Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 161,370
Positions
15,089 26,494 6,024 43,513 39,682 5,902 22,921 34,204 16,729 17,992 2,102 29 33,170 30,203
Changes from: July 12, 2022 Total Change is: 2,099
1,138 4,944 -385 4,504 -1,698 70 -2,887 511 859 -844 -894 -5 -350 -1,303
Percent of Open Interest Represented by Each Category of Trader
9.4 16.4 3.7 27.0 24.6 3.7 14.2 21.2 10.4 11.1 1.3 0.0 20.6 18.7
Number of Traders in Each Category Total Traders: 106
9 5 8 12 19 7 18 26 15 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 44,254
Positions
19,243 1,113 1,112 4,363 12,054 1,000 7,406 9,588 1,221 0 0 0 9,910 18,166
Changes from: July 12, 2022 Total Change is: 1,641
151 470 187 731 1,243 -52 -1,897 211 759 0 0 0 1,762 -1,177
Percent of Open Interest Represented by Each Category of Trader
43.5 2.5 2.5 9.9 27.2 2.3 16.7 21.7 2.8 0.0 0.0 0.0 22.4 41.1
Number of Traders in Each Category Total Traders: 43
5 . . 6 11 . 10 10 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 259,828
Positions
102,423 26,422 9,056 36,316 120,436 4,236 54,274 36,113 24,380 6,946 4,251 858 21,338 34,076
Changes from: July 12, 2022 Total Change is: -801
-5,459 1,412 655 289 2,566 -149 -1,647 -5,936 4,550 100 -1,785 238 622 -2,350
Percent of Open Interest Represented by Each Category of Trader
39.4 10.2 3.5 14.0 46.4 1.6 20.9 13.9 9.4 2.7 1.6 0.3 8.2 13.1
Number of Traders in Each Category Total Traders: 137
10 7 8 13 40 13 19 37 22 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 256,724
Positions
111,909 13,905 7,769 54,569 108,968 8,058 27,702 58,664 17,386 2,846 1,176 9 26,477 40,789
Changes from: July 12, 2022 Total Change is: 6,303
608 -675 -751 -3,707 6,870 2,846 6,443 -1,144 -1,300 778 142 -28 1,415 342
Percent of Open Interest Represented by Each Category of Trader
43.6 5.4 3.0 21.3 42.4 3.1 10.8 22.9 6.8 1.1 0.5 0.0 10.3 15.9
Number of Traders in Each Category Total Traders: 132
11 5 7 23 30 22 18 37 22 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 771,127
Positions
64,120 297,041 18,044 385,724 170,481 36,911 62,319 98,811 66,361 46,331 15,717 5,602 85,715 62,159
Changes from: July 12, 2022 Total Change is: 12,477
18,179 6,349 -3,338 -6,315 4,089 5,644 -4,400 6,207 2,555 876 -2,141 273 -995 -7,159
Percent of Open Interest Represented by Each Category of Trader
8.3 38.5 2.3 50.0 22.1 4.8 8.1 12.8 8.6 6.0 2.0 0.7 11.1 8.1
Number of Traders in Each Category Total Traders: 351
20 10 15 105 46 53 49 58 43 43 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 31,138
Positions
861 17,654 0 12,724 2,697 2,661 2,331 3,922 3 0 0 0 12,558 4,201
Changes from: July 12, 2022 Total Change is: -1,337
-49 11 0 -1,247 2,220 0 34 -3,865 0 0 0 0 -75 297
Percent of Open Interest Represented by Each Category of Trader
2.8 56.7 0.0 40.9 8.7 8.5 7.5 12.6 0.0 0.0 0.0 0.0 40.3 13.5
Number of Traders in Each Category Total Traders: 28
. . 0 17 . 7 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 18,011
Positions
1,352 3,014 26 3,745 8,152 1,515 3,178 1,282 0 0 450 0 8,195 3,572
Changes from: July 12, 2022 Total Change is: -566
