Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 178,079
Positions
48,732 34,376 4,049 52,615 52,206 4,224 14,734 47,918 7,709 10,296 1,855 525 35,195 25,218
Changes from: January 9, 2024 Total Change is: -5,345
-435 -6,729 1,043 -2,222 7,645 59 -4,139 -6,750 -550 1,316 -181 -35 -384 153
Percent of Open Interest Represented by Each Category of Trader
27.4 19.3 2.3 29.5 29.3 2.4 8.3 26.9 4.3 5.8 1.0 0.3 19.8 14.2
Number of Traders in Each Category Total Traders: 109
4 9 5 20 22 12 15 25 11 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 57,101
Positions
7,356 9,599 1,022 15,641 16,792 510 9,275 9,382 4,450 1,634 1,600 0 17,213 13,747
Changes from: January 9, 2024 Total Change is: 1,398
-196 456 -67 -1,032 -92 40 1,011 1,177 145 161 0 0 1,336 -261
Percent of Open Interest Represented by Each Category of Trader
12.9 16.8 1.8 27.4 29.4 0.9 16.2 16.4 7.8 2.9 2.8 0.0 30.1 24.1
Number of Traders in Each Category Total Traders: 53
. 7 . 8 10 . 15 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 209,044
Positions
25,191 11,908 11,616 46,394 81,627 7,925 54,910 30,713 31,209 393 2,414 770 30,636 30,862
Changes from: January 9, 2024 Total Change is: 10,090
-2,936 3,246 21 4,795 -5,011 986 1,360 3,209 4,015 107 32 -87 1,829 3,679
Percent of Open Interest Represented by Each Category of Trader
12.1 5.7 5.6 22.2 39.0 3.8 26.3 14.7 14.9 0.2 1.2 0.4 14.7 14.8
Number of Traders in Each Category Total Traders: 112
6 6 7 16 27 14 25 27 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 245,035
Positions
47,629 8,965 5,760 68,039 72,976 6,791 33,700 77,779 25,763 16,150 2,300 8 41,195 44,694
Changes from: January 9, 2024 Total Change is: 13,316
8,833 -76 1,105 247 13,023 232 3,416 -2,784 -614 2,410 -1,466 -14 -2,298 3,912
Percent of Open Interest Represented by Each Category of Trader
19.4 3.7 2.4 27.8 29.8 2.8 13.8 31.7 10.5 6.6 0.9 0.0 16.8 18.2
Number of Traders in Each Category Total Traders: 154
13 4 6 26 29 19 28 34 22 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 809,764
Positions
19,060 460,451 21,303 496,812 96,496 31,436 64,513 74,005 60,295 28,199 10,224 4,075 84,071 51,479
Changes from: January 9, 2024 Total Change is: 22,503
-601 3,477 2,893 18,546 1,739 2,652 -2,068 4,251 2,495 -614 145 274 -1,075 4,578
Percent of Open Interest Represented by Each Category of Trader
2.4 56.9 2.6 61.4 11.9 3.9 8.0 9.1 7.4 3.5 1.3 0.5 10.4 6.4
Number of Traders in Each Category Total Traders: 300
11 18 12 118 36 49 38 46 31 20 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 28,848
Positions
492 11,352 0 15,655 4,052 1,466 442 5,140 0 0 0 0 10,793 6,838
Changes from: January 9, 2024 Total Change is: 3
0 1 0 24 7 0 17 -929 -8 0 0 0 -30 932
Percent of Open Interest Represented by Each Category of Trader
1.7 39.4 0.0 54.3 14.0 5.1 1.5 17.8 0.0 0.0 0.0 0.0 37.4 23.7
Number of Traders in Each Category Total Traders: 25
. . 0 15 . 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 173,954
Positions
53,192 11,829 1,271 38,096 103,462 4,936 28,406 20,119 12,445 6,943 728 307 28,357 18,856
Changes from: January 9, 2024 Total Change is: 7,388
3,226 -13,059 209 -2,072 13,322 -89 4,435 2,602 2,865 -420 312 140 -906 1,085
Percent of Open Interest Represented by Each Category of Trader
30.6 6.8 0.7 21.9 59.5 2.8 16.3 11.6 7.2 4.0 0.4 0.2 16.3 10.8
Number of Traders in Each Category Total Traders: 103
