Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 153,276
Positions
39,141 5,159 2,682 29,248 56,227 6,215 16,991 35,860 12,199 14,307 5,056 506 31,988 29,372
Changes from: December 20, 2022 Total Change is: -39,177
1,052 -10,115 -18,505 1,213 -7,566 482 -18,572 1,833 73 -381 -3,306 -14 -4,525 -2,059
Percent of Open Interest Represented by Each Category of Trader
25.5 3.4 1.7 19.1 36.7 4.1 11.1 23.4 8.0 9.3 3.3 0.3 20.9 19.2
Number of Traders in Each Category Total Traders: 110
11 4 5 11 25 13 12 32 16 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,745
Positions
10,886 1,126 389 2,326 9,503 487 4,020 6,537 978 0 0 0 12,657 12,724
Changes from: December 20, 2022 Total Change is: -291
177 -16 11 -75 1,083 -91 -921 -845 -210 0 0 0 818 -223
Percent of Open Interest Represented by Each Category of Trader
34.3 3.5 1.2 7.3 29.9 1.5 12.7 20.6 3.1 0.0 0.0 0.0 39.9 40.1
Number of Traders in Each Category Total Traders: 35
4 . . 5 8 . 8 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 225,281
Positions
52,321 36,349 7,823 48,620 59,282 7,672 56,566 51,879 27,103 1,558 2,910 676 22,942 31,587
Changes from: December 20, 2022 Total Change is: 7,504
2,846 -1,013 490 821 -731 526 5,220 9,943 -1,365 291 -150 -278 -1,047 83
Percent of Open Interest Represented by Each Category of Trader
23.2 16.1 3.5 21.6 26.3 3.4 25.1 23.0 12.0 0.7 1.3 0.3 10.2 14.0
Number of Traders in Each Category Total Traders: 130
6 8 6 16 30 15 25 38 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 194,207
Positions
60,670 10,133 3,721 53,626 76,762 5,010 29,466 48,465 15,773 1,363 1,823 0 24,578 32,520
Changes from: December 20, 2022 Total Change is: -13,257
-1,629 872 -1,120 186 -11,173 -341 -8,117 -2,325 104 939 732 0 -3,280 -7
Percent of Open Interest Represented by Each Category of Trader
31.2 5.2 1.9 27.6 39.5 2.6 15.2 25.0 8.1 0.7 0.9 0.0 12.7 16.7
Number of Traders in Each Category Total Traders: 120
7 8 7 17 24 18 20 34 23 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 840,548
Positions
32,469 484,737 13,350 481,043 86,225 27,179 84,412 95,039 71,107 40,345 12,287 4,854 85,790 45,772
Changes from: December 20, 2022 Total Change is: 2,462
-875 8,572 -371 720 -4,088 270 4,220 -2,381 -158 -442 -1,315 291 -1,193 1,641
Percent of Open Interest Represented by Each Category of Trader
3.9 57.7 1.6 57.2 10.3 3.2 10.0 11.3 8.5 4.8 1.5 0.6 10.2 5.4
Number of Traders in Each Category Total Traders: 310
14 16 11 113 25 51 53 41 32 32 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,741
Positions
0 10,153 22 13,297 1,138 2,733 429 12,522 1 0 0 0 13,259 3,172
Changes from: December 20, 2022 Total Change is: 867
0 -15 15 181 76 -137 0 821 1 0 0 0 807 106
Percent of Open Interest Represented by Each Category of Trader
0.0 34.1 0.1 44.7 3.8 9.2 1.4 42.1 0.0 0.0 0.0 0.0 44.6 10.7
Number of Traders in Each Category Total Traders: 27
0 . . 15 4 5 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 137,791
Positions
28,858 6,154 413 53,809 67,658 4,309 18,809 28,618 10,630 2,210 0 0 18,753 20,010
Changes from: December 20, 2022 Total Change is: 182
