Traders in Financial Futures - Futures Only Positions as of May 16, 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 161,195
Positions
58,883 2,930 690 27,249 76,595 3,947 25,181 37,122 5,365 9,079 2,202 34 30,767 32,310
Changes from: May 9, 2023 Total Change is: 1,831
4,860 -1,293 89 -91 4,573 5 -1,639 -2,743 -89 -837 -93 -8 -459 1,390
Percent of Open Interest Represented by Each Category of Trader
36.5 1.8 0.4 16.9 47.5 2.4 15.6 23.0 3.3 5.6 1.4 0.0 19.1 20.0
Number of Traders in Each Category Total Traders: 99
12 . . 13 23 9 20 20 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 43,681
Positions
14,499 6,064 60 4,951 12,278 280 5,668 7,464 1,956 1,667 0 0 14,600 15,579
Changes from: May 9, 2023 Total Change is: 292
-172 1,236 0 102 -1,051 -58 841 -221 -244 -120 0 0 -57 630
Percent of Open Interest Represented by Each Category of Trader
33.2 13.9 0.1 11.3 28.1 0.6 13.0 17.1 4.5 3.8 0.0 0.0 33.4 35.7
Number of Traders in Each Category Total Traders: 38
. 4 . 5 9 . 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 247,165
Positions
55,715 64,110 2,375 76,148 68,232 4,611 56,611 58,929 19,445 1,387 3,726 0 30,873 25,737
Changes from: May 9, 2023 Total Change is: 4,589
-120 4,234 -441 -357 676 112 3,914 -2,207 1,665 0 -1,130 0 -184 1,680
Percent of Open Interest Represented by Each Category of Trader
22.5 25.9 1.0 30.8 27.6 1.9 22.9 23.8 7.9 0.6 1.5 0.0 12.5 10.4
Number of Traders in Each Category Total Traders: 129
5 9 . 16 28 12 27 35 18 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 200,515
Positions
50,237 18,976 1,734 87,556 70,492 3,285 25,509 62,763 1,663 3,961 3,686 0 26,570 37,916
Changes from: May 9, 2023 Total Change is: 7,941
3,479 -5,288 194 4,189 7,673 -375 4,362 6,065 -1,024 -304 77 0 -2,580 619
Percent of Open Interest Represented by Each Category of Trader
25.1 9.5 0.9 43.7 35.2 1.6 12.7 31.3 0.8 2.0 1.8 0.0 13.3 18.9
Number of Traders in Each Category Total Traders: 126
9 9 . 22 24 16 18 37 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 789,930
Positions
17,780 549,939 3,903 521,175 79,390 21,048 69,220 53,952 25,019 34,208 10,346 4,365 93,212 41,968
Changes from: May 9, 2023 Total Change is: -4,791
-678 -291 332 3,372 2,913 -408 -8,826 -10,691 2,302 2,287 630 131 -3,303 291
Percent of Open Interest Represented by Each Category of Trader
2.3 69.6 0.5 66.0 10.1 2.7 8.8 6.8 3.2 4.3 1.3 0.6 11.8 5.3
Number of Traders in Each Category Total Traders: 303
10 16 5 128 28 53 50 39 27 22 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,584
Positions
400 20,399 0 12,406 1,275 3,526 2,832 2,321 3 0 0 0 12,417 4,060
Changes from: May 9, 2023 Total Change is: 1,149
-1 51 -15 -11 2 68 945 430 0 0 0 0 163 613
Percent of Open Interest Represented by Each Category of Trader
1.3 64.6 0.0 39.3 4.0 11.2 9.0 7.3 0.0 0.0 0.0 0.0 39.3 12.9
Number of Traders in Each Category Total Traders: 26
. . 0 15 . 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 167,020
Positions
58,787 2,223 319 47,513 95,785 6,044 30,052 32,166 1,668 2,961 831 0 19,676 27,984
Changes from: May 9, 2023 Total Change is: 1,488
-367 623 183 826 2,044 30 826 -3,147 15 -330 831 0 305 909
Percent of Open Interest Represented by Each Category of Trader
35.2 1.3 0.2 28.4 57.3 3.6 18.0 19.3 1.0 1.8 0.5 0.0 11.8 16.8
Number of Traders in Each Category Total Traders: 91