8 4 5 21 14 11 29 19 17 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 264,637
Positions
3,526 96,574 773 146,465 5,312 867 93,704 56,319 9,489 2,157 92,311 30 7,626 2,962
Changes from: January 9, 2024 Total Change is: -7,767
441 -4,225 415 -2,861 2,412 0 -8,237 -9,961 3,207 -179 35 17 -570 333
Percent of Open Interest Represented by Each Category of Trader
1.3 36.5 0.3 55.3 2.0 0.3 35.4 21.3 3.6 0.8 34.9 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 164
5 8 4 32 8 . 60 24 11 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 58,763
Positions
1,341 40,259 989 32,766 2,160 1 15,552 10,720 90 4,290 3,092 0 3,734 1,452
Changes from: January 9, 2024 Total Change is: -4,943
13 -1,786 652 -5,497 0 0 -784 -4,134 87 744 36 0 -158 202
Percent of Open Interest Represented by Each Category of Trader
2.3 68.5 1.7 55.8 3.7 0.0 26.5 18.2 0.2 7.3 5.3 0.0 6.4 2.5
Number of Traders in Each Category Total Traders: 86
. 7 . 17 4 . 29 9 . 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 38,469
Positions
6,085 5,014 61 13,616 18,810 963 10,285 9,388 909 453 110 0 6,097 3,214
Changes from: January 9, 2024 Total Change is: -73
118 -1,691 0 480 426 -73 -1,428 913 226 -326 110 0 930 16
Percent of Open Interest Represented by Each Category of Trader
15.8 13.0 0.2 35.4 48.9 2.5 26.7 24.4 2.4 1.2 0.3 0.0 15.8 8.4
Number of Traders in Each Category Total Traders: 77
6 5 . 14 14 5 18 17 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 7,561
Positions
489 2,220 0 700 1,820 77 4,858 2,151 0 0 0 0 1,437 1,293
Changes from: January 9, 2024 Total Change is: 1,412
45 70 0 -110 329 0 1,774 1,003 0 0 0 0 -297 10
Percent of Open Interest Represented by Each Category of Trader
6.5 29.4 0.0 9.3 24.1 1.0 64.3 28.4 0.0 0.0 0.0 0.0 19.0 17.1
Number of Traders in Each Category Total Traders: 34
. 4 0 . 7 . 11 9 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 100,174
Positions
29,640 53,512 1,408 18,865 9,296 2,031 29,964 12,028 2,110 1,231 4,426 0 14,924 15,362
Changes from: January 9, 2024 Total Change is: -3,168
12 -7,516 97 -1,163 2,416 -921 -693 -1,473 307 -1,449 1,493 -11 652 2,439
Percent of Open Interest Represented by Each Category of Trader
29.6 53.4 1.4 18.8 9.3 2.0 29.9 12.0 2.1 1.2 4.4 0.0 14.9 15.3
Number of Traders in Each Category Total Traders: 113
11 18 6 18 7 6 30 20 18 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 98,187
Positions
29,603 53,406 1,408 18,865 9,296 2,031 29,112 12,038 1,608 1,231 4,294 0 14,328 14,106
Changes from: January 9, 2024 Total Change is: -5,155
-25 -7,622 97 -1,163 2,416 -921 -1,545 -1,463 -195 -1,449 1,361 -11 57 1,183
Percent of Open Interest Represented by Each Category of Trader
30.1 54.4 1.4 19.2 9.5 2.1 29.6 12.3 1.6 1.3 4.4 0.0 14.6 14.4
Number of Traders in Each Category Total Traders: 96
10 17 6 18 7 6 21 16 15 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 58,813
Positions
20,768 48,692 0 30,366 4,734 1,409 3,360 3,077 0 0 0 0 2,910 901
Changes from: January 9, 2024 Total Change is: 850
2,689 1,359 0 -1,916 -416 -37 -214 96 0 0 0 0 328 -152
Percent of Open Interest Represented by Each Category of Trader
35.3 82.8 0.0 51.6 8.0 2.4 5.7 5.2 0.0 0.0 0.0 0.0 4.9 1.5
Number of Traders in Each Category Total Traders: 38
5 6 0 19 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 19,867
Positions
372 1,062 0 0 0 0 13,106 4,484 437 0 1,324 0 5,952 12,560
