51.2 0.0 46.0 1.4 7.7 2.6 27.5 1.3 0.0 0.0 0.0 42.5 10.9
Number of Traders in Each Category Total Traders: 29
0 . 0 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 17,470
Positions
876 548 34 3,886 10,322 1,496 3,447 1,282 0 0 450 0 7,731 3,338
Changes from: June 14, 2022 Total Change is: -7,679
-7,662 -1,798 -333 -59 1,312 -130 3,400 -4,106 -2,525 0 0 0 -370 -99
Percent of Open Interest Represented by Each Category of Trader
5.0 3.1 0.2 22.2 59.1 8.6 19.7 7.3 0.0 0.0 2.6 0.0 44.3 19.1
Number of Traders in Each Category Total Traders: 20
. . . 5 7 4 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 153,808
Positions
37,627 3,413 1,831 55,623 70,965 5,554 13,776 30,136 18,108 1,315 10 221 19,753 23,570
Changes from: June 14, 2022 Total Change is: -2,929
-5,563 -160 935 759 -2,872 -88 -2,308 -7,083 6,616 -250 -9 -82 -2,950 -186
Percent of Open Interest Represented by Each Category of Trader
24.5 2.2 1.2 36.2 46.1 3.6 9.0 19.6 11.8 0.9 0.0 0.1 12.8 15.3
Number of Traders in Each Category Total Traders: 87
9 4 6 16 15 12 14 23 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 193,437
Positions
15,923 117,163 1,956 97,221 6,535 826 64,229 19,431 1,901 4,927 43,082 91 6,363 2,451
Changes from: June 14, 2022 Total Change is: -6,332
11,605 -2,700 -104 -7,437 -1,140 -247 -12,388 586 15 1,973 -2,320 91 159 -514
Percent of Open Interest Represented by Each Category of Trader
8.2 60.6 1.0 50.3 3.4 0.4 33.2 10.0 1.0 2.5 22.3 0.0 3.3 1.3
Number of Traders in Each Category Total Traders: 147
8 5 . 23 12 6 52 23 8 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 68,858
Positions
109 41,589 364 57,229 1,322 30 6,230 22,993 1 1,657 972 0 3,238 1,587
Changes from: June 14, 2022 Total Change is: -1,073
-72 150 7 -2,102 -197 0 610 -274 1 442 -395 0 41 -365
Percent of Open Interest Represented by Each Category of Trader
0.2 60.4 0.5 83.1 1.9 0.0 9.0 33.4 0.0 2.4 1.4 0.0 4.7 2.3
Number of Traders in Each Category Total Traders: 65
. 4 . 12 4 . 15 18 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 42,890
Positions
20,394 3,230 70 2,947 20,703 25 16,881 12,872 63 364 448 0 2,146 5,479
Changes from: June 14, 2022 Total Change is: -2,521
-1,040 -600 -4 -265 -2,042 2 -181 1,053 -955 13 -282 0 -91 307
Percent of Open Interest Represented by Each Category of Trader
47.5 7.5 0.2 6.9 48.3 0.1 39.4 30.0 0.1 0.8 1.0 0.0 5.0 12.8
Number of Traders in Each Category Total Traders: 90
9 . . 7 22 4 25 21 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 33,935
Positions
151 23,059 0 28,617 2,065 277 2,040 5,345 1,772 0 0 0 1,078 1,417
Changes from: June 14, 2022 Total Change is: -731
-22 712 -12 274 -199 -469 -104 -593 0 -389 0 0 -9 -170
Percent of Open Interest Represented by Each Category of Trader
0.4 68.0 0.0 84.3 6.1 0.8 6.0 15.8 5.2 0.0 0.0 0.0 3.2 4.2
Number of Traders in Each Category Total Traders: 30
. 5 0 5 4 . 7 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 34,570
Positions
17,727 3,855 101 4,338 8,772 208 6,470 5,484 71 410 9,121 7 5,239 6,951
Changes from: June 14, 2022 Total Change is: -12,662
