Traders in Financial Futures - Futures Only Positions as of May 23, 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 159,199
Positions
64,334 2,930 673 27,805 74,671 4,359 16,502 36,441 5,695 8,671 2,656 34 31,126 31,740
Changes from: May 16, 2023 Total Change is: -1,996
5,451 0 -17 556 -1,924 412 -8,679 -681 330 -408 454 0 359 -570
Percent of Open Interest Represented by Each Category of Trader
40.4 1.8 0.4 17.5 46.9 2.7 10.4 22.9 3.6 5.4 1.7 0.0 19.6 19.9
Number of Traders in Each Category Total Traders: 101
13 . . 13 23 9 15 26 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 44,808
Positions
14,585 8,043 60 5,167 12,084 69 7,047 7,551 2,539 1,667 0 0 13,674 14,462
Changes from: May 16, 2023 Total Change is: 1,127
86 1,979 0 216 -194 -211 1,379 87 583 0 0 0 -926 -1,117
Percent of Open Interest Represented by Each Category of Trader
32.5 17.9 0.1 11.5 27.0 0.2 15.7 16.9 5.7 3.7 0.0 0.0 30.5 32.3
Number of Traders in Each Category Total Traders: 42
. 5 . 6 8 . 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 237,614
Positions
56,759 66,351 1,822 67,653 62,529 5,130 53,878 53,052 19,888 1,387 2,832 0 31,097 26,010
Changes from: May 16, 2023 Total Change is: -9,551
1,044 2,241 -553 -8,495 -5,703 519 -2,733 -5,877 443 0 -894 0 224 273
Percent of Open Interest Represented by Each Category of Trader
23.9 27.9 0.8 28.5 26.3 2.2 22.7 22.3 8.4 0.6 1.2 0.0 13.1 10.9
Number of Traders in Each Category Total Traders: 124
5 9 . 16 28 14 27 31 19 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 226,400
Positions
72,848 6,070 1,764 79,464 86,693 2,782 33,768 81,823 4,183 3,911 3,687 0 27,680 39,398
Changes from: May 16, 2023 Total Change is: 25,885
22,611 -12,906 30 -8,092 16,201 -503 8,259 19,060 2,520 -50 1 0 1,110 1,482
Percent of Open Interest Represented by Each Category of Trader
32.2 2.7 0.8 35.1 38.3 1.2 14.9 36.1 1.8 1.7 1.6 0.0 12.2 17.4
Number of Traders in Each Category Total Traders: 143
13 7 4 21 26 13 20 49 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 781,123
Positions
18,770 538,642 3,693 508,404 79,601 19,835 72,480 58,233 25,212 36,401 10,038 4,251 92,077 41,618
Changes from: May 16, 2023 Total Change is: -8,807
990 -11,297 -210 -12,771 211 -1,213 3,260 4,281 193 2,193 -308 -114 -1,135 -350
Percent of Open Interest Represented by Each Category of Trader
2.4 69.0 0.5 65.1 10.2 2.5 9.3 7.5 3.2 4.7 1.3 0.5 11.8 5.3
Number of Traders in Each Category Total Traders: 301
14 15 7 124 28 50 49 39 29 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 31,944
Positions
0 20,259 0 12,507 2,143 3,516 3,441 1,891 3 0 0 0 12,477 4,132
Changes from: May 16, 2023 Total Change is: 360
-400 -140 0 101 868 -10 609 -430 0 0 0 0 60 72
Percent of Open Interest Represented by Each Category of Trader
0.0 63.4 0.0 39.2 6.7 11.0 10.8 5.9 0.0 0.0 0.0 0.0 39.1 12.9
Number of Traders in Each Category Total Traders: 25
0 . 0 15 4 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 180,138
Positions
67,786 2,518 298 43,680 105,190 5,696 38,433 33,319 2,678 2,510 420 0 19,057 30,019
Changes from: May 16, 2023 Total Change is: 13,118
8,999 295 -21 -3,833 9,405 -348 8,381 1,153 1,010 -451 -411 0 -619 2,035
Percent of Open Interest Represented by Each Category of Trader
