Traders in Financial Futures - Options and Futures Combined 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 183,424
Positions
49,167 41,105 3,005 54,837 44,561 4,165 18,873 54,669 8,259 8,980 2,036 559 35,579 25,065
Changes from: January 2, 2024 Total Change is: -14,393
-2,095 8,684 -388 -5,751 -3,438 -275 -3,415 -21,013 -933 -939 21 -65 -532 3,014
Percent of Open Interest Represented by Each Category of Trader
26.8 22.4 1.6 29.9 24.3 2.3 10.3 29.8 4.5 4.9 1.1 0.3 19.4 13.7
Number of Traders in Each Category Total Traders: 106
4 9 6 24 17 11 15 25 12 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 55,703
Positions
7,552 9,143 1,088 16,673 16,884 470 8,265 8,205 4,304 1,473 1,600 0 15,877 14,009
Changes from: January 2, 2024 Total Change is: -953
-1,427 280 79 1,047 -1,025 466 -798 799 -10 -143 -465 0 -166 -1,077
Percent of Open Interest Represented by Each Category of Trader
13.6 16.4 2.0 29.9 30.3 0.8 14.8 14.7 7.7 2.6 2.9 0.0 28.5 25.1
Number of Traders in Each Category Total Traders: 51
. 7 . 8 10 . 13 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 198,954
Positions
28,127 8,662 11,595 41,599 86,638 6,939 53,550 27,504 27,194 286 2,382 857 28,808 27,184
Changes from: January 2, 2024 Total Change is: -9,076
0 1,465 -2,818 -310 -2,318 1,277 -861 -1,209 -4,938 -143 502 140 -1,423 -1,176
Percent of Open Interest Represented by Each Category of Trader
14.1 4.4 5.8 20.9 43.5 3.5 26.9 13.8 13.7 0.1 1.2 0.4 14.5 13.7
Number of Traders in Each Category Total Traders: 109
7 7 8 12 30 12 25 23 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 231,719
Positions
38,796 9,041 4,656 67,791 59,953 6,560 30,284 80,563 26,377 13,740 3,766 22 43,493 40,782
Changes from: January 2, 2024 Total Change is: 9,656
5,775 190 957 852 17,212 -2,068 3,535 -8,181 -3,594 1,614 2,578 22 2,562 2,539
Percent of Open Interest Represented by Each Category of Trader
16.7 3.9 2.0 29.3 25.9 2.8 13.1 34.8 11.4 5.9 1.6 0.0 18.8 17.6
Number of Traders in Each Category Total Traders: 146
11 5 6 25 26 18 27 33 16 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 787,261
Positions
19,661 456,974 18,410 478,265 94,758 28,784 66,581 69,754 57,799 28,813 10,080 3,801 85,146 46,901
Changes from: January 2, 2024 Total Change is: -23,504
1,873 8,858 -6,366 3,173 3,023 -2,714 -4,771 -11,719 -12,562 -879 -1,075 -149 -1,109 -800
Percent of Open Interest Represented by Each Category of Trader
2.5 58.0 2.3 60.8 12.0 3.7 8.5 8.9 7.3 3.7 1.3 0.5 10.8 6.0
Number of Traders in Each Category Total Traders: 294
11 17 12 116 34 51 43 39 30 21 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 166,566
Positions
49,967 24,888 1,062 40,168 90,139 5,025 23,970 17,517 9,580 7,364 416 167 29,263 17,771
Changes from: January 2, 2024 Total Change is: -2,888
694 4,087 394 -943 6,370 755 -3,611 -15,187 -534 73 -23 -47 331 1,297
Percent of Open Interest Represented by Each Category of Trader
30.0 14.9 0.6 24.1 54.1 3.0 14.4 10.5 5.8 4.4 0.2 0.1 17.6 10.7
Number of Traders in Each Category Total Traders: 97
6 5 4 20 13 13 28 17 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 272,404
Positions
3,085 100,799 358 149,326 2,900 867 101,941 66,280 6,283 2,336 92,276 13 8,195 2,629
Changes from: January 2, 2024 Total Change is: 1,358
175 10,227 163 -3,379 -522 -32 1,284 -8,925 2,650 414 53 -8 91 -2,249
Percent of Open Interest Represented by Each Category of Trader
1.1 37.0 0.1 54.8 1.1 0.3 37.4 24.3 2.3 0.9 33.9 0.0 3.0 1.0
Number of Traders in Each Category Total Traders: 172
4 9 . 32 5 . 69 26 13 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,706
Positions
1,328 42,045 337 38,263 2,160 1 16,336 14,854 3 3,546 3,056 0 3,892 1,250