-745 -1,398 -46 2,446 2,349 624 -3,042 842 -654 -165 -520 0 1,763 -1,016
Percent of Open Interest Represented by Each Category of Trader
20.9 4.5 0.3 39.1 49.1 3.1 13.7 20.8 7.7 1.6 0.0 0.0 13.6 14.5
Number of Traders in Each Category Total Traders: 82
5 . . 16 18 10 21 16 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 233,038
Positions
1,674 174,229 747 120,821 7,952 592 95,271 23,911 1,375 4,656 22,197 18 7,884 2,017
Changes from: December 20, 2022 Total Change is: 3,289
859 3,693 -3 -6,995 1,025 -73 9,126 -2,092 342 -237 489 18 252 -110
Percent of Open Interest Represented by Each Category of Trader
0.7 74.8 0.3 51.8 3.4 0.3 40.9 10.3 0.6 2.0 9.5 0.0 3.4 0.9
Number of Traders in Each Category Total Traders: 162
5 7 . 31 7 6 65 25 9 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 60,847
Positions
4,357 4,323 16,516 24,697 3,690 28 9,462 32,552 422 1,267 1,233 0 4,098 2,083
Changes from: December 20, 2022 Total Change is: 25,508
-304 464 16,057 6,381 -170 0 2,845 8,842 291 -200 62 0 438 -38
Percent of Open Interest Represented by Each Category of Trader
7.2 7.1 27.1 40.6 6.1 0.0 15.6 53.5 0.7 2.1 2.0 0.0 6.7 3.4
Number of Traders in Each Category Total Traders: 68
. 5 . 16 5 . 14 14 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 35,587
Positions
7,999 7,064 20 13,727 11,835 227 9,013 12,778 375 150 577 13 4,063 2,698
Changes from: December 20, 2022 Total Change is: 4,876
1,803 345 20 -209 2,657 112 2,956 1,671 124 150 -29 12 -92 -36
Percent of Open Interest Represented by Each Category of Trader
22.5 19.8 0.1 38.6 33.3 0.6 25.3 35.9 1.1 0.4 1.6 0.0 11.4 7.6
Number of Traders in Each Category Total Traders: 76
6 4 . 18 15 6 11 18 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 8,220
Positions
1,613 1,729 24 1,821 4,317 0 3,084 774 24 100 0 0 1,554 1,352
Changes from: December 20, 2022 Total Change is: -1,152
80 0 -4 -119 -1,372 0 -1,496 151 -1 100 0 0 288 74
Percent of Open Interest Represented by Each Category of Trader
19.6 21.0 0.3 22.2 52.5 0.0 37.5 9.4 0.3 1.2 0.0 0.0 18.9 16.4
Number of Traders in Each Category Total Traders: 29
4 . . . 6 0 11 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 37,507
Positions
8,018 9,113 369 9,015 3,614 540 12,633 4,057 340 225 11,636 4 6,363 7,833
Changes from: December 20, 2022 Total Change is: 1,167
1,399 -338 -157 -317 679 431 -703 786 -55 225 -21 -12 356 -146
Percent of Open Interest Represented by Each Category of Trader
21.4 24.3 1.0 24.0 9.6 1.4 33.7 10.8 0.9 0.6 31.0 0.0 17.0 20.9
Number of Traders in Each Category Total Traders: 84
10 11 4 17 9 . 16 13 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 75,013
Positions
16,036 18,226 738 18,030 7,228 1,080 25,265 8,115 681 450 23,273 8 12,726 15,665
Changes from: December 20, 2022 Total Change is: 2,334
2,798 -675 -313 -634 1,357 861 -1,406 1,572 -111 450 -42 -23 711 -292
Percent of Open Interest Represented by Each Category of Trader
21.4 24.3 1.0 24.0 9.6 1.4 33.7 10.8 0.9 0.6 31.0 0.0 17.0 20.9
Number of Traders in Each Category Total Traders: 84
10 11 4 17 9 . 16 13 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,412
Positions
