Traders in Financial Futures - Futures Only Positions as of January 31, 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 140,167
Positions
39,953 4,330 677 25,495 59,297 5,235 18,352 33,019 4,723 11,537 1,238 813 33,382 30,835
Changes from: January 24, 2023 Total Change is: 2,691
-468 900 8 153 850 16 1,266 -1,162 546 -1,379 -22 94 2,455 1,461
Percent of Open Interest Represented by Each Category of Trader
28.5 3.1 0.5 18.2 42.3 3.7 13.1 23.6 3.4 8.2 0.9 0.6 23.8 22.0
Number of Traders in Each Category Total Traders: 99
11 4 . 9 22 8 19 23 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 38,345
Positions
12,802 2,012 124 4,075 7,931 506 7,084 12,698 23 2,182 0 0 11,549 15,051
Changes from: January 24, 2023 Total Change is: 2,977
-53 652 123 415 -139 393 2,086 490 4 0 0 0 9 1,454
Percent of Open Interest Represented by Each Category of Trader
33.4 5.2 0.3 10.6 20.7 1.3 18.5 33.1 0.1 5.7 0.0 0.0 30.1 39.3
Number of Traders in Each Category Total Traders: 41
4 4 . 4 5 . 10 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 196,113
Positions
56,135 32,035 318 42,887 66,094 4,661 55,827 43,861 10,866 960 3,468 0 24,459 34,810
Changes from: January 24, 2023 Total Change is: 2,062
1,573 -733 53 -258 1,215 399 2,528 -4,255 -383 0 985 0 -1,850 4,781
Percent of Open Interest Represented by Each Category of Trader
28.6 16.3 0.2 21.9 33.7 2.4 28.5 22.4 5.5 0.5 1.8 0.0 12.5 17.7
Number of Traders in Each Category Total Traders: 116
8 5 . 15 28 15 27 28 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 168,540
Positions
35,009 39,859 15,563 59,887 46,342 3,490 20,971 32,108 1,058 1,454 893 0 31,108 29,227
Changes from: January 24, 2023 Total Change is: -4,781
663 1,352 33 -558 -3,461 170 -4,363 -4,160 -825 0 -598 0 99 2,708
Percent of Open Interest Represented by Each Category of Trader
20.8 23.6 9.2 35.5 27.5 2.1 12.4 19.1 0.6 0.9 0.5 0.0 18.5 17.3
Number of Traders in Each Category Total Traders: 112
6 12 5 23 20 13 17 28 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 796,738
Positions
41,129 538,965 9,900 487,012 75,651 18,213 85,496 80,440 14,029 40,202 11,863 5,086 95,671 42,591
Changes from: January 24, 2023 Total Change is: 19,169
11 24,182 1,825 10,091 807 580 8,028 -7,892 -436 -395 1,617 587 -1,122 -2,101
Percent of Open Interest Represented by Each Category of Trader
5.2 67.6 1.2 61.1 9.5 2.3 10.7 10.1 1.8 5.0 1.5 0.6 12.0 5.3
Number of Traders in Each Category Total Traders: 308
18 14 8 118 23 47 54 37 18 31 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 31,806
Positions
0 11,137 47 14,866 1,125 2,939 429 13,761 0 0 491 0 13,525 2,306
Changes from: January 24, 2023 Total Change is: -127
0 -68 14 -37 539 0 0 -367 0 0 84 0 -104 -329
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.1 46.7 3.5 9.2 1.3 43.3 0.0 0.0 1.5 0.0 42.5 7.3
Number of Traders in Each Category Total Traders: 28
0 . . 17 . 5 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 136,304
Positions
24,473 16,617 4 64,948 62,210 1,158 16,681 36,959 2,213 2,254 0 0 24,573 17,143
Changes from: January 24, 2023 Total Change is: 6,814
-4,787 1,335 -21 8,761 243 146 942 7,045 361 -258 0 0 1,670 -2,295
