Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 180,930
Positions
15,290 40,470 11,965 48,030 29,398 6,630 29,656 34,617 19,968 13,021 3,739 1,114 35,256 33,029
Changes from: August 30, 2022 Total Change is: 3,264
3,513 -8,086 4,166 608 -436 272 -4,415 3,500 886 -359 346 458 -1,865 2,159
Percent of Open Interest Represented by Each Category of Trader
8.5 22.4 6.6 26.5 16.2 3.7 16.4 19.1 11.0 7.2 2.1 0.6 19.5 18.3
Number of Traders in Each Category Total Traders: 100
13 4 10 14 18 9 14 22 12 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 52,911
Positions
23,779 811 2,243 2,511 15,788 486 10,603 7,521 3,550 0 0 0 9,739 22,512
Changes from: August 30, 2022 Total Change is: 1,714
506 -447 165 231 583 -293 -2,020 -1,033 1,382 0 0 0 1,743 1,357
Percent of Open Interest Represented by Each Category of Trader
44.9 1.5 4.2 4.7 29.8 0.9 20.0 14.2 6.7 0.0 0.0 0.0 18.4 42.5
Number of Traders in Each Category Total Traders: 46
8 . . . 12 5 12 9 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 324,787
Positions
119,752 22,697 15,600 39,692 147,827 7,419 69,147 45,756 39,167 8,675 2,416 44 25,291 43,859
Changes from: August 30, 2022 Total Change is: 22,940
17,000 -515 2,098 382 3,749 832 -6,955 10,311 5,717 -448 -431 -7 4,321 1,186
Percent of Open Interest Represented by Each Category of Trader
36.9 7.0 4.8 12.2 45.5 2.3 21.3 14.1 12.1 2.7 0.7 0.0 7.8 13.5
Number of Traders in Each Category Total Traders: 147
8 9 9 14 38 20 26 39 22 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 315,215
Positions
130,179 2,622 21,322 54,594 136,443 11,057 36,560 64,079 31,304 2,976 1,759 639 26,585 45,992
Changes from: August 30, 2022 Total Change is: 40,198
17,206 -11,657 12,012 1,206 14,239 350 -4,261 10,754 10,249 15 933 627 2,794 2,692
Percent of Open Interest Represented by Each Category of Trader
41.3 0.8 6.8 17.3 43.3 3.5 11.6 20.3 9.9 0.9 0.6 0.2 8.4 14.6
Number of Traders in Each Category Total Traders: 134
12 4 10 24 28 22 19 36 21 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 807,381
Positions
64,859 283,680 24,103 404,082 196,053 30,423 64,953 102,807 76,837 48,739 15,818 5,321 88,064 72,339
Changes from: August 30, 2022 Total Change is: 11,119
-4,287 4,882 2,423 6,574 -3,560 861 -3,767 -4,436 5,328 980 654 -9 3,016 4,976
Percent of Open Interest Represented by Each Category of Trader
8.0 35.1 3.0 50.0 24.3 3.8 8.0 12.7 9.5 6.0 2.0 0.7 10.9 9.0
Number of Traders in Each Category Total Traders: 346
19 14 14 104 46 55 47 49 38 46 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,316
Positions
490 17,625 434 14,533 477 2,706 2,376 9,455 884 0 0 0 12,893 2,735
Changes from: August 30, 2022 Total Change is: 2,559
-446 -40 434 1,784 -2,656 14 -25 5,133 884 0 0 0 -86 -1,210
Percent of Open Interest Represented by Each Category of Trader
1.4 51.4 1.3 42.4 1.4 7.9 6.9 27.6 2.6 0.0 0.0 0.0 37.6 8.0
Number of Traders in Each Category Total Traders: 32
. . . 18 . 7 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 191,270
Positions
68,093 4,919 5,472 51,851 93,897 4,393 22,414 36,133 17,367 866 1,430 0 20,815 27,660
Changes from: August 30, 2022 Total Change is: 10,120
-5,644 123 3,385 5,404 -4,284 -318 1,719 4,468 4,351 461 -440 0 762 2,835
Percent of Open Interest Represented by Each Category of Trader
35.6 2.6 2.9 27.1 49.1 2.3 11.7 18.9 9.1 0.5 0.7 0.0 10.9 14.5
Number of Traders in Each Category Total Traders: 91
9 4 5 13 18 12 19 24 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 199,185
