Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 197,817
Positions
51,261 32,421 3,394 60,588 47,999 4,440 22,288 75,682 9,192 9,919 2,015 624 36,110 22,051
Changes from: December 26, 2023 Total Change is: 6,474
-3,686 14,112 -705 10,821 -2,923 -499 351 -143 336 254 -583 -73 -325 -3,048
Percent of Open Interest Represented by Each Category of Trader
25.9 16.4 1.7 30.6 24.3 2.2 11.3 38.3 4.6 5.0 1.0 0.3 18.3 11.1
Number of Traders in Each Category Total Traders: 111
4 9 8 23 20 12 16 24 13 11 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 56,656
Positions
8,980 8,862 1,010 15,626 17,909 4 9,063 7,406 4,314 1,616 2,065 0 16,044 15,086
Changes from: December 26, 2023 Total Change is: 4,920
-1,698 687 79 3,046 1,883 0 814 1,157 785 0 1,514 0 1,895 -1,185
Percent of Open Interest Represented by Each Category of Trader
15.8 15.6 1.8 27.6 31.6 0.0 16.0 13.1 7.6 2.9 3.6 0.0 28.3 26.6
Number of Traders in Each Category Total Traders: 52
. 7 . 8 10 . 14 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 208,030
Positions
28,127 7,197 14,412 41,909 88,956 5,662 54,411 28,714 32,132 429 1,880 717 30,230 28,360
Changes from: December 26, 2023 Total Change is: 1,342
4,042 -5,088 487 -2,268 1,330 290 92 521 1,091 151 3 -136 -2,407 2,845
Percent of Open Interest Represented by Each Category of Trader
13.5 3.5 6.9 20.1 42.8 2.7 26.2 13.8 15.4 0.2 0.9 0.3 14.5 13.6
Number of Traders in Each Category Total Traders: 111
6 7 7 15 28 14 28 22 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 222,063
Positions
33,021 8,851 3,698 66,939 42,741 8,627 26,749 88,744 29,971 12,126 1,188 0 40,931 38,243
Changes from: December 26, 2023 Total Change is: -4,499
-2,633 534 182 1,400 -5,090 1,707 -3,767 -3,314 863 -1,825 -247 0 -426 866
Percent of Open Interest Represented by Each Category of Trader
14.9 4.0 1.7 30.1 19.2 3.9 12.0 40.0 13.5 5.5 0.5 0.0 18.4 17.2
Number of Traders in Each Category Total Traders: 141
11 6 7 24 25 18 25 35 16 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 810,765
Positions
17,789 448,116 24,777 475,093 91,734 31,498 71,351 81,473 70,362 29,691 11,155 3,950 86,255 47,701
Changes from: December 26, 2023 Total Change is: 15,716
-878 17,634 2,772 -423 -3,381 190 15,684 3,161 -2,970 -211 1,512 72 1,479 -3,274
Percent of Open Interest Represented by Each Category of Trader
2.2 55.3 3.1 58.6 11.3 3.9 8.8 10.0 8.7 3.7 1.4 0.5 10.6 5.9
Number of Traders in Each Category Total Traders: 301
11 15 12 116 32 51 50 38 33 23 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 28,908
Positions
501 10,139 0 15,675 4,273 1,466 425 6,388 0 0 0 0 10,841 6,642
Changes from: December 26, 2023 Total Change is: 104
2 4 0 456 -39 -399 -402 580 0 0 0 0 447 -42
Percent of Open Interest Represented by Each Category of Trader
1.7 35.1 0.0 54.2 14.8 5.1 1.5 22.1 0.0 0.0 0.0 0.0 37.5 23.0
Number of Traders in Each Category Total Traders: 25
. . 0 15 . 5 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 169,454
Positions
49,273 20,801 668 41,112 83,770 4,270 27,582 32,704 10,113 7,291 439 214 28,931 16,474
Changes from: December 26, 2023 Total Change is: 5,898
-8,043 13,978 -12 5,329 -6,122 1,366 5,815 45 694 104 -26 -34 679 -3,992
Percent of Open Interest Represented by Each Category of Trader