Percent of Open Interest Represented by Each Category of Trader
18.0 12.2 0.0 47.6 45.6 0.8 12.2 27.1 1.6 1.7 0.0 0.0 18.0 12.6
Number of Traders in Each Category Total Traders: 81
5 5 . 21 10 5 18 18 11 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 285,481
Positions
1,706 192,482 890 146,299 9,051 513 118,726 52,224 1,745 7,743 25,183 18 7,841 3,375
Changes from: January 24, 2023 Total Change is: 12,826
-576 4,798 -5 154 -882 194 11,383 6,952 600 1,863 9 0 -787 1,160
Percent of Open Interest Represented by Each Category of Trader
0.6 67.4 0.3 51.2 3.2 0.2 41.6 18.3 0.6 2.7 8.8 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 189
5 11 . 32 7 . 70 31 10 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 72,096
Positions
180 21,801 23,106 26,664 1,585 0 16,445 21,086 32 1,688 1,251 205 3,776 3,030
Changes from: January 24, 2023 Total Change is: 26,968
-119 -96 21,579 2,329 -505 -225 2,609 5,461 12 387 259 205 191 278
Percent of Open Interest Represented by Each Category of Trader
0.2 30.2 32.0 37.0 2.2 0.0 22.8 29.2 0.0 2.3 1.7 0.3 5.2 4.2
Number of Traders in Each Category Total Traders: 77
. 6 . 17 5 0 20 12 5 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 34,587
Positions
4,885 8,820 0 10,786 8,619 669 13,074 11,868 164 335 200 0 4,674 4,247
Changes from: January 24, 2023 Total Change is: 1,877
-2,734 2,764 -25 465 -2,316 159 4,388 353 -195 222 -100 0 -403 1,237
Percent of Open Interest Represented by Each Category of Trader
14.1 25.5 0.0 31.2 24.9 1.9 37.8 34.3 0.5 1.0 0.6 0.0 13.5 12.3
Number of Traders in Each Category Total Traders: 85
7 7 0 16 15 . 24 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 7,858
Positions
2,581 2,257 34 1,337 2,823 0 2,088 1,480 0 0 0 0 1,818 1,264
Changes from: January 24, 2023 Total Change is: -2,490
238 67 32 -2,141 154 -25 -634 -2,947 0 0 0 0 40 229
Percent of Open Interest Represented by Each Category of Trader
32.8 28.7 0.4 17.0 35.9 0.0 26.6 18.8 0.0 0.0 0.0 0.0 23.1 16.1
Number of Traders in Each Category Total Traders: 27
. . . 5 4 0 7 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 40,193
Positions
9,877 8,632 710 8,461 3,873 524 11,548 6,868 1,693 608 9,797 0 6,773 8,098
Changes from: January 24, 2023 Total Change is: 1,367
845 656 72 -439 889 158 257 806 192 463 -1,419 -6 -174 21
Percent of Open Interest Represented by Each Category of Trader
24.6 21.5 1.8 21.1 9.6 1.3 28.7 17.1 4.2 1.5 24.4 0.0 16.9 20.1
Number of Traders in Each Category Total Traders: 89
9 15 4 15 9 . 17 15 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 80,386
Positions
19,754 17,263 1,419 16,922 7,746 1,048 23,096 13,735 3,386 1,215 19,594 0 13,546 16,195
Changes from: January 24, 2023 Total Change is: 2,734
1,689 1,311 144 -878 1,777 316 513 1,611 383 925 -2,838 -11 -347 41
Percent of Open Interest Represented by Each Category of Trader
24.6 21.5 1.8 21.1 9.6 1.3 28.7 17.1 4.2 1.5 24.4 0.0 16.9 20.1
Number of Traders in Each Category Total Traders: 89
9 15 4 15 9 . 17 15 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 47,982
Positions
16,233 32,866 0 17,044 8,844 2,109 3,150 3,116 0 0 0 0 9,446 1,047
