Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 159,271
Positions
13,951 21,549 6,410 39,009 41,380 5,833 25,808 33,693 15,869 18,836 2,996 34 33,520 31,506
Changes from: July 5, 2022 Total Change is: -9,600
17 -3,051 -1,502 -592 4,514 -1,105 -3,684 -5,302 -3,725 -74 60 4 1,060 508
Percent of Open Interest Represented by Each Category of Trader
8.8 13.5 4.0 24.5 26.0 3.7 16.2 21.2 10.0 11.8 1.9 0.0 21.0 19.8
Number of Traders in Each Category Total Traders: 105
9 5 8 14 18 9 19 22 14 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 42,613
Positions
19,092 643 924 3,632 10,811 1,052 9,302 9,377 462 0 0 0 8,148 19,344
Changes from: July 5, 2022 Total Change is: 877
-850 269 -653 810 996 69 2,886 306 -855 0 0 0 -530 745
Percent of Open Interest Represented by Each Category of Trader
44.8 1.5 2.2 8.5 25.4 2.5 21.8 22.0 1.1 0.0 0.0 0.0 19.1 45.4
Number of Traders in Each Category Total Traders: 42
5 . . 5 11 . 12 8 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 260,629
Positions
107,882 25,010 8,400 36,027 117,871 4,386 55,921 42,049 19,831 6,846 6,036 620 20,716 36,426
Changes from: July 5, 2022 Total Change is: -21,528
1,236 1,353 -4,281 -2,205 1,460 -2,706 -768 -2,131 -11,764 -1,500 31 -274 735 -3,216
Percent of Open Interest Represented by Each Category of Trader
41.4 9.6 3.2 13.8 45.2 1.7 21.5 16.1 7.6 2.6 2.3 0.2 7.9 14.0
Number of Traders in Each Category Total Traders: 136
10 6 8 15 37 15 21 35 20 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 250,421
Positions
111,302 14,580 8,519 58,276 102,099 5,212 21,259 59,808 18,685 2,068 1,034 37 25,062 40,447
Changes from: July 5, 2022 Total Change is: 4,785
-5,155 958 4,351 19,745 1,296 -1,689 -3,620 3,168 -5,238 -1,230 -1,522 -230 -2,148 3,690
Percent of Open Interest Represented by Each Category of Trader
44.4 5.8 3.4 23.3 40.8 2.1 8.5 23.9 7.5 0.8 0.4 0.0 10.0 16.2
Number of Traders in Each Category Total Traders: 136
10 6 8 23 29 22 19 41 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 758,650
Positions
45,942 290,692 21,383 392,039 166,392 31,267 66,720 92,604 63,806 45,455 17,858 5,330 86,710 69,318
Changes from: July 5, 2022 Total Change is: 4,290
11,280 -8,407 1,609 -10,778 12,753 -666 3,312 -4,918 -3,175 2,140 175 -505 1,071 7,423
Percent of Open Interest Represented by Each Category of Trader
6.1 38.3 2.8 51.7 21.9 4.1 8.8 12.2 8.4 6.0 2.4 0.7 11.4 9.1
Number of Traders in Each Category Total Traders: 346
19 10 14 103 45 51 49 57 40 43 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 32,475
Positions
910 17,643 0 13,971 477 2,661 2,297 7,787 3 0 0 0 12,633 3,904
Changes from: July 5, 2022 Total Change is: -2,668
910 24 0 -2,394 0 137 469 -2,601 -438 0 0 0 -1,352 210
Percent of Open Interest Represented by Each Category of Trader
2.8 54.3 0.0 43.0 1.5 8.2 7.1 24.0 0.0 0.0 0.0 0.0 38.9 12.0
Number of Traders in Each Category Total Traders: 31
. . 0 18 . 7 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 18,577
Positions
876 2,947 26 3,796 8,595 1,500 4,179 1,282 0 0 450 0 8,200 3,777
Changes from: July 5, 2022 Total Change is: 248