8 . . 13 23 13 18 22 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 254,037
Positions
9,165 112,503 843 145,274 8,206 373 84,335 69,666 1,899 3,067 57,296 113 8,968 3,138
Changes from: May 9, 2023 Total Change is: -1,404
78 1,229 82 -5,872 -1,000 284 4,037 -3,397 643 -773 -33 8 109 780
Percent of Open Interest Represented by Each Category of Trader
3.6 44.3 0.3 57.2 3.2 0.1 33.2 27.4 0.7 1.2 22.6 0.0 3.5 1.2
Number of Traders in Each Category Total Traders: 176
. 13 . 30 6 . 66 28 13 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 50,633
Positions
857 35,844 173 23,577 5,362 0 18,380 4,530 48 3,113 3,484 0 4,485 1,192
Changes from: May 9, 2023 Total Change is: 1,425
-50 -543 0 -471 855 0 -124 387 -26 1,452 1,491 0 644 -739
Percent of Open Interest Represented by Each Category of Trader
1.7 70.8 0.3 46.6 10.6 0.0 36.3 8.9 0.1 6.1 6.9 0.0 8.9 2.4
Number of Traders in Each Category Total Traders: 79
. 4 . 15 7 0 27 8 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 36,187
Positions
10,438 3,069 8 8,450 20,110 194 12,999 8,780 52 350 410 1 3,695 3,563
Changes from: May 9, 2023 Total Change is: -5,396
309 -781 -52 -950 877 -109 -4,531 -5,469 8 -56 -21 -29 14 180
Percent of Open Interest Represented by Each Category of Trader
28.8 8.5 0.0 23.4 55.6 0.5 35.9 24.3 0.1 1.0 1.1 0.0 10.2 9.8
Number of Traders in Each Category Total Traders: 78
8 . . 13 15 . 20 14 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 36,901
Positions
18,425 127 37 834 30,646 0 16,253 3,358 7 468 559 0 877 2,167
Changes from: May 9, 2023 Total Change is: 2,228
1,136 15 -2 337 1,219 0 1,362 754 -146 0 97 0 -459 291
Percent of Open Interest Represented by Each Category of Trader
49.9 0.3 0.1 2.3 83.0 0.0 44.0 9.1 0.0 1.3 1.5 0.0 2.4 5.9
Number of Traders in Each Category Total Traders: 49
4 . . 4 8 0 13 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 99,483
Positions
38,420 19,653 1,139 15,798 11,323 460 17,721 25,889 4,032 8,652 18,773 467 12,794 17,747
Changes from: May 9, 2023 Total Change is: 2,487
269 -57 378 1,949 696 2 -990 763 1,125 -598 -531 17 335 95
Percent of Open Interest Represented by Each Category of Trader
38.6 19.8 1.1 15.9 11.4 0.5 17.8 26.0 4.1 8.7 18.9 0.5 12.9 17.8
Number of Traders in Each Category Total Traders: 115
13 15 5 17 9 5 20 28 15 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 96,208
Positions
38,386 19,522 1,139 15,772 11,273 460 17,230 25,847 2,796 9,099 18,687 0 11,326 16,484
Changes from: May 9, 2023 Total Change is: 2,384
263 -100 378 1,970 696 2 -1,339 -5 1,533 -581 -556 0 158 436
Percent of Open Interest Represented by Each Category of Trader
39.9 20.3 1.2 16.4 11.7 0.5 17.9 26.9 2.9 9.5 19.4 0.0 11.8 17.1
Number of Traders in Each Category Total Traders: 100
12 14 5 16 8 5 16 25 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 38,047
Positions
11,246 27,869 0 20,151 1,902 2,182 2,447 4,380 100 0 0 0 1,921 1,614
Changes from: May 9, 2023 Total Change is: 225
7 21 0 -101 -161 265 -179 -104 0 0 0 0 233 204
Percent of Open Interest Represented by Each Category of Trader
29.6 73.2 0.0 53.0 5.0 5.7 6.4 11.5 0.3 0.0 0.0 0.0 5.0 4.2
Number of Traders in Each Category Total Traders: 35
6 5 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 32,753
Positions
341 1,314 0 263 500 0 14,307 9,821 2,964 75 5,401 125 14,678 12,628
