Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 167,232
Positions
56,215 6,274 6,112 28,974 57,582 3,741 13,450 45,203 16,741 4,807 1,679 635 36,557 29,265
Changes from: June 6, 2023 Total Change is: -793
-12,746 3,344 4,760 1,716 -25,299 -659 -6,347 11,772 6,718 -30 195 576 5,219 -2,200
Percent of Open Interest Represented by Each Category of Trader
33.6 3.8 3.7 17.3 34.4 2.2 8.0 27.0 10.0 2.9 1.0 0.4 21.9 17.5
Number of Traders in Each Category Total Traders: 98
10 4 7 13 21 6 17 23 14 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,163
Positions
14,958 5,662 2,602 3,251 14,520 126 9,109 7,268 2,675 2,122 0 0 13,320 15,310
Changes from: June 6, 2023 Total Change is: 4,076
-848 -324 2,524 503 744 119 -2,755 544 2,202 320 0 0 2,011 -1,733
Percent of Open Interest Represented by Each Category of Trader
31.1 11.8 5.4 6.7 30.1 0.3 18.9 15.1 5.6 4.4 0.0 0.0 27.7 31.8
Number of Traders in Each Category Total Traders: 44
. 6 . 5 8 . 11 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 290,350
Positions
57,188 69,671 27,649 67,309 65,372 5,724 61,463 61,295 25,977 1,387 2,874 0 43,653 31,788
Changes from: June 6, 2023 Total Change is: 48,233
730 2,311 22,197 5,405 -2,084 812 2,886 19,507 1,750 0 -488 0 14,453 4,228
Percent of Open Interest Represented by Each Category of Trader
19.7 24.0 9.5 23.2 22.5 2.0 21.2 21.1 8.9 0.5 1.0 0.0 15.0 10.9
Number of Traders in Each Category Total Traders: 129
5 9 8 20 28 13 32 28 21 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 252,566
Positions
93,201 5,201 9,052 65,662 96,580 3,797 37,530 83,179 5,270 6,698 3,926 15 31,341 45,546
Changes from: June 6, 2023 Total Change is: 7,234
12 -267 7,024 -1,033 -4,138 320 1,524 -1,219 -1,513 340 1,181 -50 610 5,896
Percent of Open Interest Represented by Each Category of Trader
36.9 2.1 3.6 26.0 38.2 1.5 14.9 32.9 2.1 2.7 1.6 0.0 12.4 18.0
Number of Traders in Each Category Total Traders: 136
14 5 9 23 28 14 19 37 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 818,294
Positions
21,468 500,110 63,650 467,413 79,173 22,936 70,136 49,937 27,091 35,284 10,330 5,800 104,516 59,267
Changes from: June 6, 2023 Total Change is: 36,327
-1,224 -16,873 61,657 -20,524 -8,197 2,581 -7,645 -4,451 -7,769 150 32 351 8,750 8,996
Percent of Open Interest Represented by Each Category of Trader
2.6 61.1 7.8 57.1 9.7 2.8 8.6 6.1 3.3 4.3 1.3 0.7 12.8 7.2
Number of Traders in Each Category Total Traders: 290
13 17 8 116 25 44 50 36 33 23 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,595
Positions
0 20,093 119 12,842 4,022 2,964 6,855 2,750 1,769 0 0 682 12,364 5,196
Changes from: June 6, 2023 Total Change is: 1,906
0 17 119 -2,082 1,075 0 956 314 1,436 0 0 682 795 -1,737
Percent of Open Interest Represented by Each Category of Trader
0.0 53.4 0.3 34.2 10.7 7.9 18.2 7.3 4.7 0.0 0.0 1.8 32.9 13.8
Number of Traders in Each Category Total Traders: 31
0 . . 16 4 6 . 4 4 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 182,562
Positions
69,912 1,600 1,489 44,760 89,998 5,235 25,795 38,463 12,763 2,270 514 0 20,338 32,500
Changes from: June 6, 2023 Total Change is: -27,118
-9,824 -107 -2,505 4,628 -28,608 -1,402 -18,517 3,892 -471 0 -24 0 973 2,107
Percent of Open Interest Represented by Each Category of Trader
38.3 0.9 0.8 24.5 49.3 2.9 14.1 21.1 7.0 1.2 0.3 0.0 11.1 17.8
Number of Traders in Each Category Total Traders: 83
8 . 4 11 18 12 14 27 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 291,589
Positions
