Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 171,557
Positions
49,795 40,272 6 54,942 44,706 3,607 18,748 54,334 1,878 8,696 2,036 532 33,353 24,186
Changes from: January 2, 2024 Total Change is: -12,919
-1,662 8,588 -70 -6,555 -3,296 248 -3,695 -21,807 194 -938 21 -44 -397 3,247
Percent of Open Interest Represented by Each Category of Trader
29.0 23.5 0.0 32.0 26.1 2.1 10.9 31.7 1.1 5.1 1.2 0.3 19.4 14.1
Number of Traders in Each Category Total Traders: 103
6 7 . 23 17 8 15 25 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 50,169
Positions
8,111 8,837 0 16,673 16,884 470 7,457 8,261 193 1,473 1,600 0 15,792 13,924
Changes from: January 2, 2024 Total Change is: -1,067
-1,371 130 0 1,047 -1,025 466 -878 826 -32 -143 -465 0 -156 -967
Percent of Open Interest Represented by Each Category of Trader
16.2 17.6 0.0 33.2 33.7 0.9 14.9 16.5 0.4 2.9 3.2 0.0 31.5 27.8
Number of Traders in Each Category Total Traders: 51
. 7 0 8 10 . 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 172,631
Positions
26,690 10,072 6,818 41,400 86,710 6,554 53,828 25,180 9,368 0 2,097 0 27,973 25,832
Changes from: January 2, 2024 Total Change is: -5,139
-100 -1,330 342 -746 -2,246 1,637 -4,009 -1,403 -1,111 0 220 0 -1,152 -1,248
Percent of Open Interest Represented by Each Category of Trader
15.5 5.8 3.9 24.0 50.2 3.8 31.2 14.6 5.4 0.0 1.2 0.0 16.2 15.0
Number of Traders in Each Category Total Traders: 105
7 7 . 11 30 10 26 20 13 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 200,299
Positions
38,794 10,109 558 65,746 59,957 4,444 32,930 78,059 4,466 12,424 3,527 0 40,937 39,179
Changes from: January 2, 2024 Total Change is: 16,257
7,234 3,017 -514 1,121 17,884 -703 4,094 -9,572 734 1,340 2,512 0 2,951 2,899
Percent of Open Interest Represented by Each Category of Trader
19.4 5.0 0.3 32.8 29.9 2.2 16.4 39.0 2.2 6.2 1.8 0.0 20.4 19.6
Number of Traders in Each Category Total Traders: 136
10 6 . 23 25 11 27 31 9 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 714,079
Positions
21,104 459,402 2,451 460,848 95,296 25,441 80,190 64,329 9,007 28,855 9,980 3,754 82,429 44,419
Changes from: January 2, 2024 Total Change is: -4,806
2,390 3,086 -72 350 2,997 -497 -5,847 -8,997 842 -901 -994 -45 -1,026 -1,126
Percent of Open Interest Represented by Each Category of Trader
3.0 64.3 0.3 64.5 13.3 3.6 11.2 9.0 1.3 4.0 1.4 0.5 11.5 6.2
Number of Traders in Each Category Total Traders: 288
11 17 . 114 34 45 44 37 21 21 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,845
Positions
492 11,351 0 15,631 4,045 1,466 425 6,069 8 0 0 0 10,823 5,906
Changes from: January 2, 2024 Total Change is: -63
-9 1,212 0 -44 -228 0 0 -319 8 0 0 0 -18 -736
Percent of Open Interest Represented by Each Category of Trader
1.7 39.4 0.0 54.2 14.0 5.1 1.5 21.0 0.0 0.0 0.0 0.0 37.5 20.5
Number of Traders in Each Category Total Traders: 27
. . 0 15 . 5 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 156,375
Positions
49,984 24,361 162 40,170 90,208 4,569 25,773 18,719 926 6,573 416 0 28,218 17,014
Changes from: January 2, 2024 Total Change is: -628
511 3,813 0 -1,702 6,440 1,220 -1,345 -14,185 401 -25 -23 0 312 1,706
Percent of Open Interest Represented by Each Category of Trader
32.0 15.6 0.1 25.7 57.7 2.9 16.5 12.0 0.6 4.2 0.3 0.0 18.0 10.9
Number of Traders in Each Category Total Traders: 93
