Traders in Financial Futures - Futures Only Positions as of July 3, 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 156,284
Positions
28,538 42,810 8 52,056 43,613 3,876 28,670 40,996 2,342 4,979 1,112 54 35,761 21,473
Changes from: June 27, 2023 Total Change is: -11,514
-82 4,334 -1 -7,258 735 -652 1,024 -16,524 1,342 154 0 -14 -6,027 -734
Percent of Open Interest Represented by Each Category of Trader
18.3 27.4 0.0 33.3 27.9 2.5 18.3 26.2 1.5 3.2 0.7 0.0 22.9 13.7
Number of Traders in Each Category Total Traders: 102
4 7 . 20 18 9 25 22 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 40,639
Positions
14,639 2,356 0 2,638 14,034 320 9,920 8,409 166 1,763 0 0 11,193 15,354
Changes from: June 27, 2023 Total Change is: 3,260
1,663 -345 0 -427 1,821 -159 3,909 1,580 -1 0 0 0 -1,725 364
Percent of Open Interest Represented by Each Category of Trader
36.0 5.8 0.0 6.5 34.5 0.8 24.4 20.7 0.4 4.3 0.0 0.0 27.5 37.8
Number of Traders in Each Category Total Traders: 46
5 . 0 5 10 . 10 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 221,021
Positions
3,318 60,394 2,717 84,109 69,757 5,691 68,992 37,432 18,527 960 3,195 0 36,707 23,308
Changes from: June 27, 2023 Total Change is: -8,949
704 -8,725 61 -980 5,330 -542 -7,421 -6,180 1,124 -470 0 0 -1,425 -17
Percent of Open Interest Represented by Each Category of Trader
1.5 27.3 1.2 38.1 31.6 2.6 31.2 16.9 8.4 0.4 1.4 0.0 16.6 10.5
Number of Traders in Each Category Total Traders: 131
. 11 . 22 28 12 36 26 19 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 265,066
Positions
105,497 6,957 455 72,426 116,667 4,311 40,812 89,943 4,365 6,736 3,814 15 30,449 38,539
Changes from: June 27, 2023 Total Change is: 13,542
3,274 -325 132 2,841 7,639 -121 5,705 6,815 264 246 -657 0 1,201 -205
Percent of Open Interest Represented by Each Category of Trader
39.8 2.6 0.2 27.3 44.0 1.6 15.4 33.9 1.6 2.5 1.4 0.0 11.5 14.5
Number of Traders in Each Category Total Traders: 148
13 7 4 23 30 15 27 38 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 725,927
Positions
16,355 498,196 1,373 474,861 79,095 21,040 69,829 52,356 14,751 31,415 9,435 5,382 90,921 44,299
Changes from: June 27, 2023 Total Change is: -6,196
-2,343 -3,154 -32 555 559 302 -698 -3,932 -253 -1,023 1,408 0 -2,704 -1,094
Percent of Open Interest Represented by Each Category of Trader
2.3 68.6 0.2 65.4 10.9 2.9 9.6 7.2 2.0 4.3 1.3 0.7 12.5 6.1
Number of Traders in Each Category Total Traders: 282
12 15 5 118 28 45 47 33 26 19 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 28,286
Positions
0 12,085 0 14,575 5,398 2,453 0 3,884 0 0 0 0 11,258 4,466
Changes from: June 27, 2023 Total Change is: -38
0 -3 0 -82 734 -220 0 -518 0 0 0 0 264 -31
Percent of Open Interest Represented by Each Category of Trader
0.0 42.7 0.0 51.5 19.1 8.7 0.0 13.7 0.0 0.0 0.0 0.0 39.8 15.8
Number of Traders in Each Category Total Traders: 28
0 . 0 16 5 6 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 23,448
Positions
2,915 5,538 43 5,320 10,459 994 5,124 0 4 0 950 0 9,048 5,460
Changes from: June 27, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.4 23.6 0.2 22.7 44.6 4.2 21.9 0.0 0.0 0.0 4.1 0.0 38.6 23.3
Number of Traders in Each Category Total Traders: 22
. . . 4 8 . 6 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 153,744
Positions
52,271 2,072 60 37,166 92,471 4,052 36,982 27,088 2,878 2,004 0 0 18,331 25,123
Changes from: June 27, 2023 Total Change is: 17,409
14,790 -2,712 13 -6,671 12,939 1,053 10,625 1,123 1,097 0 0 0 -3,498 3,896
