Traders in Financial Futures - Futures Only Positions as of May 30, 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 179,871
Positions
65,945 2,930 612 30,598 82,205 3,830 31,800 41,723 9,748 9,874 2,236 34 27,430 36,553
Changes from: May 23, 2023 Total Change is: 20,672
1,611 0 -61 2,793 7,534 -529 15,298 5,282 4,053 1,203 -420 0 -3,696 4,813
Percent of Open Interest Represented by Each Category of Trader
36.7 1.6 0.3 17.0 45.7 2.1 17.7 23.2 5.4 5.5 1.2 0.0 15.2 20.3
Number of Traders in Each Category Total Traders: 107
12 . . 12 25 9 16 28 14 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,354
Positions
14,632 8,438 72 3,112 12,398 0 7,424 5,036 796 1,802 0 0 13,516 14,614
Changes from: May 23, 2023 Total Change is: -3,454
47 395 12 -2,055 314 -69 377 -2,515 -1,743 135 0 0 -158 152
Percent of Open Interest Represented by Each Category of Trader
35.4 20.4 0.2 7.5 30.0 0.0 18.0 12.2 1.9 4.4 0.0 0.0 32.7 35.3
Number of Traders in Each Category Total Traders: 39
. 5 . 5 8 0 11 6 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 240,301
Positions
57,104 68,193 1,818 60,026 60,007 5,411 62,504 51,466 22,438 1,387 3,328 0 29,613 27,640
Changes from: May 23, 2023 Total Change is: 2,687
345 1,842 -4 -7,627 -2,522 281 8,626 -1,586 2,550 0 496 0 -1,484 1,630
Percent of Open Interest Represented by Each Category of Trader
23.8 28.4 0.8 25.0 25.0 2.3 26.0 21.4 9.3 0.6 1.4 0.0 12.3 11.5
Number of Traders in Each Category Total Traders: 122
5 9 . 16 29 12 26 29 20 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 243,237
Positions
86,145 5,896 1,843 71,565 96,623 2,866 39,074 85,452 7,064 5,266 3,760 115 29,299 39,618
Changes from: May 23, 2023 Total Change is: 16,837
13,297 -174 79 -7,899 9,930 84 5,306 3,629 2,881 1,355 73 115 1,619 220
Percent of Open Interest Represented by Each Category of Trader
35.4 2.4 0.8 29.4 39.7 1.2 16.1 35.1 2.9 2.2 1.5 0.0 12.0 16.3
Number of Traders in Each Category Total Traders: 143
14 6 4 22 28 13 22 42 18 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 775,142
Positions
20,717 530,125 1,690 499,251 82,677 18,677 72,423 53,127 27,536 35,613 10,365 5,399 93,836 45,546
Changes from: May 23, 2023 Total Change is: -5,981
1,947 -8,517 -2,003 -9,153 3,076 -1,158 -57 -5,106 2,324 -788 327 1,148 1,759 3,928
Percent of Open Interest Represented by Each Category of Trader
2.7 68.4 0.2 64.4 10.7 2.4 9.3 6.9 3.6 4.6 1.3 0.7 12.1 5.9
Number of Traders in Each Category Total Traders: 297
12 16 7 121 28 51 48 40 28 22 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 32,875
Positions
0 20,057 0 12,960 3,317 2,964 4,860 1,891 32 0 0 0 12,059 4,614
Changes from: May 23, 2023 Total Change is: 931
0 -202 0 453 1,174 -552 1,419 0 29 0 0 0 -418 482
Percent of Open Interest Represented by Each Category of Trader
0.0 61.0 0.0 39.4 10.1 9.0 14.8 5.8 0.1 0.0 0.0 0.0 36.7 14.0
Number of Traders in Each Category Total Traders: 26
0 . 0 15 4 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 204,963
Positions
76,326 1,946 405 42,112 118,068 5,612 53,661 39,176 4,778 2,560 495 0 19,509 34,483
Changes from: May 23, 2023 Total Change is: 24,825
8,540 -572 107 -1,568 12,878 -84 15,228 5,857 2,100 50 75 0 452 4,464
Percent of Open Interest Represented by Each Category of Trader
37.2 0.9 0.2 20.5 57.6 2.7 26.2 19.1 2.3 1.2 0.2 0.0 9.5 16.8
Number of Traders in Each Category Total Traders: 95