476 67 0 -51 -443 15 -1,001 0 0 0 0 0 -5 -205
Percent of Open Interest Represented by Each Category of Trader
7.5 16.7 0.1 20.8 45.3 8.4 17.6 7.1 0.0 0.0 2.5 0.0 45.5 19.8
Number of Traders in Each Category Total Traders: 21
. . . 5 6 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 168,845
Positions
56,479 3,344 1,683 48,680 87,233 6,191 22,891 31,641 13,236 799 418 527 18,359 24,572
Changes from: July 12, 2022 Total Change is: -1,449
-3,145 -163 429 -628 1,121 352 -432 -950 1,256 -162 4 176 705 -3,674
Percent of Open Interest Represented by Each Category of Trader
33.5 2.0 1.0 28.8 51.7 3.7 13.6 18.7 7.8 0.5 0.2 0.3 10.9 14.6
Number of Traders in Each Category Total Traders: 96
10 . 4 12 21 12 16 29 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 198,429
Positions
21,825 117,484 2,198 112,682 4,084 781 50,288 25,226 1,934 2,726 43,588 0 5,995 3,134
Changes from: July 12, 2022 Total Change is: 372
7,303 -194 38 -1,341 -234 237 -4,915 1,319 -479 -420 -318 0 -51 4
Percent of Open Interest Represented by Each Category of Trader
11.0 59.2 1.1 56.8 2.1 0.4 25.3 12.7 1.0 1.4 22.0 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 131
6 6 4 21 10 6 46 22 7 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 42,460
Positions
104 26,075 802 11,680 2,329 30 24,756 10,246 191 1,804 800 0 3,093 1,987
Changes from: July 12, 2022 Total Change is: 1,414
104 5 -7 -1,043 985 0 1,929 399 174 121 165 0 136 -307
Percent of Open Interest Represented by Each Category of Trader
0.2 61.4 1.9 27.5 5.5 0.1 58.3 24.1 0.4 4.2 1.9 0.0 7.3 4.7
Number of Traders in Each Category Total Traders: 63
. . . 8 6 . 14 17 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 46,914
Positions
20,929 2,677 1,517 3,401 21,111 419 17,829 13,941 352 0 874 22 2,445 6,001
Changes from: July 12, 2022 Total Change is: -855
-186 668 -481 -926 -909 -4 810 -201 124 -200 80 0 8 -132
Percent of Open Interest Represented by Each Category of Trader
44.6 5.7 3.2 7.2 45.0 0.9 38.0 29.7 0.8 0.0 1.9 0.0 5.2 12.8
Number of Traders in Each Category Total Traders: 96
7 5 . 7 23 4 23 26 7 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 29,478
Positions
9,624 22,278 0 3,264 1,954 9 15,570 2,877 0 105 269 0 906 2,091
Changes from: July 12, 2022 Total Change is: -2,688
2,127 29 -211 -6,015 -1,943 9 1,309 -563 -78 1 -75 0 170 144
Percent of Open Interest Represented by Each Category of Trader
32.6 75.6 0.0 11.1 6.6 0.0 52.8 9.8 0.0 0.4 0.9 0.0 3.1 7.1
Number of Traders in Each Category Total Traders: 35
. . 0 4 6 . 8 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 35,693
Positions
15,536 3,535 189 3,601 7,775 507 8,946 6,161 570 1,138 9,168 0 5,207 7,790
Changes from: July 12, 2022 Total Change is: 1,977
-439 260 53 37 -310 190 1,782 1,741 -160 258 235 0 257 -32
Percent of Open Interest Represented by Each Category of Trader
43.5 9.9 0.5 10.1 21.8 1.4 25.1 17.3 1.6 3.2 25.7 0.0 14.6 21.8
Number of Traders in Each Category Total Traders: 88
15 7 . 13 15 4 14 16 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 71,386
Positions