Changes from: January 9, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.9 5.3 0.0 0.0 0.0 0.0 66.0 22.6 2.2 0.0 6.7 0.0 30.0 63.2
Number of Traders in Each Category Total Traders: 22
. . 0 0 0 0 11 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 3,125,561
Positions
215,476 817,777 219,024 1,183,896 262,627 191,068 147,496 454,555 716,051 110,982 172,359 24,256 317,311 267,844
Changes from: January 9, 2024 Total Change is: 39,727
5,703 -41,162 7,471 -4,830 -3,797 10,918 -4,490 -21,133 26,636 4,612 29,981 6,876 -13,169 23,937
Percent of Open Interest Represented by Each Category of Trader
6.9 26.2 7.0 37.9 8.4 6.1 4.7 14.5 22.9 3.6 5.5 0.8 10.2 8.6
Number of Traders in Each Category Total Traders: 578
35 36 43 186 66 120 71 95 110 59 28 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 17,909
Positions
5,903 12,528 0 5,206 2,401 0 3,497 1,594 0 0 0 0 3,303 1,386
Changes from: January 9, 2024 Total Change is: -376
-1,973 -300 0 65 0 0 -176 43 0 0 0 0 1,708 -119
Percent of Open Interest Represented by Each Category of Trader
33.0 70.0 0.0 29.1 13.4 0.0 19.5 8.9 0.0 0.0 0.0 0.0 18.4 7.7
Number of Traders in Each Category Total Traders: 27
6 5 0 . . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 23,165
Positions
5,680 19,775 12 11,465 1,033 226 3,159 730 0 0 0 0 2,623 1,389
Changes from: January 9, 2024 Total Change is: -2,039
315 -1,074 0 -847 52 0 -1,237 -1 0 0 0 0 -270 -1,016
Percent of Open Interest Represented by Each Category of Trader
24.5 85.4 0.1 49.5 4.5 1.0 13.6 3.2 0.0 0.0 0.0 0.0 11.3 6.0
Number of Traders in Each Category Total Traders: 34
5 9 . 11 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 3,105,637
Positions
215,476 817,503 219,024 1,181,697 262,627 190,755 144,942 457,943 706,972 110,874 171,116 24,256 311,641 255,441
Changes from: January 9, 2024 Total Change is: 38,504
5,703 -41,662 7,698 -4,858 -3,797 10,902 -4,523 -20,570 25,142 4,606 29,720 6,876 -13,042 24,196
Percent of Open Interest Represented by Each Category of Trader
6.9 26.3 7.1 38.1 8.5 6.1 4.7 14.7 22.8 3.6 5.5 0.8 10.0 8.2
Number of Traders in Each Category Total Traders: 567
35 35 43 183 66 119 66 93 106 59 28 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 36,572
Positions
25,800 34,364 0 7,734 530 0 597 306 0 0 0 0 2,441 1,372
Changes from: January 9, 2024 Total Change is: -2,791
1,226 -1,499 0 -3,447 8 0 -525 -21 0 0 0 0 -45 -1,279
Percent of Open Interest Represented by Each Category of Trader
70.5 94.0 0.0 21.1 1.4 0.0 1.6 0.8 0.0 0.0 0.0 0.0 6.7 3.8
Number of Traders in Each Category Total Traders: 21
5 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 36,370
Positions
4,979 23,076 0 18,065 7,008 161 10,468 2,983 0 0 0 0 2,697 3,142
Changes from: January 9, 2024 Total Change is: -1,533
0 -1,893 0 -94 -1,924 0 -29 173 0 0 0 0 -1,410 2,111
Percent of Open Interest Represented by Each Category of Trader
13.7 63.4 0.0 49.7 19.3 0.4 28.8 8.2 0.0 0.0 0.0 0.0 7.4 8.6
Number of Traders in Each Category Total Traders: 34
6 6 0 10 4 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Real Estate Select Sector Index)
CFTC Code #13874R Open Interest is 26,036
Positions
6,454 21,935 0 16,063 1,407 0 906 1,744 0 0 0 0 2,613 950
Changes from: January 9, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.8 84.2 0.0 61.7 5.4 0.0 3.5 6.7 0.0 0.0 0.0 0.0 10.0 3.6
Number of Traders in Each Category Total Traders: 22