11,054 27,543 0 26,405 9,275 1,984 2,605 4,605 2 0 0 0 2,362 1,003
Changes from: December 20, 2022 Total Change is: 1,619
103 1,000 0 1,772 -340 14 87 863 2 0 0 0 -359 80
Percent of Open Interest Represented by Each Category of Trader
24.9 62.0 0.0 59.5 20.9 4.5 5.9 10.4 0.0 0.0 0.0 0.0 5.3 2.3
Number of Traders in Each Category Total Traders: 31
. 5 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,549
Positions
635 636 0 608 0 367 11,093 2,152 55 538 1,291 100 7,153 15,948
Changes from: December 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.1 3.1 0.0 3.0 0.0 1.8 54.0 10.5 0.3 2.6 6.3 0.5 34.8 77.6
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 . 6 . . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $250.00)
CFTC Code #13874+ Open Interest is 559,282
Positions
39,418 69,132 19,232 191,137 102,384 49,907 26,972 76,339 153,518 22,513 29,922 3,462 53,122 55,385
Changes from: December 20, 2022 Total Change is: -14,772
2,612 -4,819 -180 -1,193 -1,721 523 -3,387 2,372 -9,848 -1,051 137 -425 -1,824 -812
Percent of Open Interest Represented by Each Category of Trader
7.0 12.4 3.4 34.2 18.3 8.9 4.8 13.6 27.4 4.0 5.3 0.6 9.5 9.9
Number of Traders in Each Category Total Traders: 573
30 31 38 141 112 119 63 110 113 50 33 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,434
Positions
563 15,791 0 14,673 1,366 0 1,670 261 0 0 0 0 1,528 1,016
Changes from: December 20, 2022 Total Change is: 218
0 505 0 191 0 0 335 -228 0 0 0 0 -308 -59
Percent of Open Interest Represented by Each Category of Trader
3.1 85.7 0.0 79.6 7.4 0.0 9.1 1.4 0.0 0.0 0.0 0.0 8.3 5.5
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,220
Positions
6,381 20,580 0 11,801 3,317 4 4,698 758 0 0 0 0 3,336 1,561
Changes from: December 20, 2022 Total Change is: 111
352 137 0 191 -279 0 -133 7 0 0 0 0 -299 246
Percent of Open Interest Represented by Each Category of Trader
24.3 78.5 0.0 45.0 12.7 0.0 17.9 2.9 0.0 0.0 0.0 0.0 12.7 6.0
Number of Traders in Each Category Total Traders: 31
4 4 0 10 5 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,796,409
Positions
197,090 345,660 96,162 955,683 511,921 249,537 134,860 381,696 767,590 112,565 149,608 17,311 265,612 276,926
Changes from: December 20, 2022 Total Change is: -73,858
13,061 -24,093 -900 -5,966 -8,606 2,614 -16,933 11,861 -49,238 -5,255 686 -2,123 -9,118 -4,059
Percent of Open Interest Represented by Each Category of Trader
7.0 12.4 3.4 34.2 18.3 8.9 4.8 13.6 27.4 4.0 5.3 0.6 9.5 9.9
Number of Traders in Each Category Total Traders: 573
30 31 38 141 112 119 63 110 113 50 33 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,494
Positions
12,023 20,420 0 9,212 337 190 456 1,283 0 0 0 0 1,613 1,264
Changes from: December 20, 2022 Total Change is: 499
-2 1,350 0 646 -680 0 13 0 0 0 0 0 -158 -171
Percent of Open Interest Represented by Each Category of Trader
51.2 86.9 0.0 39.2 1.4 0.8 1.9 5.5 0.0 0.0 0.0 0.0 6.9 5.4
Number of Traders in Each Category Total Traders: 20
4 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,471
Positions
703 11,983 0 6,484 0 0 2,593 0 3 0 0 0 2,688 485
Changes from: December 20, 2022 Total Change is: -34
