Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 161,589
Positions
9,818 58,806 3,574 48,222 22,434 5,229 30,199 25,146 16,666 12,982 1,082 214 34,685 28,437
Changes from: August 9, 2022 Total Change is: 3,102
-52 7,778 -672 -557 -6,530 390 5,004 -1,373 1,009 -1,179 187 -306 -535 2,619
Percent of Open Interest Represented by Each Category of Trader
6.1 36.4 2.2 29.8 13.9 3.2 18.7 15.6 10.3 8.0 0.7 0.1 21.5 17.6
Number of Traders in Each Category Total Traders: 93
9 4 8 16 15 9 18 18 14 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 42,903
Positions
18,220 2,924 1,781 2,446 9,176 555 8,646 8,724 1,372 0 0 0 9,883 18,370
Changes from: August 9, 2022 Total Change is: -3,741
-2,838 1,558 46 -539 -2,255 -57 -317 -1,829 -446 0 0 0 409 -759
Percent of Open Interest Represented by Each Category of Trader
42.5 6.8 4.2 5.7 21.4 1.3 20.2 20.3 3.2 0.0 0.0 0.0 23.0 42.8
Number of Traders in Each Category Total Traders: 39
4 . 4 . 10 . 12 8 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 258,888
Positions
87,353 26,013 8,134 36,926 120,079 5,183 66,939 31,791 26,793 5,744 4,909 768 21,047 35,218
Changes from: August 9, 2022 Total Change is: 6,015
-4,240 2,433 1,096 180 -1,129 531 4,626 -759 4,043 -976 2,454 144 611 -2,798
Percent of Open Interest Represented by Each Category of Trader
33.7 10.0 3.1 14.3 46.4 2.0 25.9 12.3 10.3 2.2 1.9 0.3 8.1 13.6
Number of Traders in Each Category Total Traders: 135
7 9 7 13 37 16 24 31 18 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 252,322
Positions
103,856 43,193 8,040 57,092 93,627 6,517 33,453 45,095 15,813 3,596 3,653 0 23,955 36,384
Changes from: August 9, 2022 Total Change is: 2,526
-1,364 -3,168 421 1,467 2,608 203 791 -1,470 -758 917 2,991 -3 853 1,703
Percent of Open Interest Represented by Each Category of Trader
41.2 17.1 3.2 22.6 37.1 2.6 13.3 17.9 6.3 1.4 1.4 0.0 9.5 14.4
Number of Traders in Each Category Total Traders: 126
7 9 8 24 28 22 18 28 16 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 764,836
Positions
57,192 297,868 18,300 400,397 178,114 29,787 63,529 97,783 61,365 46,362 13,879 5,587 82,317 62,153
Changes from: August 9, 2022 Total Change is: 12,634
4,517 -5,444 1,716 3,347 7,659 -155 -2,142 5,572 4,030 769 299 -191 743 -852
Percent of Open Interest Represented by Each Category of Trader
7.5 38.9 2.4 52.4 23.3 3.9 8.3 12.8 8.0 6.1 1.8 0.7 10.8 8.1
Number of Traders in Each Category Total Traders: 348
18 12 14 105 47 53 46 56 40 42 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 32,531
Positions
906 17,664 0 12,815 3,620 2,709 4,048 3,850 3 0 0 0 12,050 4,685
Changes from: August 9, 2022 Total Change is: -376
-368 -1 0 2 -227 17 -476 0 0 0 0 0 449 -165
Percent of Open Interest Represented by Each Category of Trader
2.8 54.3 0.0 39.4 11.1 8.3 12.4 11.8 0.0 0.0 0.0 0.0 37.0 14.4
Number of Traders in Each Category Total Traders: 32
. . 0 17 4 7 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 19,246
Positions
1,666 2,888 24 2,856 9,341 1,237 5,439 1,282 0 0 900 0 8,024 3,574
Changes from: August 9, 2022 Total Change is: 385
86 1 -1 0 563 0 749 0 0 0 0 0 -449 -178
