Traders in Financial Futures - Futures Only Positions as of January 24, 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 137,476
Positions
40,421 3,430 669 25,342 58,447 5,219 17,086 34,181 4,177 12,916 1,260 719 30,927 29,374
Changes from: January 17, 2023 Total Change is: 5,130
4,225 -2,535 12 202 3,333 51 2,628 7,545 -305 -416 78 17 -1,284 -3,066
Percent of Open Interest Represented by Each Category of Trader
29.4 2.5 0.5 18.4 42.5 3.8 12.4 24.9 3.0 9.4 0.9 0.5 22.5 21.4
Number of Traders in Each Category Total Traders: 103
13 . . 9 22 8 18 27 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 35,368
Positions
12,855 1,360 1 3,660 8,070 113 4,998 12,208 19 2,182 0 0 11,540 13,597
Changes from: January 17, 2023 Total Change is: 1,068
-170 573 -10 1,388 42 10 -261 1,701 0 0 0 0 111 -1,248
Percent of Open Interest Represented by Each Category of Trader
36.3 3.8 0.0 10.3 22.8 0.3 14.1 34.5 0.1 6.2 0.0 0.0 32.6 38.4
Number of Traders in Each Category Total Traders: 36
5 . . 4 5 . 7 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 194,051
Positions
54,562 32,768 265 43,145 64,879 4,262 53,299 48,116 11,249 960 2,483 0 26,309 30,029
Changes from: January 17, 2023 Total Change is: -7,905
-1,788 516 42 -229 -4,830 -263 -8,150 -2,834 225 0 0 0 2,258 -761
Percent of Open Interest Represented by Each Category of Trader
28.1 16.9 0.1 22.2 33.4 2.2 27.5 24.8 5.8 0.5 1.3 0.0 13.6 15.5
Number of Traders in Each Category Total Traders: 119
8 5 . 15 29 14 22 34 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 173,321
Positions
34,346 38,507 15,530 60,445 49,803 3,320 25,334 36,268 1,883 1,454 1,491 0 31,009 26,519
Changes from: January 17, 2023 Total Change is: -3,541
-2,657 342 254 4,467 -3,967 221 -6,015 -565 -467 408 6 0 248 635
Percent of Open Interest Represented by Each Category of Trader
19.8 22.2 9.0 34.9 28.7 1.9 14.6 20.9 1.1 0.8 0.9 0.0 17.9 15.3
Number of Traders in Each Category Total Traders: 117
6 12 4 22 20 12 17 34 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 777,569
Positions
41,118 514,783 8,075 476,921 74,844 17,633 77,468 88,332 14,465 40,597 10,246 4,499 96,793 44,692
Changes from: January 17, 2023 Total Change is: 23,654
-1,969 20,518 1,418 17,472 -1,969 33 5,982 2,959 -534 -1,116 -1,128 51 2,317 2,306
Percent of Open Interest Represented by Each Category of Trader
5.3 66.2 1.0 61.3 9.6 2.3 10.0 11.4 1.9 5.2 1.3 0.6 12.4 5.7
Number of Traders in Each Category Total Traders: 304
16 13 7 118 22 47 52 39 19 32 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 31,933
Positions
0 11,205 33 14,903 586 2,939 429 14,128 0 0 407 0 13,629 2,635
Changes from: January 17, 2023 Total Change is: 85
-417 278 2 206 -665 62 0 392 0 0 -49 0 232 65
Percent of Open Interest Represented by Each Category of Trader
0.0 35.1 0.1 46.7 1.8 9.2 1.3 44.2 0.0 0.0 1.3 0.0 42.7 8.3
Number of Traders in Each Category Total Traders: 27
0 . . 17 . 5 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 129,490
Positions
29,260 15,282 25 56,187 61,967 1,012 15,739 29,914 1,852 2,512 0 0 22,903 19,438
