Traders in Financial Futures - Futures Only Positions as of May 2, 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 171,054
Positions
66,630 2,930 563 25,473 82,922 4,047 26,985 36,841 6,177 12,065 1,969 42 29,072 35,563
Changes from: April 25, 2023 Total Change is: 19,268
19,360 0 210 -759 16,363 -525 1,795 -722 542 -472 -121 42 -925 3,479
Percent of Open Interest Represented by Each Category of Trader
39.0 1.7 0.3 14.9 48.5 2.4 15.8 21.5 3.6 7.1 1.2 0.0 17.0 20.8
Number of Traders in Each Category Total Traders: 112
14 . . 9 29 8 23 21 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 43,251
Positions
14,790 5,249 53 4,844 14,697 597 5,459 7,366 1,981 1,787 0 0 13,740 13,308
Changes from: April 25, 2023 Total Change is: 1,515
-4 1,168 44 624 242 485 1,417 104 419 0 0 0 -1,470 -947
Percent of Open Interest Represented by Each Category of Trader
34.2 12.1 0.1 11.2 34.0 1.4 12.6 17.0 4.6 4.1 0.0 0.0 31.8 30.8
Number of Traders in Each Category Total Traders: 45
4 6 . 6 10 . 10 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 231,602
Positions
58,132 57,193 2,968 64,760 72,116 4,377 53,504 48,832 17,304 1,393 3,400 0 29,164 25,412
Changes from: April 25, 2023 Total Change is: -64
2,214 -6,280 48 4,557 6,806 -1,155 -3,659 1,632 97 6 21 0 -2,172 -1,233
Percent of Open Interest Represented by Each Category of Trader
25.1 24.7 1.3 28.0 31.1 1.9 23.1 21.1 7.5 0.6 1.5 0.0 12.6 11.0
Number of Traders in Each Category Total Traders: 124
6 9 . 19 29 9 25 28 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 202,996
Positions
52,832 18,045 1,872 79,011 66,327 4,972 26,556 66,722 2,733 4,395 2,503 583 30,042 39,239
Changes from: April 25, 2023 Total Change is: 18,955
5,885 -4,596 13 1,442 7,643 1,141 10,448 10,179 -1,249 1,011 244 580 -316 5,000
Percent of Open Interest Represented by Each Category of Trader
26.0 8.9 0.9 38.9 32.7 2.4 13.1 32.9 1.3 2.2 1.2 0.3 14.8 19.3
Number of Traders in Each Category Total Traders: 133
11 7 . 22 26 16 22 36 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 779,458
Positions
18,184 539,147 3,176 511,857 76,172 22,643 70,548 55,759 23,055 31,981 9,706 4,328 93,686 45,472
Changes from: April 25, 2023 Total Change is: 6,576
-969 -6,572 403 1,182 1,517 -712 1,288 -125 7,613 -1,249 -1,391 111 -1,091 5,732
Percent of Open Interest Represented by Each Category of Trader
2.3 69.2 0.4 65.7 9.8 2.9 9.1 7.2 3.0 4.1 1.2 0.6 12.0 5.8
Number of Traders in Each Category Total Traders: 305
13 15 4 127 25 52 49 42 27 22 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 29,694
Positions
406 20,335 22 13,135 1,241 3,007 399 1,994 3 0 0 0 12,722 3,092
Changes from: April 25, 2023 Total Change is: -275
406 2 -2 -120 -219 0 399 0 3 0 0 0 -961 -59
Percent of Open Interest Represented by Each Category of Trader
1.4 68.5 0.1 44.2 4.2 10.1 1.3 6.7 0.0 0.0 0.0 0.0 42.8 10.4
Number of Traders in Each Category Total Traders: 25
. . . 16 . 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 181,229
Positions
62,540 2,872 139 45,923 105,259 5,765 40,816 32,065 3,754 2,871 412 0 19,421 30,963
Changes from: April 25, 2023 Total Change is: 2,472
2,569 -1,845 -3 -832 10,786 218 415 -4,889 101 -430 412 0 434 -2,308
Percent of Open Interest Represented by Each Category of Trader