8 . . 11 22 11 20 28 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 224,395
Positions
10,088 104,356 1,149 125,634 6,646 534 73,931 49,909 2,060 2,784 56,542 273 7,942 2,926
Changes from: May 23, 2023 Total Change is: -9,143
1,373 -8,248 68 -14,544 -453 161 3,312 -2,178 1,041 -487 -124 146 -213 444
Percent of Open Interest Represented by Each Category of Trader
4.5 46.5 0.5 56.0 3.0 0.2 32.9 22.2 0.9 1.2 25.2 0.1 3.5 1.3
Number of Traders in Each Category Total Traders: 166
. 13 . 26 7 5 58 28 12 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 64,846
Positions
1,504 35,961 11,636 21,802 3,593 0 16,003 3,792 764 3,139 3,096 0 9,998 6,004
Changes from: May 23, 2023 Total Change is: 11,623
-136 195 10,753 -1,269 -2,623 0 -2,733 -1,603 722 24 -68 0 4,262 4,247
Percent of Open Interest Represented by Each Category of Trader
2.3 55.5 17.9 33.6 5.5 0.0 24.7 5.8 1.2 4.8 4.8 0.0 15.4 9.3
Number of Traders in Each Category Total Traders: 70
. 5 . 15 7 0 21 4 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 39,507
Positions
12,403 1,861 21 7,110 20,314 441 14,335 10,013 1,007 504 1,099 16 3,670 4,735
Changes from: May 23, 2023 Total Change is: 496
3,138 -4,440 13 -2,520 2,641 330 -855 -864 531 209 651 16 -366 1,618
Percent of Open Interest Represented by Each Category of Trader
31.4 4.7 0.1 18.0 51.4 1.1 36.3 25.3 2.5 1.3 2.8 0.0 9.3 12.0
Number of Traders in Each Category Total Traders: 80
8 . . 12 20 5 16 14 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 43,946
Positions
19,645 154 147 563 37,072 0 21,790 3,746 142 468 460 0 1,191 2,225
Changes from: May 23, 2023 Total Change is: 2,199
603 -101 107 -268 1,755 0 1,588 -56 128 0 -44 0 41 410
Percent of Open Interest Represented by Each Category of Trader
44.7 0.4 0.3 1.3 84.4 0.0 49.6 8.5 0.3 1.1 1.0 0.0 2.7 5.1
Number of Traders in Each Category Total Traders: 48
4 . . . 8 0 14 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 98,019
Positions
38,620 22,267 1,256 14,793 8,196 428 17,616 26,279 3,670 5,551 19,611 473 15,611 15,839
Changes from: May 23, 2023 Total Change is: 941
-187 1,583 277 259 -2,738 -31 -534 946 35 -978 1,461 -15 2,115 -577
Percent of Open Interest Represented by Each Category of Trader
39.4 22.7 1.3 15.1 8.4 0.4 18.0 26.8 3.7 5.7 20.0 0.5 15.9 16.2
Number of Traders in Each Category Total Traders: 110
14 11 6 15 10 . 20 28 15 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 94,921
Positions
38,776 22,267 1,034 14,767 8,166 428 17,756 26,556 2,064 5,994 19,533 0 14,102 14,873
Changes from: May 23, 2023 Total Change is: 1,038
6 1,765 55 259 -2,718 -31 -517 766 152 -1,002 1,420 0 2,116 -371
Percent of Open Interest Represented by Each Category of Trader
40.9 23.5 1.1 15.6 8.6 0.5 18.7 28.0 2.2 6.3 20.6 0.0 14.9 15.7
Number of Traders in Each Category Total Traders: 97
12 11 5 14 9 . 18 24 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 41,057
Positions
11,952 28,296 0 22,226 3,367 2,158 2,531 5,471 100 0 0 0 2,090 1,665
Changes from: May 23, 2023 Total Change is: 1,278
716 591 0 643 499 -5 95 103 0 0 0 0 -171 90
Percent of Open Interest Represented by Each Category of Trader
29.1 68.9 0.0 54.1 8.2 5.3 6.2 13.3 0.2 0.0 0.0 0.0 5.1 4.1
Number of Traders in Each Category Total Traders: 36
6 4 0 17 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 30,976
Positions
659 2,218 0 263 300 0 13,339 11,964 1,322 0 5,211 300 15,093 9,661
