Traders in Financial Futures - Futures Only Positions as of June 6, 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 168,025
Positions
68,961 2,930 1,352 27,258 82,881 4,400 19,797 33,431 10,023 4,837 1,484 59 31,338 31,465
Changes from: May 30, 2023 Total Change is: -11,846
3,016 0 740 -3,340 676 570 -12,003 -8,292 275 -5,037 -752 25 3,908 -5,088
Percent of Open Interest Represented by Each Category of Trader
41.0 1.7 0.8 16.2 49.3 2.6 11.8 19.9 6.0 2.9 0.9 0.0 18.7 18.7
Number of Traders in Each Category Total Traders: 97
13 . 5 11 28 8 18 17 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 44,087
Positions
15,806 5,986 78 2,748 13,776 7 11,864 6,724 473 1,802 0 0 11,309 17,043
Changes from: May 30, 2023 Total Change is: 2,733
1,174 -2,452 6 -364 1,378 7 4,440 1,688 -323 0 0 0 -2,207 2,429
Percent of Open Interest Represented by Each Category of Trader
35.9 13.6 0.2 6.2 31.2 0.0 26.9 15.3 1.1 4.1 0.0 0.0 25.7 38.7
Number of Traders in Each Category Total Traders: 45
5 5 . 5 9 . 13 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 242,117
Positions
56,458 67,360 5,452 61,904 67,456 4,912 58,577 41,788 24,227 1,387 3,362 0 29,200 27,560
Changes from: May 30, 2023 Total Change is: 1,816
-646 -833 3,634 1,878 7,449 -499 -3,927 -9,678 1,789 0 34 0 -413 -80
Percent of Open Interest Represented by Each Category of Trader
23.3 27.8 2.3 25.6 27.9 2.0 24.2 17.3 10.0 0.6 1.4 0.0 12.1 11.4
Number of Traders in Each Category Total Traders: 125
5 10 . 19 26 11 30 27 24 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 245,332
Positions
93,189 5,468 2,028 66,695 100,718 3,477 36,006 84,398 6,783 6,358 2,745 65 30,731 39,650
Changes from: May 30, 2023 Total Change is: 2,095
7,044 -428 185 -4,870 4,095 611 -3,068 -1,054 -281 1,092 -1,015 -50 1,432 32
Percent of Open Interest Represented by Each Category of Trader
38.0 2.2 0.8 27.2 41.1 1.4 14.7 34.4 2.8 2.6 1.1 0.0 12.5 16.2
Number of Traders in Each Category Total Traders: 139
14 6 6 21 29 14 21 40 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 781,967
Positions
22,692 516,983 1,993 487,937 87,370 20,355 77,781 54,388 34,860 35,134 10,298 5,449 95,766 50,271
Changes from: May 30, 2023 Total Change is: 6,825
1,975 -13,142 303 -11,314 4,693 1,678 5,358 1,261 7,324 -479 -67 50 1,930 4,725
Percent of Open Interest Represented by Each Category of Trader
2.9 66.1 0.3 62.4 11.2 2.6 9.9 7.0 4.5 4.5 1.3 0.7 12.2 6.4
Number of Traders in Each Category Total Traders: 287
13 16 4 113 28 46 48 36 28 23 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 35,689
Positions
0 20,076 0 14,924 2,947 2,964 5,899 2,436 333 0 0 0 11,569 6,933
Changes from: May 30, 2023 Total Change is: 2,814
0 19 0 1,964 -370 0 1,039 545 301 0 0 0 -490 2,319
Percent of Open Interest Represented by Each Category of Trader
0.0 56.3 0.0 41.8 8.3 8.3 16.5 6.8 0.9 0.0 0.0 0.0 32.4 19.4
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 209,680
Positions
79,736 1,707 3,994 40,132 118,606 6,637 44,312 34,571 13,234 2,270 538 0 19,365 30,393
Changes from: May 30, 2023 Total Change is: 4,717
3,410 -239 3,589 -1,980 538 1,025 -9,349 -4,605 8,456 -290 43 0 -144 -4,090
Percent of Open Interest Represented by Each Category of Trader
38.0 0.8 1.9 19.1 56.6 3.2 21.1 16.5 6.3 1.1 0.3 0.0 9.2 14.5
Number of Traders in Each Category Total Traders: 94
8 . 4 11 22 11 20 28 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 235,994