0 -5 0 -57 389 61 176 0 0 0 0 0 68 -197
Percent of Open Interest Represented by Each Category of Trader
4.7 15.9 0.1 20.4 46.3 8.1 22.5 6.9 0.0 0.0 2.4 0.0 44.1 20.3
Number of Traders in Each Category Total Traders: 21
. . . 5 7 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 170,294
Positions
59,623 3,508 1,254 49,309 86,112 5,838 23,323 32,591 11,980 961 414 351 17,655 28,245
Changes from: July 5, 2022 Total Change is: -1,403
12,148 -104 -494 -2,820 17,159 -532 6,472 -4,781 -13,493 -434 -41 -415 -1,835 1,298
Percent of Open Interest Represented by Each Category of Trader
35.0 2.1 0.7 29.0 50.6 3.4 13.7 19.1 7.0 0.6 0.2 0.2 10.4 16.6
Number of Traders in Each Category Total Traders: 94
10 . 4 14 19 12 16 27 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 198,057
Positions
14,522 117,678 2,160 114,023 4,318 544 55,203 23,907 2,413 3,146 43,906 0 6,046 3,131
Changes from: July 5, 2022 Total Change is: -1,756
6,077 -3,865 100 -767 -3,496 -227 -5,288 6,561 -799 73 -512 0 -925 482
Percent of Open Interest Represented by Each Category of Trader
7.3 59.4 1.1 57.6 2.2 0.3 27.9 12.1 1.2 1.6 22.2 0.0 3.1 1.6
Number of Traders in Each Category Total Traders: 135
6 6 4 20 9 4 47 24 9 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 41,046
Positions
0 26,070 809 12,723 1,344 30 22,827 9,847 17 1,683 635 0 2,957 2,294
Changes from: July 5, 2022 Total Change is: 1,554
-110 544 21 -10,419 114 0 12,648 809 -327 -127 123 0 -132 270
Percent of Open Interest Represented by Each Category of Trader
0.0 63.5 2.0 31.0 3.3 0.1 55.6 24.0 0.0 4.1 1.5 0.0 7.2 5.6
Number of Traders in Each Category Total Traders: 57
0 . . 11 5 . 12 16 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 47,769
Positions
21,115 2,010 1,997 4,327 22,019 423 17,019 14,142 228 200 794 22 2,438 6,134
Changes from: July 5, 2022 Total Change is: 532
-1,329 175 95 933 291 38 684 -453 163 200 244 0 -252 -21
Percent of Open Interest Represented by Each Category of Trader
44.2 4.2 4.2 9.1 46.1 0.9 35.6 29.6 0.5 0.4 1.7 0.0 5.1 12.8
Number of Traders in Each Category Total Traders: 96
7 5 . 8 23 4 24 24 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 32,166
Positions
7,497 22,249 211 9,279 3,897 0 14,261 3,440 78 104 344 0 736 1,947
Changes from: July 5, 2022 Total Change is: 1,637
6,896 -408 111 -13,848 1,081 0 9,310 1,393 -877 104 205 0 -59 132
Percent of Open Interest Represented by Each Category of Trader
23.3 69.2 0.7 28.8 12.1 0.0 44.3 10.7 0.2 0.3 1.1 0.0 2.3 6.1
Number of Traders in Each Category Total Traders: 40
. . . 4 7 0 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 33,717
Positions
15,975 3,275 136 3,564 8,085 317 7,165 4,420 730 879 8,933 0 4,950 7,821
Changes from: July 5, 2022 Total Change is: -61
-831 283 31 -102 -883 35 326 -414 103 643 406 0 -265 379
Percent of Open Interest Represented by Each Category of Trader
47.4 9.7 0.4 10.6 24.0 0.9 21.3 13.1 2.2 2.6 26.5 0.0 14.7 23.2
Number of Traders in Each Category Total Traders: 82
14 9 . 11 14 5 14 14 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 67,433