. 7 0 5 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 199,236
Positions
0 2,734 0 23,100 1,111 2,025 70,903 11,484 45,423 1,081 12,435 0 56,704 124,024
Changes from: January 9, 2024 Total Change is: 12,231
-2,268 2,734 0 264 -16 179 9,361 3,406 5,906 57 2,613 0 -1,268 -2,591
Percent of Open Interest Represented by Each Category of Trader
0.0 1.4 0.0 11.6 0.6 1.0 35.6 5.8 22.8 0.5 6.2 0.0 28.5 62.2
Number of Traders in Each Category Total Traders: 28
0 . 0 11 . 5 7 6 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 385,838
Positions
139,781 139,369 130,064 1,634 38,000 0 28,651 16,815 58,419 24,277 0 1,250 1,762 1,921
Changes from: January 9, 2024 Total Change is: 4,978
12,537 6,730 565 0 0 0 -8,799 0 1,675 0 0 0 -1,000 -3,992
Percent of Open Interest Represented by Each Category of Trader
36.2 36.1 33.7 0.4 9.8 0.0 7.4 4.4 15.1 6.3 0.0 0.3 0.5 0.5
Number of Traders in Each Category Total Traders: 36
10 11 18 . . 0 4 4 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 41,903
Positions
4,723 10,416 121 24,691 21,838 2,100 2,261 2,289 67 0 265 0 7,940 4,807
Changes from: January 9, 2024 Total Change is: 169
337 -643 -1 -264 869 93 140 -993 64 0 -10 0 -200 790
Percent of Open Interest Represented by Each Category of Trader
11.3 24.9 0.3 58.9 52.1 5.0 5.4 5.5 0.2 0.0 0.6 0.0 18.9 11.5
Number of Traders in Each Category Total Traders: 68
6 5 . 33 13 10 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 325,196
Positions
48,150 96,154 15,198 112,375 27,323 4,827 50,464 83,665 39,124 8,939 13,265 1,203 44,916 44,437
Changes from: January 9, 2024 Total Change is: -1,048
-1,137 -4,536 910 -2,351 195 468 2,556 -715 4,987 -1,496 -1,586 -1,051 -3,935 280
Percent of Open Interest Represented by Each Category of Trader
14.8 29.6 4.7 34.6 8.4 1.5 15.5 25.7 12.0 2.7 4.1 0.4 13.8 13.7
Number of Traders in Each Category Total Traders: 309
24 25 15 73 28 31 48 56 45 24 30 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 313,804
Positions
48,087 96,281 14,796 112,211 27,386 4,755 55,536 89,347 27,419 8,883 12,349 1,178 40,941 40,294
Changes from: January 9, 2024 Total Change is: -2,574
-1,179 -4,738 892 -2,352 191 466 3,476 1,209 2,363 -1,421 -1,776 -1,046 -3,774 -137
Percent of Open Interest Represented by Each Category of Trader
15.3 30.7 4.7 35.8 8.7 1.5 17.7 28.5 8.7 2.8 3.9 0.4 13.0 12.8
Number of Traders in Each Category Total Traders: 290
22 24 13 71 28 30 46 51 41 21 27 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 113,922
Positions
4,621 2,729 24 2,278 0 94 64,467 58,360 1,867 568 9,169 252 39,751 41,427
Changes from: January 9, 2024 Total Change is: 15,264
592 2,189 4 -25 0 50 17,632 7,591 -592 -744 1,892 -45 -1,609 4,175
Percent of Open Interest Represented by Each Category of Trader
4.1 2.4 0.0 2.0 0.0 0.1 56.6 51.2 1.6 0.5 8.0 0.2 34.9 36.4
Number of Traders in Each Category Total Traders: 35
. . . 4 0 . 9 9 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 513,411
Positions
85,607 126,345 15,958 206,793 165,193 25,716 110,064 117,418 14,918 20,279 23,059 1,512 32,563 23,291
Changes from: January 9, 2024 Total Change is: -8,294
1,360 -4,738 446 -13,723 3,824 966 17,075 -5,268 -2,130 -13,065 -3,800 243 534 2,163
Percent of Open Interest Represented by Each Category of Trader
16.7 24.6 3.1 40.3 32.2 5.0 21.4 22.9 2.9 3.9 4.5 0.3 6.3 4.5