Positions
19,761 120,980 884 95,731 2,300 1,137 67,975 23,907 4,008 2,256 42,686 148 7,285 3,135
Changes from: August 30, 2022 Total Change is: -7,665
-440 -1,337 -108 -20,024 -242 0 10,091 -6,996 2,107 -139 -1,049 21 828 -61
Percent of Open Interest Represented by Each Category of Trader
9.9 60.7 0.4 48.1 1.2 0.6 34.1 12.0 2.0 1.1 21.4 0.1 3.7 1.6
Number of Traders in Each Category Total Traders: 149
. 8 . 28 7 7 53 26 12 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 50,006
Positions
146 23,757 1,044 36,919 2,350 37 6,482 19,422 219 1,784 1,424 0 3,375 1,753
Changes from: August 30, 2022 Total Change is: -16,729
-307 22,884 -23,094 9,669 486 4 -2,968 -17,405 40 97 83 0 -170 273
Percent of Open Interest Represented by Each Category of Trader
0.3 47.5 2.1 73.8 4.7 0.1 13.0 38.8 0.4 3.6 2.8 0.0 6.7 3.5
Number of Traders in Each Category Total Traders: 55
. . . 8 5 . 10 16 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 48,655
Positions
22,435 2,051 1,315 6,580 21,418 289 14,219 15,445 1,085 146 712 44 2,542 6,296
Changes from: August 30, 2022 Total Change is: 3,033
2,117 -187 -54 241 2,165 -191 485 100 388 -217 203 -11 275 620
Percent of Open Interest Represented by Each Category of Trader
46.1 4.2 2.7 13.5 44.0 0.6 29.2 31.7 2.2 0.3 1.5 0.1 5.2 12.9
Number of Traders in Each Category Total Traders: 98
9 . 4 8 22 . 20 30 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 29,694
Positions
13,311 22,264 20 6,002 3,001 0 8,645 1,442 676 105 0 0 935 2,291
Changes from: August 30, 2022 Total Change is: -6
215 4 20 157 534 0 253 2 -736 -3 -133 0 88 303
Percent of Open Interest Represented by Each Category of Trader
44.8 75.0 0.1 20.2 10.1 0.0 29.1 4.9 2.3 0.4 0.0 0.0 3.1 7.7
Number of Traders in Each Category Total Traders: 31
. . . . 7 0 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 38,479
Positions
12,051 8,275 490 7,214 5,106 150 10,990 8,145 729 689 9,073 95 6,072 6,417
Changes from: August 30, 2022 Total Change is: -329
548 -728 136 519 -278 -79 -1,275 1,040 -564 150 328 44 193 -229
Percent of Open Interest Represented by Each Category of Trader
31.3 21.5 1.3 18.7 13.3 0.4 28.6 21.2 1.9 1.8 23.6 0.2 15.8 16.7
Number of Traders in Each Category Total Traders: 93
16 6 . 16 12 4 17 20 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 76,957
Positions
24,101 16,549 980 14,427 10,212 300 21,980 16,290 1,458 1,379 18,145 189 12,143 12,834
Changes from: August 30, 2022 Total Change is: -658
1,096 -1,455 271 1,037 -555 -158 -2,550 2,081 -1,128 300 656 88 386 -458
Percent of Open Interest Represented by Each Category of Trader
31.3 21.5 1.3 18.7 13.3 0.4 28.6 21.2 1.9 1.8 23.6 0.2 15.8 16.7
Number of Traders in Each Category Total Traders: 93
16 6 . 16 12 4 17 20 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 46,249
Positions
22,589 21,043 74 15,600 17,669 1,967 3,404 3,858 9 0 0 0 2,606 1,629
Changes from: August 30, 2022 Total Change is: -757
-881 -890 50 -318 276 -299 1,102 -251 9 0 0 0 -420 348
Percent of Open Interest Represented by Each Category of Trader
48.8 45.5 0.2 33.7 38.2 4.3 7.4 8.3 0.0 0.0 0.0 0.0 5.6 3.5
Number of Traders in Each Category Total Traders: 37
5 7 . 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 683,650
Positions
105,550 38,519 25,771 186,400 131,718 57,137 26,425 115,541 198,918 23,217 41,633 4,246 55,986 70,167
Changes from: August 30, 2022 Total Change is: -4,044
-1,288 -4,748 1,254 -5,199 5,872 728 1,380 -5,545 -70 -76 1,440 -912 138 -2,064