Percent of Open Interest Represented by Each Category of Trader
8.7 15.0 0.1 14.8 48.5 6.4 28.3 6.7 0.0 0.0 4.7 0.0 41.7 18.6
Number of Traders in Each Category Total Traders: 21
. . . . 8 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 172,151
Positions
66,591 3,608 2,018 51,596 91,967 5,101 16,739 33,641 11,451 400 1,852 670 17,586 21,844
Changes from: August 9, 2022 Total Change is: 3,919
3,480 315 178 -656 -4,535 170 1,013 4,463 1,862 400 1,438 213 -2,741 -184
Percent of Open Interest Represented by Each Category of Trader
38.7 2.1 1.2 30.0 53.4 3.0 9.7 19.5 6.7 0.2 1.1 0.4 10.2 12.7
Number of Traders in Each Category Total Traders: 97
10 4 5 13 21 11 18 25 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 201,644
Positions
17,399 120,629 970 109,873 3,325 909 60,594 27,634 846 4,163 44,011 89 6,801 3,231
Changes from: August 9, 2022 Total Change is: 11,513
5,510 2,638 124 -6,556 393 369 9,442 6,863 -297 2,128 1,301 -1 794 123
Percent of Open Interest Represented by Each Category of Trader
8.6 59.8 0.5 54.5 1.6 0.5 30.0 13.7 0.4 2.1 21.8 0.0 3.4 1.6
Number of Traders in Each Category Total Traders: 153
. 8 . 26 8 4 57 26 8 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 38,093
Positions
307 428 172 24,121 1,334 33 7,879 33,592 101 1,787 876 0 3,693 1,557
Changes from: August 9, 2022 Total Change is: 12,594
0 4 -4 11,030 0 0 1,108 12,094 0 190 215 0 270 285
Percent of Open Interest Represented by Each Category of Trader
0.8 1.1 0.5 63.3 3.5 0.1 20.7 88.2 0.3 4.7 2.3 0.0 9.7 4.1
Number of Traders in Each Category Total Traders: 57
. . . 11 4 . 14 15 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 42,296
Positions
16,606 6,669 675 5,554 16,098 276 16,210 13,419 128 334 554 54 2,459 4,423
Changes from: August 9, 2022 Total Change is: -3,939
-3,934 3,320 -362 1,703 -2,507 -185 -1,656 -2,336 -89 334 -226 31 219 -1,585
Percent of Open Interest Represented by Each Category of Trader
39.3 15.8 1.6 13.1 38.1 0.7 38.3 31.7 0.3 0.8 1.3 0.1 5.8 10.5
Number of Traders in Each Category Total Traders: 85
6 6 . 5 19 4 21 23 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 27,403
Positions
13,029 22,360 0 696 2,013 0 12,448 1,144 175 108 129 0 947 1,582
Changes from: August 9, 2022 Total Change is: -3,344
270 49 0 422 -3,067 0 -4,253 -389 175 4 129 0 38 -241
Percent of Open Interest Represented by Each Category of Trader
47.5 81.6 0.0 2.5 7.3 0.0 45.4 4.2 0.6 0.4 0.5 0.0 3.5 5.8
Number of Traders in Each Category Total Traders: 32
. . 0 . 6 0 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,661
Positions
14,059 6,809 643 5,981 6,396 349 11,597 9,051 807 480 8,648 80 6,666 7,878
Changes from: August 9, 2022 Total Change is: 2,911
-1,491 1,136 250 501 -1,529 -42 2,076 2,670 23 50 -126 80 1,463 448
Percent of Open Interest Represented by Each Category of Trader
34.6 16.7 1.6 14.7 15.7 0.9 28.5 22.3 2.0 1.2 21.3 0.2 16.4 19.4
Number of Traders in Each Category Total Traders: 99
13 12 . 18 12 6 15 22 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 81,321
Positions
28,118 13,617 1,285 11,962 12,792 698 23,194 18,103 1,613 959 17,296 160 13,331 15,757