Number of Traders in Each Category Total Traders: 353
34 17 10 96 57 43 56 64 32 14 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 29,119
Positions
13,238 14,825 0 14,233 12,483 243 358 549 0 0 0 0 1,047 1,019
Changes from: January 9, 2024 Total Change is: 175
-168 314 0 623 0 -44 0 0 0 0 0 0 -236 -95
Percent of Open Interest Represented by Each Category of Trader
45.5 50.9 0.0 48.9 42.9 0.8 1.2 1.9 0.0 0.0 0.0 0.0 3.6 3.5
Number of Traders in Each Category Total Traders: 24
. 8 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 17,726
Positions
0 8,124 0 11,529 0 11 2,094 3,510 0 423 3,573 0 3,669 2,508
Changes from: January 9, 2024 Total Change is: 2,222
0 164 0 1,563 0 -2 694 1,280 0 0 1,040 0 -33 -260
Percent of Open Interest Represented by Each Category of Trader
0.0 45.8 0.0 65.0 0.0 0.1 11.8 19.8 0.0 2.4 20.2 0.0 20.7 14.1
Number of Traders in Each Category Total Traders: 29
0 5 0 13 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 48,993
Positions
5,286 17,244 1,596 14,323 1,424 665 13,360 8,862 380 5,707 1,286 0 7,676 17,536
Changes from: January 9, 2024 Total Change is: 4,385
-713 -1,716 1,226 144 256 14 2,123 1,798 -74 1,583 520 0 82 2,361
Percent of Open Interest Represented by Each Category of Trader
10.8 35.2 3.3 29.2 2.9 1.4 27.3 18.1 0.8 11.6 2.6 0.0 15.7 35.8
Number of Traders in Each Category Total Traders: 59
6 6 . 14 . 4 18 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 426,485
Positions
37,416 240,905 1,101 301,283 73,324 28,477 29,965 18,653 1,025 12,820 54,011 622 13,776 8,367
Changes from: January 9, 2024 Total Change is: 210
-603 -10,408 126 2,746 -403 361 553 2,226 -582 -772 9,769 0 -1,619 -879
Percent of Open Interest Represented by Each Category of Trader
8.8 56.5 0.3 70.6 17.2 6.7 7.0 4.4 0.2 3.0 12.7 0.1 3.2 2.0
Number of Traders in Each Category Total Traders: 200
11 17 5 83 37 35 27 16 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,037,054
Positions
102,660 364,329 9,036 592,841 360,523 122,377 109,420 135,109 8,731 57,278 22,331 2,071 32,640 12,547
Changes from: January 9, 2024 Total Change is: -28,284
1,510 -62,333 -339 -22,205 60,900 10,174 3,159 -10,449 386 -19,602 -25,836 -65 -1,302 -722
Percent of Open Interest Represented by Each Category of Trader
9.9 35.1 0.9 57.2 34.8 11.8 10.6 13.0 0.8 5.5 2.2 0.2 3.1 1.2
Number of Traders in Each Category Total Traders: 392
27 19 8 154 63 72 57 33 23 30 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 199,467
Positions
10,688 136,069 20,538 45,385 0 1,605 80,393 7,733 28,392 10,031 4,605 0 2,435 525
Changes from: January 9, 2024 Total Change is: 2,877
455 2,443 -452 29 0 0 3,313 1,316 -424 40 0 0 -84 -6
Percent of Open Interest Represented by Each Category of Trader
5.4 68.2 10.3 22.8 0.0 0.8 40.3 3.9 14.2 5.0 2.3 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 76
6 19 14 11 0 . 27 4 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,597,914
Positions
29,139 201,568 43,284 819,813 300,489 179,104 75,911 496,072 121,938 110,778 97,742 7,243 210,704 150,475
Changes from: January 9, 2024 Total Change is: -18,820
3,350 152 -7,138 -444 9,868 1,745 -3,119 -7,349 -11,111 737 -546 -2,918 78 -1,523
Percent of Open Interest Represented by Each Category of Trader
1.8 12.6 2.7 51.3 18.8 11.2 4.8 31.0 7.6 6.9 6.1 0.5 13.2 9.4
Number of Traders in Each Category Total Traders: 214
