Traders in Financial Futures - Futures Only Positions as of June 20, 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 184,106
Positions
47,905 10,708 24,612 40,695 48,590 4,143 20,776 68,328 2,522 4,985 1,520 68 38,400 23,615
Changes from: June 13, 2023 Total Change is: 16,874
-8,310 4,434 18,500 11,721 -8,992 402 7,326 23,125 -14,219 178 -159 -567 1,843 -5,650
Percent of Open Interest Represented by Each Category of Trader
26.0 5.8 13.4 22.1 26.4 2.3 11.3 37.1 1.4 2.7 0.8 0.0 20.9 12.8
Number of Traders in Each Category Total Traders: 111
9 5 7 20 20 8 20 28 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 36,128
Positions
10,570 2,835 0 2,814 13,176 271 8,299 7,290 1 2,003 0 0 12,170 12,555
Changes from: June 13, 2023 Total Change is: -12,035
-4,388 -2,827 -2,602 -437 -1,344 145 -810 22 -2,674 -119 0 0 -1,150 -2,755
Percent of Open Interest Represented by Each Category of Trader
29.3 7.8 0.0 7.8 36.5 0.8 23.0 20.2 0.0 5.5 0.0 0.0 33.7 34.8
Number of Traders in Each Category Total Traders: 45
4 . 0 5 9 . 11 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 226,505
Positions
2,482 62,747 2,430 80,585 68,164 6,207 77,032 39,918 19,402 1,530 3,195 0 36,837 24,442
Changes from: June 13, 2023 Total Change is: -63,845
-54,706 -6,924 -25,219 13,276 2,792 483 15,569 -21,377 -6,575 143 321 0 -6,816 -7,346
Percent of Open Interest Represented by Each Category of Trader
1.1 27.7 1.1 35.6 30.1 2.7 34.0 17.6 8.6 0.7 1.4 0.0 16.3 10.8
Number of Traders in Each Category Total Traders: 134
4 9 . 24 25 10 38 27 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 238,556
Positions
100,226 9,767 312 67,672 101,127 3,944 28,924 77,642 3,376 6,104 3,774 15 27,983 38,599
Changes from: June 13, 2023 Total Change is: -14,010
7,025 4,566 -8,740 2,010 4,547 147 -8,606 -5,537 -1,894 -594 -152 0 -3,358 -6,947
Percent of Open Interest Represented by Each Category of Trader
42.0 4.1 0.1 28.4 42.4 1.7 12.1 32.5 1.4 2.6 1.6 0.0 11.7 16.2
Number of Traders in Each Category Total Traders: 137
9 8 . 23 28 14 24 36 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 732,979
Positions
19,145 496,116 1,391 476,293 82,284 21,244 66,452 60,120 14,695 35,383 6,827 5,550 92,826 44,752
Changes from: June 13, 2023 Total Change is: -85,315
-2,323 -3,994 -62,259 8,880 3,111 -1,692 -3,684 10,183 -12,396 99 -3,503 -250 -11,690 -14,515
Percent of Open Interest Represented by Each Category of Trader
2.6 67.7 0.2 65.0 11.2 2.9 9.1 8.2 2.0 4.8 0.9 0.8 12.7 6.1
Number of Traders in Each Category Total Traders: 294
14 14 5 121 25 41 47 40 23 24 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 27,718
Positions
0 12,085 0 14,152 4,315 2,538 0 3,187 0 0 0 0 11,028 5,593
Changes from: June 13, 2023 Total Change is: -9,877
0 -8,008 -119 1,310 293 -426 -6,855 437 -1,769 0 0 -682 -1,336 397
Percent of Open Interest Represented by Each Category of Trader
0.0 43.6 0.0 51.1 15.6 9.2 0.0 11.5 0.0 0.0 0.0 0.0 39.8 20.2
Number of Traders in Each Category Total Traders: 26
0 . 0 16 4 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,076
Positions
4,530 5,007 752 5,381 10,484 1,074 2,241 0 2,436 0 950 0 9,662 5,373