Positions
10,961 108,533 1,379 126,487 6,082 1,470 78,303 54,197 4,662 3,287 56,333 215 9,230 3,123
Changes from: May 30, 2023 Total Change is: 11,599
873 4,177 230 853 -564 936 4,372 4,288 2,602 503 -209 -58 1,288 197
Percent of Open Interest Represented by Each Category of Trader
4.6 46.0 0.6 53.6 2.6 0.6 33.2 23.0 2.0 1.4 23.9 0.1 3.9 1.3
Number of Traders in Each Category Total Traders: 175
. 13 4 27 8 6 60 33 15 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 46,686
Positions
1,526 31,571 187 19,300 1,938 17 17,722 4,396 1 3,142 3,325 0 4,791 5,251
Changes from: May 30, 2023 Total Change is: -18,160
22 -4,390 -11,449 -2,502 -1,655 17 1,719 604 -763 3 229 0 -5,207 -753
Percent of Open Interest Represented by Each Category of Trader
3.3 67.6 0.4 41.3 4.2 0.0 38.0 9.4 0.0 6.7 7.1 0.0 10.3 11.2
Number of Traders in Each Category Total Traders: 75
. 5 . 17 6 . 22 7 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 41,665
Positions
13,493 1,547 83 6,706 20,188 970 14,037 9,876 2,463 411 883 0 3,502 5,655
Changes from: May 30, 2023 Total Change is: 2,158
1,090 -314 62 -404 -126 529 -298 -137 1,456 -93 -216 -16 -168 920
Percent of Open Interest Represented by Each Category of Trader
32.4 3.7 0.2 16.1 48.5 2.3 33.7 23.7 5.9 1.0 2.1 0.0 8.4 13.6
Number of Traders in Each Category Total Traders: 82
8 . . 11 20 6 18 16 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 44,039
Positions
20,562 137 264 356 37,456 0 20,884 3,430 182 468 583 0 1,323 1,987
Changes from: May 30, 2023 Total Change is: 93
917 -17 117 -207 384 0 -906 -316 40 0 123 0 132 -238
Percent of Open Interest Represented by Each Category of Trader
46.7 0.3 0.6 0.8 85.1 0.0 47.4 7.8 0.4 1.1 1.3 0.0 3.0 4.5
Number of Traders in Each Category Total Traders: 43
4 . . . 7 0 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 103,684
Positions
37,985 25,950 1,346 16,250 7,447 31 18,461 25,601 9,174 2,607 17,921 466 17,366 15,749
Changes from: May 30, 2023 Total Change is: 5,666
-636 3,683 90 1,457 -749 -397 844 -678 5,504 -2,944 -1,690 -8 1,755 -90
Percent of Open Interest Represented by Each Category of Trader
36.6 25.0 1.3 15.7 7.2 0.0 17.8 24.7 8.8 2.5 17.3 0.4 16.7 15.2
Number of Traders in Each Category Total Traders: 112
14 13 8 15 9 . 25 23 16 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 100,587
Positions
38,187 25,950 1,098 16,224 7,447 31 18,518 25,902 7,657 3,011 17,833 0 15,861 14,669
Changes from: May 30, 2023 Total Change is: 5,666
-589 3,683 64 1,457 -719 -397 762 -654 5,593 -2,983 -1,700 0 1,759 -204
Percent of Open Interest Represented by Each Category of Trader
38.0 25.8 1.1 16.1 7.4 0.0 18.4 25.8 7.6 3.0 17.7 0.0 15.8 14.6
Number of Traders in Each Category Total Traders: 101
13 13 7 14 9 . 23 22 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 41,769
Positions
12,436 28,536 0 22,729 3,800 1,942 2,586 5,605 100 0 0 0 1,976 1,786
Changes from: May 30, 2023 Total Change is: 712
484 240 0 503 433 -216 55 134 0 0 0 0 -114 121
Percent of Open Interest Represented by Each Category of Trader
29.8 68.3 0.0 54.4 9.1 4.6 6.2 13.4 0.2 0.0 0.0 0.0 4.7 4.3
Number of Traders in Each Category Total Traders: 36
6 4 0 16 4 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 30,974
Positions
453 2,477 0 263 0 0 13,258 10,825 1,339 260 5,184 350 15,051 10,799
Changes from: May 30, 2023 Total Change is: -2
-206 259 0 0 -300 0 -81 -1,139 17 260 -27 50 -42 1,138