Changes from: May 23, 2023 Total Change is: -968
288 394 0 0 -200 0 -1,034 940 -309 -75 90 175 -13 -2,058
Percent of Open Interest Represented by Each Category of Trader
2.1 7.2 0.0 0.8 1.0 0.0 43.1 38.6 4.3 0.0 16.8 1.0 48.7 31.2
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 4 7 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 2,533,871
Positions
565,970 487,948 60,832 1,046,229 416,612 230,151 176,827 693,822 94,260 86,871 260,282 9,995 262,736 279,969
Changes from: May 23, 2023 Total Change is: 113,064
75,056 54,297 -3,872 -5,787 -6,235 8,513 18,314 30,709 11,977 -2,432 22,144 2,800 8,494 -7,269
Percent of Open Interest Represented by Each Category of Trader
22.3 19.3 2.4 41.3 16.4 9.1 7.0 27.4 3.7 3.4 10.3 0.4 10.4 11.0
Number of Traders in Each Category Total Traders: 548
35 38 20 161 88 114 60 106 69 25 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,680
Positions
897 12,437 0 7,901 555 0 3,513 558 200 0 0 0 2,169 930
Changes from: May 23, 2023 Total Change is: -2,292
31 218 0 -1,420 -1,360 -333 -309 -570 0 0 0 0 -261 -247
Percent of Open Interest Represented by Each Category of Trader
6.1 84.7 0.0 53.8 3.8 0.0 23.9 3.8 1.4 0.0 0.0 0.0 14.8 6.3
Number of Traders in Each Category Total Traders: 27
. 10 0 7 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 25,211
Positions
6,405 16,161 0 14,151 5,617 0 1,907 1,195 413 0 0 0 2,335 1,825
Changes from: May 23, 2023 Total Change is: -1,777
-1,163 1,277 0 422 -3,141 0 0 -82 89 0 0 0 -1,125 80
Percent of Open Interest Represented by Each Category of Trader
25.4 64.1 0.0 56.1 22.3 0.0 7.6 4.7 1.6 0.0 0.0 0.0 9.3 7.2
Number of Traders in Each Category Total Traders: 35
4 7 0 13 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 2,494,943
Positions
567,073 492,056 55,097 1,044,448 416,552 229,464 185,941 716,664 58,198 86,767 257,569 9,995 257,960 259,348
Changes from: May 23, 2023 Total Change is: 109,007
75,383 54,913 -4,798 -5,880 -6,164 8,503 21,055 33,877 5,142 -2,432 21,927 2,800 9,234 -7,193
Percent of Open Interest Represented by Each Category of Trader
22.7 19.7 2.2 41.9 16.7 9.2 7.5 28.7 2.3 3.5 10.3 0.4 10.3 10.4
Number of Traders in Each Category Total Traders: 538
35 38 19 159 87 111 62 99 67 24 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 30,544
Positions
16,781 27,858 0 11,514 0 0 307 1,091 102 0 0 0 1,840 1,493
Changes from: May 23, 2023 Total Change is: 104
-196 180 0 802 0 0 307 48 102 0 0 0 -911 -226
Percent of Open Interest Represented by Each Category of Trader
54.9 91.2 0.0 37.7 0.0 0.0 1.0 3.6 0.3 0.0 0.0 0.0 6.0 4.9
Number of Traders in Each Category Total Traders: 22
4 6 0 7 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 17,222
Positions
6,899 15,710 0 6,354 238 0 310 200 0 0 0 0 3,659 1,074
Changes from: May 23, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.1 91.2 0.0 36.9 1.4 0.0 1.8 1.2 0.0 0.0 0.0 0.0 21.2 6.2
Number of Traders in Each Category Total Traders: 20
5 7 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 17,950
Positions
13,659 10,679 0 1,622 5,033 0 545 769 0 0 0 0 2,124 1,469
Changes from: May 23, 2023 Total Change is: -214
-385 0 0 4 0 0 -501 -533 0 0 0 0 668 319
Percent of Open Interest Represented by Each Category of Trader
76.1 59.5 0.0 9.0 28.0 0.0 3.0 4.3 0.0 0.0 0.0 0.0 11.8 8.2
Number of Traders in Each Category Total Traders: 21