Positions
31,949 6,549 272 7,128 16,169 634 14,330 8,840 1,460 1,759 17,866 0 9,901 15,643
Changes from: July 5, 2022 Total Change is: -121
-1,662 565 61 -204 -1,766 70 652 -828 206 1,286 812 0 -530 759
Percent of Open Interest Represented by Each Category of Trader
47.4 9.7 0.4 10.6 24.0 0.9 21.3 13.1 2.2 2.6 26.5 0.0 14.7 23.2
Number of Traders in Each Category Total Traders: 82
14 9 . 11 14 5 14 14 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 44,585
Positions
21,021 21,712 0 14,756 16,682 2,462 3,562 2,580 30 0 0 0 2,754 1,119
Changes from: July 5, 2022 Total Change is: 174
1,600 -2,270 0 -1,899 1,985 238 -90 210 30 0 0 0 295 -19
Percent of Open Interest Represented by Each Category of Trader
47.1 48.7 0.0 33.1 37.4 5.5 8.0 5.8 0.1 0.0 0.0 0.0 6.2 2.5
Number of Traders in Each Category Total Traders: 34
5 6 0 15 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 652,222
Positions
79,989 45,870 35,018 206,897 162,371 56,776 23,874 98,110 158,668 30,881 28,408 5,113 55,006 61,888
Changes from: July 5, 2022 Total Change is: 10,349
1,759 -5,329 3,729 2,016 -659 -2,819 -3,393 6,058 9,078 -1,004 312 76 907 -96
Percent of Open Interest Represented by Each Category of Trader
12.3 7.0 5.4 31.7 24.9 8.7 3.7 15.0 24.3 4.7 4.4 0.8 8.4 9.5
Number of Traders in Each Category Total Traders: 573
39 30 40 140 113 121 58 111 110 49 30 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 33,136
Positions
6,213 28,986 0 14,441 245 0 7,938 1,859 1,141 0 0 0 3,403 905
Changes from: July 5, 2022 Total Change is: 1,294
168 1,158 0 59 -16 0 782 -582 582 0 0 0 -297 152
Percent of Open Interest Represented by Each Category of Trader
18.8 87.5 0.0 43.6 0.7 0.0 24.0 5.6 3.4 0.0 0.0 0.0 10.3 2.7
Number of Traders in Each Category Total Traders: 35
5 7 0 12 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 3,261,108
Positions
399,945 229,350 175,090 1,034,487 811,855 283,880 119,368 490,550 793,338 154,405 142,038 25,565 275,031 309,441
Changes from: July 5, 2022 Total Change is: 51,746
8,797 -26,647 18,644 10,079 -3,296 -14,097 -16,966 30,290 45,392 -5,018 1,559 379 4,536 -478
Percent of Open Interest Represented by Each Category of Trader
12.3 7.0 5.4 31.7 24.9 8.7 3.7 15.0 24.3 4.7 4.4 0.8 8.4 9.5
Number of Traders in Each Category Total Traders: 573
39 30 40 140 113 121 58 111 110 49 30 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 20,281
Positions
13,571 15,185 0 4,483 1,454 330 450 1,795 0 0 0 0 1,447 1,517
Changes from: July 5, 2022 Total Change is: -264
-290 3 0 -4 0 0 -12 23 0 0 -208 0 42 -82
Percent of Open Interest Represented by Each Category of Trader
66.9 74.9 0.0 22.1 7.2 1.6 2.2 8.9 0.0 0.0 0.0 0.0 7.1 7.5
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 20,922
Positions
4,097 18,712 0 11,922 0 0 1,476 0 0 0 0 0 3,427 2,210
Changes from: July 5, 2022 Total Change is: 1,294
1,377 -449 0 -288 0 0 0 0 0 0 0 0 205 1,743
Percent of Open Interest Represented by Each Category of Trader
19.6 89.4 0.0 57.0 0.0 0.0 7.1 0.0 0.0 0.0 0.0 0.0 16.4 10.6
Number of Traders in Each Category Total Traders: 20
