Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 163,661
Positions
14,443 33,978 13,588 43,456 31,501 6,838 24,013 28,288 12,611 15,042 5,042 1,398 32,271 30,417
Changes from: September 6, 2022 Total Change is: -17,269
-847 -6,492 1,623 -4,574 2,103 208 -5,642 -6,330 -7,357 2,021 1,303 284 -2,984 -2,612
Percent of Open Interest Represented by Each Category of Trader
8.8 20.8 8.3 26.6 19.2 4.2 14.7 17.3 7.7 9.2 3.1 0.9 19.7 18.6
Number of Traders in Each Category Total Traders: 106
10 4 10 13 18 9 19 22 17 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 47,567
Positions
22,665 1,627 2,539 2,411 14,427 487 8,061 7,902 1,979 0 0 0 9,425 18,605
Changes from: September 6, 2022 Total Change is: -5,344
-1,113 816 296 -100 -1,361 1 -2,542 382 -1,571 0 0 0 -315 -3,907
Percent of Open Interest Represented by Each Category of Trader
47.6 3.4 5.3 5.1 30.3 1.0 16.9 16.6 4.2 0.0 0.0 0.0 19.8 39.1
Number of Traders in Each Category Total Traders: 42
7 . 5 . 12 4 10 9 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 331,393
Positions
131,884 23,423 15,215 39,527 137,820 9,978 58,425 56,720 43,893 9,183 2,430 31 23,257 41,883
Changes from: September 6, 2022 Total Change is: 6,606
12,132 725 -385 -165 -10,007 2,558 -10,722 10,964 4,726 508 14 -13 -2,033 -1,976
Percent of Open Interest Represented by Each Category of Trader
39.8 7.1 4.6 11.9 41.6 3.0 17.6 17.1 13.2 2.8 0.7 0.0 7.0 12.6
Number of Traders in Each Category Total Traders: 143
8 7 8 14 39 18 20 39 23 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 306,337
Positions
140,910 3,170 24,437 59,369 136,410 10,283 20,081 66,436 20,840 4,620 1,865 574 25,224 42,323
Changes from: September 6, 2022 Total Change is: -8,878
10,731 548 3,115 4,775 -33 -774 -16,479 2,357 -10,464 1,644 106 -65 -1,361 -3,669
Percent of Open Interest Represented by Each Category of Trader
46.0 1.0 8.0 19.4 44.5 3.4 6.6 21.7 6.8 1.5 0.6 0.2 8.2 13.8
Number of Traders in Each Category Total Traders: 140
13 . 12 24 27 25 21 36 21 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 797,971
Positions
47,262 302,890 38,071 405,224 168,088 28,558 68,102 104,138 64,939 48,395 15,962 5,091 92,329 70,235
Changes from: September 6, 2022 Total Change is: -9,410
-17,596 19,210 13,968 1,142 -27,965 -1,865 3,149 1,330 -11,898 -344 145 -231 4,266 -2,104
Percent of Open Interest Represented by Each Category of Trader
5.9 38.0 4.8 50.8 21.1 3.6 8.5 13.1 8.1 6.1 2.0 0.6 11.6 8.8
Number of Traders in Each Category Total Traders: 342
19 12 16 108 39 55 48 50 40 43 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 34,966
Positions
490 17,591 4 14,333 1,077 2,907 2,769 8,885 1,188 0 0 0 13,275 3,314
Changes from: September 6, 2022 Total Change is: 650
0 -34 -430 -200 600 201 393 -570 304 0 0 0 382 579
Percent of Open Interest Represented by Each Category of Trader
1.4 50.3 0.0 41.0 3.1 8.3 7.9 25.4 3.4 0.0 0.0 0.0 38.0 9.5
Number of Traders in Each Category Total Traders: 32
. . . 18 . 8 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 21,526
Positions
1,988 2,902 2,728 3,322 8,165 1,148 2,773 1,177 293 0 1,100 0 9,274 4,013
Changes from: September 6, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.2 13.5 12.7 15.4 37.9 5.3 12.9 5.5 1.4 0.0 5.1 0.0 43.1 18.6