37.6 1.4 0.2 24.2 58.4 3.2 21.3 18.5 1.5 1.4 0.2 0.0 10.6 16.7
Number of Traders in Each Category Total Traders: 93
8 . . 13 22 12 24 20 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 233,538
Positions
8,715 112,604 1,081 140,178 7,099 373 70,619 52,087 1,019 3,271 56,666 127 8,155 2,482
Changes from: May 16, 2023 Total Change is: -20,499
-450 101 238 -5,096 -1,107 0 -13,716 -17,579 -880 204 -630 14 -813 -656
Percent of Open Interest Represented by Each Category of Trader
3.7 48.2 0.5 60.0 3.0 0.2 30.2 22.3 0.4 1.4 24.3 0.1 3.5 1.1
Number of Traders in Each Category Total Traders: 165
5 13 4 30 6 . 55 26 8 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 53,223
Positions
1,640 35,766 883 23,071 6,216 0 18,736 5,395 42 3,115 3,164 0 5,736 1,757
Changes from: May 16, 2023 Total Change is: 2,590
783 -78 710 -506 854 0 356 865 -6 2 -320 0 1,251 565
Percent of Open Interest Represented by Each Category of Trader
3.1 67.2 1.7 43.3 11.7 0.0 35.2 10.1 0.1 5.9 5.9 0.0 10.8 3.3
Number of Traders in Each Category Total Traders: 79
4 4 4 15 7 0 29 6 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 39,011
Positions
9,265 6,301 8 9,630 17,673 111 15,190 10,877 476 295 448 0 4,036 3,117
Changes from: May 16, 2023 Total Change is: 2,824
-1,173 3,232 0 1,180 -2,437 -83 2,191 2,097 424 -55 38 -1 341 -446
Percent of Open Interest Represented by Each Category of Trader
23.7 16.2 0.0 24.7 45.3 0.3 38.9 27.9 1.2 0.8 1.1 0.0 10.3 8.0
Number of Traders in Each Category Total Traders: 76
8 . . 17 13 4 20 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 41,747
Positions
19,042 255 40 831 35,317 0 20,202 3,802 14 468 504 0 1,150 1,815
Changes from: May 16, 2023 Total Change is: 4,846
617 128 3 -3 4,671 0 3,949 444 7 0 -55 0 273 -352
Percent of Open Interest Represented by Each Category of Trader
45.6 0.6 0.1 2.0 84.6 0.0 48.4 9.1 0.0 1.1 1.2 0.0 2.8 4.3
Number of Traders in Each Category Total Traders: 49
4 . . 4 8 0 12 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 97,077
Positions
38,807 20,684 979 14,534 10,934 459 18,151 25,333 3,635 6,528 18,150 488 13,497 16,416
Changes from: May 16, 2023 Total Change is: -2,406
387 1,031 -160 -1,264 -389 -1 430 -556 -398 -2,124 -623 21 703 -1,331
Percent of Open Interest Represented by Each Category of Trader
40.0 21.3 1.0 15.0 11.3 0.5 18.7 26.1 3.7 6.7 18.7 0.5 13.9 16.9
Number of Traders in Each Category Total Traders: 108
14 14 5 14 11 . 21 25 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 93,883
Positions
38,770 20,502 979 14,508 10,884 459 18,273 25,790 1,912 6,996 18,113 0 11,986 15,244
Changes from: May 16, 2023 Total Change is: -2,325
384 980 -160 -1,264 -389 -1 1,043 -57 -884 -2,103 -574 0 660 -1,240
Percent of Open Interest Represented by Each Category of Trader
41.3 21.8 1.0 15.5 11.6 0.5 19.5 27.5 2.0 7.5 19.3 0.0 12.8 16.2
Number of Traders in Each Category Total Traders: 95
13 12 5 13 10 . 17 23 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 39,779
Positions
11,236 27,705 0 21,583 2,868 2,163 2,436 5,368 100 0 0 0 2,261 1,575
Changes from: May 16, 2023 Total Change is: 1,732
-10 -164 0 1,432 966 -19 -11 988 0 0 0 0 340 -39
Percent of Open Interest Represented by Each Category of Trader
28.2 69.6 0.0 54.3 7.2 5.4 6.1 13.5 0.3 0.0 0.0 0.0 5.7 4.0