Percent of Open Interest Represented by Each Category of Trader
15.4 5.6 3.8 27.3 19.3 8.4 3.9 16.9 29.1 3.4 6.1 0.6 8.2 10.3
Number of Traders in Each Category Total Traders: 585
38 33 47 132 111 113 57 116 114 48 46 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,968
Positions
5,069 15,487 0 7,321 1,033 124 3,167 0 0 0 0 0 2,287 1,324
Changes from: August 30, 2022 Total Change is: 696
-341 1,305 0 197 -1 0 745 -571 0 0 0 0 95 -37
Percent of Open Interest Represented by Each Category of Trader
28.2 86.2 0.0 40.7 5.7 0.7 17.6 0.0 0.0 0.0 0.0 0.0 12.7 7.4
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 35,367
Positions
6,564 33,537 0 20,640 221 53 4,865 568 0 0 0 0 3,245 988
Changes from: August 30, 2022 Total Change is: -138
175 -100 0 603 14 53 -345 3 0 0 0 0 -624 -108
Percent of Open Interest Represented by Each Category of Trader
18.6 94.8 0.0 58.4 0.6 0.1 13.8 1.6 0.0 0.0 0.0 0.0 9.2 2.8
Number of Traders in Each Category Total Traders: 37
4 9 0 14 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 3,418,252
Positions
527,752 192,594 128,856 931,998 658,591 285,687 132,126 577,706 994,591 116,085 208,164 21,228 279,929 350,836
Changes from: August 30, 2022 Total Change is: -20,222
-6,439 -23,741 6,272 -25,993 29,360 3,640 6,898 -27,727 -351 -379 7,202 -4,560 689 -10,318
Percent of Open Interest Represented by Each Category of Trader
15.4 5.6 3.8 27.3 19.3 8.4 3.9 16.9 29.1 3.4 6.1 0.6 8.2 10.3
Number of Traders in Each Category Total Traders: 585
38 33 47 132 111 113 57 116 114 48 46 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 20,498
Positions
13,840 15,816 0 4,301 1,352 330 443 1,566 0 0 0 0 1,584 1,434
Changes from: August 30, 2022 Total Change is: -2,146
-2,092 -55 0 35 -2,157 0 9 9 0 0 0 0 -98 57
Percent of Open Interest Represented by Each Category of Trader
67.5 77.2 0.0 21.0 6.6 1.6 2.2 7.6 0.0 0.0 0.0 0.0 7.7 7.0
Number of Traders in Each Category Total Traders: 23
5 8 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 17,666
Positions
5,805 16,828 0 8,135 0 0 790 0 0 0 0 0 2,936 838
Changes from: August 30, 2022 Total Change is: -189
-585 135 0 31 0 0 0 -242 0 0 0 0 365 -82
Percent of Open Interest Represented by Each Category of Trader
32.9 95.3 0.0 46.0 0.0 0.0 4.5 0.0 0.0 0.0 0.0 0.0 16.6 4.7
Number of Traders in Each Category Total Traders: 20
5 7 0 7 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,102
Positions
10,579 18,806 0 9,964 975 0 776 1,049 0 0 0 0 783 1,272
Changes from: August 30, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.9 85.1 0.0 45.1 4.4 0.0 3.5 4.7 0.0 0.0 0.0 0.0 3.5 5.8
Number of Traders in Each Category Total Traders: 22
5 7 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 25,322
Positions
7,826 21,428 0 10,723 0 1,692 1,708 930 0 0 0 0 3,373 1,272
Changes from: August 30, 2022 Total Change is: -667
-177 -1,336 0 -826 0 413 740 -1 0 0 0 0 -817 257
Percent of Open Interest Represented by Each Category of Trader
30.9 84.6 0.0 42.3 0.0 6.7 6.7 3.7 0.0 0.0 0.0 0.0 13.3 5.0
Number of Traders in Each Category Total Traders: 25
. 7 0 9 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 248,811
Positions
4,555 14,888 94 27,841 2,735 635 9,788 155,455 10,992 0 18,436 0 194,905 45,575
Changes from: August 30, 2022 Total Change is: 14,732
1,373 -507 94 -2,571 1,726 370 -14,328 12,925 1,307 0 1,184 0 28,487 -2,367
Percent of Open Interest Represented by Each Category of Trader
1.8 6.0 0.0 11.2 1.1 0.3 3.9 62.5 4.4 0.0 7.4 0.0 78.3 18.3