Changes from: May 9, 2023 Total Change is: 1,032
60 427 0 -211 0 0 -848 3,342 258 75 492 -75 1,773 -3,412
Percent of Open Interest Represented by Each Category of Trader
1.0 4.0 0.0 0.8 1.5 0.0 43.7 30.0 9.0 0.2 16.5 0.4 44.8 38.6
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 5 8 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 2,339,836
Positions
443,023 358,177 70,240 1,045,630 431,214 231,915 122,528 611,310 84,520 86,430 255,506 6,910 248,640 290,043
Changes from: May 9, 2023 Total Change is: 14,377
6,892 20,457 3,176 21,951 5,898 -3,183 -12,851 -26,677 882 3,338 12,765 -4,032 -1,796 5,091
Percent of Open Interest Represented by Each Category of Trader
18.9 15.3 3.0 44.7 18.4 9.9 5.2 26.1 3.6 3.7 10.9 0.3 10.6 12.4
Number of Traders in Each Category Total Traders: 542
37 31 22 153 92 114 55 112 58 24 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 18,001
Positions
918 13,143 0 10,045 1,915 333 3,802 1,343 200 0 0 0 2,703 1,067
Changes from: May 9, 2023 Total Change is: 36
-227 654 -12 302 0 0 -446 237 0 0 0 0 419 -843
Percent of Open Interest Represented by Each Category of Trader
5.1 73.0 0.0 55.8 10.6 1.8 21.1 7.5 1.1 0.0 0.0 0.0 15.0 5.9
Number of Traders in Each Category Total Traders: 27
. 9 0 6 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,165
Positions
7,108 15,253 0 14,509 7,535 0 1,882 1,244 339 0 0 0 2,327 1,794
Changes from: May 9, 2023 Total Change is: 3,371
1,358 1,651 0 2,497 1,936 0 17 384 4 0 0 0 -505 -604
Percent of Open Interest Represented by Each Category of Trader
27.2 58.3 0.0 55.5 28.8 0.0 7.2 4.8 1.3 0.0 0.0 0.0 8.9 6.9
Number of Traders in Each Category Total Traders: 35
5 6 0 13 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 2,306,298
Positions
443,410 361,216 65,914 1,044,159 431,121 231,135 127,634 628,910 57,203 86,326 253,345 6,910 243,607 270,544
Changes from: May 9, 2023 Total Change is: 10,039
6,588 20,635 2,831 22,111 5,891 -3,112 -10,911 -22,938 -4,812 3,338 12,465 -4,032 -1,962 3,111
Percent of Open Interest Represented by Each Category of Trader
19.2 15.7 2.9 45.3 18.7 10.0 5.5 27.3 2.5 3.7 11.0 0.3 10.6 11.7
Number of Traders in Each Category Total Traders: 533
36 32 21 151 91 111 56 106 56 23 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 31,436
Positions
20,024 26,707 0 9,507 0 0 197 3,231 191 0 0 0 1,517 1,307
Changes from: May 9, 2023 Total Change is: -391
-188 3 0 -70 0 0 -1 -443 188 0 0 0 -320 -139
Percent of Open Interest Represented by Each Category of Trader
63.7 85.0 0.0 30.2 0.0 0.0 0.6 10.3 0.6 0.0 0.0 0.0 4.8 4.2
Number of Traders in Each Category Total Traders: 23
6 5 0 6 0 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 17,370
Positions
6,715 16,125 0 6,838 0 0 800 245 0 0 0 0 3,017 1,000
Changes from: May 9, 2023 Total Change is: -5,485
1,752 -5,438 0 -7,057 0 0 128 -174 -19 0 0 0 -289 146
Percent of Open Interest Represented by Each Category of Trader
38.7 92.8 0.0 39.4 0.0 0.0 4.6 1.4 0.0 0.0 0.0 0.0 17.4 5.8
Number of Traders in Each Category Total Traders: 21
6 7 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 18,178
Positions
13,946 10,409 0 1,408 5,084 213 985 1,186 0 0 0 0 1,626 1,286
Changes from: May 9, 2023 Total Change is: 1
459 108 0 0 -290 -23 -313 224 0 0 0 0 -122 -18
Percent of Open Interest Represented by Each Category of Trader