7 4 . 19 13 9 27 17 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 271,237
Positions
3,085 100,799 358 149,326 2,900 867 103,079 67,418 3,989 2,336 92,276 13 8,184 2,617
Changes from: January 2, 2024 Total Change is: 2,610
175 10,227 163 -3,379 -522 -32 2,528 -7,622 2,603 472 49 -4 84 -2,252
Percent of Open Interest Represented by Each Category of Trader
1.1 37.2 0.1 55.1 1.1 0.3 38.0 24.9 1.5 0.9 34.0 0.0 3.0 1.0
Number of Traders in Each Category Total Traders: 172
4 9 . 32 5 . 69 26 11 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 63,702
Positions
1,328 42,045 337 38,263 2,160 1 16,336 14,854 3 3,546 3,056 0 3,888 1,246
Changes from: January 2, 2024 Total Change is: -1,327
165 1,741 235 -2,715 0 0 295 -3,352 3 478 101 0 212 -55
Percent of Open Interest Represented by Each Category of Trader
2.1 66.0 0.5 60.1 3.4 0.0 25.6 23.3 0.0 5.6 4.8 0.0 6.1 2.0
Number of Traders in Each Category Total Traders: 80
. 7 . 17 4 . 26 8 . 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,539
Positions
5,967 6,705 61 13,136 18,384 1,036 11,713 8,475 683 779 0 0 5,164 3,195
Changes from: January 2, 2024 Total Change is: -676
510 -144 61 -1,094 312 30 117 -1,425 271 -86 -312 0 -485 531
Percent of Open Interest Represented by Each Category of Trader
15.5 17.4 0.2 34.1 47.7 2.7 30.4 22.0 1.8 2.0 0.0 0.0 13.4 8.3
Number of Traders in Each Category Total Traders: 73
6 5 . 14 13 4 15 17 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,149
Positions
444 2,150 0 810 1,491 77 3,084 1,148 0 0 0 0 1,734 1,283
Changes from: January 2, 2024 Total Change is: 682
49 1,021 0 -627 -176 0 1,223 -360 0 0 0 0 37 197
Percent of Open Interest Represented by Each Category of Trader
7.2 35.0 0.0 13.2 24.2 1.3 50.2 18.7 0.0 0.0 0.0 0.0 28.2 20.9
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 . 9 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,318
Positions
29,628 61,028 1,311 20,028 6,880 2,952 30,652 13,501 1,800 2,680 2,933 11 14,256 12,902
Changes from: January 2, 2024 Total Change is: -46
244 -176 -199 -5,102 1,131 304 2,700 -1,397 312 1,227 -183 11 457 151
Percent of Open Interest Represented by Each Category of Trader
28.7 59.1 1.3 19.4 6.7 2.9 29.7 13.1 1.7 2.6 2.8 0.0 13.8 12.5
Number of Traders in Each Category Total Traders: 100
11 19 6 20 6 6 19 18 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 103,318
Positions
29,628 61,028 1,311 20,028 6,880 2,952 30,652 13,501 1,800 2,680 2,933 11 14,256 12,902
Changes from: January 2, 2024 Total Change is: -46
244 -176 -199 -5,102 1,131 304 2,700 -1,397 312 1,227 -183 11 457 151
Percent of Open Interest Represented by Each Category of Trader
28.7 59.1 1.3 19.4 6.7 2.9 29.7 13.1 1.7 2.6 2.8 0.0 13.8 12.5
Number of Traders in Each Category Total Traders: 100
11 19 6 20 6 6 19 18 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 57,963
Positions
18,079 47,333 0 32,282 5,150 1,446 3,574 2,981 0 0 0 0 2,582 1,053
Changes from: January 2, 2024 Total Change is: 5,077
7,291 5,028 0 -2,344 -44 -20 50 -117 0 0 0 0 100 230
Percent of Open Interest Represented by Each Category of Trader
31.2 81.7 0.0 55.7 8.9 2.5 6.2 5.1 0.0 0.0 0.0 0.0 4.5 1.8
Number of Traders in Each Category Total Traders: 39
6 6 0 20 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,225,245
Positions
213,291 896,974 35,223 1,196,261 266,029 163,224 162,683 470,085 55,370 107,858 141,928 7,025 284,310 189,387