Number of Traders in Each Category Total Traders: 29
. . . 11 . 4 5 8 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 237,207
Positions
80,386 74,177 102,500 0 12,000 0 7,406 1,012 44,888 0 0 0 2,027 2,630
Changes from: August 30, 2022 Total Change is: 19,810
10,705 705 3,105 0 10,000 0 0 0 5,500 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
33.9 31.3 43.2 0.0 5.1 0.0 3.1 0.4 18.9 0.0 0.0 0.0 0.9 1.1
Number of Traders in Each Category Total Traders: 21
6 7 10 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 51,887
Positions
19,763 4,029 265 19,756 37,912 2,644 2,675 1,894 136 0 0 0 6,648 5,007
Changes from: August 30, 2022 Total Change is: 1,644
933 -480 -96 779 2,050 262 687 -821 86 0 0 0 -1,007 643
Percent of Open Interest Represented by Each Category of Trader
38.1 7.8 0.5 38.1 73.1 5.1 5.2 3.7 0.3 0.0 0.0 0.0 12.8 9.6
Number of Traders in Each Category Total Traders: 63
7 . . 24 20 11 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 75,426
Positions
15,597 3,746 1,262 16,078 14,575 1,401 12,622 19,395 16,544 3,039 4,703 992 7,891 12,809
Changes from: August 30, 2022 Total Change is: 5,895
2,571 -448 325 -1,360 2,077 -247 2,031 1,431 1,407 575 739 -100 692 711
Percent of Open Interest Represented by Each Category of Trader
20.7 5.0 1.7 21.3 19.3 1.9 16.7 25.7 21.9 4.0 6.2 1.3 10.5 17.0
Number of Traders in Each Category Total Traders: 322
31 16 18 59 44 37 39 71 45 27 34 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 377,128
Positions
77,987 18,729 6,308 80,391 72,875 7,004 63,109 96,976 82,720 15,193 23,514 4,959 39,457 64,043
Changes from: August 30, 2022 Total Change is: 29,475
12,856 -2,241 1,627 -6,798 10,386 -1,236 10,155 7,153 7,037 2,875 3,695 -499 3,459 3,555
Percent of Open Interest Represented by Each Category of Trader
20.7 5.0 1.7 21.3 19.3 1.9 16.7 25.7 21.9 4.0 6.2 1.3 10.5 17.0
Number of Traders in Each Category Total Traders: 322
31 16 18 59 44 37 39 71 45 27 34 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 181,827
Positions
6,493 1,560 0 1,916 5,808 45 56,317 137,049 5,143 6,824 1,264 325 104,765 30,633
Changes from: August 30, 2022 Total Change is: 23,981
-1,824 -1,062 0 -1,350 861 17 11,681 26,057 470 3,018 -126 -10 11,979 -2,226
Percent of Open Interest Represented by Each Category of Trader
3.6 0.9 0.0 1.1 3.2 0.0 31.0 75.4 2.8 3.8 0.7 0.2 57.6 16.8
Number of Traders in Each Category Total Traders: 42
4 . 0 . . . 14 8 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 557,294
Positions
201,611 30,173 10,423 169,251 236,638 44,365 70,431 144,203 25,845 10,713 39,777 609 24,046 25,261
Changes from: August 30, 2022 Total Change is: 18,480
11,250 -314 -77 -571 8,478 1,777 2,443 6,133 2,254 781 -345 29 595 545
Percent of Open Interest Represented by Each Category of Trader
36.2 5.4 1.9 30.4 42.5 8.0 12.6 25.9 4.6 1.9 7.1 0.1 4.3 4.5
Number of Traders in Each Category Total Traders: 327
26 15 6 68 71 50 36 81 32 9 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 19,506
Positions
4,120 18,191 0 12,507 580 0 1,851 0 0 0 0 0 1,028 735
Changes from: August 30, 2022 Total Change is: 47
0 213 0 402 0 0 -212 0 0 0 0 0 -143 -166
Percent of Open Interest Represented by Each Category of Trader
21.1 93.3 0.0 64.1 3.0 0.0 9.5 0.0 0.0 0.0 0.0 0.0 5.3 3.8
Number of Traders in Each Category Total Traders: 23
. 6 0 10 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 77,781
Positions
12,302 10,754 7,597 33,219 3,305 3,796 9,409 10,573 929 2,266 2,227 0 8,263 38,600