Number of Traders in Each Category Total Traders: 36
6 5 0 16 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 31,944
Positions
371 1,824 0 263 500 0 14,373 11,024 1,631 75 5,121 125 15,106 11,719
Changes from: May 16, 2023 Total Change is: -809
30 510 0 0 0 0 66 1,203 -1,333 0 -280 0 428 -909
Percent of Open Interest Represented by Each Category of Trader
1.2 5.7 0.0 0.8 1.6 0.0 45.0 34.5 5.1 0.2 16.0 0.4 47.3 36.7
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 2,420,808
Positions
490,913 433,651 64,704 1,052,016 422,846 221,638 158,512 663,114 82,284 89,303 238,138 7,195 254,242 287,238
Changes from: May 16, 2023 Total Change is: 80,972
47,890 75,474 -5,536 6,386 -8,368 -10,276 35,985 51,804 -2,236 2,873 -17,368 285 5,602 -2,805
Percent of Open Interest Represented by Each Category of Trader
20.3 17.9 2.7 43.5 17.5 9.2 6.5 27.4 3.4 3.7 9.8 0.3 10.5 11.9
Number of Traders in Each Category Total Traders: 548
35 37 23 161 85 115 59 111 67 24 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 16,972
Positions
866 12,219 0 9,321 1,915 333 3,822 1,128 200 0 0 0 2,430 1,177
Changes from: May 16, 2023 Total Change is: -1,029
-52 -924 0 -724 0 0 20 -215 0 0 0 0 -273 110
Percent of Open Interest Represented by Each Category of Trader
5.1 72.0 0.0 54.9 11.3 2.0 22.5 6.6 1.2 0.0 0.0 0.0 14.3 6.9
Number of Traders in Each Category Total Traders: 28
. 9 0 7 . . 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 26,988
Positions
7,568 14,884 0 13,729 8,758 0 1,907 1,277 324 0 0 0 3,460 1,745
Changes from: May 16, 2023 Total Change is: 823
460 -369 0 -780 1,223 0 25 33 -15 0 0 0 1,133 -49
Percent of Open Interest Represented by Each Category of Trader
28.0 55.2 0.0 50.9 32.5 0.0 7.1 4.7 1.2 0.0 0.0 0.0 12.8 6.5
Number of Traders in Each Category Total Traders: 34
5 6 0 12 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 2,385,936
Positions
491,690 437,143 59,895 1,050,328 422,716 220,961 164,886 682,787 53,056 89,199 235,642 7,195 248,726 266,541
Changes from: May 16, 2023 Total Change is: 79,638
48,280 75,927 -6,019 6,169 -8,405 -10,174 37,252 53,877 -4,147 2,873 -17,703 285 5,119 -4,003
Percent of Open Interest Represented by Each Category of Trader
20.6 18.3 2.5 44.0 17.7 9.3 6.9 28.6 2.2 3.7 9.9 0.3 10.4 11.2
Number of Traders in Each Category Total Traders: 539
34 38 22 159 84 112 60 105 65 23 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 30,440
Positions
16,977 27,678 0 10,712 0 0 0 1,043 0 0 0 0 2,751 1,719
Changes from: May 16, 2023 Total Change is: -996
-3,047 971 0 1,205 0 0 -197 -2,188 -191 0 0 0 1,234 412
Percent of Open Interest Represented by Each Category of Trader
55.8 90.9 0.0 35.2 0.0 0.0 0.0 3.4 0.0 0.0 0.0 0.0 9.0 5.6
Number of Traders in Each Category Total Traders: 20
5 6 0 7 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 18,164
Positions
14,044 10,679 0 1,618 5,033 0 1,046 1,302 0 0 0 0 1,456 1,150
Changes from: May 16, 2023 Total Change is: -14
98 270 0 210 -51 -213 61 116 0 0 0 0 -170 -136
Percent of Open Interest Represented by Each Category of Trader
77.3 58.8 0.0 8.9 27.7 0.0 5.8 7.2 0.0 0.0 0.0 0.0 8.0 6.3
Number of Traders in Each Category Total Traders: 25
8 4 0 . 4 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 13,586
Positions
