Traders in Financial Futures - Futures Only Positions as of June 27, 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 167,798
Positions
28,620 38,476 9 59,314 42,878 4,528 27,646 57,520 1,000 4,825 1,112 68 41,788 22,207
Changes from: June 20, 2023 Total Change is: -16,308
-19,285 27,768 -24,603 18,619 -5,712 385 6,870 -10,808 -1,522 -160 -408 0 3,388 -1,408
Percent of Open Interest Represented by Each Category of Trader
17.1 22.9 0.0 35.3 25.6 2.7 16.5 34.3 0.6 2.9 0.7 0.0 24.9 13.2
Number of Traders in Each Category Total Traders: 102
4 8 . 21 16 9 22 25 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 37,379
Positions
12,976 2,701 0 3,065 12,213 479 6,011 6,829 167 1,763 0 0 12,918 14,990
Changes from: June 20, 2023 Total Change is: 1,251
2,406 -134 0 251 -963 208 -2,288 -461 166 -240 0 0 748 2,435
Percent of Open Interest Represented by Each Category of Trader
34.7 7.2 0.0 8.2 32.7 1.3 16.1 18.3 0.4 4.7 0.0 0.0 34.6 40.1
Number of Traders in Each Category Total Traders: 44
5 . 0 6 8 . 9 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 229,970
Positions
2,614 69,119 2,656 85,089 64,427 6,233 76,413 43,612 17,403 1,430 3,195 0 38,132 23,325
Changes from: June 20, 2023 Total Change is: 3,465
132 6,372 226 4,504 -3,737 26 -619 3,694 -1,999 -100 0 0 1,295 -1,117
Percent of Open Interest Represented by Each Category of Trader
1.1 30.1 1.2 37.0 28.0 2.7 33.2 19.0 7.6 0.6 1.4 0.0 16.6 10.1
Number of Traders in Each Category Total Traders: 136
. 12 . 22 26 11 41 25 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 251,524
Positions
102,223 7,282 323 69,585 109,028 4,432 35,107 83,128 4,101 6,490 4,471 15 29,248 38,744
Changes from: June 20, 2023 Total Change is: 12,968
1,997 -2,485 11 1,913 7,901 488 6,183 5,486 725 386 697 0 1,265 145
Percent of Open Interest Represented by Each Category of Trader
40.6 2.9 0.1 27.7 43.3 1.8 14.0 33.0 1.6 2.6 1.8 0.0 11.6 15.4
Number of Traders in Each Category Total Traders: 144
12 7 . 23 28 15 27 36 12 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 732,123
Positions
18,698 501,350 1,405 474,306 78,536 20,738 70,527 56,288 15,004 32,438 8,027 5,382 93,625 45,393
Changes from: June 20, 2023 Total Change is: -856
-447 5,234 14 -1,987 -3,748 -506 4,075 -3,832 309 -2,945 1,200 -168 799 641
Percent of Open Interest Represented by Each Category of Trader
2.6 68.5 0.2 64.8 10.7 2.8 9.6 7.7 2.0 4.4 1.1 0.7 12.8 6.2
Number of Traders in Each Category Total Traders: 293
15 14 5 119 26 42 50 39 27 21 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 28,324
Positions
0 12,088 0 14,657 4,664 2,673 0 4,402 0 0 0 0 10,994 4,497
Changes from: June 20, 2023 Total Change is: 606
0 3 0 505 349 135 0 1,215 0 0 0 0 -34 -1,096
Percent of Open Interest Represented by Each Category of Trader
0.0 42.7 0.0 51.7 16.5 9.4 0.0 15.5 0.0 0.0 0.0 0.0 38.8 15.9
Number of Traders in Each Category Total Traders: 28
0 . 0 16 4 7 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 136,335
Positions
37,481 4,784 47 43,837 79,532 2,999 26,357 25,965 1,781 2,004 0 0 21,829 21,227
Changes from: June 20, 2023 Total Change is: -13,563
-6,998 1,638 -2 -6,121 -1,237 68 -750 -12,173 -270 125 0 0 385 -1,587
Percent of Open Interest Represented by Each Category of Trader
27.5 3.5 0.0 32.2 58.3 2.2 19.3 19.0 1.3 1.5 0.0 0.0 16.0 15.6
Number of Traders in Each Category Total Traders: 79
7 . . 17 13 10 17 20 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 226,033