Changes from: June 13, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.4 19.2 2.9 20.6 40.2 4.1 8.6 0.0 9.3 0.0 3.6 0.0 37.1 20.6
Number of Traders in Each Category Total Traders: 20
. . . . 8 . 5 0 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 149,898
Positions
44,479 3,146 49 49,958 80,769 2,931 27,107 38,138 2,051 1,879 0 0 21,444 22,814
Changes from: June 13, 2023 Total Change is: -32,664
-25,433 1,546 -1,440 5,198 -9,229 -2,304 1,312 -325 -10,712 -391 -514 0 1,106 -9,686
Percent of Open Interest Represented by Each Category of Trader
29.7 2.1 0.0 33.3 53.9 2.0 18.1 25.4 1.4 1.3 0.0 0.0 14.3 15.2
Number of Traders in Each Category Total Traders: 82
8 . . 16 15 8 16 23 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 224,897
Positions
2,107 69,046 266 133,614 7,474 797 75,748 34,399 753 3,350 107,222 0 8,262 4,940
Changes from: June 13, 2023 Total Change is: -66,692
-8,156 -39,265 -3,669 9,958 327 -452 -10,698 -32,353 -7,178 32 51,830 -37,822 -8,707 1,890
Percent of Open Interest Represented by Each Category of Trader
0.9 30.7 0.1 59.4 3.3 0.4 33.7 15.3 0.3 1.5 47.7 0.0 3.7 2.2
Number of Traders in Each Category Total Traders: 167
4 7 . 29 7 5 64 29 10 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 52,991
Positions
1,224 30,382 209 23,805 2,021 4 18,543 8,473 142 3,439 3,651 0 5,625 8,109
Changes from: June 13, 2023 Total Change is: 4,122
-312 -1,371 7 4,383 -69 1 -768 3,627 142 -79 224 0 748 1,561
Percent of Open Interest Represented by Each Category of Trader
2.3 57.3 0.4 44.9 3.8 0.0 35.0 16.0 0.3 6.5 6.9 0.0 10.6 15.3
Number of Traders in Each Category Total Traders: 83
. 5 . 17 7 . 29 6 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 32,401
Positions
13,159 0 24 5,891 17,997 573 9,463 8,751 165 332 315 0 2,794 4,576
Changes from: June 13, 2023 Total Change is: -14,095
-553 -747 -5,423 385 -2,571 -42 -5,686 -46 -2,762 7 -242 0 -21 -2,262
Percent of Open Interest Represented by Each Category of Trader
40.6 0.0 0.1 18.2 55.5 1.8 29.2 27.0 0.5 1.0 1.0 0.0 8.6 14.1
Number of Traders in Each Category Total Traders: 75
8 0 . 10 17 6 19 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 30,125
Positions
21,946 0 23 354 16,440 0 6,572 11,748 140 233 275 0 857 1,499
Changes from: June 13, 2023 Total Change is: -14,141
3,028 -133 -7,971 -1 -13,828 0 -8,391 8,404 -236 -235 -166 0 -335 -211
Percent of Open Interest Represented by Each Category of Trader
72.8 0.0 0.1 1.2 54.6 0.0 21.8 39.0 0.5 0.8 0.9 0.0 2.8 5.0
Number of Traders in Each Category Total Traders: 34
. 0 . . 7 0 5 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 87,911
Positions
34,460 26,959 596 18,750 6,287 955 17,740 21,577 1,113 1,584 17,117 0 12,713 13,307
Changes from: June 13, 2023 Total Change is: -18,587
-2,852 -2,414 -5,935 790 3,694 -1,430 2,643 -3,096 -6,842 -1,133 -5 -529 -3,299 -2,030
Percent of Open Interest Represented by Each Category of Trader
39.2 30.7 0.7 21.3 7.2 1.1 20.2 24.5 1.3 1.8 19.5 0.0 14.5 15.1
Number of Traders in Each Category Total Traders: 89
12 10 4 14 11 4 17 21 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 87,911