0 0 0 -43 0 0 143 0 0 0 0 0 -134 -34
Percent of Open Interest Represented by Each Category of Trader
5.6 96.1 0.0 52.0 0.0 0.0 20.8 0.0 0.0 0.0 0.0 0.0 21.6 3.9
Number of Traders in Each Category Total Traders: 22
. 8 0 6 0 0 6 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 13,306
Positions
2,820 3,963 0 8,258 6,791 0 998 1,275 0 0 0 0 1,230 1,277
Changes from: December 20, 2022 Total Change is: 46
-4 0 0 -27 215 0 0 21 0 0 0 0 77 -190
Percent of Open Interest Represented by Each Category of Trader
21.2 29.8 0.0 62.1 51.0 0.0 7.5 9.6 0.0 0.0 0.0 0.0 9.2 9.6
Number of Traders in Each Category Total Traders: 23
4 5 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,086
Positions
771 13,582 0 10,622 618 2,301 2,118 868 0 0 0 0 2,274 717
Changes from: December 20, 2022 Total Change is: 35
4 0 0 129 0 0 -89 15 0 0 0 0 -9 20
Percent of Open Interest Represented by Each Category of Trader
4.3 75.1 0.0 58.7 3.4 12.7 11.7 4.8 0.0 0.0 0.0 0.0 12.6 4.0
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 127,504
Positions
6,096 0 0 33,213 6,011 80 23,473 47,231 12,766 0 1,183 0 51,877 60,233
Changes from: December 20, 2022 Total Change is: 5,580
6,096 0 0 538 0 68 3,613 3,414 590 0 -817 0 -5,325 2,324
Percent of Open Interest Represented by Each Category of Trader
4.8 0.0 0.0 26.0 4.7 0.1 18.4 37.0 10.0 0.0 0.9 0.0 40.7 47.2
Number of Traders in Each Category Total Traders: 27
. 0 0 11 . . 4 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 251,060
Positions
95,623 53,953 106,601 0 32,000 0 2,250 12,916 42,382 0 0 0 4,204 3,208
Changes from: December 20, 2022 Total Change is: 3,450
14,500 250 2,200 0 0 0 0 0 1,000 0 0 0 -14,250 0
Percent of Open Interest Represented by Each Category of Trader
38.1 21.5 42.5 0.0 12.7 0.0 0.9 5.1 16.9 0.0 0.0 0.0 1.7 1.3
Number of Traders in Each Category Total Traders: 21
9 4 12 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 42,536
Positions
8,416 3,109 180 22,914 30,729 2,498 1,063 810 135 678 0 0 6,652 5,075
Changes from: December 20, 2022 Total Change is: -451
16 47 -130 -89 -360 51 70 -519 83 -138 0 0 -314 377
Percent of Open Interest Represented by Each Category of Trader
19.8 7.3 0.4 53.9 72.2 5.9 2.5 1.9 0.3 1.6 0.0 0.0 15.6 11.9
Number of Traders in Each Category Total Traders: 63
. 7 . 25 21 10 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $100)
CFTC Code #20974+ Open Interest is 59,038
Positions
11,449 7,968 294 15,541 14,000 1,893 11,213 14,003 8,674 1,919 3,445 459 7,596 8,301
Changes from: December 20, 2022 Total Change is: 2,265
668 -626 -11 -404 -110 235 134 1,767 970 454 -165 267 -49 -62
Percent of Open Interest Represented by Each Category of Trader
19.4 13.5 0.5 26.3 23.7 3.2 19.0 23.7 14.7 3.3 5.8 0.8 12.9 14.1
Number of Traders in Each Category Total Traders: 292
31 17 11 56 45 35 36 63 41 24 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 295,190
Positions
57,243 39,842 1,471 77,703 70,000 9,464 56,064 70,015 43,372 9,597 17,223 2,297 37,980 41,506
Changes from: December 20, 2022 Total Change is: 11,327
3,340 -3,131 -54 -2,021 -548 1,177 671 8,834 4,850 2,272 -826 1,334 -243 -308