Percent of Open Interest Represented by Each Category of Trader
1.5 8.0 0.0 0.8 0.0 0.0 42.8 34.9 4.3 0.8 16.7 1.1 48.6 34.9
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 6 5 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 2,544,164
Positions
565,153 481,479 70,356 1,051,361 383,644 225,514 170,267 728,831 103,502 86,141 253,908 7,886 263,985 289,045
Changes from: May 30, 2023 Total Change is: 10,293
-817 -6,469 9,524 5,133 -32,968 -4,638 -6,560 35,009 9,241 -731 -6,374 -2,109 1,249 9,076
Percent of Open Interest Represented by Each Category of Trader
22.2 18.9 2.8 41.3 15.1 8.9 6.7 28.6 4.1 3.4 10.0 0.3 10.4 11.4
Number of Traders in Each Category Total Traders: 545
37 36 24 160 82 115 64 109 69 20 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 16,684
Positions
1,098 14,288 0 9,680 555 0 4,067 597 0 0 0 0 1,839 1,244
Changes from: May 30, 2023 Total Change is: 2,004
201 1,851 0 1,779 0 0 554 39 -200 0 0 0 -330 314
Percent of Open Interest Represented by Each Category of Trader
6.6 85.6 0.0 58.0 3.3 0.0 24.4 3.6 0.0 0.0 0.0 0.0 11.0 7.5
Number of Traders in Each Category Total Traders: 28
. 10 0 7 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 26,381
Positions
6,516 14,234 3 15,752 8,161 0 1,430 1,284 398 0 0 0 2,282 2,301
Changes from: May 30, 2023 Total Change is: 1,170
111 -1,927 3 1,601 2,544 0 -477 89 -15 0 0 0 -53 476
Percent of Open Interest Represented by Each Category of Trader
24.7 54.0 0.0 59.7 30.9 0.0 5.4 4.9 1.5 0.0 0.0 0.0 8.7 8.7
Number of Traders in Each Category Total Traders: 36
4 7 . 13 4 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 2,500,232
Positions
566,116 485,212 64,763 1,049,792 383,666 224,761 181,871 758,002 59,952 86,036 250,925 7,886 259,055 265,065
Changes from: May 30, 2023 Total Change is: 5,289
-957 -6,844 9,666 5,344 -32,886 -4,703 -4,070 41,338 1,754 -731 -6,644 -2,109 1,095 5,717
Percent of Open Interest Represented by Each Category of Trader
22.6 19.4 2.6 42.0 15.3 9.0 7.3 30.3 2.4 3.4 10.0 0.3 10.4 10.6
Number of Traders in Each Category Total Traders: 535
35 37 24 158 81 112 64 105 66 19 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 32,911
Positions
19,093 29,623 0 11,128 0 0 788 1,668 90 0 0 0 1,812 1,530
Changes from: May 30, 2023 Total Change is: 2,367
2,312 1,765 0 -386 0 0 481 577 -12 0 0 0 -28 37
Percent of Open Interest Represented by Each Category of Trader
58.0 90.0 0.0 33.8 0.0 0.0 2.4 5.1 0.3 0.0 0.0 0.0 5.5 4.6
Number of Traders in Each Category Total Traders: 25
4 6 0 6 0 0 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 19,428
Positions
6,744 18,072 0 7,597 244 0 339 0 0 0 0 0 4,748 1,112
Changes from: May 30, 2023 Total Change is: 2,206
-155 2,362 0 1,243 6 0 29 -200 0 0 0 0 1,089 38
Percent of Open Interest Represented by Each Category of Trader
34.7 93.0 0.0 39.1 1.3 0.0 1.7 0.0 0.0 0.0 0.0 0.0 24.4 5.7
Number of Traders in Each Category Total Traders: 20
5 7 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 17,869
Positions
13,757 10,529 0 1,673 5,033 0 772 755 0 0 0 0 1,667 1,552
Changes from: May 30, 2023 Total Change is: -81
98 -150 0 51 0 0 227 -14 0 0 0 0 -457 83
Percent of Open Interest Represented by Each Category of Trader
77.0 58.9 0.0 9.4 28.2 0.0 4.3 4.2 0.0 0.0 0.0 0.0 9.3 8.7
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 June 6, 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 12,334