19 -2,259 -4,719 1,309 -502 45 -4,276 -2,220 -2,669 -582 760 -323 -1,468 -777
Percent of Open Interest Represented by Each Category of Trader
51.3 11.2 0.3 12.5 25.4 0.6 18.7 15.9 0.2 1.2 26.4 0.0 15.2 20.1
Number of Traders in Each Category Total Traders: 93
15 12 . 15 14 4 13 15 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 69,139
Positions
35,453 7,710 201 8,675 17,544 415 12,939 10,968 143 820 18,242 15 10,479 13,902
Changes from: June 14, 2022 Total Change is: -25,324
38 -4,517 -9,437 2,618 -1,004 90 -8,551 -4,440 -5,338 -1,163 1,521 -646 -2,935 -1,553
Percent of Open Interest Represented by Each Category of Trader
51.3 11.2 0.3 12.5 25.4 0.6 18.7 15.9 0.2 1.2 26.4 0.0 15.2 20.1
Number of Traders in Each Category Total Traders: 93
15 12 . 15 14 4 13 15 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,075
Positions
18,662 21,405 0 17,061 13,579 1,662 1,250 2,954 5 0 0 0 2,435 1,470
Changes from: June 14, 2022 Total Change is: -41,626
-8,537 -7,600 -17,070 1,747 1,881 -425 -766 -2,339 5 0 0 0 -16,580 -16,078
Percent of Open Interest Represented by Each Category of Trader
45.4 52.1 0.0 41.5 33.1 4.0 3.0 7.2 0.0 0.0 0.0 0.0 5.9 3.6
Number of Traders in Each Category Total Traders: 33
5 6 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 660,590
Positions
68,194 52,267 33,567 203,477 165,958 64,149 38,253 78,968 164,493 28,772 36,340 5,150 54,536 59,699
Changes from: June 14, 2022 Total Change is: -142,994
5,191 -9,854 -41,438 12,117 13,901 -5,334 -15,665 -8,509 -77,447 -1,080 864 -6,118 -13,219 -9,059
Percent of Open Interest Represented by Each Category of Trader
10.3 7.9 5.1 30.8 25.1 9.7 5.8 12.0 24.9 4.4 5.5 0.8 8.3 9.0
Number of Traders in Each Category Total Traders: 565
36 35 36 142 110 123 73 91 101 43 32 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 31,223
Positions
4,728 29,629 0 14,776 0 0 7,346 0 0 0 0 0 4,373 1,594
Changes from: June 14, 2022 Total Change is: -19,153
-12,342 -13,341 -1,326 -888 0 -340 -357 -425 -3,241 0 0 0 -659 -480
Percent of Open Interest Represented by Each Category of Trader
15.1 94.9 0.0 47.3 0.0 0.0 23.5 0.0 0.0 0.0 0.0 0.0 14.0 5.1
Number of Traders in Each Category Total Traders: 34
4 7 0 14 0 0 9 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 3,302,951
Positions
340,968 261,335 167,836 1,017,383 829,788 320,743 191,266 394,838 822,463 143,859 181,701 25,752 272,682 298,496
Changes from: June 14, 2022 Total Change is: -714,972
25,954 -49,271 -207,190 60,583 69,504 -26,670 -78,326 -42,546 -387,236 -5,402 4,321 -30,588 -66,097 -45,296
Percent of Open Interest Represented by Each Category of Trader
10.3 7.9 5.1 30.8 25.1 9.7 5.8 12.0 24.9 4.4 5.5 0.8 8.3 9.0
Number of Traders in Each Category Total Traders: 565
36 35 36 142 110 123 73 91 101 43 32 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 21,073
Positions
13,457 16,267 0 5,034 680 0 475 1,851 0 0 282 0 2,107 1,993
Changes from: June 14, 2022 Total Change is: -10,695
-7,140 -7,090 -2,658 33 -608 0 45 -109 -722 0 282 0 -253 210
Percent of Open Interest Represented by Each Category of Trader
63.9 77.2 0.0 23.9 3.2 0.0 2.3 8.8 0.0 0.0 1.3 0.0 10.0 9.5