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 - Options and Futures Combined 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 38,542
Positions
5,967 6,705 61 13,136 18,384 1,036 11,713 8,475 683 779 0 0 5,167 3,198
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 - Options and Futures Combined 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 - Options and Futures Combined 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 103,342
Positions
29,628 61,028 1,311 20,028 6,880 2,952 30,657 13,501 1,804 2,680 2,933 11 14,271 12,922
Changes from: January 2, 2024 Total Change is: -49
244 -176 -199 -5,102 1,131 304 2,698 -1,397 310 1,227 -183 11 458 150
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 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 103,342
Positions
29,628 61,028 1,311 20,028 6,880 2,952 30,657 13,501 1,804 2,680 2,933 11 14,271 12,922
Changes from: January 2, 2024 Total Change is: -49
244 -176 -199 -5,102 1,131 304 2,698 -1,397 310 1,227 -183 11 458 150
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 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,085,834
Positions
209,773 858,939 211,554 1,188,726 266,424 180,150 151,986 475,687 689,415 106,370 142,378 17,380 330,480 243,906
Changes from: January 2, 2024 Total Change is: 8,626
-46,537 42,096 902 -24,873 2,048 3,937 5,480 -74,356 44,995 12,611 -12,809 3,132 8,978 -1,319
Percent of Open Interest Represented by Each Category of Trader
6.8 27.8 6.9 38.5 8.6 5.8 4.9 15.4 22.3 3.4 4.6 0.6 10.7 7.9
Number of Traders in Each Category Total Traders: 565
31 39 44 183 64 117 75 89 111 50 32 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,067,133
Positions
209,773 859,166 211,327 1,186,555 266,424 179,853 149,465 478,513 681,830 106,268 141,396 17,380 324,683 231,245
Changes from: January 2, 2024 Total Change is: 6,055
-46,429 42,425 677 -24,702 1,937 4,044 1,977 -72,290 45,913 12,509 -13,017 3,132 8,933 -6,766
Percent of Open Interest Represented by Each Category of Trader
6.8 28.0 6.9 38.7 8.7 5.9 4.9 15.6 22.2 3.5 4.6 0.6 10.6 7.5
Number of Traders in Each Category Total Traders: 556
31 39 44 180 64 116 71 87 107 50 32 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 187,005
Positions
2,268 0 0 22,836 1,127 1,846 61,543 8,079 39,516 1,024 9,822 0 57,972 126,615
Changes from: January 2, 2024 Total Change is: 25,711
1,187 -1,019 -21 -2,817 6 33 21,543 -34,150 4,318 1,024 2,076 0 444 54,467
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 12.2 0.6 1.0 32.9 4.3 21.1 0.5 5.3 0.0 31.0 67.7
Number of Traders in Each Category Total Traders: 25
. 0 0 10 . . 6 5 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 326,244
Positions
49,286 100,690 14,287 114,726 27,129 4,359 47,908 84,380 34,136 10,435 14,852 2,253 48,851 44,157
Changes from: January 2, 2024 Total Change is: 9,111
-1,709 -5,570 2,503 -1,562 -818 -81 3,189 2,538 1,856 3,509 3,495 276 1,129 4,913
Percent of Open Interest Represented by Each Category of Trader
15.1 30.9 4.4 35.2 8.3 1.3 14.7 25.9 10.5 3.2 4.6 0.7 15.0 13.5
Number of Traders in Each Category Total Traders: 317
22 24 15 74 29 31 47 56 48 37 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 316,378
Positions
49,265 101,018 13,903 114,562 27,195 4,289 52,060 88,138 25,056 10,304 14,124 2,224 44,715 40,431
Changes from: January 2, 2024 Total Change is: 8,247
-1,658 -5,183 2,342 -1,513 -752 -89 5,106 5,016 -1,133 3,488 3,334 255 1,450 4,458
Percent of Open Interest Represented by Each Category of Trader
15.6 31.9 4.4 36.2 8.6 1.4 16.5 27.9 7.9 3.3 4.5 0.7 14.1 12.8
Number of Traders in Each Category Total Traders: 296
