Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 151,701
Positions
31,096 31,934 2,278 43,987 47,572 4,556 21,520 31,133 8,622 4,770 1,348 118 34,753 24,140
Changes from: July 3, 2023 Total Change is: -16,529
1,092 -10,676 -463 -7,756 3,976 -320 -6,741 -11,853 976 -541 -53 -12 -2,763 1,896
Percent of Open Interest Represented by Each Category of Trader
20.5 21.1 1.5 29.0 31.4 3.0 14.2 20.5 5.7 3.1 0.9 0.1 22.9 15.9
Number of Traders in Each Category Total Traders: 97
4 6 4 19 21 13 20 19 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 47,075
Positions
16,804 3,253 1,056 2,282 16,328 98 7,769 8,571 1,778 1,763 0 0 15,525 15,990
Changes from: July 3, 2023 Total Change is: 2,693
2,159 319 -119 -356 2,294 -222 -2,941 -92 -90 0 0 0 4,261 603
Percent of Open Interest Represented by Each Category of Trader
35.7 6.9 2.2 4.8 34.7 0.2 16.5 18.2 3.8 3.7 0.0 0.0 33.0 34.0
Number of Traders in Each Category Total Traders: 49
. . . 4 11 . 12 14 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 280,979
Positions
1,541 72,192 10,570 95,341 64,017 8,327 73,482 46,374 48,830 1,560 3,413 959 40,370 26,297
Changes from: July 3, 2023 Total Change is: 14,388
-1,777 12,522 -851 12,570 -5,826 582 6,263 11,621 -5,917 575 162 -67 3,011 2,162
Percent of Open Interest Represented by Each Category of Trader
0.5 25.7 3.8 33.9 22.8 3.0 26.2 16.5 17.4 0.6 1.2 0.3 14.4 9.4
Number of Traders in Each Category Total Traders: 141
. 13 5 23 32 17 33 32 20 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 271,475
Positions
104,438 6,841 5,665 73,703 103,216 6,064 25,692 83,791 18,161 6,466 5,073 16 31,270 42,648
Changes from: July 3, 2023 Total Change is: -15,919
-2,298 2,185 645 995 -12,141 -294 -10,436 -6,854 -3,110 -270 919 0 -1,151 2,730
Percent of Open Interest Represented by Each Category of Trader
38.5 2.5 2.1 27.1 38.0 2.2 9.5 30.9 6.7 2.4 1.9 0.0 11.5 15.7
Number of Traders in Each Category Total Traders: 152
14 6 8 23 31 18 21 41 19 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 836,442
Positions
18,090 516,247 14,930 505,816 78,594 23,112 61,560 64,069 78,763 31,494 10,471 4,506 98,172 45,751
Changes from: July 3, 2023 Total Change is: -1,753
271 -353 -387 1,472 -851 -705 72 7,389 -5,866 -107 821 -1,049 4,546 -753
Percent of Open Interest Represented by Each Category of Trader
2.2 61.7 1.8 60.5 9.4 2.8 7.4 7.7 9.4 3.8 1.3 0.5 11.7 5.5
Number of Traders in Each Category Total Traders: 303
12 16 11 121 27 52 47 48 37 18 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 28,560
Positions
0 12,091 0 14,572 5,361 2,453 0 4,076 0 0 0 0 11,535 4,579
Changes from: July 3, 2023 Total Change is: 274
0 6 0 -3 -37 0 0 192 0 0 0 0 277 113
Percent of Open Interest Represented by Each Category of Trader
0.0 42.3 0.0 51.0 18.8 8.6 0.0 14.3 0.0 0.0 0.0 0.0 40.4 16.0
Number of Traders in Each Category Total Traders: 28
0 . 0 16 5 6 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,241
Positions
2,915 5,512 50 5,503 11,277 985 5,987 0 4 0 1,120 0 8,797 5,293
Changes from: July 3, 2023 Total Change is: 793
0 -26 7 183 818 -9 863 0 0 0 170 0 -251 -167