Positions
6,479 10,960 0 3,946 0 0 0 594 0 0 0 0 1,909 780
Changes from: May 30, 2023 Total Change is: -20
1,184 -2 0 -1,031 0 0 0 -4 0 0 0 0 -173 -14
Percent of Open Interest Represented by Each Category of Trader
52.5 88.9 0.0 32.0 0.0 0.0 0.0 4.8 0.0 0.0 0.0 0.0 15.5 6.3
Number of Traders in Each Category Total Traders: 20
4 8 0 6 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 28,546
Positions
16,259 8,786 0 7,088 11,339 1,424 1,819 2,610 0 0 0 0 1,956 4,387
Changes from: May 30, 2023 Total Change is: 870
2,991 -2,707 0 -2,300 39 0 224 536 0 0 0 0 -45 3,002
Percent of Open Interest Represented by Each Category of Trader
57.0 30.8 0.0 24.8 39.7 5.0 6.4 9.1 0.0 0.0 0.0 0.0 6.9 15.4
Number of Traders in Each Category Total Traders: 27
5 6 0 6 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 439,321
Positions
46,299 18,602 0 22,146 6,228 1,074 313,107 137,436 6,351 1,046 29,831 0 49,298 239,799
Changes from: May 30, 2023 Total Change is: 50,037
-21 2,328 0 -1,534 -240 73 49,778 11,382 200 2 2,701 0 1,539 33,593
Percent of Open Interest Represented by Each Category of Trader
10.5 4.2 0.0 5.0 1.4 0.2 71.3 31.3 1.4 0.2 6.8 0.0 11.2 54.6
Number of Traders in Each Category Total Traders: 31
. . 0 9 . 4 7 7 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 345,150
Positions
114,146 110,894 146,961 0 38,000 0 18,097 4,582 38,553 23,285 0 0 4,108 6,160
Changes from: May 30, 2023 Total Change is: -1,525
-9,054 -7,250 6,875 0 500 0 5,351 750 -5,101 0 0 0 404 2,701
Percent of Open Interest Represented by Each Category of Trader
33.1 32.1 42.6 0.0 11.0 0.0 5.2 1.3 11.2 6.7 0.0 0.0 1.2 1.8
Number of Traders in Each Category Total Traders: 29
11 6 12 0 . 0 5 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 38,778
Positions
4,939 3,152 191 23,301 23,634 2,140 1,517 1,075 298 0 1,341 0 6,392 6,947
Changes from: May 30, 2023 Total Change is: 1,202
262 -550 22 1,276 -515 6 -442 -442 68 0 1,341 0 10 1,272
Percent of Open Interest Represented by Each Category of Trader
12.7 8.1 0.5 60.1 60.9 5.5 3.9 2.8 0.8 0.0 3.5 0.0 16.5 17.9
Number of Traders in Each Category Total Traders: 59
6 5 . 28 12 10 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 318,085
Positions
42,327 67,824 9,992 95,470 23,056 7,359 73,478 111,628 24,179 22,346 16,062 771 42,161 57,213
Changes from: May 30, 2023 Total Change is: 8,017
-1,351 7,346 1,644 1,933 -5,768 -627 3,092 1,285 3,394 -1,718 1,055 -75 1,724 -237
Percent of Open Interest Represented by Each Category of Trader
13.3 21.3 3.1 30.0 7.2 2.3 23.1 35.1 7.6 7.0 5.0 0.2 13.3 18.0
Number of Traders in Each Category Total Traders: 333
22 33 17 75 33 42 49 62 41 17 40 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 306,736
Positions
43,256 68,172 8,299 95,183 23,056 7,359 74,167 117,233 15,982 22,912 15,738 0 39,578 50,897
Changes from: May 30, 2023 Total Change is: 8,333
-1,367 7,693 1,521 1,915 -5,768 -627 3,296 1,346 3,457 -1,702 948 -112 1,952 -125
Percent of Open Interest Represented by Each Category of Trader
14.1 22.2 2.7 31.0 7.5 2.4 24.2 38.2 5.2 7.5 5.1 0.0 12.9 16.6
Number of Traders in Each Category Total Traders: 303
22 31 14 72 33 42 44 54 38 12 34 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 113,487
Positions
7,646 13,455 2 2,873 0 0 69,579 20,419 5,505 1,873 10,775 175 25,834 63,156
Changes from: May 30, 2023 Total Change is: -3,159