Changes from: January 17, 2023 Total Change is: 1,277
1,381 -1,006 -2 1,936 -1,529 -6 1,895 3,593 -547 65 0 0 -3,445 774
Percent of Open Interest Represented by Each Category of Trader
22.6 11.8 0.0 43.4 47.9 0.8 12.2 23.1 1.4 1.9 0.0 0.0 17.7 15.0
Number of Traders in Each Category Total Traders: 79
5 4 . 20 12 5 16 18 9 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 272,655
Positions
2,282 187,684 895 146,145 9,933 319 107,343 45,272 1,145 5,880 25,174 18 8,628 2,215
Changes from: January 17, 2023 Total Change is: -1,572
1,141 1,557 90 4,366 9 -97 -5,255 -3,030 -353 -1,411 378 0 -53 -126
Percent of Open Interest Represented by Each Category of Trader
0.8 68.8 0.3 53.6 3.6 0.1 39.4 16.6 0.4 2.2 9.2 0.0 3.2 0.8
Number of Traders in Each Category Total Traders: 182
4 10 . 34 6 . 68 31 8 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 45,128
Positions
299 21,897 1,527 24,335 2,090 225 13,836 15,625 20 1,301 992 0 3,585 2,752
Changes from: January 17, 2023 Total Change is: 4,328
119 -8 1,309 2,777 -477 197 310 3,314 15 112 -233 0 -511 211
Percent of Open Interest Represented by Each Category of Trader
0.7 48.5 3.4 53.9 4.6 0.5 30.7 34.6 0.0 2.9 2.2 0.0 7.9 6.1
Number of Traders in Each Category Total Traders: 73
. 6 . 17 6 . 21 9 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 32,710
Positions
7,619 6,056 25 10,321 10,935 510 8,686 11,515 359 113 300 0 5,077 3,010
Changes from: January 17, 2023 Total Change is: 1,131
-1,706 519 -111 2,730 -670 109 -998 1,625 189 -243 -252 -13 1,174 -265
Percent of Open Interest Represented by Each Category of Trader
23.3 18.5 0.1 31.6 33.4 1.6 26.6 35.2 1.1 0.3 0.9 0.0 15.5 9.2
Number of Traders in Each Category Total Traders: 84
8 6 . 15 18 . 22 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 10,348
Positions
2,343 2,190 2 3,478 2,669 25 2,722 4,427 0 0 0 0 1,778 1,035
Changes from: January 17, 2023 Total Change is: -2,473
1 -160 -1 -2,278 556 25 -118 -2,946 0 0 0 0 -102 53
Percent of Open Interest Represented by Each Category of Trader
22.6 21.2 0.0 33.6 25.8 0.2 26.3 42.8 0.0 0.0 0.0 0.0 17.2 10.0
Number of Traders in Each Category Total Traders: 29
. . . 4 5 . 9 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 38,826
Positions
9,033 7,976 638 8,900 2,985 366 11,292 6,062 1,502 145 11,216 6 6,947 8,077
Changes from: January 17, 2023 Total Change is: -2,504
1,467 -1,909 -137 -519 -889 -207 -3,315 296 68 20 -139 0 120 412
Percent of Open Interest Represented by Each Category of Trader
23.3 20.5 1.6 22.9 7.7 0.9 29.1 15.6 3.9 0.4 28.9 0.0 17.9 20.8
Number of Traders in Each Category Total Traders: 89
8 13 4 17 8 . 18 16 7 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 77,652
Positions
18,065 15,952 1,275 17,800 5,969 732 22,583 12,124 3,003 290 22,432 11 13,893 16,154
Changes from: January 17, 2023 Total Change is: -5,008
2,933 -3,817 -273 -1,038 -1,777 -413 -6,630 592 135 39 -278 0 239 823
Percent of Open Interest Represented by Each Category of Trader
23.3 20.5 1.6 22.9 7.7 0.9 29.1 15.6 3.9 0.4 28.9 0.0 17.9 20.8
Number of Traders in Each Category Total Traders: 89