Percent of Open Interest Represented by Each Category of Trader
19.4 13.5 0.5 26.3 23.7 3.2 19.0 23.7 14.7 3.3 5.8 0.8 12.9 14.1
Number of Traders in Each Category Total Traders: 292
31 17 11 56 45 35 36 63 41 24 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 78,623
Positions
4,309 779 0 2,446 0 1,060 7,373 54,014 2,288 2,233 0 0 58,914 20,482
Changes from: December 20, 2022 Total Change is: 547
568 345 0 138 0 122 -1,776 475 -215 305 -343 0 1,405 162
Percent of Open Interest Represented by Each Category of Trader
5.5 1.0 0.0 3.1 0.0 1.3 9.4 68.7 2.9 2.8 0.0 0.0 74.9 26.1
Number of Traders in Each Category Total Traders: 29
. . 0 6 0 . 7 9 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 443,772
Positions
92,838 27,742 3,725 166,434 182,396 41,274 78,524 125,222 14,722 23,101 25,866 30 23,125 22,795
Changes from: December 20, 2022 Total Change is: -3,316
3,190 -2,671 484 -1,071 -4,130 840 -5,307 1,471 688 -2,002 -1,533 -28 -110 1,563
Percent of Open Interest Represented by Each Category of Trader
20.9 6.3 0.8 37.5 41.1 9.3 17.7 28.2 3.3 5.2 5.8 0.0 5.2 5.1
Number of Traders in Each Category Total Traders: 301
27 14 5 78 67 45 40 54 25 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,722
Positions
1,201 18,574 0 14,330 652 0 2,836 293 0 0 0 0 1,355 203
Changes from: December 20, 2022 Total Change is: 336
-236 563 0 397 -215 0 0 -4 0 0 0 0 175 -8
Percent of Open Interest Represented by Each Category of Trader
6.1 94.2 0.0 72.7 3.3 0.0 14.4 1.5 0.0 0.0 0.0 0.0 6.9 1.0
Number of Traders in Each Category Total Traders: 22
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,007
Positions
5,034 11,090 658 9,561 2,708 2,717 12,109 3,597 12 1,256 4,815 0 5,660 11,410
Changes from: December 20, 2022 Total Change is: -6,943
564 -252 -74 -1,848 0 -169 -4,539 -1,210 -14 -360 1,240 -1 -502 -6,463
Percent of Open Interest Represented by Each Category of Trader
13.6 30.0 1.8 25.8 7.3 7.3 32.7 9.7 0.0 3.4 13.0 0.0 15.3 30.8
Number of Traders in Each Category Total Traders: 48
4 7 . 10 . 5 10 7 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 360,601
Positions
35,965 149,960 3,962 225,347 114,255 51,092 17,115 18,023 752 13,282 15,341 355 12,731 6,861
Changes from: December 20, 2022 Total Change is: 252
1,953 -897 -43 2,866 -3,910 -79 -3,382 4,526 -376 -309 -96 1 -379 1,126
Percent of Open Interest Represented by Each Category of Trader
10.0 41.6 1.1 62.5 31.7 14.2 4.7 5.0 0.2 3.7 4.3 0.1 3.5 1.9
Number of Traders in Each Category Total Traders: 184
14 12 6 61 54 35 16 13 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,087,359
Positions
76,759 505,527 10,395 702,993 320,508 116,339 79,560 90,206 6,702 54,543 17,974 3,454 36,614 16,254
Changes from: December 20, 2022 Total Change is: 6,091
1,926 7,233 2,452 10,751 -920 -3,622 -2,723 -22 -10 -5,897 747 -9 3,223 242
Percent of Open Interest Represented by Each Category of Trader
7.1 46.5 1.0 64.7 29.5 10.7 7.3 8.3 0.6 5.0 1.7 0.3 3.4 1.5
Number of Traders in Each Category Total Traders: 394
27 17 11 143 76 84 52 38 34 27 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 183,308