Number of Traders in Each Category Total Traders: 22
5 5 0 6 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 19,411
Positions
754 16,078 0 12,802 289 1,034 1,717 847 0 0 0 0 3,104 1,163
Changes from: June 14, 2022 Total Change is: -14,180
-3,457 -2,233 -6,956 -317 -5 -20 289 86 0 0 0 0 -3,719 -5,052
Percent of Open Interest Represented by Each Category of Trader
3.9 82.8 0.0 66.0 1.5 5.3 8.8 4.4 0.0 0.0 0.0 0.0 16.0 6.0
Number of Traders in Each Category Total Traders: 23
. 8 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 107,973
Positions
4,400 2,160 0 37,812 0 185 6,472 61,273 8,222 0 0 0 50,882 36,133
Changes from: June 14, 2022 Total Change is: -280,178
-41,056 -17,878 0 -120 -117 -1,198 -5,867 -234,952 -25,547 -4,889 0 -605 -200,896 119
Percent of Open Interest Represented by Each Category of Trader
4.1 2.0 0.0 35.0 0.0 0.2 6.0 56.7 7.6 0.0 0.0 0.0 47.1 33.5
Number of Traders in Each Category Total Traders: 23
. . 0 11 0 4 . 7 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 204,636
Positions
71,506 70,472 92,884 0 0 0 1,000 1,431 37,719 0 0 0 1,527 2,130
Changes from: June 14, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
34.9 34.4 45.4 0.0 0.0 0.0 0.5 0.7 18.4 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 9 0 0 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 57,801
Positions
29,179 837 186 17,323 42,939 3,378 981 4,076 19 0 387 0 6,735 5,979
Changes from: June 14, 2022 Total Change is: -8,947
-1,237 -2,373 -3,672 451 118 -141 -1,642 -88 -312 0 -13 0 -2,394 -2,466
Percent of Open Interest Represented by Each Category of Trader
50.5 1.4 0.3 30.0 74.3 5.8 1.7 7.1 0.0 0.0 0.7 0.0 11.7 10.3
Number of Traders in Each Category Total Traders: 66
7 . . 25 26 13 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 62,793
Positions
7,500 6,986 1,294 16,081 12,733 1,510 10,477 13,468 13,411 2,772 3,345 1,046 8,703 9,001
Changes from: June 14, 2022 Total Change is: -24,541
-5,466 -1,688 -4,668 212 114 -37 -674 -2,987 -12,167 848 -227 -378 -2,212 -2,502
Percent of Open Interest Represented by Each Category of Trader
11.9 11.1 2.1 25.6 20.3 2.4 16.7 21.4 21.4 4.4 5.3 1.7 13.9 14.3
Number of Traders in Each Category Total Traders: 304
27 19 12 50 46 26 40 64 30 28 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 313,966
Positions
37,500 34,930 6,469 80,403 63,664 7,549 52,385 67,341 67,057 13,860 16,723 5,228 43,516 45,007
Changes from: June 14, 2022 Total Change is: -122,705
-27,332 -8,442 -23,342 1,062 569 -186 -3,369 -14,937 -60,833 4,241 -1,133 -1,889 -11,058 -12,512
Percent of Open Interest Represented by Each Category of Trader
11.9 11.1 2.1 25.6 20.3 2.4 16.7 21.4 21.4 4.4 5.3 1.7 13.9 14.3
Number of Traders in Each Category Total Traders: 304
27 19 12 50 46 26 40 64 30 28 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 63,036
Positions
2,353 0 0 1,626 1,711 0 29,579 11,864 2,127 528 1,587 200 26,623 45,547
Changes from: June 14, 2022 Total Change is: -72,405
-8,227 -161 -91 38 318 0 7,903 -74,255 -12,940 -10,426 1,587 130 -48,792 13,007