34.5 1.6 0.1 25.3 58.1 3.2 22.5 17.7 2.1 1.6 0.2 0.0 10.7 17.1
Number of Traders in Each Category Total Traders: 88
7 . . 14 21 8 19 22 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 260,235
Positions
7,874 109,020 769 162,915 10,084 16 76,385 79,653 1,269 3,077 56,632 135 7,795 2,657
Changes from: April 25, 2023 Total Change is: -7,041
360 3,186 -15 -7,865 231 15 1,020 -9,221 356 -1,276 -1,298 20 344 -315
Percent of Open Interest Represented by Each Category of Trader
3.0 41.9 0.3 62.6 3.9 0.0 29.4 30.6 0.5 1.2 21.8 0.1 3.0 1.0
Number of Traders in Each Category Total Traders: 169
. 12 . 30 8 . 61 28 13 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 50,062
Positions
907 35,910 187 26,217 2,796 0 17,566 6,119 19 1,410 1,738 0 3,756 3,293
Changes from: April 25, 2023 Total Change is: -28,686
-969 18,600 -27,062 -175 615 0 -344 -19,440 -249 299 -25 0 -186 -1,125
Percent of Open Interest Represented by Each Category of Trader
1.8 71.7 0.4 52.4 5.6 0.0 35.1 12.2 0.0 2.8 3.5 0.0 7.5 6.6
Number of Traders in Each Category Total Traders: 63
. 4 . 14 4 0 23 6 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 38,910
Positions
12,172 1,414 22 7,999 21,818 187 15,242 10,727 25 165 304 69 3,029 4,344
Changes from: April 25, 2023 Total Change is: 2,307
263 -298 1 608 2,070 -532 2,517 1,165 -1 -113 -301 0 -436 203
Percent of Open Interest Represented by Each Category of Trader
31.3 3.6 0.1 20.6 56.1 0.5 39.2 27.6 0.1 0.4 0.8 0.2 7.8 11.2
Number of Traders in Each Category Total Traders: 80
8 4 . 14 15 . 19 16 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 32,945
Positions
16,844 0 40 497 28,374 0 13,703 2,055 72 468 667 0 1,321 1,737
Changes from: April 25, 2023 Total Change is: 922
369 0 -4 28 441 0 344 228 -55 34 187 0 206 125
Percent of Open Interest Represented by Each Category of Trader
51.1 0.0 0.1 1.5 86.1 0.0 41.6 6.2 0.2 1.4 2.0 0.0 4.0 5.3
Number of Traders in Each Category Total Traders: 40
4 0 . . 8 0 11 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 97,094
Positions
38,123 18,827 983 13,860 12,597 475 21,178 25,854 1,333 9,612 19,988 0 11,530 17,037
Changes from: April 25, 2023 Total Change is: 47,486
17,456 10,641 736 6,735 6,180 273 10,908 11,529 -22 5,519 10,225 0 5,882 7,925
Percent of Open Interest Represented by Each Category of Trader
39.3 19.4 1.0 14.3 13.0 0.5 21.8 26.6 1.4 9.9 20.6 0.0 11.9 17.5
Number of Traders in Each Category Total Traders: 95
12 14 4 13 7 . 16 22 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 97,094
Positions
38,123 18,827 983 13,860 12,597 475 21,178 25,854 1,333 9,612 19,988 0 11,530 17,037
Changes from: April 25, 2023 Total Change is: -2,123
-3,211 2,455 489 -390 -237 70 637 -2,797 -1,377 1,426 461 0 233 -1,187
Percent of Open Interest Represented by Each Category of Trader
39.3 19.4 1.0 14.3 13.0 0.5 21.8 26.6 1.4 9.9 20.6 0.0 11.9 17.5
Number of Traders in Each Category Total Traders: 95
12 14 4 13 7 . 16 22 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 38,603
Positions
11,706 27,955 0 18,680 2,084 2,833 3,478 3,919 0 0 0 0 1,906 1,812
Changes from: April 25, 2023 Total Change is: 404
1,153 62 0 -1,580 -291 805 161 -370 0 0 0 0 -135 198
Percent of Open Interest Represented by Each Category of Trader