76.7 57.3 0.0 7.7 28.0 1.2 5.4 6.5 0.0 0.0 0.0 0.0 8.9 7.1
Number of Traders in Each Category Total Traders: 26
8 4 0 . 5 . 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,886
Positions
3,385 12,238 0 8,526 0 0 0 507 0 0 0 0 1,975 1,141
Changes from: May 9, 2023 Total Change is: 74
0 91 0 951 0 0 0 -229 0 0 0 0 -877 212
Percent of Open Interest Represented by Each Category of Trader
24.4 88.1 0.0 61.4 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0 14.2 8.2
Number of Traders in Each Category Total Traders: 22
. 9 0 8 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 24,437
Positions
9,660 9,766 0 9,673 9,981 1,752 2,036 1,955 0 0 0 0 1,316 983
Changes from: May 9, 2023 Total Change is: 194
532 583 0 98 1,102 -20 -123 -153 0 0 0 0 -293 -1,318
Percent of Open Interest Represented by Each Category of Trader
39.5 40.0 0.0 39.6 40.8 7.2 8.3 8.0 0.0 0.0 0.0 0.0 5.4 4.0
Number of Traders in Each Category Total Traders: 30
4 9 0 7 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 335,377
Positions
39,394 12,877 0 20,449 6,673 2,057 215,488 90,551 6,617 1,044 21,610 0 50,328 194,992
Changes from: May 9, 2023 Total Change is: 43,376
6,484 1,665 0 -1,300 374 -1,006 35,746 17,759 1,789 0 2,995 0 1,663 19,800
Percent of Open Interest Represented by Each Category of Trader
11.7 3.8 0.0 6.1 2.0 0.6 64.3 27.0 2.0 0.3 6.4 0.0 15.0 58.1
Number of Traders in Each Category Total Traders: 29
. . 0 9 . . 5 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 328,811
Positions
119,029 104,409 140,207 0 33,500 0 7,995 3,832 43,155 14,221 0 0 4,204 3,708
Changes from: May 9, 2023 Total Change is: 3,250
500 3,000 0 0 0 0 1,995 -505 255 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
36.2 31.8 42.6 0.0 10.2 0.0 2.4 1.2 13.1 4.3 0.0 0.0 1.3 1.1
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 16, 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 37,328
Positions
5,006 3,362 79 22,216 24,012 2,568 486 1,562 225 0 0 0 6,748 5,520
Changes from: May 9, 2023 Total Change is: -92
18 -718 25 138 595 -119 -228 56 7 0 0 0 67 62
Percent of Open Interest Represented by Each Category of Trader
13.4 9.0 0.2 59.5 64.3 6.9 1.3 4.2 0.6 0.0 0.0 0.0 18.1 14.8
Number of Traders in Each Category Total Traders: 56
4 5 . 24 16 14 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 283,785
Positions
40,625 51,425 4,922 89,061 37,925 9,637 64,723 92,432 15,323 18,651 15,391 518 40,325 56,212
Changes from: May 9, 2023 Total Change is: 19,186
6,421 6,849 319 6,107 -448 151 8,575 6,435 2,236 -4,559 -1,323 73 -137 4,894
Percent of Open Interest Represented by Each Category of Trader
14.3 18.1 1.7 31.4 13.4 3.4 22.8 32.6 5.4 6.6 5.4 0.2 14.2 19.8
Number of Traders in Each Category Total Traders: 336
22 31 12 74 34 35 48 68 41 21 37 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 273,355
Positions
41,301 51,628 3,565 88,753 37,925 9,637 63,768 95,174 9,979 18,936 15,225 11 37,405 50,211
Changes from: May 9, 2023 Total Change is: 18,182
6,722 6,991 53 6,072 -448 151 7,058 7,782 1,459 -4,567 -1,381 7 1,227 3,568
Percent of Open Interest Represented by Each Category of Trader
15.1 18.9 1.3 32.5 13.9 3.5 23.3 34.8 3.7 6.9 5.6 0.0 13.7 18.4
Number of Traders in Each Category Total Traders: 302
23 28 9 70 34 35 41 60 33 15 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 104,298
Positions