Number of Traders in Each Category Total Traders: 21
. . . 4 7 . 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 193,511
Positions
62,751 4,902 15,700 50,533 77,472 4,226 16,882 38,098 20,003 400 1,430 0 23,015 31,680
Changes from: September 6, 2022 Total Change is: 2,241
-5,342 -17 10,229 -1,317 -16,425 -167 -5,532 1,965 2,636 -466 0 0 2,200 4,020
Percent of Open Interest Represented by Each Category of Trader
32.4 2.5 8.1 26.1 40.0 2.2 8.7 19.7 10.3 0.2 0.7 0.0 11.9 16.4
Number of Traders in Each Category Total Traders: 92
8 . 6 13 18 12 18 29 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 208,427
Positions
19,306 121,033 1,651 94,299 2,491 1,689 73,580 28,362 7,560 2,784 42,131 65 7,493 3,445
Changes from: September 6, 2022 Total Change is: 9,242
-455 53 767 -1,432 191 552 5,605 4,455 3,552 528 -555 -83 208 310
Percent of Open Interest Represented by Each Category of Trader
9.3 58.1 0.8 45.2 1.2 0.8 35.3 13.6 3.6 1.3 20.2 0.0 3.6 1.7
Number of Traders in Each Category Total Traders: 156
4 9 . 29 9 7 54 26 13 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 51,616
Positions
0 24,113 1,041 36,694 2,218 37 8,685 21,701 94 1,861 833 0 3,204 1,579
Changes from: September 6, 2022 Total Change is: 1,610
-146 356 -3 -225 -132 0 2,203 2,279 -125 77 -591 0 -171 -174
Percent of Open Interest Represented by Each Category of Trader
0.0 46.7 2.0 71.1 4.3 0.1 16.8 42.0 0.2 3.6 1.6 0.0 6.2 3.1
Number of Traders in Each Category Total Traders: 61
0 5 . 8 5 . 16 15 4 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 53,211
Positions
24,507 2,172 1,039 4,819 21,434 335 16,540 18,066 2,963 477 564 33 2,498 6,605
Changes from: September 6, 2022 Total Change is: 4,556
2,072 121 -276 -1,761 16 46 2,321 2,621 1,878 331 -148 -11 -44 309
Percent of Open Interest Represented by Each Category of Trader
46.1 4.1 2.0 9.1 40.3 0.6 31.1 34.0 5.6 0.9 1.1 0.1 4.7 12.4
Number of Traders in Each Category Total Traders: 96
10 . 4 8 21 . 17 32 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 35,526
Positions
13,533 22,256 6,055 5,187 3,334 120 9,119 1,450 449 105 0 0 958 1,862
Changes from: September 6, 2022 Total Change is: 5,832
222 -8 6,035 -815 333 120 474 8 -227 0 0 0 23 -429
Percent of Open Interest Represented by Each Category of Trader
38.1 62.6 17.0 14.6 9.4 0.3 25.7 4.1 1.3 0.3 0.0 0.0 2.7 5.2
Number of Traders in Each Category Total Traders: 30
. . . . 7 . 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 46,416
Positions
12,772 6,873 5,913 7,636 4,660 290 9,066 9,183 3,774 643 8,537 208 6,115 6,980
Changes from: September 6, 2022 Total Change is: 7,938
722 -1,402 5,423 423 -447 140 -1,924 1,038 3,045 -46 -536 113 43 563
Percent of Open Interest Represented by Each Category of Trader
27.5 14.8 12.7 16.5 10.0 0.6 19.5 19.8 8.1 1.4 18.4 0.4 13.2 15.0
Number of Traders in Each Category Total Traders: 99
18 7 15 16 10 4 18 22 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 92,832
Positions
25,544 13,745 11,826 15,272 9,319 579 18,133 18,366 7,547 1,287 17,074 415 12,229 13,961
Changes from: September 6, 2022 Total Change is: 15,875
1,443 -2,804 10,846 845 -893 279 -3,848 2,076 6,089 -92 -1,071 226 86 1,127
Percent of Open Interest Represented by Each Category of Trader