Percent of Open Interest Represented by Each Category of Trader
34.0 1.3 0.0 24.2 60.1 2.6 24.1 17.6 1.9 1.3 0.0 0.0 11.9 16.3
Number of Traders in Each Category Total Traders: 83
8 . . 11 18 10 22 19 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 238,269
Positions
2,072 73,015 274 139,790 7,854 958 81,500 43,453 587 4,403 107,602 0 8,685 4,526
Changes from: June 27, 2023 Total Change is: 12,236
83 2,189 13 4,147 819 100 6,240 9,049 177 1,159 181 0 317 -292
Percent of Open Interest Represented by Each Category of Trader
0.9 30.6 0.1 58.7 3.3 0.4 34.2 18.2 0.2 1.8 45.2 0.0 3.6 1.9
Number of Traders in Each Category Total Traders: 172
4 8 . 28 9 5 66 28 7 15 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 66,547
Positions
1,805 30,018 14,072 22,340 2,417 0 18,858 6,375 1,029 3,373 3,902 0 5,070 8,734
Changes from: June 27, 2023 Total Change is: 4,539
673 -263 5,731 -1,644 141 -278 -26 -899 -207 114 172 0 176 142
Percent of Open Interest Represented by Each Category of Trader
2.7 45.1 21.1 33.6 3.6 0.0 28.3 9.6 1.5 5.1 5.9 0.0 7.6 13.1
Number of Traders in Each Category Total Traders: 80
4 5 . 16 7 0 26 5 4 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 34,057
Positions
12,132 3,759 29 5,772 14,568 845 12,468 9,267 221 182 619 18 2,390 4,731
Changes from: June 27, 2023 Total Change is: -305
-212 -133 8 -697 21 290 1,020 -2,036 171 0 304 18 -903 1,052
Percent of Open Interest Represented by Each Category of Trader
35.6 11.0 0.1 16.9 42.8 2.5 36.6 27.2 0.6 0.5 1.8 0.1 7.0 13.9
Number of Traders in Each Category Total Traders: 72
8 4 . 11 13 6 15 16 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 28,372
Positions
21,850 823 31 404 11,567 0 4,963 13,933 181 161 508 0 782 1,329
Changes from: June 27, 2023 Total Change is: -538
36 599 15 49 -1,724 0 -553 474 181 -72 177 0 -194 -260
Percent of Open Interest Represented by Each Category of Trader
77.0 2.9 0.1 1.4 40.8 0.0 17.5 49.1 0.6 0.6 1.8 0.0 2.8 4.7
Number of Traders in Each Category Total Traders: 34
. . . . 6 0 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 95,161
Positions
39,587 29,722 1,481 18,157 9,554 659 19,959 20,396 982 1,539 18,416 3 12,794 13,948
Changes from: June 27, 2023 Total Change is: 2,600
-1,380 2,149 927 2 -3,510 156 2,714 758 529 -913 1,098 3 562 490
Percent of Open Interest Represented by Each Category of Trader
41.6 31.2 1.6 19.1 10.0 0.7 21.0 21.4 1.0 1.6 19.4 0.0 13.4 14.7
Number of Traders in Each Category Total Traders: 92
13 13 4 13 10 4 21 16 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 95,161
Positions
39,587 29,722 1,481 18,157 9,554 659 19,959 20,396 982 1,539 18,416 3 12,794 13,948
Changes from: June 27, 2023 Total Change is: 2,600
-1,380 2,149 927 2 -3,510 156 2,714 758 529 -913 1,098 3 562 490
Percent of Open Interest Represented by Each Category of Trader
41.6 31.2 1.6 19.1 10.0 0.7 21.0 21.4 1.0 1.6 19.4 0.0 13.4 14.7
Number of Traders in Each Category Total Traders: 92
13 13 4 13 10 4 21 16 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 42,902
Positions
8,233 26,420 0 27,533 3,780 2,152 3,266 9,051 0 0 0 0 1,718 1,499
Changes from: June 27, 2023 Total Change is: 5,784
1,894 4,145 0 3,552 228 -10 343 1,456 0 0 0 0 5 -35
Percent of Open Interest Represented by Each Category of Trader
19.2 61.6 0.0 64.2 8.8 5.0 7.6 21.1 0.0 0.0 0.0 0.0 4.0 3.5
Number of Traders in Each Category Total Traders: 41
7 . 0 21 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 2,227,564