29.1 12.3 0.4 24.3 49.4 2.5 16.3 19.3 6.0 4.3 0.3 0.1 17.1 9.7
Number of Traders in Each Category Total Traders: 98
6 6 . 20 11 11 28 19 12 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 271,046
Positions
2,910 90,572 195 152,705 3,422 899 100,657 75,205 3,632 1,922 92,223 21 8,104 4,877
Changes from: December 26, 2023 Total Change is: 15,340
825 3,630 122 3,280 -195 0 10,422 10,878 298 -201 420 -10 605 197
Percent of Open Interest Represented by Each Category of Trader
1.1 33.4 0.1 56.3 1.3 0.3 37.1 27.7 1.3 0.7 34.0 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 169
. 8 . 33 8 4 65 25 11 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 65,033
Positions
1,163 40,304 102 40,978 2,160 1 16,041 18,206 0 3,068 2,955 0 3,680 1,305
Changes from: December 26, 2023 Total Change is: -25,222
-4,270 -13,641 -9,040 2,826 41 0 477 13,529 -10,393 652 -390 0 -5,474 -5,328
Percent of Open Interest Represented by Each Category of Trader
1.8 62.0 0.2 63.0 3.3 0.0 24.7 28.0 0.0 4.7 4.5 0.0 5.7 2.0
Number of Traders in Each Category Total Traders: 78
. 8 . 18 4 . 22 10 0 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 39,218
Positions
5,457 6,849 0 14,230 18,072 1,006 11,596 9,900 412 865 312 0 5,652 2,667
Changes from: December 26, 2023 Total Change is: 4,304
-120 3,228 0 2,232 472 -50 2,106 994 -332 -2 -18 0 470 10
Percent of Open Interest Represented by Each Category of Trader
13.9 17.5 0.0 36.3 46.1 2.6 29.6 25.2 1.1 2.2 0.8 0.0 14.4 6.8
Number of Traders in Each Category Total Traders: 79
5 5 0 17 14 4 18 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 5,467
Positions
395 1,129 0 1,437 1,667 77 1,861 1,508 0 0 0 0 1,697 1,086
Changes from: December 26, 2023 Total Change is: -395
8 -697 0 144 -162 0 -288 349 0 0 0 0 -259 115
Percent of Open Interest Represented by Each Category of Trader
7.2 20.7 0.0 26.3 30.5 1.4 34.0 27.6 0.0 0.0 0.0 0.0 31.0 19.9
Number of Traders in Each Category Total Traders: 24
. . 0 4 4 . 8 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 103,391
Positions
29,384 61,204 1,510 25,130 5,749 2,648 27,959 14,898 1,494 1,453 3,116 0 13,813 12,772
Changes from: December 26, 2023 Total Change is: 4,864
-926 3,782 102 -940 2,651 1,082 6,158 -1,764 -604 -74 -733 0 66 348
Percent of Open Interest Represented by Each Category of Trader
28.4 59.2 1.5 24.3 5.6 2.6 27.0 14.4 1.4 1.4 3.0 0.0 13.4 12.4
Number of Traders in Each Category Total Traders: 105
10 21 6 21 4 7 26 16 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 103,391
Positions
29,384 61,204 1,510 25,130 5,749 2,648 27,959 14,898 1,494 1,453 3,116 0 13,813 12,772
Changes from: December 26, 2023 Total Change is: 4,864
-926 3,782 102 -940 2,651 1,082 6,158 -1,764 -604 -74 -733 0 66 348
Percent of Open Interest Represented by Each Category of Trader
28.4 59.2 1.5 24.3 5.6 2.6 27.0 14.4 1.4 1.4 3.0 0.0 13.4 12.4
Number of Traders in Each Category Total Traders: 105
10 21 6 21 4 7 26 16 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 52,886
Positions
10,788 42,305 0 34,626 5,194 1,466 3,524 3,098 0 0 0 0 2,482 823
Changes from: December 26, 2023 Total Change is: 6,031
2,991 5,440 0 2,551 302 -25 931 -85 0 0 0 0 -417 399
Percent of Open Interest Represented by Each Category of Trader
20.4 80.0 0.0 65.5 9.8 2.8 6.7 5.9 0.0 0.0 0.0 0.0 4.7 1.6