Changes from: January 24, 2023 Total Change is: 3,831
-27 4,188 0 -2,513 -6 -267 -186 -195 0 0 0 0 6,824 111
Percent of Open Interest Represented by Each Category of Trader
33.8 68.5 0.0 35.5 18.4 4.4 6.6 6.5 0.0 0.0 0.0 0.0 19.7 2.2
Number of Traders in Each Category Total Traders: 31
4 5 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 22,201
Positions
1,311 223 0 1,246 0 0 7,703 1,219 3,224 0 2,146 100 8,617 15,289
Changes from: January 24, 2023 Total Change is: 420
530 0 0 0 0 0 93 -523 361 0 440 0 -564 142
Percent of Open Interest Represented by Each Category of Trader
5.9 1.0 0.0 5.6 0.0 0.0 34.7 5.5 14.5 0.0 9.7 0.5 38.8 68.9
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 5 4 . 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 412,284
Positions
50,825 79,021 10,281 189,817 75,027 51,243 28,879 108,131 7,733 22,522 27,358 1,858 49,126 51,631
Changes from: January 24, 2023 Total Change is: 7,396
2,919 6,527 660 -1,665 -10,205 2,771 648 4,866 -614 1,948 -1,089 429 301 4,052
Percent of Open Interest Represented by Each Category of Trader
12.3 19.2 2.5 46.0 18.2 12.4 7.0 26.2 1.9 5.5 6.6 0.5 11.9 12.5
Number of Traders in Each Category Total Traders: 521
28 34 23 146 93 110 63 99 55 33 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,378
Positions
6,524 5,211 19 5,757 7,335 0 1,238 817 0 0 0 0 1,840 1,996
Changes from: January 24, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.4 33.9 0.1 37.4 47.7 0.0 8.1 5.3 0.0 0.0 0.0 0.0 12.0 13.0
Number of Traders in Each Category Total Traders: 21
4 4 . . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 23,736
Positions
4,927 20,765 0 10,494 335 0 4,158 225 0 0 0 0 4,157 2,411
Changes from: January 24, 2023 Total Change is: -222
1 -924 0 -520 -124 0 -254 225 0 0 0 0 551 601
Percent of Open Interest Represented by Each Category of Trader
20.8 87.5 0.0 44.2 1.4 0.0 17.5 0.9 0.0 0.0 0.0 0.0 17.5 10.2
Number of Traders in Each Category Total Traders: 24
. 5 0 9 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 2,061,419
Positions
254,127 395,107 51,404 949,084 375,133 256,213 144,395 540,657 38,664 112,612 136,792 9,292 245,628 258,157
Changes from: January 24, 2023 Total Change is: 36,982
14,596 32,635 3,300 -8,327 -51,026 13,855 3,239 24,328 -3,070 9,738 -5,446 2,145 1,506 20,261
Percent of Open Interest Represented by Each Category of Trader
12.3 19.2 2.5 46.0 18.2 12.4 7.0 26.2 1.9 5.5 6.6 0.5 11.9 12.5
Number of Traders in Each Category Total Traders: 521
28 34 23 146 93 110 63 99 55 33 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 26,505
Positions
12,250 23,352 0 11,114 0 90 647 1,499 0 0 0 0 2,404 1,564
Changes from: January 24, 2023 Total Change is: 146
-3 -328 0 -15 -337 0 9 216 0 0 0 0 155 595
Percent of Open Interest Represented by Each Category of Trader
46.2 88.1 0.0 41.9 0.0 0.3 2.4 5.7 0.0 0.0 0.0 0.0 9.1 5.9
Number of Traders in Each Category Total Traders: 22
4 8 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 13,640
Positions
1,483 12,597 0 7,468 373 0 1,754 0 0 0 0 0 2,935 670
Changes from: January 24, 2023 Total Change is: -296