31,071 7,069 377 7,202 15,550 1,013 17,893 12,321 1,140 2,275 18,336 0 10,414 15,580
Changes from: July 12, 2022 Total Change is: 3,953
-878 520 105 74 -619 379 3,563 3,481 -320 516 470 0 514 -63
Percent of Open Interest Represented by Each Category of Trader
43.5 9.9 0.5 10.1 21.8 1.4 25.1 17.3 1.6 3.2 25.7 0.0 14.6 21.8
Number of Traders in Each Category Total Traders: 88
15 7 . 13 15 4 14 16 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 44,994
Positions
21,031 21,496 0 15,809 16,529 2,615 2,748 3,304 0 0 0 0 2,791 1,050
Changes from: July 12, 2022 Total Change is: 409
10 -216 0 1,053 -153 153 -814 724 -30 0 0 0 37 -69
Percent of Open Interest Represented by Each Category of Trader
46.7 47.8 0.0 35.1 36.7 5.8 6.1 7.3 0.0 0.0 0.0 0.0 6.2 2.3
Number of Traders in Each Category Total Traders: 34
5 6 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 639,298
Positions
87,183 38,873 31,445 205,205 156,624 57,382 26,698 111,103 144,114 29,413 29,915 4,674 53,184 65,169
Changes from: July 12, 2022 Total Change is: -12,924
7,194 -6,997 -3,573 -1,692 -5,747 606 2,824 12,993 -14,554 -1,468 1,507 -439 -1,822 3,281
Percent of Open Interest Represented by Each Category of Trader
13.6 6.1 4.9 32.1 24.5 9.0 4.2 17.4 22.5 4.6 4.7 0.7 8.3 10.2
Number of Traders in Each Category Total Traders: 568
38 30 39 140 111 117 62 105 109 42 37 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 33,506
Positions
7,863 29,147 0 13,762 245 0 7,780 2,092 1,141 0 0 0 2,960 881
Changes from: July 12, 2022 Total Change is: 370
1,650 161 0 -679 0 0 -158 233 0 0 0 0 -443 -24
Percent of Open Interest Represented by Each Category of Trader
23.5 87.0 0.0 41.1 0.7 0.0 23.2 6.2 3.4 0.0 0.0 0.0 8.8 2.6
Number of Traders in Each Category Total Traders: 35
5 8 0 10 . 0 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,196,490
Positions
435,916 194,364 157,223 1,026,026 783,118 286,911 133,488 555,516 720,570 147,064 149,573 23,371 265,921 325,845
Changes from: July 12, 2022 Total Change is: -64,618
35,971 -34,986 -17,867 -8,461 -28,737 3,031 14,120 64,966 -72,769 -7,341 7,534 -2,194 -9,109 16,403
Percent of Open Interest Represented by Each Category of Trader
13.6 6.1 4.9 32.1 24.5 9.0 4.2 17.4 22.5 4.6 4.7 0.7 8.3 10.2
Number of Traders in Each Category Total Traders: 568
38 30 39 140 111 117 62 105 109 42 37 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 21,536
Positions
14,801 15,178 0 4,145 2,705 330 474 1,619 0 0 0 0 1,786 1,704
Changes from: July 12, 2022 Total Change is: 1,255
1,230 -7 0 -338 1,251 0 24 -176 0 0 0 0 339 187
Percent of Open Interest Represented by Each Category of Trader
68.7 70.5 0.0 19.2 12.6 1.5 2.2 7.5 0.0 0.0 0.0 0.0 8.3 7.9
Number of Traders in Each Category Total Traders: 20
4 6 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,017
Positions
4,065 18,522 0 10,251 0 0 1,506 0 0 0 0 0 3,195 495
Changes from: July 12, 2022 Total Change is: -1,905
-32 -190 0 -1,671 0 0 30 0 0 0 0 0 -232 -1,715
Percent of Open Interest Represented by Each Category of Trader
21.4 97.4 0.0 53.9 0.0 0.0 7.9 0.0 0.0 0.0 0.0 0.0 16.8 2.6