13 19 23 63 34 61 24 39 42 8 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,684,784
Positions
15,058 88,784 2,091 1,040,584 308,070 291,996 100,933 758,764 21,163 40,836 59,221 14 172,110 154,682
Changes from: January 9, 2024 Total Change is: 2,039
1,064 -19,253 906 -13,202 10,738 5,604 4,501 -3,921 1,594 -1,203 -2,776 0 2,775 9,147
Percent of Open Interest Represented by Each Category of Trader
0.9 5.3 0.1 61.8 18.3 17.3 6.0 45.0 1.3 2.4 3.5 0.0 10.2 9.2
Number of Traders in Each Category Total Traders: 184
6 13 4 76 35 58 15 28 16 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 3,946,735
Positions
126,850 431,458 9,884 1,734,859 485,973 321,560 865,901 2,297,023 105,695 518,375 144,456 12,896 250,715 137,788
Changes from: January 9, 2024 Total Change is: 123,192
-1,730 21,504 762 41,349 44,431 -5,902 98,840 49,256 268 -3,739 4,326 1,299 -7,955 7,249
Percent of Open Interest Represented by Each Category of Trader
3.2 10.9 0.3 44.0 12.3 8.1 21.9 58.2 2.7 13.1 3.7 0.3 6.4 3.5
Number of Traders in Each Category Total Traders: 450
27 28 14 160 49 89 65 60 46 48 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 5,429,277
Positions
141,572 348,490 273,788 2,533,789 1,148,172 687,505 344,075 1,863,382 494,603 470,552 191,813 52,216 431,176 369,308
Changes from: January 9, 2024 Total Change is: 44,199
35,263 24,697 388 114,416 37,539 -45,049 9,276 79,720 -40,897 -21,931 1,130 -2,118 -5,149 -11,211
Percent of Open Interest Represented by Each Category of Trader
2.6 6.4 5.0 46.7 21.1 12.7 6.3 34.3 9.1 8.7 3.5 1.0 7.9 6.8
Number of Traders in Each Category Total Traders: 427
25 31 38 131 56 110 53 83 89 34 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 2,095,460
Positions
78,897 172,246 4,262 910,152 672,066 297,544 425,893 562,219 24,666 143,568 75,947 5,998 204,480 280,512
Changes from: January 9, 2024 Total Change is: -4,361
-396 2,569 -423 -40,935 -34,098 24,140 22,046 2,316 -7,016 -3,744 914 1,213 754 6,024
Percent of Open Interest Represented by Each Category of Trader
3.8 8.2 0.2 43.4 32.1 14.2 20.3 26.8 1.2 6.9 3.6 0.3 9.8 13.4
Number of Traders in Each Category Total Traders: 183
7 15 6 47 57 60 19 20 11 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 3,975
Positions
0 0 0 0 0 0 2,221 1,004 646 114 824 35 959 1,466
Changes from: January 9, 2024 Total Change is: 583
0 0 0 0 0 0 198 -362 600 -110 49 1 -106 295
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 55.9 25.3 16.3 2.9 20.7 0.9 24.1 36.9
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . . . 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 6,208,265
Positions
106,715 775,265 101,108 3,086,577 1,112,979 689,400 937,603 2,830,561 261,908 576,116 137,566 6,272 442,566 293,207
Changes from: January 9, 2024 Total Change is: 116,144
7,985 36,659 -2,254 96,522 54,226 -12,504 28,185 42,427 -4,706 12,883 -211 -1,696 -8,271 4,203
Percent of Open Interest Represented by Each Category of Trader
1.7 12.5 1.6 49.7 17.9 11.1 15.1 45.6 4.2 9.3 2.2 0.1 7.1 4.7
Number of Traders in Each Category Total Traders: 391
20 32 27 153 31 100 52 65 60 28 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,811,265
Positions
409,247 191,469 438,966 27,302 33,091 44,193 347,040 516,466 491,714 5,474 29,446 10,635 36,694 55,285
Changes from: January 9, 2024 Total Change is: 184,629
-5,591 -3,734 44,579 13,875 6,717 -5,801 61,304 49,983 81,201 -2,762 1,721 -235 -1,941 10,198