1,388 -2,239 2 184 0 0 -3,358 -1,926 689 213 1,436 0 -2,277 -1,121
Percent of Open Interest Represented by Each Category of Trader
6.7 11.9 0.0 2.5 0.0 0.0 61.3 18.0 4.9 1.7 9.5 0.2 22.8 55.7
Number of Traders in Each Category Total Traders: 45
. . . 4 0 0 12 12 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 525,412
Positions
95,751 89,182 22,634 200,173 178,964 42,954 102,619 112,915 9,049 25,914 43,875 342 25,976 25,497
Changes from: May 30, 2023 Total Change is: 1,370
-18,200 3,493 7,137 10,536 -1,190 -407 -3,087 -8,613 2,614 -3,018 -704 292 5,503 -1,252
Percent of Open Interest Represented by Each Category of Trader
18.2 17.0 4.3 38.1 34.1 8.2 19.5 21.5 1.7 4.9 8.4 0.1 4.9 4.9
Number of Traders in Each Category Total Traders: 369
29 22 9 89 72 52 54 80 33 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 15,272
Positions
5,707 7,837 0 7,255 6,067 0 0 592 0 1,155 0 0 1,155 776
Changes from: May 30, 2023 Total Change is: 2,166
2,215 941 0 -1,320 1,586 0 0 -434 0 1,155 0 0 116 73
Percent of Open Interest Represented by Each Category of Trader
37.4 51.3 0.0 47.5 39.7 0.0 0.0 3.9 0.0 7.6 0.0 0.0 7.6 5.1
Number of Traders in Each Category Total Traders: 23
5 . 0 8 5 0 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 20,045
Positions
164 2,462 78 8,739 0 18 864 6,348 1,347 919 4,030 2,154 5,762 3,608
Changes from: May 30, 2023 Total Change is: 4,586
-328 76 78 399 0 -1 149 128 1,271 0 953 2,154 864 -73
Percent of Open Interest Represented by Each Category of Trader
0.8 12.3 0.4 43.6 0.0 0.1 4.3 31.7 6.7 4.6 20.1 10.7 28.7 18.0
Number of Traders in Each Category Total Traders: 28
. . . 11 0 . . 5 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 84,288
Positions
6,347 9,846 17,219 23,556 1,371 1,363 15,771 9,529 2,685 7,683 466 0 9,664 41,809
Changes from: May 30, 2023 Total Change is: 22,639
1,156 323 15,569 -1,405 -562 -235 2,791 1,730 1,632 1,243 0 0 1,888 4,182
Percent of Open Interest Represented by Each Category of Trader
7.5 11.7 20.4 27.9 1.6 1.6 18.7 11.3 3.2 9.1 0.6 0.0 11.5 49.6
Number of Traders in Each Category Total Traders: 77
10 10 6 13 . 6 20 14 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 420,360
Positions
32,552 240,228 3,865 289,029 75,230 40,422 21,727 19,826 1,326 18,956 30,833 620 11,863 8,010
Changes from: May 30, 2023 Total Change is: -9,354
-705 -2,717 81 -2,636 -4,473 663 -6,287 -2,734 -181 316 -678 7 -612 678
Percent of Open Interest Represented by Each Category of Trader
7.7 57.1 0.9 68.8 17.9 9.6 5.2 4.7 0.3 4.5 7.3 0.1 2.8 1.9
Number of Traders in Each Category Total Traders: 190
12 14 5 79 41 34 19 14 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 1,115,591
Positions
96,993 512,596 10,965 691,855 303,652 127,278 75,479 86,036 6,819 70,598 50,671 1,835 33,769 15,739
Changes from: May 30, 2023 Total Change is: 1,513
11,211 -12,145 2,371 -22,210 -6,326 8,099 -14,973 4,921 -190 19,470 4,558 551 -2,816 -326
Percent of Open Interest Represented by Each Category of Trader
8.7 45.9 1.0 62.0 27.2 11.4 6.8 7.7 0.6 6.3 4.5 0.2 3.0 1.4
Number of Traders in Each Category Total Traders: 414
29 20 13 155 72 81 51 43 27 33 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 208,114
Positions
21,080 133,231 43,986 37,413 0 1,923 79,079 4,314 18,714 5,441 5,678 140 338 128
Changes from: May 30, 2023 Total Change is: 3,076
-5,282 97 1,025 952 0 200 4,426 0 1,717 17 7 0 21 30