30.3 72.4 0.0 48.4 5.4 7.3 9.0 10.2 0.0 0.0 0.0 0.0 4.9 4.7
Number of Traders in Each Category Total Traders: 36
6 5 0 18 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 $50.00)
CFTC Code #13874+ Open Interest is 2,304,633
Positions
432,560 350,071 64,492 1,026,371 431,625 232,651 131,734 588,857 78,566 84,987 265,523 5,164 248,108 287,684
Changes from: April 25, 2023 Total Change is: 1,851,474
350,826 280,032 54,106 820,460 342,609 185,623 103,245 465,355 66,280 67,284 218,916 3,590 200,060 234,962
Percent of Open Interest Represented by Each Category of Trader
18.8 15.2 2.8 44.5 18.7 10.1 5.7 25.6 3.4 3.7 11.5 0.2 10.8 12.5
Number of Traders in Each Category Total Traders: 553
39 32 23 151 101 117 60 107 61 25 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 14,791
Positions
1,138 10,103 14 6,664 1,926 333 4,201 1,283 200 0 0 0 2,241 932
Changes from: April 25, 2023 Total Change is: 784
239 -502 0 -454 958 -106 939 411 100 0 0 0 66 -77
Percent of Open Interest Represented by Each Category of Trader
7.7 68.3 0.1 45.1 13.0 2.3 28.4 8.7 1.4 0.0 0.0 0.0 15.2 6.3
Number of Traders in Each Category Total Traders: 24
. 8 . . . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 22,520
Positions
4,851 17,237 0 12,265 2,279 0 2,422 814 245 0 0 0 2,737 1,945
Changes from: April 25, 2023 Total Change is: -64
0 -408 0 -519 0 0 514 171 70 0 0 0 -129 103
Percent of Open Interest Represented by Each Category of Trader
21.5 76.5 0.0 54.5 10.1 0.0 10.8 3.6 1.1 0.0 0.0 0.0 12.2 8.6
Number of Traders in Each Category Total Traders: 35
4 7 0 13 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 2,276,183
Positions
432,791 353,084 60,477 1,024,702 431,620 231,722 134,979 602,843 57,865 84,883 263,952 5,164 243,600 269,456
Changes from: April 25, 2023 Total Change is: 10,389
24,121 2,891 8,544 -4,852 -13,460 -3,418 -7,463 -14,665 -3,564 -3,636 30,921 -2,704 3,361 5,844
Percent of Open Interest Represented by Each Category of Trader
19.0 15.5 2.7 45.0 19.0 10.2 5.9 26.5 2.5 3.7 11.6 0.2 10.7 11.8
Number of Traders in Each Category Total Traders: 545
37 33 22 149 100 114 60 104 59 24 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 37,648
Positions
18,580 32,612 0 16,688 0 0 227 3,703 2 0 0 0 2,151 1,331
Changes from: April 25, 2023 Total Change is: 884
515 616 0 76 0 0 0 325 0 0 0 0 293 -57
Percent of Open Interest Represented by Each Category of Trader
49.4 86.6 0.0 44.3 0.0 0.0 0.6 9.8 0.0 0.0 0.0 0.0 5.7 3.5
Number of Traders in Each Category Total Traders: 22
6 5 0 7 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 22,351
Positions
4,218 20,836 0 13,964 0 0 870 497 18 0 0 0 3,281 1,000
Changes from: April 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.9 93.2 0.0 62.5 0.0 0.0 3.9 2.2 0.1 0.0 0.0 0.0 14.7 4.5
Number of Traders in Each Category Total Traders: 23
4 8 0 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 18,166
Positions
13,489 10,201 0 1,439 5,346 264 1,298 942 0 0 0 0 1,676 1,413
Changes from: April 25, 2023 Total Change is: 15
-17 -4 0 2 -98 -2 456 442 0 0 0 0 -424 -323
Percent of Open Interest Represented by Each Category of Trader
74.3 56.2 0.0 7.9 29.4 1.5 7.1 5.2 0.0 0.0 0.0 0.0 9.2 7.8
Number of Traders in Each Category Total Traders: 23
6 5 0 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 24,156