27.5 14.8 12.7 16.5 10.0 0.6 19.5 19.8 8.1 1.4 18.4 0.4 13.2 15.0
Number of Traders in Each Category Total Traders: 99
18 7 15 16 10 4 18 22 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 70,781
Positions
23,677 17,384 17,211 14,657 9,676 2,193 1,224 3,486 1,117 0 0 0 10,702 19,714
Changes from: September 6, 2022 Total Change is: 24,532
1,088 -3,659 17,137 -943 -7,993 226 -2,180 -372 1,108 0 0 0 8,096 18,085
Percent of Open Interest Represented by Each Category of Trader
33.5 24.6 24.3 20.7 13.7 3.1 1.7 4.9 1.6 0.0 0.0 0.0 15.1 27.9
Number of Traders in Each Category Total Traders: 36
5 7 7 18 . 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 749,556
Positions
109,008 31,105 55,636 187,511 124,833 60,329 21,051 123,405 217,811 24,657 42,689 6,752 66,801 86,997
Changes from: September 6, 2022 Total Change is: 65,906
3,458 -7,414 29,865 1,111 -6,885 3,191 -5,374 7,863 18,892 1,440 1,056 2,506 10,816 16,830
Percent of Open Interest Represented by Each Category of Trader
14.5 4.1 7.4 25.0 16.7 8.0 2.8 16.5 29.1 3.3 5.7 0.9 8.9 11.6
Number of Traders in Each Category Total Traders: 599
44 30 57 135 106 119 59 125 136 50 45 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 20,537
Positions
4,789 15,417 1,765 7,209 1,033 124 2,854 0 503 0 0 0 3,293 1,695
Changes from: September 6, 2022 Total Change is: 2,569
-280 -70 1,765 -112 0 0 -313 0 503 0 0 0 1,006 371
Percent of Open Interest Represented by Each Category of Trader
23.3 75.1 8.6 35.1 5.0 0.6 13.9 0.0 2.4 0.0 0.0 0.0 16.0 8.3
Number of Traders in Each Category Total Traders: 22
5 6 . 5 . . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 43,852
Positions
7,460 33,248 6,560 19,749 221 0 4,867 332 227 0 0 240 4,749 3,024
Changes from: September 6, 2022 Total Change is: 8,485
896 -289 6,560 -891 0 -53 2 -236 227 0 0 240 1,504 2,036
Percent of Open Interest Represented by Each Category of Trader
17.0 75.8 15.0 45.0 0.5 0.0 11.1 0.8 0.5 0.0 0.0 0.5 10.8 6.9
Number of Traders in Each Category Total Traders: 39
5 8 . 15 . 0 8 . . 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 3,747,782
Positions
545,041 155,525 278,182 937,555 624,164 301,643 105,254 617,023 1,089,054 123,285 213,446 33,760 334,007 434,985
Changes from: September 6, 2022 Total Change is: 329,530
17,290 -37,068 149,326 5,557 -34,426 15,956 -26,872 39,317 94,462 7,200 5,282 12,532 54,078 84,149
Percent of Open Interest Represented by Each Category of Trader
14.5 4.1 7.4 25.0 16.7 8.0 2.8 16.5 29.1 3.3 5.7 0.9 8.9 11.6
Number of Traders in Each Category Total Traders: 599
44 30 57 135 106 119 59 125 136 50 45 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 31,684
Positions
13,933 16,442 10,822 4,222 723 330 449 1,114 0 0 0 0 1,928 2,253
Changes from: September 6, 2022 Total Change is: 11,186
93 626 10,822 -79 -629 0 6 -452 0 0 0 0 344 819
Percent of Open Interest Represented by Each Category of Trader
44.0 51.9 34.2 13.3 2.3 1.0 1.4 3.5 0.0 0.0 0.0 0.0 6.1 7.1
Number of Traders in Each Category Total Traders: 22
6 7 6 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 21,693
Positions
5,943 16,820 2,396 7,794 0 50 1,000 0 0 0 0 0 4,510 2,427
Changes from: September 6, 2022 Total Change is: 4,027