7 4 0 . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 12,354
Positions
5,295 10,962 0 4,977 0 0 0 598 0 0 0 0 2,082 794
Changes from: May 23, 2023 Total Change is: -1,232
1,910 0 0 -3,317 0 0 0 43 0 0 0 0 175 -1,275
Percent of Open Interest Represented by Each Category of Trader
42.9 88.7 0.0 40.3 0.0 0.0 0.0 4.8 0.0 0.0 0.0 0.0 16.9 6.4
Number of Traders in Each Category Total Traders: 21
4 8 0 7 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 27,676
Positions
13,268 11,493 0 9,388 11,300 1,424 1,595 2,074 0 0 0 0 2,001 1,385
Changes from: May 23, 2023 Total Change is: 880
542 2,961 0 582 -1,963 -328 -396 520 0 0 0 0 480 -310
Percent of Open Interest Represented by Each Category of Trader
47.9 41.5 0.0 33.9 40.8 5.1 5.8 7.5 0.0 0.0 0.0 0.0 7.2 5.0
Number of Traders in Each Category Total Traders: 28
4 8 0 7 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 389,284
Positions
46,320 16,274 0 23,680 6,468 1,001 263,329 126,054 6,151 1,044 27,130 0 47,759 206,206
Changes from: May 23, 2023 Total Change is: 40,568
5,996 3,101 0 919 -716 109 41,190 36,912 -249 0 2,173 0 -7,397 -762
Percent of Open Interest Represented by Each Category of Trader
11.9 4.2 0.0 6.1 1.7 0.3 67.6 32.4 1.6 0.3 7.0 0.0 12.3 53.0
Number of Traders in Each Category Total Traders: 32
. . 0 11 . 5 5 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 346,675
Positions
123,200 118,144 140,086 0 37,500 0 12,746 3,832 43,654 23,285 0 0 3,704 3,459
Changes from: May 23, 2023 Total Change is: 10,564
2,000 11,064 -750 0 1,500 0 2,250 -250 -1,000 9,064 0 0 -1,000 0
Percent of Open Interest Represented by Each Category of Trader
35.5 34.1 40.4 0.0 10.8 0.0 3.7 1.1 12.6 6.7 0.0 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 30
11 6 12 0 . 0 4 . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 37,576
Positions
4,677 3,702 169 22,025 24,149 2,134 1,959 1,517 230 0 0 0 6,382 5,675
Changes from: May 23, 2023 Total Change is: -215
307 -136 -41 -390 -275 -259 164 -39 -6 0 0 0 10 541
Percent of Open Interest Represented by Each Category of Trader
12.4 9.9 0.4 58.6 64.3 5.7 5.2 4.0 0.6 0.0 0.0 0.0 17.0 15.1
Number of Traders in Each Category Total Traders: 60
4 6 . 27 14 11 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 310,068
Positions
43,679 60,478 8,348 93,537 28,824 7,986 70,386 110,343 20,785 24,064 15,007 846 40,437 57,450
Changes from: May 23, 2023 Total Change is: 24,485
1,042 4,899 1,552 2,498 -3,360 -770 5,479 11,503 5,258 11,294 1,136 118 -1,987 4,148
Percent of Open Interest Represented by Each Category of Trader
14.1 19.5 2.7 30.2 9.3 2.6 22.7 35.6 6.7 7.8 4.8 0.3 13.0 18.5
Number of Traders in Each Category Total Traders: 331
22 31 15 73 35 39 42 69 35 19 38 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 298,403
Positions
44,623 60,479 6,778 93,268 28,824 7,986 70,871 115,887 12,525 24,614 14,790 112 37,626 51,022
Changes from: May 23, 2023 Total Change is: 23,228
1,032 4,881 1,486 2,502 -3,360 -769 6,772 14,635 2,087 11,395 989 51 -1,328 3,228
Percent of Open Interest Represented by Each Category of Trader
15.0 20.3 2.3 31.3 9.7 2.7 23.8 38.8 4.2 8.2 5.0 0.0 12.6 17.1
Number of Traders in Each Category Total Traders: 303
22 29 13 70 35 39 37 61 32 15 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 116,646
Positions
6,258 15,694 0 2,689 0 0 72,937 22,345 4,816 1,660 9,339 175 28,111 64,277