Changes from: January 2, 2024 Total Change is: -9,481
-42,851 48,012 -45 -24,486 2,658 2,651 15,151 -67,660 13,983 13,169 -12,573 4,326 8,621 -833
Percent of Open Interest Represented by Each Category of Trader
9.6 40.3 1.6 53.8 12.0 7.3 7.3 21.1 2.5 4.8 6.4 0.3 12.8 8.5
Number of Traders in Each Category Total Traders: 508
27 42 19 183 61 103 69 82 55 20 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,285
Positions
7,876 12,828 0 5,141 2,401 0 3,673 1,551 0 0 0 0 1,595 1,505
Changes from: January 2, 2024 Total Change is: -515
-330 6,536 0 -142 -6,608 0 -255 -80 0 0 0 0 212 -363
Percent of Open Interest Represented by Each Category of Trader
43.1 70.2 0.0 28.1 13.1 0.0 20.1 8.5 0.0 0.0 0.0 0.0 8.7 8.2
Number of Traders in Each Category Total Traders: 26
6 5 0 . . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,204
Positions
5,365 20,849 12 12,312 981 226 4,396 731 0 0 0 0 2,893 2,405
Changes from: January 2, 2024 Total Change is: 1,343
163 1,331 12 18 -1,204 0 1,355 -23 0 0 0 0 -205 1,227
Percent of Open Interest Represented by Each Category of Trader
21.3 82.7 0.0 48.8 3.9 0.9 17.4 2.9 0.0 0.0 0.0 0.0 11.5 9.5
Number of Traders in Each Category Total Traders: 35
5 8 . 12 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,209,328
Positions
213,291 897,201 34,996 1,194,090 266,029 162,927 157,671 470,186 52,676 107,756 140,946 7,025 278,896 177,342
Changes from: January 2, 2024 Total Change is: -11,887
-42,743 48,341 -270 -24,315 2,547 2,758 9,161 -68,125 17,553 13,067 -12,781 4,326 8,576 -6,236
Percent of Open Interest Represented by Each Category of Trader
9.7 40.6 1.6 54.0 12.0 7.4 7.1 21.3 2.4 4.9 6.4 0.3 12.6 8.0
Number of Traders in Each Category Total Traders: 499
27 42 19 180 61 102 65 80 51 20 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,363
Positions
24,574 35,863 0 11,181 522 0 1,122 327 0 0 0 0 2,486 2,651
Changes from: January 2, 2024 Total Change is: 3,068
1,554 2,018 0 1,655 223 0 -136 -259 0 0 0 0 -5 1,086
Percent of Open Interest Represented by Each Category of Trader
62.4 91.1 0.0 28.4 1.3 0.0 2.9 0.8 0.0 0.0 0.0 0.0 6.3 6.7
Number of Traders in Each Category Total Traders: 23
5 6 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,903
Positions
4,979 24,969 0 18,159 8,932 161 10,497 2,810 0 0 0 0 4,107 1,031
Changes from: January 2, 2024 Total Change is: 11,582
646 12,324 0 9,231 -803 0 5 287 0 0 0 0 1,700 -226
Percent of Open Interest Represented by Each Category of Trader
13.1 65.9 0.0 47.9 23.6 0.4 27.7 7.4 0.0 0.0 0.0 0.0 10.8 2.7
Number of Traders in Each Category Total Traders: 36
6 7 0 10 5 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 159,171
Positions
2,268 0 0 22,836 1,127 1,846 58,962 7,833 18,092 1,024 9,822 0 54,143 120,451
Changes from: January 2, 2024 Total Change is: 24,057
1,187 -1,019 -21 -2,817 6 33 21,412 -33,833 2,786 1,024 2,076 0 453 54,029
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 14.3 0.7 1.2 37.0 4.9 11.4 0.6 6.2 0.0 34.0 75.7
Number of Traders in Each Category Total Traders: 25
. 0 0 10 . . 6 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 380,860
Positions
127,244 132,639 129,499 1,634 38,000 0 37,450 16,815 56,744 24,277 0 1,250 2,762 5,913
Changes from: January 2, 2024 Total Change is: 454
-2,049 -6,298 4,986 0 0 0 -2,556 -799 -931 0 0 0 1,004 3,496