Positions
307,806 645,068 36,277 1,094,223 315,970 229,735 170,351 455,934 47,459 87,464 236,861 3,670 250,580 256,592
Changes from: June 27, 2023 Total Change is: 27,466
-15,301 8,247 1,160 34 -22,835 4,875 32,847 6,746 11,727 -12,544 7,865 -2,196 6,864 11,877
Percent of Open Interest Represented by Each Category of Trader
13.8 29.0 1.6 49.1 14.2 10.3 7.6 20.5 2.1 3.9 10.6 0.2 11.2 11.5
Number of Traders in Each Category Total Traders: 529
28 41 17 164 82 111 69 94 60 22 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 15,832
Positions
629 13,462 0 9,306 872 0 3,580 634 0 0 0 0 2,317 864
Changes from: June 27, 2023 Total Change is: -206
137 -470 0 -222 -1 0 -89 294 0 0 0 0 -32 -29
Percent of Open Interest Represented by Each Category of Trader
4.0 85.0 0.0 58.8 5.5 0.0 22.6 4.0 0.0 0.0 0.0 0.0 14.6 5.5
Number of Traders in Each Category Total Traders: 23
. 8 0 5 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 23,108
Positions
3,419 13,608 0 16,432 7,073 0 1,038 802 0 0 0 0 2,219 1,625
Changes from: June 27, 2023 Total Change is: -2,252
-2,112 152 0 -44 -2,273 0 -172 -246 0 0 0 0 76 115
Percent of Open Interest Represented by Each Category of Trader
14.8 58.9 0.0 71.1 30.6 0.0 4.5 3.5 0.0 0.0 0.0 0.0 9.6 7.0
Number of Traders in Each Category Total Traders: 30
4 5 0 11 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 2,211,004
Positions
307,806 644,452 36,277 1,092,895 315,838 229,141 169,420 462,060 39,113 86,683 235,902 3,670 245,999 244,551
Changes from: June 27, 2023 Total Change is: 23,890
-15,301 8,223 1,160 226 -22,870 4,812 33,220 10,237 7,656 -12,956 7,650 -2,196 7,269 9,218
Percent of Open Interest Represented by Each Category of Trader
13.9 29.1 1.6 49.4 14.3 10.4 7.7 20.9 1.8 3.9 10.7 0.2 11.1 11.1
Number of Traders in Each Category Total Traders: 519
28 40 17 162 81 108 65 95 58 20 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 33,459
Positions
19,052 29,299 0 12,095 0 0 538 2,093 0 0 0 0 1,774 2,067
Changes from: June 27, 2023 Total Change is: 59
258 558 0 -190 0 0 -226 -588 0 0 0 0 217 89
Percent of Open Interest Represented by Each Category of Trader
56.9 87.6 0.0 36.1 0.0 0.0 1.6 6.3 0.0 0.0 0.0 0.0 5.3 6.2
Number of Traders in Each Category Total Traders: 21
4 8 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 26,407
Positions
14,963 4,918 0 7,608 15,224 1,429 614 3,061 42 0 0 0 1,751 1,733
Changes from: June 27, 2023 Total Change is: 930
769 -2,160 0 71 2,708 9 -150 41 -1 0 0 0 232 333
Percent of Open Interest Represented by Each Category of Trader
56.7 18.6 0.0 28.8 57.7 5.4 2.3 11.6 0.2 0.0 0.0 0.0 6.6 6.6
Number of Traders in Each Category Total Traders: 29
5 6 0 8 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 165,598
Positions
0 6,157 0 15,695 3,737 3,516 83,901 13,332 8,861 7,812 9,585 0 45,813 120,410
Changes from: June 27, 2023 Total Change is: 35,755
0 238 0 -2,371 -98 1,079 38,595 7,421 -1,619 4,120 2,146 0 -4,049 26,588
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 9.5 2.3 2.1 50.7 8.1 5.4 4.7 5.8 0.0 27.7 72.7
Number of Traders in Each Category Total Traders: 29
0 . 0 9 . 6 10 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 344,926
Positions
112,964 113,245 136,609 0 38,000 0 25,886 7,332 43,073 23,285 0 0 3,109 6,667
Changes from: June 27, 2023 Total Change is: 5,089
-3,103 -4,000 5,191 0 0 0 1,252 1,000 3,248 0 0 0 -1,499 -350
Percent of Open Interest Represented by Each Category of Trader
32.8 32.8 39.6 0.0 11.0 0.0 7.5 2.1 12.5 6.8 0.0 0.0 0.9 1.9