Positions
9,029 11,933 0 9,260 7,154 1,777 2,413 2,213 0 0 0 0 1,677 1,079
Changes from: April 25, 2023 Total Change is: -138
16 -245 0 -781 0 0 653 -244 0 0 0 0 -26 351
Percent of Open Interest Represented by Each Category of Trader
37.4 49.4 0.0 38.3 29.6 7.4 10.0 9.2 0.0 0.0 0.0 0.0 6.9 4.5
Number of Traders in Each Category Total Traders: 26
. 7 0 6 . . 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 284,500
Positions
37,838 10,020 0 22,776 6,137 3,208 168,099 60,691 6,456 1,044 15,706 0 45,079 182,282
Changes from: April 25, 2023 Total Change is: 27,989
7,764 1,690 0 -2,047 -613 596 25,544 -15,910 4,558 -1,090 2,954 0 -7,336 34,714
Percent of Open Interest Represented by Each Category of Trader
13.3 3.5 0.0 8.0 2.2 1.1 59.1 21.3 2.3 0.4 5.5 0.0 15.8 64.1
Number of Traders in Each Category Total Traders: 28
. . 0 10 . 4 . 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 324,161
Positions
120,129 100,159 138,707 0 33,500 0 6,000 7,187 41,400 14,221 0 0 3,704 3,208
Changes from: April 25, 2023 Total Change is: 4,874
561 4,579 -1,505 0 0 0 250 750 1,050 4,518 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
37.1 30.9 42.8 0.0 10.3 0.0 1.9 2.2 12.8 4.4 0.0 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 27
9 7 12 0 . 0 . . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 38,113
Positions
4,950 4,322 55 22,463 24,683 2,300 921 994 215 321 0 0 6,888 5,544
Changes from: April 25, 2023 Total Change is: -1,233
644 -1,226 3 -2,088 131 13 -601 -326 212 321 0 0 263 -40
Percent of Open Interest Represented by Each Category of Trader
13.0 11.3 0.1 58.9 64.8 6.0 2.4 2.6 0.6 0.8 0.0 0.0 18.1 14.5
Number of Traders in Each Category Total Traders: 58
4 7 . 25 15 14 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 $20)
CFTC Code #20974+ Open Interest is 255,954
Positions
35,815 40,996 3,850 82,084 38,832 9,341 49,705 84,041 9,735 27,008 17,761 357 38,061 51,042
Changes from: April 25, 2023 Total Change is: 206,423
27,731 32,615 3,265 66,239 31,217 7,373 39,385 66,523 8,334 22,718 14,457 355 31,023 42,284
Percent of Open Interest Represented by Each Category of Trader
14.0 16.0 1.5 32.1 15.2 3.6 19.4 32.8 3.8 10.6 6.9 0.1 14.9 19.9
Number of Traders in Each Category Total Traders: 314
26 26 10 71 35 38 42 61 35 21 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 246,962
Positions
36,256 41,188 2,707 81,803 38,832 9,341 49,879 84,684 5,935 27,209 17,654 0 33,832 46,621
Changes from: April 25, 2023 Total Change is: -692
-4,166 -719 -217 2,579 758 -497 -1,719 -2,906 -1,069 5,763 1,134 -10 -1,356 2,834
Percent of Open Interest Represented by Each Category of Trader
14.7 16.7 1.1 33.1 15.7 3.8 20.2 34.3 2.4 11.0 7.1 0.0 13.7 18.9
Number of Traders in Each Category Total Traders: 289
25 25 8 67 35 38 36 57 32 17 26 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 89,919
Positions
7,016 9,505 0 2,807 0 0 31,067 26,377 5,190 1,379 4,465 175 42,285 44,207
Changes from: April 25, 2023 Total Change is: 14,462
1,708 864 0 -224 0 0 9,908 738 3,639 -638 198 0 69 9,023
Percent of Open Interest Represented by Each Category of Trader
7.8 10.6 0.0 3.1 0.0 0.0 34.5 29.3 5.8 1.5 5.0 0.2 47.0 49.2
Number of Traders in Each Category Total Traders: 40
. 4 0 5 0 0 9 11 5 4 5 .