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 0.0 2.6 2.7 0.0 46.9 18.8 3.4 0.8 2.5 0.3 42.2 72.3
Number of Traders in Each Category Total Traders: 31
4 0 0 . . 0 10 7 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 584,934
Positions
238,863 27,528 2,336 151,642 282,881 52,506 74,185 136,199 20,581 24,735 40,665 60 20,026 22,178
Changes from: June 14, 2022 Total Change is: -74,367
-10,904 -70 -34,493 -3,285 8,240 -4,783 22,126 -2,241 -34,195 3,276 -3,068 -520 -11,588 -3,237
Percent of Open Interest Represented by Each Category of Trader
40.8 4.7 0.4 25.9 48.4 9.0 12.7 23.3 3.5 4.2 7.0 0.0 3.4 3.8
Number of Traders in Each Category Total Traders: 337
29 14 4 71 77 48 39 75 28 10 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 28,826
Positions
4,625 27,068 0 20,477 364 0 2,188 513 0 0 0 0 1,536 881
Changes from: June 14, 2022 Total Change is: -5,926
315 79 -5,743 171 -232 0 0 72 0 0 0 0 -669 -102
Percent of Open Interest Represented by Each Category of Trader
16.0 93.9 0.0 71.0 1.3 0.0 7.6 1.8 0.0 0.0 0.0 0.0 5.3 3.1
Number of Traders in Each Category Total Traders: 30
. 8 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 12,380
Positions
0 3,036 0 7,749 2,140 71 1,575 1,556 0 791 2,836 0 2,194 2,741
Changes from: June 14, 2022 Total Change is: 1,688
0 -398 0 315 330 23 1,322 217 0 158 735 0 -130 781
Percent of Open Interest Represented by Each Category of Trader
0.0 24.5 0.0 62.6 17.3 0.6 12.7 12.6 0.0 6.4 22.9 0.0 17.7 22.1
Number of Traders in Each Category Total Traders: 22
0 . 0 8 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 51,198
Positions
7,673 3,229 624 23,000 5,966 3,541 3,231 10,268 0 7,934 252 2 5,193 27,316
Changes from: June 14, 2022 Total Change is: 696
809 -335 5 -329 1,078 90 -4,396 1,570 -11 4,529 0 2 -3 -1,703
Percent of Open Interest Represented by Each Category of Trader
15.0 6.3 1.2 44.9 11.7 6.9 6.3 20.1 0.0 15.5 0.5 0.0 10.1 53.4
Number of Traders in Each Category Total Traders: 59
7 7 . 11 6 6 6 16 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 386,454
Positions
30,493 147,089 1,995 263,284 157,092 51,367 17,172 18,385 1,283 14,046 4,309 276 6,538 4,658
Changes from: June 14, 2022 Total Change is: -65,475
-11 408 -47,135 -2,709 8,113 -1,730 526 -1,385 -2,213 -2,141 -9,417 273 -10,335 -12,389
Percent of Open Interest Represented by Each Category of Trader
7.9 38.1 0.5 68.1 40.6 13.3 4.4 4.8 0.3 3.6 1.1 0.1 1.7 1.2
Number of Traders in Each Category Total Traders: 190
10 14 4 67 56 41 13 15 6 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,092,435
Positions
104,848 347,151 21,025 632,349 431,382 133,108 87,127 103,426 7,808 78,950 24,709 1,814 25,406 22,012
Changes from: June 14, 2022 Total Change is: -260,073
-11,045 -66,263 -121,185 -39,595 25,009 -27,239 9,466 15,392 -5,666 -964 -5,868 -13,133 -50,712 -61,120
Percent of Open Interest Represented by Each Category of Trader
9.6 31.8 1.9 57.9 39.5 12.2 8.0 9.5 0.7 7.2 2.3 0.2 2.3 2.0
Number of Traders in Each Category Total Traders: 406
28 18 12 134 97 84 49 40 27 20 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 223,545
Positions