138 -8 2,396 -341 0 50 210 0 0 0 0 0 1,574 1,589
Percent of Open Interest Represented by Each Category of Trader
27.4 77.5 11.0 35.9 0.0 0.2 4.6 0.0 0.0 0.0 0.0 0.0 20.8 11.2
Number of Traders in Each Category Total Traders: 22
5 7 4 7 0 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 29,381
Positions
10,716 18,480 7,316 9,616 1,179 0 710 1,034 0 0 0 0 1,023 1,372
Changes from: September 6, 2022 Total Change is: 7,279
137 -326 7,316 -348 204 0 -66 -15 0 0 0 0 240 100
Percent of Open Interest Represented by Each Category of Trader
36.5 62.9 24.9 32.7 4.0 0.0 2.4 3.5 0.0 0.0 0.0 0.0 3.5 4.7
Number of Traders in Each Category Total Traders: 22
6 6 . . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 26,680
Positions
8,403 21,153 565 9,754 250 1,370 2,322 994 789 0 0 0 3,477 1,559
Changes from: September 6, 2022 Total Change is: 1,358
577 -275 565 -969 250 -322 614 64 789 0 0 0 104 287
Percent of Open Interest Represented by Each Category of Trader
31.5 79.3 2.1 36.6 0.9 5.1 8.7 3.7 3.0 0.0 0.0 0.0 13.0 5.8
Number of Traders in Each Category Total Traders: 28
5 7 . 8 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 278,793
Positions
4,131 16,648 0 26,595 3,243 240 23,331 168,014 21,240 0 19,355 0 203,256 50,053
Changes from: September 6, 2022 Total Change is: 29,982
-424 1,760 -94 -1,246 508 -395 13,543 12,559 10,248 0 919 0 8,350 4,477
Percent of Open Interest Represented by Each Category of Trader
1.5 6.0 0.0 9.5 1.2 0.1 8.4 60.3 7.6 0.0 6.9 0.0 72.9 18.0
Number of Traders in Each Category Total Traders: 31
. . 0 10 . . 8 8 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 247,207
Positions
100,386 74,177 92,500 0 32,000 0 7,406 1,012 44,888 0 0 0 2,027 2,630
Changes from: September 6, 2022 Total Change is: 10,000
20,000 0 -10,000 0 20,000 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
40.6 30.0 37.4 0.0 12.9 0.0 3.0 0.4 18.2 0.0 0.0 0.0 0.8 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 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 54,181
Positions
20,335 4,442 2,570 20,251 36,664 2,704 1,230 1,557 175 0 702 0 6,916 5,367
Changes from: September 6, 2022 Total Change is: 2,294
572 413 2,305 495 -1,248 60 -1,445 -337 39 0 702 0 268 360
Percent of Open Interest Represented by Each Category of Trader
37.5 8.2 4.7 37.4 67.7 5.0 2.3 2.9 0.3 0.0 1.3 0.0 12.8 9.9
Number of Traders in Each Category Total Traders: 67
7 4 4 24 22 10 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 82,703
Positions
18,550 2,216 4,191 15,080 13,453 1,513 11,512 20,372 19,793 2,285 5,631 1,219 8,560 14,316
Changes from: September 6, 2022 Total Change is: 7,278
2,953 -1,530 2,930 -998 -1,122 112 -1,110 976 3,249 -753 928 227 669 1,508
Percent of Open Interest Represented by Each Category of Trader
22.4 2.7 5.1 18.2 16.3 1.8 13.9 24.6 23.9 2.8 6.8 1.5 10.4 17.3
Number of Traders in Each Category Total Traders: 323
32 16 28 56 47 35 41 75 56 22 32 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 413,517
Positions
92,750 11,078 20,957 75,402 67,266 7,566 57,558 101,858 98,963 11,426 28,154 6,093 42,802 71,582
Changes from: September 6, 2022 Total Change is: 36,389
14,763 -7,651 14,649 -4,990 -5,609 562 -5,551 4,882 16,243 -3,766 4,640 1,134 3,345 7,540