3,385 10,962 0 8,294 0 0 0 555 0 0 0 0 1,907 2,069
Changes from: May 16, 2023 Total Change is: -300
0 -1,276 0 -232 0 0 0 48 0 0 0 0 -68 928
Percent of Open Interest Represented by Each Category of Trader
24.9 80.7 0.0 61.0 0.0 0.0 0.0 4.1 0.0 0.0 0.0 0.0 14.0 15.2
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 26,796
Positions
12,726 8,532 0 8,806 13,263 1,752 1,991 1,554 0 0 0 0 1,521 1,695
Changes from: May 16, 2023 Total Change is: 2,359
3,066 -1,234 0 -867 3,282 0 -45 -401 0 0 0 0 205 712
Percent of Open Interest Represented by Each Category of Trader
47.5 31.8 0.0 32.9 49.5 6.5 7.4 5.8 0.0 0.0 0.0 0.0 5.7 6.3
Number of Traders in Each Category Total Traders: 28
4 8 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 348,716
Positions
40,324 13,173 0 22,761 7,184 892 222,139 89,142 6,400 1,044 24,957 0 55,156 206,968
Changes from: May 16, 2023 Total Change is: 13,339
930 296 0 2,312 511 -1,165 6,651 -1,409 -217 0 3,347 0 4,828 11,976
Percent of Open Interest Represented by Each Category of Trader
11.6 3.8 0.0 6.5 2.1 0.3 63.7 25.6 1.8 0.3 7.2 0.0 15.8 59.4
Number of Traders in Each Category Total Traders: 29
. . 0 9 . . 4 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 336,111
Positions
121,200 107,080 140,836 0 36,000 0 10,496 4,082 44,654 14,221 0 0 4,704 3,459
Changes from: May 16, 2023 Total Change is: 7,300
2,171 2,671 629 0 2,500 0 2,501 250 1,499 0 0 0 500 -249
Percent of Open Interest Represented by Each Category of Trader
36.1 31.9 41.9 0.0 10.7 0.0 3.1 1.2 13.3 4.2 0.0 0.0 1.4 1.0
Number of Traders in Each Category Total Traders: 29
10 6 12 0 . 0 . . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 37,791
Positions
4,370 3,838 210 22,415 24,424 2,393 1,795 1,556 236 0 0 0 6,372 5,134
Changes from: May 16, 2023 Total Change is: 463
-636 476 131 199 412 -175 1,309 -6 11 0 0 0 -376 -386
Percent of Open Interest Represented by Each Category of Trader
11.6 10.2 0.6 59.3 64.6 6.3 4.7 4.1 0.6 0.0 0.0 0.0 16.9 13.6
Number of Traders in Each Category Total Traders: 60
. 6 . 26 16 14 4 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 285,583
Positions
42,636 55,579 6,796 91,039 32,184 8,756 64,908 98,840 15,527 12,770 13,871 728 42,424 53,302
Changes from: May 16, 2023 Total Change is: 1,798
2,012 4,154 1,874 1,978 -5,741 -881 185 6,408 204 -5,882 -1,520 210 2,099 -2,910
Percent of Open Interest Represented by Each Category of Trader
14.9 19.5 2.4 31.9 11.3 3.1 22.7 34.6 5.4 4.5 4.9 0.3 14.9 18.7
Number of Traders in Each Category Total Traders: 320
20 29 13 72 36 38 48 62 35 23 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 275,175
Positions
43,591 55,598 5,292 90,766 32,184 8,755 64,099 101,252 10,438 13,219 13,801 61 38,954 47,794
Changes from: May 16, 2023 Total Change is: 1,820
2,290 3,970 1,727 2,013 -5,741 -882 331 6,078 459 -5,717 -1,424 50 1,549 -2,417
Percent of Open Interest Represented by Each Category of Trader
15.8 20.2 1.9 33.0 11.7 3.2 23.3 36.8 3.8 4.8 5.0 0.0 14.2 17.4
Number of Traders in Each Category Total Traders: 294
20 27 11 69 36 37 42 55 30 17 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 104,077
Positions
5,495 14,853 0 2,730 0 7 55,499 23,292 3,474 1,975 7,172 199 34,698 55,080
Changes from: May 16, 2023 Total Change is: -221