Positions
1,989 70,826 261 135,643 7,035 858 75,260 34,404 410 3,244 107,421 0 8,368 4,818
Changes from: June 20, 2023 Total Change is: 1,136
-118 1,780 -5 2,029 -439 61 -488 5 -343 -106 199 0 106 -122
Percent of Open Interest Represented by Each Category of Trader
0.9 31.3 0.1 60.0 3.1 0.4 33.3 15.2 0.2 1.4 47.5 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 167
. 6 . 28 8 5 69 28 5 11 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 62,008
Positions
1,132 30,281 8,341 23,984 2,276 278 18,884 7,274 1,236 3,259 3,730 0 4,894 8,592
Changes from: June 20, 2023 Total Change is: 9,017
-92 -101 8,132 179 255 274 341 -1,199 1,094 -180 79 0 -731 483
Percent of Open Interest Represented by Each Category of Trader
1.8 48.8 13.5 38.7 3.7 0.4 30.5 11.7 2.0 5.3 6.0 0.0 7.9 13.9
Number of Traders in Each Category Total Traders: 83
. 5 . 16 8 . 30 5 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 34,362
Positions
12,344 3,892 21 6,469 14,547 555 11,448 11,303 50 182 315 0 3,293 3,679
Changes from: June 20, 2023 Total Change is: 1,961
-815 3,892 -3 578 -3,450 -18 1,985 2,552 -115 -150 0 0 499 -897
Percent of Open Interest Represented by Each Category of Trader
35.9 11.3 0.1 18.8 42.3 1.6 33.3 32.9 0.1 0.5 0.9 0.0 9.6 10.7
Number of Traders in Each Category Total Traders: 75
8 4 . 11 14 5 19 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 28,910
Positions
21,814 224 16 355 13,291 0 5,516 13,459 0 233 331 0 976 1,589
Changes from: June 20, 2023 Total Change is: -1,215
-132 224 -7 1 -3,149 0 -1,056 1,711 -140 0 56 0 119 90
Percent of Open Interest Represented by Each Category of Trader
75.5 0.8 0.1 1.2 46.0 0.0 19.1 46.6 0.0 0.8 1.1 0.0 3.4 5.5
Number of Traders in Each Category Total Traders: 34
. . . . 6 0 5 14 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 92,561
Positions
40,967 27,573 554 18,155 13,064 503 17,245 19,638 453 2,452 17,318 0 12,232 13,458
Changes from: June 20, 2023 Total Change is: 4,650
6,507 614 -42 -595 6,777 -452 -495 -1,939 -660 868 201 0 -481 151
Percent of Open Interest Represented by Each Category of Trader
44.3 29.8 0.6 19.6 14.1 0.5 18.6 21.2 0.5 2.6 18.7 0.0 13.2 14.5
Number of Traders in Each Category Total Traders: 88
14 10 4 12 12 . 16 18 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 92,561
Positions
40,967 27,573 554 18,155 13,064 503 17,245 19,638 453 2,452 17,318 0 12,232 13,458
Changes from: June 20, 2023 Total Change is: 4,650
6,507 614 -42 -595 6,777 -452 -495 -1,939 -660 868 201 0 -481 151
Percent of Open Interest Represented by Each Category of Trader
44.3 29.8 0.6 19.6 14.1 0.5 18.6 21.2 0.5 2.6 18.7 0.0 13.2 14.5
Number of Traders in Each Category Total Traders: 88
14 10 4 12 12 . 16 18 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 37,118
Positions
6,339 22,275 0 23,981 3,552 2,162 2,923 7,595 0 0 0 0 1,713 1,534
Changes from: June 20, 2023 Total Change is: 280
-363 -701 0 919 117 65 -235 905 0 0 0 0 -106 -106
Percent of Open Interest Represented by Each Category of Trader
17.1 60.0 0.0 64.6 9.6 5.8 7.9 20.5 0.0 0.0 0.0 0.0 4.6 4.1
Number of Traders in Each Category Total Traders: 39
6 4 0 19 4 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 2,200,098
Positions
323,107 636,821 35,117 1,094,188 338,804 224,860 137,504 449,188 35,732 100,008 228,996 5,866 243,716 244,715
Changes from: June 20, 2023 Total Change is: -33,809