Changes from: August 9, 2022 Total Change is: 5,821
-2,981 2,272 500 1,002 -3,057 -83 4,152 5,340 45 99 -252 160 2,926 895
Percent of Open Interest Represented by Each Category of Trader
34.6 16.7 1.6 14.7 15.7 0.9 28.5 22.3 2.0 1.2 21.3 0.2 16.4 19.4
Number of Traders in Each Category Total Traders: 99
13 12 . 18 12 6 15 22 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 45,797
Positions
23,688 21,073 24 14,866 17,424 2,230 2,325 3,989 0 0 0 0 2,664 1,057
Changes from: August 9, 2022 Total Change is: -4,620
1,934 -3,794 0 -6,090 376 -526 -121 -753 0 0 0 0 183 77
Percent of Open Interest Represented by Each Category of Trader
51.7 46.0 0.1 32.5 38.0 4.9 5.1 8.7 0.0 0.0 0.0 0.0 5.8 2.3
Number of Traders in Each Category Total Traders: 37
5 7 . 17 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 22,057
Positions
913 0 0 0 682 0 16,192 4,132 1,308 300 1,124 0 3,344 14,811
Changes from: August 9, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.1 0.0 0.0 0.0 3.1 0.0 73.4 18.7 5.9 1.4 5.1 0.0 15.2 67.1
Number of Traders in Each Category Total Traders: 21
. 0 0 0 . 0 8 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 683,785
Positions
106,931 34,500 20,533 197,665 122,222 56,126 24,887 141,135 193,196 23,196 39,652 5,980 55,270 70,440
Changes from: August 9, 2022 Total Change is: 33,437
5,750 1,358 -1,536 4,617 -11,502 317 397 17,001 21,543 -909 2,642 608 2,650 3,007
Percent of Open Interest Represented by Each Category of Trader
15.6 5.0 3.0 28.9 17.9 8.2 3.6 20.6 28.3 3.4 5.8 0.9 8.1 10.3
Number of Traders in Each Category Total Traders: 578
37 29 41 140 102 112 59 112 111 48 47 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 31,515
Positions
6,712 28,948 0 15,700 207 0 5,514 151 599 0 0 0 2,990 1,610
Changes from: August 9, 2022 Total Change is: -1,000
70 -170 0 -609 0 0 -1,065 -1,346 0 0 0 0 604 516
Percent of Open Interest Represented by Each Category of Trader
21.3 91.9 0.0 49.8 0.7 0.0 17.5 0.5 1.9 0.0 0.0 0.0 9.5 5.1
Number of Traders in Each Category Total Traders: 33
6 7 0 13 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 3,418,926
Positions
534,656 172,502 102,667 988,326 611,109 280,631 124,437 705,677 965,979 115,981 198,258 29,902 276,349 352,201
Changes from: August 9, 2022 Total Change is: 167,183
28,752 6,789 -7,680 23,084 -57,512 1,584 1,984 85,005 107,717 -4,547 13,208 3,039 13,250 15,034
Percent of Open Interest Represented by Each Category of Trader
15.6 5.0 3.0 28.9 17.9 8.2 3.6 20.6 28.3 3.4 5.8 0.9 8.1 10.3
Number of Traders in Each Category Total Traders: 578
37 29 41 140 102 112 59 112 111 48 47 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 22,813
Positions
15,914 15,400 0 4,326 3,509 330 443 1,967 0 0 0 0 1,800 1,607
Changes from: August 9, 2022 Total Change is: -207
-546 291 0 136 -512 0 9 -28 0 0 0 0 194 42
Percent of Open Interest Represented by Each Category of Trader
69.8 67.5 0.0 19.0 15.4 1.4 1.9 8.6 0.0 0.0 0.0 0.0 7.9 7.0
Number of Traders in Each Category Total Traders: 24
5 7 0 4 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 18,610
Positions
7,323 16,876 0 7,797 1,033 0 790 0 0 0 0 0 2,700 701
