Traders in Financial Futures - Futures Only Positions as of December 26, 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 176,452
Positions
54,552 18,238 390 50,898 50,621 3,772 21,041 75,200 1,441 9,393 2,598 609 34,356 23,583
Changes from: December 19, 2023 Total Change is: -37,789
-41,280 -10,218 -12,226 12,633 -13,826 -1,027 4,049 6,003 -2,791 -175 285 112 2,916 -4,101
Percent of Open Interest Represented by Each Category of Trader
30.9 10.3 0.2 28.8 28.7 2.1 11.9 42.6 0.8 5.3 1.5 0.3 19.5 13.4
Number of Traders in Each Category Total Traders: 111
8 6 . 23 20 8 15 26 7 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 47,222
Positions
11,196 8,049 0 12,580 16,026 4 7,512 6,198 219 1,616 551 0 14,095 16,175
Changes from: December 19, 2023 Total Change is: 1,941
-356 2,604 0 241 1 -23 1,102 -567 -11 263 120 0 725 -183
Percent of Open Interest Represented by Each Category of Trader
23.7 17.0 0.0 26.6 33.9 0.0 15.9 13.1 0.5 3.4 1.2 0.0 29.8 34.3
Number of Traders in Each Category Total Traders: 45
. 6 0 4 9 . 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 175,138
Positions
22,668 15,442 6,649 45,356 87,258 3,956 53,880 25,137 10,804 0 1,877 0 31,825 24,015
Changes from: December 19, 2023 Total Change is: -2,860
4,993 -28 163 -5,574 -5,242 -55 -4,382 117 386 -486 0 0 2,095 1,799
Percent of Open Interest Represented by Each Category of Trader
12.9 8.8 3.8 25.9 49.8 2.3 30.8 14.4 6.2 0.0 1.1 0.0 18.2 13.7
Number of Traders in Each Category Total Traders: 102
6 7 . 15 27 11 25 19 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 188,540
Positions
34,305 6,257 1,091 63,596 47,198 3,672 32,553 90,741 2,774 12,072 1,239 0 38,477 35,568
Changes from: December 19, 2023 Total Change is: 2,600
-1,432 3,316 28 323 -3,752 704 3,621 3,901 -779 551 298 0 -416 -1,116
Percent of Open Interest Represented by Each Category of Trader
18.2 3.3 0.6 33.7 25.0 1.9 17.3 48.1 1.5 6.4 0.7 0.0 20.4 18.9
Number of Traders in Each Category Total Traders: 141
11 5 . 21 27 11 32 33 8 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 705,627
Positions
18,207 433,849 2,228 460,850 95,150 25,298 71,580 75,813 11,434 29,964 9,584 3,795 82,271 48,476
Changes from: December 19, 2023 Total Change is: 5,383
-642 6,398 291 1,659 -723 -1,024 3,824 592 2,148 -1,744 -405 -48 919 -1,846
Percent of Open Interest Represented by Each Category of Trader
2.6 61.5 0.3 65.3 13.5 3.6 10.1 10.7 1.6 4.2 1.4 0.5 11.7 6.9
Number of Traders in Each Category Total Traders: 291
13 14 4 114 35 46 42 40 27 22 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 28,804
Positions
499 10,135 0 15,219 4,312 1,865 827 5,808 0 0 0 0 10,394 6,684
Changes from: December 19, 2023 Total Change is: -264
8 6 0 -90 -12 0 -90 394 0 0 0 0 -92 -652
Percent of Open Interest Represented by Each Category of Trader
1.7 35.2 0.0 52.8 15.0 6.5 2.9 20.2 0.0 0.0 0.0 0.0 36.1 23.2
Number of Traders in Each Category Total Traders: 27
. . 0 15 . 5 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 152,735
Positions
57,493 6,487 191 36,599 89,676 1,962 21,250 33,523 1,401 6,568 465 0 27,271 19,030
Changes from: December 19, 2023 Total Change is: 5,070
-2,261 4,217 29 3,338 -7,648 300 -1,882 11,730 868 4,571 -661 0 107 -3,765
Percent of Open Interest Represented by Each Category of Trader
37.6 4.2 0.1 24.0 58.7 1.3 13.9 21.9 0.9 4.3 0.3 0.0 17.9 12.5