10,263 108,311 3,935 123,656 7,147 1,249 86,446 66,752 7,931 3,318 55,392 37,822 16,969 3,050
Changes from: June 6, 2023 Total Change is: 55,595
-698 -222 2,556 -2,831 1,065 -221 8,143 12,555 3,269 31 -941 37,607 7,739 -73
Percent of Open Interest Represented by Each Category of Trader
3.5 37.1 1.3 42.4 2.5 0.4 29.6 22.9 2.7 1.1 19.0 13.0 5.8 1.0
Number of Traders in Each Category Total Traders: 177
4 10 . 29 7 5 65 31 15 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,869
Positions
1,536 31,753 202 19,422 2,090 3 19,311 4,846 0 3,518 3,427 0 4,877 6,548
Changes from: June 6, 2023 Total Change is: 2,183
10 182 15 122 152 -14 1,589 450 -1 376 102 0 86 1,297
Percent of Open Interest Represented by Each Category of Trader
3.1 65.0 0.4 39.7 4.3 0.0 39.5 9.9 0.0 7.2 7.0 0.0 10.0 13.4
Number of Traders in Each Category Total Traders: 82
. 5 . 17 7 . 27 5 0 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,496
Positions
13,712 747 5,447 5,506 20,568 615 15,149 8,797 2,927 325 557 0 2,815 6,838
Changes from: June 6, 2023 Total Change is: 4,831
219 -800 5,364 -1,200 380 -355 1,112 -1,079 464 -86 -326 0 -687 1,183
Percent of Open Interest Represented by Each Category of Trader
29.5 1.6 11.7 11.8 44.2 1.3 32.6 18.9 6.3 0.7 1.2 0.0 6.1 14.7
Number of Traders in Each Category Total Traders: 82
10 . 4 7 21 6 19 17 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,266
Positions
18,918 133 7,994 355 30,268 0 14,963 3,344 376 468 441 0 1,192 1,710
Changes from: June 6, 2023 Total Change is: 227
-1,644 -4 7,730 -1 -7,188 0 -5,921 -86 194 0 -142 0 -131 -277
Percent of Open Interest Represented by Each Category of Trader
42.7 0.3 18.1 0.8 68.4 0.0 33.8 7.6 0.8 1.1 1.0 0.0 2.7 3.9
Number of Traders in Each Category Total Traders: 39
4 . . . 6 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 106,498
Positions
37,312 29,373 6,531 17,960 2,593 2,385 15,097 24,673 7,955 2,717 17,122 529 16,012 15,337
Changes from: June 6, 2023 Total Change is: 2,813
-672 3,423 5,185 1,710 -4,854 2,354 -3,364 -929 -1,219 111 -799 63 -1,355 -412
Percent of Open Interest Represented by Each Category of Trader
35.0 27.6 6.1 16.9 2.4 2.2 14.2 23.2 7.5 2.6 16.1 0.5 15.0 14.4
Number of Traders in Each Category Total Traders: 107
13 15 11 16 7 5 19 25 24 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,298
Positions
37,461 29,313 6,301 17,936 2,593 2,385 14,995 25,121 6,310 3,096 16,995 99 14,715 14,181
Changes from: June 6, 2023 Total Change is: 2,711
-726 3,363 5,203 1,712 -4,854 2,354 -3,523 -781 -1,347 85 -838 99 -1,146 -488
Percent of Open Interest Represented by Each Category of Trader
36.3 28.4 6.1 17.4 2.5 2.3 14.5 24.3 6.1 3.0 16.5 0.1 14.2 13.7
Number of Traders in Each Category Total Traders: 94
12 14 8 15 7 5 15 24 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 50,035
Positions
14,260 35,406 781 23,127 3,884 2,002 4,020 5,944 100 0 0 0 5,745 1,918
Changes from: June 6, 2023 Total Change is: 8,266
1,824 6,870 781 398 84 60 1,434 339 0 0 0 0 3,769 132
Percent of Open Interest Represented by Each Category of Trader
28.5 70.8 1.6 46.2 7.8 4.0 8.0 11.9 0.2 0.0 0.0 0.0 11.5 3.8
Number of Traders in Each Category Total Traders: 37
6 4 . 17 4 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 31,995
Positions
803 2,892 11 241 0 0 13,741 8,238 3,726 0 5,062 507 12,966 11,559
Changes from: June 6, 2023 Total Change is: 1,021
350 415 11 -22 0 0 483 -2,587 2,387 -260 -122 157 -2,085 760
