Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 180,733
Positions
16,639 27,161 15,275 43,720 38,193 7,296 29,687 31,004 15,279 15,628 7,361 1,686 35,523 37,478
Changes from: September 13, 2022 Total Change is: 17,072
2,196 -6,817 1,687 263 6,692 459 5,673 2,716 2,668 586 2,319 288 3,252 7,061
Percent of Open Interest Represented by Each Category of Trader
9.2 15.0 8.5 24.2 21.1 4.0 16.4 17.2 8.5 8.6 4.1 0.9 19.7 20.7
Number of Traders in Each Category Total Traders: 118
11 4 9 14 20 10 19 27 16 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 45,641
Positions
17,664 588 2,480 2,658 12,821 1,140 8,507 9,196 2,698 0 0 0 10,493 16,717
Changes from: September 13, 2022 Total Change is: -1,926
-5,001 -1,039 -59 247 -1,606 653 446 1,294 719 0 0 0 1,069 -1,888
Percent of Open Interest Represented by Each Category of Trader
38.7 1.3 5.4 5.8 28.1 2.5 18.6 20.1 5.9 0.0 0.0 0.0 23.0 36.6
Number of Traders in Each Category Total Traders: 41
4 . 5 4 12 . 11 8 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 296,396
Positions
126,971 32,553 5,921 41,146 138,638 4,440 63,759 48,566 21,416 8,397 2,494 370 23,975 41,997
Changes from: September 13, 2022 Total Change is: -34,997
-4,913 9,130 -9,294 1,619 818 -5,538 5,334 -8,154 -22,477 -786 64 340 718 114
Percent of Open Interest Represented by Each Category of Trader
42.8 11.0 2.0 13.9 46.8 1.5 21.5 16.4 7.2 2.8 0.8 0.1 8.1 14.2
Number of Traders in Each Category Total Traders: 143
9 6 6 14 39 15 24 38 23 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 276,700
Positions
119,149 578 4,142 60,169 139,930 9,809 35,438 61,646 18,249 4,967 1,940 401 24,375 40,004
Changes from: September 13, 2022 Total Change is: -29,637
-21,761 -2,592 -20,294 800 3,520 -474 15,357 -4,790 -2,591 347 75 -172 -848 -2,318
Percent of Open Interest Represented by Each Category of Trader
43.1 0.2 1.5 21.7 50.6 3.5 12.8 22.3 6.6 1.8 0.7 0.1 8.8 14.5
Number of Traders in Each Category Total Traders: 137
12 . 9 22 28 23 27 31 24 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 726,721
Positions
27,400 282,465 10,203 408,857 162,965 26,686 67,092 107,952 55,380 46,452 14,430 5,054 79,597 61,584
Changes from: September 13, 2022 Total Change is: -71,250
-19,863 -20,424 -27,868 3,632 -5,123 -1,871 -1,010 3,815 -9,559 -1,943 -1,532 -37 -12,733 -8,651
Percent of Open Interest Represented by Each Category of Trader
3.8 38.9 1.4 56.3 22.4 3.7 9.2 14.9 7.6 6.4 2.0 0.7 11.0 8.5
Number of Traders in Each Category Total Traders: 339
14 16 12 110 39 52 43 56 35 40 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,470
Positions
464 17,693 30 14,630 1,050 2,668 889 7,068 405 0 0 0 13,384 3,556
Changes from: September 13, 2022 Total Change is: -2,496
-26 102 26 297 -27 -239 -1,880 -1,817 -783 0 0 0 109 242
Percent of Open Interest Represented by Each Category of Trader
1.4 54.5 0.1 45.1 3.2 8.2 2.7 21.8 1.2 0.0 0.0 0.0 41.2 11.0
Number of Traders in Each Category Total Traders: 30
. . . 18 . 7 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 165,126
Positions
59,218 4,320 3,090 38,824 75,121 4,236 24,851 32,471 16,679 1,611 1,430 0 16,618 27,779
Changes from: September 13, 2022 Total Change is: -28,385
-3,533 -582 -12,610 -11,710 -2,351 10 7,969 -5,627 -3,324 1,211 0 0 -6,397 -3,900
Percent of Open Interest Represented by Each Category of Trader
35.9 2.6 1.9 23.5 45.5 2.6 15.0 19.7 10.1 1.0 0.9 0.0 10.1 16.8
Number of Traders in Each Category Total Traders: 94