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Traders in Financial Futures - Futures Only Positions as of May 2, 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 540,747
Positions
141,146 72,227 4,246 178,797 200,282 47,475 117,861 142,936 6,012 22,529 40,308 62 22,619 27,199
Changes from: April 25, 2023 Total Change is: 25,918
6,679 -1,701 1,729 2,724 5,176 2,475 16,138 11,732 85 -6,433 4,768 35 2,486 1,619
Percent of Open Interest Represented by Each Category of Trader
26.1 13.4 0.8 33.1 37.0 8.8 21.8 26.4 1.1 4.2 7.5 0.0 4.2 5.0
Number of Traders in Each Category Total Traders: 371
31 19 6 82 78 46 52 82 26 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 13,613
Positions
3,085 6,105 0 8,754 5,384 0 0 864 0 0 0 0 1,774 1,260
Changes from: April 25, 2023 Total Change is: 1,656
1,412 -1,663 0 -243 1,996 0 -235 864 0 0 0 0 722 459
Percent of Open Interest Represented by Each Category of Trader
22.7 44.8 0.0 64.3 39.6 0.0 0.0 6.3 0.0 0.0 0.0 0.0 13.0 9.3
Number of Traders in Each Category Total Traders: 25
4 4 0 10 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 12,638
Positions
0 1,776 0 6,810 2,039 16 437 4,016 0 919 1,503 0 4,456 3,288
Changes from: April 25, 2023 Total Change is: 264
0 -451 0 32 -30 7 -209 738 0 0 -32 0 434 32
Percent of Open Interest Represented by Each Category of Trader
0.0 14.1 0.0 53.9 16.1 0.1 3.5 31.8 0.0 7.3 11.9 0.0 35.3 26.0
Number of Traders in Each Category Total Traders: 23
0 . 0 9 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 47,635
Positions
4,441 6,227 656 22,156 2,250 1,323 9,773 5,393 47 3,350 466 0 5,889 31,273
Changes from: April 25, 2023 Total Change is: 3,417
114 161 -3 1,374 -2 -15 1,110 -1,708 42 526 466 0 269 4,476
Percent of Open Interest Represented by Each Category of Trader
9.3 13.1 1.4 46.5 4.7 2.8 20.5 11.3 0.1 7.0 1.0 0.0 12.4 65.7
Number of Traders in Each Category Total Traders: 56
9 6 . 14 . 5 10 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 421,373
Positions
35,677 223,798 4,191 277,092 88,251 41,658 28,906 21,288 1,592 19,007 32,701 34 13,216 7,860
Changes from: April 25, 2023 Total Change is: 19,151
6,946 13,858 -192 7,846 466 -2,141 4,568 5,664 -490 518 -957 23 2,073 2,920
Percent of Open Interest Represented by Each Category of Trader
8.5 53.1 1.0 65.8 20.9 9.9 6.9 5.1 0.4 4.5 7.8 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 189
13 13 5 76 45 31 17 14 7 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,158,895
Positions
77,906 575,196 10,191 747,518 291,137 118,560 112,330 83,959 6,049 53,943 57,438 1,378 31,020 14,987
Changes from: April 25, 2023 Total Change is: -210
271 -5,684 176 -5,957 11,013 1,000 11,665 -7,223 -1,056 -727 87 4 -5,586 1,473
Percent of Open Interest Represented by Each Category of Trader
6.7 49.6 0.9 64.5 25.1 10.2 9.7 7.2 0.5 4.7 5.0 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 403
26 19 12 156 69 76 54 40 27 29 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 201,776
Positions
29,038 132,166 40,195 35,824 0 1,723 70,128 2,350 19,041 5,219 5,642 215 393 444