148 -741 0 -307 373 0 -201 0 0 0 0 0 64 72
Percent of Open Interest Represented by Each Category of Trader
10.9 92.4 0.0 54.8 2.7 0.0 12.9 0.0 0.0 0.0 0.0 0.0 21.5 4.9
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 24,082
Positions
6,091 16,190 0 14,069 5,479 0 1,042 1,021 0 0 0 0 2,880 1,392
Changes from: January 24, 2023 Total Change is: 1,340
-6 2,415 0 77 -1,005 0 204 201 0 0 0 0 1,065 -271
Percent of Open Interest Represented by Each Category of Trader
25.3 67.2 0.0 58.4 22.8 0.0 4.3 4.2 0.0 0.0 0.0 0.0 12.0 5.8
Number of Traders in Each Category Total Traders: 24
4 6 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 21,558
Positions
4,453 9,730 0 9,066 7,478 2,159 4,201 824 0 0 300 0 1,679 1,067
Changes from: January 24, 2023 Total Change is: 808
320 -1,680 0 -302 2,879 0 1,280 23 0 0 300 0 -490 -714
Percent of Open Interest Represented by Each Category of Trader
20.7 45.1 0.0 42.1 34.7 10.0 19.5 3.8 0.0 0.0 1.4 0.0 7.8 4.9
Number of Traders in Each Category Total Traders: 32
5 6 0 9 . . 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 178,587
Positions
0 4,231 0 30,224 4,915 1,433 92,705 58,231 7,345 0 8,709 0 46,880 93,723
Changes from: January 24, 2023 Total Change is: 15,221
0 1,977 0 -3,015 67 1,312 16,035 79 -3,104 0 2,002 0 3,993 12,888
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 16.9 2.8 0.8 51.9 32.6 4.1 0.0 4.9 0.0 26.3 52.5
Number of Traders in Each Category Total Traders: 26
0 . 0 10 . 4 6 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 244,873
Positions
95,853 56,339 109,107 0 32,000 0 3,750 13,492 32,227 0 0 0 3,936 1,708
Changes from: January 24, 2023 Total Change is: -1,500
0 -1,000 1,250 0 0 0 0 1,000 -2,750 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
39.1 23.0 44.6 0.0 13.1 0.0 1.5 5.5 13.2 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 31, 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 42,576
Positions
8,201 5,575 184 23,168 25,943 2,765 1,348 3,574 133 0 0 0 6,777 4,402
Changes from: January 24, 2023 Total Change is: 215
-1,077 1,166 2 579 -2,970 464 417 1,167 47 0 0 0 -217 339
Percent of Open Interest Represented by Each Category of Trader
19.3 13.1 0.4 54.4 60.9 6.5 3.2 8.4 0.3 0.0 0.0 0.0 15.9 10.3
Number of Traders in Each Category Total Traders: 66
4 6 . 25 20 12 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 55,690
Positions
14,603 9,722 260 17,864 10,258 1,550 12,323 17,989 1,210 1,689 5,271 4 6,187 9,426
Changes from: January 24, 2023 Total Change is: 912
975 970 32 233 -156 -401 716 520 -68 -191 -476 -1 -382 493
Percent of Open Interest Represented by Each Category of Trader
26.2 17.5 0.5 32.1 18.4 2.8 22.1 32.3 2.2 3.0 9.5 0.0 11.1 16.9
Number of Traders in Each Category Total Traders: 284
29 17 6 64 43 29 43 52 26 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 278,449
Positions
73,016 48,610 1,299 89,321 51,290 7,750 61,614 89,943 6,052 8,444 26,357 18 30,935 47,130
Changes from: January 24, 2023 Total Change is: 4,562
4,873 4,849 158 1,166 -780 -2,005 3,580 2,600 -342 -954 -2,381 -3 -1,911 2,466
Percent of Open Interest Represented by Each Category of Trader