Positions
10,132 133,655 26,918 26,220 0 1,287 100,070 5,033 10,371 7,457 5,507 470 383 67
Changes from: December 20, 2022 Total Change is: 783
-2,883 -282 1,412 6,762 0 0 1,110 15 -381 -5,255 1 12 6 6
Percent of Open Interest Represented by Each Category of Trader
5.5 72.9 14.7 14.3 0.0 0.7 54.6 2.7 5.7 4.1 3.0 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 98
8 24 13 15 0 . 32 5 7 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,307,508
Positions
22,274 134,965 21,075 653,498 264,035 173,528 82,160 408,316 82,760 84,210 72,922 3,471 184,533 146,437
Changes from: December 20, 2022 Total Change is: -49,096
-2,122 -9,027 -9,946 6,909 6,717 -14,625 -541 5,388 -24,800 -4,162 318 -590 781 -2,531
Percent of Open Interest Represented by Each Category of Trader
1.7 10.3 1.6 50.0 20.2 13.3 6.3 31.2 6.3 6.4 5.6 0.3 14.1 11.2
Number of Traders in Each Category Total Traders: 194
5 15 11 68 32 64 24 32 41 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,412,882
Positions
4,932 74,891 1,006 879,433 248,904 234,412 52,415 697,079 27,575 47,338 13,934 0 165,771 115,081
Changes from: December 20, 2022 Total Change is: -1,989
-20 2,816 -139 -3,636 -9,946 963 1,384 4,551 -1,372 -246 1,145 0 1,077 -7
Percent of Open Interest Represented by Each Category of Trader
0.3 5.3 0.1 62.2 17.6 16.6 3.7 49.3 2.0 3.4 1.0 0.0 11.7 8.1
Number of Traders in Each Category Total Traders: 151
. 11 . 76 21 55 14 19 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,245,087
Positions
34,197 219,606 14,282 1,301,551 352,801 294,785 160,931 959,084 94,936 157,504 130,423 612 186,290 178,558
Changes from: December 20, 2022 Total Change is: 4,597
-223 -20,267 -2,499 -3,928 7,099 8,080 9,080 39,427 -19,485 11,036 934 -247 2,784 -8,445
Percent of Open Interest Represented by Each Category of Trader
1.5 9.8 0.6 58.0 15.7 13.1 7.2 42.7 4.2 7.0 5.8 0.0 8.3 8.0
Number of Traders in Each Category Total Traders: 366
12 39 10 115 54 89 46 57 35 19 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,672,954
Positions
89,236 283,766 264,208 2,000,438 876,599 820,552 216,846 965,619 640,678 206,754 312,851 77,760 356,483 430,922
Changes from: December 20, 2022 Total Change is: -127,010
1,482 1,886 97 -9,237 14,424 -43,966 -11,390 31,819 -94,559 25,320 -5,542 -12,151 17,394 -19,018
Percent of Open Interest Represented by Each Category of Trader
1.9 6.1 5.7 42.8 18.8 17.6 4.6 20.7 13.7 4.4 6.7 1.7 7.6 9.2
Number of Traders in Each Category Total Traders: 395
20 28 28 114 78 109 42 67 73 19 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,426,917
Positions
42,895 34,143 5,383 664,486 579,395 209,404 192,931 286,136 16,124 143,493 53,694 0 152,201 242,638
Changes from: December 20, 2022 Total Change is: -766
-267 1,896 98 6,053 -14,166 -4,058 -2,729 9,083 220 -190 1,039 -535 642 5,657
Percent of Open Interest Represented by Each Category of Trader
3.0 2.4 0.4 46.6 40.6 14.7 13.5 20.1 1.1 10.1 3.8 0.0 10.7 17.0
Number of Traders in Each Category Total Traders: 142
4 8 . 40 45 53 11 20 9 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 2,364
Positions
0 0 0 0 0 0 0 1,058 220 900 401 30 1,214 655