Changes from: August 30, 2022 Total Change is: 20,848
3,084 1,298 6,770 9,744 -1,218 528 -1,826 298 506 -343 -913 0 2,385 13,579
Percent of Open Interest Represented by Each Category of Trader
15.8 13.8 9.8 42.7 4.2 4.9 12.1 13.6 1.2 2.9 2.9 0.0 10.6 49.6
Number of Traders in Each Category Total Traders: 63
9 12 7 8 5 5 11 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 405,541
Positions
40,816 155,802 1,962 268,238 148,576 50,393 21,130 24,520 1,225 12,592 16,003 495 8,690 6,565
Changes from: August 30, 2022 Total Change is: 4,415
5,649 -6,359 87 -1,909 10,400 2,600 -3,459 1,437 138 1,172 -4,319 -191 328 622
Percent of Open Interest Represented by Each Category of Trader
10.1 38.4 0.5 66.1 36.6 12.4 5.2 6.0 0.3 3.1 3.9 0.1 2.1 1.6
Number of Traders in Each Category Total Traders: 205
9 18 8 76 53 41 17 16 7 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,201,234
Positions
115,512 434,708 25,492 720,766 411,861 137,256 87,303 136,243 8,640 81,147 22,901 2,457 22,661 21,676
Changes from: August 30, 2022 Total Change is: -51,482
1,801 -35,860 1,980 -71,442 15,574 -1,681 583 -18,261 1,879 18,191 -17,200 222 -3,015 1,865
Percent of Open Interest Represented by Each Category of Trader
9.6 36.2 2.1 60.0 34.3 11.4 7.3 11.3 0.7 6.8 1.9 0.2 1.9 1.8
Number of Traders in Each Category Total Traders: 420
27 21 14 138 94 85 41 55 31 25 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 233,107
Positions
27,052 179,917 20,867 25,491 0 3,623 136,515 5,269 15,275 3,781 7,969 140 363 47
Changes from: August 30, 2022 Total Change is: 2,379
676 -316 532 61 0 0 -1,084 30 2,058 160 75 0 -24 0
Percent of Open Interest Represented by Each Category of Trader
11.6 77.2 9.0 10.9 0.0 1.6 58.6 2.3 6.6 1.6 3.4 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 104
6 26 15 14 0 4 34 4 10 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,344,616
Positions
18,139 118,193 32,593 588,021 258,960 215,672 94,311 330,743 131,299 78,346 93,335 7,857 178,379 155,965
Changes from: August 30, 2022 Total Change is: 15,317
451 -8,105 6,463 -235 2,197 6,331 -309 1,921 2,064 249 -539 3,678 -3,373 1,308
Percent of Open Interest Represented by Each Category of Trader
1.3 8.8 2.4 43.7 19.3 16.0 7.0 24.6 9.8 5.8 6.9 0.6 13.3 11.6
Number of Traders in Each Category Total Traders: 181
5 21 18 63 27 59 23 29 37 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,360,605
Positions
8,367 45,047 5,683 809,143 211,059 237,699 49,408 688,491 39,018 62,144 14,122 0 149,143 119,486
Changes from: August 30, 2022 Total Change is: -26,134
671 -9,104 -6,666 -13,711 5,424 6,180 -11,184 -21,894 -4,747 4,448 2,824 0 -1,124 1,849
Percent of Open Interest Represented by Each Category of Trader
0.6 3.3 0.4 59.5 15.5 17.5 3.6 50.6 2.9 4.6 1.0 0.0 11.0 8.8
Number of Traders in Each Category Total Traders: 157
. 8 5 77 25 63 9 25 16 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,963,232
Positions
40,563 247,814 13,726 1,002,208 492,764 303,141 166,086 345,681 131,141 160,622 197,481 913 144,833 230,571
Changes from: August 30, 2022 Total Change is: -9,315
3,808 12,809 -8,569 20,514 -31,757 6,230 11,147 17,690 -24,202 -15,951 1,713 -7 -2,285 16,777
Percent of Open Interest Represented by Each Category of Trader
2.1 12.6 0.7 51.0 25.1 15.4 8.5 17.6 6.7 8.2 10.1 0.0 7.4 11.7
Number of Traders in Each Category Total Traders: 338
8 39 10 96 58 86 35 63 40 11 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 4,273,190
Positions