Changes from: August 9, 2022 Total Change is: -480
290 -773 0 -341 0 0 -261 0 0 0 0 0 -168 293
Percent of Open Interest Represented by Each Category of Trader
39.3 90.7 0.0 41.9 5.6 0.0 4.2 0.0 0.0 0.0 0.0 0.0 14.5 3.8
Number of Traders in Each Category Total Traders: 20
5 7 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 26,158
Positions
7,807 21,707 0 12,410 0 1,244 1,824 1,218 0 0 0 0 2,873 1,989
Changes from: August 9, 2022 Total Change is: 707
1,800 403 0 -666 0 4 -749 -305 0 0 0 0 318 605
Percent of Open Interest Represented by Each Category of Trader
29.8 83.0 0.0 47.4 0.0 4.8 7.0 4.7 0.0 0.0 0.0 0.0 11.0 7.6
Number of Traders in Each Category Total Traders: 30
4 9 0 10 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 199,969
Positions
0 17,647 0 28,698 0 191 35,207 91,254 15,313 0 10,152 0 120,561 65,412
Changes from: August 9, 2022 Total Change is: 15,452
-4,066 5,376 0 960 0 20 13,804 -7,599 3,764 0 2,698 0 970 11,193
Percent of Open Interest Represented by Each Category of Trader
0.0 8.8 0.0 14.4 0.0 0.1 17.6 45.6 7.7 0.0 5.1 0.0 60.3 32.7
Number of Traders in Each Category Total Traders: 30
0 . 0 10 0 4 10 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 213,647
Positions
67,681 73,472 98,145 0 0 0 7,406 1,012 38,888 0 0 0 1,527 2,130
Changes from: August 9, 2022 Total Change is: -1,000
-1,000 -1,000 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.7 34.4 45.9 0.0 0.0 0.0 3.5 0.5 18.2 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 August 16, 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 48,762
Positions
18,102 4,401 54 20,261 32,489 2,327 538 4,066 165 0 0 0 7,315 5,260
Changes from: August 9, 2022 Total Change is: -3,025
-3,765 66 33 330 -2,784 -55 -1 -316 -3 0 0 0 436 34
Percent of Open Interest Represented by Each Category of Trader
37.1 9.0 0.1 41.6 66.6 4.8 1.1 8.3 0.3 0.0 0.0 0.0 15.0 10.8
Number of Traders in Each Category Total Traders: 65
7 4 . 26 20 10 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 70,157
Positions
13,203 3,430 784 20,019 10,222 1,328 8,513 20,206 16,147 2,496 5,566 1,117 6,550 11,357
Changes from: August 9, 2022 Total Change is: 2,763
-252 -1,052 103 2,245 -88 -335 -267 748 1,162 32 1,549 171 -96 505
Percent of Open Interest Represented by Each Category of Trader
18.8 4.9 1.1 28.5 14.6 1.9 12.1 28.8 23.0 3.6 7.9 1.6 9.3 16.2
Number of Traders in Each Category Total Traders: 308
27 18 13 65 37 31 38 62 44 23 37 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 350,787
Positions
66,017 17,152 3,922 100,097 51,111 6,639 42,564 101,028 80,734 12,482 27,831 5,584 32,750 56,787
Changes from: August 9, 2022 Total Change is: 13,813
-1,260 -5,261 514 11,227 -439 -1,675 -1,337 3,741 5,811 162 7,745 853 -482 2,523
Percent of Open Interest Represented by Each Category of Trader
18.8 4.9 1.1 28.5 14.6 1.9 12.1 28.8 23.0 3.6 7.9 1.6 9.3 16.2
Number of Traders in Each Category Total Traders: 308
27 18 13 65 37 31 38 62 44 23 37 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 113,887
Positions
5,755 1,224 0 1,846 2,695 30 37,723 55,595 2,658 2,535 1,877 325 63,015 49,483
Changes from: August 9, 2022 Total Change is: 10,243