8 13 4 17 8 . 18 16 7 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 44,151
Positions
16,260 28,678 0 19,557 8,850 2,376 3,336 3,311 0 0 0 0 2,622 936
Changes from: January 17, 2023 Total Change is: -1,505
218 -1,335 0 -1,539 -33 30 20 -348 0 0 0 0 -234 181
Percent of Open Interest Represented by Each Category of Trader
36.8 65.0 0.0 44.3 20.0 5.4 7.6 7.5 0.0 0.0 0.0 0.0 5.9 2.1
Number of Traders in Each Category Total Traders: 32
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 21,781
Positions
781 223 0 1,246 0 0 7,610 1,742 2,863 0 1,706 100 9,181 15,147
Changes from: January 17, 2023 Total Change is: -640
502 -233 0 271 0 0 -2,116 450 110 -271 186 0 864 -1,153
Percent of Open Interest Represented by Each Category of Trader
3.6 1.0 0.0 5.7 0.0 0.0 34.9 8.0 13.1 0.0 7.8 0.5 42.2 69.5
Number of Traders in Each Category Total Traders: 22
. . 0 . 0 0 7 4 4 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 404,887
Positions
47,906 72,494 9,621 191,482 85,232 48,472 28,231 103,266 8,347 20,575 28,448 1,429 48,824 47,579
Changes from: January 17, 2023 Total Change is: -6,407
-5,065 -2,343 1,236 -3,307 -3,703 -28 95 -2,119 681 -1,786 216 -85 1,851 -263
Percent of Open Interest Represented by Each Category of Trader
11.8 17.9 2.4 47.3 21.1 12.0 7.0 25.5 2.1 5.1 7.0 0.4 12.1 11.8
Number of Traders in Each Category Total Traders: 533
28 35 26 145 103 113 64 98 57 32 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 23,958
Positions
4,926 21,689 0 11,014 459 0 4,412 0 0 0 0 0 3,606 1,810
Changes from: January 17, 2023 Total Change is: -959
-6 -863 0 -725 0 0 -400 -275 0 0 0 0 172 179
Percent of Open Interest Represented by Each Category of Trader
20.6 90.5 0.0 46.0 1.9 0.0 18.4 0.0 0.0 0.0 0.0 0.0 15.1 7.6
Number of Traders in Each Category Total Traders: 25
. 5 0 11 . 0 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 2,024,437
Positions
239,531 362,472 48,104 957,411 426,159 242,358 141,156 516,329 41,734 102,874 142,238 7,147 244,122 237,896
Changes from: January 17, 2023 Total Change is: -32,035
-25,325 -11,714 6,182 -16,537 -18,517 -138 476 -10,594 3,405 -8,932 1,078 -423 9,257 -1,314
Percent of Open Interest Represented by Each Category of Trader
11.8 17.9 2.4 47.3 21.1 12.0 7.0 25.5 2.1 5.1 7.0 0.4 12.1 11.8
Number of Traders in Each Category Total Traders: 533
28 35 26 145 103 113 64 98 57 32 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 26,359
Positions
12,253 23,680 0 11,129 337 90 638 1,283 0 0 0 0 2,249 969
Changes from: January 17, 2023 Total Change is: 355
231 358 0 176 0 -99 8 0 0 0 0 0 39 96
Percent of Open Interest Represented by Each Category of Trader
46.5 89.8 0.0 42.2 1.3 0.3 2.4 4.9 0.0 0.0 0.0 0.0 8.5 3.7
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 13,936
Positions
1,335 13,338 0 7,775 0 0 1,955 0 0 0 0 0 2,871 598
Changes from: January 17, 2023 Total Change is: 66
74 128 0 56 0 0 26 0 0 0 0 0 -90 -62
Percent of Open Interest Represented by Each Category of Trader
9.6 95.7 0.0 55.8 0.0 0.0 14.0 0.0 0.0 0.0 0.0 0.0 20.6 4.3
Number of Traders in Each Category Total Traders: 22