26.2 17.5 0.5 32.1 18.4 2.8 22.1 32.3 2.2 3.0 9.5 0.0 11.1 16.9
Number of Traders in Each Category Total Traders: 284
29 17 6 64 43 29 43 52 26 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 120,271
Positions
7,776 4,029 0 1,783 345 1,310 25,033 73,135 1,042 5,209 580 100 78,018 39,730
Changes from: January 24, 2023 Total Change is: 13,486
2,213 914 0 -256 102 -35 -1,968 10,973 304 67 152 10 13,151 1,066
Percent of Open Interest Represented by Each Category of Trader
6.5 3.3 0.0 1.5 0.3 1.1 20.8 60.8 0.9 4.3 0.5 0.1 64.9 33.0
Number of Traders in Each Category Total Traders: 38
. 5 0 4 . . 11 8 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 430,828
Positions
75,994 45,591 5,569 178,755 155,967 39,763 74,491 131,912 5,532 25,206 26,857 25 25,493 19,612
Changes from: January 24, 2023 Total Change is: 7,164
2,167 3,871 -368 1,106 -823 -136 2,166 7,869 833 1,970 -3,745 -2 -572 -335
Percent of Open Interest Represented by Each Category of Trader
17.6 10.6 1.3 41.5 36.2 9.2 17.3 30.6 1.3 5.9 6.2 0.0 5.9 4.6
Number of Traders in Each Category Total Traders: 326
25 16 4 86 65 43 47 62 28 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 18,744
Positions
2,951 17,272 0 11,296 646 0 2,536 596 0 0 0 0 1,961 230
Changes from: January 24, 2023 Total Change is: -379
1,567 -467 0 -2,542 -9 0 9 314 0 0 0 0 587 -217
Percent of Open Interest Represented by Each Category of Trader
15.7 92.1 0.0 60.3 3.4 0.0 13.5 3.2 0.0 0.0 0.0 0.0 10.5 1.2
Number of Traders in Each Category Total Traders: 22
. 4 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 14,330
Positions
425 2,458 0 9,390 2,208 13 437 3,762 0 1,433 2,877 11 2,621 3,001
Changes from: January 24, 2023 Total Change is: -207
0 -492 0 -567 267 -12 10 77 0 191 236 11 160 -294
Percent of Open Interest Represented by Each Category of Trader
3.0 17.2 0.0 65.5 15.4 0.1 3.0 26.3 0.0 10.0 20.1 0.1 18.3 20.9
Number of Traders in Each Category Total Traders: 26
. . 0 8 4 . . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 36,496
Positions
3,451 12,810 756 9,372 4,471 2,278 9,527 5,138 57 4,980 0 1 6,074 10,985
Changes from: January 24, 2023 Total Change is: 3,592
-540 589 125 668 104 125 1,931 497 12 1,474 0 0 -203 2,140
Percent of Open Interest Represented by Each Category of Trader
9.5 35.1 2.1 25.7 12.3 6.2 26.1 14.1 0.2 13.6 0.0 0.0 16.6 30.1
Number of Traders in Each Category Total Traders: 55
4 8 . 10 5 5 13 10 . 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 374,504
Positions
28,388 165,072 4,103 241,773 86,152 45,277 20,596 31,521 2,679 12,712 34,830 9 18,967 4,861
Changes from: January 24, 2023 Total Change is: -2,944
-3,100 5,596 -29 -2,829 -3,382 -3,628 -463 -3,157 798 -1,177 353 9 7,475 496
Percent of Open Interest Represented by Each Category of Trader
7.6 44.1 1.1 64.6 23.0 12.1 5.5 8.4 0.7 3.4 9.3 0.0 5.1 1.3
Number of Traders in Each Category Total Traders: 194
11 16 8 68 48 37 24 15 10 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 1,189,574
Positions
72,525 573,981 13,159 748,056 256,371 109,196 128,803 133,458 8,848 58,313 74,822 2,722 47,952 17,017
Changes from: January 24, 2023 Total Change is: 1,958