Number of Traders in Each Category Total Traders: 91
7 4 . 20 14 7 21 19 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 253,217
Positions
2,085 86,942 73 149,425 3,617 899 90,157 64,191 1,020 2,065 91,803 0 7,493 4,672
Changes from: December 19, 2023 Total Change is: 7,409
322 4,897 10 6,584 133 -10 644 69 136 -511 2,079 0 234 95
Percent of Open Interest Represented by Each Category of Trader
0.8 34.3 0.0 59.0 1.4 0.4 35.6 25.4 0.4 0.8 36.3 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 165
. 8 . 31 9 4 66 22 7 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 90,255
Positions
5,433 53,945 9,142 38,152 2,119 1 15,564 4,677 10,393 2,416 3,345 0 9,154 6,633
Changes from: December 19, 2023 Total Change is: 24,254
432 -1,271 9,056 -809 0 -17 696 245 10,023 -10 105 0 4,883 6,113
Percent of Open Interest Represented by Each Category of Trader
6.0 59.8 10.1 42.3 2.3 0.0 17.2 5.2 11.5 2.7 3.7 0.0 10.1 7.3
Number of Traders in Each Category Total Traders: 81
4 7 . 18 4 . 28 5 5 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 34,911
Positions
5,577 3,621 0 11,998 17,600 1,056 9,490 8,906 744 867 330 0 5,179 2,654
Changes from: December 19, 2023 Total Change is: 1,259
-62 2,258 0 1,749 -2,005 72 -845 1,032 241 -234 -124 -14 352 -201
Percent of Open Interest Represented by Each Category of Trader
16.0 10.4 0.0 34.4 50.4 3.0 27.2 25.5 2.1 2.5 0.9 0.0 14.8 7.6
Number of Traders in Each Category Total Traders: 80
6 5 0 16 15 4 15 18 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 5,862
Positions
387 1,826 0 1,293 1,829 77 2,149 1,159 0 0 0 0 1,956 971
Changes from: December 19, 2023 Total Change is: -55
8 -19 0 21 -182 0 -432 259 0 0 0 0 348 -113
Percent of Open Interest Represented by Each Category of Trader
6.6 31.1 0.0 22.1 31.2 1.3 36.7 19.8 0.0 0.0 0.0 0.0 33.4 16.6
Number of Traders in Each Category Total Traders: 25
. . 0 4 4 . 9 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 98,501
Positions
30,310 57,422 1,408 26,070 3,098 1,566 21,798 16,666 2,087 1,527 3,849 0 13,735 12,405
Changes from: December 19, 2023 Total Change is: -1,828
504 5,267 245 -1,484 -1,519 549 -1,131 -216 -242 7 -3,813 0 -276 -2,099
Percent of Open Interest Represented by Each Category of Trader
30.8 58.3 1.4 26.5 3.1 1.6 22.1 16.9 2.1 1.6 3.9 0.0 13.9 12.6
Number of Traders in Each Category Total Traders: 101
10 19 5 20 4 6 23 18 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 98,501
Positions
30,310 57,422 1,408 26,070 3,098 1,566 21,798 16,666 2,087 1,527 3,849 0 13,735 12,405
Changes from: December 19, 2023 Total Change is: -1,828
504 5,267 245 -1,484 -1,519 549 -1,131 -216 -242 7 -3,813 0 -276 -2,099
Percent of Open Interest Represented by Each Category of Trader
30.8 58.3 1.4 26.5 3.1 1.6 22.1 16.9 2.1 1.6 3.9 0.0 13.9 12.6
Number of Traders in Each Category Total Traders: 101
10 19 5 20 4 6 23 18 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 46,855
Positions
7,797 36,865 0 32,075 4,892 1,491 2,593 3,183 0 0 0 0 2,899 424
Changes from: December 19, 2023 Total Change is: 780
1,834 1,202 -109 -784 33 -63 -171 -278 0 0 0 0 73 -5
Percent of Open Interest Represented by Each Category of Trader
16.6 78.7 0.0 68.5 10.4 3.2 5.5 6.8 0.0 0.0 0.0 0.0 6.2 0.9
Number of Traders in Each Category Total Traders: 38
4 7 0 20 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 2,166,788
Positions