94,318 299,373 136,323 1,815,993 933,332 796,445 235,755 608,619 590,886 171,842 367,267 66,876 364,753 474,069
Changes from: August 30, 2022 Total Change is: 146,100
4,389 35,216 13,899 14,796 15,991 27,144 34,677 -2,450 57,003 -11,435 885 1,185 4,442 -2,773
Percent of Open Interest Represented by Each Category of Trader
2.2 7.0 3.2 42.5 21.8 18.6 5.5 14.2 13.8 4.0 8.6 1.6 8.5 11.1
Number of Traders in Each Category Total Traders: 406
16 34 34 114 77 107 44 76 86 21 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,334,781
Positions
59,330 35,087 5,185 538,933 447,039 243,954 165,872 189,128 83,578 107,895 80,474 0 130,034 250,336
Changes from: August 30, 2022 Total Change is: 37,508
-8,873 5,021 1,680 10,810 2,280 5,633 28,076 8,963 -4,167 4,068 4,312 0 281 13,786
Percent of Open Interest Represented by Each Category of Trader
4.4 2.6 0.4 40.4 33.5 18.3 12.4 14.2 6.3 8.1 6.0 0.0 9.7 18.8
Number of Traders in Each Category Total Traders: 140
4 7 6 39 46 55 14 12 16 5 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 4,328,055
Positions
83,415 363,911 88,601 1,656,854 822,191 831,451 616,226 1,133,625 296,852 423,811 304,303 12,299 318,546 474,821
Changes from: August 30, 2022 Total Change is: -1,326
1,720 -9,008 -12,042 2,732 12,461 3,186 18,088 585 -19,091 7,425 1,904 2,443 -5,787 18,236
Percent of Open Interest Represented by Each Category of Trader
1.9 8.4 2.0 38.3 19.0 19.2 14.2 26.2 6.9 9.8 7.0 0.3 7.4 11.0
Number of Traders in Each Category Total Traders: 326
8 27 16 84 68 88 34 64 52 16 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,379,784
Positions
318,926 329,002 386,038 0 31,464 13,119 324,130 300,942 269,509 33,424 5,550 2,851 31,787 41,309
Changes from: August 30, 2022 Total Change is: -482,111
-83,927 -120,472 -82,692 -2,500 -101,818 -752 -199,322 -82,821 -93,107 -16,360 0 1,501 -4,952 -1,950
Percent of Open Interest Represented by Each Category of Trader
23.1 23.8 28.0 0.0 2.3 1.0 23.5 21.8 19.5 2.4 0.4 0.2 2.3 3.0
Number of Traders in Each Category Total Traders: 116
24 32 51 0 4 . 29 21 41 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 is20,439,274
Positions
2,401,068 2,002,234 3,486,898 899,354 167,064 628,103 473,546 1,087,847 11,870,760 35,321 167,298 209,108 435,117 819,963
Changes from: August 30, 2022 Total Change is: -104,258
119,412 56,575 6,327 -16,927 -6,149 -2,942 61,924 -38,600 -147,660 1,803 -12,856 16,891 -143,085 24,157
Percent of Open Interest Represented by Each Category of Trader
11.7 9.8 17.1 4.4 0.8 3.1 2.3 5.3 58.1 0.2 0.8 1.0 2.1 4.0
Number of Traders in Each Category Total Traders: 219
20 38 52 15 13 21 43 62 90 15 11 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 is11,135,372
Positions
2,307,403 1,813,064 1,955,817 546,585 488,356 591,664 637,684 1,245,959 4,916,253 80,255 46,974 64,440 35,270 12,845
Changes from: August 30, 2022 Total Change is: 363,175
-135,091 53,907 99,198 53,037 47,383 52,731 74,310 -83,090 167,544 3,887 1,223 23,966 23,594 313
Percent of Open Interest Represented by Each Category of Trader
20.7 16.3 17.6 4.9 4.4 5.3 5.7 11.2 44.1 0.7 0.4 0.6 0.3 0.1
Number of Traders in Each Category Total Traders: 455
57 72 107 19 31 38 58 103 131 31 47 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 518,151
Positions
93,238 198,409 131,255 11,618 831 2,588 187,523 82,994 90,445 978 10,933 387 119 309
Changes from: August 30, 2022 Total Change is: -167,134
-41,158 -123,971 -26,101 8,376 -304 -8,326 -74,945 11,428 -24,497 -324 4,813 45 -204 -221