Percent of Open Interest Represented by Each Category of Trader
2.5 9.0 0.0 0.8 0.0 0.0 42.9 25.7 11.6 0.0 15.8 1.6 40.5 36.1
Number of Traders in Each Category Total Traders: 23
. . . . 0 0 6 7 7 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $50.00)
CFTC Code #13874+ Open Interest is 2,956,473
Positions
524,515 530,392 241,880 1,098,382 332,715 266,290 162,240 680,616 203,909 93,633 333,488 30,215 335,409 336,968
Changes from: June 6, 2023 Total Change is: 412,308
-40,637 48,913 171,524 47,020 -50,928 40,776 -8,027 -48,216 100,408 7,492 79,579 22,329 71,424 47,923
Percent of Open Interest Represented by Each Category of Trader
17.7 17.9 8.2 37.2 11.3 9.0 5.5 23.0 6.9 3.2 11.3 1.0 11.3 11.4
Number of Traders in Each Category Total Traders: 552
34 37 44 159 81 124 62 116 86 24 34 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,374
Positions
874 11,787 4,637 7,496 555 0 4,016 771 414 0 0 0 1,937 1,210
Changes from: June 6, 2023 Total Change is: 2,690
-224 -2,501 4,637 -2,184 0 0 -51 174 414 0 0 0 98 -34
Percent of Open Interest Represented by Each Category of Trader
4.5 60.8 23.9 38.7 2.9 0.0 20.7 4.0 2.1 0.0 0.0 0.0 10.0 6.2
Number of Traders in Each Category Total Traders: 28
. 11 . 5 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,491
Positions
6,703 18,927 4,214 15,651 4,855 0 1,546 1,059 735 0 0 0 3,642 2,701
Changes from: June 6, 2023 Total Change is: 6,110
187 4,693 4,211 -101 -3,306 0 116 -225 337 0 0 0 1,360 400
Percent of Open Interest Represented by Each Category of Trader
20.6 58.3 13.0 48.2 14.9 0.0 4.8 3.3 2.3 0.0 0.0 0.0 11.2 8.3
Number of Traders in Each Category Total Traders: 39
4 10 4 13 4 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,907,468
Positions
525,580 534,204 236,005 1,096,444 332,825 265,633 173,084 711,649 155,936 93,528 333,327 30,215 331,043 307,674
Changes from: June 6, 2023 Total Change is: 407,236
-40,536 48,992 171,242 46,652 -50,841 40,872 -8,787 -46,353 95,984 7,492 82,402 22,329 71,988 42,609
Percent of Open Interest Represented by Each Category of Trader
18.1 18.4 8.1 37.7 11.4 9.1 6.0 24.5 5.4 3.2 11.5 1.0 11.4 10.6
Number of Traders in Each Category Total Traders: 540
32 38 42 157 80 121 63 109 82 23 34 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 43,480
Positions
18,954 28,615 10,118 10,128 0 0 569 1,350 1,777 0 0 0 1,934 1,620
Changes from: June 6, 2023 Total Change is: 10,569
-139 -1,008 10,118 -1,000 0 0 -219 -318 1,687 0 0 0 122 90
Percent of Open Interest Represented by Each Category of Trader
43.6 65.8 23.3 23.3 0.0 0.0 1.3 3.1 4.1 0.0 0.0 0.0 4.4 3.7
Number of Traders in Each Category Total Traders: 27
6 7 7 6 0 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,479
Positions
13,969 10,902 6,745 1,624 7,017 190 984 712 0 0 0 0 3,967 1,913
Changes from: June 6, 2023 Total Change is: 9,610
212 373 6,745 -49 1,984 190 212 -43 0 0 0 0 2,300 361
Percent of Open Interest Represented by Each Category of Trader
50.8 39.7 24.5 5.9 25.5 0.7 3.6 2.6 0.0 0.0 0.0 0.0 14.4 7.0
Number of Traders in Each Category Total Traders: 24
7 6 4 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,888
Positions
6,739 10,957 827 3,947 0 0 0 805 268 0 0 0 2,107 1,031
Changes from: June 6, 2023 Total Change is: 1,554
260 -3 827 1 0 0 0 211 268 0 0 0 198 251
Percent of Open Interest Represented by Each Category of Trader
48.5 78.9 6.0 28.4 0.0 0.0 0.0 5.8 1.9 0.0 0.0 0.0 15.2 7.4
Number of Traders in Each Category Total Traders: 21