Percent of Open Interest Represented by Each Category of Trader
12.0 22.7 0.2 22.7 46.5 4.1 24.7 0.0 0.0 0.0 4.6 0.0 36.3 21.8
Number of Traders in Each Category Total Traders: 23
. . . 4 9 4 6 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 158,503
Positions
63,245 2,945 918 37,910 95,061 4,514 25,705 21,997 7,052 1,964 45 0 17,195 25,972
Changes from: July 3, 2023 Total Change is: -15,200
11,132 -320 233 -759 3,233 -288 -4,355 699 -18,636 -137 -35 0 -2,390 -87
Percent of Open Interest Represented by Each Category of Trader
39.9 1.9 0.6 23.9 60.0 2.8 16.2 13.9 4.4 1.2 0.0 0.0 10.8 16.4
Number of Traders in Each Category Total Traders: 85
7 . 5 12 20 12 17 22 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 239,766
Positions
1,999 73,498 269 142,591 7,796 1,028 81,932 41,139 755 2,750 110,166 0 8,442 5,115
Changes from: July 3, 2023 Total Change is: 1,470
-73 483 -5 2,801 -58 70 430 -2,314 159 -1,653 2,564 0 -260 571
Percent of Open Interest Represented by Each Category of Trader
0.8 30.7 0.1 59.5 3.3 0.4 34.2 17.2 0.3 1.1 45.9 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 166
. 9 . 30 8 6 57 32 9 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 49,363
Positions
2,074 32,077 259 20,842 2,627 0 18,547 4,171 532 2,889 3,472 7 4,213 6,218
Changes from: July 3, 2023 Total Change is: -17,184
269 2,059 -13,813 -1,498 210 0 -311 -2,204 -497 -484 -430 7 -857 -2,516
Percent of Open Interest Represented by Each Category of Trader
4.2 65.0 0.5 42.2 5.3 0.0 37.6 8.4 1.1 5.9 7.0 0.0 8.5 12.6
Number of Traders in Each Category Total Traders: 80
. 5 . 17 7 0 29 4 . 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 34,952
Positions
12,450 4,091 33 5,449 13,848 501 13,329 11,462 329 182 641 18 2,661 4,029
Changes from: July 3, 2023 Total Change is: 886
318 332 4 -323 -720 -344 861 2,195 108 0 22 0 262 -711
Percent of Open Interest Represented by Each Category of Trader
35.6 11.7 0.1 15.6 39.6 1.4 38.1 32.8 0.9 0.5 1.8 0.1 7.6 11.5
Number of Traders in Each Category Total Traders: 78
8 4 . 10 15 4 13 23 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 28,461
Positions
21,863 944 18 769 12,306 0 4,822 13,114 0 161 422 0 828 1,657
Changes from: July 3, 2023 Total Change is: 89
13 121 -13 365 739 0 -141 -819 -181 0 -86 0 46 328
Percent of Open Interest Represented by Each Category of Trader
76.8 3.3 0.1 2.7 43.2 0.0 16.9 46.1 0.0 0.6 1.5 0.0 2.9 5.8
Number of Traders in Each Category Total Traders: 35
. . . . 6 0 6 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 97,797
Positions
43,972 28,017 1,317 17,239 12,632 1,135 17,953 21,543 1,277 2,930 17,163 0 11,974 14,713
Changes from: July 3, 2023 Total Change is: 2,622
4,385 -1,705 -164 -918 3,078 476 -2,005 1,147 294 1,391 -1,253 -3 -834 752
Percent of Open Interest Represented by Each Category of Trader
45.0 28.6 1.3 17.6 12.9 1.2 18.4 22.0 1.3 3.0 17.5 0.0 12.2 15.0
Number of Traders in Each Category Total Traders: 85
14 11 4 15 9 7 14 17 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 97,797
Positions
43,972 28,017 1,317 17,239 12,632 1,135 17,953 21,543 1,277 2,930 17,163 0 11,974 14,713