Changes from: April 25, 2023 Total Change is: 180
1,447 43 393 1,542 0 300 -6,341 -3,637 2,801 50 0 -50 38 330
Percent of Open Interest Represented by Each Category of Trader
14.4 65.5 19.9 17.8 0.0 0.9 34.8 1.2 9.4 2.6 2.8 0.1 0.2 0.2
Number of Traders in Each Category Total Traders: 94
9 24 14 17 0 . 32 . 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,186,143
Positions
27,571 156,505 113 674,938 337,443 160,259 53,694 332,914 18,592 69,734 67,283 45 181,197 112,989
Changes from: April 25, 2023 Total Change is: -7,215
-1,084 -9,854 -405 -7,544 -586 -368 -6,523 -6,839 2,780 819 485 -34 5,144 7,606
Percent of Open Interest Represented by Each Category of Trader
2.3 13.2 0.0 56.9 28.4 13.5 4.5 28.1 1.6 5.9 5.7 0.0 15.3 9.5
Number of Traders in Each Category Total Traders: 182
5 15 . 65 28 60 24 33 23 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,450,044
Positions
6,398 99,509 2,918 886,265 259,718 258,663 66,176 678,200 13,604 46,787 16,572 0 169,233 120,860
Changes from: April 25, 2023 Total Change is: 22,387
1,608 19,880 1,224 6,084 6,436 4,887 16,904 -3,709 -7,465 578 530 0 -1,433 604
Percent of Open Interest Represented by Each Category of Trader
0.4 6.9 0.2 61.1 17.9 17.8 4.6 46.8 0.9 3.2 1.1 0.0 11.7 8.3
Number of Traders in Each Category Total Traders: 166
. 11 . 82 24 60 12 24 12 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 2,757,977
Positions
59,519 275,040 28,316 1,264,637 375,561 356,904 525,562 1,346,091 27,674 257,039 170,359 16,632 221,694 161,400
Changes from: April 25, 2023 Total Change is: 38,536
-757 -25,720 8,245 32,227 -44,231 7,702 -9,557 88,236 2,434 -5,147 -775 3,370 19 -725
Percent of Open Interest Represented by Each Category of Trader
2.2 10.0 1.0 45.9 13.6 12.9 19.1 48.8 1.0 9.3 6.2 0.6 8.0 5.9
Number of Traders in Each Category Total Traders: 387
15 30 9 130 48 90 53 53 30 37 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 4,396,673
Positions
152,875 316,069 27,913 2,275,993 1,047,958 737,131 315,916 1,641,471 115,256 346,678 147,164 3,768 421,143 359,943
Changes from: April 25, 2023 Total Change is: 34,451
-25,878 -10,452 6,654 23,981 -61,587 -10,284 23,390 119,837 -3,419 9,611 -10,539 -9,979 20,375 14,220
Percent of Open Interest Represented by Each Category of Trader
3.5 7.2 0.6 51.8 23.8 16.8 7.2 37.3 2.6 7.9 3.3 0.1 9.6 8.2
Number of Traders in Each Category Total Traders: 384
19 27 14 114 62 99 53 69 53 28 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,634,769
Positions
60,981 66,403 2,328 821,267 597,733 235,091 168,166 430,755 9,231 173,753 49,229 700 163,252 243,299
Changes from: April 25, 2023 Total Change is: 32,435
1,106 7,183 607 20,242 9,725 -483 -6,430 8,855 801 13,720 1,216 0 2,872 4,531
Percent of Open Interest Represented by Each Category of Trader
3.7 4.1 0.1 50.2 36.6 14.4 10.3 26.3 0.6 10.6 3.0 0.0 10.0 14.9
Number of Traders in Each Category Total Traders: 160
4 14 5 45 50 60 10 24 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 4,760,542
Positions