306 197 0 170 -229 10 13,461 -657 -1,304 799 -282 0 -3,198 12,508
Percent of Open Interest Represented by Each Category of Trader
5.1 1.1 0.0 1.6 2.4 0.0 33.1 48.8 2.3 2.2 1.6 0.3 55.3 43.4
Number of Traders in Each Category Total Traders: 38
5 . 0 . . . 12 8 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 542,318
Positions
200,577 33,984 6,750 180,379 211,408 44,234 54,080 158,549 21,531 10,458 39,134 54 24,255 26,674
Changes from: August 9, 2022 Total Change is: -14,513
-22,595 2,572 2,360 5,242 -39,327 -206 -4,476 15,358 897 836 2,915 -9 3,438 927
Percent of Open Interest Represented by Each Category of Trader
37.0 6.3 1.2 33.3 39.0 8.2 10.0 29.2 4.0 1.9 7.2 0.0 4.5 4.9
Number of Traders in Each Category Total Traders: 339
27 17 7 71 74 49 41 78 35 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 20,290
Positions
3,760 18,773 0 13,608 580 0 1,851 538 0 0 0 0 1,071 399
Changes from: August 9, 2022 Total Change is: -109
100 -92 0 -23 -13 0 0 0 0 0 0 0 -186 -4
Percent of Open Interest Represented by Each Category of Trader
18.5 92.5 0.0 67.1 2.9 0.0 9.1 2.7 0.0 0.0 0.0 0.0 5.3 2.0
Number of Traders in Each Category Total Traders: 27
. 7 0 11 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 14,751
Positions
950 3,796 0 8,648 1,434 46 612 3,310 6 0 2,962 0 4,489 3,197
Changes from: August 9, 2022 Total Change is: 454
0 115 0 -71 -202 2 0 719 -44 0 -209 0 567 73
Percent of Open Interest Represented by Each Category of Trader
6.4 25.7 0.0 58.6 9.7 0.3 4.1 22.4 0.0 0.0 20.1 0.0 30.4 21.7
Number of Traders in Each Category Total Traders: 21
. 4 0 7 . 4 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 58,199
Positions
9,597 8,332 914 24,171 5,185 3,309 10,187 8,947 294 3,973 0 0 5,754 31,218
Changes from: August 9, 2022 Total Change is: -993
-31 1,389 143 -1,599 748 439 1,103 564 -20 -2,038 0 0 1,010 -4,256
Percent of Open Interest Represented by Each Category of Trader
16.5 14.3 1.6 41.5 8.9 5.7 17.5 15.4 0.5 6.8 0.0 0.0 9.9 53.6
Number of Traders in Each Category Total Traders: 65
10 11 . 11 6 5 13 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 386,863
Positions
34,119 152,272 1,870 267,907 120,329 47,455 14,428 28,763 1,047 11,005 28,388 690 8,342 6,049
Changes from: August 9, 2022 Total Change is: -5,343
-2,041 -1,896 3 682 -19,030 103 -4,772 9,254 41 136 5,619 35 470 528
Percent of Open Interest Represented by Each Category of Trader
8.8 39.4 0.5 69.3 31.1 12.3 3.7 7.4 0.3 2.8 7.3 0.2 2.2 1.6
Number of Traders in Each Category Total Traders: 202
12 17 6 76 47 37 14 19 4 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,219,659
Positions
123,711 450,105 24,806 766,550 369,998 126,222 88,986 165,727 4,657 59,607 57,279 1,800 23,320 19,065
Changes from: August 9, 2022 Total Change is: 12,356
355 4,574 -112 15,928 -21,216 -1,426 2,006 20,273 -184 -1,873 11,436 -205 -2,133 -784
Percent of Open Interest Represented by Each Category of Trader
10.1 36.9 2.0 62.8 30.3 10.3 7.3 13.6 0.4 4.9 4.7 0.1 1.9 1.6
Number of Traders in Each Category Total Traders: 410
29 22 13 140 90 86 44 46 27 22 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 228,272