-1,310 3,315 0 -353 0 7 -4,045 722 28 -53 635 4 5,501 -4,932
Percent of Open Interest Represented by Each Category of Trader
5.3 14.3 0.0 2.6 0.0 0.0 53.3 22.4 3.3 1.9 6.9 0.2 33.3 52.9
Number of Traders in Each Category Total Traders: 42
. 4 0 4 0 . 12 12 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 516,279
Positions
118,733 83,269 11,615 188,550 176,769 44,698 99,385 119,286 5,192 26,932 47,773 37 21,137 27,640
Changes from: May 16, 2023 Total Change is: -30,242
-22,781 11,385 6,155 6,352 -23,980 -1,816 -20,142 -23,466 68 2,209 1,738 -188 -99 -138
Percent of Open Interest Represented by Each Category of Trader
23.0 16.1 2.2 36.5 34.2 8.7 19.3 23.1 1.0 5.2 9.3 0.0 4.1 5.4
Number of Traders in Each Category Total Traders: 369
29 19 7 83 74 48 55 78 28 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 14,013
Positions
3,492 6,827 0 9,235 5,287 0 0 1,221 0 0 0 0 1,286 678
Changes from: May 16, 2023 Total Change is: -165
-98 -22 0 -261 -81 0 0 1 0 0 0 0 194 -63
Percent of Open Interest Represented by Each Category of Trader
24.9 48.7 0.0 65.9 37.7 0.0 0.0 8.7 0.0 0.0 0.0 0.0 9.2 4.8
Number of Traders in Each Category Total Traders: 26
4 4 0 11 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 15,929
Positions
491 1,776 0 8,179 939 9 794 6,142 59 1,130 2,343 11 5,256 4,650
Changes from: May 16, 2023 Total Change is: 1,799
198 -755 0 695 -562 -1 357 876 59 211 802 11 269 1,369
Percent of Open Interest Represented by Each Category of Trader
3.1 11.1 0.0 51.3 5.9 0.1 5.0 38.6 0.4 7.1 14.7 0.1 33.0 29.2
Number of Traders in Each Category Total Traders: 26
. . 0 9 . . . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 60,692
Positions
5,960 8,823 1,654 24,203 2,317 1,205 13,924 10,176 485 5,545 466 0 7,716 35,566
Changes from: May 16, 2023 Total Change is: 6,573
826 499 979 538 261 -76 420 1,174 398 2,669 0 0 819 3,338
Percent of Open Interest Represented by Each Category of Trader
9.8 14.5 2.7 39.9 3.8 2.0 22.9 16.8 0.8 9.1 0.8 0.0 12.7 58.6
Number of Traders in Each Category Total Traders: 66
9 7 . 13 . 4 18 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 431,010
Positions
32,980 241,571 3,784 293,589 83,860 38,875 26,761 20,739 1,725 19,559 31,600 41 13,696 8,815
Changes from: May 16, 2023 Total Change is: 9,908
-1,751 16,274 0 12,952 -7,636 2 -2,061 306 -180 -143 -842 -120 1,209 2,104
Percent of Open Interest Represented by Each Category of Trader
7.7 56.0 0.9 68.1 19.5 9.0 6.2 4.8 0.4 4.5 7.3 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 194
10 16 4 74 48 32 20 15 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,127,375
Positions
85,711 551,247 8,230 730,709 299,127 118,642 95,606 77,326 5,820 51,886 52,585 1,283 29,488 13,115
Changes from: May 16, 2023 Total Change is: -15,984
702 -7,766 625 -6,078 -4,011 -1,489 -6,798 4,906 -1,089 -1,112 -5,822 -28 -717 -1,310
Percent of Open Interest Represented by Each Category of Trader
7.6 48.9 0.7 64.8 26.5 10.5 8.5 6.9 0.5 4.6 4.7 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 413
28 19 11 151 74 77 55 45 26 30 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 203,265
Positions
28,414 133,012 41,723 36,452 0 1,723 71,862 3,653 17,213 5,394 5,671 170 314 100
Changes from: May 16, 2023 Total Change is: 2,097