8 4 5 13 18 12 20 26 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 172,873
Positions
3,143 115,002 776 85,192 2,891 1,632 69,519 24,006 2,189 2,962 23,212 0 7,459 3,164
Changes from: September 13, 2022 Total Change is: -35,554
-16,163 -6,031 -875 -9,107 400 -57 -4,061 -4,356 -5,371 178 -18,919 -65 -34 -281
Percent of Open Interest Represented by Each Category of Trader
1.8 66.5 0.4 49.3 1.7 0.9 40.2 13.9 1.3 1.7 13.4 0.0 4.3 1.8
Number of Traders in Each Category Total Traders: 153
4 6 . 30 8 7 65 21 12 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 51,518
Positions
0 24,600 1,044 36,576 2,360 37 8,685 20,970 113 1,953 987 0 3,110 1,407
Changes from: September 13, 2022 Total Change is: -98
0 487 3 -118 142 0 0 -731 19 92 154 0 -94 -172
Percent of Open Interest Represented by Each Category of Trader
0.0 47.8 2.0 71.0 4.6 0.1 16.9 40.7 0.2 3.8 1.9 0.0 6.0 2.7
Number of Traders in Each Category Total Traders: 67
0 5 . 10 6 . 17 15 5 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 51,184
Positions
29,398 264 53 4,899 22,067 308 13,331 20,684 141 470 881 40 2,544 6,746
Changes from: September 13, 2022 Total Change is: -2,027
4,891 -1,908 -986 80 633 -27 -3,209 2,618 -2,822 -7 317 7 46 141
Percent of Open Interest Represented by Each Category of Trader
57.4 0.5 0.1 9.6 43.1 0.6 26.0 40.4 0.3 0.9 1.7 0.1 5.0 13.2
Number of Traders in Each Category Total Traders: 94
8 . . 8 21 . 19 30 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 12,396
Positions
2,641 5,154 45 2,572 3,274 240 5,914 1,564 0 0 0 0 984 2,119
Changes from: September 13, 2022 Total Change is: -23,130
-10,892 -17,102 -6,010 -2,615 -60 120 -3,205 114 -449 -105 0 0 26 257
Percent of Open Interest Represented by Each Category of Trader
21.3 41.6 0.4 20.7 26.4 1.9 47.7 12.6 0.0 0.0 0.0 0.0 7.9 17.1
Number of Traders in Each Category Total Traders: 27
. . . . 6 . 7 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 32,804
Positions
9,577 6,820 421 8,013 5,112 234 7,854 5,465 324 505 8,357 0 5,878 6,073
Changes from: September 13, 2022 Total Change is: -13,612
-3,196 -53 -5,492 377 453 -56 -1,212 -3,718 -3,450 -138 -181 -208 -237 -907
Percent of Open Interest Represented by Each Category of Trader
29.2 20.8 1.3 24.4 15.6 0.7 23.9 16.7 1.0 1.5 25.5 0.0 17.9 18.5
Number of Traders in Each Category Total Traders: 87
15 6 . 15 15 5 16 16 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 65,608
Positions
19,153 13,639 842 16,026 10,224 467 15,708 10,930 647 1,010 16,713 0 11,755 12,146
Changes from: September 13, 2022 Total Change is: -27,224
-6,391 -106 -10,984 754 905 -112 -2,425 -7,436 -6,900 -277 -361 -415 -474 -1,814
Percent of Open Interest Represented by Each Category of Trader
29.2 20.8 1.3 24.4 15.6 0.7 23.9 16.7 1.0 1.5 25.5 0.0 17.9 18.5
Number of Traders in Each Category Total Traders: 87
15 6 . 15 15 5 16 16 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 49,698
Positions
26,321 23,997 0 16,258 16,904 2,183 2,414 5,444 1 0 0 0 2,521 1,169
Changes from: September 13, 2022 Total Change is: -21,083
2,644 6,613 -17,211 1,601 7,228 -10 1,190 1,958 -1,116 0 0 0 -8,181 -18,545
Percent of Open Interest Represented by Each Category of Trader
53.0 48.3 0.0 32.7 34.0 4.4 4.9 11.0 0.0 0.0 0.0 0.0 5.1 2.4
Number of Traders in Each Category Total Traders: 32
5 4 0 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 628,754
Positions
91,983 44,132 20,537 183,273 126,763 57,240 23,668 93,272 178,388 23,806 38,863 3,899 45,960 65,660