-22,162 72,830 -162 -25,400 19,323 -7,829 10,182 -57,086 2,512 12,230 -49,199 745 -3,926 -14,942
Percent of Open Interest Represented by Each Category of Trader
14.7 28.9 1.6 49.7 15.4 10.2 6.2 20.4 1.6 4.5 10.4 0.3 11.1 11.1
Number of Traders in Each Category Total Traders: 548
30 42 17 167 76 108 73 101 56 27 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 16,038
Positions
492 13,932 0 9,528 873 0 3,669 340 0 0 0 0 2,349 893
Changes from: June 20, 2023 Total Change is: 1,977
287 2,026 0 2,043 0 0 -592 340 0 0 0 0 239 -389
Percent of Open Interest Represented by Each Category of Trader
3.1 86.9 0.0 59.4 5.4 0.0 22.9 2.1 0.0 0.0 0.0 0.0 14.6 5.6
Number of Traders in Each Category Total Traders: 24
. 8 0 6 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 25,360
Positions
5,531 13,456 0 16,476 9,346 0 1,210 1,048 0 0 0 0 2,143 1,510
Changes from: June 20, 2023 Total Change is: 1,655
2,308 -1,447 0 -683 3,244 0 -259 -85 0 0 0 0 289 -57
Percent of Open Interest Represented by Each Category of Trader
21.8 53.1 0.0 65.0 36.9 0.0 4.8 4.1 0.0 0.0 0.0 0.0 8.5 6.0
Number of Traders in Each Category Total Traders: 31
4 5 0 11 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 2,187,114
Positions
323,107 636,229 35,117 1,092,669 338,708 224,329 136,200 451,823 31,457 99,639 228,252 5,866 238,730 235,333
Changes from: June 20, 2023 Total Change is: -36,701
-22,162 72,396 -28 -25,230 19,339 -7,661 9,978 -54,822 115 11,966 -49,516 745 -4,424 -17,269
Percent of Open Interest Represented by Each Category of Trader
14.8 29.1 1.6 50.0 15.5 10.3 6.2 20.7 1.4 4.6 10.4 0.3 10.9 10.8
Number of Traders in Each Category Total Traders: 539
30 41 17 165 75 105 71 100 53 25 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 33,400
Positions
18,794 28,741 0 12,285 0 0 764 2,681 0 0 0 0 1,557 1,978
Changes from: June 20, 2023 Total Change is: 879
144 869 0 657 0 0 -44 -292 0 0 0 0 122 302
Percent of Open Interest Represented by Each Category of Trader
56.3 86.1 0.0 36.8 0.0 0.0 2.3 8.0 0.0 0.0 0.0 0.0 4.7 5.9
Number of Traders in Each Category Total Traders: 23
4 7 0 5 0 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 25,477
Positions
14,194 7,078 0 7,537 12,516 1,420 764 3,020 43 0 0 0 1,519 1,400
Changes from: June 20, 2023 Total Change is: 311
-60 1,715 0 576 -1,429 -4 -25 200 -1 0 0 0 -175 -170
Percent of Open Interest Represented by Each Category of Trader
55.7 27.8 0.0 29.6 49.1 5.6 3.0 11.9 0.2 0.0 0.0 0.0 6.0 5.5
Number of Traders in Each Category Total Traders: 30
4 7 0 8 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 129,843
Positions
0 5,919 0 18,066 3,835 2,437 45,306 5,911 10,480 3,692 7,439 0 49,862 93,822
Changes from: June 20, 2023 Total Change is: 28,920
-1,339 2,999 0 -2,685 -1,154 -691 17,704 -6,983 8,310 2,640 3,172 0 4,981 23,267
Percent of Open Interest Represented by Each Category of Trader
0.0 4.6 0.0 13.9 3.0 1.9 34.9 4.6 8.1 2.8 5.7 0.0 38.4 72.3
Number of Traders in Each Category Total Traders: 29
0 . 0 10 . 6 9 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 339,837
Positions
116,067 117,245 131,418 0 38,000 0 24,634 6,332 39,825 23,285 0 0 4,608 7,017
Changes from: June 20, 2023 Total Change is: 7,756
2,756 -500 4,000 0 0 0 2,250 750 4,750 -4,750 0 -1,250 0 6
Percent of Open Interest Represented by Each Category of Trader
34.2 34.5 38.7 0.0 11.2 0.0 7.2 1.9 11.7 6.9 0.0 0.0 1.4 2.1
Number of Traders in Each Category Total Traders: 29