4 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 17,795
Positions
802 14,606 0 12,166 0 929 1,494 1,041 0 0 0 0 2,404 1,219
Changes from: July 5, 2022 Total Change is: -2,014
-157 -14 0 -144 -203 -1,847 0 -108 0 0 0 0 134 158
Percent of Open Interest Represented by Each Category of Trader
4.5 82.1 0.0 68.4 0.0 5.2 8.4 5.8 0.0 0.0 0.0 0.0 13.5 6.9
Number of Traders in Each Category Total Traders: 21
. 8 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 127,749
Positions
11,209 4,734 0 35,921 0 38 9,613 68,106 13,762 0 3,255 0 57,206 37,854
Changes from: July 5, 2022 Total Change is: 3,314
3,917 405 0 -1,613 0 12 -4,677 -8,546 7,040 0 3,255 0 -1,366 1,147
Percent of Open Interest Represented by Each Category of Trader
8.8 3.7 0.0 28.1 0.0 0.0 7.5 53.3 10.8 0.0 2.5 0.0 44.8 29.6
Number of Traders in Each Category Total Traders: 30
. . 0 12 0 . 5 8 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 218,072
Positions
72,006 75,972 98,070 0 0 0 5,581 1,012 40,888 0 0 0 1,527 2,130
Changes from: July 5, 2022 Total Change is: 1,436
-500 -1,500 1,936 0 0 0 -1,000 0 1,000 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.0 34.8 45.0 0.0 0.0 0.0 2.6 0.5 18.7 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 20
6 7 10 0 0 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 56,763
Positions
27,292 1,274 138 19,775 42,028 2,597 410 4,074 25 0 0 0 6,526 6,627
Changes from: July 5, 2022 Total Change is: -1,963
-1,439 44 6 121 -1,367 -528 -364 -539 -26 -247 0 0 514 447
Percent of Open Interest Represented by Each Category of Trader
48.1 2.2 0.2 34.8 74.0 4.6 0.7 7.2 0.0 0.0 0.0 0.0 11.5 11.7
Number of Traders in Each Category Total Traders: 64
7 . . 25 22 11 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 66,022
Positions
11,090 6,413 1,288 16,968 13,543 1,863 10,746 16,213 13,490 2,580 3,203 888 7,111 9,122
Changes from: July 5, 2022 Total Change is: -893
-164 -2,581 157 1,490 -518 -331 -634 2,181 46 -963 -279 61 -554 371
Percent of Open Interest Represented by Each Category of Trader
16.8 9.7 2.0 25.7 20.5 2.8 16.3 24.6 20.4 3.9 4.9 1.3 10.8 13.8
Number of Traders in Each Category Total Traders: 312
25 24 13 57 44 28 43 53 38 29 36 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 330,110
Positions
55,448 32,063 6,439 84,839 67,716 9,315 53,729 81,064 67,448 12,900 16,017 4,439 35,553 45,608
Changes from: July 5, 2022 Total Change is: -4,463
-818 -12,903 783 7,449 -2,589 -1,656 -3,171 10,906 228 -4,813 -1,393 305 -2,769 1,856
Percent of Open Interest Represented by Each Category of Trader
16.8 9.7 2.0 25.7 20.5 2.8 16.3 24.6 20.4 3.9 4.9 1.3 10.8 13.8
Number of Traders in Each Category Total Traders: 312
25 24 13 57 44 28 43 53 38 29 36 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 56,448
Positions
3,949 1,447 0 1,130 2,814 0 5,937 20,968 3,389 656 1,793 300 41,087 25,736
Changes from: July 5, 2022 Total Change is: -890
-273 262 0 -250 219 0 -11,513 14,315 -1,247 -244 35 0 12,637 -14,474
Percent of Open Interest Represented by Each Category of Trader