Percent of Open Interest Represented by Each Category of Trader
22.4 2.7 5.1 18.2 16.3 1.8 13.9 24.6 23.9 2.8 6.8 1.5 10.4 17.3
Number of Traders in Each Category Total Traders: 323
32 16 28 56 47 35 41 75 56 22 32 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 225,601
Positions
2,330 3,728 0 975 1,120 22 52,818 158,788 27,523 6,363 1,979 895 134,675 31,546
Changes from: September 6, 2022 Total Change is: 43,774
-4,163 2,168 0 -941 -4,688 -23 -3,499 21,739 22,381 -461 715 570 29,910 912
Percent of Open Interest Represented by Each Category of Trader
1.0 1.7 0.0 0.4 0.5 0.0 23.4 70.4 12.2 2.8 0.9 0.4 59.7 14.0
Number of Traders in Each Category Total Traders: 41
. 4 0 . . . 12 11 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 599,533
Positions
215,119 30,719 20,412 164,933 230,057 57,554 63,400 144,958 39,025 9,804 38,723 1,944 27,342 36,142
Changes from: September 6, 2022 Total Change is: 42,239
13,508 546 9,989 -4,318 -6,581 13,189 -7,031 755 13,180 -909 -1,054 1,335 3,296 10,880
Percent of Open Interest Represented by Each Category of Trader
35.9 5.1 3.4 27.5 38.4 9.6 10.6 24.2 6.5 1.6 6.5 0.3 4.6 6.0
Number of Traders in Each Category Total Traders: 341
31 16 20 68 74 51 43 80 46 8 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 20,982
Positions
2,408 16,310 2,133 11,809 333 5 1,835 195 672 0 0 0 2,120 1,334
Changes from: September 6, 2022 Total Change is: 1,476
-1,712 -1,881 2,133 -698 -247 5 -16 195 672 0 0 0 1,092 599
Percent of Open Interest Represented by Each Category of Trader
11.5 77.7 10.2 56.3 1.6 0.0 8.7 0.9 3.2 0.0 0.0 0.0 10.1 6.4
Number of Traders in Each Category Total Traders: 21
. 6 . 9 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 46,260
Positions
5,881 3,972 312 25,103 3,752 3,213 5,066 6,560 0 1,827 806 0 4,858 27,645
Changes from: September 6, 2022 Total Change is: -31,521
-6,421 -6,782 -7,285 -8,116 447 -583 -4,343 -4,013 -929 -439 -1,421 0 -3,405 -10,955
Percent of Open Interest Represented by Each Category of Trader
12.7 8.6 0.7 54.3 8.1 6.9 11.0 14.2 0.0 3.9 1.7 0.0 10.5 59.8
Number of Traders in Each Category Total Traders: 53
8 6 . 12 5 7 6 11 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 487,529
Positions
44,828 154,299 64,015 269,239 153,485 51,567 14,868 20,888 3,803 13,417 15,485 403 25,389 23,584
Changes from: September 6, 2022 Total Change is: 81,988
4,012 -1,503 62,053 1,001 4,909 1,174 -6,262 -3,632 2,578 825 -518 -92 16,699 17,019
Percent of Open Interest Represented by Each Category of Trader
9.2 31.6 13.1 55.2 31.5 10.6 3.0 4.3 0.8 2.8 3.2 0.1 5.2 4.8
Number of Traders in Each Category Total Traders: 210
11 18 14 73 54 41 18 20 11 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,488,415
Positions
121,738 420,788 213,675 715,150 415,359 144,156 72,782 125,093 20,392 87,204 22,270 9,416 103,902 117,266
Changes from: September 6, 2022 Total Change is: 287,181
6,226 -13,920 188,183 -5,616 3,498 6,900 -14,521 -11,150 11,752 6,057 -631 6,959 81,241 95,590
Percent of Open Interest Represented by Each Category of Trader
8.2 28.3 14.4 48.0 27.9 9.7 4.9 8.4 1.4 5.9 1.5 0.6 7.0 7.9
Number of Traders in Each Category Total Traders: 413
27 22 22 132 93 89 43 51 39 24 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 234,732