Number of Traders in Each Category Total Traders: 30
8 9 16 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 37,703
Positions
2,807 5,710 118 22,688 22,144 1,962 1,436 2,478 3 212 0 0 8,477 5,288
Changes from: June 27, 2023 Total Change is: -732
-874 -1,036 0 -1,034 316 -108 773 1,069 -241 212 0 0 540 -732
Percent of Open Interest Represented by Each Category of Trader
7.4 15.1 0.3 60.2 58.7 5.2 3.8 6.6 0.0 0.6 0.0 0.0 22.5 14.0
Number of Traders in Each Category Total Traders: 61
. 6 . 28 15 9 4 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 259,143
Positions
36,736 65,149 2,766 91,364 28,692 7,360 44,081 76,610 18,370 14,483 14,062 216 43,768 45,919
Changes from: June 27, 2023 Total Change is: -6,675
-4,003 -7,187 -67 784 3,237 -204 -6,067 1,266 5,438 -1,814 -4,424 -48 -693 -4,685
Percent of Open Interest Represented by Each Category of Trader
14.2 25.1 1.1 35.3 11.1 2.8 17.0 29.6 7.1 5.6 5.4 0.1 16.9 17.7
Number of Traders in Each Category Total Traders: 305
20 30 11 74 34 39 45 59 35 12 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 248,698
Positions
36,635 64,746 2,766 90,950 28,692 7,357 46,809 80,314 9,567 14,584 13,651 25 40,005 41,580
Changes from: June 27, 2023 Total Change is: -7,968
-4,055 -7,345 -67 736 3,237 -203 -5,120 2,751 2,972 -1,756 -4,542 -1 -474 -4,770
Percent of Open Interest Represented by Each Category of Trader
14.7 26.0 1.1 36.6 11.5 3.0 18.8 32.3 3.8 5.9 5.5 0.0 16.1 16.7
Number of Traders in Each Category Total Traders: 279
18 28 11 70 34 39 40 58 28 10 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 104,450
Positions
1,011 4,027 0 4,142 0 28 59,429 49,672 1,322 840 5,962 50 37,628 43,389
Changes from: June 27, 2023 Total Change is: 12,935
519 1,582 0 482 0 -8 14,653 9,276 536 -1,054 702 0 -2,193 847
Percent of Open Interest Represented by Each Category of Trader
1.0 3.9 0.0 4.0 0.0 0.0 56.9 47.6 1.3 0.8 5.7 0.0 36.0 41.5
Number of Traders in Each Category Total Traders: 41
. . 0 6 0 . 10 8 9 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 514,296
Positions
109,099 108,206 7,284 198,936 185,218 37,708 103,818 107,438 7,084 25,904 40,549 183 24,280 20,626
Changes from: June 27, 2023 Total Change is: -5,917
-2,493 3,275 -771 5,402 -2,401 -609 1,242 -3,239 -1,798 -6,390 -198 16 -516 -192
Percent of Open Interest Represented by Each Category of Trader
21.2 21.0 1.4 38.7 36.0 7.3 20.2 20.9 1.4 5.0 7.9 0.0 4.7 4.0
Number of Traders in Each Category Total Traders: 346
27 23 8 94 63 49 54 61 27 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 13,648
Positions
3,413 6,055 0 7,157 6,318 0 523 442 0 1,594 0 0 961 833
Changes from: June 27, 2023 Total Change is: 141
132 0 0 -236 41 0 -2 0 0 0 0 0 247 100
Percent of Open Interest Represented by Each Category of Trader
25.0 44.4 0.0 52.4 46.3 0.0 3.8 3.2 0.0 11.7 0.0 0.0 7.0 6.1
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 July 3, 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 16,359
Positions
0 5,506 0 10,285 0 13 650 2,945 0 919 4,917 0 4,492 2,978
Changes from: June 27, 2023 Total Change is: 691
0 734 0 398 0 0 0 -745 0 0 239 0 293 463
Percent of Open Interest Represented by Each Category of Trader
0.0 33.7 0.0 62.9 0.0 0.1 4.0 18.0 0.0 5.6 30.1 0.0 27.5 18.2
Number of Traders in Each Category Total Traders: 27
0 4 0 11 0 . . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 57,318
Positions
8,245 15,757 695 24,886 1,521 571 10,926 4,742 293 5,290 466 0 6,412 33,273