14,901 171,729 22,448 23,580 0 3,758 140,455 3,217 15,430 2,451 6,683 140 382 140
Changes from: June 14, 2022 Total Change is: 1,345
1,499 1,908 448 190 0 -20 621 310 -1,441 48 141 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
6.7 76.8 10.0 10.5 0.0 1.7 62.8 1.4 6.9 1.1 3.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 96
7 24 17 13 0 . 29 5 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,330,752
Positions
1,794 105,429 37,652 628,633 294,127 216,614 93,990 314,040 95,039 78,803 73,936 12,064 166,164 181,852
Changes from: June 14, 2022 Total Change is: -15,649
-2,056 14,913 22 954 -2,227 3,259 3,175 -19,880 -11,570 -6,367 -244 -1,069 -1,998 1,146
Percent of Open Interest Represented by Each Category of Trader
0.1 7.9 2.8 47.2 22.1 16.3 7.1 23.6 7.1 5.9 5.6 0.9 12.5 13.7
Number of Traders in Each Category Total Traders: 186
4 17 15 64 33 61 24 29 37 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,281,498
Positions
22,471 49,907 2,026 758,352 206,141 226,475 46,177 656,339 9,488 70,095 12,918 0 146,413 118,204
Changes from: June 14, 2022 Total Change is: -16,573
3,542 -5,614 -1,919 13,123 6,108 -8,306 -13,350 -486 -7,659 -208 1,103 0 -1,797 200
Percent of Open Interest Represented by Each Category of Trader
1.8 3.9 0.2 59.2 16.1 17.7 3.6 51.2 0.7 5.5 1.0 0.0 11.4 9.2
Number of Traders in Each Category Total Traders: 151
7 9 . 75 23 62 7 21 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 2,095,438
Positions
93,332 221,735 13,453 851,158 528,123 361,905 460,140 322,937 150,312 29,878 275,191 1,093 134,167 220,689
Changes from: June 14, 2022 Total Change is: 74,573
-242 33,473 884 -2,350 102,099 2,044 61,037 -95,788 31,498 -8,452 -8,446 -30 -9,815 8,838
Percent of Open Interest Represented by Each Category of Trader
4.5 10.6 0.6 40.6 25.2 17.3 22.0 15.4 7.2 1.4 13.1 0.1 6.4 10.5
Number of Traders in Each Category Total Traders: 351
17 37 10 92 64 82 37 59 38 11 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 4,326,230
Positions
61,207 239,988 231,387 1,654,255 1,091,396 806,769 356,204 281,873 626,353 177,446 456,403 93,850 318,758 498,210
Changes from: June 14, 2022 Total Change is: -144,666
-85 -32,897 2,769 -36,981 44,438 -903 -35,894 -54,550 -55,544 13,948 -21,055 -9,175 -22,802 -17,749
Percent of Open Interest Represented by Each Category of Trader
1.4 5.5 5.3 38.2 25.2 18.6 8.2 6.5 14.5 4.1 10.5 2.2 7.4 11.5
Number of Traders in Each Category Total Traders: 416
23 33 37 101 85 115 47 74 80 22 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,208,742
Positions
58,848 30,334 846 477,610 440,058 256,730 142,896 122,463 38,145 126,018 63,224 150 107,499 256,792
Changes from: June 14, 2022 Total Change is: -19,258
-2,752 1,628 -560 9,941 1,141 8,593 -19,137 -34,057 12,592 -609 2,202 0 -27,326 -10,797
Percent of Open Interest Represented by Each Category of Trader
4.9 2.5 0.1 39.5 36.4 21.2 11.8 10.1 3.2 10.4 5.2 0.0 8.9 21.2
Number of Traders in Each Category Total Traders: 139
4 5 . 33 55 53 9 17 11 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,337
Positions
0 0 0 0 0 0 50 1,306 1,030 1,256 200 165 836 636