Positions
27,693 175,218 22,551 25,481 0 3,623 130,777 5,149 19,985 3,621 8,019 140 861 47
Changes from: September 6, 2022 Total Change is: 1,625
641 -4,699 1,684 -10 0 0 -5,738 -120 4,710 -160 50 0 498 0
Percent of Open Interest Represented by Each Category of Trader
11.8 74.6 9.6 10.9 0.0 1.5 55.7 2.2 8.5 1.5 3.4 0.1 0.4 0.0
Number of Traders in Each Category Total Traders: 104
5 27 15 14 0 4 34 4 11 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,376,168
Positions
18,935 135,330 38,440 595,010 255,313 218,777 95,367 335,894 138,831 81,541 94,341 8,683 180,586 150,559
Changes from: September 6, 2022 Total Change is: 31,552
796 17,137 5,847 6,989 -3,647 3,105 1,056 5,151 7,532 3,195 1,007 826 2,207 -5,406
Percent of Open Interest Represented by Each Category of Trader
1.4 9.8 2.8 43.2 18.6 15.9 6.9 24.4 10.1 5.9 6.9 0.6 13.1 10.9
Number of Traders in Each Category Total Traders: 187
8 21 20 62 27 60 21 33 39 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,377,283
Positions
8,384 47,242 6,698 829,825 218,898 230,475 53,169 708,446 37,455 62,216 14,921 0 149,061 113,148
Changes from: September 6, 2022 Total Change is: 16,678
17 2,195 1,015 20,682 7,839 -7,224 3,761 19,955 -1,563 72 799 0 -82 -6,338
Percent of Open Interest Represented by Each Category of Trader
0.6 3.4 0.5 60.3 15.9 16.7 3.9 51.4 2.7 4.5 1.1 0.0 10.8 8.2
Number of Traders in Each Category Total Traders: 160
. 10 4 79 25 64 10 23 17 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 2,021,240
Positions
50,855 273,107 11,691 1,094,019 447,848 293,182 170,713 466,140 95,396 159,665 208,824 900 144,818 224,152
Changes from: September 6, 2022 Total Change is: 58,008
10,292 25,293 -2,034 91,812 -44,916 -9,960 4,628 120,459 -35,745 -957 11,343 -13 -14 -6,419
Percent of Open Interest Represented by Each Category of Trader
2.5 13.5 0.6 54.1 22.2 14.5 8.4 23.1 4.7 7.9 10.3 0.0 7.2 11.1
Number of Traders in Each Category Total Traders: 346
13 38 10 101 54 87 31 71 38 13 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,454,563
Positions
125,487 299,853 175,844 1,849,743 1,014,061 818,052 212,899 604,143 629,038 205,565 370,454 66,566 371,369 476,552
Changes from: September 6, 2022 Total Change is: 181,373
31,169 480 39,521 33,750 80,728 21,607 -22,856 -4,475 38,152 33,723 3,187 -310 6,617 2,483
Percent of Open Interest Represented by Each Category of Trader
2.8 6.7 3.9 41.5 22.8 18.4 4.8 13.6 14.1 4.6 8.3 1.5 8.3 10.7
Number of Traders in Each Category Total Traders: 409
18 33 33 121 76 111 36 76 74 24 25 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,377,378
Positions
53,842 48,721 1,949 574,167 501,721 243,270 209,161 213,466 58,942 109,940 75,073 0 126,107 234,236
Changes from: September 6, 2022 Total Change is: 42,597
-5,488 13,634 -3,236 35,234 54,682 -684 43,289 24,338 -24,636 2,045 -5,401 0 -3,927 -16,100
Percent of Open Interest Represented by Each Category of Trader
3.9 3.5 0.1 41.7 36.4 17.7 15.2 15.5 4.3 8.0 5.5 0.0 9.2 17.0
Number of Traders in Each Category Total Traders: 148
4 8 4 42 46 56 18 14 16 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,097
Positions
0 0 0 0 0 0 828 784 783 723 687 0 763 843
Changes from: September 6, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 26.7 25.3 25.3 23.3 22.2 0.0 24.6 27.2