Number of Traders in Each Category Total Traders: 40
5 7 0 21 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 3,077,207
Positions
256,310 816,843 210,652 1,213,599 264,376 176,213 146,506 550,043 644,419 93,759 155,188 14,248 321,502 245,226
Changes from: December 26, 2023 Total Change is: -73,114
-25,700 34,196 -8,270 66,450 -10,661 812 6,359 35,547 -115,566 6,296 6,288 -9,893 6,399 -5,567
Percent of Open Interest Represented by Each Category of Trader
8.3 26.5 6.8 39.4 8.6 5.7 4.8 17.9 20.9 3.0 5.0 0.5 10.4 8.0
Number of Traders in Each Category Total Traders: 559
35 35 44 182 62 115 66 95 106 48 33 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 18,800
Positions
8,206 6,292 0 5,283 9,009 0 3,928 1,631 0 0 0 0 1,383 1,868
Changes from: December 26, 2023 Total Change is: -523
-302 -138 0 -35 -78 0 -94 -147 0 0 0 0 -92 -160
Percent of Open Interest Represented by Each Category of Trader
43.6 33.5 0.0 28.1 47.9 0.0 20.9 8.7 0.0 0.0 0.0 0.0 7.4 9.9
Number of Traders in Each Category Total Traders: 27
6 5 0 . 4 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 23,861
Positions
5,202 19,518 0 12,294 2,185 226 3,041 754 0 0 0 0 3,098 1,178
Changes from: December 26, 2023 Total Change is: -1,026
1,273 -1,035 0 -2,445 -227 226 109 27 0 0 0 0 -189 -17
Percent of Open Interest Represented by Each Category of Trader
21.8 81.8 0.0 51.5 9.2 0.9 12.7 3.2 0.0 0.0 0.0 0.0 13.0 4.9
Number of Traders in Each Category Total Traders: 32
4 8 0 12 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 3,061,078
Positions
256,201 816,741 210,649 1,211,257 264,487 175,809 147,488 550,803 635,917 93,759 154,413 14,248 315,750 238,011
Changes from: December 26, 2023 Total Change is: -75,066
-25,809 34,915 -8,272 66,100 -10,661 858 6,504 35,891 -117,201 6,296 6,100 -9,893 6,350 -6,803
Percent of Open Interest Represented by Each Category of Trader
8.4 26.7 6.9 39.6 8.6 5.7 4.8 18.0 20.8 3.1 5.0 0.5 10.3 7.8
Number of Traders in Each Category Total Traders: 548
34 34 43 179 62 115 65 91 102 48 33 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 36,295
Positions
23,020 33,845 0 9,526 299 0 1,258 586 0 0 0 0 2,491 1,565
Changes from: December 26, 2023 Total Change is: 1,789
-171 2,095 0 1,684 0 0 370 -399 0 0 0 0 -94 93
Percent of Open Interest Represented by Each Category of Trader
63.4 93.2 0.0 26.2 0.8 0.0 3.5 1.6 0.0 0.0 0.0 0.0 6.9 4.3
Number of Traders in Each Category Total Traders: 22
5 6 0 4 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 26,321
Positions
4,333 12,645 0 8,928 9,735 161 10,492 2,523 0 0 0 0 2,407 1,257
Changes from: December 26, 2023 Total Change is: -287
130 235 0 -87 -421 0 -200 -395 0 0 0 0 -130 294
Percent of Open Interest Represented by Each Category of Trader
16.5 48.0 0.0 33.9 37.0 0.6 39.9 9.6 0.0 0.0 0.0 0.0 9.1 4.8
Number of Traders in Each Category Total Traders: 30
5 6 0 8 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 161,294
Positions
1,081 1,019 21 25,653 1,121 1,813 39,999 42,228 35,198 0 7,746 0 57,529 72,148
Changes from: December 26, 2023 Total Change is: 19,525
1,081 -7,196 21 3,509 13 -472 16,734 14,751 -1,836 0 1,879 0 488 12,365
Percent of Open Interest Represented by Each Category of Trader
0.7 0.6 0.0 15.9 0.7 1.1 24.8 26.2 21.8 0.0 4.8 0.0 35.7 44.7
