Traders in Financial Futures - Futures Only Positions as of February 28, 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 165,097
Positions
58,309 3,481 810 21,497 76,499 6,034 26,869 34,614 6,985 13,119 2,814 0 31,474 33,860
Changes from: February 21, 2023 Total Change is: 13,201
4,482 12 -136 -703 14,170 117 12,193 1,204 639 584 1,034 -482 -3,493 -3,357
Percent of Open Interest Represented by Each Category of Trader
35.3 2.1 0.5 13.0 46.3 3.7 16.3 21.0 4.2 7.9 1.7 0.0 19.1 20.5
Number of Traders in Each Category Total Traders: 115
13 . . 6 31 8 16 32 14 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 41,991
Positions
16,596 0 138 3,154 11,152 476 10,564 10,620 36 1,980 0 0 9,047 19,569
Changes from: February 21, 2023 Total Change is: 2,904
2,291 -1,418 -18 -569 1,038 1 1,263 -1,182 -1 0 -437 0 -63 4,921
Percent of Open Interest Represented by Each Category of Trader
39.5 0.0 0.3 7.5 26.6 1.1 25.2 25.3 0.1 4.7 0.0 0.0 21.5 46.6
Number of Traders in Each Category Total Traders: 39
6 0 . . 9 4 11 9 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 212,064
Positions
74,494 28,809 481 31,056 85,765 4,263 70,536 46,714 8,707 1,387 3,468 0 21,140 33,857
Changes from: February 21, 2023 Total Change is: -1,438
-170 -909 -24 1,015 859 -438 -2,344 2,059 -386 0 0 0 909 -2,599
Percent of Open Interest Represented by Each Category of Trader
35.1 13.6 0.2 14.6 40.4 2.0 33.3 22.0 4.1 0.7 1.6 0.0 10.0 16.0
Number of Traders in Each Category Total Traders: 126
8 6 . 12 37 12 29 29 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 200,047
Positions
58,020 12,416 8,027 72,408 80,598 4,159 25,965 51,807 5,355 1,196 925 0 24,917 36,760
Changes from: February 21, 2023 Total Change is: 13,947
21,262 -4,986 -6,643 1,088 10,366 196 -4,843 13,911 829 185 -582 0 1,873 856
Percent of Open Interest Represented by Each Category of Trader
29.0 6.2 4.0 36.2 40.3 2.1 13.0 25.9 2.7 0.6 0.5 0.0 12.5 18.4
Number of Traders in Each Category Total Traders: 125
10 10 4 19 30 15 16 34 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 803,963
Positions
43,416 549,079 9,516 488,209 82,563 21,175 84,939 58,012 18,838 39,621 16,235 5,087 93,162 43,458
Changes from: February 21, 2023 Total Change is: 14,065
-214 4,112 1,900 3,270 5,552 -38 5,610 1,912 303 1,690 -266 86 1,458 504
Percent of Open Interest Represented by Each Category of Trader
5.4 68.3 1.2 60.7 10.3 2.6 10.6 7.2 2.3 4.9 2.0 0.6 11.6 5.4
Number of Traders in Each Category Total Traders: 304
14 16 10 115 25 48 50 36 22 31 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 33,028
Positions
0 11,118 56 15,357 586 3,496 429 14,671 12 0 0 0 13,678 3,089
Changes from: February 21, 2023 Total Change is: -1,043
-400 8 -2 -26 -640 -29 -441 -714 -13 0 0 0 -132 347
Percent of Open Interest Represented by Each Category of Trader
0.0 33.7 0.2 46.5 1.8 10.6 1.3 44.4 0.0 0.0 0.0 0.0 41.4 9.4
Number of Traders in Each Category Total Traders: 26
0 . . 17 . 6 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 126,681
Positions
22,137 9,723 125 47,401 67,108 2,666 29,146 20,784 2,754 3,344 0 0 19,108 23,521
Changes from: February 21, 2023 Total Change is: 3,225
1,493 -2,720 27 -2,044 5,786 1,472 5,039 -2,090 -516 640 0 0 -2,886 1,266