6,805 11,538 0 3,083 0 0 59,544 22,570 3,446 2,028 6,537 195 29,197 60,012
Changes from: May 9, 2023 Total Change is: 10,036
-349 1,240 0 349 0 0 22,311 -6,323 621 720 1,218 20 -13,636 13,260
Percent of Open Interest Represented by Each Category of Trader
6.5 11.1 0.0 3.0 0.0 0.0 57.1 21.6 3.3 1.9 6.3 0.2 28.0 57.5
Number of Traders in Each Category Total Traders: 53
. 5 0 5 0 0 13 14 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 546,521
Positions
141,514 71,884 5,460 182,198 200,749 46,514 119,527 142,752 5,124 24,723 46,035 225 21,236 27,778
Changes from: May 9, 2023 Total Change is: 6,061
-1,429 2,060 285 1,535 1,633 1,393 1,772 -5,629 -83 1,188 5,784 2 1,398 616
Percent of Open Interest Represented by Each Category of Trader
25.9 13.2 1.0 33.3 36.7 8.5 21.9 26.1 0.9 4.5 8.4 0.0 3.9 5.1
Number of Traders in Each Category Total Traders: 370
31 17 5 80 77 45 50 87 27 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 14,178
Positions
3,590 6,849 0 9,496 5,368 0 0 1,220 0 0 0 0 1,092 741
Changes from: May 9, 2023 Total Change is: 725
346 495 0 320 128 0 0 361 0 0 0 0 59 -259
Percent of Open Interest Represented by Each Category of Trader
25.3 48.3 0.0 67.0 37.9 0.0 0.0 8.6 0.0 0.0 0.0 0.0 7.7 5.2
Number of Traders in Each Category Total Traders: 27
4 4 0 12 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,130
Positions
293 2,531 0 7,484 1,501 10 437 5,266 0 919 1,541 0 4,987 3,281
Changes from: May 9, 2023 Total Change is: 1,834
293 755 0 697 -38 0 0 700 0 0 130 0 844 287
Percent of Open Interest Represented by Each Category of Trader
2.1 17.9 0.0 53.0 10.6 0.1 3.1 37.3 0.0 6.5 10.9 0.0 35.3 23.2
Number of Traders in Each Category Total Traders: 25
. . 0 9 . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 54,119
Positions
5,134 8,324 675 23,665 2,056 1,281 13,504 9,002 87 2,876 466 0 6,897 32,228
Changes from: May 9, 2023 Total Change is: 6,168
547 1,715 -8 1,388 -194 -26 2,874 4,253 16 -139 0 0 1,516 412
Percent of Open Interest Represented by Each Category of Trader
9.5 15.4 1.2 43.7 3.8 2.4 25.0 16.6 0.2 5.3 0.9 0.0 12.7 59.6
Number of Traders in Each Category Total Traders: 62
9 6 . 13 . 5 13 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 421,102
Positions
34,731 225,297 3,784 280,637 91,496 38,873 28,822 20,433 1,905 19,702 32,442 161 12,487 6,711
Changes from: May 9, 2023 Total Change is: 2,281
1,145 -5,432 -5 5,231 1,957 -1,454 446 3,136 318 515 3,141 -60 -3,855 680
Percent of Open Interest Represented by Each Category of Trader
8.2 53.5 0.9 66.6 21.7 9.2 6.8 4.9 0.5 4.7 7.7 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 191
11 15 4 74 45 32 21 14 10 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,143,359
Positions
85,009 559,013 7,605 736,787 303,138 120,131 102,404 72,420 6,909 52,998 58,407 1,311 30,205 14,425
Changes from: May 9, 2023 Total Change is: -8,093
4,702 -21,665 -2,683 -9,372 15,053 -646 254 1,934 802 -1,386 -1,097 -17 253 226
Percent of Open Interest Represented by Each Category of Trader
7.4 48.9 0.7 64.4 26.5 10.5 9.0 6.3 0.6 4.6 5.1 0.1 2.6 1.3
Number of Traders in Each Category Total Traders: 405
27 19 11 151 72 76 54 43 28 29 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 201,168
Positions
29,432 133,021 40,395 36,467 0 1,723 70,628 3,353 16,702 5,292 5,642 215 314 117
Changes from: May 9, 2023 Total Change is: -3,331