Number of Traders in Each Category Total Traders: 29
. . . 11 . . 6 8 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 380,406
Positions
129,293 138,937 124,513 1,634 38,000 0 40,006 17,614 57,675 24,277 0 1,250 1,758 2,417
Changes from: December 26, 2023 Total Change is: 10,910
1,527 437 5,613 0 0 0 1,709 1,799 2,061 -1,000 0 1,000 0 0
Percent of Open Interest Represented by Each Category of Trader
34.0 36.5 32.7 0.4 10.0 0.0 10.5 4.6 15.2 6.4 0.0 0.3 0.5 0.6
Number of Traders in Each Category Total Traders: 37
9 12 17 . . 0 . 6 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 42,248
Positions
4,094 10,536 121 26,338 20,773 1,798 1,483 4,629 3 0 533 0 8,411 3,855
Changes from: December 26, 2023 Total Change is: 2,709
-752 2,616 121 3,846 149 -200 448 880 -43 0 -485 0 -711 -329
Percent of Open Interest Represented by Each Category of Trader
9.7 24.9 0.3 62.3 49.2 4.3 3.5 11.0 0.0 0.0 1.3 0.0 19.9 9.1
Number of Traders in Each Category Total Traders: 69
5 5 . 33 13 10 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 317,133
Positions
50,995 106,261 11,784 116,288 27,947 4,441 44,719 81,842 32,280 6,926 11,357 1,978 47,722 39,243
Changes from: December 26, 2023 Total Change is: -6,161
-6,508 1,524 -2,701 5,242 7,285 -435 -3,478 -9,020 1,501 -1,320 -133 -57 1,596 -4,125
Percent of Open Interest Represented by Each Category of Trader
16.1 33.5 3.7 36.7 8.8 1.4 14.1 25.8 10.2 2.2 3.6 0.6 15.0 12.4
Number of Traders in Each Category Total Traders: 320
24 27 17 78 27 31 51 58 50 28 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 308,131
Positions
50,924 106,201 11,562 116,075 27,947 4,378 46,953 83,123 26,189 6,816 10,790 1,968 43,266 35,974
Changes from: December 26, 2023 Total Change is: -6,799
-6,535 1,724 -2,921 5,253 7,285 -493 -2,075 -10,178 784 -1,616 -439 278 528 -2,838
Percent of Open Interest Represented by Each Category of Trader
16.5 34.5 3.8 37.7 9.1 1.4 15.2 27.0 8.5 2.2 3.5 0.6 14.0 11.7
Number of Traders in Each Category Total Traders: 297
23 25 16 74 27 30 48 55 46 24 21 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 90,022
Positions
2,916 2,799 24 2,711 584 42 31,234 40,775 7,338 1,098 5,667 95 44,564 32,698
Changes from: December 26, 2023 Total Change is: 6,385
2,469 193 0 481 584 -3 -12,974 12,634 6,127 -158 -55 -235 10,678 -12,860
Percent of Open Interest Represented by Each Category of Trader
3.2 3.1 0.0 3.0 0.6 0.0 34.7 45.3 8.2 1.2 6.3 0.1 49.5 36.3
Number of Traders in Each Category Total Traders: 42
. . . 6 . . 8 11 7 5 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 537,913
Positions
83,735 137,386 17,600 244,398 160,966 23,415 96,127 136,314 15,630 23,250 23,643 939 32,819 22,020
Changes from: December 26, 2023 Total Change is: 9,013
1,487 8,143 -1,816 15,170 18,654 -1,355 -1,746 -10,459 -4,554 1,356 2,184 -471 942 -1,315
Percent of Open Interest Represented by Each Category of Trader
15.6 25.5 3.3 45.4 29.9 4.4 17.9 25.3 2.9 4.3 4.4 0.2 6.1 4.1
Number of Traders in Each Category Total Traders: 369
34 20 8 106 58 44 58 65 33 12 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 27,533
Positions
13,670 12,615 0 12,795 12,818 0 358 990 0 0 0 0 710 1,110
Changes from: December 26, 2023 Total Change is: 1,251
1,463 1,242 0 -106 -30 0 0 0 0 0 0 0 -106 39