7.0 2.6 0.0 2.0 5.0 0.0 10.5 37.1 6.0 1.2 3.2 0.5 72.8 45.6
Number of Traders in Each Category Total Traders: 33
. . 0 . . 0 6 12 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 601,765
Positions
252,840 28,189 3,442 160,505 281,712 48,673 78,094 154,432 22,143 16,304 37,221 692 19,072 25,261
Changes from: July 5, 2022 Total Change is: 1,002
6,680 2,635 -871 -5,312 3,437 -351 4,590 -4,276 214 -991 1,963 -1,364 -1,593 -385
Percent of Open Interest Represented by Each Category of Trader
42.0 4.7 0.6 26.7 46.8 8.1 13.0 25.7 3.7 2.7 6.2 0.1 3.2 4.2
Number of Traders in Each Category Total Traders: 353
30 11 7 76 81 48 42 84 31 8 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 24,831
Positions
3,660 23,796 0 17,671 625 0 1,857 217 0 0 0 0 1,643 193
Changes from: July 5, 2022 Total Change is: -1,599
-720 -1,584 0 -471 0 0 -262 -4 0 0 0 0 -146 -11
Percent of Open Interest Represented by Each Category of Trader
14.7 95.8 0.0 71.2 2.5 0.0 7.5 0.9 0.0 0.0 0.0 0.0 6.6 0.8
Number of Traders in Each Category Total Traders: 28
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 13,053
Positions
1,655 3,042 0 7,464 2,175 73 1,139 1,443 0 791 3,134 0 1,931 3,186
Changes from: July 5, 2022 Total Change is: -1,455
355 -1 0 -329 -20 -3 -859 -577 0 -300 -325 0 -319 -529
Percent of Open Interest Represented by Each Category of Trader
12.7 23.3 0.0 57.2 16.7 0.6 8.7 11.1 0.0 6.1 24.0 0.0 14.8 24.4
Number of Traders in Each Category Total Traders: 24
. . 0 7 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 61,838
Positions
9,791 6,103 808 23,971 7,309 2,938 7,735 6,656 272 11,456 0 0 4,867 37,752
Changes from: July 5, 2022 Total Change is: 1,562
-336 751 -26 721 -161 -578 829 -2,149 50 718 -252 0 184 3,927
Percent of Open Interest Represented by Each Category of Trader
15.8 9.9 1.3 38.8 11.8 4.8 12.5 10.8 0.4 18.5 0.0 0.0 7.9 61.0
Number of Traders in Each Category Total Traders: 60
7 9 . 11 6 6 12 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 428,879
Positions
33,654 172,276 1,863 305,461 151,946 43,123 19,749 21,932 775 13,682 29,289 356 10,216 7,319
Changes from: July 5, 2022 Total Change is: 4,927
651 24,945 801 8,525 -5,644 -2,861 3,621 -13,776 90 -159 1,753 -3 -5,738 -378
Percent of Open Interest Represented by Each Category of Trader
7.8 40.2 0.4 71.2 35.4 10.1 4.6 5.1 0.2 3.2 6.8 0.1 2.4 1.7
Number of Traders in Each Category Total Traders: 202
12 16 5 76 50 40 16 16 5 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,152,043
Positions
122,230 389,303 22,736 702,910 418,439 124,891 76,290 117,359 6,068 71,101 44,190 2,094 23,723 26,963
Changes from: July 5, 2022 Total Change is: 14,918
2,972 15,562 1,146 14,418 -5,528 -4,032 9,166 -3,542 802 -4,013 6,368 85 -5,626 4,057
Percent of Open Interest Represented by Each Category of Trader
10.6 33.8 2.0 61.0 36.3 10.8 6.6 10.2 0.5 6.2 3.8 0.2 2.1 2.3
Number of Traders in Each Category Total Traders: 418
26 22 13 146 89 80 46 47 24 20 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 228,689
Positions
19,424 175,199 21,432 24,518 0 4,208 139,434 4,240 16,514 2,622 6,814 140 397 142