4 8 . 6 0 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,968
Positions
16,653 8,196 4,926 6,918 13,958 1,424 2,012 2,695 305 0 0 0 2,730 3,464
Changes from: June 6, 2023 Total Change is: 6,422
394 -590 4,926 -170 2,619 0 193 85 305 0 0 0 774 -923
Percent of Open Interest Represented by Each Category of Trader
47.6 23.4 14.1 19.8 39.9 4.1 5.8 7.7 0.9 0.0 0.0 0.0 7.8 9.9
Number of Traders in Each Category Total Traders: 31
7 6 5 6 . . 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 490,045
Positions
46,453 18,982 1,647 24,677 4,204 1,266 346,539 144,642 24,757 1,047 1,605 0 43,659 292,942
Changes from: June 6, 2023 Total Change is: 50,724
154 380 1,647 2,531 -2,024 192 33,432 7,206 18,406 1 -28,226 0 -5,639 53,143
Percent of Open Interest Represented by Each Category of Trader
9.5 3.9 0.3 5.0 0.9 0.3 70.7 29.5 5.1 0.2 0.3 0.0 8.9 59.8
Number of Traders in Each Category Total Traders: 34
. . . 11 . 7 6 9 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 349,467
Positions
112,311 104,195 151,678 0 38,000 0 12,282 7,082 39,053 27,035 0 2,250 4,858 7,209
Changes from: June 6, 2023 Total Change is: 4,317
-1,835 -6,699 4,717 0 0 0 -5,815 2,500 500 3,750 0 2,250 750 1,049
Percent of Open Interest Represented by Each Category of Trader
32.1 29.8 43.4 0.0 10.9 0.0 3.5 2.0 11.2 7.7 0.0 0.6 1.4 2.1
Number of Traders in Each Category Total Traders: 30
10 8 15 0 . 0 . . 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,638
Positions
3,780 3,615 1,354 24,583 22,770 2,120 620 2,257 309 0 986 0 6,872 6,227
Changes from: June 6, 2023 Total Change is: 860
-1,159 463 1,163 1,282 -864 -20 -897 1,182 11 0 -355 0 480 -720
Percent of Open Interest Represented by Each Category of Trader
9.5 9.1 3.4 62.0 57.4 5.3 1.6 5.7 0.8 0.0 2.5 0.0 17.3 15.7
Number of Traders in Each Category Total Traders: 64
4 7 5 31 13 11 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $20)
CFTC Code #20974+ Open Interest is 335,337
Positions
47,592 58,001 26,326 92,653 21,853 10,762 61,041 101,170 27,111 24,490 27,773 2,459 42,904 59,883
Changes from: June 6, 2023 Total Change is: 17,252
5,265 -9,823 16,333 -2,818 -1,203 3,403 -12,438 -10,458 2,932 2,144 11,711 1,688 743 2,670
Percent of Open Interest Represented by Each Category of Trader
14.2 17.3 7.9 27.6 6.5 3.2 18.2 30.2 8.1 7.3 8.3 0.7 12.8 17.9
Number of Traders in Each Category Total Traders: 323
23 28 27 77 30 49 43 62 48 17 38 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 322,087
Positions
48,578 58,364 24,542 92,267 21,853 10,759 59,597 103,639 19,716 25,143 27,301 1,588 39,897 54,325
Changes from: June 6, 2023 Total Change is: 15,351
5,322 -9,808 16,243 -2,916 -1,203 3,400 -14,570 -13,594 3,734 2,231 11,563 1,588 319 3,428
Percent of Open Interest Represented by Each Category of Trader
15.1 18.1 7.6 28.6 6.8 3.3 18.5 32.2 6.1 7.8 8.5 0.5 12.4 16.9
Number of Traders in Each Category Total Traders: 291
23 26 25 73 30 48 39 57 40 12 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 132,498
Positions
7,981 14,207 0 3,857 0 25 68,842 29,717 19,541 2,003 13,253 175 30,074 55,580
Changes from: June 6, 2023 Total Change is: 19,011
335 752 -2 984 0 25 -737 9,298 14,036 130 2,478 0 4,240 -7,576
Percent of Open Interest Represented by Each Category of Trader
6.0 10.7 0.0 2.9 0.0 0.0 52.0 22.4 14.7 1.5 10.0 0.1 22.7 41.9
Number of Traders in Each Category Total Traders: 50
. . 0 6 0 . 12 11 15 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 653,558
Positions