Percent of Open Interest Represented by Each Category of Trader
22.6 10.6 24.2 1.5 1.8 2.4 19.2 28.5 27.1 0.3 1.6 0.6 2.0 3.1
Number of Traders in Each Category Total Traders: 166
32 28 50 4 8 4 36 43 53 . 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 30,312
Positions
14,870 13,965 5,728 477 254 64 1,522 2,414 7,496 45 237 44 66 110
Changes from: January 9, 2024 Total Change is: 435
921 1,005 -487 0 -16 6 245 184 75 0 11 0 -325 -343
Percent of Open Interest Represented by Each Category of Trader
49.1 46.1 18.9 1.6 0.8 0.2 5.0 8.0 24.7 0.1 0.8 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 44
10 9 10 . . . 7 12 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 is20,586,804
Positions
1,629,333 1,895,404 3,629,398 305,750 704,791 1,735,274 1,689,053 815,014 10,929,610 116,747 317,657 513,152 38,486 46,504
Changes from: January 9, 2024 Total Change is: 405,421
8,402 56,366 -33,517 64,938 -41,166 46,812 25,488 58,877 247,849 286 27,464 40,347 4,815 2,388
Percent of Open Interest Represented by Each Category of Trader
7.9 9.2 17.6 1.5 3.4 8.4 8.2 4.0 53.1 0.6 1.5 2.5 0.2 0.2
Number of Traders in Each Category Total Traders: 1,076
60 123 147 59 73 77 172 167 223 174 199 204
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,087,275
Positions
239,883 106,909 306,483 89,681 4,025 24,462 228,867 457,445 167,583 23,417 13,997 5,938 961 433
Changes from: January 9, 2024 Total Change is: 116,780
49,689 -2,138 38,256 1,478 1,163 4,091 6,510 58,419 17,100 -63 143 -239 -42 -15
Percent of Open Interest Represented by Each Category of Trader
22.1 9.8 28.2 8.2 0.4 2.2 21.0 42.1 15.4 2.2 1.3 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 190
35 50 59 5 6 4 23 53 48 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 76,389
Positions
2,546 40 31,585 120 397 0 4,175 25,739 18,348 19,602 260 0 13 20
Changes from: January 9, 2024 Total Change is: 988
0 0 0 0 0 0 25 988 0 960 0 0 3 0
Percent of Open Interest Represented by Each Category of Trader
3.3 0.1 41.3 0.2 0.5 0.0 5.5 33.7 24.0 25.7 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . . . 0 . 5 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 37,645
Positions
6,968 0 1,253 38 348 0 5,115 20,684 10,279 13,986 5,019 0 6 62
Changes from: January 9, 2024 Total Change is: 9
0 0 0 0 0 0 -427 256 -250 680 2 0 6 1
Percent of Open Interest Represented by Each Category of Trader
18.5 0.0 3.3 0.1 0.9 0.0 13.6 54.9 27.3 37.2 13.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 29
. 0 . . . 0 . 8 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 25,510
Positions
1,921 5,107 657 12,905 15 198 3,517 13,447 3,322 708 1,569 391 1,891 804
Changes from: January 9, 2024 Total Change is: -3,733
1,015 -1,173 -79 -1,488 15 26 -38 -1,715 -431 -2,938 -395 14 188 6
Percent of Open Interest Represented by Each Category of Trader
7.5 20.0 2.6 50.6 0.1 0.8 13.8 52.7 13.0 2.8 6.2 1.5 7.4 3.2
Number of Traders in Each Category Total Traders: 136
8 6 5 22 . 6 37 36 27 14 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 22,952
Positions
250 6,524 457 795 2,795 110 8,146 6,566 4,456 3,808 821 268 4,662 955
Changes from: January 9, 2024 Total Change is: 6,204
16 4,243 -42 -54 -198 25 3,633 978 1,497 917 -92 -26 238 -182
Percent of Open Interest Represented by Each Category of Trader
1.1 28.4 2.0 3.5 12.2 0.5 35.5 28.6 19.4 16.6 3.6 1.2 20.3 4.2