Percent of Open Interest Represented by Each Category of Trader
49.6 45.8 0.0 46.5 46.6 0.0 1.3 3.6 0.0 0.0 0.0 0.0 2.6 4.0
Number of Traders in Each Category Total Traders: 24
. 7 0 9 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 15,164
Positions
0 7,959 0 10,066 0 10 1,093 2,356 0 364 2,616 0 3,631 2,223
Changes from: December 26, 2023 Total Change is: 353
0 0 0 67 0 -4 0 85 0 0 412 0 290 -140
Percent of Open Interest Represented by Each Category of Trader
0.0 52.5 0.0 66.4 0.0 0.1 7.2 15.5 0.0 2.4 17.3 0.0 23.9 14.7
Number of Traders in Each Category Total Traders: 22
0 5 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 41,817
Positions
6,354 17,776 324 12,179 1,249 902 9,645 4,536 254 4,169 766 0 7,990 16,010
Changes from: December 26, 2023 Total Change is: -253
30 62 1 -374 81 227 -101 790 -229 -502 0 0 695 -1,185
Percent of Open Interest Represented by Each Category of Trader
15.2 42.5 0.8 29.1 3.0 2.2 23.1 10.8 0.6 10.0 1.8 0.0 19.1 38.3
Number of Traders in Each Category Total Traders: 53
7 . . 11 . 5 15 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 432,683
Positions
38,558 249,260 1,233 302,087 72,808 28,176 30,326 21,919 1,781 14,392 48,821 593 15,537 8,092
Changes from: December 26, 2023 Total Change is: 13,614
1,432 6,394 -87 4,183 9,913 -1,467 6,319 -878 876 30 -1,754 0 2,328 617
Percent of Open Interest Represented by Each Category of Trader
8.9 57.6 0.3 69.8 16.8 6.5 7.0 5.1 0.4 3.3 11.3 0.1 3.6 1.9
Number of Traders in Each Category Total Traders: 194
11 18 5 82 37 34 23 16 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 1,085,958
Positions
102,822 426,895 9,595 633,659 304,423 112,263 108,229 154,151 10,287 76,577 57,680 2,072 30,454 8,592
Changes from: December 26, 2023 Total Change is: 10,050
963 5,782 -1,602 7,943 -7,253 2,323 243 7,406 -547 -566 6,971 -24 1,317 -3,006
Percent of Open Interest Represented by Each Category of Trader
9.5 39.3 0.9 58.4 28.0 10.3 10.0 14.2 0.9 7.1 5.3 0.2 2.8 0.8
Number of Traders in Each Category Total Traders: 394
27 19 8 163 56 73 58 32 24 29 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 192,881
Positions
10,183 128,656 22,656 41,554 0 1,605 74,379 4,809 30,025 9,992 4,605 0 2,487 525
Changes from: December 26, 2023 Total Change is: 1,288
355 1,297 -287 -93 0 -35 504 -132 445 27 0 0 372 0
Percent of Open Interest Represented by Each Category of Trader
5.3 66.7 11.7 21.5 0.0 0.8 38.6 2.5 15.6 5.2 2.4 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 76
7 18 14 11 0 . 25 6 13 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 1,572,037
Positions
26,335 201,690 40,091 825,157 290,871 175,800 79,124 497,636 112,353 102,146 93,423 8,752 202,280 151,421
Changes from: December 26, 2023 Total Change is: 46,548
1,458 6,682 4,908 41,861 18,994 -10,841 -2,662 56,320 283 5,632 -30,484 3,230 2,679 -2,543
Percent of Open Interest Represented by Each Category of Trader
1.7 12.8 2.6 52.5 18.5 11.2 5.0 31.7 7.1 6.5 5.9 0.6 12.9 9.6
Number of Traders in Each Category Total Traders: 209
9 22 19 66 32 61 17 42 34 7 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 1,668,997
Positions
12,768 99,729 1,321 1,049,754 298,781 284,052 94,369 758,296 18,329 43,377 53,880 14 165,013 154,594
Changes from: December 26, 2023 Total Change is: 42,820