Percent of Open Interest Represented by Each Category of Trader
18.0 38.3 25.3 2.2 0.2 0.5 36.2 16.0 17.5 0.2 2.1 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 148
28 43 41 . . . 24 37 40 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 16,256
Positions
200 2,115 178 5,728 1,899 555 4,441 8,243 1,397 2,600 697 171 986 1,002
Changes from: August 30, 2022 Total Change is: 993
27 66 -29 -372 489 7 634 224 192 726 181 -160 -32 22
Percent of Open Interest Represented by Each Category of Trader
1.2 13.0 1.1 35.2 11.7 3.4 27.3 50.7 8.6 16.0 4.3 1.0 6.1 6.2
Number of Traders in Each Category Total Traders: 104
. . 4 5 9 . 19 48 19 7 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 20,495
Positions
232 197 0 185 1,148 22 6,865 12,634 3,221 7,096 989 129 2,744 2,155
Changes from: August 30, 2022 Total Change is: 2,135
50 19 0 45 -14 -28 2,327 1,646 -283 -33 193 36 21 565
Percent of Open Interest Represented by Each Category of Trader
1.1 1.0 0.0 0.9 5.6 0.1 33.5 61.6 15.7 34.6 4.8 0.6 13.4 10.5
Number of Traders in Each Category Total Traders: 93
. . 0 . . . 14 15 9 34 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 4,452
Positions
193 65 160 401 146 7 1,700 2,780 206 981 506 166 638 416
Changes from: August 30, 2022 Total Change is: 297
-5 27 102 196 54 6 122 118 78 -56 134 -107 -39 -115
Percent of Open Interest Represented by Each Category of Trader
4.3 1.5 3.6 9.0 3.3 0.2 38.2 62.4 4.6 22.0 11.4 3.7 14.3 9.3
Number of Traders in Each Category Total Traders: 62
4 . . . . . 12 19 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 93,910
Positions
0 9,034 0 505 0 0 40,620 37,172 38,904 12,074 7,509 691 1,116 600
Changes from: August 30, 2022 Total Change is: 1,202
0 4,993 0 16 0 0 3,501 -683 -2,943 744 23 -241 124 52
Percent of Open Interest Represented by Each Category of Trader
0.0 9.6 0.0 0.5 0.0 0.0 43.3 39.6 41.4 12.9 8.0 0.7 1.2 0.6
Number of Traders in Each Category Total Traders: 146
0 . 0 . 0 0 8 9 5 77 49 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 61,838
Positions
495 38,756 0 31,741 1,951 686 17,898 12,626 722 4,379 3,531 406 5,511 3,160
Changes from: August 30, 2022 Total Change is: 1,502
-20 0 0 252 661 0 428 1,482 151 388 -1,771 258 45 720
Percent of Open Interest Represented by Each Category of Trader
0.8 62.7 0.0 51.3 3.2 1.1 28.9 20.4 1.2 7.1 5.7 0.7 8.9 5.1
Number of Traders in Each Category Total Traders: 143
. . 0 18 5 . 45 16 8 33 22 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 326,476
Positions
33,142 18,450 12,576 110,851 69,605 35,759 39,701 97,506 50,655 9,244 900 11,098 23,450 29,927
Changes from: August 30, 2022 Total Change is: -12,114
1,241 -699 110 -13,439 568 -3,650 -196 -11,780 4,331 462 -2,948 466 -1,439 1,488
Percent of Open Interest Represented by Each Category of Trader
10.2 5.7 3.9 34.0 21.3 11.0 12.2 29.9 15.5 2.8 0.3 3.4 7.2 9.2
Number of Traders in Each Category Total Traders: 173
13 14 17 19 28 24 29 44 43 10 7 16
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 64,944
Positions
40,965 48,138 0 19,257 3,782 1,222 1,337 11,476 13 1,762 223 0 388 90
Changes from: August 30, 2022 Total Change is: -2,022
-78 0 0 -3,194 469 319 46 -2,804 -16 933 16 -1 -31 -5
Percent of Open Interest Represented by Each Category of Trader
63.1 74.1 0.0 29.7 5.8 1.9 2.1 17.7 0.0 2.7 0.3 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 48
4 4 0 14 . 4 7 8 . 7 . 0
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Updated September 09, 2022