Changes from: September 13, 2022 Total Change is: -120,803
-17,025 13,027 -35,100 -4,238 1,930 -3,089 2,617 -30,133 -39,422 -851 -3,826 -2,853 -20,842 -21,337
Percent of Open Interest Represented by Each Category of Trader
14.6 7.0 3.3 29.1 20.2 9.1 3.8 14.8 28.4 3.8 6.2 0.6 7.3 10.4
Number of Traders in Each Category Total Traders: 596
39 36 40 135 111 112 61 121 113 45 45 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 32,870
Positions
4,946 28,903 0 19,773 221 0 3,739 930 594 0 240 0 3,818 1,982
Changes from: September 13, 2022 Total Change is: -10,982
-2,514 -4,345 -6,560 24 0 0 -1,128 598 367 0 240 -240 -931 -1,042
Percent of Open Interest Represented by Each Category of Trader
15.0 87.9 0.0 60.2 0.7 0.0 11.4 2.8 1.8 0.0 0.7 0.0 11.6 6.0
Number of Traders in Each Category Total Traders: 34
4 7 0 13 . 0 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 3,143,768
Positions
459,916 220,662 102,683 916,367 633,815 286,199 118,339 466,358 891,941 119,029 194,313 19,494 229,799 328,302
Changes from: September 13, 2022 Total Change is: -604,014
-85,126 65,136 -175,499 -21,188 9,650 -15,444 13,085 -150,665 -197,112 -4,256 -19,132 -14,266 -104,209 -106,683
Percent of Open Interest Represented by Each Category of Trader
14.6 7.0 3.3 29.1 20.2 9.1 3.8 14.8 28.4 3.8 6.2 0.6 7.3 10.4
Number of Traders in Each Category Total Traders: 596
39 36 40 135 111 112 61 121 113 45 45 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 22,700
Positions
15,852 18,477 0 4,491 723 330 467 1,097 0 0 0 0 1,560 2,073
Changes from: September 13, 2022 Total Change is: -8,984
1,919 2,035 -10,822 269 0 0 18 -17 0 0 0 0 -368 -180
Percent of Open Interest Represented by Each Category of Trader
69.8 81.4 0.0 19.8 3.2 1.5 2.1 4.8 0.0 0.0 0.0 0.0 6.9 9.1
Number of Traders in Each Category Total Traders: 20
6 5 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 13,458
Positions
1,558 12,511 0 7,795 0 0 1,361 0 0 256 0 0 2,488 947
Changes from: September 13, 2022 Total Change is: -8,235
-4,385 -4,309 -2,396 1 0 -50 361 0 0 256 0 0 -2,022 -1,480
Percent of Open Interest Represented by Each Category of Trader
11.6 93.0 0.0 57.9 0.0 0.0 10.1 0.0 0.0 1.9 0.0 0.0 18.5 7.0
Number of Traders in Each Category Total Traders: 22
. 8 0 7 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 16,550
Positions
414 12,809 0 9,918 200 1,368 1,872 1,049 0 0 0 0 2,978 1,124
Changes from: September 13, 2022 Total Change is: -10,130
-7,989 -8,344 -565 164 -50 -2 -450 55 -789 0 0 0 -499 -435
Percent of Open Interest Represented by Each Category of Trader
2.5 77.4 0.0 59.9 1.2 8.3 11.3 6.3 0.0 0.0 0.0 0.0 18.0 6.8
Number of Traders in Each Category Total Traders: 22
. 7 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 108,745
Positions
3,287 0 0 26,794 3,236 204 5,370 52,538 7,954 0 0 0 65,136 44,812
Changes from: September 13, 2022 Total Change is: -170,048
-844 -16,648 0 199 -7 -36 -17,961 -115,476 -13,286 0 -19,355 0 -138,120 -5,240
Percent of Open Interest Represented by Each Category of Trader
3.0 0.0 0.0 24.6 3.0 0.2 4.9 48.3 7.3 0.0 0.0 0.0 59.9 41.2
Number of Traders in Each Category Total Traders: 22
. 0 0 10 . . . 7 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 256,255
Positions
110,984 79,345 91,130 0 32,000 0 3,806 3,092 46,308 0 0 0 4,027 4,380
Changes from: September 13, 2022 Total Change is: 9,048
10,598 5,168 -1,370 0 0 0 -3,600 2,080 1,420 0 0 0 2,000 1,750
