Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 138,995
Positions
37,973 5,277 651 26,558 60,358 6,046 15,910 28,114 4,772 14,716 3,633 499 31,870 29,645
Changes from: December 27, 2022 Total Change is: -1,549
-884 125 6 -3,305 4,254 536 -419 -7,544 508 419 -406 -5 1,595 977
Percent of Open Interest Represented by Each Category of Trader
27.3 3.8 0.5 19.1 43.4 4.3 11.4 20.2 3.4 10.6 2.6 0.4 22.9 21.3
Number of Traders in Each Category Total Traders: 105
12 . . 10 24 11 15 27 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,250
Positions
12,481 1,012 12 1,780 10,317 485 7,403 7,503 22 745 0 0 10,322 13,899
Changes from: December 27, 2022 Total Change is: 3,399
1,564 -45 0 -479 814 -2 3,464 984 3 745 0 0 -1,896 1,645
Percent of Open Interest Represented by Each Category of Trader
37.5 3.0 0.0 5.4 31.0 1.5 22.3 22.6 0.1 2.2 0.0 0.0 31.0 41.8
Number of Traders in Each Category Total Traders: 36
5 . . 4 8 . 8 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 205,722
Positions
53,617 33,874 336 48,608 63,392 5,263 66,614 60,209 8,156 960 2,933 0 22,168 31,559
Changes from: December 27, 2022 Total Change is: 10,282
2,798 -1,431 -910 942 3,258 -1,407 8,880 9,706 -610 0 70 0 589 1,606
Percent of Open Interest Represented by Each Category of Trader
26.1 16.5 0.2 23.6 30.8 2.6 32.4 29.3 4.0 0.5 1.4 0.0 10.8 15.3
Number of Traders in Each Category Total Traders: 127
7 6 . 15 31 12 25 37 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 172,590
Positions
45,775 11,100 12,216 54,246 69,600 2,917 26,931 45,445 2,792 446 1,344 0 27,267 27,176
Changes from: December 27, 2022 Total Change is: -546
-14,954 3,689 11,702 930 -7,469 -386 -1,879 -3,992 347 -586 -355 0 4,280 -4,082
Percent of Open Interest Represented by Each Category of Trader
26.5 6.4 7.1 31.4 40.3 1.7 15.6 26.3 1.6 0.3 0.8 0.0 15.8 15.7
Number of Traders in Each Category Total Traders: 114
8 7 4 18 23 14 21 33 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 712,030
Positions
45,250 459,862 1,399 432,022 82,479 16,855 71,489 77,178 15,808 39,510 12,918 4,488 85,209 41,043
Changes from: December 27, 2022 Total Change is: -16,357
12,771 4,449 -542 -19,304 -3,203 -721 -10,251 -15,696 1,183 -850 324 -26 1,383 -2,125
Percent of Open Interest Represented by Each Category of Trader
6.4 64.6 0.2 60.7 11.6 2.4 10.0 10.8 2.2 5.5 1.8 0.6 12.0 5.8
Number of Traders in Each Category Total Traders: 299
16 15 6 110 25 46 44 42 22 31 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,567
Positions
400 10,941 22 14,513 1,139 3,229 874 13,934 1 0 0 0 12,528 2,301
Changes from: December 27, 2022 Total Change is: 1,868
400 788 0 1,216 1 496 445 1,412 0 0 0 0 -689 -829
Percent of Open Interest Represented by Each Category of Trader
1.3 34.7 0.1 46.0 3.6 10.2 2.8 44.1 0.0 0.0 0.0 0.0 39.7 7.3
Number of Traders in Each Category Total Traders: 30
. . . 16 4 6 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 132,960
Positions
30,819 4,985 56 52,527 69,026 3,090 22,391 30,858 3,770 2,460 0 0 17,847 21,175
Changes from: December 27, 2022 Total Change is: 3,765
1,793 -849 2 -1,477 1,173 -55 3,620 2,024 -202 250 0 0 -166 1,672
Percent of Open Interest Represented by Each Category of Trader
23.2 3.7 0.0 39.5 51.9 2.3 16.8 23.2 2.8 1.9 0.0 0.0 13.4 15.9
Number of Traders in Each Category Total Traders: 80
5 . . 15 18 6 18 18 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 245,029
Positions
1,807 176,391 765 124,555 7,768 284 103,929 34,533 825 4,768 22,481 18 8,078 1,964