Changes from: July 3, 2023 Total Change is: 2,622
4,385 -1,705 -164 -918 3,078 476 -2,005 1,147 294 1,391 -1,253 -3 -834 752
Percent of Open Interest Represented by Each Category of Trader
45.0 28.6 1.3 17.6 12.9 1.2 18.4 22.0 1.3 3.0 17.5 0.0 12.2 15.0
Number of Traders in Each Category Total Traders: 85
14 11 4 15 9 7 14 17 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 42,603
Positions
9,245 27,254 0 25,727 2,771 2,152 3,573 9,362 0 0 0 0 1,906 1,064
Changes from: July 3, 2023 Total Change is: -299
1,012 834 0 -1,806 -1,009 0 307 311 0 0 0 0 188 -435
Percent of Open Interest Represented by Each Category of Trader
21.7 64.0 0.0 60.4 6.5 5.1 8.4 22.0 0.0 0.0 0.0 0.0 4.5 2.5
Number of Traders in Each Category Total Traders: 42
7 4 0 21 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 3,158,969
Positions
314,415 641,838 222,024 1,078,354 328,497 241,557 173,346 467,720 689,800 93,468 207,862 44,318 301,688 315,354
Changes from: July 3, 2023 Total Change is: -1,268
1,761 -6,154 -5,520 -9,567 7,650 -3,420 -2,425 16,644 12,963 8,210 -17,531 -1,428 -1,843 -4,473
Percent of Open Interest Represented by Each Category of Trader
10.0 20.3 7.0 34.1 10.4 7.6 5.5 14.8 21.8 3.0 6.6 1.4 9.6 10.0
Number of Traders in Each Category Total Traders: 594
33 41 49 165 80 117 76 108 121 45 43 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 22,850
Positions
3,201 15,652 0 11,801 5,062 0 5,356 639 0 0 0 0 2,492 1,497
Changes from: July 3, 2023 Total Change is: -258
-218 2,044 0 -4,631 -2,011 0 4,318 -163 0 0 0 0 273 -128
Percent of Open Interest Represented by Each Category of Trader
14.0 68.5 0.0 51.6 22.2 0.0 23.4 2.8 0.0 0.0 0.0 0.0 10.9 6.6
Number of Traders in Each Category Total Traders: 28
. 5 0 10 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 3,139,112
Positions
314,415 641,117 222,024 1,077,076 328,473 240,827 172,535 476,254 679,115 92,497 206,629 44,318 296,305 300,355
Changes from: July 3, 2023 Total Change is: -3,211
1,761 -6,259 -5,520 -9,516 7,758 -3,555 -2,253 18,675 11,455 8,020 -17,805 -1,428 -2,174 -6,532
Percent of Open Interest Represented by Each Category of Trader
10.0 20.4 7.1 34.3 10.5 7.7 5.5 15.2 21.6 2.9 6.6 1.4 9.4 9.6
Number of Traders in Each Category Total Traders: 585
33 40 49 163 79 115 74 107 118 43 43 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 34,992
Positions
19,052 30,648 0 13,200 379 0 1,018 2,231 0 0 0 0 1,722 1,734
Changes from: July 3, 2023 Total Change is: 1,533
0 1,349 0 1,105 379 0 480 138 0 0 0 0 -52 -333
Percent of Open Interest Represented by Each Category of Trader
54.4 87.6 0.0 37.7 1.1 0.0 2.9 6.4 0.0 0.0 0.0 0.0 4.9 5.0
Number of Traders in Each Category Total Traders: 26
4 8 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,830
Positions
1,774 12,361 0 8,443 206 0 826 0 0 0 0 0 2,787 1,263
Changes from: July 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.8 89.4 0.0 61.0 1.5 0.0 6.0 0.0 0.0 0.0 0.0 0.0 20.2 9.1
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 41,197
Positions
14,584 6,004 0 24,093 15,398 150 579 17,931 55 0 0 0 1,736 1,659