Changes from: July 5, 2022 Total Change is: -131
-28 746 -1,145 -43 0 0 888 18 194 10 59 0 -7 -3
Percent of Open Interest Represented by Each Category of Trader
8.5 76.6 9.4 10.7 0.0 1.8 61.0 1.9 7.2 1.1 3.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 101
6 26 16 13 0 . 32 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,315,700
Positions
1,160 134,649 32,922 608,905 283,206 214,408 104,725 308,003 90,604 81,434 83,632 8,030 173,513 160,246
Changes from: July 5, 2022 Total Change is: -24,629
293 14,026 -211 -14,833 -3,510 1,713 -2,890 -12,697 -5,985 1,435 -6,437 125 -4,278 -11,654
Percent of Open Interest Represented by Each Category of Trader
0.1 10.2 2.5 46.3 21.5 16.3 8.0 23.4 6.9 6.2 6.4 0.6 13.2 12.2
Number of Traders in Each Category Total Traders: 186
. 19 15 63 30 59 21 33 37 7 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,289,990
Positions
12,010 76,408 3,604 773,585 188,445 233,702 33,388 631,274 20,136 66,254 18,983 0 147,311 117,438
Changes from: July 5, 2022 Total Change is: 9,283
-1,577 8,096 -1,773 12,636 -5,882 6,146 -166 -9,253 1,166 -6,882 8,231 0 -266 2,552
Percent of Open Interest Represented by Each Category of Trader
0.9 5.9 0.3 60.0 14.6 18.1 2.6 48.9 1.6 5.1 1.5 0.0 11.4 9.1
Number of Traders in Each Category Total Traders: 149
4 11 . 79 20 62 7 20 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 2,075,802
Positions
59,745 254,855 13,538 897,782 532,083 351,199 472,808 318,121 118,412 26,718 249,633 849 134,751 237,113
Changes from: July 5, 2022 Total Change is: -37,319
-16,244 -22,264 2,916 -6,344 -27,562 -24 -16,146 -17,255 11,546 -2,570 8,381 -8 -10,445 6,950
Percent of Open Interest Represented by Each Category of Trader
2.9 12.3 0.7 43.2 25.6 16.9 22.8 15.3 5.7 1.3 12.0 0.0 6.5 11.4
Number of Traders in Each Category Total Traders: 357
12 49 10 89 68 83 33 61 32 10 35 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 4,308,116
Positions
42,379 309,118 203,080 1,782,333 1,076,585 789,122 351,314 339,359 535,318 164,742 495,636 96,866 342,963 463,031
Changes from: July 5, 2022 Total Change is: 18,097
-5,227 3,288 -8,201 32,271 -1,142 -9,745 -26,854 25,495 -10,092 27,705 13,372 18,965 -727 -13,844
Percent of Open Interest Represented by Each Category of Trader
1.0 7.2 4.7 41.4 25.0 18.3 8.2 7.9 12.4 3.8 11.5 2.2 8.0 10.7
Number of Traders in Each Category Total Traders: 410
18 35 33 106 85 110 57 59 84 22 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,183,496
Positions
59,907 38,993 1,907 508,644 412,240 246,895 54,274 141,228 42,490 127,745 53,950 8 141,626 245,785
Changes from: July 5, 2022 Total Change is: 19,706
274 8,053 61 18,366 3,430 1,187 -12,404 22,201 -1,021 8,231 175 3 5,009 -14,383
Percent of Open Interest Represented by Each Category of Trader
5.1 3.3 0.2 43.0 34.8 20.9 4.6 11.9 3.6 10.8 4.6 0.0 12.0 20.8
Number of Traders in Each Category Total Traders: 143
4 7 4 37 54 53 7 18 13 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 2,920
Positions
0 0 0 0 0 0 102 2,086 84 1,451 384 33 1,250 333