Changes from: June 14, 2022 Total Change is: 510
0 0 0 0 0 0 -280 828 -100 740 -42 79 71 -255
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 1.5 39.1 30.9 37.6 6.0 4.9 25.1 19.1
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . 5 . 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 4,274,454
Positions
48,775 551,370 85,184 1,724,279 891,932 892,932 375,303 652,611 414,709 407,836 277,974 16,165 309,271 491,578
Changes from: June 14, 2022 Total Change is: -108,862
-5,902 34,159 -1,028 -25,040 -56,672 -14,683 25,754 -14,290 -65,126 -8,591 19,556 -1,810 -12,434 -8,967
Percent of Open Interest Represented by Each Category of Trader
1.1 12.9 2.0 40.3 20.9 20.9 8.8 15.3 9.7 9.5 6.5 0.4 7.2 11.5
Number of Traders in Each Category Total Traders: 337
13 37 23 80 75 91 31 62 52 14 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,646,304
Positions
250,126 338,899 589,676 1,106 55,695 17,237 320,607 226,205 371,888 49,720 1,816 2,394 43,550 42,494
Changes from: June 14, 2022 Total Change is: -34,208
-11,177 -10,633 -51,929 -122 10,978 -3,227 34,909 19,162 355 -1,013 -434 1,183 -3,187 337
Percent of Open Interest Represented by Each Category of Trader
15.2 20.6 35.8 0.1 3.4 1.0 19.5 13.7 22.6 3.0 0.1 0.1 2.6 2.6
Number of Traders in Each Category Total Traders: 119
33 26 54 . . . 22 24 39 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 is21,280,633
Positions
2,439,635 1,877,502 3,359,706 1,028,789 185,810 780,999 373,368 1,304,243 12,482,541 41,693 153,465 314,675 459,228 821,693
Changes from: June 14, 2022 Total Change is: -247,234
-57,305 -24,912 3,708 127,792 -39,594 40,559 -18,567 113,336 -265,552 -3,372 -2,233 -50,375 -24,121 -22,168
Percent of Open Interest Represented by Each Category of Trader
11.5 8.8 15.8 4.8 0.9 3.7 1.8 6.1 58.7 0.2 0.7 1.5 2.2 3.9
Number of Traders in Each Category Total Traders: 228
23 34 53 20 14 28 36 69 89 16 12 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 7,338,953
Positions
1,989,412 1,868,453 1,248,809 363,384 440,185 156,169 633,893 695,880 2,841,886 68,872 47,577 22,895 13,634 17,100
Changes from: June 14, 2022 Total Change is: -335,704
-153,206 25,344 -236,004 67,141 36,247 -3,823 34,861 -127,932 -17,749 2,445 13,049 -15,956 -13,415 -8,880
Percent of Open Interest Represented by Each Category of Trader
27.1 25.5 17.0 5.0 6.0 2.1 8.6 9.5 38.7 0.9 0.6 0.3 0.2 0.2
Number of Traders in Each Category Total Traders: 360
45 74 95 16 20 23 62 63 99 29 39 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 488,349
Positions
107,922 254,716 108,497 1,353 3,145 954 190,880 42,247 75,196 2,984 2,798 329 234 467
Changes from: June 14, 2022 Total Change is: 38,386
8,277 48,475 -8,933 -1,459 -2,425 -5,460 35,111 -4,567 11,061 -301 155 5 85 75
Percent of Open Interest Represented by Each Category of Trader
22.1 52.2 22.2 0.3 0.6 0.2 39.1 8.7 15.4 0.6 0.6 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 132
27 43 37 . . . 27 22 36 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 15,168
Positions
62 2,027 107 7,074 1,012 107 1,634 7,702 1,953 2,336 316 785 1,110 1,159
Changes from: June 14, 2022 Total Change is: 1,709