. 9 0 6 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 22,742
Positions
6,097 13,775 0 13,992 6,484 0 838 820 0 0 0 0 1,815 1,663
Changes from: January 17, 2023 Total Change is: 1,381
1,270 1,630 0 -94 -124 0 -158 -342 0 0 0 0 363 217
Percent of Open Interest Represented by Each Category of Trader
26.8 60.6 0.0 61.5 28.5 0.0 3.7 3.6 0.0 0.0 0.0 0.0 8.0 7.3
Number of Traders in Each Category Total Traders: 21
4 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 20,750
Positions
4,133 11,410 0 9,368 4,599 2,159 2,921 801 0 0 0 0 2,169 1,781
Changes from: January 17, 2023 Total Change is: 2,520
2,804 -471 0 -259 2,211 0 179 15 0 0 0 0 -204 765
Percent of Open Interest Represented by Each Category of Trader
19.9 55.0 0.0 45.1 22.2 10.4 14.1 3.9 0.0 0.0 0.0 0.0 10.5 8.6
Number of Traders in Each Category Total Traders: 29
5 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 163,366
Positions
0 2,254 0 33,239 4,848 121 76,670 58,152 10,449 0 6,707 0 42,887 80,835
Changes from: January 17, 2023 Total Change is: 19,081
0 -1,832 0 -829 -1 9 16,795 12,444 2,749 0 3,230 0 357 2,482
Percent of Open Interest Represented by Each Category of Trader
0.0 1.4 0.0 20.3 3.0 0.1 46.9 35.6 6.4 0.0 4.1 0.0 26.3 49.5
Number of Traders in Each Category Total Traders: 26
0 . 0 10 . 5 6 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 246,373
Positions
95,853 57,339 107,857 0 32,000 0 3,750 12,492 34,977 0 0 0 3,936 1,708
Changes from: January 17, 2023 Total Change is: -5,745
-95 1,255 -3,395 0 0 0 1,000 -350 -3,255 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.9 23.3 43.8 0.0 13.0 0.0 1.5 5.1 14.2 0.0 0.0 0.0 1.6 0.7
Number of Traders in Each Category Total Traders: 22
11 . 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 42,361
Positions
9,278 4,409 182 22,589 28,913 2,301 931 2,407 86 0 0 0 6,994 4,063
Changes from: January 17, 2023 Total Change is: -292
407 465 -1 -242 -444 -65 457 82 15 -561 0 0 -302 -344
Percent of Open Interest Represented by Each Category of Trader
21.9 10.4 0.4 53.3 68.3 5.4 2.2 5.7 0.2 0.0 0.0 0.0 16.5 9.6
Number of Traders in Each Category Total Traders: 66
5 7 . 25 20 11 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 54,777
Positions
13,629 8,752 228 17,631 10,414 1,951 11,607 17,469 1,279 1,880 5,748 4 6,569 8,933
Changes from: January 17, 2023 Total Change is: -226
211 -347 -44 505 -1,082 52 -939 1,327 21 -50 -553 1 17 399
Percent of Open Interest Represented by Each Category of Trader
24.9 16.0 0.4 32.2 19.0 3.6 21.2 31.9 2.3 3.4 10.5 0.0 12.0 16.3
Number of Traders in Each Category Total Traders: 295
29 17 6 62 45 35 44 58 25 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 273,887
Positions
68,143 43,761 1,141 88,155 52,070 9,755 58,034 87,343 6,394 9,398 28,738 21 32,846 44,664
Changes from: January 17, 2023 Total Change is: -1,128
1,056 -1,734 -219 2,525 -5,408 260 -4,695 6,636 106 -252 -2,767 5 86 1,993
Percent of Open Interest Represented by Each Category of Trader
24.9 16.0 0.4 32.2 19.0 3.6 21.2 31.9 2.3 3.4 10.5 0.0 12.0 16.3
Number of Traders in Each Category Total Traders: 295