Percent of Open Interest Represented by Each Category of Trader
17.5 7.7 0.1 37.4 53.0 2.1 23.0 16.4 2.2 2.6 0.0 0.0 15.1 18.6
Number of Traders in Each Category Total Traders: 83
4 5 . 15 16 9 24 15 12 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 294,741
Positions
691 201,133 1,328 159,637 8,359 215 113,100 52,021 3,065 8,219 25,336 20 8,466 3,264
Changes from: February 21, 2023 Total Change is: 17,388
129 1,971 420 6,011 -1,075 -418 11,641 16,521 388 -560 -409 0 -223 -10
Percent of Open Interest Represented by Each Category of Trader
0.2 68.2 0.5 54.2 2.8 0.1 38.4 17.6 1.0 2.8 8.6 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 182
. 12 . 30 7 . 67 34 14 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 47,629
Positions
253 34,749 3,559 25,103 1,367 0 13,177 3,647 295 973 1,393 50 4,219 2,569
Changes from: February 21, 2023 Total Change is: 382
60 -156 3,175 -5,019 108 0 2,111 -2,566 -455 -26 -192 50 486 418
Percent of Open Interest Represented by Each Category of Trader
0.5 73.0 7.5 52.7 2.9 0.0 27.7 7.7 0.6 2.0 2.9 0.1 8.9 5.4
Number of Traders in Each Category Total Traders: 63
. 5 . 17 4 0 18 6 . 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 40,006
Positions
9,540 5,189 287 4,085 15,294 241 21,437 12,923 300 386 1,107 14 3,716 4,651
Changes from: February 21, 2023 Total Change is: 10,118
5,056 -584 72 -3,294 6,619 2 9,786 3,347 -860 -334 661 0 -310 861
Percent of Open Interest Represented by Each Category of Trader
23.8 13.0 0.7 10.2 38.2 0.6 53.6 32.3 0.7 1.0 2.8 0.0 9.3 11.6
Number of Traders in Each Category Total Traders: 82
8 5 . 11 12 . 15 23 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 24,496
Positions
6,305 1,729 136 543 19,270 0 16,010 1,380 6 0 227 0 1,496 1,748
Changes from: February 21, 2023 Total Change is: 9,543
2,071 0 0 44 9,141 0 7,699 283 3 0 -50 0 -274 166
Percent of Open Interest Represented by Each Category of Trader
25.7 7.1 0.6 2.2 78.7 0.0 65.4 5.6 0.0 0.0 0.9 0.0 6.1 7.1
Number of Traders in Each Category Total Traders: 35
4 . . . 6 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 44,956
Positions
13,840 9,987 821 8,170 4,883 305 12,546 9,201 1,833 101 9,888 13 7,329 8,028
Changes from: February 21, 2023 Total Change is: -688
863 948 -3 -175 -2,563 -88 -958 115 -324 -386 821 13 370 394
Percent of Open Interest Represented by Each Category of Trader
30.8 22.2 1.8 18.2 10.9 0.7 27.9 20.5 4.1 0.2 22.0 0.0 16.3 17.9
Number of Traders in Each Category Total Traders: 88
12 11 4 16 8 . 14 21 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 89,912
Positions
27,679 19,973 1,641 16,340 9,765 610 25,091 18,402 3,666 202 19,775 25 14,658 16,055
Changes from: February 21, 2023 Total Change is: -1,376
1,725 1,895 -6 -349 -5,125 -176 -1,916 229 -648 -771 1,642 25 740 788
Percent of Open Interest Represented by Each Category of Trader
30.8 22.2 1.8 18.2 10.9 0.7 27.9 20.5 4.1 0.2 22.0 0.0 16.3 17.9
Number of Traders in Each Category Total Traders: 88
12 11 4 16 8 . 14 21 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 45,135
Positions
18,709 37,828 0 19,284 1,604 1,701 3,093 2,856 145 0 0 0 2,203 1,001
Changes from: February 21, 2023 Total Change is: 560
1,390 -43 0 -171 851 68 -619 -573 145 0 0 0 -253 112
Percent of Open Interest Represented by Each Category of Trader