Changes from: June 27, 2023 Total Change is: 3,994
1,997 -152 52 677 0 -216 1,302 1,518 217 806 0 0 -841 2,575
Percent of Open Interest Represented by Each Category of Trader
14.4 27.5 1.2 43.4 2.7 1.0 19.1 8.3 0.5 9.2 0.8 0.0 11.2 58.0
Number of Traders in Each Category Total Traders: 59
9 6 . 13 . 5 16 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 392,968
Positions
29,817 232,626 6,666 265,191 68,091 39,291 23,785 14,628 2,293 17,381 22,803 252 8,292 6,318
Changes from: June 27, 2023 Total Change is: -15,231
-932 -7,328 2,411 -12,631 -4,148 -375 -889 -2,692 50 -452 -242 20 -2,433 -2,927
Percent of Open Interest Represented by Each Category of Trader
7.6 59.2 1.7 67.5 17.3 10.0 6.1 3.7 0.6 4.4 5.8 0.1 2.1 1.6
Number of Traders in Each Category Total Traders: 190
11 15 6 78 40 32 22 12 9 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,109,837
Positions
92,593 579,312 10,855 696,707 286,218 106,088 92,065 84,293 5,890 73,827 25,919 1,256 30,556 10,006
Changes from: June 27, 2023 Total Change is: -3,084
3,645 4,960 679 -12,481 11,159 -2,203 7,525 -15,228 158 270 650 215 -892 -3,474
Percent of Open Interest Represented by Each Category of Trader
8.3 52.2 1.0 62.8 25.8 9.6 8.3 7.6 0.5 6.7 2.3 0.1 2.8 0.9
Number of Traders in Each Category Total Traders: 416
29 18 12 165 66 77 52 39 21 35 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 204,506
Positions
14,213 131,930 44,514 37,345 0 2,048 85,511 5,270 14,985 5,429 5,520 140 321 99
Changes from: June 27, 2023 Total Change is: 2,030
100 3,836 -1,365 -112 0 125 3,943 30 -578 -72 0 0 -11 -18
Percent of Open Interest Represented by Each Category of Trader
6.9 64.5 21.8 18.3 0.0 1.0 41.8 2.6 7.3 2.7 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 97
9 25 16 15 0 . 35 . 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,242,918
Positions
22,919 165,919 809 695,450 289,968 190,080 37,630 360,854 30,253 88,478 60,923 0 177,299 144,112
Changes from: June 27, 2023 Total Change is: 13,764
-1,600 -5,646 783 -4,173 -5,906 8,279 -8,735 6,859 1,145 16,627 -2,250 0 1,438 10,500
Percent of Open Interest Represented by Each Category of Trader
1.8 13.3 0.1 56.0 23.3 15.3 3.0 29.0 2.4 7.1 4.9 0.0 14.3 11.6
Number of Traders in Each Category Total Traders: 179
5 16 . 62 33 60 18 32 18 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,521,884
Positions
7,473 95,202 928 893,707 272,641 273,881 90,385 715,589 13,762 67,121 31,472 0 174,627 118,409
Changes from: June 27, 2023 Total Change is: 37,664
-1,678 9,528 -321 30,643 894 -2,310 -3,528 19,577 -1,025 16,458 1,586 0 -575 9,735
Percent of Open Interest Represented by Each Category of Trader
0.5 6.3 0.1 58.7 17.9 18.0 5.9 47.0 0.9 4.4 2.1 0.0 11.5 7.8
Number of Traders in Each Category Total Traders: 166
. 8 . 78 26 58 12 24 11 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 3,667,737
Positions
134,022 292,144 23,554 1,734,500 498,474 298,044 789,690 2,129,471 52,319 370,786 196,733 23,146 241,676 153,852
Changes from: June 27, 2023 Total Change is: 30,473
11,828 -10,078 2,518 3,600 -7,383 3,553 -28,614 18,341 16,993 22,684 9,183 2,163 -4,252 -4,817
Percent of Open Interest Represented by Each Category of Trader
3.7 8.0 0.6 47.3 13.6 8.1 21.5 58.1 1.4 10.1 5.4 0.6 6.6 4.2
Number of Traders in Each Category Total Traders: 426
32 31 13 161 37 93 52 59 33 41 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 4,737,762
Positions
148,955 323,322 24,846 2,583,554 1,288,633 619,330 344,171 1,786,737 88,999 504,761 243,518 4,153 418,993 358,224