272,763 816,162 30,749 1,155,602 275,125 157,628 145,304 501,011 37,640 95,057 148,118 5,634 266,411 194,721
Changes from: December 19, 2023 Total Change is: -324
26,769 24,567 1,590 -22,248 -18,277 -3,939 -10,033 38,083 -6,481 5,734 -43,465 2,507 5,776 5,091
Percent of Open Interest Represented by Each Category of Trader
12.6 37.7 1.4 53.3 12.7 7.3 6.7 23.1 1.7 4.4 6.8 0.3 12.3 9.0
Number of Traders in Each Category Total Traders: 489
28 38 16 181 60 103 63 78 55 20 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 19,323
Positions
8,508 6,430 0 5,318 9,087 0 4,022 1,778 0 0 0 0 1,475 2,028
Changes from: December 19, 2023 Total Change is: -473
1,861 -522 0 -1,563 790 -790 154 -6 0 0 0 0 -135 55
Percent of Open Interest Represented by Each Category of Trader
44.0 33.3 0.0 27.5 47.0 0.0 20.8 9.2 0.0 0.0 0.0 0.0 7.6 10.5
Number of Traders in Each Category Total Traders: 27
6 5 0 . 4 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 24,887
Positions
3,929 20,553 0 14,739 2,412 0 2,932 727 0 0 0 0 3,287 1,195
Changes from: December 19, 2023 Total Change is: -658
80 2,864 0 -808 -3,239 0 113 -58 0 0 0 0 -43 -225
Percent of Open Interest Represented by Each Category of Trader
15.8 82.6 0.0 59.2 9.7 0.0 11.8 2.9 0.0 0.0 0.0 0.0 13.2 4.8
Number of Traders in Each Category Total Traders: 33
. 8 0 14 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 2,155,313
Positions
272,763 815,340 30,749 1,153,609 275,236 157,178 146,137 501,132 33,126 95,057 147,531 5,634 261,060 189,387
Changes from: December 19, 2023 Total Change is: -890
26,769 24,444 1,590 -22,273 -18,276 -3,981 -10,251 37,212 -6,095 5,734 -43,685 2,507 5,110 5,394
Percent of Open Interest Represented by Each Category of Trader
12.7 37.8 1.4 53.5 12.8 7.3 6.8 23.3 1.5 4.4 6.8 0.3 12.1 8.8
Number of Traders in Each Category Total Traders: 478
28 36 16 178 60 101 61 75 50 20 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 34,506
Positions
23,191 31,750 0 7,842 299 0 888 985 0 0 0 0 2,585 1,472
Changes from: December 19, 2023 Total Change is: 74
282 27 0 25 0 0 -506 214 0 0 0 0 273 -167
Percent of Open Interest Represented by Each Category of Trader
67.2 92.0 0.0 22.7 0.9 0.0 2.6 2.9 0.0 0.0 0.0 0.0 7.5 4.3
Number of Traders in Each Category Total Traders: 21
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 26,608
Positions
4,203 12,410 0 9,015 10,156 161 10,692 2,918 0 0 0 0 2,537 963
Changes from: December 19, 2023 Total Change is: 3,199
531 -1,218 0 -1,843 4,785 -1 4,436 -117 0 0 0 0 76 -250
Percent of Open Interest Represented by Each Category of Trader
15.8 46.6 0.0 33.9 38.2 0.6 40.2 11.0 0.0 0.0 0.0 0.0 9.5 3.6
Number of Traders in Each Category Total Traders: 32
5 6 0 7 4 . 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 114,747
Positions
0 8,215 0 22,144 1,108 2,285 21,436 28,556 15,373 0 5,867 0 53,509 53,343
Changes from: December 19, 2023 Total Change is: 5,658
0 1,226 0 248 -8 421 -2,056 4,468 381 0 2,196 0 6,664 -3,026
Percent of Open Interest Represented by Each Category of Trader
0.0 7.2 0.0 19.3 1.0 2.0 18.7 24.9 13.4 0.0 5.1 0.0 46.6 46.5
Number of Traders in Each Category Total Traders: 29
0 . 0 11 . 5 7 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 369,496
Positions
127,766 138,500 118,900 1,634 38,000 0 38,297 15,815 55,614 25,277 0 250 1,758 2,417
Changes from: December 19, 2023 Total Change is: 1,029
2,839 -2,594 5,694 0 0 0 -7,009 0 0 0 0 0 -495 -2,071