Positions
34,460 26,959 596 18,750 6,287 955 17,740 21,577 1,113 1,584 17,117 0 12,713 13,307
Changes from: June 13, 2023 Total Change is: -15,387
-3,001 -2,354 -5,705 814 3,694 -1,430 2,745 -3,544 -5,197 -1,512 122 -99 -2,002 -874
Percent of Open Interest Represented by Each Category of Trader
39.2 30.7 0.7 21.3 7.2 1.1 20.2 24.5 1.3 1.8 19.5 0.0 14.5 15.1
Number of Traders in Each Category Total Traders: 89
12 10 4 14 11 4 17 21 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 36,838
Positions
6,702 22,976 0 23,062 3,435 2,097 3,158 6,690 0 0 0 0 1,819 1,640
Changes from: June 13, 2023 Total Change is: -13,197
-7,558 -12,430 -781 -65 -449 95 -862 746 -100 0 0 0 -3,926 -278
Percent of Open Interest Represented by Each Category of Trader
18.2 62.4 0.0 62.6 9.3 5.7 8.6 18.2 0.0 0.0 0.0 0.0 4.9 4.5
Number of Traders in Each Category Total Traders: 39
7 4 0 19 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 2,233,907
Positions
345,269 563,991 35,279 1,119,588 319,482 232,689 127,322 506,274 33,220 87,778 278,195 5,121 247,642 259,658
Changes from: June 13, 2023 Total Change is: -722,565
-179,246 33,599 -206,601 21,206 -13,234 -33,601 -34,919 -174,342 -170,690 -5,855 -55,293 -25,094 -87,767 -77,311
Percent of Open Interest Represented by Each Category of Trader
15.5 25.2 1.6 50.1 14.3 10.4 5.7 22.7 1.5 3.9 12.5 0.2 11.1 11.6
Number of Traders in Each Category Total Traders: 531
28 36 17 164 80 112 63 99 48 25 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 14,061
Positions
205 11,906 0 7,485 873 0 4,261 0 0 0 0 0 2,110 1,282
Changes from: June 13, 2023 Total Change is: -5,313
-669 119 -4,637 -11 318 0 245 -771 -414 0 0 0 173 72
Percent of Open Interest Represented by Each Category of Trader
1.5 84.7 0.0 53.2 6.2 0.0 30.3 0.0 0.0 0.0 0.0 0.0 15.0 9.1
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 23,705
Positions
3,223 14,903 0 17,159 6,102 0 1,469 1,133 0 0 0 0 1,854 1,567
Changes from: June 13, 2023 Total Change is: -8,786
-3,480 -4,024 -4,214 1,508 1,247 0 -77 74 -735 0 0 0 -1,788 -1,134
Percent of Open Interest Represented by Each Category of Trader
13.6 62.9 0.0 72.4 25.7 0.0 6.2 4.8 0.0 0.0 0.0 0.0 7.8 6.6
Number of Traders in Each Category Total Traders: 34
. 6 0 13 4 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 2,223,815
Positions
345,269 563,833 35,145 1,117,899 319,369 231,990 126,222 506,645 31,342 87,673 277,768 5,121 243,154 252,602
Changes from: June 13, 2023 Total Change is: -683,653
-180,311 29,629 -200,860 21,455 -13,456 -33,643 -46,862 -205,004 -124,594 -5,855 -55,559 -25,094 -87,889 -55,072
Percent of Open Interest Represented by Each Category of Trader
15.5 25.4 1.6 50.3 14.4 10.4 5.7 22.8 1.4 3.9 12.5 0.2 10.9 11.4
Number of Traders in Each Category Total Traders: 524
28 35 16 163 78 108 61 99 44 24 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 32,521
Positions
18,650 27,872 0 11,628 0 0 808 2,973 0 0 0 0 1,435 1,676
Changes from: June 13, 2023 Total Change is: -10,959
-304 -743 -10,118 1,500 0 0 239 1,623 -1,777 0 0 0 -499 56
Percent of Open Interest Represented by Each Category of Trader