29 17 6 62 45 35 44 58 25 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 106,785
Positions
5,563 3,115 0 2,039 243 1,345 27,001 62,162 738 5,142 428 90 64,867 38,664
Changes from: January 17, 2023 Total Change is: 14,488
1,382 -116 0 -130 243 -44 6,183 10,937 -1,084 -767 -1,490 -30 8,978 6,072
Percent of Open Interest Represented by Each Category of Trader
5.2 2.9 0.0 1.9 0.2 1.3 25.3 58.2 0.7 4.8 0.4 0.1 60.7 36.2
Number of Traders in Each Category Total Traders: 35
. 4 0 5 . . 7 9 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 423,664
Positions
73,827 41,720 5,937 177,649 156,790 39,899 72,325 124,043 4,699 23,236 30,602 27 26,065 19,947
Changes from: January 17, 2023 Total Change is: -5,271
-5,684 359 -35 5,933 -4,285 -945 -5,557 -3,822 -661 -38 5,028 3 1,713 -913
Percent of Open Interest Represented by Each Category of Trader
17.4 9.8 1.4 41.9 37.0 9.4 17.1 29.3 1.1 5.5 7.2 0.0 6.2 4.7
Number of Traders in Each Category Total Traders: 316
24 17 4 87 62 43 43 60 28 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 19,123
Positions
1,384 17,739 0 13,838 655 0 2,527 282 0 0 0 0 1,374 447
Changes from: January 17, 2023 Total Change is: 186
183 -77 0 197 0 0 -317 0 0 0 0 0 123 263
Percent of Open Interest Represented by Each Category of Trader
7.2 92.8 0.0 72.4 3.4 0.0 13.2 1.5 0.0 0.0 0.0 0.0 7.2 2.3
Number of Traders in Each Category Total Traders: 21
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 14,537
Positions
425 2,950 0 9,957 1,941 25 427 3,685 0 1,242 2,641 0 2,461 3,295
Changes from: January 17, 2023 Total Change is: 399
0 -174 0 1,062 -521 2 -212 918 0 0 308 0 -453 -134
Percent of Open Interest Represented by Each Category of Trader
2.9 20.3 0.0 68.5 13.4 0.2 2.9 25.3 0.0 8.5 18.2 0.0 16.9 22.7
Number of Traders in Each Category Total Traders: 25
. . 0 9 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 32,904
Positions
3,991 12,221 631 8,704 4,367 2,153 7,596 4,641 45 3,506 0 1 6,277 8,845
Changes from: January 17, 2023 Total Change is: -4,139
-2,236 318 -156 748 511 139 -2,502 -341 -11 431 -884 1 -553 -3,716
Percent of Open Interest Represented by Each Category of Trader
12.1 37.1 1.9 26.5 13.3 6.5 23.1 14.1 0.1 10.7 0.0 0.0 19.1 26.9
Number of Traders in Each Category Total Traders: 48
5 8 . 9 5 5 8 9 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 377,448
Positions
31,488 159,476 4,132 244,602 89,534 48,905 21,059 34,678 1,881 13,889 34,477 0 11,492 4,365
Changes from: January 17, 2023 Total Change is: 20,897
1,105 12,615 -181 18,653 -8,608 -875 1,161 6,768 811 12 11,521 -5 216 -1,149
Percent of Open Interest Represented by Each Category of Trader
8.3 42.3 1.1 64.8 23.7 13.0 5.6 9.2 0.5 3.7 9.1 0.0 3.0 1.2
Number of Traders in Each Category Total Traders: 192
11 16 8 68 47 35 23 15 9 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,187,616
Positions
72,379 557,478 11,815 752,910 249,552 110,288 126,737 151,208 7,287 59,494 84,963 3,136 43,570 11,889
Changes from: January 17, 2023 Total Change is: 40,134
5,334 29,491 -2,525 35,688 -12,975 -3,950 5,783 22,430 -42 -5,465 3,524 -48 5,359 4,229