41.5 83.8 0.0 42.7 3.6 3.8 6.9 6.3 0.3 0.0 0.0 0.0 4.9 2.2
Number of Traders in Each Category Total Traders: 34
5 5 0 16 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 22,169
Positions
343 228 0 271 0 0 6,228 5,987 335 0 3,025 100 14,892 12,494
Changes from: February 21, 2023 Total Change is: -348
-407 0 0 0 0 0 -1,052 -927 208 -465 -137 0 1,368 508
Percent of Open Interest Represented by Each Category of Trader
1.5 1.0 0.0 1.2 0.0 0.0 28.1 27.0 1.5 0.0 13.6 0.5 67.2 56.4
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 5 8 4 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 422,632
Positions
60,312 81,789 9,884 191,203 91,594 47,626 33,688 93,472 9,924 18,327 36,480 1,821 49,847 50,042
Changes from: February 21, 2023 Total Change is: 7,735
3,610 4,743 -160 -336 9,072 -257 4,902 -6,277 289 -253 1,562 423 -484 -1,662
Percent of Open Interest Represented by Each Category of Trader
14.3 19.4 2.3 45.2 21.7 11.3 8.0 22.1 2.3 4.3 8.6 0.4 11.8 11.8
Number of Traders in Each Category Total Traders: 531
28 31 20 138 98 110 73 100 73 31 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 15,417
Positions
9,272 10,338 3 3,594 2,557 0 1,102 965 0 0 0 0 1,446 1,554
Changes from: February 21, 2023 Total Change is: -353
-305 2,631 -10 214 -1,908 0 -11 -517 0 0 0 0 -241 -549
Percent of Open Interest Represented by Each Category of Trader
60.1 67.1 0.0 23.3 16.6 0.0 7.1 6.3 0.0 0.0 0.0 0.0 9.4 10.1
Number of Traders in Each Category Total Traders: 20
. 7 . . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 24,461
Positions
3,798 21,162 0 12,570 619 0 2,729 909 0 0 0 0 5,364 1,771
Changes from: February 21, 2023 Total Change is: -831
-854 -806 0 -572 -76 0 -481 10 0 0 0 0 1,076 41
Percent of Open Interest Represented by Each Category of Trader
15.5 86.5 0.0 51.4 2.5 0.0 11.2 3.7 0.0 0.0 0.0 0.0 21.9 7.2
Number of Traders in Each Category Total Traders: 31
. 6 0 13 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 2,113,159
Positions
301,559 408,946 49,421 956,015 457,970 238,128 168,441 467,359 49,621 91,634 182,399 9,107 249,233 250,208
Changes from: February 21, 2023 Total Change is: 38,673
18,052 23,717 -798 -1,682 45,362 -1,283 24,510 -31,387 1,446 -1,264 7,811 2,113 -2,421 -8,308
Percent of Open Interest Represented by Each Category of Trader
14.3 19.4 2.3 45.2 21.7 11.3 8.0 22.1 2.3 4.3 8.6 0.4 11.8 11.8
Number of Traders in Each Category Total Traders: 531
28 31 20 138 98 110 73 100 73 31 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 38,602
Positions
15,520 34,792 0 20,149 0 177 560 1,283 0 0 0 0 2,196 2,350
Changes from: February 21, 2023 Total Change is: 498
3 -541 0 845 0 0 192 -461 0 0 0 0 -542 1,500
Percent of Open Interest Represented by Each Category of Trader
40.2 90.1 0.0 52.2 0.0 0.5 1.5 3.3 0.0 0.0 0.0 0.0 5.7 6.1
Number of Traders in Each Category Total Traders: 26
4 11 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 20,413
Positions
1,327 18,941 0 14,096 0 0 2,198 287 67 0 0 0 2,725 1,118
Changes from: February 21, 2023 Total Change is: 5,925
-156 5,664 0 5,835 0 0 250 30 57 0 0 0 -61 174
Percent of Open Interest Represented by Each Category of Trader
6.5 92.8 0.0 69.1 0.0 0.0 10.8 1.4 0.3 0.0 0.0 0.0 13.3 5.5
Number of Traders in Each Category Total Traders: 25