Changes from: December 27, 2022 Total Change is: 12,622
133 2,162 18 3,734 -184 -308 8,658 10,627 70 112 284 0 205 -47
Percent of Open Interest Represented by Each Category of Trader
0.7 72.0 0.3 50.8 3.2 0.1 42.4 14.1 0.3 1.9 9.2 0.0 3.3 0.8
Number of Traders in Each Category Total Traders: 165
5 7 . 35 6 5 68 21 7 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,987
Positions
180 21,949 161 24,189 3,804 28 8,908 9,140 17 1,408 1,229 0 3,096 1,659
Changes from: December 27, 2022 Total Change is: -22,848
-4,177 17,626 -16,355 -508 114 0 -554 -23,412 -405 141 -4 0 -990 -412
Percent of Open Interest Represented by Each Category of Trader
0.5 57.8 0.4 63.7 10.0 0.1 23.5 24.1 0.0 3.7 3.2 0.0 8.2 4.4
Number of Traders in Each Category Total Traders: 64
. 6 . 14 6 . 15 11 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,773
Positions
5,983 6,088 14 11,028 10,865 114 8,201 8,822 142 436 563 13 3,842 3,152
Changes from: December 27, 2022 Total Change is: -3,779
17 -976 -6 -2,699 1,063 -113 -812 -3,956 -233 286 -14 0 -219 456
Percent of Open Interest Represented by Each Category of Trader
20.1 20.4 0.0 37.0 36.5 0.4 27.5 29.6 0.5 1.5 1.9 0.0 12.9 10.6
Number of Traders in Each Category Total Traders: 70
6 5 . 15 14 5 14 11 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,949
Positions
1,470 1,729 18 1,847 2,703 0 3,047 2,276 0 0 0 0 1,567 1,223
Changes from: December 27, 2022 Total Change is: -247
-143 0 -6 26 -1,614 0 -61 1,502 0 -100 0 0 37 -129
Percent of Open Interest Represented by Each Category of Trader
18.5 21.8 0.2 23.2 34.0 0.0 38.3 28.6 0.0 0.0 0.0 0.0 19.7 15.4
Number of Traders in Each Category Total Traders: 26
4 . . . 5 0 9 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,866
Positions
8,171 8,903 592 9,271 3,836 413 13,936 4,822 1,710 0 11,742 4 5,771 7,845
Changes from: December 27, 2022 Total Change is: 2,391
153 -210 223 256 222 -128 1,307 756 1,386 -225 104 3 -584 34
Percent of Open Interest Represented by Each Category of Trader
20.5 22.3 1.5 23.3 9.6 1.0 35.0 12.1 4.3 0.0 29.5 0.0 14.5 19.7
Number of Traders in Each Category Total Traders: 87
10 10 4 19 7 . 19 16 8 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 79,731
Positions
16,341 17,806 1,184 18,541 7,672 825 27,872 9,644 3,419 0 23,484 8 11,541 15,689
Changes from: December 27, 2022 Total Change is: 4,781
305 -420 446 511 444 -255 2,614 1,512 2,772 -450 208 6 -1,168 68
Percent of Open Interest Represented by Each Category of Trader
20.5 22.3 1.5 23.3 9.6 1.0 35.0 12.1 4.3 0.0 29.5 0.0 14.5 19.7
Number of Traders in Each Category Total Traders: 87
10 10 4 19 7 . 19 16 8 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 49,986
Positions
17,458 32,910 0 24,847 8,353 2,204 3,315 5,420 0 0 0 0 2,162 1,099
Changes from: December 27, 2022 Total Change is: 5,574
6,404 5,367 0 -1,558 -922 220 710 815 -2 0 0 0 -200 96
Percent of Open Interest Represented by Each Category of Trader
34.9 65.8 0.0 49.7 16.7 4.4 6.6 10.8 0.0 0.0 0.0 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 33
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 402,199
Positions
43,168 66,255 8,351 188,847 101,555 49,946 31,086 86,329 7,449 25,289 34,402 1,491 46,571 46,421
Changes from: December 27, 2022 Total Change is: 9,937
4,647 -3,417 234 -2,087 -123 1,117 2,502 8,390 -1,632 3,263 4,566 297 1,595 505
Percent of Open Interest Represented by Each Category of Trader