Percent of Open Interest Represented by Each Category of Trader
6.1 46.9 1.0 63.4 21.0 9.3 10.7 12.7 0.6 5.0 7.2 0.3 3.7 1.0
Number of Traders in Each Category Total Traders: 416
28 18 13 165 58 80 70 34 31 32 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 179,076
Positions
16,357 121,615 31,967 28,445 0 1,013 79,523 4,935 13,384 7,552 5,665 455 380 42
Changes from: January 17, 2023 Total Change is: -840
1,226 -2,998 1,334 300 0 0 -4,887 -215 1,139 38 5 0 10 -105
Percent of Open Interest Represented by Each Category of Trader
9.1 67.9 17.9 15.9 0.0 0.6 44.4 2.8 7.5 4.2 3.2 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 96
8 24 13 15 0 . 30 5 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,235,758
Positions
25,994 138,935 5,066 705,360 268,405 161,913 64,644 443,483 9,358 84,016 69,297 487 178,920 138,814
Changes from: January 17, 2023 Total Change is: 13,617
-1,490 2,170 3,397 14,862 15,551 -10,386 -88 14,832 999 -920 -1,544 -30 7,273 -11,372
Percent of Open Interest Represented by Each Category of Trader
2.1 11.2 0.4 57.1 21.7 13.1 5.2 35.9 0.8 6.8 5.6 0.0 14.5 11.2
Number of Traders in Each Category Total Traders: 188
8 17 6 66 29 55 21 33 21 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,426,484
Positions
6,554 63,153 2,019 861,677 265,634 234,049 67,125 690,860 36,432 52,080 17,937 0 166,548 116,400
Changes from: January 17, 2023 Total Change is: 1,637
1,545 -14,179 721 -18,408 -2,568 5,573 -4,492 -8,024 16,948 -3,326 6,902 0 3,076 -3,736
Percent of Open Interest Represented by Each Category of Trader
0.5 4.4 0.1 60.4 18.6 16.4 4.7 48.4 2.6 3.7 1.3 0.0 11.7 8.2
Number of Traders in Each Category Total Traders: 160
. 12 . 76 24 57 13 22 14 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 2,416,615
Positions
52,593 307,799 18,121 1,254,427 456,700 321,866 357,738 927,599 57,175 146,263 141,065 961 207,471 185,329
Changes from: January 17, 2023 Total Change is: 80,648
-231 21,258 138 16,150 8,012 99 31,569 40,019 12,972 15,645 5,357 873 3,433 -8,080
Percent of Open Interest Represented by Each Category of Trader
2.2 12.7 0.7 51.9 18.9 13.3 14.8 38.4 2.4 6.1 5.8 0.0 8.6 7.7
Number of Traders in Each Category Total Traders: 379
15 40 12 115 61 91 47 56 31 24 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 4,124,381
Positions
155,851 281,418 26,575 2,173,026 979,072 794,369 315,234 1,232,310 109,620 163,098 257,391 26,601 360,007 417,025
Changes from: January 17, 2023 Total Change is: 106,274
30,637 -12,074 -9,058 46,624 113,677 -13,650 37,654 65,232 -11,562 26,026 -12,114 -133 -264 -14,044
Percent of Open Interest Represented by Each Category of Trader
3.8 6.8 0.6 52.7 23.7 19.3 7.6 29.9 2.7 4.0 6.2 0.6 8.7 10.1
Number of Traders in Each Category Total Traders: 396
25 23 12 116 80 110 37 73 47 19 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,481,851
Positions
49,265 34,856 767 714,397 614,911 195,500 196,714 334,026 20,021 149,972 35,697 0 155,215 246,073
Changes from: January 17, 2023 Total Change is: -21,838
2,306 -1,749 -4,071 -19,652 2,326 -8,438 4,831 -4,588 -61 -967 -2,010 -4 4,218 -3,243