Percent of Open Interest Represented by Each Category of Trader
43.3 31.0 35.6 0.0 12.5 0.0 1.5 1.2 18.1 0.0 0.0 0.0 1.6 1.7
Number of Traders in Each Category Total Traders: 20
7 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 48,056
Positions
17,279 1,125 54 20,755 36,453 2,677 793 3,034 6 246 0 0 6,246 4,707
Changes from: September 13, 2022 Total Change is: -6,125
-3,056 -3,317 -2,516 504 -211 -27 -437 1,477 -169 246 -702 0 -670 -660
Percent of Open Interest Represented by Each Category of Trader
36.0 2.3 0.1 43.2 75.9 5.6 1.7 6.3 0.0 0.5 0.0 0.0 13.0 9.8
Number of Traders in Each Category Total Traders: 62
8 . . 25 20 10 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 65,525
Positions
19,637 2,550 367 14,948 14,869 1,534 9,432 17,154 10,677 2,343 6,487 309 6,279 11,579
Changes from: September 13, 2022 Total Change is: -17,178
1,087 334 -3,825 -132 1,416 20 -2,080 -3,218 -9,116 58 856 -909 -2,281 -2,738
Percent of Open Interest Represented by Each Category of Trader
30.0 3.9 0.6 22.8 22.7 2.3 14.4 26.2 16.3 3.6 9.9 0.5 9.6 17.7
Number of Traders in Each Category Total Traders: 306
32 12 12 52 49 33 41 69 38 22 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 327,626
Positions
98,183 12,749 1,834 74,740 74,346 7,668 47,159 85,768 53,385 11,716 32,435 1,546 31,394 57,894
Changes from: September 13, 2022 Total Change is: -85,891
5,433 1,672 -19,123 -662 7,080 102 -10,399 -16,090 -45,578 290 4,281 -4,547 -11,407 -13,688
Percent of Open Interest Represented by Each Category of Trader
30.0 3.9 0.6 22.8 22.7 2.3 14.4 26.2 16.3 3.6 9.9 0.5 9.6 17.7
Number of Traders in Each Category Total Traders: 306
32 12 12 52 49 33 41 69 38 22 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 106,628
Positions
2,236 3,683 0 1,037 0 22 39,857 68,531 1,900 1,072 1,968 70 60,434 30,454
Changes from: September 13, 2022 Total Change is: -118,973
-94 -45 0 62 -1,120 0 -12,961 -90,257 -25,624 -5,291 -11 -825 -74,241 -1,091
Percent of Open Interest Represented by Each Category of Trader
2.1 3.5 0.0 1.0 0.0 0.0 37.4 64.3 1.8 1.0 1.8 0.1 56.7 28.6
Number of Traders in Each Category Total Traders: 35
. 4 0 . 0 . 11 9 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 539,745
Positions
211,350 28,946 1,118 160,259 231,048 46,128 73,118 153,968 15,219 9,632 39,276 70 22,851 23,972
Changes from: September 13, 2022 Total Change is: -59,788
-3,769 -1,773 -19,294 -4,674 991 -11,426 9,718 9,011 -23,806 -172 553 -1,874 -4,491 -12,169
Percent of Open Interest Represented by Each Category of Trader
39.2 5.4 0.2 29.7 42.8 8.5 13.5 28.5 2.8 1.8 7.3 0.0 4.2 4.4
Number of Traders in Each Category Total Traders: 328
26 14 . 71 69 50 34 85 26 7 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 15,940
Positions
903 14,097 0 12,044 333 0 1,835 1,197 0 0 0 0 1,158 313
Changes from: September 13, 2022 Total Change is: -5,042
-1,505 -2,213 -2,133 235 0 -5 0 1,002 -672 0 0 0 -962 -1,021
Percent of Open Interest Represented by Each Category of Trader
5.7 88.4 0.0 75.6 2.1 0.0 11.5 7.5 0.0 0.0 0.0 0.0 7.3 2.0
Number of Traders in Each Category Total Traders: 20
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 42,355
Positions
4,452 3,831 396 24,016 4,078 2,935 4,699 5,585 0 661 1,619 0 5,196 23,911
Changes from: September 13, 2022 Total Change is: -3,905
-1,429 -141 84 -1,087 326 -278 -367 -975 0 -1,166 813 0 338 -3,734
Percent of Open Interest Represented by Each Category of Trader
10.5 9.0 0.9 56.7 9.6 6.9 11.1 13.2 0.0 1.6 3.8 0.0 12.3 56.5