. 10 0 7 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 22,842
Positions
7,532 16,433 0 13,185 3,642 0 621 1,021 0 0 0 0 1,504 1,746
Changes from: February 21, 2023 Total Change is: 603
438 325 0 399 29 0 52 86 0 0 0 0 -286 163
Percent of Open Interest Represented by Each Category of Trader
33.0 71.9 0.0 57.7 15.9 0.0 2.7 4.5 0.0 0.0 0.0 0.0 6.6 7.6
Number of Traders in Each Category Total Traders: 23
7 5 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 6,149
Positions
1,613 3,466 0 2,313 642 0 999 1,179 0 0 0 0 1,224 862
Changes from: February 21, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.2 56.4 0.0 37.6 10.4 0.0 16.2 19.2 0.0 0.0 0.0 0.0 19.9 14.0
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 22,043
Positions
12,458 4,463 0 3,786 10,370 1,870 2,994 1,151 0 0 0 0 935 4,189
Changes from: February 21, 2023 Total Change is: 1,799
2,571 1,569 0 324 -1,742 -364 -147 -111 0 0 0 0 -585 2,447
Percent of Open Interest Represented by Each Category of Trader
56.5 20.2 0.0 17.2 47.0 8.5 13.6 5.2 0.0 0.0 0.0 0.0 4.2 19.0
Number of Traders in Each Category Total Traders: 28
8 4 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 190,191
Positions
13,813 6,093 0 28,898 4,514 1,469 80,455 87,818 3,823 0 16,386 0 61,733 70,088
Changes from: February 21, 2023 Total Change is: -3,763
5,696 898 0 -37 -3 -14 -4,937 -3,778 510 0 1,099 0 -4,981 -2,475
Percent of Open Interest Represented by Each Category of Trader
7.3 3.2 0.0 15.2 2.4 0.8 42.3 46.2 2.0 0.0 8.6 0.0 32.5 36.9
Number of Traders in Each Category Total Traders: 30
. . 0 10 . . 9 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 289,357
Positions
110,669 79,339 129,891 0 32,000 0 3,750 13,692 30,727 9,666 0 0 4,654 3,708
Changes from: February 21, 2023 Total Change is: 21,250
11,750 9,000 7,500 0 0 0 0 2,000 2,000 0 0 0 0 750
Percent of Open Interest Represented by Each Category of Trader
38.2 27.4 44.9 0.0 11.1 0.0 1.3 4.7 10.6 3.3 0.0 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 25
11 4 13 0 . 0 . . 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 44,760
Positions
7,784 9,654 182 24,643 27,074 2,289 1,921 1,521 142 0 0 0 7,799 3,898
Changes from: February 21, 2023 Total Change is: 60
574 -735 -2 -1,109 1,994 15 197 -920 139 0 0 0 246 -431
Percent of Open Interest Represented by Each Category of Trader
17.4 21.6 0.4 55.1 60.5 5.1 4.3 3.4 0.3 0.0 0.0 0.0 17.4 8.7
Number of Traders in Each Category Total Traders: 64
4 8 . 26 19 13 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 53,651
Positions
15,349 7,381 282 14,796 9,959 1,705 11,732 17,971 1,252 1,720 4,650 16 6,800 10,435
Changes from: February 21, 2023 Total Change is: -9
177 -633 92 -325 1,533 -345 71 -657 260 257 412 -16 -179 -655
Percent of Open Interest Represented by Each Category of Trader
28.6 13.8 0.5 27.6 18.6 3.2 21.9 33.5 2.3 3.2 8.7 0.0 12.7 19.4
Number of Traders in Each Category Total Traders: 298
31 15 5 58 43 27 33 72 28 14 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 268,253
Positions
76,744 36,907 1,410 73,978 49,795 8,525 58,658 89,854 6,259 8,600 23,249 80 33,999 52,174
Changes from: February 21, 2023 Total Change is: -44
887 -3,164 458 -1,627 7,665 -1,726 357 -3,283 1,299 1,287 2,062 -82 -897 -3,273