Percent of Open Interest Represented by Each Category of Trader
3.3 2.4 0.1 48.2 41.5 13.2 13.3 22.5 1.4 10.1 2.4 0.0 10.5 16.6
Number of Traders in Each Category Total Traders: 147
5 7 4 38 55 56 13 17 12 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 4,162,628
Positions
44,187 560,548 15,747 1,901,902 615,800 713,964 630,873 1,515,991 94,231 406,550 296,090 745 354,429 349,512
Changes from: January 17, 2023 Total Change is: 3,236
5,301 -9,105 5,500 -26,218 53,312 -21,729 13,163 -31,611 -3,591 18,165 11,650 0 12,645 -1,190
Percent of Open Interest Represented by Each Category of Trader
1.1 13.5 0.4 45.7 14.8 17.2 15.2 36.4 2.3 9.8 7.1 0.0 8.5 8.4
Number of Traders in Each Category Total Traders: 352
13 35 14 105 48 88 53 57 43 22 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,798,641
Positions
375,640 222,170 656,201 2,978 195,267 15,843 343,490 240,154 359,248 11,984 50,484 1,484 31,773 57,790
Changes from: January 17, 2023 Total Change is: 152,862
-56,585 -53 141,808 -173 28,367 2,561 27,264 -74,827 40,930 -3,431 6,919 -1,199 1,687 8,356
Percent of Open Interest Represented by Each Category of Trader
20.9 12.4 36.5 0.2 10.9 0.9 19.1 13.4 20.0 0.7 2.8 0.1 1.8 3.2
Number of Traders in Each Category Total Traders: 141
26 34 56 . 6 4 28 28 45 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 5,949,563
Positions
2,168,372 1,142,459 1,050,157 214,465 87,044 179,160 735,902 1,563,879 1,246,893 11,034 137,492 47,677 295,903 494,802
Changes from: January 17, 2023 Total Change is: 58,325
1,984 -685 9,642 -5,389 -3,801 20,332 55,316 47,564 -19,387 -701 20,479 515 -3,987 -16,334
Percent of Open Interest Represented by Each Category of Trader
36.4 19.2 17.7 3.6 1.5 3.0 12.4 26.3 21.0 0.2 2.3 0.8 5.0 8.3
Number of Traders in Each Category Total Traders: 135
25 21 42 6 6 12 24 35 54 4 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 8,933,020
Positions
2,783,383 3,082,009 1,162,061 617,382 417,621 539,348 1,140,100 1,009,669 2,481,478 119,112 149,177 74,857 15,299 16,800
Changes from: January 17, 2023 Total Change is: 133,871
16,990 33,677 70,533 -9,499 100,832 -76,135 14,220 -71,485 84,786 40,898 1,420 -11,848 3,926 2,091
Percent of Open Interest Represented by Each Category of Trader
31.2 34.5 13.0 6.9 4.7 6.0 12.8 11.3 27.8 1.3 1.7 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 615
51 97 121 21 45 39 79 114 151 46 92 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 735,222
Positions
111,929 164,147 264,370 43,005 3,059 7,456 166,048 135,935 141,388 172 17,901 621 233 345
Changes from: January 17, 2023 Total Change is: 67,166
-21,121 -47,589 80,879 274 895 2,313 -17,233 2,399 22,676 -604 5,730 -16 -2 -121
Percent of Open Interest Represented by Each Category of Trader
15.2 22.3 36.0 5.8 0.4 1.0 22.6 18.5 19.2 0.0 2.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 168
30 47 50 . . . 32 38 47 . 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 17,390
Positions
304 4,346 107 7,671 63 795 5,605 7,642 642 769 2,823 30 1,467 942
Changes from: January 17, 2023 Total Change is: 1,505