Positions
25,393 180,568 18,519 26,312 0 2,808 138,620 5,720 12,503 3,595 7,894 140 382 120
Changes from: August 9, 2022 Total Change is: 1,042
1,498 3,970 -3,544 415 0 50 1,636 45 522 477 0 0 -12 -1
Percent of Open Interest Represented by Each Category of Trader
11.1 79.1 8.1 11.5 0.0 1.2 60.7 2.5 5.5 1.6 3.5 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 102
6 25 15 13 0 4 33 5 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,302,429
Positions
1,540 124,247 28,047 585,133 239,663 228,234 95,347 333,182 93,790 81,765 93,856 7,716 180,857 153,694
Changes from: August 9, 2022 Total Change is: 20,512
-1,616 -4,764 895 -2,030 2,935 2,402 6,420 6,140 10,684 -419 494 1,935 2,241 -208
Percent of Open Interest Represented by Each Category of Trader
0.1 9.5 2.2 44.9 18.4 17.5 7.3 25.6 7.2 6.3 7.2 0.6 13.9 11.8
Number of Traders in Each Category Total Traders: 182
4 18 15 64 30 62 22 29 35 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,374,699
Positions
15,543 59,248 2,714 823,925 196,902 229,960 38,288 695,242 56,605 56,426 20,060 0 151,238 113,968
Changes from: August 9, 2022 Total Change is: 28,987
-911 -6,879 2,304 11,926 -4,127 430 -1,428 23,409 8,052 -2,564 740 0 11,178 5,058
Percent of Open Interest Represented by Each Category of Trader
1.1 4.3 0.2 59.9 14.3 16.7 2.8 50.6 4.1 4.1 1.5 0.0 11.0 8.3
Number of Traders in Each Category Total Traders: 158
4 11 . 79 20 63 12 22 16 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 2,142,734
Positions
48,734 210,867 14,418 1,024,253 541,894 327,167 231,985 458,822 167,283 168,143 226,122 2,041 158,709 194,120
Changes from: August 9, 2022 Total Change is: 242
-4,437 -13,083 -597 42,188 -18,810 7,033 -58,461 19,153 12,998 8,159 16,800 632 -7,273 -23,884
Percent of Open Interest Represented by Each Category of Trader
2.3 9.8 0.7 47.8 25.3 15.3 10.8 21.4 7.8 7.8 10.6 0.1 7.4 9.1
Number of Traders in Each Category Total Traders: 371
13 40 11 95 67 90 38 68 48 18 32 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 4,270,040
Positions
82,875 297,341 186,627 1,774,870 909,755 859,489 230,204 516,101 559,446 135,597 392,460 86,321 354,611 462,499
Changes from: August 9, 2022 Total Change is: -66,246
11,353 4,305 -1,854 12,717 8,818 -9,861 -9,958 6,997 -12,583 -39,420 -51,655 -687 -15,952 -9,727
Percent of Open Interest Represented by Each Category of Trader
1.9 7.0 4.4 41.6 21.3 20.1 5.4 12.1 13.1 3.2 9.2 2.0 8.3 10.8
Number of Traders in Each Category Total Traders: 397
19 32 34 110 77 113 45 64 82 23 27 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,200,916
Positions
63,234 29,157 1,821 552,168 415,602 242,667 85,396 162,437 28,437 106,745 71,781 0 120,448 249,014
Changes from: August 9, 2022 Total Change is: 19,647
766 2,022 5 12,417 -17,014 12,757 11,132 7,217 -818 -8,660 5,707 0 -7,952 9,771
Percent of Open Interest Represented by Each Category of Trader
5.3 2.4 0.2 46.0 34.6 20.2 7.1 13.5 2.4 8.9 6.0 0.0 10.0 20.7
Number of Traders in Each Category Total Traders: 139
4 6 4 39 47 56 9 15 12 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 4,534
Positions
0 0 0 0 0 0 1,286 3,057 741 1,480 289 0 1,027 447