87,092 88,877 90,848 209,621 172,482 52,552 104,338 119,923 37,214 27,710 52,749 6,741 37,442 32,172
Changes from: June 6, 2023 Total Change is: 128,146
-8,659 -305 68,214 9,448 -6,482 9,598 1,719 7,008 28,165 1,796 8,874 6,399 11,466 6,675
Percent of Open Interest Represented by Each Category of Trader
13.3 13.6 13.9 32.1 26.4 8.0 16.0 18.3 5.7 4.2 8.1 1.0 5.7 4.9
Number of Traders in Each Category Total Traders: 362
29 25 21 92 64 55 48 74 50 12 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,245
Positions
5,735 7,396 2,238 6,878 6,309 0 195 488 556 1,155 0 0 5,488 5,258
Changes from: June 6, 2023 Total Change is: 6,973
28 -441 2,238 -377 242 0 195 -104 556 0 0 0 4,333 4,482
Percent of Open Interest Represented by Each Category of Trader
25.8 33.2 10.1 30.9 28.4 0.0 0.9 2.2 2.5 5.2 0.0 0.0 24.7 23.6
Number of Traders in Each Category Total Traders: 25
5 . . 7 6 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,959
Positions
0 3,407 0 9,716 0 18 722 5,068 0 919 4,379 0 4,584 3,087
Changes from: June 6, 2023 Total Change is: -4,086
-164 945 -78 977 0 0 -142 -1,280 -1,347 0 349 -2,154 -1,178 -521
Percent of Open Interest Represented by Each Category of Trader
0.0 21.3 0.0 60.9 0.0 0.1 4.5 31.8 0.0 5.8 27.4 0.0 28.7 19.3
Number of Traders in Each Category Total Traders: 28
0 4 0 13 0 . . 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 55,029
Positions
6,869 16,846 670 24,904 1,380 914 11,147 5,150 255 3,889 466 0 6,381 29,348
Changes from: June 6, 2023 Total Change is: -29,259
522 7,000 -16,549 1,348 9 -449 -4,624 -4,379 -2,430 -3,794 0 0 -3,283 -12,461
Percent of Open Interest Represented by Each Category of Trader
12.5 30.6 1.2 45.3 2.5 1.7 20.3 9.4 0.5 7.1 0.8 0.0 11.6 53.3
Number of Traders in Each Category Total Traders: 60
10 4 . 14 . 4 15 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 483,208
Positions
29,119 228,875 61,078 282,826 72,258 41,277 21,735 24,529 4,402 19,002 34,909 660 23,109 15,220
Changes from: June 6, 2023 Total Change is: 62,848
-3,433 -11,353 57,213 -6,203 -2,972 855 8 4,703 3,076 46 4,076 40 11,246 7,210
Percent of Open Interest Represented by Each Category of Trader
6.0 47.4 12.6 58.5 15.0 8.5 4.5 5.1 0.9 3.9 7.2 0.1 4.8 3.1
Number of Traders in Each Category Total Traders: 198
11 17 11 80 40 36 22 16 16 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,376,213
Positions
97,029 501,848 202,803 694,237 286,690 130,407 78,348 101,959 10,076 70,417 69,503 17,546 75,350 55,381
Changes from: June 6, 2023 Total Change is: 260,622
36 -10,748 191,838 2,382 -16,962 3,129 2,869 15,923 3,257 -181 18,832 15,711 41,581 39,642
Percent of Open Interest Represented by Each Category of Trader
7.1 36.5 14.7 50.4 20.8 9.5 5.7 7.4 0.7 5.1 5.1 1.3 5.5 4.0
Number of Traders in Each Category Total Traders: 412
29 19 21 153 70 86 54 42 35 33 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 206,126
Positions
19,774 130,337 45,511 37,416 0 1,923 79,096 4,314 16,035 5,471 7,326 580 320 100
Changes from: June 6, 2023 Total Change is: -1,988
-1,306 -2,894 1,525 3 0 0 17 0 -2,679 30 1,648 440 -18 -28
Percent of Open Interest Represented by Each Category of Trader
9.6 63.2 22.1 18.2 0.0 0.9 38.4 2.1 7.8 2.7 3.6 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 95
10 23 15 15 0 . 33 . 9 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 45,540
Positions
11,050 31,231 4,181 610 0 0 28,829 9,248 870 0 0 0 0 10
Changes from: June 6, 2023 Total Change is: 3,404