Percent of Open Interest Represented by Each Category of Trader
34.6 37.5 32.2 0.4 10.3 0.0 10.4 4.3 15.1 6.8 0.0 0.1 0.5 0.7
Number of Traders in Each Category Total Traders: 37
9 12 16 . . 0 4 5 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 39,539
Positions
4,846 7,920 0 22,492 20,624 1,998 1,035 3,749 46 0 1,018 0 9,122 4,184
Changes from: December 19, 2023 Total Change is: -910
108 728 -21 -2,184 -626 -21 64 -315 -130 0 -343 0 1,274 -182
Percent of Open Interest Represented by Each Category of Trader
12.3 20.0 0.0 56.9 52.2 5.1 2.6 9.5 0.1 0.0 2.6 0.0 23.1 10.6
Number of Traders in Each Category Total Traders: 62
5 4 0 29 14 9 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 286,224
Positions
57,560 107,420 3,597 110,383 19,524 4,775 47,464 90,354 9,677 8,793 11,406 338 43,637 39,135
Changes from: December 19, 2023 Total Change is: 2,830
-831 1,968 702 902 -619 -386 2,101 2,171 1,608 -3,033 -1,899 309 1,458 -1,024
Percent of Open Interest Represented by Each Category of Trader
20.1 37.5 1.3 38.6 6.8 1.7 16.6 31.6 3.4 3.1 4.0 0.1 15.2 13.7
Number of Traders in Each Category Total Traders: 299
24 28 10 75 26 27 48 48 25 19 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 278,055
Positions
57,515 107,159 3,595 110,160 19,524 4,770 48,289 92,731 4,438 8,978 11,145 0 40,310 34,693
Changes from: December 19, 2023 Total Change is: 1,401
-876 1,946 700 895 -619 -386 3,526 3,193 -940 -2,799 -1,741 0 1,281 -752
Percent of Open Interest Represented by Each Category of Trader
20.7 38.5 1.3 39.6 7.0 1.7 17.4 33.3 1.6 3.2 4.0 0.0 14.5 12.5
Number of Traders in Each Category Total Traders: 273
23 25 10 72 26 27 47 44 22 15 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 81,693
Positions
447 2,606 24 2,230 0 45 43,666 28,141 474 1,267 5,718 270 33,270 44,415
Changes from: December 19, 2023 Total Change is: 14,291
447 224 24 69 0 1 11,302 15,329 -72 778 1,537 -28 1,770 -2,724
Percent of Open Interest Represented by Each Category of Trader
0.5 3.2 0.0 2.7 0.0 0.1 53.5 34.4 0.6 1.6 7.0 0.3 40.7 54.4
Number of Traders in Each Category Total Traders: 38
. . . 4 0 . 9 5 5 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 498,241
Positions
82,248 132,254 8,278 229,207 142,266 24,671 98,520 145,370 3,242 21,684 20,767 332 30,059 21,061
Changes from: December 19, 2023 Total Change is: 4,227
4,598 13,080 -155 10,198 -2,112 -5,031 16,979 2,797 -620 -23,215 -2,390 136 1,337 -1,478
Percent of Open Interest Represented by Each Category of Trader
16.5 26.5 1.7 46.0 28.6 5.0 19.8 29.2 0.7 4.4 4.2 0.1 6.0 4.2
Number of Traders in Each Category Total Traders: 368
30 21 6 105 57 43 56 67 23 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 26,282
Positions
12,207 11,373 0 12,901 12,848 0 358 990 0 0 0 0 816 1,071
Changes from: December 19, 2023 Total Change is: -103
-210 63 0 81 -19 0 0 -10 0 0 0 0 26 -137
Percent of Open Interest Represented by Each Category of Trader
46.4 43.3 0.0 49.1 48.9 0.0 1.4 3.8 0.0 0.0 0.0 0.0 3.1 4.1
Number of Traders in Each Category Total Traders: 23
. 6 0 9 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 14,811
Positions
0 7,959 0 9,999 0 14 1,093 2,271 0 364 2,204 0 3,341 2,363
Changes from: December 19, 2023 Total Change is: -162
0 0 0 -309 0 5 -259 -266 0 0 117 0 401 -18
Percent of Open Interest Represented by Each Category of Trader