Changes from: August 9, 2022 Total Change is: 707
0 0 0 0 0 0 -47 -127 741 166 34 -35 -118 94
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 28.4 67.4 16.3 32.6 6.4 0.0 22.7 9.9
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 . . . 18 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 4,416,013
Positions
49,549 437,514 116,245 1,667,427 821,798 900,208 552,872 972,903 375,539 431,688 311,406 12,080 310,403 468,319
Changes from: August 9, 2022 Total Change is: 151,688
10,964 -42,233 20,432 -18,210 22,320 5,287 92,000 104,687 19,314 17,264 -7,436 614 4,023 28,703
Percent of Open Interest Represented by Each Category of Trader
1.1 9.9 2.6 37.8 18.6 20.4 12.5 22.0 8.5 9.8 7.1 0.3 7.0 10.6
Number of Traders in Each Category Total Traders: 342
11 36 25 83 70 92 39 59 58 16 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,665,365
Positions
391,002 433,783 463,069 3,745 35,276 7,428 359,155 319,317 355,108 37,675 7,693 5,045 43,138 38,646
Changes from: August 9, 2022 Total Change is: 69,606
-19,555 25,727 28,483 1,144 16,481 -6,078 45,858 -8,524 18,393 -8,927 1,588 1,097 9,191 -7,561
Percent of Open Interest Represented by Each Category of Trader
23.5 26.0 27.8 0.2 2.1 0.4 21.6 19.2 21.3 2.3 0.5 0.3 2.6 2.3
Number of Traders in Each Category Total Traders: 134
22 40 54 . 5 4 31 23 41 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 is20,392,898
Positions
2,376,439 1,801,057 3,467,398 1,157,852 214,204 660,431 317,605 1,286,737 11,699,825 28,155 216,875 196,539 488,654 849,831
Changes from: August 9, 2022 Total Change is: -756,551
68,812 7,991 -93,658 -63,122 -30,871 -46,526 3,882 -3,915 -487,942 -1,008 9,087 -110,379 -26,608 -336
Percent of Open Interest Represented by Each Category of Trader
11.7 8.8 17.0 5.7 1.1 3.2 1.6 6.3 57.4 0.1 1.1 1.0 2.4 4.2
Number of Traders in Each Category Total Traders: 230
21 41 55 17 15 24 30 73 89 15 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 9,988,000
Positions
2,367,035 2,051,759 1,657,234 687,408 412,664 524,094 578,067 1,172,329 4,042,631 73,253 44,256 40,355 17,923 42,679
Changes from: August 9, 2022 Total Change is: -88,551
83,110 -175,950 91,680 -119,909 44,603 77,083 -21,798 47,363 -207,059 -1,754 -1,318 519 9,577 34,527
Percent of Open Interest Represented by Each Category of Trader
23.7 20.5 16.6 6.9 4.1 5.2 5.8 11.7 40.5 0.7 0.4 0.4 0.2 0.4
Number of Traders in Each Category Total Traders: 425
55 73 107 14 33 37 58 91 123 30 46 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 582,474
Positions
80,577 323,033 140,308 3,278 621 10,412 263,269 26,765 77,032 1,003 3,202 264 6,331 837
Changes from: August 9, 2022 Total Change is: 8,002
11,461 6,782 -8,734 2,995 -1,767 -678 -6,290 7,283 4,348 -1,014 527 -84 5,998 325
Percent of Open Interest Represented by Each Category of Trader
13.8 55.5 24.1 0.6 0.1 1.8 45.2 4.6 13.2 0.2 0.5 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 145
22 52 43 . . . 30 24 39 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 13,327
Positions
113 1,816 20 7,259 983 285 1,602 6,335 1,636 636 836 549 1,226 867
Changes from: August 9, 2022 Total Change is: 8