57.3 85.7 0.0 35.8 0.0 0.0 2.5 9.1 0.0 0.0 0.0 0.0 4.4 5.2
Number of Traders in Each Category Total Traders: 25
4 7 0 6 0 0 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 25,166
Positions
14,254 5,363 0 6,961 13,945 1,424 789 2,820 44 0 0 0 1,694 1,570
Changes from: June 13, 2023 Total Change is: -9,802
-2,399 -2,833 -4,926 43 -13 0 -1,223 125 -261 0 0 0 -1,036 -1,894
Percent of Open Interest Represented by Each Category of Trader
56.6 21.3 0.0 27.7 55.4 5.7 3.1 11.2 0.2 0.0 0.0 0.0 6.7 6.2
Number of Traders in Each Category Total Traders: 26
4 6 0 6 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 100,923
Positions
1,339 2,920 0 20,751 4,989 3,128 27,602 12,894 2,170 1,052 4,267 0 44,881 70,555
Changes from: June 13, 2023 Total Change is: -389,122
-45,114 -16,062 -1,647 -3,926 785 1,862 -318,937 -131,748 -22,587 5 2,662 0 1,222 -222,387
Percent of Open Interest Represented by Each Category of Trader
1.3 2.9 0.0 20.6 4.9 3.1 27.3 12.8 2.2 1.0 4.2 0.0 44.5 69.9
Number of Traders in Each Category Total Traders: 26
. . 0 10 . 7 8 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 332,081
Positions
113,311 117,745 127,418 0 38,000 0 22,384 5,582 35,075 28,035 0 1,250 4,608 7,011
Changes from: June 13, 2023 Total Change is: -17,386
1,000 13,550 -24,260 0 0 0 10,102 -1,500 -3,978 1,000 0 -1,000 -250 -198
Percent of Open Interest Represented by Each Category of Trader
34.1 35.5 38.4 0.0 11.4 0.0 6.7 1.7 10.6 8.4 0.0 0.4 1.4 2.1
Number of Traders in Each Category Total Traders: 29
7 9 14 0 . 0 4 . 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 38,734
Positions
3,894 6,385 118 24,836 21,610 2,012 584 2,366 248 0 0 0 7,042 5,995
Changes from: June 13, 2023 Total Change is: -904
114 2,770 -1,236 253 -1,160 -108 -36 109 -61 0 -986 0 170 -232
Percent of Open Interest Represented by Each Category of Trader
10.1 16.5 0.3 64.1 55.8 5.2 1.5 6.1 0.6 0.0 0.0 0.0 18.2 15.5
Number of Traders in Each Category Total Traders: 62
. 7 . 31 13 10 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $20)
CFTC Code #20974+ Open Interest is 255,039
Positions
37,045 73,875 1,385 93,134 25,816 6,507 53,986 69,993 7,235 13,086 19,047 139 42,521 51,041
Changes from: June 13, 2023 Total Change is: -80,298
-10,548 15,874 -24,941 482 3,963 -4,254 -7,054 -31,177 -19,875 -11,405 -8,727 -2,320 -383 -8,842
Percent of Open Interest Represented by Each Category of Trader
14.5 29.0 0.5 36.5 10.1 2.6 21.2 27.4 2.8 5.1 7.5 0.1 16.7 20.0
Number of Traders in Each Category Total Traders: 321
18 32 6 77 34 41 48 62 30 15 35 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 247,591
Positions
36,909 73,518 1,385 92,743 25,816 6,505 53,997 71,384 3,574 13,110 18,920 7 39,361 46,482
Changes from: June 13, 2023 Total Change is: -74,496
-11,669 15,154 -23,157 476 3,963 -4,254 -5,600 -32,255 -16,142 -12,033 -8,381 -1,581 -536 -7,843
Percent of Open Interest Represented by Each Category of Trader
14.9 29.7 0.6 37.5 10.4 2.6 21.8 28.8 1.4 5.3 7.6 0.0 15.9 18.8
Number of Traders in Each Category Total Traders: 295
17 29 6 73 34 41 41 58 26 12 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 74,478
Positions