0.0 53.7 0.0 67.5 0.0 0.1 7.4 15.3 0.0 2.5 14.9 0.0 22.6 16.0
Number of Traders in Each Category Total Traders: 22
0 5 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 42,070
Positions
6,324 17,714 323 12,553 1,168 675 9,746 3,746 483 4,671 766 0 7,295 17,195
Changes from: December 19, 2023 Total Change is: 2,524
186 -580 -8 567 128 0 -42 432 -320 1,190 0 0 951 2,872
Percent of Open Interest Represented by Each Category of Trader
15.0 42.1 0.8 29.8 2.8 1.6 23.2 8.9 1.1 11.1 1.8 0.0 17.3 40.9
Number of Traders in Each Category Total Traders: 52
8 . . 12 . 5 15 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 419,069
Positions
37,126 242,866 1,320 297,904 62,895 29,643 24,007 22,797 905 14,362 50,575 593 13,209 7,475
Changes from: December 19, 2023 Total Change is: 7,310
1,784 1,616 575 5,117 2,228 71 419 2,130 -44 -589 3,632 0 -23 -2,898
Percent of Open Interest Represented by Each Category of Trader
8.9 58.0 0.3 71.1 15.0 7.1 5.7 5.4 0.2 3.4 12.1 0.1 3.2 1.8
Number of Traders in Each Category Total Traders: 194
9 19 5 83 39 35 21 16 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,075,908
Positions
101,859 421,113 11,197 625,716 311,676 109,940 107,986 146,745 10,834 77,143 50,709 2,096 29,137 11,598
Changes from: December 19, 2023 Total Change is: 8,638
2,465 2,606 853 2,755 -5,220 -1,861 4,568 10,956 -1,613 -33 3,903 0 1,504 -986
Percent of Open Interest Represented by Each Category of Trader
9.5 39.1 1.0 58.2 29.0 10.2 10.0 13.6 1.0 7.2 4.7 0.2 2.7 1.1
Number of Traders in Each Category Total Traders: 394
26 18 8 165 56 72 59 30 24 29 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 191,593
Positions
9,828 127,359 22,943 41,647 0 1,640 73,875 4,941 29,580 9,965 4,605 0 2,115 525
Changes from: December 19, 2023 Total Change is: 1,265
96 1,362 -898 -139 -48 0 -825 932 -537 1,706 0 0 1,862 454
Percent of Open Interest Represented by Each Category of Trader
5.1 66.5 12.0 21.7 0.0 0.9 38.6 2.6 15.4 5.2 2.4 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 77
6 19 15 11 0 . 27 6 13 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,379,332
Positions
32,817 193,430 616 776,530 268,560 175,515 83,459 444,978 28,299 90,144 125,035 232 191,720 142,667
Changes from: December 19, 2023 Total Change is: 17,117
3,970 -44 -599 6,390 -4,764 -2,588 13,090 21,021 3,575 417 17,755 -16 -7,122 -17,223
Percent of Open Interest Represented by Each Category of Trader
2.4 14.0 0.0 56.3 19.5 12.7 6.1 32.3 2.1 6.5 9.1 0.0 13.9 10.3
Number of Traders in Each Category Total Traders: 198
13 16 4 64 31 59 15 40 12 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,623,045
Positions
13,112 84,034 1,169 1,005,999 289,562 279,429 95,808 736,359 17,755 43,245 68,061 14 166,514 146,662
Changes from: December 19, 2023 Total Change is: 186
-2,535 -1,525 -373 5,522 -3,269 1,546 -3,278 1,184 1,155 -260 1,619 0 -1,591 -151
Percent of Open Interest Represented by Each Category of Trader
0.8 5.2 0.1 62.0 17.8 17.2 5.9 45.4 1.1 2.7 4.2 0.0 10.3 9.0
Number of Traders in Each Category Total Traders: 175
4 8 4 73 36 61 12 30 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 3,762,107
Positions
114,998 328,076 14,190 1,694,064 471,184 305,952 761,130 2,292,153 64,188 530,316 146,194 12,910 264,359 127,260
Changes from: December 19, 2023 Total Change is: -65,849
-1,993 8,753 -3,306 16,331 81 -7,322 -54,691 -48,246 5,192 -2,958 663 -4,487 -12,615 -17,177