Percent of Open Interest Represented by Each Category of Trader
28.6 13.8 0.5 27.6 18.6 3.2 21.9 33.5 2.3 3.2 8.7 0.0 12.7 19.4
Number of Traders in Each Category Total Traders: 298
31 15 5 58 43 27 33 72 28 14 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 179,774
Positions
14,267 7,553 0 2,472 1,356 1,381 31,606 132,089 1,190 1,703 2,223 0 127,155 33,982
Changes from: February 21, 2023 Total Change is: 2,790
-517 -534 0 56 -188 104 2,157 3,177 -1,281 943 568 -9 1,337 953
Percent of Open Interest Represented by Each Category of Trader
7.9 4.2 0.0 1.4 0.8 0.8 17.6 73.5 0.7 0.9 1.2 0.0 70.7 18.9
Number of Traders in Each Category Total Traders: 41
. 6 0 5 . . 9 9 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 440,142
Positions
73,584 45,983 3,824 185,855 166,909 41,316 76,100 120,310 7,349 27,659 31,453 39 24,416 22,959
Changes from: February 21, 2023 Total Change is: 5,609
2,374 -5,029 -164 2,038 7,842 2,459 6,042 -1,848 -1,702 -4,636 620 -4 -798 3,435
Percent of Open Interest Represented by Each Category of Trader
16.7 10.4 0.9 42.2 37.9 9.4 17.3 27.3 1.7 6.3 7.1 0.0 5.5 5.2
Number of Traders in Each Category Total Traders: 314
24 16 5 82 66 47 48 54 20 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 19,222
Positions
6,027 17,689 0 9,564 610 0 2,541 585 0 0 0 0 1,090 338
Changes from: February 21, 2023 Total Change is: 965
0 1,205 0 1,054 -2 0 12 -11 0 0 0 0 -101 -227
Percent of Open Interest Represented by Each Category of Trader
31.4 92.0 0.0 49.8 3.2 0.0 13.2 3.0 0.0 0.0 0.0 0.0 5.7 1.8
Number of Traders in Each Category Total Traders: 27
. 5 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 13,042
Positions
713 2,026 0 6,247 2,203 7 1,750 2,164 30 1,214 3,423 8 3,073 3,181
Changes from: February 21, 2023 Total Change is: 193
-489 -9 0 376 0 -1 532 -9 30 0 131 0 -255 51
Percent of Open Interest Represented by Each Category of Trader
5.5 15.5 0.0 47.9 16.9 0.1 13.4 16.6 0.2 9.3 26.2 0.1 23.6 24.4
Number of Traders in Each Category Total Traders: 25
. . 0 7 4 . . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 42,383
Positions
3,349 12,703 644 13,600 2,641 2,143 9,691 6,723 530 7,069 0 0 5,357 16,999
Changes from: February 21, 2023 Total Change is: 426
-202 -982 -30 838 -658 215 -1,427 2,267 490 624 0 -2 -80 -874
Percent of Open Interest Represented by Each Category of Trader
7.9 30.0 1.5 32.1 6.2 5.1 22.9 15.9 1.3 16.7 0.0 0.0 12.6 40.1
Number of Traders in Each Category Total Traders: 51
5 9 . 10 4 6 10 9 5 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 397,846
Positions
28,430 198,144 3,696 272,835 81,814 34,271 27,362 26,674 1,569 18,361 46,141 3 11,319 5,534
Changes from: February 21, 2023 Total Change is: 959
-593 -887 -4 7,132 2,505 -6,534 1,572 3,548 -122 472 2,694 3 -967 -244
Percent of Open Interest Represented by Each Category of Trader
7.1 49.8 0.9 68.6 20.6 8.6 6.9 6.7 0.4 4.6 11.6 0.0 2.8 1.4
Number of Traders in Each Category Total Traders: 194
12 15 4 69 44 33 24 15 9 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 1,214,642
Positions
77,199 624,031 17,236 782,948 248,757 123,200 101,630 130,239 8,456 54,738 43,804 2,657 46,578 16,262
Changes from: February 21, 2023 Total Change is: 29,881
-2,022 7,176 3,623 25,062 3,185 6,389 -14,358 14,996 -84 8,143 -6,121 14 3,114 703