1,358 3,568 0 3,913 0 24 35,446 21,648 1,060 1,073 2,585 0 31,604 45,593
Changes from: June 13, 2023 Total Change is: -58,020
-6,623 -10,639 0 56 0 -1 -33,396 -8,069 -18,481 -930 -10,668 -175 1,530 -9,987
Percent of Open Interest Represented by Each Category of Trader
1.8 4.8 0.0 5.3 0.0 0.0 47.6 29.1 1.4 1.4 3.5 0.0 42.4 61.2
Number of Traders in Each Category Total Traders: 39
. 4 0 6 0 . 12 7 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 530,683
Positions
96,941 108,677 11,180 216,518 182,597 44,630 99,723 113,287 4,948 32,437 42,773 208 24,098 22,383
Changes from: June 13, 2023 Total Change is: -122,875
9,849 19,800 -79,668 6,897 10,115 -7,922 -4,615 -6,636 -32,266 4,727 -9,976 -6,533 -13,344 -9,789
Percent of Open Interest Represented by Each Category of Trader
18.3 20.5 2.1 40.8 34.4 8.4 18.8 21.3 0.9 6.1 8.1 0.0 4.5 4.2
Number of Traders in Each Category Total Traders: 341
25 21 8 93 60 47 49 66 26 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 13,173
Positions
3,247 5,843 0 7,328 6,269 0 525 442 0 1,155 0 0 918 619
Changes from: June 13, 2023 Total Change is: -9,072
-2,488 -1,553 -2,238 450 -40 0 330 -46 -556 0 0 0 -4,570 -4,639
Percent of Open Interest Represented by Each Category of Trader
24.6 44.4 0.0 55.6 47.6 0.0 4.0 3.4 0.0 8.8 0.0 0.0 7.0 4.7
Number of Traders in Each Category Total Traders: 23
. 4 0 7 6 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 16,787
Positions
0 4,348 0 10,613 250 14 922 4,677 0 919 4,816 0 4,319 2,682
Changes from: June 13, 2023 Total Change is: 828
0 941 0 897 250 -4 200 -391 0 0 437 0 -265 -405
Percent of Open Interest Represented by Each Category of Trader
0.0 25.9 0.0 63.2 1.5 0.1 5.5 27.9 0.0 5.5 28.7 0.0 25.7 16.0
Number of Traders in Each Category Total Traders: 32
0 4 0 14 . . . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 55,296
Positions
7,370 15,631 650 24,442 1,360 936 10,369 4,008 0 4,942 466 0 6,587 32,245
Changes from: June 13, 2023 Total Change is: 267
501 -1,215 -20 -462 -20 22 -778 -1,142 -255 1,053 0 0 206 2,897
Percent of Open Interest Represented by Each Category of Trader
13.3 28.3 1.2 44.2 2.5 1.7 18.8 7.2 0.0 8.9 0.8 0.0 11.9 58.3
Number of Traders in Each Category Total Traders: 60
10 4 . 14 . 5 15 8 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 411,074
Positions
30,007 245,848 4,225 278,660 70,087 42,384 21,978 18,697 2,245 19,605 22,395 232 11,738 4,961
Changes from: June 13, 2023 Total Change is: -72,134
888 16,973 -56,853 -4,166 -2,171 1,107 243 -5,832 -2,157 603 -12,514 -428 -11,371 -10,259
Percent of Open Interest Represented by Each Category of Trader
7.3 59.8 1.0 67.8 17.0 10.3 5.3 4.5 0.5 4.8 5.4 0.1 2.9 1.2
Number of Traders in Each Category Total Traders: 188
12 14 5 77 41 32 18 14 9 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,142,733
Positions
85,554 573,917 16,486 719,902 274,639 113,877 90,440 94,544 7,247 73,891 48,050 1,026 34,310 12,947
Changes from: June 13, 2023 Total Change is: -233,480
-11,475 72,069 -186,317 25,665 -12,051 -16,530 12,092 -7,415 -2,829 3,474 -21,453 -16,520 -41,040 -42,434
Percent of Open Interest Represented by Each Category of Trader