Changes from: July 5, 2022 Total Change is: -220
0 0 0 0 0 0 72 -445 84 -285 70 33 -124 38
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 3.5 71.4 2.9 49.7 13.2 1.1 42.8 11.4
Number of Traders in Each Category Total Traders: 30
0 0 0 0 0 0 . . . 22 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 4,372,275
Positions
47,992 580,928 73,771 1,731,935 862,947 940,392 536,708 830,993 341,318 377,437 289,011 13,605 309,118 439,310
Changes from: July 5, 2022 Total Change is: -41,090
4,135 -4,547 12,814 -64,814 -37,560 26,591 74,737 34,080 -54,403 -33,466 11,728 -3,619 -3,064 -26,173
Percent of Open Interest Represented by Each Category of Trader
1.1 13.3 1.7 39.6 19.7 21.5 12.3 19.0 7.8 8.6 6.6 0.3 7.1 10.0
Number of Traders in Each Category Total Traders: 326
11 37 23 76 68 84 39 54 55 14 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,627,114
Positions
321,034 320,343 538,594 0 38,704 16,005 319,594 309,435 345,723 44,887 8,110 4,175 37,102 46,025
Changes from: July 5, 2022 Total Change is: 27,742
36,759 28,000 3,480 0 1,809 1,837 -10,514 -4,187 -3,841 2,005 1,348 1,858 -3,842 -2,562
Percent of Open Interest Represented by Each Category of Trader
19.7 19.7 33.1 0.0 2.4 1.0 19.6 19.0 21.2 2.8 0.5 0.3 2.3 2.8
Number of Traders in Each Category Total Traders: 128
32 28 54 0 5 . 26 24 46 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 is21,436,740
Positions
2,426,809 1,755,884 3,588,178 1,315,479 181,967 777,169 364,035 1,716,091 12,190,769 25,251 177,777 274,754 474,298 774,152
Changes from: July 5, 2022 Total Change is: 327,341
-33,922 44,598 93,155 97,734 1,361 -20,190 8,104 -10,863 220,081 -473 8,998 -26,464 -10,684 16,664
Percent of Open Interest Represented by Each Category of Trader
11.3 8.2 16.7 6.1 0.8 3.6 1.7 8.0 56.9 0.1 0.8 1.3 2.2 3.6
Number of Traders in Each Category Total Traders: 233
22 36 54 21 13 27 32 78 99 13 15 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 8,650,013
Positions
2,030,022 2,172,095 1,363,160 699,098 407,017 203,010 841,331 1,039,493 3,385,556 70,968 36,158 28,731 28,138 14,793
Changes from: July 5, 2022 Total Change is: 391,117
-26,037 113,719 54,341 86,709 -85,327 49,646 31,327 70,523 190,760 826 858 617 2,928 -4,020
Percent of Open Interest Represented by Each Category of Trader
23.5 25.1 15.8 8.1 4.7 2.3 9.7 12.0 39.1 0.8 0.4 0.3 0.3 0.2
Number of Traders in Each Category Total Traders: 384
51 71 105 17 24 28 62 74 116 32 36 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 580,492
Positions
68,584 293,424 139,531 982 14,484 949 276,002 38,029 90,721 2,976 2,702 161 586 491
Changes from: July 5, 2022 Total Change is: 40,964
13,974 25,013 9,174 0 4,404 -64 7,049 -8,504 10,747 -75 238 -85 244 41
Percent of Open Interest Represented by Each Category of Trader
11.8 50.5 24.0 0.2 2.5 0.2 47.5 6.6 15.6 0.5 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 138
24 45 38 . . . 21 33 34 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 14,623
Positions
137 2,125 90 6,312 1,369 583 2,280 7,306 1,574 1,977 277 389 1,281 909
Changes from: July 5, 2022 Total Change is: 471