-344 15,695 152 43,755 9,195 4,618 -2,141 20,661 -43 132 -14,181 0 -3,309 6,724
Percent of Open Interest Represented by Each Category of Trader
0.8 6.0 0.1 62.9 17.9 17.0 5.7 45.4 1.1 2.6 3.2 0.0 9.9 9.3
Number of Traders in Each Category Total Traders: 179
4 11 4 75 36 60 12 30 15 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 3,799,946
Positions
120,379 363,564 14,619 1,702,741 459,457 306,790 775,882 2,266,563 87,848 528,841 152,247 11,429 251,417 137,428
Changes from: December 26, 2023 Total Change is: 10,484
6,130 35,916 -3,195 9,142 -13,038 -2,250 12,834 -24,239 5,494 -950 6,053 -2,006 -14,713 7,750
Percent of Open Interest Represented by Each Category of Trader
3.2 9.6 0.4 44.8 12.1 8.1 20.4 59.6 2.3 13.9 4.0 0.3 6.6 3.6
Number of Traders in Each Category Total Traders: 455
26 25 11 161 44 92 72 63 43 51 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 5,287,646
Positions
123,554 328,871 251,310 2,417,735 1,092,029 742,651 285,598 1,780,691 484,353 497,687 171,269 59,782 424,976 376,689
Changes from: December 26, 2023 Total Change is: 42,915
10,670 18,682 -6,564 33,323 -9,369 14,128 -21,095 47,621 17,890 14,513 -48,732 846 -20,796 8,415
Percent of Open Interest Represented by Each Category of Trader
2.3 6.2 4.8 45.7 20.7 14.0 5.4 33.7 9.2 9.4 3.2 1.1 8.0 7.1
Number of Traders in Each Category Total Traders: 413
21 31 34 131 55 111 53 73 81 33 16 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 2,083,538
Positions
68,222 156,965 4,068 947,166 668,824 289,277 362,305 588,260 32,747 174,315 75,581 2,556 202,883 265,260
Changes from: December 26, 2023 Total Change is: 38,722
-1,801 25,203 491 1,888 7,834 2,754 24,622 14,536 5,454 -3,604 -23,002 1,351 7,568 4,102
Percent of Open Interest Represented by Each Category of Trader
3.3 7.5 0.2 45.5 32.1 13.9 17.4 28.2 1.6 8.4 3.6 0.1 9.7 12.7
Number of Traders in Each Category Total Traders: 191
5 14 5 53 53 55 19 27 15 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 2,657
Positions
0 0 0 0 0 0 1,491 820 31 192 839 0 943 967
Changes from: December 26, 2023 Total Change is: -814
0 0 0 0 0 0 561 -152 -604 -480 97 0 -291 -155
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 56.1 30.9 1.2 7.2 31.6 0.0 35.5 36.4
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 4 . . 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 6,067,664
Positions
108,252 689,496 98,160 3,018,538 1,043,202 701,099 844,600 2,821,682 279,824 567,071 126,394 7,819 442,301 299,988
Changes from: December 26, 2023 Total Change is: 70,804
3,618 -4,765 4,901 26,374 20,713 8,788 -24,012 -15,053 43,413 20,292 -6,766 412 -12,982 19,160
Percent of Open Interest Represented by Each Category of Trader
1.8 11.4 1.6 49.7 17.2 11.6 13.9 46.5 4.6 9.3 2.1 0.1 7.3 4.9
Number of Traders in Each Category Total Traders: 374
15 30 21 149 32 98 48 63 56 27 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 1,484,841
Positions
399,877 136,291 380,233 31,088 21,188 50,215 224,772 489,204 351,642 10,274 8,760 8,727 28,013 38,581
Changes from: December 26, 2023 Total Change is: -111,722
-2,294 -14,001 -49,320 -12,692 -951 -2,068 1,826 2,046 -47,949 831 2,611 1,172 -1,228 -3,262
Percent of Open Interest Represented by Each Category of Trader
26.9 9.2 25.6 2.1 1.4 3.4 15.1 32.9 23.7 0.7 0.6 0.6 1.9 2.6