-1,018 -9 1,328 -15 0 0 1,234 300 511 102 29 -45 0 -17
Percent of Open Interest Represented by Each Category of Trader
14.0 65.4 20.5 17.9 0.0 0.8 35.4 1.8 8.5 2.7 2.8 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 90
10 23 14 15 0 . 29 . 8 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,299,274
Positions
31,742 153,383 11,754 655,427 349,441 185,373 80,024 308,333 67,778 71,410 66,986 3,250 192,516 152,976
Changes from: May 16, 2023 Total Change is: 63,007
1,486 -12,132 7,591 -20,301 -3,795 8,996 28,987 -2,825 31,398 -7,107 -539 3,250 8,707 31,063
Percent of Open Interest Represented by Each Category of Trader
2.4 11.8 0.9 50.4 26.9 14.3 6.2 23.7 5.2 5.5 5.2 0.3 14.8 11.8
Number of Traders in Each Category Total Traders: 187
5 17 8 64 28 63 29 28 26 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,537,156
Positions
15,595 66,343 1,602 848,862 271,502 279,200 83,072 694,814 70,687 46,601 20,144 4,219 187,318 128,645
Changes from: May 16, 2023 Total Change is: 49,369
7,015 -12,032 -1,783 -24,718 1,352 7,360 12,547 -2,189 45,433 -4,970 1,411 4,219 4,266 5,598
Percent of Open Interest Represented by Each Category of Trader
1.0 4.3 0.1 55.2 17.7 18.2 5.4 45.2 4.6 3.0 1.3 0.3 12.2 8.4
Number of Traders in Each Category Total Traders: 169
6 7 4 78 25 61 18 23 22 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,266,610
Positions
85,899 283,246 31,803 1,386,394 391,028 409,807 704,675 1,757,158 78,876 307,899 143,266 16,568 244,689 154,858
Changes from: May 16, 2023 Total Change is: 102,309
6,261 26,448 6,950 22,765 -19,379 -6,386 43,622 58,495 35,146 -28,095 -12,364 5,160 16,886 8,239
Percent of Open Interest Represented by Each Category of Trader
2.6 8.7 1.0 42.4 12.0 12.5 21.6 53.8 2.4 9.4 4.4 0.5 7.5 4.7
Number of Traders in Each Category Total Traders: 389
25 32 16 127 44 90 48 57 49 40 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 4,902,288
Positions
161,068 358,784 27,147 2,462,988 1,138,570 767,363 328,177 1,806,511 254,146 419,308 156,912 27,557 454,534 365,298
Changes from: May 16, 2023 Total Change is: 184,189
7,352 11,586 -156 88,389 -11,208 17,773 -23,083 31,788 77,827 -6,330 1,659 22,839 -422 32,081
Percent of Open Interest Represented by Each Category of Trader
3.3 7.3 0.6 50.2 23.2 15.7 6.7 36.9 5.2 8.6 3.2 0.6 9.3 7.5
Number of Traders in Each Category Total Traders: 401
23 29 23 122 55 96 50 70 56 37 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,735,640
Positions
75,222 66,746 6,784 799,269 627,117 249,389 190,456 427,114 44,605 181,099 48,320 2,115 186,701 263,450
Changes from: May 16, 2023 Total Change is: 8,649
9,181 690 1,916 -34,114 16,779 5,635 -3,960 -38,207 6,069 480 -2,852 1,365 22,077 17,254
Percent of Open Interest Represented by Each Category of Trader
4.3 3.8 0.4 46.1 36.1 14.4 11.0 24.6 2.6 10.4 2.8 0.1 10.8 15.2
Number of Traders in Each Category Total Traders: 168
6 13 9 47 50 62 10 23 20 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 5,105,531
Positions
62,754 712,821 39,733 2,472,547 722,466 639,341 893,023 2,394,349 88,871 488,588 138,738 23,842 396,832 345,370
Changes from: May 16, 2023 Total Change is: 4,728
7,949 30,704 21,328 -30,746 29,347 -16,390 6,008 -25,670 -71,334 36,607 -14,299 23,113 28,193 27,929