Percent of Open Interest Represented by Each Category of Trader
33.4 34.8 34.0 0.4 10.0 0.0 9.8 4.4 14.9 6.4 0.0 0.3 0.7 1.6
Number of Traders in Each Category Total Traders: 35
9 11 17 . . 0 4 4 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,734
Positions
4,386 11,059 122 24,955 20,969 2,007 2,121 3,282 3 0 275 0 8,140 4,017
Changes from: January 2, 2024 Total Change is: -514
292 523 1 -1,383 196 209 638 -1,347 0 0 -258 0 -271 162
Percent of Open Interest Represented by Each Category of Trader
10.5 26.5 0.3 59.8 50.2 4.8 5.1 7.9 0.0 0.0 0.7 0.0 19.5 9.6
Number of Traders in Each Category Total Traders: 69
6 5 . 32 13 10 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 287,400
Positions
48,810 102,282 4,075 114,427 26,088 4,296 47,469 84,084 11,445 10,546 15,084 226 46,106 39,820
Changes from: January 2, 2024 Total Change is: 5,763
529 -3,990 355 -1,455 -610 -33 2,699 3,451 -1,484 3,426 3,187 217 1,509 4,669
Percent of Open Interest Represented by Each Category of Trader
17.0 35.6 1.4 39.8 9.1 1.5 16.5 29.3 4.0 3.7 5.2 0.1 16.0 13.9
Number of Traders in Each Category Total Traders: 295
22 24 11 74 27 29 49 49 31 27 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 277,732
Positions
48,814 102,635 3,666 114,263 26,154 4,225 51,636 87,809 2,471 10,416 14,356 201 42,040 36,215
Changes from: January 2, 2024 Total Change is: 4,900
604 -3,577 169 -1,406 -544 -41 4,638 5,885 -4,463 3,401 3,026 199 1,799 4,246
Percent of Open Interest Represented by Each Category of Trader
17.6 37.0 1.3 41.1 9.4 1.5 18.6 31.6 0.9 3.8 5.2 0.1 15.1 13.0
Number of Traders in Each Category Total Traders: 275
22 23 10 72 27 28 46 45 27 21 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 96,681
Positions
4,029 540 20 2,303 0 44 46,501 50,925 1,572 1,302 7,277 251 40,659 36,052
Changes from: January 2, 2024 Total Change is: 8,631
1,113 -2,259 -4 -408 -584 2 15,209 10,261 -4,811 249 1,610 183 -2,902 4,233
Percent of Open Interest Represented by Each Category of Trader
4.2 0.6 0.0 2.4 0.0 0.0 48.1 52.7 1.6 1.3 7.5 0.3 42.1 37.3
Number of Traders in Each Category Total Traders: 35
. . . 4 0 . 9 8 6 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 499,063
Positions
84,247 132,570 7,562 220,843 161,267 24,233 92,776 122,385 5,485 33,499 26,107 307 30,111 19,147
Changes from: January 2, 2024 Total Change is: -17,276
512 -6,614 -1,515 -23,539 356 862 -3,100 -13,155 523 9,996 3,226 6 -1,021 -965
Percent of Open Interest Represented by Each Category of Trader
16.9 26.6 1.5 44.3 32.3 4.9 18.6 24.5 1.1 6.7 5.2 0.1 6.0 3.8
Number of Traders in Each Category Total Traders: 359
35 17 7 101 58 40 56 62 24 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,944
Positions
13,406 14,511 0 13,610 12,483 287 358 549 0 0 0 0 1,283 1,114
Changes from: January 2, 2024 Total Change is: 1,411
-264 1,896 0 815 -335 287 0 -441 0 0 0 0 573 4
Percent of Open Interest Represented by Each Category of Trader
46.3 50.1 0.0 47.0 43.1 1.0 1.2 1.9 0.0 0.0 0.0 0.0 4.4 3.8
Number of Traders in Each Category Total Traders: 23
. 8 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,504
Positions
0 7,960 0 9,966 0 13 1,400 2,230 0 423 2,533 0 3,702 2,768
Changes from: January 2, 2024 Total Change is: 340
0 1 0 -100 0 3 307 -126 0 59 -83 0 71 545
Percent of Open Interest Represented by Each Category of Trader