Changes from: July 3, 2023 Total Change is: 14,790
-379 1,086 0 16,485 174 -1,279 -35 14,870 13 0 0 0 -15 -74
Percent of Open Interest Represented by Each Category of Trader
35.4 14.6 0.0 58.5 37.4 0.4 1.4 43.5 0.1 0.0 0.0 0.0 4.2 4.0
Number of Traders in Each Category Total Traders: 30
5 6 0 9 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 198,568
Positions
0 7,205 0 16,225 3,697 3,839 96,390 2,940 18,575 9,709 12,326 0 53,830 149,986
Changes from: July 3, 2023 Total Change is: 19,431
0 1,048 0 530 -40 323 8,201 -10,392 5,167 1,897 2,741 0 3,312 20,584
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 8.2 1.9 1.9 48.5 1.5 9.4 4.9 6.2 0.0 27.1 75.5
Number of Traders in Each Category Total Traders: 27
0 . 0 10 . 6 9 . 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 346,015
Positions
115,343 112,773 135,321 0 38,000 0 23,345 7,582 45,613 23,285 0 0 3,108 6,726
Changes from: July 3, 2023 Total Change is: 1,089
2,379 -472 -1,288 0 0 0 -2,541 250 2,540 0 0 0 -1 59
Percent of Open Interest Represented by Each Category of Trader
33.3 32.6 39.1 0.0 11.0 0.0 6.7 2.2 13.2 6.7 0.0 0.0 0.9 1.9
Number of Traders in Each Category Total Traders: 30
8 8 16 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 38,042
Positions
2,774 5,070 118 22,476 23,096 2,021 1,715 2,943 3 0 0 0 8,935 4,791
Changes from: July 3, 2023 Total Change is: 339
-33 -640 0 -212 952 59 279 465 0 -212 0 0 458 -497
Percent of Open Interest Represented by Each Category of Trader
7.3 13.3 0.3 59.1 60.7 5.3 4.5 7.7 0.0 0.0 0.0 0.0 23.5 12.6
Number of Traders in Each Category Total Traders: 61
. 5 . 28 15 10 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 329,628
Positions
42,817 68,207 15,976 92,435 28,621 7,133 44,643 81,118 59,512 18,771 15,717 1,346 46,995 51,998
Changes from: July 3, 2023 Total Change is: 14,649
3,627 3,154 -893 1,061 -501 -439 -404 4,227 7,043 4,043 837 43 569 1,179
Percent of Open Interest Represented by Each Category of Trader
13.0 20.7 4.8 28.0 8.7 2.2 13.5 24.6 18.1 5.7 4.8 0.4 14.3 15.8
Number of Traders in Each Category Total Traders: 331
20 32 16 75 35 42 47 61 41 23 37 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 316,958
Positions
42,664 67,815 15,976 92,095 28,621 7,079 50,444 87,176 45,949 18,775 15,346 1,159 42,816 47,836
Changes from: July 3, 2023 Total Change is: 12,745
3,575 3,166 -893 1,136 -501 -490 1,651 5,440 3,522 3,946 906 50 248 1,546
Percent of Open Interest Represented by Each Category of Trader
13.5 21.4 5.0 29.1 9.0 2.2 15.9 27.5 14.5 5.9 4.8 0.4 13.5 15.1
Number of Traders in Each Category Total Traders: 297
18 29 16 71 35 40 39 58 37 19 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 126,701
Positions
1,530 3,915 0 3,895 496 43 74,783 72,205 2,836 1,744 5,502 82 41,789 41,623
Changes from: July 3, 2023 Total Change is: 19,044
519 -112 0 -247 496 15 14,160 22,584 489 904 -752 -8 3,212 -3,668
Percent of Open Interest Represented by Each Category of Trader
1.2 3.1 0.0 3.1 0.4 0.0 59.0 57.0 2.2 1.4 4.3 0.1 33.0 32.9
Number of Traders in Each Category Total Traders: 45