Percent of Open Interest Represented by Each Category of Trader
6.4 51.4 1.4 64.5 20.5 10.1 8.4 10.7 0.7 4.5 3.6 0.2 3.8 1.3
Number of Traders in Each Category Total Traders: 404
29 20 13 162 61 79 57 34 31 29 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 180,765
Positions
22,117 120,464 32,309 31,350 0 2,413 71,387 4,895 14,783 5,831 5,616 140 435 145
Changes from: February 21, 2023 Total Change is: 779
2,818 2,135 -993 407 0 0 -860 239 -692 10 0 0 89 90
Percent of Open Interest Represented by Each Category of Trader
12.2 66.6 17.9 17.3 0.0 1.3 39.5 2.7 8.2 3.2 3.1 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 94
8 24 14 16 0 . 29 6 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 1,211,107
Positions
40,529 107,933 3,226 668,599 302,931 162,691 62,456 373,777 29,514 73,136 79,403 0 170,956 151,632
Changes from: February 21, 2023 Total Change is: -96,210
6,852 -4,968 -4,132 -472 26,145 2,218 -15,403 -58,989 -42,363 -9,112 9,470 -2,596 -31,202 -20,995
Percent of Open Interest Represented by Each Category of Trader
3.3 8.9 0.3 55.2 25.0 13.4 5.2 30.9 2.4 6.0 6.6 0.0 14.1 12.5
Number of Traders in Each Category Total Traders: 185
8 15 8 61 34 58 18 34 23 5 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 1,475,411
Positions
6,334 88,628 502 903,752 248,304 245,493 61,002 691,763 51,432 51,878 23,059 0 155,018 126,230
Changes from: February 21, 2023 Total Change is: -26,780
-316 3,081 -1,225 6,394 5,477 -27,115 3,972 -10,238 17,509 -413 707 -171 -25,415 -14,805
Percent of Open Interest Represented by Each Category of Trader
0.4 6.0 0.0 61.3 16.8 16.6 4.1 46.9 3.5 3.5 1.6 0.0 10.5 8.6
Number of Traders in Each Category Total Traders: 167
. 10 . 78 26 61 14 26 20 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 2,644,151
Positions
57,730 277,998 8,061 1,312,746 558,045 294,363 474,057 1,081,971 88,850 190,946 133,203 5,960 211,438 195,700
Changes from: February 21, 2023 Total Change is: -239,902
-7,017 15,065 -47,984 -47,581 3,801 -9,998 -31,259 -102,673 -8,093 28,935 6,247 -3,324 -113,581 -92,943
Percent of Open Interest Represented by Each Category of Trader
2.2 10.5 0.3 49.6 21.1 11.1 17.9 40.9 3.4 7.2 5.0 0.2 8.0 7.4
Number of Traders in Each Category Total Traders: 381
22 38 16 125 49 85 35 59 32 31 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 4,304,483
Positions
100,559 269,599 19,450 2,233,215 1,176,253 759,099 352,625 1,201,274 159,576 334,267 272,688 3,886 341,806 442,658
Changes from: February 21, 2023 Total Change is: -31,151
-34,881 5,670 -16,269 169,044 56,092 -60,489 -3,864 51,792 -42,170 45,793 51,383 -4,347 -83,968 -72,813
Percent of Open Interest Represented by Each Category of Trader
2.3 6.3 0.5 51.9 27.3 17.6 8.2 27.9 3.7 7.8 6.3 0.1 7.9 10.3
Number of Traders in Each Category Total Traders: 421
15 32 19 112 80 107 38 98 44 23 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 1,530,947
Positions
64,297 42,738 5,034 727,488 594,066 214,711 164,372 328,525 14,941 172,365 62,336 699 167,040 267,897
Changes from: February 21, 2023 Total Change is: -41,624
8,514 -12,480 695 12,654 -18,226 -13,971 -4,867 24,370 -18,601 17,380 16,252 -2,963 -40,465 -16,700
Percent of Open Interest Represented by Each Category of Trader