8 9 16 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 38,435
Positions
3,681 6,746 118 23,722 21,828 2,070 663 1,409 244 0 0 0 7,937 6,020
Changes from: June 20, 2023 Total Change is: -299
-213 361 0 -1,114 218 58 79 -957 -4 0 0 0 895 25
Percent of Open Interest Represented by Each Category of Trader
9.6 17.6 0.3 61.7 56.8 5.4 1.7 3.7 0.6 0.0 0.0 0.0 20.7 15.7
Number of Traders in Each Category Total Traders: 56
. 6 . 30 12 10 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 265,818
Positions
40,739 72,336 2,833 90,580 25,455 7,564 50,148 75,344 12,932 16,297 18,486 264 44,461 50,604
Changes from: June 20, 2023 Total Change is: 10,779
3,694 -1,539 1,448 -2,554 -361 1,056 -3,838 5,351 5,697 3,211 -561 125 1,940 -437
Percent of Open Interest Represented by Each Category of Trader
15.3 27.2 1.1 34.1 9.6 2.8 18.9 28.3 4.9 6.1 7.0 0.1 16.7 19.0
Number of Traders in Each Category Total Traders: 316
19 31 11 73 32 37 47 61 28 16 36 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 256,666
Positions
40,690 72,091 2,833 90,214 25,455 7,560 51,929 77,563 6,595 16,340 18,193 26 40,479 46,350
Changes from: June 20, 2023 Total Change is: 9,075
3,781 -1,427 1,448 -2,529 -361 1,055 -2,068 6,179 3,021 3,230 -727 19 1,118 -132
Percent of Open Interest Represented by Each Category of Trader
15.9 28.1 1.1 35.1 9.9 2.9 20.2 30.2 2.6 6.4 7.1 0.0 15.8 18.1
Number of Traders in Each Category Total Traders: 291
18 28 11 70 32 37 41 59 20 13 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 91,515
Positions
492 2,445 0 3,660 0 36 44,776 40,396 786 1,894 5,260 50 39,821 42,542
Changes from: June 20, 2023 Total Change is: 17,037
-866 -1,123 0 -253 0 12 9,330 18,748 -274 821 2,675 50 8,217 -3,051
Percent of Open Interest Represented by Each Category of Trader
0.5 2.7 0.0 4.0 0.0 0.0 48.9 44.1 0.9 2.1 5.7 0.1 43.5 46.5
Number of Traders in Each Category Total Traders: 38
. . 0 5 0 . 13 6 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 520,213
Positions
111,592 104,931 8,055 193,534 187,619 38,317 102,576 110,677 8,882 32,294 40,747 167 24,796 20,818
Changes from: June 20, 2023 Total Change is: -10,470
14,651 -3,746 -3,125 -22,984 5,022 -6,313 2,853 -2,610 3,934 -143 -2,026 -41 698 -1,565
Percent of Open Interest Represented by Each Category of Trader
21.5 20.2 1.5 37.2 36.1 7.4 19.7 21.3 1.7 6.2 7.8 0.0 4.8 4.0
Number of Traders in Each Category Total Traders: 350
26 21 8 93 66 46 56 62 26 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 13,507
Positions
3,281 6,055 0 7,393 6,277 0 525 442 0 1,594 0 0 714 733
Changes from: June 20, 2023 Total Change is: 334
34 212 0 65 8 0 0 0 0 439 0 0 -204 114
Percent of Open Interest Represented by Each Category of Trader
24.3 44.8 0.0 54.7 46.5 0.0 3.9 3.3 0.0 11.8 0.0 0.0 5.3 5.4
Number of Traders in Each Category Total Traders: 24
. 4 0 8 6 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 15,668
Positions
0 4,772 0 9,887 0 13 650 3,690 0 919 4,678 0 4,199 2,515
Changes from: June 20, 2023 Total Change is: -1,119
0 424 0 -726 -250 -1 -272 -987 0 0 -138 0 -120 -167
Percent of Open Interest Represented by Each Category of Trader
0.0 30.5 0.0 63.1 0.0 0.1 4.1 23.6 0.0 5.9 29.9 0.0 26.8 16.1
Number of Traders in Each Category Total Traders: 28
0 4 0 12 0 . . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 53,324
Positions
6,248 15,909 643 24,209 1,521 787 9,624 3,224 76 4,484 466 0 7,253 30,698