. . 0 5 . . 14 5 9 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 536,130
Positions
115,923 107,428 9,153 206,483 186,677 37,068 105,609 111,598 14,212 21,591 43,881 195 25,895 25,919
Changes from: July 3, 2023 Total Change is: 12,126
6,769 1,059 -1,541 7,547 1,245 -640 1,146 2,159 3,194 -4,406 3,196 -43 100 3,497
Percent of Open Interest Represented by Each Category of Trader
21.6 20.0 1.7 38.5 34.8 6.9 19.7 20.8 2.7 4.0 8.2 0.0 4.8 4.8
Number of Traders in Each Category Total Traders: 354
31 22 8 91 64 52 57 61 34 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 13,802
Positions
3,313 6,301 0 8,288 5,487 584 515 442 0 0 0 0 1,102 988
Changes from: July 3, 2023 Total Change is: 154
-100 246 0 1,131 -831 584 -8 0 0 -1,594 0 0 141 155
Percent of Open Interest Represented by Each Category of Trader
24.0 45.7 0.0 60.0 39.8 4.2 3.7 3.2 0.0 0.0 0.0 0.0 8.0 7.2
Number of Traders in Each Category Total Traders: 21
. 4 0 8 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 16,338
Positions
0 8,123 0 10,115 200 15 650 1,665 0 919 3,651 0 4,639 2,684
Changes from: July 3, 2023 Total Change is: -21
0 2,617 0 -170 200 2 0 -1,280 0 0 -1,266 0 147 -294
Percent of Open Interest Represented by Each Category of Trader
0.0 49.7 0.0 61.9 1.2 0.1 4.0 10.2 0.0 5.6 22.3 0.0 28.4 16.4
Number of Traders in Each Category Total Traders: 24
0 4 0 10 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 53,828
Positions
6,684 13,305 810 23,670 1,512 582 10,752 4,258 149 4,306 1,581 0 6,875 31,631
Changes from: July 3, 2023 Total Change is: -3,490
-1,561 -2,452 115 -1,216 -9 11 -174 -484 -144 -984 1,115 0 463 -1,642
Percent of Open Interest Represented by Each Category of Trader
12.4 24.7 1.5 44.0 2.8 1.1 20.0 7.9 0.3 8.0 2.9 0.0 12.8 58.8
Number of Traders in Each Category Total Traders: 59
9 7 . 14 . 5 10 10 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 387,191
Positions
32,544 229,320 4,401 258,571 68,327 35,622 24,763 17,660 2,188 17,489 24,195 370 11,243 5,108
Changes from: July 3, 2023 Total Change is: -5,777
2,727 -3,306 -2,265 -6,620 236 -3,669 978 3,032 -105 108 1,392 118 2,951 -1,210
Percent of Open Interest Represented by Each Category of Trader
8.4 59.2 1.1 66.8 17.6 9.2 6.4 4.6 0.6 4.5 6.2 0.1 2.9 1.3
Number of Traders in Each Category Total Traders: 191
12 15 6 79 39 33 19 16 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,112,582
Positions
93,209 547,299 10,361 707,349 303,426 103,757 94,998 78,297 9,282 54,080 45,070 1,446 38,100 13,644
Changes from: July 3, 2023 Total Change is: 2,745
616 -32,013 -494 10,642 17,208 -2,331 2,933 -5,996 3,392 -19,747 19,151 190 7,544 3,638
Percent of Open Interest Represented by Each Category of Trader
8.4 49.2 0.9 63.6 27.3 9.3 8.5 7.0 0.8 4.9 4.1 0.1 3.4 1.2
Number of Traders in Each Category Total Traders: 421
29 18 12 169 68 81 54 37 24 33 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 205,345
Positions
14,213 135,395 40,697 37,454 0 2,048 88,869 5,321 16,173 5,429 5,469 140 322 102
Changes from: July 3, 2023 Total Change is: 839
0 3,465 -3,817 109 0 0 3,358 51 1,188 0 -51 0 1 3