Number of Traders in Each Category Total Traders: 120
. . . 6 . . 20 11 12 59 17 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 19,028
Positions
0 2,451 373 0 0 0 1,365 10,407 6 13,327 4,182 0 3,957 1,609
Changes from: January 9, 2024 Total Change is: 3,764
0 1,293 22 0 0 0 709 1,408 6 2,494 1,294 0 533 -259
Percent of Open Interest Represented by Each Category of Trader
0.0 12.9 2.0 0.0 0.0 0.0 7.2 54.7 0.0 70.0 22.0 0.0 20.8 8.5
Number of Traders in Each Category Total Traders: 164
0 . . 0 0 0 . . . 123 36 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 7,487
Positions
301 1,342 140 1,636 43 15 2,746 4,712 575 1,017 337 19 1,038 304
Changes from: January 9, 2024 Total Change is: 815
71 117 3 133 1 -13 581 1,055 -247 249 -41 -20 59 -41
Percent of Open Interest Represented by Each Category of Trader
4.0 17.9 1.9 21.9 0.6 0.2 36.7 62.9 7.7 13.6 4.5 0.3 13.9 4.1
Number of Traders in Each Category Total Traders: 89
4 8 . 13 . . 29 24 14 8 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 49,628
Positions
0 16,370 1,472 3,458 1,065 925 14,069 12,221 11,185 13,018 2,168 3,989 1,512 233
Changes from: January 9, 2024 Total Change is: 17,021
0 13,137 581 1,886 363 3 10,219 1,523 -997 2,854 177 2,221 254 13
Percent of Open Interest Represented by Each Category of Trader
0.0 33.0 3.0 7.0 2.1 1.9 28.3 24.6 22.5 26.2 4.4 8.0 3.0 0.5
Number of Traders in Each Category Total Traders: 147
0 . . 4 . . 14 7 6 97 21 7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 7,937
Positions
0 2,775 0 0 0 0 0 3,612 0 6,954 1,193 0 983 357
Changes from: January 9, 2024 Total Change is: 1,127
0 -1,264 0 0 0 0 0 1,736 0 993 465 0 134 190
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.0 0.0 0.0 0.0 0.0 45.5 0.0 87.6 15.0 0.0 12.4 4.5
Number of Traders in Each Category Total Traders: 73
0 . 0 0 0 0 0 . 0 54 15 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 23,543
Positions
64 4,035 0 6,752 2,498 689 9,505 10,000 1,313 2,398 2,203 6 2,815 2,798
Changes from: January 9, 2024 Total Change is: -365
64 -34 0 972 293 -272 -2,192 244 -100 820 -145 5 339 -356
Percent of Open Interest Represented by Each Category of Trader
0.3 17.1 0.0 28.7 10.6 2.9 40.4 42.5 5.6 10.2 9.4 0.0 12.0 11.9
Number of Traders in Each Category Total Traders: 99
. . 0 14 5 . 27 21 5 13 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 359,265
Positions
57,019 39,102 17,479 67,134 68,438 57,074 64,818 79,404 52,639 5,702 3,050 11,032 26,368 31,047
Changes from: January 9, 2024 Total Change is: 4,093
4,487 2,939 -388 -2,054 258 7,201 3,675 379 -3,409 -5,286 -357 -577 444 -1,953
Percent of Open Interest Represented by Each Category of Trader
15.9 10.9 4.9 18.7 19.0 15.9 18.0 22.1 14.7 1.6 0.8 3.1 7.3 8.6
Number of Traders in Each Category Total Traders: 214
14 14 20 23 32 25 45 50 60 15 8 18
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Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 93,302
Positions
82,098 76,557 0 9,494 6,361 30 880 10,208 0 514 124 0 286 22
Changes from: January 9, 2024 Total Change is: -822
-212 0 0 -18 -1,682 0 -556 918 -32 -12 -9 0 8 -17
Percent of Open Interest Represented by Each Category of Trader
88.0 82.1 0.0 10.2 6.8 0.0 0.9 10.9 0.0 0.6 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 34
4 . 0 9 5 . . 5 0 6 . 0
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Updated January 16, 2024