Changes from: December 20, 2022 Total Change is: -124
0 0 0 0 0 0 0 -438 219 -163 63 30 -210 2
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 44.8 9.3 38.1 17.0 1.3 51.4 27.7
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 0 . . 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,380,860
Positions
26,906 524,307 64,073 1,861,905 609,443 763,557 665,314 1,542,826 233,757 440,112 247,980 5,148 320,088 389,769
Changes from: December 20, 2022 Total Change is: -81,345
2,136 -6,270 -5,602 -8,610 -31,203 -22,402 2,799 23,832 -37,047 -3,991 -8,872 -1,474 -7,155 7,692
Percent of Open Interest Represented by Each Category of Trader
0.6 12.0 1.5 42.5 13.9 17.4 15.2 35.2 5.3 10.0 5.7 0.1 7.3 8.9
Number of Traders in Each Category Total Traders: 329
7 32 19 98 52 86 39 65 52 18 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,556,477
Positions
419,633 276,458 425,048 1,581 132,412 8,559 310,373 331,554 319,809 39,105 20,875 855 31,514 40,907
Changes from: December 20, 2022 Total Change is: 25,428
2,746 -8,211 11,853 1,581 -3,014 941 -1,010 12,064 14,731 -251 0 -14 -5,149 -2,922
Percent of Open Interest Represented by Each Category of Trader
27.0 17.8 27.3 0.1 8.5 0.5 19.9 21.3 20.5 2.5 1.3 0.1 2.0 2.6
Number of Traders in Each Category Total Traders: 132
25 33 49 . 5 5 24 31 48 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,995,464
Positions
2,045,306 1,324,723 1,611,223 406,490 86,889 268,298 473,941 1,216,069 3,730,048 17,158 125,061 85,234 357,766 547,919
Changes from: December 20, 2022 Total Change is: 35,587
8,755 37,255 20,822 -566 21 -8,172 5,258 1,211 -4,539 1,314 799 4,025 8,690 -15,835
Percent of Open Interest Represented by Each Category of Trader
22.7 14.7 17.9 4.5 1.0 3.0 5.3 13.5 41.5 0.2 1.4 0.9 4.0 6.1
Number of Traders in Each Category Total Traders: 154
23 22 43 11 4 10 33 43 63 4 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is13,779,687
Positions
2,449,934 3,048,166 1,688,156 554,609 324,194 695,673 1,256,099 794,788 6,835,493 85,792 175,070 193,209 20,722 24,938
Changes from: December 20, 2022 Total Change is: -378,906
-228,238 -8,675 -215,322 -11,317 -45,196 6,706 45,169 -146,420 6,875 -507 3,101 18,225 -496 1,800
Percent of Open Interest Represented by Each Category of Trader
17.8 22.1 12.3 4.0 2.4 5.0 9.1 5.8 49.6 0.6 1.3 1.4 0.2 0.2
Number of Traders in Each Category Total Traders: 614
52 93 124 22 44 42 75 129 161 75 81 98
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 747,293
Positions
94,549 267,804 198,143 51,545 5,915 4,569 269,935 127,382 126,274 1,068 16,018 942 268 246
Changes from: December 20, 2022 Total Change is: 33,346
-8,110 9,177 9,390 2,288 117 237 15,841 901 13,571 48 69 -31 112 -85
Percent of Open Interest Represented by Each Category of Trader
12.7 35.8 26.5 6.9 0.8 0.6 36.1 17.0 16.9 0.1 2.1 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 171
24 55 53 . 5 . 36 33 47 5 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 17,979
Positions
272 3,656 162 6,157 969 1,284 5,007 6,607 1,882 1,369 1,934 528 1,319 957
Changes from: December 20, 2022 Total Change is: 1,518