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . . . 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,378,502
Positions
96,598 351,417 116,176 1,655,188 811,055 837,669 594,900 1,149,857 322,297 424,820 304,337 13,638 317,217 472,056
Changes from: September 6, 2022 Total Change is: 50,447
13,183 -12,494 27,575 -1,666 -11,136 6,218 -21,326 16,232 25,445 1,008 34 1,338 -1,329 -2,766
Percent of Open Interest Represented by Each Category of Trader
2.2 8.0 2.7 37.8 18.5 19.1 13.6 26.3 7.4 9.7 7.0 0.3 7.2 10.8
Number of Traders in Each Category Total Traders: 331
9 29 18 87 62 89 38 65 56 16 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,585,427
Positions
285,622 410,569 423,776 1,102 58,998 8,482 473,853 309,990 312,087 39,367 5,575 3,567 37,571 52,383
Changes from: September 6, 2022 Total Change is: 205,643
-33,304 81,567 37,738 1,102 27,534 -4,637 149,723 9,048 42,578 5,943 25 716 5,784 11,074
Percent of Open Interest Represented by Each Category of Trader
18.0 25.9 26.7 0.1 3.7 0.5 29.9 19.6 19.7 2.5 0.4 0.2 2.4 3.3
Number of Traders in Each Category Total Traders: 127
26 32 54 . 5 . 36 17 39 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 is20,588,968
Positions
2,465,280 2,155,096 3,434,610 919,105 180,934 603,623 543,443 1,119,779 11,896,656 42,550 145,826 220,184 463,517 832,261
Changes from: September 6, 2022 Total Change is: 149,694
64,212 152,862 -52,289 19,751 13,870 -24,479 69,897 31,932 25,896 7,229 -21,472 11,076 28,400 12,298
Percent of Open Interest Represented by Each Category of Trader
12.0 10.5 16.7 4.5 0.9 2.9 2.6 5.4 57.8 0.2 0.7 1.1 2.3 4.0
Number of Traders in Each Category Total Traders: 212
22 35 52 16 12 22 40 58 82 15 11 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 is12,218,805
Positions
2,502,203 2,013,290 1,957,109 525,598 516,376 657,310 700,905 1,209,123 5,670,683 80,049 65,751 98,076 26,873 31,089
Changes from: September 6, 2022 Total Change is: 1,083,433
194,800 200,226 1,292 -20,987 28,020 65,645 63,220 -36,836 754,430 -206 18,777 33,636 -8,397 18,243
Percent of Open Interest Represented by Each Category of Trader
20.5 16.5 16.0 4.3 4.2 5.4 5.7 9.9 46.4 0.7 0.5 0.8 0.2 0.3
Number of Traders in Each Category Total Traders: 469
58 74 113 16 33 36 74 92 135 31 54 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 568,557
Positions
118,155 233,538 130,566 2,743 898 8,514 207,048 81,178 99,722 1,153 13,428 364 292 349
Changes from: September 6, 2022 Total Change is: 50,406
24,917 35,129 -689 -8,875 67 5,926 19,525 -1,816 9,277 175 2,495 -23 173 40
Percent of Open Interest Represented by Each Category of Trader
20.8 41.1 23.0 0.5 0.2 1.5 36.4 14.3 17.5 0.2 2.4 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 152
32 42 45 . . . 23 37 36 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE ($2,500 x contract-grade IMM Index)
CFTC Code #157741 Open Interest is 24,618
Positions
3,517 3,799 5,776 0 0 0 1,641 1,362 13,675 0 0 0 9 6
Changes from: September 6, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.3 15.4 23.5 0.0 0.0 0.0 6.7 5.5 55.5 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 7 5 13 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,008
Positions