659 -2,611 -355 -59 0 0 -1,106 1,088 -1,543 0 0 0 -927 90
Percent of Open Interest Represented by Each Category of Trader
14.6 66.1 20.1 18.1 0.0 0.9 35.1 1.7 8.3 2.6 2.8 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 90
10 23 14 15 0 . 30 . 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,236,267
Positions
30,256 165,515 4,163 675,728 353,236 176,377 51,037 311,158 36,380 78,517 67,525 0 183,809 121,913
Changes from: May 9, 2023 Total Change is: 46,853
421 14,662 1,446 11,379 -40 13,467 9,350 20 7,381 2,660 290 -99 848 9,726
Percent of Open Interest Represented by Each Category of Trader
2.4 13.4 0.3 54.7 28.6 14.3 4.1 25.2 2.9 6.4 5.5 0.0 14.9 9.9
Number of Traders in Each Category Total Traders: 188
6 14 6 65 31 63 29 29 22 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,487,787
Positions
8,580 78,375 3,385 873,580 270,150 271,840 70,525 697,003 25,254 51,571 18,733 0 183,052 123,047
Changes from: May 9, 2023 Total Change is: 25,037
3,511 -17,036 491 -2,360 10,040 2,454 4,038 16,247 8,116 3,874 179 0 4,913 4,546
Percent of Open Interest Represented by Each Category of Trader
0.6 5.3 0.2 58.7 18.2 18.3 4.7 46.8 1.7 3.5 1.3 0.0 12.3 8.3
Number of Traders in Each Category Total Traders: 165
. 9 4 80 25 60 16 22 16 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 3,164,301
Positions
79,638 256,798 24,853 1,363,629 410,407 416,193 661,053 1,698,663 43,730 335,994 155,630 11,408 227,803 146,619
Changes from: May 9, 2023 Total Change is: 157,009
9,208 -46,715 5,459 58,055 649 26,111 20,619 178,815 13,408 18,467 -13,810 -471 6,153 -6,437
Percent of Open Interest Represented by Each Category of Trader
2.5 8.1 0.8 43.1 13.0 13.2 20.9 53.7 1.4 10.6 4.9 0.4 7.2 4.6
Number of Traders in Each Category Total Traders: 401
22 33 17 133 48 93 44 58 36 43 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 4,718,099
Positions
153,716 347,198 27,303 2,374,599 1,149,778 749,590 351,260 1,774,723 176,319 425,638 155,253 4,718 454,956 333,217
Changes from: May 9, 2023 Total Change is: 208,081
10,479 9,861 -1,352 20,981 58,914 35,409 61,034 72,070 33,423 18,446 1,731 132 29,529 -2,107
Percent of Open Interest Represented by Each Category of Trader
3.3 7.4 0.6 50.3 24.4 15.9 7.4 37.6 3.7 9.0 3.3 0.1 9.6 7.1
Number of Traders in Each Category Total Traders: 398
21 28 16 128 58 100 50 66 56 32 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,726,991
Positions
66,041 66,056 4,868 833,383 610,338 243,754 194,416 465,321 38,536 180,619 51,172 750 164,624 246,196
Changes from: May 9, 2023 Total Change is: 52,353
3,147 -8,429 4,289 11,664 10,937 9,182 317 3,842 28,410 -35 -571 50 -4,671 4,643
Percent of Open Interest Represented by Each Category of Trader
3.8 3.8 0.3 48.3 35.3 14.1 11.3 26.9 2.2 10.5 3.0 0.0 9.5 14.3
Number of Traders in Each Category Total Traders: 170
5 13 10 47 50 60 12 26 19 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 5,100,803
Positions
54,805 682,117 18,405 2,503,293 693,119 655,731 887,015 2,420,019 160,205 451,981 153,037 729 368,639 317,441
Changes from: May 9, 2023 Total Change is: 14,484
-9,315 3,753 -2,665 -21,706 3,309 31,522 5,033 13,174 -4,661 8,884 -24,482 -81 7,473 -5,385
Percent of Open Interest Represented by Each Category of Trader
1.1 13.4 0.4 49.1 13.6 12.9 17.4 47.4 3.1 8.9 3.0 0.0 7.2 6.2