Number of Traders in Each Category Total Traders: 51
8 5 . 11 6 7 5 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 391,927
Positions
39,845 139,461 949 261,804 157,541 46,746 20,780 37,221 1,354 12,214 1,869 226 8,009 6,560
Changes from: September 13, 2022 Total Change is: -95,602
-4,983 -14,838 -63,066 -7,435 4,056 -4,821 5,912 16,333 -2,449 -1,203 -13,616 -177 -17,380 -17,024
Percent of Open Interest Represented by Each Category of Trader
10.2 35.6 0.2 66.8 40.2 11.9 5.3 9.5 0.3 3.1 0.5 0.1 2.0 1.7
Number of Traders in Each Category Total Traders: 203
15 15 5 75 50 40 17 18 7 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,131,648
Positions
84,487 390,535 10,275 668,112 435,478 134,348 115,386 108,118 5,784 89,072 22,326 2,056 22,128 22,728
Changes from: September 13, 2022 Total Change is: -356,767
-37,251 -30,253 -203,400 -47,038 20,119 -9,808 42,604 -16,975 -14,608 1,868 56 -7,360 -81,774 -94,538
Percent of Open Interest Represented by Each Category of Trader
7.5 34.5 0.9 59.0 38.5 11.9 10.2 9.6 0.5 7.9 2.0 0.2 2.0 2.0
Number of Traders in Each Category Total Traders: 407
30 17 11 133 93 86 46 46 28 25 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 236,285
Positions
27,601 173,825 24,350 25,341 0 3,623 130,106 5,099 21,156 3,621 8,019 140 347 73
Changes from: September 13, 2022 Total Change is: 1,553
-92 -1,393 1,799 -140 0 0 -671 -50 1,171 0 0 0 -514 26
Percent of Open Interest Represented by Each Category of Trader
11.7 73.6 10.3 10.7 0.0 1.5 55.1 2.2 9.0 1.5 3.4 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 106
4 28 14 14 0 4 36 4 12 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,421,636
Positions
22,437 129,350 45,112 605,817 275,290 221,240 100,351 333,862 154,836 80,998 95,369 9,289 181,557 157,289
Changes from: September 13, 2022 Total Change is: 45,468
3,502 -5,980 6,672 10,807 19,977 2,463 4,984 -2,032 16,005 -543 1,027 606 971 6,730
Percent of Open Interest Represented by Each Category of Trader
1.6 9.1 3.2 42.6 19.4 15.6 7.1 23.5 10.9 5.7 6.7 0.7 12.8 11.1
Number of Traders in Each Category Total Traders: 189
7 19 18 62 29 62 24 33 42 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,385,339
Positions
11,243 46,069 2,484 855,347 224,644 222,177 46,244 727,117 34,342 65,262 15,971 0 148,241 112,536
Changes from: September 13, 2022 Total Change is: 8,056
2,859 -1,173 -4,214 25,521 5,746 -8,298 -6,925 18,671 -3,113 3,046 1,050 0 -820 -612
Percent of Open Interest Represented by Each Category of Trader
0.8 3.3 0.2 61.7 16.2 16.0 3.3 52.5 2.5 4.7 1.2 0.0 10.7 8.1
Number of Traders in Each Category Total Traders: 159
. 10 . 77 25 63 10 23 11 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 2,036,670
Positions
45,167 237,176 11,829 1,070,683 470,777 293,753 257,715 513,947 66,708 133,097 189,131 1,745 155,973 251,605
Changes from: September 13, 2022 Total Change is: 15,430
-5,688 -35,931 137 -23,336 22,929 571 87,002 47,806 -28,688 -26,568 -19,693 845 11,155 27,453
Percent of Open Interest Represented by Each Category of Trader
2.2 11.6 0.6 52.6 23.1 14.4 12.7 25.2 3.3 6.5 9.3 0.1 7.7 12.4
Number of Traders in Each Category Total Traders: 342
10 38 9 99 55 87 35 63 33 14 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 4,618,998
Positions
120,315 300,350 190,492 1,829,030 1,091,596 827,280 268,702 614,054 674,359 260,707 368,517 81,735 366,377 470,613
Changes from: September 13, 2022 Total Change is: 164,435