Changes from: June 20, 2023 Total Change is: -1,972
-1,122 278 -7 -233 161 -149 -745 -784 76 -458 0 0 666 -1,547
Percent of Open Interest Represented by Each Category of Trader
11.7 29.8 1.2 45.4 2.9 1.5 18.0 6.0 0.1 8.4 0.9 0.0 13.6 57.6
Number of Traders in Each Category Total Traders: 55
8 4 . 13 . 5 14 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 408,199
Positions
30,749 239,954 4,255 277,822 72,239 39,666 24,674 17,320 2,243 17,833 23,045 232 10,725 9,245
Changes from: June 20, 2023 Total Change is: -2,875
742 -5,894 30 -838 2,152 -2,718 2,696 -1,377 -2 -1,772 650 0 -1,013 4,284
Percent of Open Interest Represented by Each Category of Trader
7.5 58.8 1.0 68.1 17.7 9.7 6.0 4.2 0.5 4.4 5.6 0.1 2.6 2.3
Number of Traders in Each Category Total Traders: 192
13 13 5 79 40 31 19 16 8 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,112,921
Positions
88,948 574,352 10,176 709,188 275,059 108,291 84,540 99,521 5,732 73,557 25,269 1,041 31,448 13,480
Changes from: June 20, 2023 Total Change is: -29,812
3,394 435 -6,310 -10,714 420 -5,586 -5,900 4,977 -1,515 -334 -22,781 15 -2,862 533
Percent of Open Interest Represented by Each Category of Trader
8.0 51.6 0.9 63.7 24.7 9.7 7.6 8.9 0.5 6.6 2.3 0.1 2.8 1.2
Number of Traders in Each Category Total Traders: 418
30 18 12 164 67 79 48 47 22 32 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 202,476
Positions
14,113 128,094 45,879 37,457 0 1,923 81,568 5,240 15,563 5,501 5,520 140 332 117
Changes from: June 20, 2023 Total Change is: -148
-1,879 1,894 -822 -19 0 0 3,039 1,026 -66 30 -1,756 -440 9 16
Percent of Open Interest Represented by Each Category of Trader
7.0 63.3 22.7 18.5 0.0 0.9 40.3 2.6 7.7 2.7 2.7 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 96
9 25 16 15 0 . 34 . 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,229,154
Positions
24,519 171,565 26 699,623 295,874 181,801 46,365 353,995 29,108 71,851 63,173 0 175,861 133,612
Changes from: June 20, 2023 Total Change is: -4,205
-2,748 15,918 -785 13,658 -12,070 -6,065 -6,742 17,529 -1,960 3,493 -7,275 0 -3,056 -9,497
Percent of Open Interest Represented by Each Category of Trader
2.0 14.0 0.0 56.9 24.1 14.8 3.8 28.8 2.4 5.8 5.1 0.0 14.3 10.9
Number of Traders in Each Category Total Traders: 180
4 18 . 65 29 60 19 33 17 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,484,220
Positions
9,151 85,674 1,249 863,064 271,747 276,191 93,913 696,012 14,787 50,663 29,886 0 175,202 108,674
Changes from: June 20, 2023 Total Change is: 12,003
148 5,880 -401 4,772 -2,362 5,712 -2,609 5,058 268 1,308 191 0 2,805 -2,343
Percent of Open Interest Represented by Each Category of Trader
0.6 5.8 0.1 58.1 18.3 18.6 6.3 46.9 1.0 3.4 2.0 0.0 11.8 7.3
Number of Traders in Each Category Total Traders: 166
. 8 . 78 25 59 14 23 13 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 3,637,264
Positions
122,194 302,222 21,036 1,730,900 505,857 294,491 818,304 2,111,130 35,326 348,102 187,550 20,983 245,928 158,669
Changes from: June 20, 2023 Total Change is: 133,384
-1,098 14,257 4,171 56,691 32,401 14,861 16,560 33,274 13,983 25,965 17,756 450 1,801 2,231
Percent of Open Interest Represented by Each Category of Trader
3.4 8.3 0.6 47.6 13.9 8.1 22.5 58.0 1.0 9.6 5.2 0.6 6.8 4.4
Number of Traders in Each Category Total Traders: 423
33 33 13 158 38 95 51 59 33 38 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 4,663,919