22 23 14 72 29 30 44 52 46 30 24 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 98,658
Positions
4,029 540 20 2,303 0 44 46,835 50,769 2,459 1,312 7,277 297 41,359 37,252
Changes from: January 2, 2024 Total Change is: 8,636
1,113 -2,259 -4 -408 -584 2 15,601 9,994 -4,879 214 1,610 202 -3,205 4,555
Percent of Open Interest Represented by Each Category of Trader
4.1 0.5 0.0 2.3 0.0 0.0 47.5 51.5 2.5 1.3 7.4 0.3 41.9 37.8
Number of Traders in Each Category Total Traders: 36
. . . 4 0 . 9 8 8 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 521,705
Positions
84,247 131,083 15,513 220,516 161,369 24,750 92,989 122,686 17,048 33,344 26,859 1,269 32,030 21,128
Changes from: January 2, 2024 Total Change is: -16,208
512 -6,303 -2,087 -23,882 403 1,335 -3,138 -13,628 1,418 10,094 3,216 330 -789 -892
Percent of Open Interest Represented by Each Category of Trader
16.1 25.1 3.0 42.3 30.9 4.7 17.8 23.5 3.3 6.4 5.1 0.2 6.1 4.0
Number of Traders in Each Category Total Traders: 365
35 17 9 101 58 42 57 64 33 15 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,616,734
Positions
25,789 201,416 50,422 820,257 290,621 177,359 79,030 503,420 133,049 110,041 98,288 10,161 210,626 151,998
Changes from: January 2, 2024 Total Change is: 44,697
-546 -274 10,331 -4,900 -250 1,559 -94 5,784 20,696 7,895 4,865 1,409 8,346 577
Percent of Open Interest Represented by Each Category of Trader
1.6 12.5 3.1 50.7 18.0 11.0 4.9 31.1 8.2 6.8 6.1 0.6 13.0 9.4
Number of Traders in Each Category Total Traders: 214
12 20 21 64 32 61 22 41 45 8 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,682,745
Positions
13,994 108,037 1,185 1,053,787 297,332 286,392 96,432 762,685 19,568 42,039 61,997 14 169,335 145,535
Changes from: January 2, 2024 Total Change is: 13,748
1,226 8,308 -136 4,033 -1,449 2,339 2,063 4,389 1,239 -1,338 8,117 0 4,322 -9,060
Percent of Open Interest Represented by Each Category of Trader
0.8 6.4 0.1 62.6 17.7 17.0 5.7 45.3 1.2 2.5 3.7 0.0 10.1 8.6
Number of Traders in Each Category Total Traders: 185
5 12 . 76 37 60 13 31 15 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,823,543
Positions
128,580 409,954 9,122 1,693,511 441,542 327,462 767,061 2,247,767 105,427 522,113 140,131 11,598 258,670 130,539
Changes from: January 2, 2024 Total Change is: 23,597
8,201 46,390 -5,497 -9,230 -17,914 20,672 -8,821 -18,796 17,579 -6,727 -12,117 168 7,253 -6,888
Percent of Open Interest Represented by Each Category of Trader
3.4 10.7 0.2 44.3 11.5 8.6 20.1 58.8 2.8 13.7 3.7 0.3 6.8 3.4
Number of Traders in Each Category Total Traders: 455
28 25 12 158 49 91 67 63 46 53 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,385,078
Positions
106,309 323,793 273,400 2,419,373 1,110,633 732,554 334,799 1,783,663 535,499 492,483 190,683 54,335 436,325 380,518
Changes from: January 2, 2024 Total Change is: 97,432
-17,245 -5,078 22,090 1,638 18,604 -10,097 49,201 2,971 51,146 -5,204 19,414 -5,447 11,349 3,829
Percent of Open Interest Represented by Each Category of Trader
2.0 6.0 5.1 44.9 20.6 13.6 6.2 33.1 9.9 9.1 3.5 1.0 8.1 7.1
Number of Traders in Each Category Total Traders: 422
19 32 35 128 60 114 57 77 84 35 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,099,821
Positions
79,293 169,677 4,685 951,087 706,164 273,403 403,847 559,903 31,682 147,312 75,033 4,785 203,726 274,489
Changes from: January 2, 2024 Total Change is: 16,283
11,071 12,712 617 3,921 37,339 -15,874 41,543 -28,357 -1,065 -27,003 -548 2,229 843 9,229
Percent of Open Interest Represented by Each Category of Trader
3.8 8.1 0.2 45.3 33.6 13.0 19.2 26.7 1.5 7.0 3.6 0.2 9.7 13.1
Number of Traders in Each Category Total Traders: 189