0.0 51.3 0.0 64.3 0.0 0.1 9.0 14.4 0.0 2.7 16.3 0.0 23.9 17.9
Number of Traders in Each Category Total Traders: 23
0 5 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,608
Positions
5,999 18,960 370 14,179 1,168 651 11,237 7,064 454 4,124 766 0 7,594 15,175
Changes from: January 2, 2024 Total Change is: 2,791
-355 1,184 46 2,000 -81 -251 1,592 2,528 200 -45 0 0 -396 -835
Percent of Open Interest Represented by Each Category of Trader
13.4 42.5 0.8 31.8 2.6 1.5 25.2 15.8 1.0 9.2 1.7 0.0 17.0 34.0
Number of Traders in Each Category Total Traders: 58
7 5 . 14 . 4 17 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 426,275
Positions
38,019 251,313 975 298,537 73,727 28,116 29,412 16,427 1,607 13,592 44,242 622 15,395 9,246
Changes from: January 2, 2024 Total Change is: -6,408
-539 2,053 -258 -3,550 919 -60 -914 -5,492 -174 -800 -4,579 29 -142 1,154
Percent of Open Interest Represented by Each Category of Trader
8.9 59.0 0.2 70.0 17.3 6.6 6.9 3.9 0.4 3.2 10.4 0.1 3.6 2.2
Number of Traders in Each Category Total Traders: 194
11 17 5 81 38 33 24 15 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,065,338
Positions
101,150 426,662 9,375 615,046 299,623 112,203 106,261 145,558 8,345 76,880 48,167 2,136 33,942 13,269
Changes from: January 2, 2024 Total Change is: -20,620
-1,672 -233 -220 -18,613 -4,800 -60 -1,968 -8,593 -1,942 303 -9,513 64 3,488 4,677
Percent of Open Interest Represented by Each Category of Trader
9.5 40.0 0.9 57.7 28.1 10.5 10.0 13.7 0.8 7.2 4.5 0.2 3.2 1.2
Number of Traders in Each Category Total Traders: 385
27 19 8 159 54 72 54 31 23 30 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 196,590
Positions
10,233 133,626 20,990 45,356 0 1,605 77,080 6,417 28,816 9,991 4,605 0 2,519 531
Changes from: January 2, 2024 Total Change is: 3,709
50 4,970 -1,666 3,802 0 0 2,701 1,608 -1,209 -1 0 0 32 6
Percent of Open Interest Represented by Each Category of Trader
5.2 68.0 10.7 23.1 0.0 0.8 39.2 3.3 14.7 5.1 2.3 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 76
6 19 14 11 0 . 28 4 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,452,040
Positions
37,331 198,205 2,564 815,600 287,952 172,955 79,195 512,545 38,033 108,123 101,148 240 197,999 138,398
Changes from: January 2, 2024 Total Change is: 24,306
3,507 -16 14 -6,573 551 1,493 936 11,011 8,059 12,011 4,732 9 4,850 -1,547
Percent of Open Interest Represented by Each Category of Trader
2.6 13.7 0.2 56.2 19.8 11.9 5.5 35.3 2.6 7.4 7.0 0.0 13.6 9.5
Number of Traders in Each Category Total Traders: 209
15 17 5 63 32 59 19 44 19 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,678,240
Positions
13,994 108,037 1,185 1,053,950 297,466 286,071 96,625 762,082 17,324 42,039 61,997 14 167,038 144,064
Changes from: January 2, 2024 Total Change is: 13,038
1,226 8,308 -136 4,196 -1,375 2,109 2,256 4,466 814 -1,338 8,117 0 3,911 -9,265
Percent of Open Interest Represented by Each Category of Trader
0.8 6.4 0.1 62.8 17.7 17.0 5.8 45.4 1.0 2.5 3.7 0.0 10.0 8.6
Number of Traders in Each Category Total Traders: 184
5 12 . 76 37 60 14 29 12 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,781,552
Positions
129,037 410,327 5,722 1,693,596 440,534 320,564 767,110 2,250,500 75,586 522,541 139,957 11,170 256,226 127,192
Changes from: January 2, 2024 Total Change is: 11,007
8,372 46,701 -5,623 -9,355 -17,539 16,974 -9,211 -19,155 9,165 -6,870 -12,259 311 7,244 -7,568