146 16,503 1,344 -4,854 6,819 -1,092 2,066 -17,750 1,561 -1,181 -10,141 -414 4,382 5,128
Percent of Open Interest Represented by Each Category of Trader
6.1 48.3 1.1 62.9 21.6 9.2 10.8 11.2 0.7 4.9 6.3 0.2 4.0 1.4
Number of Traders in Each Category Total Traders: 420
29 17 13 171 55 78 71 36 32 31 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 180,848
Positions
17,527 121,851 32,384 27,654 0 1,013 80,702 7,191 11,910 7,698 5,658 479 1,481 362
Changes from: January 24, 2023 Total Change is: 1,772
1,170 236 417 -791 0 0 1,179 2,256 -1,474 146 -7 24 1,101 320
Percent of Open Interest Represented by Each Category of Trader
9.7 67.4 17.9 15.3 0.0 0.6 44.6 4.0 6.6 4.3 3.1 0.3 0.8 0.2
Number of Traders in Each Category Total Traders: 94
9 23 13 15 0 . 28 6 7 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 1,226,430
Positions
27,651 115,975 4,359 696,489 258,884 158,809 58,714 449,129 19,596 87,437 72,544 713 172,662 146,421
Changes from: January 24, 2023 Total Change is: -9,328
1,657 -22,960 -707 -8,871 -9,521 -3,104 -5,930 5,646 10,238 3,421 3,247 226 -6,258 7,607
Percent of Open Interest Represented by Each Category of Trader
2.3 9.5 0.4 56.8 21.1 12.9 4.8 36.6 1.6 7.1 5.9 0.1 14.1 11.9
Number of Traders in Each Category Total Traders: 186
9 14 7 66 30 57 20 31 23 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 1,448,157
Positions
6,786 72,603 1,516 882,814 269,895 239,946 64,716 683,039 34,837 55,221 23,482 0 162,321 122,839
Changes from: January 24, 2023 Total Change is: 21,673
232 9,450 -503 21,137 4,261 5,897 -2,409 -7,821 -1,595 3,141 5,545 0 -4,227 6,439
Percent of Open Interest Represented by Each Category of Trader
0.5 5.0 0.1 61.0 18.6 16.6 4.5 47.2 2.4 3.8 1.6 0.0 11.2 8.5
Number of Traders in Each Category Total Traders: 163
. 12 . 76 25 55 13 24 14 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 2,428,703
Positions
59,551 260,303 27,822 1,276,112 471,652 323,993 308,969 945,226 65,407 166,708 158,442 1,483 198,658 174,375
Changes from: January 24, 2023 Total Change is: 12,088
6,958 -47,496 9,701 21,685 14,952 2,127 -48,769 17,627 8,232 20,445 17,377 522 -8,813 -10,954
Percent of Open Interest Represented by Each Category of Trader
2.5 10.7 1.1 52.5 19.4 13.3 12.7 38.9 2.7 6.9 6.5 0.1 8.2 7.2
Number of Traders in Each Category Total Traders: 380
18 34 11 119 57 92 43 60 29 27 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 4,151,853
Positions
157,264 288,031 18,087 2,102,600 995,943 822,042 339,296 1,237,096 127,783 229,691 239,309 5,863 349,227 417,699
Changes from: January 24, 2023 Total Change is: 27,472
1,413 6,613 -8,488 -70,426 16,871 27,673 24,062 4,786 18,163 66,593 -18,082 -20,738 -10,780 674
Percent of Open Interest Represented by Each Category of Trader
3.8 6.9 0.4 50.6 24.0 19.8 8.2 29.8 3.1 5.5 5.8 0.1 8.4 10.1
Number of Traders in Each Category Total Traders: 398
22 26 15 114 80 103 36 80 50 22 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 1,459,929
Positions
55,373 33,603 731 705,577 579,905 196,792 184,698 340,618 14,631 149,497 40,721 218 152,412 252,710
Changes from: January 24, 2023 Total Change is: -21,922