10.7 16.5 2.1 47.0 25.2 12.4 7.7 21.5 1.9 6.3 8.6 0.4 11.6 11.5
Number of Traders in Each Category Total Traders: 530
32 30 21 142 107 114 57 102 50 32 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,108
Positions
5,273 20,778 0 12,470 3,302 4 4,544 732 0 0 0 0 3,817 1,292
Changes from: December 27, 2022 Total Change is: -112
-1,108 198 0 669 -15 0 -154 -26 0 0 0 0 481 -269
Percent of Open Interest Represented by Each Category of Trader
20.2 79.6 0.0 47.8 12.6 0.0 17.4 2.8 0.0 0.0 0.0 0.0 14.6 4.9
Number of Traders in Each Category Total Traders: 30
. 4 0 11 5 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,010,996
Positions
215,840 331,274 41,755 944,237 507,776 249,732 155,431 431,645 37,247 126,447 172,009 7,454 232,853 232,104
Changes from: December 27, 2022 Total Change is: 49,686
23,235 -17,085 1,169 -10,433 -615 5,587 12,510 41,950 -8,159 16,315 22,831 1,485 7,977 2,523
Percent of Open Interest Represented by Each Category of Trader
10.7 16.5 2.1 47.0 25.2 12.4 7.7 21.5 1.9 6.3 8.6 0.4 11.6 11.5
Number of Traders in Each Category Total Traders: 530
32 30 21 142 107 114 57 102 50 32 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,013
Positions
12,022 19,775 0 8,397 337 190 461 1,541 0 0 0 0 1,943 1,170
Changes from: December 27, 2022 Total Change is: -481
-1 -645 0 -815 0 0 5 258 0 0 0 0 330 -94
Percent of Open Interest Represented by Each Category of Trader
52.2 85.9 0.0 36.5 1.5 0.8 2.0 6.7 0.0 0.0 0.0 0.0 8.4 5.1
Number of Traders in Each Category Total Traders: 20
4 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,212
Positions
703 11,633 0 6,510 0 0 2,346 0 3 0 0 0 2,650 576
Changes from: December 27, 2022 Total Change is: -259
0 -350 0 26 0 0 -247 0 0 0 0 0 -38 91
Percent of Open Interest Represented by Each Category of Trader
5.8 95.3 0.0 53.3 0.0 0.0 19.2 0.0 0.0 0.0 0.0 0.0 21.7 4.7
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,319
Positions
2,820 3,963 0 8,258 6,791 0 998 1,295 0 0 0 0 1,243 1,270
Changes from: December 27, 2022 Total Change is: 13
0 0 0 0 0 0 0 20 0 0 0 0 13 -7
Percent of Open Interest Represented by Each Category of Trader
21.2 29.8 0.0 62.0 51.0 0.0 7.5 9.7 0.0 0.0 0.0 0.0 9.3 9.5
Number of Traders in Each Category Total Traders: 23
4 5 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,320
Positions
769 14,676 0 11,472 618 2,301 2,458 862 0 0 0 0 2,320 863
Changes from: December 27, 2022 Total Change is: 1,234
-2 1,094 0 850 0 0 340 -6 0 0 0 0 46 146
Percent of Open Interest Represented by Each Category of Trader
4.0 76.0 0.0 59.4 3.2 11.9 12.7 4.5 0.0 0.0 0.0 0.0 12.0 4.5
Number of Traders in Each Category Total Traders: 26
. 7 0 10 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 122,749
Positions
5,456 0 0 36,603 6,052 59 26,254 50,003 5,409 0 2,059 0 48,968 59,167
Changes from: December 27, 2022 Total Change is: 8,389
-640 0 0 3,390 41 -21 4,184 4,470 675 0 884 0 801 2,340
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 29.8 4.9 0.0 21.4 40.7 4.4 0.0 1.7 0.0 39.9 48.2
Number of Traders in Each Category Total Traders: 27
. 0 0 12 . 4 . 8 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 253,386
Positions
96,349 54,203 108,651 0 32,000 0 3,250 15,142 41,682 0 0 0 3,454 1,708
Changes from: December 27, 2022 Total Change is: 2,326
726 250 2,050 0 0 0 1,000 2,226 -700 0 0 0 -750 -1,500
Percent of Open Interest Represented by Each Category of Trader
38.0 21.4 42.9 0.0 12.6 0.0 1.3 6.0 16.5 0.0 0.0 0.0 1.4 0.7
Number of Traders in Each Category Total Traders: 22