4.2 2.8 0.3 47.5 38.8 14.0 10.7 21.5 1.0 11.3 4.1 0.0 10.9 17.5
Number of Traders in Each Category Total Traders: 147
5 10 9 40 52 56 8 14 11 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 4,182,168
Positions
34,411 467,812 16,638 1,972,778 688,930 719,060 569,282 1,531,820 101,072 438,369 272,839 574 329,984 383,423
Changes from: February 21, 2023 Total Change is: -205,683
-5,424 19,258 -35,544 22,135 -39,223 -37,044 -12,535 8,223 -48,247 -8,855 -14,244 -8,597 -71,572 -50,265
Percent of Open Interest Represented by Each Category of Trader
0.8 11.2 0.4 47.2 16.5 17.2 13.6 36.6 2.4 10.5 6.5 0.0 7.9 9.2
Number of Traders in Each Category Total Traders: 363
14 34 14 112 46 90 41 75 34 22 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 2,008,904
Positions
381,209 227,407 684,038 11,553 120,630 17,693 436,122 429,735 411,239 16,063 51,455 16,645 34,342 50,062
Changes from: February 21, 2023 Total Change is: 198,830
71,770 1,605 49,626 2,403 4,497 6,351 26,320 91,059 49,369 2,423 4,980 -6,849 -2,583 -1,808
Percent of Open Interest Represented by Each Category of Trader
19.0 11.3 34.1 0.6 6.0 0.9 21.7 21.4 20.5 0.8 2.6 0.8 1.7 2.5
Number of Traders in Each Category Total Traders: 150
27 32 58 6 4 . 26 42 52 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 5,709,872
Positions
2,202,171 1,106,961 994,872 126,504 58,415 128,038 665,190 1,516,057 1,223,282 37,129 109,265 65,569 267,117 507,413
Changes from: February 21, 2023 Total Change is: -75,562
-80,639 -20,647 51,816 4,712 -1,861 -6,217 -9,728 -40,432 -44,570 5,203 -5,520 562 3,299 -8,693
Percent of Open Interest Represented by Each Category of Trader
38.6 19.4 17.4 2.2 1.0 2.2 11.6 26.6 21.4 0.7 1.9 1.1 4.7 8.9
Number of Traders in Each Category Total Traders: 127
26 19 42 5 5 7 25 30 50 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 9,898,052
Positions
3,128,247 2,739,594 1,381,600 462,374 584,042 367,488 1,628,707 1,813,044 2,686,228 82,459 156,549 93,655 67,294 75,852
Changes from: February 21, 2023 Total Change is: 298,331
-48,807 -79,518 80,949 90,602 2,657 7,092 44,293 150,923 92,468 -158 -2,016 6,271 25,621 39,505
Percent of Open Interest Represented by Each Category of Trader
31.6 27.7 14.0 4.7 5.9 3.7 16.5 18.3 27.1 0.8 1.6 0.9 0.7 0.8
Number of Traders in Each Category Total Traders: 658
59 90 116 27 45 47 68 145 154 44 104 97
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 813,348
Positions
223,334 203,886 232,007 100 17,160 20,284 173,936 161,225 161,775 953 15,280 412 547 1,319
Changes from: February 21, 2023 Total Change is: 97,881
53,208 4,190 18,608 0 12,116 -1,486 -9,874 20,748 36,884 435 6,246 -5 111 580
Percent of Open Interest Represented by Each Category of Trader
27.5 25.1 28.5 0.0 2.1 2.5 21.4 19.8 19.9 0.1 1.9 0.1 0.1 0.2
Number of Traders in Each Category Total Traders: 167
28 47 50 . . . 26 44 44 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 15,161
Positions
369 5,140 206 7,047 240 655 4,527 6,106 282 682 1,452 161 1,232 919
Changes from: February 21, 2023 Total Change is: -1,340
21 -205 17 -359 170 -365 -87 -299 -179 58 -94 -280 -166 -105
Percent of Open Interest Represented by Each Category of Trader
2.4 33.9 1.4 46.5 1.6 4.3 29.9 40.3 1.9 4.5 9.6 1.1 8.1 6.1