Positions
171,675 292,511 34,381 2,521,863 1,231,408 624,164 319,350 1,769,626 117,353 448,705 243,642 4,321 422,107 346,513
Changes from: June 20, 2023 Total Change is: 22,152
11,226 -96,448 7,833 28,440 34,130 1,866 -12,104 39,353 10,887 -32,494 24,673 207 6,291 -349
Percent of Open Interest Represented by Each Category of Trader
3.7 6.3 0.7 54.1 26.4 13.4 6.8 37.9 2.5 9.6 5.2 0.1 9.1 7.4
Number of Traders in Each Category Total Traders: 407
22 22 11 122 64 100 55 74 43 32 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,705,170
Positions
61,042 74,137 713 826,747 651,782 250,417 178,635 423,028 8,915 178,403 53,212 875 199,423 242,091
Changes from: June 20, 2023 Total Change is: 3,962
2,412 -13,689 43 10,562 34,682 -13,289 -241 10,204 -783 -2,534 2,352 0 7,792 -15,558
Percent of Open Interest Represented by Each Category of Trader
3.6 4.3 0.0 48.5 38.2 14.7 10.5 24.8 0.5 10.5 3.1 0.1 11.7 14.2
Number of Traders in Each Category Total Traders: 170
5 12 . 48 57 58 11 20 11 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 5,022,642
Positions
59,537 623,947 30,342 2,503,440 934,416 669,027 756,920 2,208,996 66,874 580,752 157,119 1,229 354,521 330,692
Changes from: June 20, 2023 Total Change is: 73,972
-4,039 27,348 6,554 47,049 -1,635 -6,236 5,880 46,095 5,734 28,319 1,575 -244 -9,045 -5,219
Percent of Open Interest Represented by Each Category of Trader
1.2 12.4 0.6 49.8 18.6 13.3 15.1 44.0 1.3 11.6 3.1 0.0 7.1 6.6
Number of Traders in Each Category Total Traders: 387
14 37 11 139 40 98 46 68 28 31 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,746,984
Positions
510,162 262,727 474,429 14,661 31,765 32,760 236,751 424,075 433,686 8,302 37,184 2,305 33,928 48,053
Changes from: June 20, 2023 Total Change is: 53,843
6,399 2,602 4,766 3,983 -7,437 7,398 26,552 23,858 18,638 0 17,751 -2,453 -11,440 -11,280
Percent of Open Interest Represented by Each Category of Trader
29.2 15.0 27.2 0.8 1.8 1.9 13.6 24.3 24.8 0.5 2.1 0.1 1.9 2.8
Number of Traders in Each Category Total Traders: 159
36 30 59 6 4 4 37 34 59 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 5,371
Positions
1,205 244 1,676 0 327 430 266 373 1,701 0 0 0 93 620
Changes from: June 20, 2023 Total Change is: -20
-504 -488 493 0 -108 -34 -397 -374 448 -40 0 0 14 43
Percent of Open Interest Represented by Each Category of Trader
22.4 4.5 31.2 0.0 6.1 8.0 5.0 6.9 31.7 0.0 0.0 0.0 1.7 11.5
Number of Traders in Each Category Total Traders: 21
4 4 . 0 . . 6 5 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 is 9,235,550
Positions
2,067,500 2,546,966 1,770,744 411,353 514,498 428,831 1,848,346 1,018,729 2,539,558 75,700 302,229 69,958 23,560 44,037
Changes from: June 20, 2023 Total Change is:-1,185,761
-461,902 -368,345 -299,961 52,173 -44,998 -60,273 -38,291 -622 -254,549 354 -39,283 -24,729 -98,583 -93,001
Percent of Open Interest Represented by Each Category of Trader
22.4 27.6 19.2 4.5 5.6 4.6 20.0 11.0 27.5 0.8 3.3 0.8 0.3 0.5
Number of Traders in Each Category Total Traders: 863
62 110 128 31 76 56 101 204 180 74 133 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,076,679
Positions
427,902 318,364 237,702 1,016 39,331 19,265 185,172 215,928 203,402 1,666 39,693 239 315 2,755
Changes from: June 20, 2023 Total Change is: 29,682
41,641 26,809 -4,413 0 9,052 -72 3,127 3,922 -4,965 -822 2,006 30 -4,844 -2,687
Percent of Open Interest Represented by Each Category of Trader