7.5 50.2 1.4 63.0 24.0 10.0 7.9 8.3 0.6 6.5 4.2 0.1 3.0 1.1
Number of Traders in Each Category Total Traders: 416
30 18 12 164 63 80 55 41 26 34 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 202,624
Positions
15,992 126,200 46,701 37,476 0 1,923 78,529 4,214 15,629 5,471 7,276 580 323 101
Changes from: June 13, 2023 Total Change is: -3,502
-3,782 -4,137 1,190 60 0 0 -567 -100 -406 0 -50 0 3 1
Percent of Open Interest Represented by Each Category of Trader
7.9 62.3 23.0 18.5 0.0 0.9 38.8 2.1 7.7 2.7 3.6 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 97
9 24 15 15 0 . 35 . 9 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,233,359
Positions
27,267 155,647 811 685,965 307,944 187,866 53,107 336,466 31,068 68,358 70,448 0 178,917 143,109
Changes from: June 13, 2023 Total Change is: -3,425
1,480 8,543 -85 -6,477 -12,683 5,882 -2,329 -7,582 -1,265 -143 892 0 -488 2,873
Percent of Open Interest Represented by Each Category of Trader
2.2 12.6 0.1 55.6 25.0 15.2 4.3 27.3 2.5 5.5 5.7 0.0 14.5 11.6
Number of Traders in Each Category Total Traders: 180
9 15 4 63 30 62 20 28 19 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,472,217
Positions
9,003 79,794 1,650 858,292 274,109 270,479 96,522 690,954 14,519 49,355 29,695 0 172,397 111,017
Changes from: June 13, 2023 Total Change is: 10,782
669 1,171 -83 11,993 2,597 -2,300 -2,682 13,328 -1,991 -425 1,572 0 5,601 -3,512
Percent of Open Interest Represented by Each Category of Trader
0.6 5.4 0.1 58.3 18.6 18.4 6.6 46.9 1.0 3.4 2.0 0.0 11.7 7.5
Number of Traders in Each Category Total Traders: 165
. 7 . 78 24 58 15 24 17 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 3,503,880
Positions
123,292 287,965 16,865 1,674,209 473,456 279,630 801,744 2,077,856 21,343 322,137 169,794 20,533 244,127 156,438
Changes from: June 13, 2023 Total Change is: 130,580
14,421 11,635 2,417 52,557 36,161 34 29,303 75,992 -12,646 38,161 11,401 3,597 2,736 1,989
Percent of Open Interest Represented by Each Category of Trader
3.5 8.2 0.5 47.8 13.5 8.0 22.9 59.3 0.6 9.2 4.8 0.6 7.0 4.5
Number of Traders in Each Category Total Traders: 406
31 33 12 147 37 93 43 56 28 45 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 4,641,767
Positions
160,449 388,959 26,548 2,493,423 1,197,278 622,298 331,454 1,730,273 106,466 481,199 218,969 4,114 415,816 346,862
Changes from: June 13, 2023 Total Change is: 22,099
-3,534 46,818 4,057 151,944 -32,751 -112,268 12,354 65,490 -19,464 -9,534 62,312 285 -1,741 7,620
Percent of Open Interest Represented by Each Category of Trader
3.5 8.4 0.6 53.7 25.8 13.4 7.1 37.3 2.3 10.4 4.7 0.1 9.0 7.5
Number of Traders in Each Category Total Traders: 415
20 32 12 123 66 101 51 72 49 37 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,701,208
Positions
58,630 87,826 670 816,185 617,100 263,706 178,876 412,824 9,698 180,937 50,860 875 191,631 257,649
Changes from: June 13, 2023 Total Change is: 25,653
-6,310 14,675 -1,716 16,327 -4,074 14,125 5 -338 -189 5,351 7,388 45 -1,985 -4,263
Percent of Open Interest Represented by Each Category of Trader