Percent of Open Interest Represented by Each Category of Trader
1.2 14.0 0.8 48.4 14.2 12.5 17.5 46.9 1.7 9.6 2.7 0.5 7.8 6.8
Number of Traders in Each Category Total Traders: 367
13 31 18 132 35 96 48 62 39 29 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,735,674
Positions
494,963 278,668 434,579 4,863 91,127 18,852 314,965 422,064 426,643 6,314 10,449 975 33,520 52,317
Changes from: May 16, 2023 Total Change is: 150,096
55,280 -10,581 23,538 -6,388 56,694 -1,981 41,929 61,692 29,515 6,314 -8,670 -250 2,139 139
Percent of Open Interest Represented by Each Category of Trader
28.5 16.1 25.0 0.3 5.3 1.1 18.1 24.3 24.6 0.4 0.6 0.1 1.9 3.0
Number of Traders in Each Category Total Traders: 142
28 34 54 . 7 4 29 34 50 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 556,278
Positions
229,155 294,667 25,910 61,541 0 341 160,149 156,276 19,343 4,536 2,250 0 55,303 57,491
Changes from: May 16, 2023 Total Change is: 6,131
-1,660 2,828 -2,150 -1,980 0 0 11,985 6,361 5,141 -81 -429 0 -5,124 -5,620
Percent of Open Interest Represented by Each Category of Trader
41.2 53.0 4.7 11.1 0.0 0.1 28.8 28.1 3.5 0.8 0.4 0.0 9.9 10.3
Number of Traders in Each Category Total Traders: 70
13 19 4 . 0 . 17 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 9,751,204
Positions
2,959,508 2,759,465 1,790,631 346,255 555,996 435,952 1,413,937 1,134,323 2,600,156 59,697 322,293 99,530 45,538 52,858
Changes from: May 16, 2023 Total Change is: -216,797
-47,231 148,932 -78,328 -12,021 -32,035 -31,400 80,950 -63,546 -135,276 -3,057 -32,146 5,570 3,996 1,432
Percent of Open Interest Represented by Each Category of Trader
30.4 28.3 18.4 3.6 5.7 4.5 14.5 11.6 26.7 0.6 3.3 1.0 0.5 0.5
Number of Traders in Each Category Total Traders: 854
56 114 129 29 71 62 98 179 173 81 151 112
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 887,594
Positions
225,456 291,636 260,244 15,217 3,188 7,515 195,930 117,717 181,569 536 24,347 754 373 624
Changes from: May 16, 2023 Total Change is: 70,692
17,168 45,072 6,480 602 755 1,410 23,175 -4,117 21,178 436 -628 605 -362 -63
Percent of Open Interest Represented by Each Category of Trader
25.4 32.9 29.3 1.7 0.4 0.8 22.1 13.3 20.5 0.1 2.7 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 179
34 50 56 . 6 . 33 37 50 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 20,480
Positions
3,200 0 0 45 572 0 397 16,983 8 16,830 2,895 0 0 22
Changes from: May 16, 2023 Total Change is: -3,557
0 0 0 45 0 0 -850 -3,551 -2 -2,750 -4 0 0 0
Percent of Open Interest Represented by Each Category of Trader
15.6 0.0 0.0 0.2 2.8 0.0 1.9 82.9 0.0 82.2 14.1 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 . 8 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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
546 2,437 133 6,373 180 555 2,184 7,078 689 1,189 949 167 1,207 855
Changes from: May 16, 2023 Total Change is: 0
-12 -32 43 24 11 -10 -153 16 -142 236 0 141 -127 -27
Percent of Open Interest Represented by Each Category of Trader
4.2 18.7 1.0 48.9 1.4 4.3 16.7 54.3 5.3 9.1 7.3 1.3 9.3 6.6
Number of Traders in Each Category Total Traders: 99
6 7 . 4 . . 19 43 17 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 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 10,042
Positions