Changes from: May 23, 2023 Total Change is: 12,569
763 841 0 -41 0 -7 17,438 -947 1,342 -315 2,167 -24 -6,587 9,197
Percent of Open Interest Represented by Each Category of Trader
5.4 13.5 0.0 2.3 0.0 0.0 62.5 19.2 4.1 1.4 8.0 0.2 24.1 55.1
Number of Traders in Each Category Total Traders: 41
. 4 0 4 0 0 11 11 6 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 524,042
Positions
113,951 85,689 15,497 189,637 180,154 43,361 105,706 121,528 6,435 28,932 44,579 50 20,473 26,749
Changes from: May 23, 2023 Total Change is: 7,763
-4,782 2,420 3,882 1,087 3,385 -1,337 6,321 2,242 1,243 2,000 -3,194 13 -664 -891
Percent of Open Interest Represented by Each Category of Trader
21.7 16.4 3.0 36.2 34.4 8.3 20.2 23.2 1.2 5.5 8.5 0.0 3.9 5.1
Number of Traders in Each Category Total Traders: 373
29 19 7 85 75 46 51 85 28 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 13,106
Positions
3,492 6,896 0 8,575 4,481 0 0 1,026 0 0 0 0 1,039 703
Changes from: May 23, 2023 Total Change is: -907
0 69 0 -660 -806 0 0 -195 0 0 0 0 -247 25
Percent of Open Interest Represented by Each Category of Trader
26.6 52.6 0.0 65.4 34.2 0.0 0.0 7.8 0.0 0.0 0.0 0.0 7.9 5.4
Number of Traders in Each Category Total Traders: 25
4 4 0 10 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 15,459
Positions
492 2,386 0 8,340 0 19 715 6,220 76 919 3,077 0 4,898 3,681
Changes from: May 23, 2023 Total Change is: -470
1 610 0 161 -939 10 -79 78 17 -211 734 -11 -358 -969
Percent of Open Interest Represented by Each Category of Trader
3.2 15.4 0.0 53.9 0.0 0.1 4.6 40.2 0.5 5.9 19.9 0.0 31.7 23.8
Number of Traders in Each Category Total Traders: 27
. 4 0 10 0 . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 61,649
Positions
5,191 9,523 1,650 24,961 1,933 1,598 12,980 7,799 1,053 6,440 466 0 7,776 37,627
Changes from: May 23, 2023 Total Change is: 957
-769 700 -4 758 -384 393 -944 -2,377 568 895 0 0 60 2,061
Percent of Open Interest Represented by Each Category of Trader
8.4 15.4 2.7 40.5 3.1 2.6 21.1 12.7 1.7 10.4 0.8 0.0 12.6 61.0
Number of Traders in Each Category Total Traders: 67
9 8 . 13 . 4 18 11 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 429,714
Positions
33,257 242,945 3,784 291,665 79,703 39,759 28,014 22,560 1,507 18,640 31,511 613 12,475 7,332
Changes from: May 23, 2023 Total Change is: -1,296
277 1,374 0 -1,924 -4,157 884 1,253 1,821 -218 -919 -89 572 -1,221 -1,483
Percent of Open Interest Represented by Each Category of Trader
7.7 56.5 0.9 67.9 18.5 9.3 6.5 5.3 0.4 4.3 7.3 0.1 2.9 1.7
Number of Traders in Each Category Total Traders: 192
11 15 4 74 45 33 20 16 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,114,078
Positions
85,782 524,741 8,594 714,065 309,978 119,179 90,452 81,115 7,009 51,128 46,113 1,284 36,585 16,065
Changes from: May 23, 2023 Total Change is: -13,297
71 -26,506 364 -16,644 10,851 537 -5,154 3,789 1,189 -758 -6,472 1 7,097 2,950
Percent of Open Interest Represented by Each Category of Trader
7.7 47.1 0.8 64.1 27.8 10.7 8.1 7.3 0.6 4.6 4.1 0.1 3.3 1.4
Number of Traders in Each Category Total Traders: 408
27 20 11 148 75 78 51 45 27 31 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 205,038
Positions
26,362 133,134 42,961 36,461 0 1,723 74,653 4,314 16,997 5,424 5,671 140 317 98
Changes from: May 23, 2023 Total Change is: 1,773
-2,052 122 1,238 9 0 0 2,791 661 -216 30 0 -30 3 -2
Percent of Open Interest Represented by Each Category of Trader