2,531 1,230 1,061 0 0 0 -719 572 531 0 0 0 0 10
Percent of Open Interest Represented by Each Category of Trader
24.3 68.6 9.2 1.3 0.0 0.0 63.3 20.3 1.9 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 11 7 . 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,236,784
Positions
25,787 147,104 896 692,442 320,627 181,984 55,436 344,048 32,333 68,501 69,556 0 179,405 140,236
Changes from: June 6, 2023 Total Change is: -12,456
583 1,118 -597 2,422 -12,232 -1,513 -8,144 8,038 -12,694 3,187 -771 0 4,300 6,195
Percent of Open Interest Represented by Each Category of Trader
2.1 11.9 0.1 56.0 25.9 14.7 4.5 27.8 2.6 5.5 5.6 0.0 14.5 11.3
Number of Traders in Each Category Total Traders: 177
5 15 . 63 32 62 24 24 19 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,461,435
Positions
8,334 78,623 1,733 846,299 271,512 272,779 99,204 677,626 16,510 49,780 28,123 0 166,796 114,529
Changes from: June 6, 2023 Total Change is: -1,630
715 2,904 45 -3,960 7,251 -2,355 3,204 -7,170 -1,913 2,363 1,044 0 271 -1,436
Percent of Open Interest Represented by Each Category of Trader
0.6 5.4 0.1 57.9 18.6 18.7 6.8 46.4 1.1 3.4 1.9 0.0 11.4 7.8
Number of Traders in Each Category Total Traders: 166
. 8 . 79 22 57 17 23 15 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,373,300
Positions
108,871 276,330 14,448 1,621,652 437,295 279,596 772,441 2,001,864 33,989 283,976 158,393 16,936 241,391 154,449
Changes from: June 6, 2023 Total Change is: 22,023
15,731 20,387 -3,505 106,655 -13,484 -27,299 24,444 40,946 -8,029 -89,714 1,179 2,664 1,076 9,164
Percent of Open Interest Represented by Each Category of Trader
3.2 8.2 0.4 48.1 13.0 8.3 22.9 59.3 1.0 8.4 4.7 0.5 7.2 4.6
Number of Traders in Each Category Total Traders: 393
30 28 10 145 38 90 42 57 29 39 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,619,668
Positions
163,983 342,141 22,491 2,341,479 1,230,029 734,566 319,100 1,664,783 125,930 490,733 156,657 3,829 417,557 339,242
Changes from: June 6, 2023 Total Change is: 40,736
-2,145 43,773 1,835 -23,833 46,437 -2,736 29,864 -39,738 -2,604 19,024 -9,529 1,724 19,607 1,574
Percent of Open Interest Represented by Each Category of Trader
3.5 7.4 0.5 50.7 26.6 15.9 6.9 36.0 2.7 10.6 3.4 0.1 9.0 7.3
Number of Traders in Each Category Total Traders: 417
27 24 15 122 68 99 54 69 49 39 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,675,555
Positions
64,940 73,151 2,386 799,858 621,174 249,581 178,871 413,162 9,887 175,586 43,472 830 193,616 261,912
Changes from: June 6, 2023 Total Change is: 14,330
-10,220 -3,949 -205 8,427 6,397 6,033 8,419 20,021 -7,928 2,859 -5,791 -4,849 11,794 4,601
Percent of Open Interest Represented by Each Category of Trader
3.9 4.4 0.1 47.7 37.1 14.9 10.7 24.7 0.6 10.5 2.6 0.0 11.6 15.6
Number of Traders in Each Category Total Traders: 165
6 14 . 46 53 59 12 17 13 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,917,172
Positions
74,899 577,211 23,501 2,501,727 870,034 656,470 713,719 2,264,092 57,711 534,946 127,417 1,423 352,776 339,313
Changes from: June 6, 2023 Total Change is: 67,158
12,179 -17,439 -173 40,616 45,497 17,976 8,492 41,738 -12,156 5,673 219 957 -6,406 -9,461
Percent of Open Interest Represented by Each Category of Trader
1.5 11.7 0.5 50.9 17.7 13.4 14.5 46.0 1.2 10.9 2.6 0.0 7.2 6.9
Number of Traders in Each Category Total Traders: 384
19 38 11 134 38 95 42 67 35 33 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,556,681
Positions