Percent of Open Interest Represented by Each Category of Trader
10.1 64.0 21.1 18.0 0.0 0.9 38.0 2.1 9.0 2.6 2.7 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 91
10 23 15 15 0 . 30 . 9 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 42,136
Positions
8,519 30,001 3,120 610 0 0 29,548 8,676 339 0 0 0 0 0
Changes from: May 30, 2023 Total Change is: 720
910 193 90 0 0 0 -151 566 -129 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.2 71.2 7.4 1.4 0.0 0.0 70.1 20.6 0.8 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 June 6, 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 1,249,240
Positions
25,204 145,986 1,493 690,020 332,859 183,497 63,580 336,010 45,027 65,314 70,327 0 175,105 134,041
Changes from: May 30, 2023 Total Change is: -31,220
2,124 -3,697 -4,489 11,071 -16,521 1,323 -6,873 10,823 -21,307 -1,122 8,025 0 -11,947 -5,377
Percent of Open Interest Represented by Each Category of Trader
2.0 11.7 0.1 55.2 26.6 14.7 5.1 26.9 3.6 5.2 5.6 0.0 14.0 10.7
Number of Traders in Each Category Total Traders: 178
7 15 . 63 30 61 21 28 18 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 1,463,065
Positions
7,619 75,719 1,688 850,259 264,261 275,134 96,000 684,796 18,423 47,417 27,079 0 166,525 115,965
Changes from: May 30, 2023 Total Change is: -5,144
-2,317 -528 -2,563 9,239 2,044 2,286 3,365 -3,571 -7,240 659 5,985 0 -8,573 -1,557
Percent of Open Interest Represented by Each Category of Trader
0.5 5.2 0.1 58.1 18.1 18.8 6.6 46.8 1.3 3.2 1.9 0.0 11.4 7.9
Number of Traders in Each Category Total Traders: 165
. 8 . 77 23 54 18 23 16 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 3,351,277
Positions
93,140 255,943 17,953 1,514,997 450,779 306,895 747,997 1,960,918 42,018 373,690 157,214 14,272 240,315 145,285
Changes from: May 30, 2023 Total Change is: 188,401
5,993 -12,083 -3,916 123,541 69,302 -15,609 -7,224 143,009 -5 79,094 11,452 -235 6,762 -3,514
Percent of Open Interest Represented by Each Category of Trader
2.8 7.6 0.5 45.2 13.5 9.2 22.3 58.5 1.3 11.2 4.7 0.4 7.2 4.3
Number of Traders in Each Category Total Traders: 387
27 34 9 136 40 87 36 59 29 42 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 4,578,932
Positions
166,128 298,368 20,656 2,365,312 1,183,592 737,302 289,236 1,704,521 128,534 471,709 166,186 2,105 397,950 337,668
Changes from: May 30, 2023 Total Change is: -149,341
805 -69,218 -6,574 -88,441 33,257 3,796 -1,037 -63,698 -36,073 -446 -21,064 -2,195 -19,176 12,428
Percent of Open Interest Represented by Each Category of Trader
3.6 6.5 0.5 51.7 25.8 16.1 6.3 37.2 2.8 10.3 3.6 0.0 8.7 7.4
Number of Traders in Each Category Total Traders: 411
22 30 16 125 65 97 49 68 45 37 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 1,661,225
Positions
75,160 77,100 2,591 791,431 614,777 243,548 170,452 393,141 17,815 172,727 49,263 5,679 181,822 257,311
Changes from: May 30, 2023 Total Change is: -14,945
16,827 11,311 -4,087 -2,325 -26,084 5,843 -29,167 -21,714 2,874 -394 5,693 -502 -4,014 11,721
Percent of Open Interest Represented by Each Category of Trader
4.5 4.6 0.2 47.6 37.0 14.7 10.3 23.7 1.1 10.4 3.0 0.3 10.9 15.5
Number of Traders in Each Category Total Traders: 167
6 13 5 46 52 58 14 17 14 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 4,850,014
Positions
62,720 594,650 23,674 2,461,111 824,537 638,494 705,227 2,222,354 69,867 529,273 127,198 466 359,182 348,774
Changes from: May 30, 2023 Total Change is: -21,710