Number of Traders in Each Category Total Traders: 153
30 27 46 . 6 4 27 49 54 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 28,248
Positions
12,687 12,947 6,339 477 286 61 1,753 1,706 6,777 45 0 44 65 88
Changes from: December 26, 2023 Total Change is: -113
110 586 -560 0 -55 0 -47 -413 346 0 -35 0 38 18
Percent of Open Interest Represented by Each Category of Trader
44.9 45.8 22.4 1.7 1.0 0.2 6.2 6.0 24.0 0.2 0.0 0.2 0.2 0.3
Number of Traders in Each Category Total Traders: 43
10 9 10 . . . 10 9 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 is20,076,272
Positions
1,707,136 1,929,734 3,659,926 242,103 601,113 1,678,279 1,513,384 831,831 10,553,715 179,367 277,107 504,378 37,984 40,189
Changes from: December 26, 2023 Total Change is: 83,563
20,231 -142,065 29,253 16,986 34,221 34,680 -163,793 2,450 103,937 8,241 -14,556 34,113 -84 1,531
Percent of Open Interest Represented by Each Category of Trader
8.5 9.6 18.2 1.2 3.0 8.4 7.5 4.1 52.6 0.9 1.4 2.5 0.2 0.2
Number of Traders in Each Category Total Traders: 1,025
72 112 143 60 72 78 182 143 220 174 169 190
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 854,481
Positions
187,784 184,444 199,211 94,052 2,593 19,149 214,254 331,181 103,550 35,937 13,866 104 440 383
Changes from: December 26, 2023 Total Change is: -168,540
-62,689 -51,231 -57,445 -8,143 -1,345 -3,446 23,142 10,615 -58,521 -722 -6,500 -138 -578 -529
Percent of Open Interest Represented by Each Category of Trader
22.0 21.6 23.3 11.0 0.3 2.2 25.1 38.8 12.1 4.2 1.6 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 182
32 50 56 5 4 5 28 50 43 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 72,951
Positions
2,546 60 31,585 120 397 0 4,260 22,281 18,348 16,082 260 0 10 20
Changes from: December 26, 2023 Total Change is: 1,872
0 0 0 0 -8 0 75 1,885 0 1,797 -5 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.5 0.1 43.3 0.2 0.5 0.0 5.8 30.5 25.2 22.0 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 37,347
Positions
6,748 0 1,253 38 348 0 6,096 20,210 10,531 12,681 4,944 0 0 61
Changes from: December 26, 2023 Total Change is: 1,874
0 0 0 0 0 0 2,102 1,130 0 -228 744 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.1 0.0 3.4 0.1 0.9 0.0 16.3 54.1 28.2 34.0 13.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 27
. 0 . . . 0 . 9 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 25,569
Positions
882 5,894 481 12,792 0 171 3,289 13,760 2,700 3,101 1,481 328 1,823 753
Changes from: December 26, 2023 Total Change is: -1,050
-94 -227 -264 835 0 -151 461 1,061 -1,851 800 954 -313 -473 -260
Percent of Open Interest Represented by Each Category of Trader
3.4 23.0 1.9 50.0 0.0 0.7 12.9 53.8 10.6 12.1 5.8 1.3 7.1 2.9
Number of Traders in Each Category Total Traders: 125
4 9 . 20 0 4 34 32 22 15 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 12,479
Positions
150 1,094 9 1,430 102 84 1,804 6,884 2,002 3,009 890 237 3,754 1,177
Changes from: December 26, 2023 Total Change is: -4,918
-2,300 -5,179 -39 -40 64 33 -985 1,836 -1,257 195 -247 -163 -362 34
Percent of Open Interest Represented by Each Category of Trader
1.2 8.8 0.1 11.5 0.8 0.7 14.5 55.2 16.0 24.1 7.1 1.9 30.1 9.4
Number of Traders in Each Category Total Traders: 109
. . . 6 . . 17 16 12 49 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 7,977