Percent of Open Interest Represented by Each Category of Trader
3.1 8.7 0.4 45.0 12.5 8.1 20.2 60.9 1.7 14.1 3.9 0.3 7.0 3.4
Number of Traders in Each Category Total Traders: 446
25 24 8 158 44 91 75 59 37 51 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 4,589,883
Positions
156,231 309,528 79,143 2,385,573 1,087,210 698,423 317,495 1,783,449 71,992 458,435 216,977 424 422,167 342,737
Changes from: December 19, 2023 Total Change is: 36,371
16,493 -32,603 27,752 -1,687 -62,067 -470 -968 64,402 -2,279 -12,973 61,797 37 10,466 -20,198
Percent of Open Interest Represented by Each Category of Trader
3.4 6.7 1.7 52.0 23.7 15.2 6.9 38.9 1.6 10.0 4.7 0.0 9.2 7.5
Number of Traders in Each Category Total Traders: 396
19 31 10 130 52 104 45 79 38 24 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 2,043,847
Positions
70,023 131,762 3,577 945,278 660,977 286,493 337,683 573,724 27,293 177,919 98,583 1,205 194,376 260,233
Changes from: December 19, 2023 Total Change is: 19,222
1,517 -10,540 62 4,867 28,084 8,792 3,019 -4,400 5,449 659 6,932 197 -5,340 -15,354
Percent of Open Interest Represented by Each Category of Trader
3.4 6.4 0.2 46.2 32.3 14.0 16.5 28.1 1.3 8.7 4.8 0.1 9.5 12.7
Number of Traders in Each Category Total Traders: 191
5 13 4 54 54 60 14 30 13 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,471
Positions
0 0 0 0 0 0 930 972 635 672 742 0 1,234 1,122
Changes from: December 19, 2023 Total Change is: 87
0 0 0 0 0 0 305 121 263 196 150 0 -677 -447
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 26.8 28.0 18.3 19.4 21.4 0.0 35.6 32.3
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 4 . . 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 5,742,599
Positions
108,008 699,964 17,361 2,993,364 1,022,627 672,945 866,909 2,837,236 92,501 548,707 132,274 191 442,613 267,500
Changes from: December 19, 2023 Total Change is: 21,522
15,309 24,466 -5,864 18,821 31,623 -10,999 -12,669 -17,296 1,574 -1,817 8,911 -30 17,197 -10,863
Percent of Open Interest Represented by Each Category of Trader
1.9 12.2 0.3 52.1 17.8 11.7 15.1 49.4 1.6 9.6 2.3 0.0 7.7 4.7
Number of Traders in Each Category Total Traders: 368
13 31 7 151 30 96 47 64 36 24 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,596,563
Positions
402,171 150,292 429,553 43,780 22,139 52,283 222,946 487,158 399,591 9,443 6,149 7,555 29,241 41,843
Changes from: December 19, 2023 Total Change is: 15,197
25,931 -37,784 8,569 -1,473 1,657 6,388 -14,129 42,752 9,698 -2,607 2,194 -1,886 -15,294 -16,391
Percent of Open Interest Represented by Each Category of Trader
25.2 9.4 26.9 2.7 1.4 3.3 14.0 30.5 25.0 0.6 0.4 0.5 1.8 2.6
Number of Traders in Each Category Total Traders: 150
33 25 50 . 6 4 30 45 54 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 28,361
Positions
12,577 12,361 6,899 477 341 61 1,800 2,119 6,431 45 35 44 27 70
Changes from: December 19, 2023 Total Change is: -6,371
-4,139 -5,272 -181 -326 200 -207 -708 89 -627 -55 -207 -45 -83 -121
Percent of Open Interest Represented by Each Category of Trader
44.3 43.6 24.3 1.7 1.2 0.2 6.3 7.5 22.7 0.2 0.1 0.2 0.1 0.2
Number of Traders in Each Category Total Traders: 43
10 7 10 . . . 9 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 9,842,383
Positions
1,683,273 2,208,717 1,716,345 136,321 635,381 980,671 1,973,328 784,897 3,112,658 105,335 269,026 98,696 35,756 35,992