10,305 -65,212 -9,367 22,362 105,857 3,400 -32,794 -36,416 -43,797 38,435 -16,890 -777 -9,477 41,492
Percent of Open Interest Represented by Each Category of Trader
1.3 12.3 0.5 50.7 17.0 13.2 14.5 45.8 1.4 10.9 2.6 0.0 7.4 7.2
Number of Traders in Each Category Total Traders: 372
17 35 12 130 37 93 43 64 33 33 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 1,482,369
Positions
476,534 184,774 421,920 13,111 26,474 22,241 177,763 450,447 331,611 2,813 320 1,975 34,401 42,607
Changes from: May 30, 2023 Total Change is: -373,482
-46,768 -78,319 -61,851 -461 -60,446 -372 -168,407 -70,311 -81,568 -3,951 -8,892 -1,034 -9,070 -10,689
Percent of Open Interest Represented by Each Category of Trader
32.1 12.5 28.5 0.9 1.8 1.5 12.0 30.4 22.4 0.2 0.0 0.1 2.3 2.9
Number of Traders in Each Category Total Traders: 133
30 26 52 5 4 . 33 30 49 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 527,383
Positions
259,542 322,760 20,379 55,277 0 341 123,199 108,544 13,134 4,836 1,491 0 50,675 60,734
Changes from: May 30, 2023 Total Change is: -33,003
17,106 23,622 -1,051 -3,453 0 0 -40,576 -52,800 -820 0 -192 0 -4,209 -1,762
Percent of Open Interest Represented by Each Category of Trader
49.2 61.2 3.9 10.5 0.0 0.1 23.4 20.6 2.5 0.9 0.3 0.0 9.6 11.5
Number of Traders in Each Category Total Traders: 69
14 18 4 . 0 . 16 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 9,864,501
Positions
2,861,482 2,783,066 1,825,143 309,825 544,727 534,783 1,468,654 1,056,305 2,687,187 59,824 299,878 75,749 41,854 57,663
Changes from: May 30, 2023 Total Change is: -60,271
-69,291 -40,019 4,638 -40,793 -27,417 28,785 -21,507 -35,409 46,234 -2,133 -31,717 -2,557 -3,647 -2,809
Percent of Open Interest Represented by Each Category of Trader
29.0 28.2 18.5 3.1 5.5 5.4 14.9 10.7 27.2 0.6 3.0 0.8 0.4 0.6
Number of Traders in Each Category Total Traders: 860
62 111 134 30 67 61 93 189 175 76 155 112
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 918,790
Positions
264,919 287,276 211,814 8,909 12,425 28,557 226,204 175,865 176,088 1,293 25,511 472 534 782
Changes from: May 30, 2023 Total Change is: -155,174
-46,768 -12,208 -83,922 -1,466 384 11,718 -13,766 -39,679 -20,630 610 -6,533 -101 -849 -4,203
Percent of Open Interest Represented by Each Category of Trader
28.8 31.3 23.1 1.0 1.4 3.1 24.6 19.1 19.2 0.1 2.8 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 180
33 46 56 . 7 . 30 45 41 6 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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 19,825
Positions
3,200 0 0 83 542 0 3,954 15,009 8 12,580 4,244 0 0 22
Changes from: May 30, 2023 Total Change is: -203
0 0 0 10 0 0 3,289 -1,201 -2 -3,500 1,000 0 0 0
Percent of Open Interest Represented by Each Category of Trader
16.1 0.0 0.0 0.4 2.7 0.0 19.9 75.7 0.0 63.5 21.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 . 8 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of June 6, 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 13,026
Positions
567 2,205 163 6,198 368 557 2,397 7,625 819 1,126 517 27 1,172 745
Changes from: May 30, 2023 Total Change is: 1,311
70 -350 -17 -280 184 -90 532 986 419 710 202 -27 -6 4
Percent of Open Interest Represented by Each Category of Trader
4.4 16.9 1.3 47.6 2.8 4.3 18.4 58.5 6.3 8.6 4.0 0.2 9.0 5.7
Number of Traders in Each Category Total Traders: 101
5 6 4 5 4 . 20 42 14 10 8 .