41 109 -73 216 408 58 52 -304 530 -606 -194 73 181 -137
Percent of Open Interest Represented by Each Category of Trader
0.9 14.5 0.6 43.2 9.4 4.0 15.6 50.0 10.8 13.5 1.9 2.7 8.8 6.2
Number of Traders in Each Category Total Traders: 105
. 4 . 5 9 4 19 47 20 10 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 22,931
Positions
1,828 108 105 164 833 59 3,479 14,102 3,471 10,290 1,685 193 3,340 2,375
Changes from: July 5, 2022 Total Change is: 6,250
948 26 105 21 -71 9 118 6,210 99 4,626 -363 161 163 74
Percent of Open Interest Represented by Each Category of Trader
8.0 0.5 0.5 0.7 3.6 0.3 15.2 61.5 15.1 44.9 7.3 0.8 14.6 10.4
Number of Traders in Each Category Total Traders: 125
5 . . 4 . . 9 18 7 52 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 4,312
Positions
117 383 38 0 634 3 1,836 2,197 235 1,275 218 110 698 494
Changes from: July 5, 2022 Total Change is: 407
28 85 6 0 52 0 501 137 83 -203 65 5 -13 -26
Percent of Open Interest Represented by Each Category of Trader
2.7 8.9 0.9 0.0 14.7 0.1 42.6 51.0 5.4 29.6 5.1 2.6 16.2 11.5
Number of Traders in Each Category Total Traders: 61
. . . 0 7 . 12 23 5 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 53,662
Positions
6,576 0 0 138 1,754 0 17,542 27,349 15,179 12,765 8,665 257 1,205 458
Changes from: July 5, 2022 Total Change is: 7,102
-1,250 0 0 97 70 0 -1,766 -2,215 10,735 -837 -1,653 115 7 50
Percent of Open Interest Represented by Each Category of Trader
12.3 0.0 0.0 0.3 3.3 0.0 32.7 51.0 28.3 23.8 16.1 0.5 2.2 0.9
Number of Traders in Each Category Total Traders: 118
. 0 0 . . 0 12 5 4 64 33 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,703
Positions
435 38,767 0 32,462 1,496 526 14,423 14,051 271 6,111 1,673 60 5,416 2,860
Changes from: July 5, 2022 Total Change is: -1,323
-90 60 0 1,159 53 0 -2,610 -344 -147 47 -1,008 -41 358 103
Percent of Open Interest Represented by Each Category of Trader
0.7 64.9 0.0 54.4 2.5 0.9 24.2 23.5 0.5 10.2 2.8 0.1 9.1 4.8
Number of Traders in Each Category Total Traders: 133
. . 0 17 7 . 45 17 . 26 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 281,586
Positions
27,281 15,412 17,410 98,172 45,212 30,736 26,249 89,920 42,774 8,144 1,867 7,781 23,039 30,474
Changes from: July 5, 2022 Total Change is: 14,653
1,951 4,977 117 9,602 13,568 -6,466 4,323 -3,901 4,828 143 845 717 -562 -32
Percent of Open Interest Represented by Each Category of Trader
9.7 5.5 6.2 34.9 16.1 10.9 9.3 31.9 15.2 2.9 0.7 2.8 8.2 10.8
Number of Traders in Each Category Total Traders: 159
12 13 20 17 26 22 28 42 43 7 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 66,488
Positions
38,193 49,876 70 20,964 4,301 1,702 2,967 9,379 792 1,436 239 4 360 125
Changes from: July 5, 2022 Total Change is: -1,216
17 -20 -1,507 3,175 0 0 -2,272 854 5 -629 -552 2 -7 2
Percent of Open Interest Represented by Each Category of Trader
57.4 75.0 0.1 31.5 6.5 2.6 4.5 14.1 1.2 2.2 0.4 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 45
. 6 . 13 . . 6 8 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 15, 2022