Number of Traders in Each Category Total Traders: 372
15 32 16 140 31 99 55 59 49 25 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,585,578
Positions
439,683 289,249 411,041 11,251 34,433 20,833 273,036 360,372 397,128 0 19,119 1,225 31,381 52,178
Changes from: May 9, 2023 Total Change is: 83,297
-14,631 35,209 22,943 321 -97 1,049 25,837 -10,826 50,340 0 -4,803 850 -3,412 -11,368
Percent of Open Interest Represented by Each Category of Trader
27.7 18.2 25.9 0.7 2.2 1.3 17.2 22.7 25.0 0.0 1.2 0.1 2.0 3.3
Number of Traders in Each Category Total Traders: 150
26 34 52 4 6 4 25 44 51 0 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 550,147
Positions
230,815 291,839 28,060 63,521 0 341 148,164 149,915 14,202 4,617 2,679 0 60,427 63,111
Changes from: May 9, 2023 Total Change is: -82,095
-10,175 -8,134 -33,423 5,247 0 -3,818 -26,747 -19,189 -6,968 0 -3,732 0 -6,211 -6,831
Percent of Open Interest Represented by Each Category of Trader
42.0 53.0 5.1 11.5 0.0 0.1 26.9 27.2 2.6 0.8 0.5 0.0 11.0 11.5
Number of Traders in Each Category Total Traders: 71
14 19 4 . 0 . 17 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 9,968,001
Positions
3,006,739 2,610,533 1,868,959 358,276 588,031 467,352 1,332,987 1,197,869 2,735,432 62,754 354,439 93,960 41,542 51,426
Changes from: May 9, 2023 Total Change is: 119,867
-133,794 178,235 384 27,401 -38,440 20,402 80,611 -179,630 127,684 -891 8,016 -1,369 -561 4,585
Percent of Open Interest Represented by Each Category of Trader
30.2 26.2 18.7 3.6 5.9 4.7 13.4 12.0 27.4 0.6 3.6 0.9 0.4 0.5
Number of Traders in Each Category Total Traders: 883
57 118 130 32 75 68 100 176 180 76 156 129
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 816,902
Positions
208,288 246,564 253,764 14,615 2,433 6,105 172,755 121,834 160,391 100 24,975 149 735 687
Changes from: May 9, 2023 Total Change is: 38,964
21,840 26,365 -1,144 7,934 805 1,712 -6,283 -8,871 14,938 100 5,510 -56 -77 -295
Percent of Open Interest Represented by Each Category of Trader
25.5 30.2 31.1 1.8 0.3 0.7 21.1 14.9 19.6 0.0 3.1 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 177
32 53 55 . 5 . 34 37 50 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 24,037
Positions
3,200 0 0 0 572 0 1,247 20,534 10 19,580 2,899 0 0 22
Changes from: May 9, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.0 2.4 0.0 5.2 85.4 0.0 81.5 12.1 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 13,043
Positions
558 2,469 90 6,349 169 565 2,337 7,062 831 953 949 26 1,334 882
Changes from: May 9, 2023 Total Change is: -59
2 -14 36 -162 -60 -20 -415 -572 162 554 369 -216 0 256
Percent of Open Interest Represented by Each Category of Trader
4.3 18.9 0.7 48.7 1.3 4.3 17.9 54.1 6.4 7.3 7.3 0.2 10.2 6.8
Number of Traders in Each Category Total Traders: 101
6 7 5 5 . . 22 43 19 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 16, 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 10,506
Positions
503 2,429 182 362 632 12 3,632 3,459 1,013 2,063 1,280 104 2,635 1,395
Changes from: May 9, 2023 Total Change is: 1,057
33 -103 152 -35 627 -10 272 -819 662 119 230 47 -183 271
Percent of Open Interest Represented by Each Category of Trader
4.8 23.1 1.7 3.4 6.0 0.1 34.6 32.9 9.6 19.6 12.2 1.0 25.1 13.3
Number of Traders in Each Category Total Traders: 87
. . . 6 . . 14 11 6 38 13 .