8 15 6 49 55 55 20 24 14 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 6,092,121
Positions
98,730 738,606 103,361 2,990,055 1,058,754 701,904 909,418 2,788,133 266,614 563,233 137,777 7,969 450,837 289,004
Changes from: January 2, 2024 Total Change is: 24,457
-9,521 49,109 5,201 -28,483 15,552 805 64,818 -33,549 -13,210 -3,838 11,383 149 8,536 -10,984
Percent of Open Interest Represented by Each Category of Trader
1.6 12.1 1.7 49.1 17.4 11.5 14.9 45.8 4.4 9.2 2.3 0.1 7.4 4.7
Number of Traders in Each Category Total Traders: 378
15 31 21 152 31 101 47 67 57 25 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 is20,181,383
Positions
1,620,931 1,839,037 3,662,914 240,813 745,957 1,688,462 1,663,565 756,137 10,681,761 116,461 290,194 472,805 33,671 44,116
Changes from: January 2, 2024 Total Change is: 105,111
-86,205 -90,697 2,989 -1,290 144,845 10,183 150,181 -75,694 128,046 -62,906 13,086 -31,574 -4,313 3,927
Percent of Open Interest Represented by Each Category of Trader
8.0 9.1 18.1 1.2 3.7 8.4 8.2 3.7 52.9 0.6 1.4 2.3 0.2 0.2
Number of Traders in Each Category Total Traders: 1,036
69 116 146 54 79 77 177 154 218 178 170 193
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 29,243
Positions
906 6,280 736 14,394 0 172 3,555 15,162 3,754 3,646 1,964 377 1,703 798
Changes from: January 2, 2024 Total Change is: 3,674
24 386 255 1,601 0 1 266 1,402 1,053 545 483 49 -120 44
Percent of Open Interest Represented by Each Category of Trader
3.1 21.5 2.5 49.2 0.0 0.6 12.2 51.8 12.8 12.5 6.7 1.3 5.8 2.7
Number of Traders in Each Category Total Traders: 139
5 10 6 23 0 4 36 34 28 18 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 16,748
Positions
234 2,281 499 849 2,993 85 4,514 5,588 2,959 2,891 913 293 4,424 1,137
Changes from: January 2, 2024 Total Change is: 4,269
84 1,187 490 -581 2,891 1 2,709 -1,296 957 -118 23 56 671 -40
Percent of Open Interest Represented by Each Category of Trader
1.4 13.6 3.0 5.1 17.9 0.5 27.0 33.4 17.7 17.3 5.4 1.8 26.4 6.8
Number of Traders in Each Category Total Traders: 111
4 . . 6 . . 19 12 13 50 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,672
Positions
230 1,225 137 1,503 42 28 2,165 3,656 821 769 378 39 980 345
Changes from: January 2, 2024 Total Change is: 422
-3 135 93 -318 2 14 82 303 132 351 -322 21 50 44
Percent of Open Interest Represented by Each Category of Trader
3.4 18.4 2.1 22.5 0.6 0.4 32.4 54.8 12.3 11.5 5.7 0.6 14.7 5.2
Number of Traders in Each Category Total Traders: 75
. 7 . 13 . . 23 21 16 5 . .
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Traders in Financial Futures - Options and Futures Combined 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 32,607
Positions
0 3,233 891 1,572 702 922 3,850 10,698 12,182 10,164 1,991 1,768 1,258 220
Changes from: January 2, 2024 Total Change is: 3,526
-602 -3,199 891 -1,527 282 271 1,561 2,535 1,903 -427 -424 1,266 190 1
Percent of Open Interest Represented by Each Category of Trader
0.0 9.9 2.7 4.8 2.2 2.8 11.8 32.8 37.4 31.2 6.1 5.4 3.9 0.7
Number of Traders in Each Category Total Traders: 115
0 . . 4 . . 9 8 5 70 20 9
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 23,908
Positions
0 4,069 0 5,780 2,205 961 11,697 9,756 1,414 1,578 2,348 2 2,476 3,154
Changes from: January 2, 2024 Total Change is: -48
0 -20 0 1,211 -243 52 -2,117 -508 379 426 417 -5 6 -120
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.0 24.2 9.2 4.0 48.9 40.8 5.9 6.6 9.8 0.0 10.4 13.2
Number of Traders in Each Category Total Traders: 93
0 . 0 15 4 4 25 19 5 10 18 .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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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