100 2,158 174 5,885 1,394 490 3,365 7,180 1,292 1,585 399 143 974 777
Changes from: September 6, 2022 Total Change is: -2,248
-100 43 -4 157 -505 -65 -1,076 -1,063 -104 -1,016 -298 -27 -12 -225
Percent of Open Interest Represented by Each Category of Trader
0.7 15.4 1.2 42.0 10.0 3.5 24.0 51.3 9.2 11.3 2.8 1.0 7.0 5.5
Number of Traders in Each Category Total Traders: 95
. . . 5 8 4 16 43 17 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 21,693
Positions
157 607 0 135 1,226 35 8,565 14,018 2,941 6,998 1,265 92 2,768 1,508
Changes from: September 6, 2022 Total Change is: 1,198
-75 410 0 -50 78 13 1,700 1,384 -280 -98 276 -37 24 -647
Percent of Open Interest Represented by Each Category of Trader
0.7 2.8 0.0 0.6 5.7 0.2 39.5 64.6 13.6 32.3 5.8 0.4 12.8 7.0
Number of Traders in Each Category Total Traders: 86
. . 0 . . . 14 11 9 34 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,126
Positions
144 61 172 303 110 4 1,206 2,458 238 1,204 435 169 685 479
Changes from: September 6, 2022 Total Change is: -326
-49 -4 12 -98 -36 -3 -494 -322 32 223 -71 3 47 63
Percent of Open Interest Represented by Each Category of Trader
3.5 1.5 4.2 7.3 2.7 0.1 29.2 59.6 5.8 29.2 10.5 4.1 16.6 11.6
Number of Traders in Each Category Total Traders: 56
. . . . . . 9 14 8 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 90,347
Positions
0 11,655 0 373 0 0 37,264 32,034 38,264 12,563 7,044 672 1,211 678
Changes from: September 6, 2022 Total Change is: -3,563
0 2,621 0 -132 0 0 -3,356 -5,138 -640 489 -465 -19 96 78
Percent of Open Interest Represented by Each Category of Trader
0.0 12.9 0.0 0.4 0.0 0.0 41.2 35.5 42.4 13.9 7.8 0.7 1.3 0.8
Number of Traders in Each Category Total Traders: 145
0 . 0 . 0 0 10 10 6 79 43 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 62,226
Positions
500 38,756 200 29,258 1,089 629 17,580 11,356 4,655 3,842 2,695 192 5,370 2,654
Changes from: September 6, 2022 Total Change is: 388
5 0 200 -2,483 -862 -57 -318 -1,270 3,933 -537 -836 -213 -141 -506
Percent of Open Interest Represented by Each Category of Trader
0.8 62.3 0.3 47.0 1.8 1.0 28.3 18.2 7.5 6.2 4.3 0.3 8.6 4.3
Number of Traders in Each Category Total Traders: 129
. . . 16 4 . 41 17 10 33 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 348,672
Positions
33,304 18,860 13,537 116,654 64,581 39,846 33,564 100,740 61,939 8,509 696 12,515 28,804 35,958
Changes from: September 6, 2022 Total Change is: 22,196
162 410 961 5,803 -5,024 4,087 -6,137 3,234 11,284 -735 -204 1,417 5,354 6,031
Percent of Open Interest Represented by Each Category of Trader
9.6 5.4 3.9 33.5 18.5 11.4 9.6 28.9 17.8 2.4 0.2 3.6 8.3 10.3
Number of Traders in Each Category Total Traders: 175
12 13 19 21 31 22 26 48 47 10 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 68,321
Positions
41,035 48,138 146 20,310 3,928 1,122 3,352 13,979 527 1,330 294 52 447 135
Changes from: September 6, 2022 Total Change is: 3,377
70 0 146 1,053 146 -100 2,015 2,503 514 -432 71 52 59 45
Percent of Open Interest Represented by Each Category of Trader
60.1 70.5 0.2 29.7 5.7 1.6 4.9 20.5 0.8 1.9 0.4 0.1 0.7 0.2
Number of Traders in Each Category Total Traders: 51
4 4 . 14 . 4 6 10 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 16, 2022