Changes from: June 27, 2023 Total Change is: 73,843
-22,720 30,811 -9,535 61,691 57,225 -4,834 24,821 17,111 -28,354 56,056 -124 -168 -3,114 11,711
Percent of Open Interest Represented by Each Category of Trader
3.1 6.8 0.5 54.5 27.2 13.1 7.3 37.7 1.9 10.7 5.1 0.1 8.8 7.6
Number of Traders in Each Category Total Traders: 407
18 29 10 125 60 106 58 72 46 32 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,699,422
Positions
76,490 67,157 691 840,421 638,569 257,179 142,788 415,967 10,886 168,932 49,537 755 201,280 258,681
Changes from: June 27, 2023 Total Change is: -5,748
15,448 -6,980 -22 13,674 -13,213 6,762 -35,847 -7,061 1,971 -9,471 -3,675 -120 1,857 16,590
Percent of Open Interest Represented by Each Category of Trader
4.5 4.0 0.0 49.5 37.6 15.1 8.4 24.5 0.6 9.9 2.9 0.0 11.8 15.2
Number of Traders in Each Category Total Traders: 168
5 11 . 50 56 59 10 20 12 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,080,610
Positions
62,336 629,363 25,906 2,504,277 1,012,138 639,617 808,273 2,182,019 56,369 609,481 163,974 958 373,393 370,266
Changes from: June 27, 2023 Total Change is: 57,968
2,799 5,416 -4,436 837 77,722 -29,410 51,353 -26,977 -10,505 28,729 6,855 -271 18,872 39,574
Percent of Open Interest Represented by Each Category of Trader
1.2 12.4 0.5 49.3 19.9 12.6 15.9 42.9 1.1 12.0 3.2 0.0 7.3 7.3
Number of Traders in Each Category Total Traders: 383
13 34 9 140 42 97 50 63 30 29 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,414,525
Positions
395,218 207,366 397,159 3,409 8,347 32,408 163,598 341,430 379,239 6,169 2,088 2,213 35,112 44,275
Changes from: June 27, 2023 Total Change is: -332,459
-114,944 -55,361 -77,270 -11,252 -23,418 -352 -73,153 -82,645 -54,447 -2,133 -35,096 -92 1,184 -3,778
Percent of Open Interest Represented by Each Category of Trader
27.9 14.7 28.1 0.2 0.6 2.3 11.6 24.1 26.8 0.4 0.1 0.2 2.5 3.1
Number of Traders in Each Category Total Traders: 141
28 30 52 . . . 32 33 57 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 7,256
Positions
2,029 1,098 1,929 0 198 406 277 574 2,459 0 0 0 156 592
Changes from: June 27, 2023 Total Change is: 1,885
824 854 253 0 -129 -24 11 201 758 0 0 0 63 -28
Percent of Open Interest Represented by Each Category of Trader
28.0 15.1 26.6 0.0 2.7 5.6 3.8 7.9 33.9 0.0 0.0 0.0 2.1 8.2
Number of Traders in Each Category Total Traders: 21
4 5 5 0 . . 4 6 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 9,300,042
Positions
2,127,332 2,636,839 1,784,200 450,832 397,286 473,905 1,754,963 1,052,294 2,507,695 86,412 326,717 86,490 28,213 34,616
Changes from: June 27, 2023 Total Change is: 64,492
59,832 89,873 13,456 39,479 -117,212 45,074 -93,383 33,565 -31,863 10,712 24,488 16,532 4,653 -9,421
Percent of Open Interest Represented by Each Category of Trader
22.9 28.4 19.2 4.8 4.3 5.1 18.9 11.3 27.0 0.9 3.5 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 871
61 111 134 34 76 54 101 200 180 77 143 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 867,500
Positions
401,666 247,215 170,025 702 33,475 17,400 118,225 206,955 157,262 1,736 33,945 180 304 1,043
Changes from: June 27, 2023 Total Change is: -209,179
-26,236 -71,149 -67,677 -314 -5,856 -1,865 -66,947 -8,973 -46,140 70 -5,748 -59 -11 -1,712
Percent of Open Interest Represented by Each Category of Trader
46.3 28.5 19.6 0.1 3.9 2.0 13.6 23.9 18.1 0.2 3.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 182
34 47 57 . 9 4 30 46 45 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 20,056