6,108 -1,253 -36 -8,820 -35,006 1,292 -12,016 6,592 -5,390 -475 5,024 218 -2,803 6,637
Percent of Open Interest Represented by Each Category of Trader
3.8 2.3 0.0 48.3 39.7 13.5 12.7 23.3 1.0 10.2 2.8 0.0 10.4 17.3
Number of Traders in Each Category Total Traders: 147
5 7 5 39 53 58 12 18 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 4,177,919
Positions
39,833 520,784 24,323 1,923,453 560,150 732,609 590,472 1,619,524 89,687 436,589 299,900 655 340,298 330,287
Changes from: January 24, 2023 Total Change is: 15,291
-4,354 -39,764 8,576 21,551 -55,650 18,645 -40,401 103,533 -4,544 30,039 3,810 -90 -14,131 -19,225
Percent of Open Interest Represented by Each Category of Trader
1.0 12.5 0.6 46.0 13.4 17.5 14.1 38.8 2.1 10.4 7.2 0.0 8.1 7.9
Number of Traders in Each Category Total Traders: 354
11 38 16 106 48 91 47 63 47 23 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 1,889,652
Positions
415,635 230,061 683,809 2,331 189,808 20,990 351,731 260,836 360,739 18,594 77,227 1,525 34,298 64,657
Changes from: January 24, 2023 Total Change is: 91,011
39,995 7,891 27,608 -647 -5,459 5,147 8,241 20,682 1,491 6,610 26,743 41 2,525 6,867
Percent of Open Interest Represented by Each Category of Trader
22.0 12.2 36.2 0.1 10.0 1.1 18.6 13.8 19.1 1.0 4.1 0.1 1.8 3.4
Number of Traders in Each Category Total Traders: 142
28 33 59 . 5 . 29 28 45 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 5,879,918
Positions
2,194,044 1,118,148 1,041,196 146,302 72,015 168,552 696,413 1,520,535 1,283,629 12,891 138,548 47,876 289,015 489,419
Changes from: January 24, 2023 Total Change is: -69,645
25,672 -24,311 -8,961 -68,163 -15,029 -10,608 -39,489 -43,344 36,736 1,857 1,056 199 -6,888 -5,383
Percent of Open Interest Represented by Each Category of Trader
37.3 19.0 17.7 2.5 1.2 2.9 11.8 25.9 21.8 0.2 2.4 0.8 4.9 8.3
Number of Traders in Each Category Total Traders: 138
26 21 42 6 5 9 23 37 56 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 9,020,171
Positions
2,799,461 2,953,729 1,150,157 603,709 427,594 513,969 1,186,911 1,115,067 2,581,399 77,305 161,429 83,968 23,292 32,859
Changes from: January 24, 2023 Total Change is: 87,151
16,078 -128,280 -11,904 -13,673 9,973 -25,379 46,811 105,398 99,921 -41,807 12,252 9,111 7,993 16,059
Percent of Open Interest Represented by Each Category of Trader
31.0 32.7 12.8 6.7 4.7 5.7 13.2 12.4 28.6 0.9 1.8 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 628
58 92 119 20 50 42 79 113 159 40 99 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 767,639
Positions
94,334 174,963 284,297 39,652 3,600 8,013 184,739 121,535 155,895 139 18,661 392 178 283
Changes from: January 24, 2023 Total Change is: 32,417
-17,595 10,816 19,927 -3,353 541 557 18,691 -14,400 14,507 -33 760 -229 -55 -62
Percent of Open Interest Represented by Each Category of Trader
12.3 22.8 37.0 5.2 0.5 1.0 24.1 15.8 20.3 0.0 2.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 169
26 50 53 . . . 30 40 44 4 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 17,542
Positions
292 5,797 76 8,149 58 680 5,683 7,201 229 766 2,713 32 1,635 756