Percent of Open Interest Represented by Each Category of Trader
3.4 10.9 0.2 44.8 11.6 8.5 20.3 59.5 2.0 13.8 3.7 0.3 6.8 3.4
Number of Traders in Each Category Total Traders: 454
29 24 10 158 49 89 67 63 35 53 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,652,295
Positions
151,622 315,591 72,834 2,423,409 1,109,593 678,932 339,062 1,846,769 89,661 481,846 184,518 544 414,385 353,853
Changes from: January 2, 2024 Total Change is: 31,597
-17,988 -14,507 5,317 1,619 30,090 -26,805 45,250 14,829 3,568 5,738 14,644 -4 14,902 4,465
Percent of Open Interest Represented by Each Category of Trader
3.3 6.8 1.6 52.1 23.9 14.6 7.3 39.7 1.9 10.4 4.0 0.0 8.9 7.6
Number of Traders in Each Category Total Traders: 410
18 32 12 128 58 104 51 80 43 28 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,098,436
Positions
79,293 169,677 4,685 951,087 706,155 273,376 403,969 559,903 30,994 147,312 75,033 4,785 202,935 273,828
Changes from: January 2, 2024 Total Change is: 16,125
11,071 12,712 617 3,921 37,342 -15,869 41,489 -28,357 -1,257 -27,003 -548 2,229 927 9,256
Percent of Open Interest Represented by Each Category of Trader
3.8 8.1 0.2 45.3 33.7 13.0 19.3 26.7 1.5 7.0 3.6 0.2 9.7 13.0
Number of Traders in Each Category Total Traders: 189
8 15 6 49 55 55 20 24 12 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,392
Positions
0 0 0 0 0 0 2,023 1,366 46 224 775 34 1,065 1,171
Changes from: January 2, 2024 Total Change is: 735
0 0 0 0 0 0 532 546 15 32 -64 34 122 204
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 59.6 40.3 1.4 6.6 22.8 1.0 31.4 34.5
Number of Traders in Each Category Total Traders: 23
0 0 0 0 0 0 . . . 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,798,901
Positions
99,090 744,192 24,403 2,988,941 1,058,845 678,596 912,489 2,787,345 91,382 565,638 137,361 152 438,210 276,625
Changes from: January 2, 2024 Total Change is: 1,585
-12,418 48,109 5,827 -31,222 18,171 494 68,415 -37,764 -34,076 -3,657 11,419 -51 8,273 -10,544
Percent of Open Interest Represented by Each Category of Trader
1.7 12.8 0.4 51.5 18.3 11.7 15.7 48.1 1.6 9.8 2.4 0.0 7.6 4.8
Number of Traders in Each Category Total Traders: 374
14 32 8 152 31 97 52 61 33 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,626,636
Positions
414,838 195,203 394,387 13,427 26,374 49,994 285,736 466,483 410,513 8,236 27,725 10,870 38,635 45,087
Changes from: January 2, 2024 Total Change is: 141,795
14,961 58,912 14,154 -17,661 5,186 -221 60,964 -22,721 58,871 -2,038 18,965 2,143 10,622 6,506
Percent of Open Interest Represented by Each Category of Trader
25.5 12.0 24.2 0.8 1.6 3.1 17.6 28.7 25.2 0.5 1.7 0.7 2.4 2.8
Number of Traders in Each Category Total Traders: 156
29 27 45 . 6 4 36 43 55 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,877
Positions
13,949 12,960 6,215 477 270 58 1,277 2,230 7,421 45 226 44 391 453
Changes from: January 2, 2024 Total Change is: 1,629
1,262 13 -124 0 -16 -3 -476 524 644 0 226 0 326 365
Percent of Open Interest Represented by Each Category of Trader
46.7 43.4 20.8 1.6 0.9 0.2 4.3 7.5 24.8 0.2 0.8 0.1 1.3 1.5
Number of Traders in Each Category Total Traders: 42
10 9 11 . . . 6 12 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,826,827
Positions
1,589,201 1,877,235 1,818,946 160,539 827,198 915,455 1,934,886 743,885 3,229,557 41,590 267,302 104,985 31,668 42,264