12.9 64.9 21.0 17.8 0.0 0.8 36.4 2.1 8.3 2.6 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 30, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 41,416
Positions
7,609 29,808 3,030 610 0 0 29,699 8,110 468 0 0 0 0 0
Changes from: May 23, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.4 72.0 7.3 1.5 0.0 0.0 71.7 19.6 1.1 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 10 7 . 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,280,460
Positions
23,080 149,683 5,982 678,949 349,380 182,174 70,453 325,187 66,334 66,436 62,302 0 187,052 139,418
Changes from: May 23, 2023 Total Change is: -18,814
-8,662 -3,700 -5,772 23,522 -61 -3,199 -9,571 16,854 -1,444 -4,974 -4,684 -3,250 -5,464 -13,558
Percent of Open Interest Represented by Each Category of Trader
1.8 11.7 0.5 53.0 27.3 14.2 5.5 25.4 5.2 5.2 4.9 0.0 14.6 10.9
Number of Traders in Each Category Total Traders: 173
5 14 9 61 29 60 23 29 19 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,468,209
Positions
9,936 76,247 4,251 841,020 262,217 272,848 92,635 688,367 25,663 46,758 21,094 0 175,098 117,522
Changes from: May 23, 2023 Total Change is: -68,947
-5,659 9,904 2,649 -7,842 -9,285 -6,352 9,563 -6,447 -45,024 157 950 -4,219 -12,220 -11,123
Percent of Open Interest Represented by Each Category of Trader
0.7 5.2 0.3 57.3 17.9 18.6 6.3 46.9 1.7 3.2 1.4 0.0 11.9 8.0
Number of Traders in Each Category Total Traders: 166
4 8 8 77 25 56 17 23 17 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,162,876
Positions
87,147 268,026 21,869 1,391,456 381,477 322,504 755,221 1,817,909 42,023 294,596 145,762 14,507 233,553 148,799
Changes from: May 23, 2023 Total Change is: -103,734
1,248 -15,220 -9,934 5,062 -9,551 -87,303 50,546 60,751 -36,853 -13,303 2,496 -2,061 -11,136 -6,059
Percent of Open Interest Represented by Each Category of Trader
2.8 8.5 0.7 44.0 12.1 10.2 23.9 57.5 1.3 9.3 4.6 0.5 7.4 4.7
Number of Traders in Each Category Total Traders: 370
22 29 14 135 42 87 37 54 29 37 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 4,728,273
Positions
165,323 367,586 27,230 2,453,753 1,150,335 733,506 290,273 1,768,219 164,607 472,155 187,250 4,300 417,126 325,240
Changes from: May 23, 2023 Total Change is: -174,015
4,255 8,802 83 -9,235 11,765 -33,857 -37,904 -38,292 -89,539 52,847 30,338 -23,257 -37,408 -40,058
Percent of Open Interest Represented by Each Category of Trader
3.5 7.8 0.6 51.9 24.3 15.5 6.1 37.4 3.5 10.0 4.0 0.1 8.8 6.9
Number of Traders in Each Category Total Traders: 402
22 28 19 121 64 96 48 70 48 36 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,676,170
Positions
58,333 65,789 6,678 793,756 640,861 237,705 199,619 414,855 14,941 173,121 43,570 6,181 185,836 245,590
Changes from: May 23, 2023 Total Change is: -59,470
-16,889 -957 -106 -5,513 13,744 -11,684 9,163 -12,259 -29,664 -7,978 -4,750 4,066 -865 -17,860
Percent of Open Interest Represented by Each Category of Trader
3.5 3.9 0.4 47.4 38.2 14.2 11.9 24.8 0.9 10.3 2.6 0.4 11.1 14.7
Number of Traders in Each Category Total Traders: 163
4 12 5 44 52 57 14 19 14 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,871,724
Positions
52,415 659,862 33,041 2,438,749 718,680 635,094 738,021 2,258,770 113,664 490,838 144,088 1,243 368,659 307,282
Changes from: May 23, 2023 Total Change is: -233,807