Changes from: December 19, 2023 Total Change is:-1,095,391
-509,573 -344,730 -205,283 14,023 -147,333 -94,132 -151,953 -110,090 -109,826 1,351 -38,400 -1,941 -38,057 -43,656
Percent of Open Interest Represented by Each Category of Trader
17.1 22.4 17.4 1.4 6.5 10.0 20.0 8.0 31.6 1.1 2.7 1.0 0.4 0.4
Number of Traders in Each Category Total Traders: 846
71 107 136 42 73 55 151 142 179 83 126 92
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,023,021
Positions
250,473 235,675 256,656 102,195 3,938 22,595 191,112 320,566 162,071 36,659 20,366 242 1,018 912
Changes from: December 19, 2023 Total Change is: 19,380
17,018 19,777 13,987 -1,446 151 2,068 -2,596 -7,209 956 -1 325 43 -10,649 -10,718
Percent of Open Interest Represented by Each Category of Trader
24.5 23.0 25.1 10.0 0.4 2.2 18.7 31.3 15.8 3.6 2.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 188
33 50 55 4 5 5 29 51 45 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 71,079
Positions
2,546 60 31,585 120 405 0 4,185 20,396 18,348 14,285 265 0 10 20
Changes from: December 19, 2023 Total Change is: 325
0 0 0 0 80 0 185 240 0 140 5 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.6 0.1 44.4 0.2 0.6 0.0 5.9 28.7 25.8 20.1 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 35,473
Positions
6,748 0 1,253 38 348 0 3,994 19,080 10,531 12,909 4,200 0 0 61
Changes from: December 19, 2023 Total Change is: 675
0 0 0 0 0 0 575 734 0 100 -59 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.0 0.0 3.5 0.1 1.0 0.0 11.3 53.8 29.7 36.4 11.8 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . . . 0 . 9 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 22,526
Positions
976 5,841 444 11,862 0 317 2,818 12,649 1,293 2,162 538 509 2,145 935
Changes from: December 19, 2023 Total Change is: -713
106 -558 156 256 0 61 -369 234 -16 -463 18 0 -444 -608
Percent of Open Interest Represented by Each Category of Trader
4.3 25.9 2.0 52.7 0.0 1.4 12.5 56.2 5.7 9.6 2.4 2.3 9.5 4.2
Number of Traders in Each Category Total Traders: 122
5 9 . 19 0 4 28 38 19 15 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 14,634
Positions
2,450 6,273 48 1,470 38 51 2,963 5,252 763 2,906 1,097 45 3,938 1,067
Changes from: December 19, 2023 Total Change is: 776
942 226 9 -53 -30 0 -663 469 597 43 23 19 -118 -537
Percent of Open Interest Represented by Each Category of Trader
16.7 42.9 0.3 10.0 0.3 0.3 20.2 35.9 5.2 19.9 7.5 0.3 26.9 7.3
Number of Traders in Each Category Total Traders: 101
4 . . 6 . . 16 10 4 45 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 16,628
Positions
0 2,572 0 0 0 0 538 5,510 961 8,933 2,433 0 6,196 5,152
Changes from: December 19, 2023 Total Change is: 1,947
0 645 0 0 0 0 538 1,979 761 1,430 -669 0 -782 -769
Percent of Open Interest Represented by Each Category of Trader
0.0 15.5 0.0 0.0 0.0 0.0 3.2 33.1 5.8 53.7 14.6 0.0 37.3 31.0
Number of Traders in Each Category Total Traders: 100
0 . 0 0 0 0 . . . 75 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,621
Positions
263 1,182 33 1,649 0 15 2,314 2,965 186 230 932 29 902 279
Changes from: December 19, 2023 Total Change is: 484
39 44 -13 -83 -30 -1 624 241 39 -84 333 1 -38 -130
Percent of Open Interest Represented by Each Category of Trader
4.7 21.0 0.6 29.3 0.0 0.3 41.2 52.7 3.3 4.1 16.6 0.5 16.0 5.0
Number of Traders in Each Category Total Traders: 74
4 6 . 11 0 . 24 21 11 . 4 .