-191 95 97 330 -48 34 365 842 550 245 -64 220 58 -17
Percent of Open Interest Represented by Each Category of Trader
0.4 13.4 0.7 46.6 6.7 0.7 10.8 50.8 12.9 15.4 2.1 5.2 7.3 7.6
Number of Traders in Each Category Total Traders: 104
. 5 . 5 7 . 18 46 28 15 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 23,459
Positions
1,920 641 0 181 776 91 4,237 15,077 2,288 10,793 2,074 23 3,926 2,488
Changes from: June 14, 2022 Total Change is: -1,438
-271 -282 0 -13 -41 91 -333 481 -2,000 686 -150 -5 407 468
Percent of Open Interest Represented by Each Category of Trader
8.2 2.7 0.0 0.8 3.3 0.4 18.1 64.3 9.8 46.0 8.8 0.1 16.7 10.6
Number of Traders in Each Category Total Traders: 126
4 . 0 4 . . 10 19 6 55 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 3,615
Positions
91 77 0 0 569 3 977 1,767 182 1,477 255 105 780 657
Changes from: June 14, 2022 Total Change is: 139
-63 -21 -44 0 -45 0 78 -18 37 4 45 0 127 185
Percent of Open Interest Represented by Each Category of Trader
2.5 2.1 0.0 0.0 15.7 0.1 27.0 48.9 5.0 40.9 7.1 2.9 21.6 18.2
Number of Traders in Each Category Total Traders: 48
. . 0 0 5 . 7 21 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 37,475
Positions
16,063 0 0 138 1,318 0 1,717 23,614 4,482 12,768 6,734 537 1,770 789
Changes from: June 14, 2022 Total Change is: 3,040
374 0 0 0 932 0 372 1,820 924 1,204 -720 8 158 77
Percent of Open Interest Represented by Each Category of Trader
42.9 0.0 0.0 0.4 3.5 0.0 4.6 63.0 12.0 34.1 18.0 1.4 4.7 2.1
Number of Traders in Each Category Total Traders: 134
. 0 0 . . 0 10 9 . 69 42 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 58,706
Positions
618 38,431 0 30,349 675 449 14,801 14,292 333 7,462 1,597 129 4,565 2,800
Changes from: June 14, 2022 Total Change is: -2,621
-104 100 0 -830 -184 19 294 -3,449 50 -972 394 -41 -1,036 490
Percent of Open Interest Represented by Each Category of Trader
1.1 65.5 0.0 51.7 1.1 0.8 25.2 24.3 0.6 12.7 2.7 0.2 7.8 4.8
Number of Traders in Each Category Total Traders: 125
. . 0 19 . . 37 16 4 31 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 257,930
Positions
25,145 17,413 14,910 91,387 23,663 35,814 22,297 95,140 30,028 8,464 5,270 8,167 21,718 27,525
Changes from: June 14, 2022 Total Change is: -38,112
-8,280 -1,430 -6,663 -555 -9,064 3,355 -3,707 784 -17,571 166 -2,058 -1,789 -3,068 -3,676
Percent of Open Interest Represented by Each Category of Trader
9.7 6.8 5.8 35.4 9.2 13.9 8.6 36.9 11.6 3.3 2.0 3.2 8.4 10.7
Number of Traders in Each Category Total Traders: 156
12 21 19 22 19 23 26 37 36 4 9 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 65,170
Positions
38,238 48,952 0 20,106 3,697 1,235 3,857 10,171 787 500 169 0 447 159
Changes from: June 14, 2022 Total Change is: -22,440
-400 -8,984 -6,934 -423 1,091 0 -2,274 -322 -5,080 -4,897 -38 -2,260 -172 87
Percent of Open Interest Represented by Each Category of Trader
58.7 75.1 0.0 30.9 5.7 1.9 5.9 15.6 1.2 0.8 0.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 47
. 5 0 15 . . 6 8 . 6 . 0
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Updated June 24, 2022