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 19, 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 17,938
Positions
4,483 14,395 0 8,130 0 928 2,133 1,414 0 0 0 0 2,264 1,201
Changes from: July 12, 2022 Total Change is: 143
3,681 -211 0 -4,036 0 -1 639 373 0 0 0 0 -140 -18
Percent of Open Interest Represented by Each Category of Trader
25.0 80.2 0.0 45.3 0.0 5.2 11.9 7.9 0.0 0.0 0.0 0.0 12.6 6.7
Number of Traders in Each Category Total Traders: 25
. 8 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 152,411
Positions
5,793 6,342 0 33,387 0 48 24,769 78,793 18,037 0 0 0 70,376 49,191
Changes from: July 12, 2022 Total Change is: 24,662
-5,416 1,608 0 -2,534 0 10 15,157 10,687 4,276 0 -3,255 0 13,170 11,337
Percent of Open Interest Represented by Each Category of Trader
3.8 4.2 0.0 21.9 0.0 0.0 16.3 51.7 11.8 0.0 0.0 0.0 46.2 32.3
Number of Traders in Each Category Total Traders: 28
. . 0 12 0 . 8 6 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 220,897
Positions
73,756 78,547 98,320 0 0 0 6,406 1,012 40,888 0 0 0 1,527 2,130
Changes from: July 12, 2022 Total Change is: 2,825
1,750 2,575 250 0 0 0 825 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.4 35.6 44.5 0.0 0.0 0.0 2.9 0.5 18.5 0.0 0.0 0.0 0.7 1.0
Number of Traders in Each Category Total Traders: 21
6 8 10 0 0 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 54,664
Positions
25,948 1,379 44 19,088 40,824 2,606 220 2,889 133 0 373 0 6,625 6,416
Changes from: July 12, 2022 Total Change is: -2,099
-1,344 105 -94 -687 -1,204 9 -190 -1,185 108 0 373 0 99 -211
Percent of Open Interest Represented by Each Category of Trader
47.5 2.5 0.1 34.9 74.7 4.8 0.4 5.3 0.2 0.0 0.7 0.0 12.1 11.7
Number of Traders in Each Category Total Traders: 65
7 . . 25 23 11 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 65,786
Positions
11,342 7,070 1,147 16,733 13,704 1,733 10,867 15,696 13,192 2,411 2,911 950 7,411 9,383
Changes from: July 12, 2022 Total Change is: -236
252 658 -141 -235 161 -130 121 -517 -298 -168 -292 63 300 262
Percent of Open Interest Represented by Each Category of Trader
17.2 10.7 1.7 25.4 20.8 2.6 16.5 23.9 20.1 3.7 4.4 1.4 11.3 14.3
Number of Traders in Each Category Total Traders: 306
25 22 12 59 46 27 43 57 40 25 27 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 328,929
Positions
56,708 35,352 5,735 83,665 68,519 8,665 54,335 78,478 65,958 12,057 14,555 4,752 37,055 46,916
Changes from: July 12, 2022 Total Change is: -1,181
1,260 3,289 -705 -1,174 803 -650 606 -2,586 -1,490 -842 -1,462 313 1,502 1,308
Percent of Open Interest Represented by Each Category of Trader
17.2 10.7 1.7 25.4 20.8 2.6 16.5 23.9 20.1 3.7 4.4 1.4 11.3 14.3
Number of Traders in Each Category Total Traders: 306
25 22 12 59 46 27 43 57 40 25 27 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 64,770
Positions
5,194 783 0 1,049 2,816 0 14,569 18,369 3,279 874 1,803 300 39,505 37,420
Changes from: July 12, 2022 Total Change is: 8,322
1,245 -664 0 -81 2 0 8,632 -2,599 -110 218 10 0 -1,581 11,684
Percent of Open Interest Represented by Each Category of Trader