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Traders in Financial Futures - Futures Only Positions as of June 6, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 7,600
Positions
297 1,043 0 325 802 0 2,292 3,222 382 1,765 998 72 2,467 1,081
Changes from: May 30, 2023 Total Change is: 1,031
101 -67 0 10 120 -19 862 227 261 -242 242 -2 60 269
Percent of Open Interest Represented by Each Category of Trader
3.9 13.7 0.0 4.3 10.6 0.0 30.2 42.4 5.0 23.2 13.1 0.9 32.5 14.2
Number of Traders in Each Category Total Traders: 90
4 . 0 . . 0 12 16 4 35 16 .
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Traders in Financial Futures - Futures Only Positions as of June 6, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,124
Positions
264 205 0 741 31 7 1,499 3,184 53 851 170 0 709 474
Changes from: May 30, 2023 Total Change is: 1,048
-4 -102 0 50 0 6 470 1,039 35 500 35 0 -9 35
Percent of Open Interest Represented by Each Category of Trader
6.4 5.0 0.0 18.0 0.8 0.2 36.3 77.2 1.3 20.6 4.1 0.0 17.2 11.5
Number of Traders in Each Category Total Traders: 60
4 6 0 6 . . 14 20 5 5 4 0
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Traders in Financial Futures - Futures Only Positions as of June 6, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,037
Positions
0 1,266 0 2,447 0 0 1,292 6,759 1,971 8,458 4,640 140 729 261
Changes from: May 30, 2023 Total Change is: 1,996
-290 1,266 0 208 0 0 604 -2,036 1,454 -11 1,283 0 31 29
Percent of Open Interest Represented by Each Category of Trader
0.0 8.4 0.0 16.3 0.0 0.0 8.6 44.9 13.1 56.2 30.9 0.9 4.8 1.7
Number of Traders in Each Category Total Traders: 86
0 . 0 . 0 0 10 6 . 52 15 .
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Traders in Financial Futures - Futures Only Positions as of June 6, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,930
Positions
0 11,163 0 11,292 1,173 790 11,377 14,100 1,331 3,366 2,543 76 5,698 2,754
Changes from: May 30, 2023 Total Change is: 1,557
0 0 0 532 -402 -72 1,056 808 668 -254 380 -135 -238 310
Percent of Open Interest Represented by Each Category of Trader
0.0 32.9 0.0 33.3 3.5 2.3 33.5 41.6 3.9 9.9 7.5 0.2 16.8 8.1
Number of Traders in Each Category Total Traders: 103
0 . 0 14 6 . 27 16 6 21 15 .
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Traders in Financial Futures - Futures Only Positions as of June 6, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 417,626
Positions
47,764 28,409 19,196 107,968 95,198 50,246 71,959 103,910 68,261 8,729 7,033 12,404 31,099 32,969
Changes from: May 30, 2023 Total Change is: 37,919
9,743 4,877 4,222 -6,453 10,349 -848 8,454 -985 15,673 1,995 500 -634 5,767 4,765
Percent of Open Interest Represented by Each Category of Trader
11.4 6.8 4.6 25.9 22.8 12.0 17.2 24.9 16.3 2.1 1.7 3.0 7.4 7.9
Number of Traders in Each Category Total Traders: 204
15 10 18 31 31 28 42 41 46 16 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 6, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 58,353
Positions
41,603 42,699 0 4,576 5,130 948 9,377 9,283 68 1,485 165 0 296 60
Changes from: May 30, 2023 Total Change is: 732
0 0 0 -195 233 88 858 437 23 -49 0 0 7 -49
Percent of Open Interest Represented by Each Category of Trader
71.3 73.2 0.0 7.8 8.8 1.6 16.1 15.9 0.1 2.5 0.3 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 35
4 . 0 8 5 . 8 4 . . . 0
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Updated June 09, 2023