7 -120 4 -50 48 -27 -304 -240 16 179 199 10 173 119
Percent of Open Interest Represented by Each Category of Trader
0.8 13.6 0.1 54.5 7.4 2.1 12.0 47.5 12.3 4.8 6.3 4.1 9.2 6.5
Number of Traders in Each Category Total Traders: 93
. 4 . 7 7 4 20 37 18 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 21,390
Positions
1,728 0 0 168 1,106 0 2,714 12,942 4,627 8,576 1,216 67 3,509 1,431
Changes from: August 9, 2022 Total Change is: -784
385 0 0 11 74 0 -213 -711 -68 -1,400 -188 25 476 84
Percent of Open Interest Represented by Each Category of Trader
8.1 0.0 0.0 0.8 5.2 0.0 12.7 60.5 21.6 40.1 5.7 0.3 16.4 6.7
Number of Traders in Each Category Total Traders: 86
4 0 0 . . 0 10 10 7 40 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 4,014
Positions
92 92 167 287 0 0 985 1,956 473 674 410 508 828 408
Changes from: August 9, 2022 Total Change is: 533
0 -21 27 287 -96 0 49 164 107 50 197 186 -173 -31
Percent of Open Interest Represented by Each Category of Trader
2.3 2.3 4.2 7.1 0.0 0.0 24.5 48.7 11.8 16.8 10.2 12.7 20.6 10.2
Number of Traders in Each Category Total Traders: 55
. . . 4 0 0 15 16 10 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 81,006
Positions
6,014 0 0 341 0 0 34,548 50,814 24,906 13,406 4,362 458 1,334 467
Changes from: August 9, 2022 Total Change is: 17,201
658 0 0 187 -116 0 1,347 3,972 15,400 -660 -2,308 138 130 115
Percent of Open Interest Represented by Each Category of Trader
7.4 0.0 0.0 0.4 0.0 0.0 42.6 62.7 30.7 16.5 5.4 0.6 1.6 0.6
Number of Traders in Each Category Total Traders: 138
. 0 0 . 0 0 10 9 4 79 36 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 59,036
Positions
540 38,756 0 27,740 1,696 756 14,635 12,167 365 9,971 2,975 161 4,869 2,160
Changes from: August 9, 2022 Total Change is: -730
-160 -90 0 372 215 -52 469 -350 -67 -632 -476 -21 -639 111
Percent of Open Interest Represented by Each Category of Trader
0.9 65.6 0.0 47.0 2.9 1.3 24.8 20.6 0.6 16.9 5.0 0.3 8.2 3.7
Number of Traders in Each Category Total Traders: 128
. . 0 18 4 . 38 19 6 31 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 366,823
Positions
29,149 16,463 16,163 131,090 85,340 41,834 45,254 107,801 56,027 8,851 1,640 14,079 24,376 27,476
Changes from: August 9, 2022 Total Change is: 25,124
1,998 1,710 1,421 3,154 4,667 3,553 10,174 12,134 1,955 453 -923 3,309 -893 -2,702
Percent of Open Interest Represented by Each Category of Trader
7.9 4.5 4.4 35.7 23.3 11.4 12.3 29.4 15.3 2.4 0.4 3.8 6.6 7.5
Number of Traders in Each Category Total Traders: 208
13 13 22 25 28 23 41 59 59 12 7 18
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Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 66,779
Positions
40,937 49,081 78 22,673 2,594 934 1,472 13,982 0 346 63 0 339 47
Changes from: August 9, 2022 Total Change is: -609
0 -3 3 240 -24 0 -857 -266 0 52 -261 0 -47 -58
Percent of Open Interest Represented by Each Category of Trader
61.3 73.5 0.1 34.0 3.9 1.4 2.2 20.9 0.0 0.5 0.1 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 48
. 5 . 14 . . 7 9 0 6 . 0
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Updated August 19, 2022