3.4 5.2 0.0 48.0 36.3 15.5 10.5 24.3 0.6 10.6 3.0 0.1 11.3 15.1
Number of Traders in Each Category Total Traders: 166
4 14 . 49 52 61 13 17 12 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 4,948,670
Positions
63,576 596,599 23,788 2,456,391 936,051 675,263 751,040 2,162,901 61,140 552,433 155,544 1,473 363,566 335,911
Changes from: June 13, 2023 Total Change is: 31,498
-11,323 19,388 287 -45,336 66,017 18,793 37,321 -101,191 3,429 17,487 28,127 50 10,790 -3,402
Percent of Open Interest Represented by Each Category of Trader
1.3 12.1 0.5 49.6 18.9 13.6 15.2 43.7 1.2 11.2 3.1 0.0 7.3 6.8
Number of Traders in Each Category Total Traders: 389
14 39 12 136 41 99 47 64 31 33 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,693,141
Positions
503,763 260,125 469,663 10,678 39,202 25,362 210,199 400,217 415,048 8,302 19,433 4,758 45,368 59,333
Changes from: June 13, 2023 Total Change is: 136,460
12,470 32,723 53,337 307 10,973 1,446 65,529 20,388 -9,518 594 12,225 150 12,145 14,736
Percent of Open Interest Represented by Each Category of Trader
29.8 15.4 27.7 0.6 2.3 1.5 12.4 23.6 24.5 0.5 1.1 0.3 2.7 3.5
Number of Traders in Each Category Total Traders: 153
35 29 58 5 4 4 33 29 52 . 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 5,391
Positions
1,709 732 1,183 0 435 464 663 747 1,253 40 0 0 79 577
Changes from: June 13, 2023 Total Change is: 555
478 -62 167 0 428 83 118 77 -368 40 -69 -5 42 304
Percent of Open Interest Represented by Each Category of Trader
31.7 13.6 21.9 0.0 8.1 8.6 12.3 13.9 23.2 0.7 0.0 0.0 1.5 10.7
Number of Traders in Each Category Total Traders: 22
4 . . 0 . . 8 5 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 is10,421,311
Positions
2,529,402 2,915,311 2,070,705 359,180 559,496 489,104 1,886,637 1,019,351 2,794,107 75,346 341,512 94,687 122,143 137,038
Changes from: June 13, 2023 Total Change is: 362,584
-105,496 266,999 76,443 55,119 12,895 -53,553 297,107 24,383 -19,244 14,112 -35,491 13,370 84,726 76,782
Percent of Open Interest Represented by Each Category of Trader
24.3 28.0 19.9 3.4 5.4 4.7 18.1 9.8 26.8 0.7 3.3 0.9 1.2 1.3
Number of Traders in Each Category Total Traders: 856
62 105 133 35 65 55 107 181 168 79 156 108
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,046,997
Positions
386,261 291,555 242,115 1,016 30,279 19,337 182,045 212,006 208,367 2,488 37,687 209 5,159 5,442
Changes from: June 13, 2023 Total Change is: 46,609
55,906 4,815 9,557 -14,372 16,485 -6,978 -5,362 10,767 2,091 1,279 5,398 -67 4,555 4,541
Percent of Open Interest Represented by Each Category of Trader
36.9 27.8 23.1 0.1 2.9 1.8 17.4 20.2 19.9 0.2 3.6 0.0 0.5 0.5
Number of Traders in Each Category Total Traders: 184
32 49 56 . 10 4 29 47 47 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,687
Positions
555 3,008 287 6,540 261 612 3,308 9,079 1,322 1,726 311 78 1,259 729
Changes from: June 13, 2023 Total Change is: 2,436
-29 842 113 495 -66 -53 1,449 1,445 314 8 -212 48 91 5
Percent of Open Interest Represented by Each Category of Trader
3.5 19.2 1.8 41.7 1.7 3.9 21.1 57.9 8.4 11.0 2.0 0.5 8.0 4.6
Number of Traders in Each Category Total Traders: 112