557 2,265 241 341 636 24 3,823 3,784 516 1,838 1,270 104 2,598 1,202
Changes from: May 16, 2023 Total Change is: -464
54 -164 59 -21 4 12 191 325 -497 -225 -10 0 -37 -193
Percent of Open Interest Represented by Each Category of Trader
5.5 22.6 2.4 3.4 6.3 0.2 38.1 37.7 5.1 18.3 12.6 1.0 25.9 12.0
Number of Traders in Each Category Total Traders: 87
4 . . 5 . . 15 13 7 35 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 23, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,442
Positions
219 284 24 471 31 5 1,615 2,167 115 322 273 0 671 543
Changes from: May 16, 2023 Total Change is: 214
-41 -59 24 -66 0 -9 290 292 -41 189 -57 0 -132 64
Percent of Open Interest Represented by Each Category of Trader
6.4 8.3 0.7 13.7 0.9 0.1 46.9 63.0 3.3 9.4 7.9 0.0 19.5 15.8
Number of Traders in Each Category Total Traders: 55
4 . . 5 . . 15 18 7 5 . 0
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Traders in Financial Futures - Futures Only Positions as of May 23, 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 16,139
Positions
97 2,645 0 2,298 53 0 440 6,677 2,910 9,267 3,131 337 790 386
Changes from: May 16, 2023 Total Change is: 2,321
-14 58 0 -126 53 0 -245 -102 2,362 400 -59 0 -56 9
Percent of Open Interest Represented by Each Category of Trader
0.6 16.4 0.0 14.2 0.3 0.0 2.7 41.4 18.0 57.4 19.4 2.1 4.9 2.4
Number of Traders in Each Category Total Traders: 94
. . 0 . . 0 6 9 . 59 15 .
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Traders in Financial Futures - Futures Only Positions as of May 23, 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 30,203
Positions
58 11,163 0 10,402 2,779 866 9,207 9,425 726 3,339 2,268 207 5,398 2,769
Changes from: May 16, 2023 Total Change is: -677
58 0 0 994 -2,603 -52 -1,438 1,309 -233 255 949 -15 -246 -32
Percent of Open Interest Represented by Each Category of Trader
0.2 37.0 0.0 34.4 9.2 2.9 30.5 31.2 2.4 11.1 7.5 0.7 17.9 9.2
Number of Traders in Each Category Total Traders: 95
. . 0 10 6 . 23 16 7 23 13 .
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Traders in Financial Futures - Futures Only Positions as of May 23, 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 388,769
Positions
42,251 20,159 14,441 121,275 97,704 49,946 62,819 100,888 53,995 6,456 10,527 12,294 25,292 28,815
Changes from: May 16, 2023 Total Change is: -14,254
895 -10,496 -3,247 5,322 9,419 5,113 -10,123 -4,499 -8,899 2,010 1,810 -2,147 -3,178 -1,308
Percent of Open Interest Represented by Each Category of Trader
10.9 5.2 3.7 31.2 25.1 12.8 16.2 26.0 13.9 1.7 2.7 3.2 6.5 7.4
Number of Traders in Each Category Total Traders: 202
16 10 16 30 30 26 41 41 45 12 11 17
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Traders in Financial Futures - Futures Only Positions as of May 23, 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 57,623
Positions
41,603 42,699 0 4,712 4,913 860 8,588 8,844 44 1,528 158 0 288 105
Changes from: May 16, 2023 Total Change is: -94
0 0 0 -325 471 -543 504 2 -10 281 -8 0 -1 -6
Percent of Open Interest Represented by Each Category of Trader
72.2 74.1 0.0 8.2 8.5 1.5 14.9 15.3 0.1 2.7 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 35
4 . 0 9 4 . 8 4 . . . 0
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Updated May 26, 2023