45,485 675,615 21,490 2,464,209 643,278 606,077 697,058 2,132,909 144,646 420,177 204,007 551 360,849 331,969
Changes from: April 25, 2023 Total Change is: 184,451
5,920 47,809 2,322 120,353 -29,214 -21,116 -9,492 198,379 61,990 23,442 -79,950 -145 1,177 4,376
Percent of Open Interest Represented by Each Category of Trader
1.0 14.2 0.5 51.8 13.5 12.7 14.6 44.8 3.0 8.8 4.3 0.0 7.6 7.0
Number of Traders in Each Category Total Traders: 366
14 31 15 134 34 96 57 57 54 22 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,483,670
Positions
452,816 223,554 391,718 9,944 27,967 25,397 179,191 353,427 389,175 0 17,430 375 35,054 54,627
Changes from: April 25, 2023 Total Change is: -425,397
-89,816 -36,632 -165,424 193 -19,207 -5,591 8,427 -35,877 -164,390 -2,000 1,345 0 -6,796 379
Percent of Open Interest Represented by Each Category of Trader
30.5 15.1 26.4 0.7 1.9 1.7 12.1 23.8 26.2 0.0 1.2 0.0 2.4 3.7
Number of Traders in Each Category Total Traders: 138
27 29 51 . 5 4 32 32 47 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 622,901
Positions
243,735 285,694 65,880 57,828 0 4,386 165,400 167,720 24,383 4,617 5,829 0 56,672 69,009
Changes from: April 25, 2023 Total Change is: 18,179
11,313 13,935 4,982 -6,716 0 2,015 7,706 -991 -88 0 -3,132 0 -1,033 1,458
Percent of Open Interest Represented by Each Category of Trader
39.1 45.9 10.6 9.3 0.0 0.7 26.6 26.9 3.9 0.7 0.9 0.0 9.1 11.1
Number of Traders in Each Category Total Traders: 73
15 20 20 . 0 . 16 14 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 9,641,185
Positions
3,113,943 2,363,920 1,902,517 315,821 554,625 439,829 1,271,523 1,453,034 2,411,994 60,247 381,783 84,809 40,502 48,674
Changes from: April 25, 2023 Total Change is: 101,571
11,666 72,745 6,968 -17,469 -42,396 2,096 42,008 -7,503 48,426 3,687 15,027 5,242 -1,053 966
Percent of Open Interest Represented by Each Category of Trader
32.3 24.5 19.7 3.3 5.8 4.6 13.2 15.1 25.0 0.6 4.0 0.9 0.4 0.5
Number of Traders in Each Category Total Traders: 848
55 121 132 29 74 64 90 173 168 75 151 123
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 733,712
Positions
184,989 226,837 238,068 0 4,237 5,074 178,069 115,158 126,632 0 15,055 164 716 2,487
Changes from: April 25, 2023 Total Change is: -170,756
6,870 -34,115 -61,064 0 -18,887 1,653 -85,424 -23,865 -32,240 -700 -3,195 36 113 921
Percent of Open Interest Represented by Each Category of Trader
25.2 30.9 32.4 0.0 0.6 0.7 24.3 15.7 17.3 0.0 2.1 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 169
31 51 53 0 6 . 30 38 45 0 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 12,521
Positions
554 2,825 91 6,582 363 587 2,280 6,596 523 540 823 105 1,259 608
Changes from: April 25, 2023 Total Change is: -1,543
96 -220 11 176 107 -299 31 -29 -540 -271 236 -642 -105 -167
Percent of Open Interest Represented by Each Category of Trader
4.4 22.6 0.7 52.6 2.9 4.7 18.2 52.7 4.2 4.3 6.6 0.8 10.1 4.9
Number of Traders in Each Category Total Traders: 104
5 9 . 7 . . 24 37 14 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 7,502
Positions