Changes from: January 24, 2023 Total Change is: 152
-12 1,451 -31 478 -5 -115 78 -441 -413 -3 -110 2 168 -186
Percent of Open Interest Represented by Each Category of Trader
1.7 33.0 0.4 46.5 0.3 3.9 32.4 41.1 1.3 4.4 15.5 0.2 9.3 4.3
Number of Traders in Each Category Total Traders: 114
. 10 . 10 . 4 30 35 7 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 5,776
Positions
310 1,212 0 480 23 13 600 2,499 124 1,696 707 36 2,517 1,162
Changes from: January 24, 2023 Total Change is: -3,012
25 -1,274 -19 148 -57 -1 -2,044 -608 -349 -502 -459 34 -304 -279
Percent of Open Interest Represented by Each Category of Trader
5.4 21.0 0.0 8.3 0.4 0.2 10.4 43.3 2.1 29.4 12.2 0.6 43.6 20.1
Number of Traders in Each Category Total Traders: 80
. . 0 . . . 12 10 4 32 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 4,331
Positions
158 786 137 278 154 25 2,036 2,175 230 479 407 24 964 393
Changes from: January 24, 2023 Total Change is: -716
0 9 50 -169 52 -15 -459 245 -10 -81 -800 -10 -22 -237
Percent of Open Interest Represented by Each Category of Trader
3.6 18.1 3.2 6.4 3.6 0.6 47.0 50.2 5.3 11.1 9.4 0.6 22.3 9.1
Number of Traders in Each Category Total Traders: 78
. 7 4 5 . . 20 19 8 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 14,183
Positions
149 554 0 1,241 0 0 554 10,832 347 11,156 2,096 17 719 337
Changes from: January 24, 2023 Total Change is: -6,425
-105 -2,795 -121 284 -556 0 -4,554 635 -1,067 -481 -2,495 -2 -379 -24
Percent of Open Interest Represented by Each Category of Trader
1.1 3.9 0.0 8.7 0.0 0.0 3.9 76.4 2.4 78.7 14.8 0.1 5.1 2.4
Number of Traders in Each Category Total Traders: 91
. . 0 . 0 0 6 7 . 59 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 38,140
Positions
57 12,788 0 15,503 3,859 1,110 10,256 15,356 548 4,357 1,409 0 6,309 3,070
Changes from: January 24, 2023 Total Change is: -3,093
-90 0 0 118 1,002 46 -2,974 -4,557 157 -1,045 57 0 695 202
Percent of Open Interest Represented by Each Category of Trader
0.1 33.5 0.0 40.6 10.1 2.9 26.9 40.3 1.4 11.4 3.7 0.0 16.5 8.0
Number of Traders in Each Category Total Traders: 92
. . 0 9 9 4 21 21 5 21 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 310,475
Positions
37,928 15,723 16,325 90,892 92,714 36,565 54,134 73,511 33,095 6,180 4,397 10,926 24,430 27,219
Changes from: January 24, 2023 Total Change is: 14,650
-1,207 -246 5,948 5,732 9,216 -4,618 4,521 2,320 423 -1,148 -1,071 397 4,602 2,281
Percent of Open Interest Represented by Each Category of Trader
12.2 5.1 5.3 29.3 29.9 11.8 17.4 23.7 10.7 2.0 1.4 3.5 7.9 8.8
Number of Traders in Each Category Total Traders: 192
19 8 17 26 33 27 34 42 44 15 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 74,486
Positions
45,069 45,068 0 27,563 1,062 832 460 26,174 0 286 1,272 0 276 78
Changes from: January 24, 2023 Total Change is: 2,441
2,620 0 0 48 0 0 -195 2,505 0 -35 -59 0 3 -5
Percent of Open Interest Represented by Each Category of Trader
60.5 60.5 0.0 37.0 1.4 1.1 0.6 35.1 0.0 0.4 1.7 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 51
4 4 0 14 . . 6 11 0 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 24, 2023