8.0 1.2 0.0 1.6 4.3 0.0 22.5 28.4 5.1 1.3 2.8 0.5 61.0 57.8
Number of Traders in Each Category Total Traders: 35
4 . 0 . . 0 10 8 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 592,789
Positions
234,593 29,044 3,668 168,465 285,722 45,004 82,477 147,511 17,928 19,194 36,939 596 20,864 26,377
Changes from: July 12, 2022 Total Change is: -8,976
-18,247 855 226 7,960 4,010 -3,669 4,382 -6,921 -4,215 2,890 -282 -96 1,792 1,116
Percent of Open Interest Represented by Each Category of Trader
39.6 4.9 0.6 28.4 48.2 7.6 13.9 24.9 3.0 3.2 6.2 0.1 3.5 4.4
Number of Traders in Each Category Total Traders: 341
28 11 7 75 77 46 46 76 31 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 24,609
Positions
3,660 23,396 0 17,533 625 0 2,075 214 0 0 0 0 1,341 374
Changes from: July 12, 2022 Total Change is: -222
0 -400 0 -138 0 0 218 -3 0 0 0 0 -302 181
Percent of Open Interest Represented by Each Category of Trader
14.9 95.1 0.0 71.2 2.5 0.0 8.4 0.9 0.0 0.0 0.0 0.0 5.4 1.5
Number of Traders in Each Category Total Traders: 29
. 8 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 13,324
Positions
1,300 3,043 0 7,465 2,080 72 912 2,164 1 791 2,967 0 2,783 2,997
Changes from: July 12, 2022 Total Change is: 271
-355 1 0 1 -95 -1 -227 721 1 0 -167 0 852 -189
Percent of Open Interest Represented by Each Category of Trader
9.8 22.8 0.0 56.0 15.6 0.5 6.8 16.2 0.0 5.9 22.3 0.0 20.9 22.5
Number of Traders in Each Category Total Traders: 23
. . 0 7 4 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 64,010
Positions
8,930 6,349 792 26,139 5,298 3,001 9,626 12,037 275 9,834 0 0 5,413 36,258
Changes from: July 12, 2022 Total Change is: 2,172
-861 246 -16 2,168 -2,011 63 1,891 5,381 3 -1,622 0 0 546 -1,494
Percent of Open Interest Represented by Each Category of Trader
14.0 9.9 1.2 40.8 8.3 4.7 15.0 18.8 0.4 15.4 0.0 0.0 8.5 56.6
Number of Traders in Each Category Total Traders: 64
9 7 . 12 6 7 13 13 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 417,727
Positions
33,507 161,912 1,851 294,648 153,489 43,040 20,489 20,566 989 13,613 29,718 392 9,198 5,770
Changes from: July 12, 2022 Total Change is: -11,152
-147 -10,364 -12 -10,813 1,543 -83 740 -1,366 214 -69 429 36 -1,018 -1,549
Percent of Open Interest Represented by Each Category of Trader
8.0 38.8 0.4 70.5 36.7 10.3 4.9 4.9 0.2 3.3 7.1 0.1 2.2 1.4
Number of Traders in Each Category Total Traders: 198
10 16 5 72 52 40 15 17 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,173,894
Positions
127,678 402,821 23,626 716,979 426,847 126,507 77,109 119,878 4,959 69,680 45,562 2,133 25,223 21,561
Changes from: July 12, 2022 Total Change is: 21,851
5,448 13,518 890 14,069 8,408 1,616 819 2,519 -1,109 -1,421 1,372 39 1,500 -5,402
Percent of Open Interest Represented by Each Category of Trader
10.9 34.3 2.0 61.1 36.4 10.8 6.6 10.2 0.4 5.9 3.9 0.2 2.1 1.8
Number of Traders in Each Category Total Traders: 409
27 21 13 143 91 81 43 43 24 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 229,032
Positions
22,212 174,760 21,450 24,687 0 4,048 139,149 4,370 14,306 2,662 6,834 140 378 3,124