-5,172 498 14,648 -20,712 77,535 9,228 55,803 9,911 45,321 55,142 -1,937 15,169 -4,992 -5,939
Percent of Open Interest Represented by Each Category of Trader
2.6 6.5 4.1 39.6 23.6 17.9 5.8 13.3 14.6 5.6 8.0 1.8 7.9 10.2
Number of Traders in Each Category Total Traders: 418
19 34 34 121 76 112 53 64 80 26 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,367,015
Positions
52,531 38,508 3,438 604,305 512,314 236,243 195,312 207,641 45,604 106,498 76,706 0 123,084 246,561
Changes from: September 13, 2022 Total Change is: -10,363
-1,311 -10,213 1,489 30,138 10,593 -7,027 -13,849 -5,825 -13,338 -3,442 1,633 0 -3,023 12,325
Percent of Open Interest Represented by Each Category of Trader
3.8 2.8 0.3 44.2 37.5 17.3 14.3 15.2 3.3 7.8 5.6 0.0 9.0 18.0
Number of Traders in Each Category Total Traders: 138
4 6 4 40 44 53 17 11 17 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 4,494,475
Positions
88,040 383,559 136,085 1,646,933 852,939 853,415 586,610 1,064,072 416,672 437,404 311,276 19,985 309,331 456,473
Changes from: September 13, 2022 Total Change is: 115,973
-8,558 32,142 19,909 -8,255 41,883 15,746 -8,290 -85,785 94,375 12,584 6,939 6,347 -7,886 -15,583
Percent of Open Interest Represented by Each Category of Trader
2.0 8.5 3.0 36.6 19.0 19.0 13.1 23.7 9.3 9.7 6.9 0.4 6.9 10.2
Number of Traders in Each Category Total Traders: 341
9 34 23 87 64 90 35 70 58 16 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 1,719,198
Positions
284,492 442,802 458,143 1,500 57,670 9,551 502,335 322,560 370,338 44,165 2,569 9,236 39,438 46,329
Changes from: September 13, 2022 Total Change is: 133,771
-1,130 32,233 34,367 398 -1,328 1,069 28,482 12,570 58,251 4,798 -3,006 5,669 1,867 -6,054
Percent of Open Interest Represented by Each Category of Trader
16.5 25.8 26.6 0.1 3.4 0.6 29.2 18.8 21.5 2.6 0.1 0.5 2.3 2.7
Number of Traders in Each Category Total Traders: 132
27 35 59 . 6 4 29 20 40 9 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 is17,176,633
Positions
2,225,362 1,960,105 2,631,754 922,164 179,044 546,879 502,983 1,075,626 9,719,542 40,321 165,056 148,268 439,360 750,359
Changes from: September 13, 2022 Total Change is:-3,412,335
-239,918 -194,990 -802,855 3,059 -1,889 -56,745 -40,461 -44,153 -2,177,115 -2,229 19,230 -71,915 -24,157 -81,902
Percent of Open Interest Represented by Each Category of Trader
13.0 11.4 15.3 5.4 1.0 3.2 2.9 6.3 56.6 0.2 1.0 0.9 2.6 4.4
Number of Traders in Each Category Total Traders: 199
24 33 55 14 10 18 43 50 77 13 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 is12,109,012
Positions
2,603,780 2,227,095 1,959,691 605,866 559,763 633,239 759,038 1,138,871 5,341,374 80,285 109,138 85,607 40,133 54,234
Changes from: September 13, 2022 Total Change is: -109,793
101,577 213,806 2,582 80,268 43,387 -24,071 58,134 -70,251 -329,309 236 43,387 -12,469 13,260 23,145
Percent of Open Interest Represented by Each Category of Trader
21.5 18.4 16.2 5.0 4.6 5.2 6.3 9.4 44.1 0.7 0.9 0.7 0.3 0.4
Number of Traders in Each Category Total Traders: 471
53 79 117 16 32 35 76 88 138 27 57 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 622,125
Positions
117,899 255,556 146,605 300 2,488 10,639 208,261 56,293 136,042 1,609 13,598 464 306 440
Changes from: September 13, 2022 Total Change is: 53,568
-256 22,018 16,039 -2,443 1,590 2,125 1,213 -24,885 36,320 456 170 100 14 91
Percent of Open Interest Represented by Each Category of Trader