10 4 13 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 43,142
Positions
8,788 2,747 180 22,313 32,165 2,458 1,746 1,498 105 735 0 0 6,817 3,989
Changes from: December 27, 2022 Total Change is: 606
372 -362 0 -601 1,436 -40 683 688 -30 57 0 0 165 -1,086
Percent of Open Interest Represented by Each Category of Trader
20.4 6.4 0.4 51.7 74.6 5.7 4.0 3.5 0.2 1.7 0.0 0.0 15.8 9.2
Number of Traders in Each Category Total Traders: 64
. 6 . 23 22 11 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,932
Positions
9,946 8,282 744 14,812 13,663 1,794 11,721 12,084 946 2,069 3,412 2 6,897 8,005
Changes from: December 27, 2022 Total Change is: -1,225
-1,478 307 576 -730 -2 -84 622 -2,076 -30 158 53 -251 -9 282
Percent of Open Interest Represented by Each Category of Trader
20.3 16.9 1.5 30.3 27.9 3.7 24.0 24.7 1.9 4.2 7.0 0.0 14.1 16.4
Number of Traders in Each Category Total Traders: 286
30 19 5 57 47 35 40 54 22 19 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 244,658
Positions
49,729 41,408 3,722 74,060 68,315 8,971 58,604 60,419 4,732 10,346 17,058 10 34,484 40,023
Changes from: December 27, 2022 Total Change is: -6,123
-7,390 1,533 2,878 -3,649 -9 -419 3,112 -10,378 -149 792 266 -1,255 -43 1,410
Percent of Open Interest Represented by Each Category of Trader
20.3 16.9 1.5 30.3 27.9 3.7 24.0 24.7 1.9 4.2 7.0 0.0 14.1 16.4
Number of Traders in Each Category Total Traders: 286
30 19 5 57 47 35 40 54 22 19 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 75,287
Positions
4,423 1,072 0 2,676 0 1,168 9,874 49,497 1,977 3,221 851 0 51,948 20,722
Changes from: December 27, 2022 Total Change is: -2,058
114 293 0 230 0 108 2,501 -4,159 128 988 851 0 -6,127 721
Percent of Open Interest Represented by Each Category of Trader
5.9 1.4 0.0 3.6 0.0 1.6 13.1 65.7 2.6 4.3 1.1 0.0 69.0 27.5
Number of Traders in Each Category Total Traders: 33
. . 0 6 0 . 7 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 434,205
Positions
93,724 27,023 5,910 164,231 187,117 40,632 80,457 123,110 4,569 22,682 24,126 27 21,973 21,691
Changes from: December 27, 2022 Total Change is: -569
886 -719 2,185 -2,203 4,848 -625 1,411 -2,841 -1,280 -419 -1,740 -3 -521 -394
Percent of Open Interest Represented by Each Category of Trader
21.6 6.2 1.4 37.8 43.1 9.4 18.5 28.4 1.1 5.2 5.6 0.0 5.1 5.0
Number of Traders in Each Category Total Traders: 305
26 15 4 82 67 43 43 52 20 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,749
Positions
1,201 18,626 0 14,368 652 0 2,844 288 0 0 0 0 1,336 183
Changes from: December 27, 2022 Total Change is: 27
0 52 0 38 0 0 8 -5 0 0 0 0 -19 -20
Percent of Open Interest Represented by Each Category of Trader
6.1 94.3 0.0 72.8 3.3 0.0 14.4 1.5 0.0 0.0 0.0 0.0 6.8 0.9
Number of Traders in Each Category Total Traders: 22
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,889
Positions
0 2,816 0 6,291 521 13 465 4,109 0 2,082 1,474 0 3,038 2,956
Changes from: December 27, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 23.7 0.0 52.9 4.4 0.1 3.9 34.6 0.0 17.5 12.4 0.0 25.6 24.9
Number of Traders in Each Category Total Traders: 21
0 4 0 6 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,248
Positions
6,172 10,064 742 7,368 3,658 2,504 13,807 6,108 1 1,880 3,117 0 5,774 12,054
Changes from: December 27, 2022 Total Change is: 1,241
1,138 -1,026 84 -2,193 950 -213 1,698 2,511 -11 624 -1,698 0 114 644
Percent of Open Interest Represented by Each Category of Trader