5 9 4 6 4 . 26 41 16 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,173
Positions
291 2,071 0 356 1,058 17 2,753 3,389 529 2,326 1,037 59 2,842 1,013
Changes from: June 13, 2023 Total Change is: 1,258
66 968 -1 2 146 -14 474 89 24 311 192 3 393 -149
Percent of Open Interest Represented by Each Category of Trader
3.2 22.6 0.0 3.9 11.5 0.2 30.0 36.9 5.8 25.4 11.3 0.6 31.0 11.0
Number of Traders in Each Category Total Traders: 94
4 . 0 4 4 . 14 10 4 45 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,242
Positions
166 214 3 463 31 0 745 2,223 63 1,168 145 0 634 563
Changes from: June 13, 2023 Total Change is: 31
-39 22 -6 -140 0 -55 -122 107 -4 361 -22 0 36 -11
Percent of Open Interest Represented by Each Category of Trader
5.1 6.6 0.1 14.3 1.0 0.0 23.0 68.6 1.9 36.0 4.5 0.0 19.6 17.4
Number of Traders in Each Category Total Traders: 58
. 6 . 5 . 0 11 24 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,458
Positions
498 3,885 0 1,982 145 0 1,698 4,844 2,269 8,160 3,960 140 711 215
Changes from: June 13, 2023 Total Change is: -336
262 729 0 -465 45 0 -495 -1,208 98 309 54 0 -45 -54
Percent of Open Interest Represented by Each Category of Trader
3.2 25.1 0.0 12.8 0.9 0.0 11.0 31.3 14.7 52.8 25.6 0.9 4.6 1.4
Number of Traders in Each Category Total Traders: 89
. . 0 . . 0 9 6 . 51 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 20, 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 27,306
Positions
0 14,232 0 8,544 798 1,009 9,653 6,968 398 3,384 1,296 0 4,318 2,605
Changes from: June 13, 2023 Total Change is: -4,744
0 3,069 0 -1,630 -164 232 -629 -5,862 -1,670 -6 -279 -146 -895 76
Percent of Open Interest Represented by Each Category of Trader
0.0 52.1 0.0 31.3 2.9 3.7 35.4 25.5 1.5 12.4 4.7 0.0 15.8 9.5
Number of Traders in Each Category Total Traders: 81
0 . 0 13 4 . 23 12 . 18 9 0
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Traders in Financial Futures - Futures Only Positions as of June 20, 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 455,331
Positions
56,064 28,609 30,262 109,226 105,942 49,427 86,050 118,377 63,521 12,627 11,162 17,058 31,096 30,973
Changes from: June 13, 2023 Total Change is: 2,162
3,005 -1,263 6,645 -3,663 4,514 1,917 3,155 -4,091 -8,883 650 4,552 -942 278 -287
Percent of Open Interest Represented by Each Category of Trader
12.3 6.3 6.6 24.0 23.3 10.9 18.9 26.0 14.0 2.8 2.5 3.7 6.8 6.8
Number of Traders in Each Category Total Traders: 213
14 12 20 26 35 24 39 48 50 15 15 21
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Traders in Financial Futures - Futures Only Positions as of June 20, 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 69,698
Positions
41,603 42,597 13,595 4,627 2,998 1,051 7,378 9,276 13 1,121 104 0 310 64
Changes from: June 13, 2023 Total Change is: 9,374
0 0 13,595 56 -2,248 149 -1,995 -4 -690 -360 -63 0 -1,381 -1,365
Percent of Open Interest Represented by Each Category of Trader
59.7 61.1 19.5 6.6 4.3 1.5 10.6 13.3 0.0 1.6 0.1 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 36
4 . . 8 5 4 9 4 . . . 0
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Updated June 23, 2023