Percent of Open Interest Represented by Each Category of Trader
6.9 65.9 19.8 18.2 0.0 1.0 43.3 2.6 7.9 2.6 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 98
9 25 16 15 0 . 36 4 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,367,304
Positions
24,980 148,099 21,051 696,134 286,597 204,362 31,775 374,474 105,391 84,828 60,333 5,157 193,626 161,838
Changes from: July 3, 2023 Total Change is: 26,763
3,490 -15,078 4,568 -2,336 -2,045 3,710 647 14,085 14,874 -3,758 -969 2,392 3,176 5,227
Percent of Open Interest Represented by Each Category of Trader
1.8 10.8 1.5 50.9 21.0 14.9 2.3 27.4 7.7 6.2 4.4 0.4 14.2 11.8
Number of Traders in Each Category Total Traders: 192
8 16 17 62 34 61 20 38 43 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,528,480
Positions
7,837 88,297 3,186 893,743 277,842 279,199 86,348 714,727 17,432 65,349 29,877 0 175,386 117,920
Changes from: July 3, 2023 Total Change is: 6,269
364 -6,905 2,258 36 5,201 5,318 -4,037 -868 3,661 -1,772 -1,595 0 440 -801
Percent of Open Interest Represented by Each Category of Trader
0.5 5.8 0.2 58.5 18.2 18.3 5.6 46.8 1.1 4.3 2.0 0.0 11.5 7.7
Number of Traders in Each Category Total Traders: 174
. 9 . 79 29 61 15 25 15 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 3,726,473
Positions
128,626 302,170 20,169 1,721,825 524,526 313,882 804,801 2,133,616 84,120 378,642 162,845 24,077 250,331 161,068
Changes from: July 3, 2023 Total Change is: 14,754
-5,616 9,696 -3,776 -15,022 26,027 10,376 12,966 -509 2,204 8,621 -34,258 -438 5,441 5,433
Percent of Open Interest Represented by Each Category of Trader
3.5 8.1 0.5 46.2 14.1 8.4 21.6 57.3 2.3 10.2 4.4 0.6 6.7 4.3
Number of Traders in Each Category Total Traders: 429
33 28 13 157 37 93 58 61 42 42 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 5,477,124
Positions
139,101 362,944 138,964 2,650,155 1,359,201 683,126 335,491 1,693,798 510,884 531,040 245,328 68,828 419,536 414,050
Changes from: July 3, 2023 Total Change is: 219,934
-13,024 31,385 29,878 48,712 83,619 19,861 27,144 -104,538 115,532 25,309 15,614 -3,218 -30,261 31,800
Percent of Open Interest Represented by Each Category of Trader
2.5 6.6 2.5 48.4 24.8 12.5 6.1 30.9 9.3 9.7 4.5 1.3 7.7 7.6
Number of Traders in Each Category Total Traders: 435
24 30 38 129 63 120 59 79 89 34 17 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,741,361
Positions
65,797 74,622 824 861,569 665,521 265,512 169,541 394,496 23,493 179,199 51,557 913 174,513 264,423
Changes from: July 3, 2023 Total Change is: 41,896
-10,693 7,465 133 21,148 26,918 8,333 26,753 -21,471 12,607 10,267 2,020 158 -26,810 5,733
Percent of Open Interest Represented by Each Category of Trader
3.8 4.3 0.0 49.5 38.2 15.2 9.7 22.7 1.3 10.3 3.0 0.1 10.0 15.2
Number of Traders in Each Category Total Traders: 175
5 12 . 51 58 61 12 21 13 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 4,546
Positions
0 0 0 0 0 0 2,461 777 1,085 140 1,038 28 832 1,618
Changes from: July 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 54.1 17.1 23.9 3.1 22.8 0.6 18.3 35.6