16.1 26.3 1.9 19.3 9.6 6.5 36.1 16.0 0.0 4.9 8.1 0.0 15.1 31.5
Number of Traders in Each Category Total Traders: 53
6 6 . 9 5 4 11 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 349,340
Positions
34,705 149,628 4,033 211,481 113,320 51,840 22,055 16,282 791 13,358 8,374 357 10,720 4,715
Changes from: December 27, 2022 Total Change is: -11,261
-1,260 -332 71 -13,866 -935 748 4,940 -1,741 39 76 -6,967 2 -2,011 -2,146
Percent of Open Interest Represented by Each Category of Trader
9.9 42.8 1.2 60.5 32.4 14.8 6.3 4.7 0.2 3.8 2.4 0.1 3.1 1.3
Number of Traders in Each Category Total Traders: 190
13 14 8 64 52 33 21 12 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,056,208
Positions
71,264 503,207 11,834 674,826 313,189 107,122 86,086 79,066 9,221 59,352 16,466 4,111 32,392 11,992
Changes from: December 27, 2022 Total Change is: -31,151
-5,495 -2,320 1,439 -28,167 -7,319 -9,217 6,526 -11,140 2,519 4,809 -1,508 657 -4,222 -4,262
Percent of Open Interest Represented by Each Category of Trader
6.7 47.6 1.1 63.9 29.7 10.1 8.2 7.5 0.9 5.6 1.6 0.4 3.1 1.1
Number of Traders in Each Category Total Traders: 395
29 17 11 143 76 83 54 34 37 29 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 184,944
Positions
14,251 132,929 28,439 26,399 0 1,148 95,025 4,998 11,376 7,437 5,537 470 399 47
Changes from: December 27, 2022 Total Change is: 1,636
4,119 -726 1,521 179 0 -139 -5,045 -35 1,005 -20 30 0 16 -20
Percent of Open Interest Represented by Each Category of Trader
7.7 71.9 15.4 14.3 0.0 0.6 51.4 2.7 6.2 4.0 3.0 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 97
9 23 13 15 0 . 31 5 7 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,198,425
Positions
24,722 126,265 2,288 656,541 268,277 165,898 87,700 405,644 9,733 80,777 76,136 627 170,139 143,557
Changes from: December 27, 2022 Total Change is: -312
230 -8,962 -759 9,682 5,342 -4,485 -382 -1,497 -383 -2,427 2,532 -57 -1,731 7,957
Percent of Open Interest Represented by Each Category of Trader
2.1 10.5 0.2 54.8 22.4 13.8 7.3 33.8 0.8 6.7 6.4 0.1 14.2 12.0
Number of Traders in Each Category Total Traders: 186
6 14 . 66 33 61 21 31 17 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,416,621
Positions
6,673 71,625 1,276 872,685 272,968 231,779 55,436 678,892 26,052 56,199 13,227 0 166,521 120,802
Changes from: December 27, 2022 Total Change is: 4,139
1,741 -3,266 270 -6,728 24,064 -2,633 3,021 -18,187 -1,523 8,861 -707 0 1,130 6,121
Percent of Open Interest Represented by Each Category of Trader
0.5 5.1 0.1 61.6 19.3 16.4 3.9 47.9 1.8 4.0 0.9 0.0 11.8 8.5
Number of Traders in Each Category Total Traders: 155
. 10 . 77 22 57 13 20 11 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,219,812
Positions
32,897 222,102 23,280 1,278,133 386,624 283,787 148,970 886,868 91,111 168,861 129,837 72 192,701 196,131
Changes from: December 27, 2022 Total Change is: -15,038
-1,300 2,496 8,998 -23,426 33,823 -10,990 -12,130 -72,086 5,144 11,509 -165 -491 7,648 18,233
Percent of Open Interest Represented by Each Category of Trader
1.5 10.0 1.0 57.6 17.4 12.8 6.7 40.0 4.1 7.6 5.8 0.0 8.7 8.8
Number of Traders in Each Category Total Traders: 356
12 38 10 108 57 87 37 62 25 21 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,851,091
Positions
109,868 298,822 36,110 2,035,078 874,882 767,195 208,101 1,028,715 109,623 211,223 278,010 30,825 343,068 426,909
Changes from: December 27, 2022 Total Change is: 70,177