0 -105 29 -53 94 404 1,009 1,084 -140 142 -101 155 -29 98
Percent of Open Interest Represented by Each Category of Trader
1.5 20.3 0.9 34.2 5.4 7.1 27.8 36.7 10.5 7.6 10.8 2.9 7.3 5.3
Number of Traders in Each Category Total Traders: 110
. 4 . 6 8 4 24 41 15 13 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,619
Positions
200 507 0 121 1,223 39 5,862 5,345 1,059 1,893 1,796 110 2,335 1,539
Changes from: December 20, 2022 Total Change is: -942
0 113 0 11 -32 6 -676 -496 -292 119 -57 -6 -103 -177
Percent of Open Interest Represented by Each Category of Trader
1.7 4.4 0.0 1.0 10.5 0.3 50.5 46.0 9.1 16.3 15.5 0.9 20.1 13.2
Number of Traders in Each Category Total Traders: 94
. . 0 . . . 7 14 8 34 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,372
Positions
214 691 82 34 581 15 2,591 2,333 620 2,090 1,323 12 714 715
Changes from: December 20, 2022 Total Change is: 508
-17 15 8 0 -74 6 117 28 371 152 38 -4 -125 121
Percent of Open Interest Represented by Each Category of Trader
3.4 10.8 1.3 0.5 9.1 0.2 40.7 36.6 9.7 32.8 20.8 0.2 11.2 11.2
Number of Traders in Each Category Total Traders: 69
. 4 . . 5 . 13 23 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 49,674
Positions
5,266 0 0 0 2,299 0 22,277 24,747 9,867 10,313 11,578 767 1,183 416
Changes from: December 20, 2022 Total Change is: 478
1,979 -103 0 0 -96 0 -1,895 -317 486 -339 248 258 -11 2
Percent of Open Interest Represented by Each Category of Trader
10.6 0.0 0.0 0.0 4.6 0.0 44.8 49.8 19.9 20.8 23.3 1.5 2.4 0.8
Number of Traders in Each Category Total Traders: 103
. 0 0 0 . 0 11 6 6 47 35 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,695
Positions
260 12,788 0 18,253 2,100 991 11,829 22,095 505 4,254 818 7 5,596 2,391
Changes from: December 20, 2022 Total Change is: 273
23 0 0 -1,343 120 -18 1,076 69 -71 849 166 -1 -242 8
Percent of Open Interest Represented by Each Category of Trader
0.6 30.7 0.0 43.8 5.0 2.4 28.4 53.0 1.2 10.2 2.0 0.0 13.4 5.7
Number of Traders in Each Category Total Traders: 89
. . 0 10 7 . 20 23 6 21 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 289,519
Positions
38,179 11,605 15,211 83,984 86,856 33,383 39,336 57,223 46,426 5,059 2,408 9,886 18,055 26,521
Changes from: December 20, 2022 Total Change is: -41,713
-2,901 -3,287 -5,640 -3,376 1,616 -2,768 -13,321 -5,405 -10,740 2,928 -5,744 -4,739 -1,156 -5,006
Percent of Open Interest Represented by Each Category of Trader
13.2 4.0 5.3 29.0 30.0 11.5 13.6 19.8 16.0 1.7 0.8 3.4 6.2 9.2
Number of Traders in Each Category Total Traders: 160
16 9 17 18 31 19 26 39 42 8 6 11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 55,525
Positions
40,319 42,611 0 11,790 2,814 1,085 1,939 8,504 0 59 418 0 333 93
Changes from: December 20, 2022 Total Change is: -9,143
2,953 -3,507 -3,943 22 0 0 -4,118 718 -2,409 -1,287 294 -293 -68 -3
Percent of Open Interest Represented by Each Category of Trader
72.6 76.7 0.0 21.2 5.1 2.0 3.5 15.3 0.0 0.1 0.8 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 41
4 . 0 14 . . 5 9 0 . . 0
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Updated December 30, 2022