274 1,866 43 401 28 17 1,682 3,011 283 2,210 1,064 60 2,532 1,130
Changes from: April 25, 2023 Total Change is: -3,154
53 -1,250 43 23 -1 -6 -3,126 -479 -41 122 -988 -1 -221 -431
Percent of Open Interest Represented by Each Category of Trader
3.7 24.9 0.6 5.3 0.4 0.2 22.4 40.1 3.8 29.5 14.2 0.8 33.8 15.1
Number of Traders in Each Category Total Traders: 92
. . . 5 . . 12 13 5 42 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 3,112
Positions
252 357 0 593 52 37 1,209 2,049 91 227 140 26 677 360
Changes from: April 25, 2023 Total Change is: -782
45 -31 -54 -30 -25 -29 -599 -43 -127 83 -384 -5 -66 -84
Percent of Open Interest Represented by Each Category of Trader
8.1 11.5 0.0 19.1 1.7 1.2 38.8 65.8 2.9 7.3 4.5 0.8 21.8 11.6
Number of Traders in Each Category Total Traders: 63
4 5 0 5 . . 18 20 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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 13,348
Positions
0 1,836 0 1,857 0 0 2,029 7,138 298 8,128 3,325 347 689 404
Changes from: April 25, 2023 Total Change is: -4,059
-103 -2,611 -31 458 -31 0 1,225 4,581 -4,426 -1,063 -1,465 19 -138 -95
Percent of Open Interest Represented by Each Category of Trader
0.0 13.8 0.0 13.9 0.0 0.0 15.2 53.5 2.2 60.9 24.9 2.6 5.2 3.0
Number of Traders in Each Category Total Traders: 90
0 . 0 . 0 0 8 7 . 54 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 2, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 32,774
Positions
0 11,449 0 11,917 6,253 888 10,646 8,752 914 3,234 1,290 90 5,085 3,138
Changes from: April 25, 2023 Total Change is: -1,667
-94 286 0 -1,224 -213 33 -223 -1,486 -270 164 11 81 -134 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 36.4 19.1 2.7 32.5 26.7 2.8 9.9 3.9 0.3 15.5 9.6
Number of Traders in Each Category Total Traders: 96
0 . 0 8 8 . 22 22 10 21 12 .
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Traders in Financial Futures - Futures Only Positions as of May 2, 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 385,804
Positions
46,636 18,352 13,822 126,384 105,820 43,121 65,628 113,817 44,212 5,979 5,677 12,077 27,945 28,906
Changes from: April 25, 2023 Total Change is: 15,641
6,276 2,355 1,259 3,497 1,546 3,727 4,160 9,975 -6,031 352 504 -275 2,676 2,581
Percent of Open Interest Represented by Each Category of Trader
12.1 4.8 3.6 32.8 27.4 11.2 17.0 29.5 11.5 1.5 1.5 3.1 7.2 7.5
Number of Traders in Each Category Total Traders: 206
17 9 13 27 32 27 50 41 53 14 10 17
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Traders in Financial Futures - Futures Only Positions as of May 2, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 56,592
Positions
40,981 42,699 0 7,669 3,555 1,370 5,651 8,643 34 573 158 18 296 115
Changes from: April 25, 2023 Total Change is: 1,453
-5 0 0 -660 1,258 0 1,854 127 -3 296 70 0 -29 1
Percent of Open Interest Represented by Each Category of Trader
72.4 75.5 0.0 13.6 6.3 2.4 10.0 15.3 0.1 1.0 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 37
5 . 0 10 . . 8 4 . . . .
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Updated May 05, 2023