-10,339 -52,959 -6,692 -33,798 -3,786 -4,247 -155,002 -135,579 24,793 2,250 5,350 -22,599 -28,173 -38,088
Percent of Open Interest Represented by Each Category of Trader
1.1 13.5 0.7 50.1 14.8 13.0 15.1 46.4 2.3 10.1 3.0 0.0 7.6 6.3
Number of Traders in Each Category Total Traders: 363
14 28 14 126 39 93 54 60 39 27 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,855,851
Positions
523,302 263,093 483,771 13,572 86,920 22,613 346,170 520,758 413,179 6,764 9,212 3,009 43,471 53,296
Changes from: May 23, 2023 Total Change is: 120,177
28,339 -15,575 49,192 8,709 -4,207 3,761 31,205 98,694 -13,464 450 -1,237 2,034 9,951 979
Percent of Open Interest Represented by Each Category of Trader
28.2 14.2 26.1 0.7 4.7 1.2 18.7 28.1 22.3 0.4 0.5 0.2 2.3 2.9
Number of Traders in Each Category Total Traders: 139
29 31 53 5 6 4 30 31 46 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 560,386
Positions
242,436 299,138 21,430 58,730 0 341 163,775 161,344 13,954 4,836 1,683 0 54,884 62,496
Changes from: May 23, 2023 Total Change is: 4,108
13,281 4,471 -4,480 -2,811 0 0 3,626 5,068 -5,389 300 -567 0 -419 5,005
Percent of Open Interest Represented by Each Category of Trader
43.3 53.4 3.8 10.5 0.0 0.1 29.2 28.8 2.5 0.9 0.3 0.0 9.8 11.2
Number of Traders in Each Category Total Traders: 70
15 17 4 . 0 . 17 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 9,924,772
Positions
2,930,773 2,823,085 1,820,505 350,618 572,144 505,998 1,490,161 1,091,714 2,640,953 61,957 331,595 78,306 45,501 60,472
Changes from: May 23, 2023 Total Change is: 173,568
-28,735 63,620 29,874 4,363 16,148 70,046 76,224 -42,609 40,797 2,260 9,302 -21,224 -37 7,614
Percent of Open Interest Represented by Each Category of Trader
29.5 28.4 18.3 3.5 5.8 5.1 15.0 11.0 26.6 0.6 3.3 0.8 0.5 0.6
Number of Traders in Each Category Total Traders: 842
63 110 130 27 69 58 99 184 173 82 142 110
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,073,964
Positions
311,687 299,484 295,736 10,375 12,041 16,839 239,970 215,544 196,718 683 32,044 573 1,383 4,985
Changes from: May 23, 2023 Total Change is: 186,370
86,231 7,848 35,492 -4,842 8,853 9,324 44,040 97,827 15,149 147 7,697 -181 1,010 4,361
Percent of Open Interest Represented by Each Category of Trader
29.0 27.9 27.5 1.0 1.1 1.6 22.3 20.1 18.3 0.1 3.0 0.1 0.1 0.5
Number of Traders in Each Category Total Traders: 188
35 49 56 . 7 . 30 46 45 4 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 30, 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 20,028
Positions
3,200 0 0 73 542 0 665 16,210 10 16,080 3,244 0 0 22
Changes from: May 23, 2023 Total Change is: -452
0 0 0 28 -30 0 268 -773 2 -750 349 0 0 0
Percent of Open Interest Represented by Each Category of Trader
16.0 0.0 0.0 0.4 2.7 0.0 3.3 80.9 0.0 80.3 16.2 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 . 9 . . 5 0
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Traders in Financial Futures - Futures Only Positions as of May 30, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 11,715
Positions
497 2,555 180 6,478 184 647 1,865 6,639 400 416 315 54 1,178 741
Changes from: May 23, 2023 Total Change is: -1,328
-49 118 47 105 4 92 -319 -439 -289 -773 -634 -113 -29 -114
Percent of Open Interest Represented by Each Category of Trader
4.2 21.8 1.5 55.3 1.6 5.5 15.9 56.7 3.4 3.6 2.7 0.5 10.1 6.3
Number of Traders in Each Category Total Traders: 94
4 8 . 5 . . 19 37 17 8 8 .