39.7 29.6 22.1 0.1 3.7 1.8 17.2 20.1 18.9 0.2 3.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 184
30 51 58 . 9 4 31 46 48 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 18,829
Positions
536 4,473 159 7,603 70 363 6,145 10,411 1,567 324 758 352 1,780 676
Changes from: June 20, 2023 Total Change is: 3,142
-19 1,465 -128 1,063 -191 -249 2,837 1,332 245 -1,402 447 274 521 -53
Percent of Open Interest Represented by Each Category of Trader
2.8 23.8 0.8 40.4 0.4 1.9 32.6 55.3 8.3 1.7 4.0 1.9 9.5 3.6
Number of Traders in Each Category Total Traders: 121
4 10 . 10 . . 37 40 18 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 10,700
Positions
223 4,130 0 876 26 5 2,633 3,054 643 2,530 1,809 54 3,736 979
Changes from: June 20, 2023 Total Change is: 1,527
-68 2,059 0 520 -1,032 -12 -120 -335 114 204 772 -5 894 -34
Percent of Open Interest Represented by Each Category of Trader
2.1 38.6 0.0 8.2 0.2 0.0 24.6 28.5 6.0 23.6 16.9 0.5 34.9 9.1
Number of Traders in Each Category Total Traders: 103
. . 0 5 . . 16 8 5 55 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,493
Positions
189 375 41 934 31 0 1,385 2,859 103 1,028 702 0 813 382
Changes from: June 20, 2023 Total Change is: 1,251
23 161 38 471 0 0 640 636 40 -140 557 0 179 -181
Percent of Open Interest Represented by Each Category of Trader
4.2 8.3 0.9 20.8 0.7 0.0 30.8 63.6 2.3 22.9 15.6 0.0 18.1 8.5
Number of Traders in Each Category Total Traders: 66
4 8 . 6 . 0 16 21 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 19,911
Positions
119 6,577 0 3,295 0 0 3,833 4,990 1,862 9,595 5,877 350 857 255
Changes from: June 20, 2023 Total Change is: 4,453
-379 2,692 0 1,313 -145 0 2,135 146 -407 1,435 1,917 210 146 40
Percent of Open Interest Represented by Each Category of Trader
0.6 33.0 0.0 16.5 0.0 0.0 19.3 25.1 9.4 48.2 29.5 1.8 4.3 1.3
Number of Traders in Each Category Total Traders: 93
. . 0 . 0 0 9 5 . 59 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 27,691
Positions
0 14,191 0 7,864 1,733 800 10,429 6,959 434 3,517 1,306 0 4,647 2,268
Changes from: June 20, 2023 Total Change is: 385
0 -41 0 -680 935 -209 776 -9 36 133 10 0 329 -337
Percent of Open Interest Represented by Each Category of Trader
0.0 51.2 0.0 28.4 6.3 2.9 37.7 25.1 1.6 12.7 4.7 0.0 16.8 8.2
Number of Traders in Each Category Total Traders: 85
0 . 0 11 6 . 26 10 . 21 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 396,124
Positions
58,754 21,832 13,634 95,592 100,770 55,631 75,060 107,906 50,808 7,832 4,942 12,441 26,372 28,160
Changes from: June 20, 2023 Total Change is: -59,207
2,690 -6,777 -16,628 -13,634 -5,172 6,204 -10,990 -10,471 -12,713 -4,795 -6,220 -4,617 -4,724 -2,813
Percent of Open Interest Represented by Each Category of Trader
14.8 5.5 3.4 24.1 25.4 14.0 18.9 27.2 12.8 2.0 1.2 3.1 6.7 7.1
Number of Traders in Each Category Total Traders: 212
16 11 19 22 37 27 36 49 44 16 12 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 55,927
Positions
46,799 42,375 0 4,636 2,937 1,139 3,020 9,329 0 59 57 0 274 90
Changes from: June 20, 2023 Total Change is: -13,771
5,196 -222 -13,595 9 -61 88 -4,358 53 -13 -1,062 -47 0 -36 26
Percent of Open Interest Represented by Each Category of Trader
83.7 75.8 0.0 8.3 5.3 2.0 5.4 16.7 0.0 0.1 0.1 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 9 4 4 7 5 0 . . 0
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Updated June 30, 2023