Number of Traders in Each Category Total Traders: 110
5 9 . 10 . . 27 35 10 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 7,822
Positions
297 1,403 0 497 0 0 2,312 3,844 364 2,363 754 30 1,959 1,427
Changes from: February 21, 2023 Total Change is: -5,683
-56 -1,023 0 26 -24 -2 -4,347 -3,530 -675 -29 -271 17 -617 -175
Percent of Open Interest Represented by Each Category of Trader
3.8 17.9 0.0 6.4 0.0 0.0 29.6 49.1 4.7 30.2 9.6 0.4 25.0 18.2
Number of Traders in Each Category Total Traders: 76
. . 0 4 0 0 13 9 6 28 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 28, 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 :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,126
Positions
141 373 65 999 129 50 1,489 2,540 262 345 218 36 739 453
Changes from: February 21, 2023 Total Change is: -574
0 1 -51 148 27 -25 -200 63 -188 -40 -298 10 -228 -113
Percent of Open Interest Represented by Each Category of Trader
3.4 9.0 1.6 24.2 3.1 1.2 36.1 61.6 6.3 8.4 5.3 0.9 17.9 11.0
Number of Traders in Each Category Total Traders: 65
. 6 . 6 . . 16 18 6 7 5 .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 13,223
Positions
0 1,099 0 1,401 0 0 1,429 8,239 193 9,598 3,279 5 597 408
Changes from: February 21, 2023 Total Change is: -6,730
-296 -4,543 0 247 -166 0 -1,086 2,947 -5,367 41 407 -2 -267 -6
Percent of Open Interest Represented by Each Category of Trader
0.0 8.3 0.0 10.6 0.0 0.0 10.8 62.3 1.5 72.6 24.8 0.0 4.5 3.1
Number of Traders in Each Category Total Traders: 89
0 . 0 . 0 0 6 6 . 51 21 .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,290
Positions
0 12,758 0 16,471 1,187 817 7,531 17,902 828 4,928 1,233 156 6,559 2,409
Changes from: February 21, 2023 Total Change is: 1,268
-77 0 0 2,265 -1,086 -191 -706 2,417 -32 226 85 56 -273 19
Percent of Open Interest Represented by Each Category of Trader
0.0 34.2 0.0 44.2 3.2 2.2 20.2 48.0 2.2 13.2 3.3 0.4 17.6 6.5
Number of Traders in Each Category Total Traders: 86
0 . 0 10 6 . 20 19 11 21 6 .
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Traders in Financial Futures - Futures Only Positions as of February 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 336,321
Positions
35,717 13,785 22,733 90,348 73,585 43,948 54,540 88,719 48,210 5,818 8,302 10,760 24,247 26,279
Changes from: February 21, 2023 Total Change is: 3,239
-2,352 -1,646 5,897 -1,555 5,477 -575 6,278 5,207 -3,845 626 -1,773 -2,077 842 -3,426
Percent of Open Interest Represented by Each Category of Trader
10.6 4.1 6.8 26.9 21.9 13.1 16.2 26.4 14.3 1.7 2.5 3.2 7.2 7.8
Number of Traders in Each Category Total Traders: 198
16 8 18 31 30 29 38 40 49 16 9 15
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Traders in Financial Futures - Futures Only Positions as of February 28, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 60,775
Positions
48,120 40,820 151 9,215 1,967 1,133 996 16,459 44 833 128 6 277 67
Changes from: February 21, 2023 Total Change is: -1,906
-589 0 101 -2,067 -576 202 366 -1,669 44 14 4 0 23 -12
Percent of Open Interest Represented by Each Category of Trader
79.2 67.2 0.2 15.2 3.2 1.9 1.6 27.1 0.1 1.4 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 44
6 . . 9 . . 8 9 . 4 . .
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Updated March 14, 2023