Changes from: July 12, 2022 Total Change is: 343
2,788 -439 18 169 0 -160 -285 130 -2,208 40 20 0 -19 2,982
Percent of Open Interest Represented by Each Category of Trader
9.7 76.3 9.4 10.8 0.0 1.8 60.8 1.9 6.2 1.2 3.0 0.1 0.2 1.4
Number of Traders in Each Category Total Traders: 101
8 24 15 13 0 . 32 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,321,264
Positions
2,140 143,412 32,468 610,318 270,853 221,912 96,501 316,135 92,242 85,568 82,086 8,063 172,051 154,093
Changes from: July 12, 2022 Total Change is: 5,564
980 8,764 -454 1,413 -12,353 7,504 -8,223 8,132 1,638 4,134 -1,547 33 -1,462 -6,153
Percent of Open Interest Represented by Each Category of Trader
0.2 10.9 2.5 46.2 20.5 16.8 7.3 23.9 7.0 6.5 6.2 0.6 13.0 11.7
Number of Traders in Each Category Total Traders: 184
5 18 17 61 31 60 25 28 36 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,313,615
Positions
14,713 76,570 3,126 791,213 186,486 241,148 32,462 655,570 19,995 62,661 20,483 0 148,297 110,237
Changes from: July 12, 2022 Total Change is: 23,625
2,703 162 -478 17,628 -1,959 7,446 -926 24,296 -141 -3,593 1,500 0 986 -7,201
Percent of Open Interest Represented by Each Category of Trader
1.1 5.8 0.2 60.2 14.2 18.4 2.5 49.9 1.5 4.8 1.6 0.0 11.3 8.4
Number of Traders in Each Category Total Traders: 151
5 11 . 76 21 61 8 22 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 2,091,875
Positions
66,668 261,971 11,256 898,678 530,291 357,293 413,818 365,167 111,488 92,835 235,281 834 139,005 218,294
Changes from: July 12, 2022 Total Change is: 16,073
6,923 7,116 -2,282 896 -1,792 6,094 -58,990 47,046 -6,924 66,117 -14,352 -15 4,254 -18,818
Percent of Open Interest Represented by Each Category of Trader
3.2 12.5 0.5 43.0 25.4 17.1 19.8 17.5 5.3 4.4 11.2 0.0 6.6 10.4
Number of Traders in Each Category Total Traders: 350
14 43 8 88 68 84 37 53 35 15 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 4,210,058
Positions
56,956 320,169 200,051 1,791,510 1,044,870 776,033 287,498 348,079 499,785 143,222 501,728 95,427 359,576 423,916
Changes from: July 12, 2022 Total Change is: -98,058
14,578 11,052 -3,029 9,177 -31,715 -13,089 -63,816 8,719 -35,532 -21,520 6,091 -1,439 16,613 -39,115
Percent of Open Interest Represented by Each Category of Trader
1.4 7.6 4.8 42.6 24.8 18.4 6.8 8.3 11.9 3.4 11.9 2.3 8.5 10.1
Number of Traders in Each Category Total Traders: 406
16 33 30 108 82 107 56 56 76 24 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,176,679
Positions
61,098 35,232 2,661 501,088 382,815 261,437 56,817 149,913 37,195 120,328 57,820 0 136,055 249,606
Changes from: July 12, 2022 Total Change is: -6,817
1,191 -3,761 754 -7,556 -29,425 14,542 2,543 8,685 -5,295 -7,417 3,870 -8 -5,571 3,821
Percent of Open Interest Represented by Each Category of Trader
5.2 3.0 0.2 42.6 32.5 22.2 4.8 12.7 3.2 10.2 4.9 0.0 11.6 21.2
Number of Traders in Each Category Total Traders: 140
4 7 5 35 51 51 8 19 11 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,992
Positions
0 0 0 0 0 0 138 2,895 80 2,398 410 108 1,268 499