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . . . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 5,601,718
Positions
62,124 666,190 81,143 2,651,800 1,074,978 636,482 821,519 2,344,547 290,676 651,426 163,264 17,420 389,128 327,019
Changes from: July 3, 2023 Total Change is: 227,255
-4,267 40,317 14,303 115,075 63,922 -24,073 45,377 159,333 25,351 48,089 -2,267 4,200 3,201 -53,830
Percent of Open Interest Represented by Each Category of Trader
1.1 11.9 1.4 47.3 19.2 11.4 14.7 41.9 5.2 11.6 2.9 0.3 6.9 5.8
Number of Traders in Each Category Total Traders: 403
13 40 24 141 41 103 49 77 68 29 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,440,371
Positions
417,105 207,275 395,520 3,246 19,303 34,832 130,352 306,380 417,863 7,366 5,456 3,165 30,922 50,577
Changes from: July 3, 2023 Total Change is: 25,845
21,887 -91 -1,639 -163 10,956 2,424 -33,246 -35,050 38,624 1,197 3,368 952 -4,191 6,301
Percent of Open Interest Represented by Each Category of Trader
29.0 14.4 27.5 0.2 1.3 2.4 9.0 21.3 29.0 0.5 0.4 0.2 2.1 3.5
Number of Traders in Each Category Total Traders: 145
32 30 56 . . . 26 36 57 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 6,777
Positions
2,163 1,954 1,315 82 0 325 516 509 2,178 100 0 0 98 496
Changes from: July 3, 2023 Total Change is: -479
134 856 -614 82 -198 -81 239 -65 -281 100 0 0 -58 -96
Percent of Open Interest Represented by Each Category of Trader
31.9 28.8 19.4 1.2 0.0 4.8 7.6 7.5 32.1 1.5 0.0 0.0 1.4 7.3
Number of Traders in Each Category Total Traders: 24
5 5 5 . 0 . 7 4 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 is21,067,407
Positions
2,320,520 2,722,170 3,368,855 443,636 425,590 1,219,460 1,454,280 916,154 11,869,893 176,008 308,936 184,875 29,880 51,475
Changes from: July 3, 2023 Total Change is: 519,550
250,172 -47,574 43,602 -86,459 99,245 33,044 -97,360 51,055 363,550 42,958 -6,013 -32,591 2,635 15,232
Percent of Open Interest Represented by Each Category of Trader
11.0 12.9 16.0 2.1 2.0 5.8 6.9 4.3 56.3 0.8 1.5 0.9 0.1 0.2
Number of Traders in Each Category Total Traders: 1,046
71 114 142 48 78 70 131 212 230 189 153 171
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 890,172
Positions
433,575 248,559 172,935 702 34,160 16,910 97,483 216,531 163,377 3,860 37,016 162 1,168 522
Changes from: July 3, 2023 Total Change is: 22,672
31,909 1,344 2,910 0 685 -490 -20,742 9,576 6,115 2,124 3,071 -18 864 -521
Percent of Open Interest Represented by Each Category of Trader
48.7 27.9 19.4 0.1 3.8 1.9 11.0 24.3 18.4 0.4 4.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 184
39 44 59 . 9 4 32 46 49 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 21,428
Positions
7,168 0 1,113 0 524 0 0 13,928 2,422 10,725 3,379 0 0 62
Changes from: July 3, 2023 Total Change is: 1,372
200 0 0 0 0 0 0 180 1,172 0 20 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.5 0.0 5.2 0.0 2.4 0.0 0.0 65.0 11.3 50.1 15.8 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 0 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 17,574
Positions
777 4,146 85 8,340 152 242 4,131 10,014 1,596 503 499 322 1,578 519