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Traders in Financial Futures - Futures Only Positions as of May 30, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 6,569
Positions
196 1,110 0 315 682 19 1,430 2,995 121 2,007 756 74 2,407 812
Changes from: May 23, 2023 Total Change is: -3,473
-361 -1,155 -241 -26 46 -5 -2,393 -789 -395 169 -514 -30 -191 -390
Percent of Open Interest Represented by Each Category of Trader
3.0 16.9 0.0 4.8 10.4 0.3 21.8 45.6 1.8 30.6 11.5 1.1 36.6 12.4
Number of Traders in Each Category Total Traders: 83
. . 0 . . . 12 12 4 35 13 .
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Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,076
Positions
268 307 0 691 31 1 1,029 2,145 18 351 135 0 718 439
Changes from: May 23, 2023 Total Change is: -366
49 23 -24 220 0 -4 -586 -22 -97 29 -138 0 47 -104
Percent of Open Interest Represented by Each Category of Trader
8.7 10.0 0.0 22.5 1.0 0.0 33.5 69.7 0.6 11.4 4.4 0.0 23.3 14.3
Number of Traders in Each Category Total Traders: 54
5 4 0 5 . . 16 16 . 5 . 0
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Traders in Financial Futures - Futures Only Positions as of May 30, 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 13,041
Positions
290 0 0 2,239 0 0 688 8,795 517 8,469 3,357 140 698 232
Changes from: May 23, 2023 Total Change is: -3,098
193 -2,645 0 -59 -53 0 248 2,118 -2,393 -798 226 -197 -92 -154
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.0 17.2 0.0 0.0 5.3 67.4 4.0 64.9 25.7 1.1 5.4 1.8
Number of Traders in Each Category Total Traders: 86
. 0 0 . 0 0 6 8 . 52 16 .
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Traders in Financial Futures - Futures Only Positions as of May 30, 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 32,373
Positions
0 11,163 0 10,760 1,575 862 10,321 13,292 663 3,620 2,163 211 5,936 2,444
Changes from: May 23, 2023 Total Change is: 2,170
-58 0 0 358 -1,204 -4 1,114 3,867 -63 281 -105 4 538 -325
Percent of Open Interest Represented by Each Category of Trader
0.0 34.5 0.0 33.2 4.9 2.7 31.9 41.1 2.0 11.2 6.7 0.7 18.3 7.5
Number of Traders in Each Category Total Traders: 98
0 . 0 11 6 4 25 17 6 24 12 4
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Traders in Financial Futures - Futures Only Positions as of May 30, 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 379,707
Positions
38,021 23,532 14,974 114,421 84,849 51,094 63,505 104,895 52,588 6,734 6,533 13,038 25,332 28,204
Changes from: May 23, 2023 Total Change is: -9,062
-4,230 3,373 533 -6,854 -12,855 1,148 686 4,007 -1,407 278 -3,994 744 40 -611
Percent of Open Interest Represented by Each Category of Trader
10.0 6.2 3.9 30.1 22.3 13.5 16.7 27.6 13.8 1.8 1.7 3.4 6.7 7.4
Number of Traders in Each Category Total Traders: 197
14 11 17 25 33 26 41 40 49 11 9 14
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Traders in Financial Futures - Futures Only Positions as of May 30, 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 57,621
Positions
41,603 42,699 0 4,771 4,897 860 8,519 8,846 45 1,534 165 0 289 109
Changes from: May 23, 2023 Total Change is: -2
0 0 0 59 -16 0 -69 2 1 6 7 0 1 4
Percent of Open Interest Represented by Each Category of Trader
72.2 74.1 0.0 8.3 8.5 1.5 14.8 15.4 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 June 02, 2023