16,151 46,019 -3,470 35,867 -7,628 6,871 4,199 18,942 7,214 1,534 -14,373 -3,144 4,955 19,746
Percent of Open Interest Represented by Each Category of Trader
2.9 7.8 0.9 52.8 22.7 19.9 5.4 26.7 2.8 5.5 7.2 0.8 8.9 11.1
Number of Traders in Each Category Total Traders: 386
21 28 11 112 78 104 35 71 37 18 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,422,524
Positions
42,040 34,641 6,335 670,606 576,314 210,111 169,224 289,997 18,721 150,579 38,866 0 154,908 247,539
Changes from: December 27, 2022 Total Change is: -4,219
-855 498 952 6,120 -3,250 876 -23,707 3,861 2,597 7,086 -14,828 0 2,712 5,075
Percent of Open Interest Represented by Each Category of Trader
3.0 2.4 0.4 47.1 40.5 14.8 11.9 20.4 1.3 10.6 2.7 0.0 10.9 17.4
Number of Traders in Each Category Total Traders: 140
4 8 . 39 45 52 12 23 12 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,213,262
Positions
35,139 541,746 6,176 1,917,452 653,393 720,233 675,474 1,588,244 69,567 471,782 260,325 322 317,117 373,256
Changes from: December 27, 2022 Total Change is: 78,690
4,416 4,343 1,336 46,398 45,073 -16,261 13,615 49,564 -9,740 31,682 9,693 13 7,231 -5,331
Percent of Open Interest Represented by Each Category of Trader
0.8 12.9 0.1 45.5 15.5 17.1 16.0 37.7 1.7 11.2 6.2 0.0 7.5 8.9
Number of Traders in Each Category Total Traders: 342
8 35 5 99 53 86 39 70 27 17 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,306,518
Positions
386,999 231,333 361,917 1,581 137,174 8,259 238,519 246,337 256,092 19,659 20,875 600 32,892 43,931
Changes from: December 27, 2022 Total Change is: -249,959
-32,634 -45,125 -63,131 0 4,762 -300 -71,854 -85,217 -63,717 -19,446 0 -255 1,378 3,024
Percent of Open Interest Represented by Each Category of Trader
29.6 17.7 27.7 0.1 10.5 0.6 18.3 18.9 19.6 1.5 1.6 0.0 2.5 3.4
Number of Traders in Each Category Total Traders: 122
24 32 50 . 5 5 23 27 41 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,012,543
Positions
2,229,498 1,243,986 1,046,500 244,136 142,510 158,957 703,533 1,480,234 1,268,624 12,921 127,613 40,423 307,951 503,696
Changes from: December 27, 2022 Total Change is: 33,440
35,480 20,230 10,871 -5,944 -3,055 930 30,019 37,953 -12,830 -500 -399 1,800 -26,386 -22,060
Percent of Open Interest Represented by Each Category of Trader
37.1 20.7 17.4 4.1 2.4 2.6 11.7 24.6 21.1 0.2 2.1 0.7 5.1 8.4
Number of Traders in Each Category Total Traders: 139
27 20 45 7 8 7 23 38 55 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 8,136,898
Positions
2,672,046 2,945,400 942,838 546,974 338,176 488,763 1,127,260 985,063 2,173,910 77,983 152,163 87,207 19,917 23,378
Changes from: December 27, 2022 Total Change is: 11,071
159,539 -8,308 -46,113 1,198 39,321 5,122 -37,913 88,857 -71,511 -447 3,235 1,306 -110 -838
Percent of Open Interest Represented by Each Category of Trader
32.8 36.2 11.6 6.7 4.2 6.0 13.9 12.1 26.7 1.0 1.9 1.1 0.2 0.3
Number of Traders in Each Category Total Traders: 562
52 89 121 18 46 31 63 122 140 40 79 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 571,791
Positions
118,245 198,468 133,023 51,220 1,792 5,354 160,619 121,719 101,324 700 8,315 1,178 128 618
Changes from: December 27, 2022 Total Change is: -175,502
23,696 -69,336 -65,120 -325 -4,123 785 -109,316 -5,663 -24,950 -368 -7,703 236 -140 372
Percent of Open Interest Represented by Each Category of Trader
20.7 34.7 23.3 9.0 0.3 0.9 28.1 21.3 17.7 0.1 1.5 0.2 0.0 0.1
Number of Traders in Each Category Total Traders: 165