491,293 227,402 416,326 10,371 28,229 23,916 144,670 379,829 424,566 7,708 7,208 4,608 33,223 44,597
Changes from: June 6, 2023 Total Change is: 74,312
14,759 42,628 -5,594 -2,740 1,755 1,675 -33,093 -70,618 92,955 4,895 6,888 2,633 -1,178 1,990
Percent of Open Interest Represented by Each Category of Trader
31.6 14.6 26.7 0.7 1.8 1.5 9.3 24.4 27.3 0.5 0.5 0.3 2.1 2.9
Number of Traders in Each Category Total Traders: 153
35 32 57 4 6 . 35 30 55 4 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 4,836
Positions
1,231 794 1,016 0 7 381 545 670 1,621 0 69 5 37 273
Changes from: June 6, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.5 16.4 21.0 0.0 0.1 7.9 11.3 13.9 33.5 0.0 1.4 0.1 0.8 5.6
Number of Traders in Each Category Total Traders: 21
. 4 . 0 . . 5 7 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is 511,711
Positions
262,652 323,951 20,817 49,478 0 3,810 110,688 92,211 12,115 6,291 1,187 0 45,860 57,620
Changes from: June 6, 2023 Total Change is: -15,672
3,110 1,191 438 -5,799 0 3,469 -12,511 -16,333 -1,019 1,455 -304 0 -4,815 -3,114
Percent of Open Interest Represented by Each Category of Trader
51.3 63.3 4.1 9.7 0.0 0.7 21.6 18.0 2.4 1.2 0.2 0.0 9.0 11.3
Number of Traders in Each Category Total Traders: 69
14 18 4 . 0 . 17 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is10,058,727
Positions
2,634,898 2,648,312 1,994,262 304,061 546,601 542,657 1,589,530 994,968 2,813,351 61,234 377,003 81,317 37,417 60,256
Changes from: June 6, 2023 Total Change is: 194,226
-226,584 -134,754 169,119 -5,764 1,874 7,874 120,876 -61,337 126,164 1,410 77,125 5,568 -4,437 2,593
Percent of Open Interest Represented by Each Category of Trader
26.2 26.3 19.8 3.0 5.4 5.4 15.8 9.9 28.0 0.6 3.7 0.8 0.4 0.6
Number of Traders in Each Category Total Traders: 845
58 107 132 33 67 65 101 185 166 79 149 105
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,000,388
Positions
330,355 286,740 232,558 15,388 13,794 26,315 187,407 201,239 206,276 1,209 32,289 276 604 901
Changes from: June 6, 2023 Total Change is: 81,598
65,436 -536 20,744 6,479 1,369 -2,242 -38,797 25,374 30,188 -84 6,778 -196 70 119
Percent of Open Interest Represented by Each Category of Trader
33.0 28.7 23.2 1.5 1.4 2.6 18.7 20.1 20.6 0.1 3.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 184
34 48 56 . 8 . 31 45 46 7 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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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5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 20,966
Positions
5,750 0 0 83 542 0 2,671 13,786 2,362 10,100 4,244 0 0 32
Changes from: June 6, 2023 Total Change is: 1,141
2,550 0 0 0 0 0 -1,283 -1,223 2,354 -2,480 0 0 0 10
Percent of Open Interest Represented by Each Category of Trader
27.4 0.0 0.0 0.4 2.6 0.0 12.7 65.8 11.3 48.2 20.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 . 8 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
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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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,251
Positions
584 2,166 174 6,045 327 665 1,859 7,634 1,008 1,718 523 30 1,168 724
Changes from: June 6, 2023 Total Change is: 225
17 -39 11 -153 -41 108 -538 9 189 592 6 3 -4 -21
Percent of Open Interest Represented by Each Category of Trader
4.4 16.3 1.3 45.6 2.5 5.0 14.0 57.6 7.6 13.0 3.9 0.2 8.8 5.5
Number of Traders in Each Category Total Traders: 102
6 6 4 4 4 . 19 44 16 10 8 .