101 724 16 644 -243 219 314 1,152 167 0 -339 17 27 -208
Percent of Open Interest Represented by Each Category of Trader
1.7 25.0 0.6 44.1 0.4 4.6 32.2 43.9 3.7 4.4 16.2 0.2 8.4 5.4
Number of Traders in Each Category Total Traders: 115
4 11 5 9 . 4 34 37 17 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 8,788
Positions
285 2,486 19 332 80 14 2,644 3,107 473 2,198 1,166 2 2,821 1,441
Changes from: January 17, 2023 Total Change is: 858
-146 1,752 19 188 -771 -23 519 532 -139 344 -467 -48 144 3
Percent of Open Interest Represented by Each Category of Trader
3.2 28.3 0.2 3.8 0.9 0.2 30.1 35.4 5.4 25.0 13.3 0.0 32.1 16.4
Number of Traders in Each Category Total Traders: 89
. . . . . . 10 11 4 38 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 5,047
Positions
158 777 87 447 102 40 2,495 1,930 240 560 1,207 34 986 630
Changes from: January 17, 2023 Total Change is: -538
-9 -45 -30 -7 -62 -94 -364 93 143 -113 -668 -18 -46 143
Percent of Open Interest Represented by Each Category of Trader
3.1 15.4 1.7 8.9 2.0 0.8 49.4 38.2 4.8 11.1 23.9 0.7 19.5 12.5
Number of Traders in Each Category Total Traders: 71
. 6 . 4 . . 24 15 6 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 20,608
Positions
254 3,349 121 957 556 0 5,108 10,197 1,414 11,637 4,591 19 1,098 361
Changes from: January 17, 2023 Total Change is: 1,334
254 597 121 421 410 -310 1,191 2,991 -181 -112 -2,192 -46 -4 -56
Percent of Open Interest Represented by Each Category of Trader
1.2 16.3 0.6 4.6 2.7 0.0 24.8 49.5 6.9 56.5 22.3 0.1 5.3 1.8
Number of Traders in Each Category Total Traders: 100
. . . . . 0 10 7 . 52 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 41,233
Positions
147 12,788 0 15,385 2,857 1,064 13,230 19,913 391 5,402 1,352 0 5,614 2,868
Changes from: January 17, 2023 Total Change is: 1,845
-110 0 0 -1,163 383 36 1,632 1,469 -1 1,129 170 0 322 -212
Percent of Open Interest Represented by Each Category of Trader
0.4 31.0 0.0 37.3 6.9 2.6 32.1 48.3 0.9 13.1 3.3 0.0 13.6 7.0
Number of Traders in Each Category Total Traders: 92
. . 0 8 8 . 20 23 4 21 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 295,825
Positions
39,135 15,969 10,377 85,160 83,498 41,183 49,613 71,191 32,672 7,328 5,468 10,529 19,828 24,938
Changes from: January 17, 2023 Total Change is: -31,075
-1,646 -4,288 -7,900 1,882 6,906 1,896 -3,786 -5,538 -10,079 1,757 -743 -4,135 -9,064 -7,194
Percent of Open Interest Represented by Each Category of Trader
13.2 5.4 3.5 28.8 28.2 13.9 16.8 24.1 11.0 2.5 1.8 3.6 6.7 8.4
Number of Traders in Each Category Total Traders: 185
17 9 16 23 33 24 31 43 41 13 6 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 72,045
Positions
42,449 45,068 0 27,515 1,062 832 655 23,669 0 321 1,331 0 273 83
Changes from: January 17, 2023 Total Change is: 2,707
0 0 0 2,695 0 0 -13 2,182 0 97 525 0 -72 0
Percent of Open Interest Represented by Each Category of Trader
58.9 62.6 0.0 38.2 1.5 1.2 0.9 32.9 0.0 0.4 1.8 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 50
. 4 0 14 . . 7 10 0 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 27, 2023