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Traders in Financial Futures - Futures Only Positions as of May 16, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,228
Positions
260 343 0 537 31 14 1,325 1,875 156 133 330 0 803 479
Changes from: May 9, 2023 Total Change is: 55
22 9 0 -77 0 -18 364 -114 -35 -188 157 0 -13 56
Percent of Open Interest Represented by Each Category of Trader
8.1 10.6 0.0 16.6 1.0 0.4 41.0 58.1 4.8 4.1 10.2 0.0 24.9 14.8
Number of Traders in Each Category Total Traders: 58
4 5 0 6 . . 16 18 6 . 5 0
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Traders in Financial Futures - Futures Only Positions as of May 16, 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 13,818
Positions
111 2,587 0 2,424 0 0 685 6,779 548 8,867 3,190 337 846 377
Changes from: May 9, 2023 Total Change is: 86
-62 372 0 -6 0 0 197 -392 33 171 334 -204 -43 -57
Percent of Open Interest Represented by Each Category of Trader
0.8 18.7 0.0 17.5 0.0 0.0 5.0 49.1 4.0 64.2 23.1 2.4 6.1 2.7
Number of Traders in Each Category Total Traders: 96
. . 0 . 0 0 7 10 . 54 21 .
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Traders in Financial Futures - Futures Only Positions as of May 16, 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 30,880
Positions
0 11,163 0 9,408 5,382 918 10,645 8,116 959 3,084 1,319 222 5,644 2,801
Changes from: May 9, 2023 Total Change is: -1,295
0 -299 0 44 -1,046 -33 -2,641 1,093 -25 541 -431 98 721 -652
Percent of Open Interest Represented by Each Category of Trader
0.0 36.1 0.0 30.5 17.4 3.0 34.5 26.3 3.1 10.0 4.3 0.7 18.3 9.1
Number of Traders in Each Category Total Traders: 93
0 . 0 9 7 . 23 17 6 23 11 .
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Traders in Financial Futures - Futures Only Positions as of May 16, 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 403,023
Positions
41,356 30,655 17,688 115,953 88,285 44,833 72,942 105,387 62,894 4,446 8,717 14,441 28,470 30,123
Changes from: May 9, 2023 Total Change is: 11,250
-467 9,659 1,576 -1,165 -8,131 -375 -965 -3,762 9,375 -372 709 476 3,167 1,723
Percent of Open Interest Represented by Each Category of Trader
10.3 7.6 4.4 28.8 21.9 11.1 18.1 26.1 15.6 1.1 2.2 3.6 7.1 7.5
Number of Traders in Each Category Total Traders: 201
16 10 19 27 32 26 40 44 55 7 14 17
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Traders in Financial Futures - Futures Only Positions as of May 16, 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 57,717
Positions
41,603 42,699 0 5,037 4,442 1,403 8,084 8,842 54 1,247 166 0 289 111
Changes from: May 9, 2023 Total Change is: 31
-2,064 0 0 22 -34 0 1,597 1 0 486 8 0 -10 56
Percent of Open Interest Represented by Each Category of Trader
72.1 74.0 0.0 8.7 7.7 2.4 14.0 15.3 0.1 2.2 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 35
4 . 0 10 . 4 8 4 . . . 0
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Updated May 19, 2023