Changes from: July 3, 2023 Total Change is: -660
221 67 -54 -53 82 -8 -1,162 -521 145 144 -377 150 -43 -144
Percent of Open Interest Represented by Each Category of Trader
4.4 23.6 0.5 47.5 0.9 1.4 23.5 57.0 9.1 2.9 2.8 1.8 9.0 3.0
Number of Traders in Each Category Total Traders: 122
5 9 . 14 . . 30 41 19 14 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 13,464
Positions
993 2,578 0 863 34 7 2,976 6,327 1,798 3,074 1,428 231 3,522 1,061
Changes from: July 3, 2023 Total Change is: 1,844
799 408 0 -25 12 4 167 1,088 32 549 129 59 259 112
Percent of Open Interest Represented by Each Category of Trader
7.4 19.1 0.0 6.4 0.3 0.1 22.1 47.0 13.4 22.8 10.6 1.7 26.2 7.9
Number of Traders in Each Category Total Traders: 116
. 4 0 5 . . 19 10 6 64 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 4,082
Positions
191 347 68 916 0 0 956 2,365 378 795 591 25 754 309
Changes from: July 3, 2023 Total Change is: -1,026
1 140 -10 -229 -31 0 -720 -1,190 77 -157 45 6 6 -64
Percent of Open Interest Represented by Each Category of Trader
4.7 8.5 1.7 22.4 0.0 0.0 23.4 57.9 9.3 19.5 14.5 0.6 18.5 7.6
Number of Traders in Each Category Total Traders: 62
4 6 . 6 0 0 17 20 12 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 24,966
Positions
0 932 1,961 3,428 38 0 3,389 11,679 5,475 8,916 3,686 918 879 277
Changes from: July 3, 2023 Total Change is: 1,778
0 -1,464 1,961 90 5 0 -2,045 1,561 814 896 -1,216 59 2 58
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 7.9 13.7 0.2 0.0 13.6 46.8 21.9 35.7 14.8 3.7 3.5 1.1
Number of Traders in Each Category Total Traders: 96
0 . . . . 0 7 5 4 66 14 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 28,949
Positions
0 14,136 0 8,015 1,993 752 11,510 6,996 898 3,446 1,416 4 4,325 2,754
Changes from: July 3, 2023 Total Change is: 2,303
0 0 0 111 484 16 2,021 817 290 16 148 -1 -150 549
Percent of Open Interest Represented by Each Category of Trader
0.0 48.8 0.0 27.7 6.9 2.6 39.8 24.2 3.1 11.9 4.9 0.0 14.9 9.5
Number of Traders in Each Category Total Traders: 87
0 . 0 10 8 . 18 20 4 18 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 403,072
Positions
62,806 31,056 16,886 101,272 80,544 51,454 65,524 116,043 57,527 7,064 7,629 14,805 25,734 27,128
Changes from: July 3, 2023 Total Change is: -3,733
2,422 2,703 3,614 5,432 -12,501 -5,394 -10,731 3,122 4,219 -3,771 1,732 837 -361 -2,065
Percent of Open Interest Represented by Each Category of Trader
15.6 7.7 4.2 25.1 20.0 12.8 16.3 28.8 14.3 1.8 1.9 3.7 6.4 6.7
Number of Traders in Each Category Total Traders: 214
14 16 21 28 30 26 35 48 52 17 14 22
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Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 55,528
Positions
46,799 42,375 0 4,940 3,064 678 2,708 9,211 0 134 74 0 269 126
Changes from: July 3, 2023 Total Change is: 114
0 0 0 -37 -44 0 101 135 0 75 -2 0 -25 25
Percent of Open Interest Represented by Each Category of Trader
84.3 76.3 0.0 8.9 5.5 1.2 4.9 16.6 0.0 0.2 0.1 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 9 4 4 6 5 0 . . 0
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Updated July 14, 2023