Changes from: July 12, 2022 Total Change is: 1,072
0 0 0 0 0 0 36 809 -4 947 26 75 18 166
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 3.5 72.5 2.0 60.1 10.3 2.7 31.8 12.5
Number of Traders in Each Category Total Traders: 31
0 0 0 0 0 0 . . . 23 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 4,277,406
Positions
38,530 584,562 76,289 1,679,104 862,002 947,367 519,460 744,136 320,246 388,997 288,713 11,969 295,444 442,121
Changes from: July 12, 2022 Total Change is: -94,869
-9,461 3,634 2,519 -52,831 -945 6,974 -17,248 -86,857 -21,072 11,560 -298 -1,636 -13,674 2,811
Percent of Open Interest Represented by Each Category of Trader
0.9 13.7 1.8 39.3 20.2 22.1 12.1 17.4 7.5 9.1 6.7 0.3 6.9 10.3
Number of Traders in Each Category Total Traders: 332
11 35 22 76 72 84 41 54 59 13 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,769,139
Positions
368,690 428,571 539,717 0 37,586 14,729 406,415 345,750 348,859 53,028 7,680 5,773 31,928 40,474
Changes from: July 12, 2022 Total Change is: 142,025
47,656 108,228 1,123 0 -1,118 -1,276 86,821 36,315 3,136 8,141 -430 1,598 -5,174 -5,551
Percent of Open Interest Represented by Each Category of Trader
20.8 24.2 30.5 0.0 2.1 0.8 23.0 19.5 19.7 3.0 0.4 0.3 1.8 2.3
Number of Traders in Each Category Total Traders: 132
28 36 56 0 6 . 27 24 47 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 is20,842,331
Positions
2,282,564 1,848,288 3,472,297 1,348,964 185,308 740,496 333,667 1,471,016 11,863,272 29,845 196,454 299,843 471,383 765,357
Changes from: July 12, 2022 Total Change is: -594,409
-144,244 92,404 -115,881 33,486 3,341 -36,673 -30,368 -245,075 -327,496 4,593 18,677 25,089 -2,914 -8,795
Percent of Open Interest Represented by Each Category of Trader
11.0 8.9 16.7 6.5 0.9 3.6 1.6 7.1 56.9 0.1 0.9 1.4 2.3 3.7
Number of Traders in Each Category Total Traders: 229
21 38 51 21 13 27 37 69 94 11 16 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 8,804,193
Positions
1,967,296 2,180,751 1,408,339 887,264 379,293 199,746 781,842 1,107,940 3,440,169 70,061 39,479 33,831 15,645 14,645
Changes from: July 12, 2022 Total Change is: 154,180
-62,726 8,656 45,179 188,166 -27,724 -3,264 -59,489 68,448 54,613 -907 3,321 5,100 -12,493 -148
Percent of Open Interest Represented by Each Category of Trader
22.3 24.8 16.0 10.1 4.3 2.3 8.9 12.6 39.1 0.8 0.4 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 402
58 65 104 17 26 27 69 75 121 29 42 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 608,642
Positions
68,492 318,539 145,888 983 16,875 213 294,105 28,347 95,258 2,951 2,808 178 574 536
Changes from: July 12, 2022 Total Change is: 28,150
-92 25,115 6,357 1 2,391 -736 18,103 -9,682 4,537 -25 106 17 -12 45
Percent of Open Interest Represented by Each Category of Trader
11.3 52.3 24.0 0.2 2.8 0.0 48.3 4.7 15.7 0.5 0.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 143
18 52 40 . . . 27 30 37 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 15,520
Positions
132 2,175 88 6,344 1,211 395 2,904 8,479 1,600 2,204 301 448 1,404 823
Changes from: July 12, 2022 Total Change is: 897