Positions
6,968 0 1,113 0 524 0 0 13,748 1,250 10,725 3,359 0 0 62
Changes from: June 27, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
34.7 0.0 5.5 0.0 2.6 0.0 0.0 68.5 6.2 53.5 16.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 0 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 17,008
Positions
556 4,081 110 8,311 70 247 5,356 10,464 453 321 873 86 1,568 624
Changes from: June 27, 2023 Total Change is: -1,821
20 -392 -49 708 0 -116 -789 53 -1,114 -3 115 -266 -212 -52
Percent of Open Interest Represented by Each Category of Trader
3.3 24.0 0.6 48.9 0.4 1.5 31.5 61.5 2.7 1.9 5.1 0.5 9.2 3.7
Number of Traders in Each Category Total Traders: 116
5 9 . 12 . . 34 38 11 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 9,138
Positions
194 2,170 0 888 22 3 2,093 4,585 210 2,536 1,249 32 3,182 867
Changes from: June 27, 2023 Total Change is: -1,562
-29 -1,960 0 12 -4 -2 -540 1,531 -433 6 -560 -22 -554 -112
Percent of Open Interest Represented by Each Category of Trader
2.1 23.7 0.0 9.7 0.2 0.0 22.9 50.2 2.3 27.8 13.7 0.4 34.8 9.5
Number of Traders in Each Category Total Traders: 101
. . 0 6 . . 19 7 4 55 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 4,730
Positions
190 237 0 1,145 31 0 1,662 3,501 51 968 546 0 714 364
Changes from: June 27, 2023 Total Change is: 237
1 -138 -41 211 0 0 277 642 -52 -60 -156 0 -99 -18
Percent of Open Interest Represented by Each Category of Trader
4.0 5.0 0.0 24.2 0.7 0.0 35.1 74.0 1.1 20.5 11.5 0.0 15.1 7.7
Number of Traders in Each Category Total Traders: 65
. 6 0 6 . 0 19 20 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 14,699
Positions
0 2,396 0 3,338 33 0 1,426 6,907 324 8,621 4,683 140 850 216
Changes from: June 27, 2023 Total Change is: -5,212
-119 -4,181 0 43 33 0 -2,407 1,917 -1,538 -974 -1,194 -210 -7 -39
Percent of Open Interest Represented by Each Category of Trader
0.0 16.3 0.0 22.7 0.2 0.0 9.7 47.0 2.2 58.7 31.9 1.0 5.8 1.5
Number of Traders in Each Category Total Traders: 87
0 . 0 . . 0 7 6 . 56 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 26,619
Positions
0 14,136 0 7,904 1,509 736 9,489 6,186 598 3,430 1,255 0 4,462 2,199
Changes from: June 27, 2023 Total Change is: -1,072
0 -55 0 40 -224 -64 -940 -773 164 -87 -51 0 -185 -69
Percent of Open Interest Represented by Each Category of Trader
0.0 53.1 0.0 29.7 5.7 2.8 35.6 23.2 2.2 12.9 4.7 0.0 16.8 8.3
Number of Traders in Each Category Total Traders: 79
0 . 0 9 6 . 20 16 . 18 8 0
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 406,805
Positions
60,384 28,353 13,272 95,840 93,045 56,848 76,255 112,921 53,308 10,835 5,897 13,968 26,095 29,193
Changes from: June 27, 2023 Total Change is: 10,681
1,630 6,521 -362 248 -7,725 1,217 1,195 5,015 2,500 3,003 955 1,527 -277 1,033
Percent of Open Interest Represented by Each Category of Trader
14.8 7.0 3.3 23.6 22.9 14.0 18.7 27.8 13.1 2.7 1.4 3.4 6.4 7.2
Number of Traders in Each Category Total Traders: 209
14 13 18 23 32 27 38 46 48 17 15 19
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 55,414
Positions
46,799 42,375 0 4,977 3,108 678 2,607 9,076 0 59 76 0 294 101
Changes from: June 27, 2023 Total Change is: -513
0 0 0 341 171 -461 -413 -253 0 0 19 0 20 11
Percent of Open Interest Represented by Each Category of Trader
84.5 76.5 0.0 9.0 5.6 1.2 4.7 16.4 0.0 0.1 0.1 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 9 4 4 6 6 0 . . 0
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Updated July 07, 2023