Changes from: January 2, 2024 Total Change is: -27,228
-66,137 -116,226 23,531 7,627 147,849 -63,394 134,414 -37,773 -2,332 -61,192 12,581 1,612 -1,357 6,924
Percent of Open Interest Represented by Each Category of Trader
16.2 19.1 18.5 1.6 8.4 9.3 19.7 7.6 32.9 0.4 2.7 1.1 0.3 0.4
Number of Traders in Each Category Total Traders: 873
71 113 143 42 75 57 153 150 181 85 132 95
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 970,495
Positions
190,194 109,047 268,227 88,203 2,862 20,371 222,357 399,026 150,483 23,480 13,854 6,177 1,003 448
Changes from: January 2, 2024 Total Change is: 116,014
2,410 -75,397 69,016 -5,849 269 1,222 8,103 67,845 46,933 -12,457 -12 6,073 563 65
Percent of Open Interest Represented by Each Category of Trader
19.6 11.2 27.6 9.1 0.3 2.1 22.9 41.1 15.5 2.4 1.4 0.6 0.1 0.0
Number of Traders in Each Category Total Traders: 185
37 46 58 5 5 5 26 51 46 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 75,401
Positions
2,546 40 31,585 120 397 0 4,150 24,751 18,348 18,642 260 0 10 20
Changes from: January 2, 2024 Total Change is: 2,450
0 -20 0 0 0 0 -110 2,470 0 2,560 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.4 0.1 41.9 0.2 0.5 0.0 5.5 32.8 24.3 24.7 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 . 4 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,636
Positions
6,968 0 1,253 38 348 0 5,542 20,428 10,529 13,306 5,017 0 0 61
Changes from: January 2, 2024 Total Change is: 289
220 0 0 0 0 0 -554 218 -2 625 73 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.5 0.0 3.3 0.1 0.9 0.0 14.7 54.3 28.0 35.4 13.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . . . 0 . 8 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,846
Positions
906 6,261 595 14,339 0 168 3,579 14,998 1,865 3,484 1,888 349 1,561 722
Changes from: January 2, 2024 Total Change is: 3,267
24 394 234 1,615 0 1 262 1,382 702 507 484 45 -123 25
Percent of Open Interest Represented by Each Category of Trader
3.4 23.3 2.2 53.4 0.0 0.6 13.3 55.9 6.9 13.0 7.0 1.3 5.8 2.7
Number of Traders in Each Category Total Traders: 131
5 10 5 22 0 . 35 34 24 16 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,146
Positions
234 2,281 499 849 2,993 85 4,213 5,224 1,110 2,891 907 10 4,255 1,037
Changes from: January 2, 2024 Total Change is: 3,742
84 1,187 490 -581 2,891 1 2,675 -1,184 449 -58 -36 3 679 -59
Percent of Open Interest Represented by Each Category of Trader
1.7 16.1 3.5 6.0 21.2 0.6 29.8 36.9 7.8 20.4 6.4 0.1 30.1 7.3
Number of Traders in Each Category Total Traders: 107
4 . . 6 . . 19 11 7 48 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,264
Positions
0 1,158 351 0 0 0 656 8,999 0 10,833 2,888 0 3,424 1,868
Changes from: January 2, 2024 Total Change is: 7,287
0 -2,603 344 0 0 0 656 8,223 0 4,270 47 0 2,017 1,276
Percent of Open Interest Represented by Each Category of Trader
0.0 7.6 2.3 0.0 0.0 0.0 4.3 59.0 0.0 71.0 18.9 0.0 22.4 12.2
Number of Traders in Each Category Total Traders: 124
0 . . 0 0 0 . . 0 96 25 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,853
Positions
230 1,225 137 1,503 42 28 2,236 3,618 108 670 378 0 941 317
Changes from: January 2, 2024 Total Change is: 305
-3 135 93 -318 2 14 141 299 46 306 -322 -3 29 41
Percent of Open Interest Represented by Each Category of Trader
3.9 20.9 2.3 25.7 0.7 0.5 38.2 61.8 1.8 11.4 6.5 0.0 16.1 5.4