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Traders in Financial Futures - Futures Only Positions as of December 26, 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 29,053
Positions
0 13,662 284 2,973 717 427 5,951 3,970 5,946 12,036 3,807 50 1,386 190
Changes from: December 19, 2023 Total Change is: -1,233
-471 -984 -1,014 -708 312 0 -440 47 843 849 119 0 -292 -556
Percent of Open Interest Represented by Each Category of Trader
0.0 47.0 1.0 10.2 2.5 1.5 20.5 13.7 20.5 41.4 13.1 0.2 4.8 0.7
Number of Traders in Each Category Total Traders: 109
0 . . . . . 13 6 . 63 20 .
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Traders in Financial Futures - Futures Only Positions as of December 26, 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 13,206
Positions
0 10,258 209 0 0 0 4,828 0 270 5,928 1,327 0 1,971 1,142
Changes from: December 19, 2023 Total Change is: 3,739
0 3,975 -3 0 0 0 4,605 0 -2 -763 -222 0 -98 -9
Percent of Open Interest Represented by Each Category of Trader
0.0 77.7 1.6 0.0 0.0 0.0 36.6 0.0 2.0 44.9 10.0 0.0 14.9 8.6
Number of Traders in Each Category Total Traders: 63
0 . . 0 0 0 4 0 . 47 11 0
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Traders in Financial Futures - Futures Only Positions as of December 26, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 22,039
Positions
0 4,243 0 6,592 1,924 679 10,373 9,064 962 1,045 1,820 0 2,388 3,347
Changes from: December 19, 2023 Total Change is: 305
0 -228 0 -1,555 291 26 1,184 -71 249 252 -280 0 149 318
Percent of Open Interest Represented by Each Category of Trader
0.0 19.3 0.0 29.9 8.7 3.1 47.1 41.1 4.4 4.7 8.3 0.0 10.8 15.2
Number of Traders in Each Category Total Traders: 90
0 . 0 12 5 . 21 22 4 11 17 0
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Traders in Financial Futures - Futures Only Positions as of December 26, 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 345,802
Positions
61,103 33,393 15,528 64,754 74,479 46,406 51,844 78,736 51,859 15,434 2,275 13,624 25,250 29,502
Changes from: December 19, 2023 Total Change is: -78,370
-905 -22,247 -6,191 -9,222 -8,080 -5,708 -36,208 -13,767 -15,242 -780 -2,538 -3,580 -534 -1,017
Percent of Open Interest Represented by Each Category of Trader
17.7 9.7 4.5 18.7 21.5 13.4 15.0 22.8 15.0 4.5 0.7 3.9 7.3 8.5
Number of Traders in Each Category Total Traders: 210
16 12 20 18 33 20 39 50 55 12 10 20
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Traders in Financial Futures - Futures Only Positions as of December 26, 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 73,191
Positions
59,110 53,357 0 11,369 6,987 48 2,136 12,646 0 292 130 0 236 23
Changes from: December 19, 2023 Total Change is: 5,750
7,920 8,150 0 25 -130 0 -372 -792 -98 -341 -7 -3 -1,381 -1,370
Percent of Open Interest Represented by Each Category of Trader
80.8 72.9 0.0 15.5 9.5 0.1 2.9 17.3 0.0 0.4 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 35
4 . 0 12 . . 4 4 0 6 . 0
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Updated December 29, 2023