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
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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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 7,915
Positions
225 1,103 1 354 912 31 2,279 3,300 505 2,015 845 56 2,449 1,162
Changes from: June 6, 2023 Total Change is: 315
-72 60 1 29 110 31 -13 78 123 250 -153 -16 -18 81
Percent of Open Interest Represented by Each Category of Trader
2.8 13.9 0.0 4.5 11.5 0.4 28.8 41.7 6.4 25.5 10.7 0.7 30.9 14.7
Number of Traders in Each Category Total Traders: 87
. . . 4 5 . 11 12 . 36 15 .
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
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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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,211
Positions
205 192 9 603 31 55 867 2,116 67 807 167 0 598 574
Changes from: June 6, 2023 Total Change is: -913
-59 -13 9 -138 0 48 -632 -1,068 14 -44 -3 0 -111 100
Percent of Open Interest Represented by Each Category of Trader
6.4 6.0 0.3 18.8 1.0 1.7 27.0 65.9 2.1 25.1 5.2 0.0 18.6 17.9
Number of Traders in Each Category Total Traders: 59
. 6 . 6 . . 9 26 7 5 . 0
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
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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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,794
Positions
236 3,156 0 2,447 100 0 2,193 6,052 2,171 7,851 3,906 140 756 269
Changes from: June 6, 2023 Total Change is: 757
236 1,890 0 0 100 0 901 -707 200 -607 -734 0 27 8
Percent of Open Interest Represented by Each Category of Trader
1.5 20.0 0.0 15.5 0.6 0.0 13.9 38.3 13.7 49.7 24.7 0.9 4.8 1.7
Number of Traders in Each Category Total Traders: 87
. . 0 . . 0 11 6 . 48 18 .
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 32,050
Positions
0 11,163 0 10,174 962 777 10,282 12,830 2,068 3,390 1,575 146 5,213 2,529
Changes from: June 6, 2023 Total Change is: -1,880
0 0 0 -1,118 -211 -13 -1,095 -1,270 737 24 -968 70 -485 -225
Percent of Open Interest Represented by Each Category of Trader
0.0 34.8 0.0 31.7 3.0 2.4 32.1 40.0 6.5 10.6 4.9 0.5 16.3 7.9
Number of Traders in Each Category Total Traders: 94
0 . 0 13 5 . 26 14 10 20 11 4
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 453,169
Positions
53,059 29,872 23,617 112,889 101,428 47,510 82,895 122,468 72,404 11,977 6,610 18,000 30,818 31,260
Changes from: June 6, 2023 Total Change is: 35,543
5,295 1,463 4,421 4,921 6,230 -2,736 10,936 18,558 4,143 3,248 -423 5,596 -281 -1,709
Percent of Open Interest Represented by Each Category of Trader
11.7 6.6 5.2 24.9 22.4 10.5 18.3 27.0 16.0 2.6 1.5 4.0 6.8 6.9
Number of Traders in Each Category Total Traders: 217
13 11 18 32 29 27 48 44 48 18 11 20
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Traders in Financial Futures - Futures Only Positions as of June 13, 2023
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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 60,324
Positions
41,603 42,597 0 4,571 5,246 902 9,373 9,280 703 1,481 167 0 1,691 1,429
Changes from: June 6, 2023 Total Change is: 1,971
0 -102 0 -5 116 -46 -4 -3 635 -4 2 0 1,395 1,369
Percent of Open Interest Represented by Each Category of Trader
69.0 70.6 0.0 7.6 8.7 1.5 15.5 15.4 1.2 2.5 0.3 0.0 2.8 2.4
Number of Traders in Each Category Total Traders: 35
4 . 0 8 5 . 8 4 . . . 0
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Updated June 16, 2023