Number of Traders in Each Category Total Traders: 72
. 7 . 13 . . 23 19 10 4 . 0
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Traders in Financial Futures - Futures Only Positions as of January 9, 2024
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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 21,593
Positions
0 3,233 891 1,572 708 916 2,669 8,875 4,796 9,452 1,884 78 1,219 212
Changes from: January 2, 2024 Total Change is: 1,035
-602 -3,199 891 -1,527 288 265 1,790 2,599 590 -577 -406 0 205 7
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 4.1 7.3 3.3 4.2 12.4 41.1 22.2 43.8 8.7 0.4 5.6 1.0
Number of Traders in Each Category Total Traders: 104
0 . . 4 . . 7 7 . 62 20 .
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Traders in Financial Futures - Futures Only Positions as of January 9, 2024
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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 6,810
Positions
0 4,039 0 0 0 0 0 1,876 0 5,961 728 0 849 167
Changes from: January 2, 2024 Total Change is: 354
0 570 0 0 0 0 -105 151 0 331 -450 0 128 83
Percent of Open Interest Represented by Each Category of Trader
0.0 59.3 0.0 0.0 0.0 0.0 0.0 27.5 0.0 87.5 10.7 0.0 12.5 2.5
Number of Traders in Each Category Total Traders: 57
0 . 0 0 0 0 0 . 0 45 9 0
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Traders in Financial Futures - Futures Only Positions as of January 9, 2024
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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 23,878
Positions
0 4,069 0 5,780 2,205 961 11,696 9,756 1,413 1,578 2,324 0 2,450 3,150
Changes from: January 2, 2024 Total Change is: -38
0 -20 0 1,229 -243 52 -2,117 -508 379 426 418 0 -7 -116
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.0 24.2 9.2 4.0 49.0 40.9 5.9 6.6 9.7 0.0 10.3 13.2
Number of Traders in Each Category Total Traders: 93
0 . 0 15 4 4 25 19 5 10 18 0
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Traders in Financial Futures - Futures Only Positions as of January 9, 2024
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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 355,172
Positions
52,532 36,163 17,867 69,188 68,180 49,873 61,143 79,025 56,048 10,988 3,407 11,609 25,924 33,000
Changes from: January 2, 2024 Total Change is: 19,212
-370 196 2,980 5,635 -6,916 3,521 -4,241 3,547 11,976 -1,017 1,368 -578 1,306 3,118
Percent of Open Interest Represented by Each Category of Trader
14.8 10.2 5.0 19.5 19.2 14.0 17.2 22.2 15.8 3.1 1.0 3.3 7.3 9.3
Number of Traders in Each Category Total Traders: 213
13 13 20 24 30 24 45 48 55 16 8 23
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Traders in Financial Futures - Futures Only Positions as of January 9, 2024
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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 94,124
Positions
82,310 76,557 0 9,512 8,043 30 1,436 9,290 32 526 133 0 278 39
Changes from: January 2, 2024 Total Change is: 21,688
23,200 23,200 0 -815 0 -18 -808 -1,544 32 83 22 0 14 -4
Percent of Open Interest Represented by Each Category of Trader
87.4 81.3 0.0 10.1 8.5 0.0 1.5 9.9 0.0 0.6 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 35
4 . 0 9 5 . 5 4 . 6 . 0
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Updated January 09, 2024