19.0 41.1 23.6 0.0 0.4 1.7 33.5 9.0 21.9 0.3 2.2 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 150
29 45 47 . 4 . 24 33 43 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 14,893
Positions
108 2,498 114 5,754 1,431 597 3,353 7,390 1,328 2,339 464 164 1,137 908
Changes from: September 13, 2022 Total Change is: 885
8 339 -61 -131 37 107 -12 210 36 754 65 21 163 131
Percent of Open Interest Represented by Each Category of Trader
0.7 16.8 0.8 38.6 9.6 4.0 22.5 49.6 8.9 15.7 3.1 1.1 7.6 6.1
Number of Traders in Each Category Total Traders: 95
. . . 5 8 4 20 43 18 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 24,933
Positions
227 534 0 100 1,284 61 10,628 17,129 2,625 8,523 1,382 110 2,660 1,809
Changes from: September 13, 2022 Total Change is: 3,240
70 -73 0 -35 58 26 2,062 3,110 -317 1,524 118 17 -108 301
Percent of Open Interest Represented by Each Category of Trader
0.9 2.1 0.0 0.4 5.1 0.2 42.6 68.7 10.5 34.2 5.5 0.4 10.7 7.3
Number of Traders in Each Category Total Traders: 99
. . 0 . 4 . 15 13 8 37 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 4,364
Positions
126 117 167 98 152 11 1,303 1,991 244 1,540 924 157 718 601
Changes from: September 13, 2022 Total Change is: 238
-18 56 -5 -205 42 7 96 -467 6 336 489 -12 33 123
Percent of Open Interest Represented by Each Category of Trader
2.9 2.7 3.8 2.2 3.5 0.3 29.9 45.6 5.6 35.3 21.2 3.6 16.5 13.8
Number of Traders in Each Category Total Traders: 63
. . . . . . 12 21 9 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 94,357
Positions
0 13,753 0 238 107 0 39,422 29,243 41,341 11,128 8,550 681 1,548 682
Changes from: September 13, 2022 Total Change is: 4,010
0 2,098 0 -135 107 0 2,158 -2,791 3,077 -1,435 1,506 8 337 4
Percent of Open Interest Represented by Each Category of Trader
0.0 14.6 0.0 0.3 0.1 0.0 41.8 31.0 43.8 11.8 9.1 0.7 1.6 0.7
Number of Traders in Each Category Total Traders: 145
0 . 0 . . 0 9 8 7 76 49 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 54,451
Positions
400 22,063 0 30,165 1,300 586 12,881 25,017 358 4,479 2,391 75 5,507 2,661
Changes from: September 13, 2022 Total Change is: -7,775
-100 -16,693 -200 907 211 -43 -4,699 13,661 -4,297 637 -304 -117 137 7
Percent of Open Interest Represented by Each Category of Trader
0.7 40.5 0.0 55.4 2.4 1.1 23.7 45.9 0.7 8.2 4.4 0.1 10.1 4.9
Number of Traders in Each Category Total Traders: 127
. . 0 17 5 . 35 21 5 30 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 345,341
Positions
35,161 17,438 21,417 107,658 66,540 34,975 34,691 93,068 67,654 9,139 559 12,839 21,807 30,851
Changes from: September 13, 2022 Total Change is: -3,331
1,857 -1,422 7,880 -8,996 1,959 -4,871 1,127 -7,672 5,715 630 -137 324 -6,997 -5,107
Percent of Open Interest Represented by Each Category of Trader
10.2 5.0 6.2 31.2 19.3 10.1 10.0 26.9 19.6 2.6 0.2 3.7 6.3 8.9
Number of Traders in Each Category Total Traders: 175
15 13 19 22 26 21 28 45 47 13 . 15
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 68,334
Positions
41,035 48,138 0 20,260 3,916 1,122 2,097 12,854 1,039 1,342 112 1,078 361 75
Changes from: September 13, 2022 Total Change is: 13
0 0 -146 -50 -12 0 -1,255 -1,125 512 12 -182 1,026 -86 -60
Percent of Open Interest Represented by Each Category of Trader
60.1 70.4 0.0 29.6 5.7 1.6 3.1 18.8 1.5 2.0 0.2 1.6 0.5 0.1
Number of Traders in Each Category Total Traders: 51
4 4 0 14 . 4 6 11 . 7 . .
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Updated September 23, 2022