Positions
0 3,761 7 0 0 0 0 776 0 6,563 2,841 0 1,407 592
Changes from: December 26, 2023 Total Change is: -8,651
0 1,189 7 0 0 0 -538 -4,734 -961 -2,370 408 0 -4,789 -4,560
Percent of Open Interest Represented by Each Category of Trader
0.0 47.1 0.1 0.0 0.0 0.0 0.0 9.7 0.0 82.3 35.6 0.0 17.6 7.4
Number of Traders in Each Category Total Traders: 91
0 . . 0 0 0 0 . 0 64 24 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,250
Positions
233 1,090 44 1,821 40 14 2,083 3,353 689 418 700 18 930 301
Changes from: December 26, 2023 Total Change is: -659
-30 7 -89 172 40 -1 -59 220 -576 -65 -232 -23 12 -5
Percent of Open Interest Represented by Each Category of Trader
3.7 17.4 0.7 29.1 0.6 0.2 33.3 53.6 11.0 6.7 11.2 0.3 14.9 4.8
Number of Traders in Each Category Total Traders: 76
. 6 . 12 . . 25 19 11 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 29,081
Positions
602 6,432 0 3,099 420 651 2,289 8,163 10,279 10,591 2,415 502 1,069 219
Changes from: December 26, 2023 Total Change is: -14,638
602 -7,230 -284 126 -297 224 -6,545 2,269 -5,274 -1,414 -2,381 -1,684 -390 18
Percent of Open Interest Represented by Each Category of Trader
2.1 22.1 0.0 10.7 1.4 2.2 7.9 28.1 35.3 36.4 8.3 1.7 3.7 0.8
Number of Traders in Each Category Total Traders: 121
. . 0 . . . 10 9 6 78 18 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 6,456
Positions
0 3,469 0 0 0 0 105 1,725 0 5,630 1,178 0 721 84
Changes from: December 26, 2023 Total Change is: -6,750
0 -6,789 -209 0 0 0 -4,723 1,725 -270 -298 -149 0 -1,250 -1,058
Percent of Open Interest Represented by Each Category of Trader
0.0 53.7 0.0 0.0 0.0 0.0 1.6 26.7 0.0 87.2 18.2 0.0 11.2 1.3
Number of Traders in Each Category Total Traders: 62
0 . 0 0 0 0 . . 0 49 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 23,956
Positions
0 4,089 0 4,569 2,448 909 13,814 10,264 1,035 1,152 1,931 6 2,471 3,274
Changes from: December 26, 2023 Total Change is: 1,885
0 -154 0 -2,039 524 230 3,440 1,200 72 107 88 2 72 -77
Percent of Open Interest Represented by Each Category of Trader
0.0 17.1 0.0 19.1 10.2 3.8 57.7 42.8 4.3 4.8 8.1 0.0 10.3 13.7
Number of Traders in Each Category Total Traders: 85
0 . 0 11 4 . 22 21 4 9 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 335,960
Positions
52,902 35,967 14,887 63,553 75,096 46,352 65,384 75,478 44,072 12,005 2,039 12,187 24,618 29,882
Changes from: December 26, 2023 Total Change is: -9,842
-8,201 2,574 -641 -1,201 617 -54 13,540 -3,258 -7,787 -3,429 -236 -1,437 -632 380
Percent of Open Interest Represented by Each Category of Trader
15.7 10.7 4.4 18.9 22.4 13.8 19.5 22.5 13.1 3.6 0.6 3.6 7.3 8.9
Number of Traders in Each Category Total Traders: 215
14 12 19 21 32 23 47 45 55 15 8 24
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Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 72,436
Positions
59,110 53,357 0 10,327 8,043 48 2,244 10,834 0 443 111 0 264 43
Changes from: December 26, 2023 Total Change is: -755
0 0 0 -1,042 1,056 0 108 -1,812 0 151 -19 0 28 20
Percent of Open Interest Represented by Each Category of Trader
81.6 73.7 0.0 14.3 11.1 0.1 3.1 15.0 0.0 0.6 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 10 5 . 4 4 0 7 . 0
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Updated January 02, 2024