-5 50 -1 32 -158 -188 624 1,172 25 227 24 59 123 -86
Percent of Open Interest Represented by Each Category of Trader
0.9 14.0 0.6 40.9 7.8 2.5 18.7 54.6 10.3 14.2 1.9 2.9 9.0 5.3
Number of Traders in Each Category Total Traders: 101
. 4 . 5 10 4 21 41 25 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 22,572
Positions
2,497 0 0 207 908 0 3,090 13,770 4,185 8,751 1,471 186 3,656 2,051
Changes from: July 12, 2022 Total Change is: -359
669 -108 -105 43 75 -59 -389 -331 713 -1,540 -214 -7 316 -324
Percent of Open Interest Represented by Each Category of Trader
11.1 0.0 0.0 0.9 4.0 0.0 13.7 61.0 18.5 38.8 6.5 0.8 16.2 9.1
Number of Traders in Each Category Total Traders: 117
4 0 0 . . 0 10 15 8 55 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,608
Positions
129 425 0 0 441 3 1,331 1,718 297 808 80 213 827 431
Changes from: July 12, 2022 Total Change is: -704
12 42 -38 0 -193 0 -505 -479 62 -467 -138 103 129 -63
Percent of Open Interest Represented by Each Category of Trader
3.6 11.8 0.0 0.0 12.2 0.1 36.9 47.6 8.2 22.4 2.2 5.9 22.9 11.9
Number of Traders in Each Category Total Traders: 55
. . 0 0 7 . 15 15 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 54,214
Positions
7,555 0 0 218 1,750 0 23,755 38,204 5,886 15,069 7,732 189 1,542 453
Changes from: July 12, 2022 Total Change is: 552
979 0 0 80 -4 0 6,213 10,856 -9,293 2,304 -933 -68 338 -6
Percent of Open Interest Represented by Each Category of Trader
13.9 0.0 0.0 0.4 3.2 0.0 43.8 70.5 10.9 27.8 14.3 0.3 2.8 0.8
Number of Traders in Each Category Total Traders: 130
. 0 0 . . 0 6 6 4 74 40 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,329
Positions
895 38,746 0 31,884 939 777 14,057 13,205 271 6,277 2,663 59 5,110 2,670
Changes from: July 12, 2022 Total Change is: -374
460 -21 0 -578 -557 251 -366 -846 0 166 989 0 -306 -190
Percent of Open Interest Represented by Each Category of Trader
1.5 65.3 0.0 53.7 1.6 1.3 23.7 22.3 0.5 10.6 4.5 0.1 8.6 4.5
Number of Traders in Each Category Total Traders: 133
. . 0 18 . . 41 17 . 32 19 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 308,124
Positions
27,324 13,402 22,691 99,928 54,581 35,820 30,006 92,161 47,592 9,498 435 10,947 24,318 30,495
Changes from: July 12, 2022 Total Change is: 26,538
43 -2,010 5,281 1,756 9,369 5,084 3,757 2,241 4,818 1,354 -1,432 3,166 1,279 21
Percent of Open Interest Represented by Each Category of Trader
8.9 4.3 7.4 32.4 17.7 11.6 9.7 29.9 15.4 3.1 0.1 3.6 7.9 9.9
Number of Traders in Each Category Total Traders: 171
15 10 21 18 30 22 34 42 52 11 . 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 67,458
Positions
38,242 49,851 95 22,048 4,301 1,926 2,876 10,108 791 1,110 239 6 364 141
Changes from: July 12, 2022 Total Change is: 970
49 -25 25 1,084 0 224 -91 729 -1 -326 0 2 4 16
Percent of Open Interest Represented by Each Category of Trader
56.7 73.9 0.1 32.7 6.4 2.9 4.3 15.0 1.2 1.6 0.4 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 45
. 6 . 13 . 5 7 7 . 5 4 .
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Updated July 22, 2022