27 50 47 . . . 30 37 46 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,530
Positions
300 3,643 63 5,766 923 731 4,453 5,650 684 1,297 1,789 133 1,103 914
Changes from: December 27, 2022 Total Change is: -1,498
28 -16 -32 -175 -46 -535 -315 -1,040 -147 -126 357 -8 -188 -31
Percent of Open Interest Represented by Each Category of Trader
2.1 25.1 0.4 39.7 6.4 5.0 30.6 38.9 4.7 8.9 12.3 0.9 7.6 6.3
Number of Traders in Each Category Total Traders: 99
4 4 . 5 7 4 18 41 9 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,429
Positions
568 0 0 138 1,249 32 1,521 2,056 776 1,325 1,111 94 1,975 1,111
Changes from: December 27, 2022 Total Change is: -4,717
368 -507 0 17 26 -7 -4,333 -3,226 85 -530 -685 -4 -313 -399
Percent of Open Interest Represented by Each Category of Trader
8.8 0.0 0.0 2.1 19.4 0.5 23.7 32.0 12.1 20.6 17.3 1.5 30.7 17.3
Number of Traders in Each Category Total Traders: 70
. 0 0 . . . 8 9 5 22 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,977
Positions
198 689 76 34 653 31 3,069 2,493 113 1,817 1,303 0 639 619
Changes from: December 27, 2022 Total Change is: -222
-16 2 10 0 72 16 494 191 -419 -238 -20 0 -69 -74
Percent of Open Interest Represented by Each Category of Trader
3.3 11.5 1.3 0.6 10.9 0.5 51.3 41.7 1.9 30.4 21.8 0.0 10.7 10.4
Number of Traders in Each Category Total Traders: 70
. 4 . . 5 . 14 23 5 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 17,838
Positions
2,917 0 0 0 2,477 0 4,643 8,622 1,962 7,538 4,549 0 778 228
Changes from: December 27, 2022 Total Change is: -7,597
-2,349 0 0 0 178 0 -304 1,287 -1,099 -2,697 -7,020 -756 -392 -187
Percent of Open Interest Represented by Each Category of Trader
16.4 0.0 0.0 0.0 13.9 0.0 26.0 48.3 11.0 42.3 25.5 0.0 4.4 1.3
Number of Traders in Each Category Total Traders: 78
. 0 0 0 . 0 8 6 . 35 25 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,850
Positions
265 12,788 0 17,632 2,259 1,006 12,494 21,201 591 4,324 910 0 5,538 3,095
Changes from: December 27, 2022 Total Change is: 197
5 0 0 -621 159 15 665 -894 88 70 118 0 -25 711
Percent of Open Interest Represented by Each Category of Trader
0.6 30.6 0.0 42.1 5.4 2.4 29.9 50.7 1.4 10.3 2.2 0.0 13.2 7.4
Number of Traders in Each Category Total Traders: 86
. . 0 11 6 . 21 20 5 20 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 297,329
Positions
38,026 13,383 15,994 83,430 95,813 34,830 47,577 56,755 43,885 6,378 2,131 8,221 18,988 26,317
Changes from: December 27, 2022 Total Change is: 7,810
-153 1,778 783 -554 8,957 1,447 8,241 -468 -2,541 1,319 -277 -1,665 933 -204
Percent of Open Interest Represented by Each Category of Trader
12.8 4.5 5.4 28.1 32.2 11.7 16.0 19.1 14.8 2.1 0.7 2.8 6.4 8.9
Number of Traders in Each Category Total Traders: 164
17 9 17 18 33 21 29 35 39 9 5 12
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Traders in Financial Futures - Futures Only Positions as of January 3, 2023
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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 56,124
Positions
40,354 45,068 0 9,222 2,814 1,085 4,070 6,571 0 59 472 0 1,334 114
Changes from: December 27, 2022 Total Change is: 599
35 2,457 0 -2,568 0 0 2,131 -1,933 0 0 54 0 1,001 21
Percent of Open Interest Represented by Each Category of Trader
71.9 80.3 0.0 16.4 5.0 1.9 7.3 11.7 0.0 0.1 0.8 0.0 2.4 0.2
Number of Traders in Each Category Total Traders: 42
4 4 0 13 . . 6 9 0 . . 0
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Updated January 06, 2023