Traders in Financial Futures - Futures Only Positions as of July 11, 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 140,395
Positions
29,753 31,629 0 43,938 47,554 3,665 22,502 29,906 3,196 4,426 1,112 50 32,865 23,283
Changes from: July 3, 2023 Total Change is: -15,889
1,215 -11,181 -8 -8,118 3,941 -211 -6,168 -11,090 854 -553 0 -4 -2,896 1,810
Percent of Open Interest Represented by Each Category of Trader
21.2 22.5 0.0 31.3 33.9 2.6 16.0 21.3 2.3 3.2 0.8 0.0 23.4 16.6
Number of Traders in Each Category Total Traders: 92
4 5 0 19 19 9 21 18 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 43,563
Positions
16,804 2,687 1 2,282 16,328 98 7,073 8,649 131 1,763 0 0 15,411 15,669
Changes from: July 3, 2023 Total Change is: 2,924
2,165 331 1 -356 2,294 -222 -2,847 240 -35 0 0 0 4,218 315
Percent of Open Interest Represented by Each Category of Trader
38.6 6.2 0.0 5.2 37.5 0.2 16.2 19.9 0.3 4.0 0.0 0.0 35.4 36.0
Number of Traders in Each Category Total Traders: 48
. . . 4 11 . 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 239,125
Positions
1,541 72,791 2,776 96,605 63,465 6,553 70,931 45,841 19,334 1,560 3,178 0 39,825 25,187
Changes from: July 3, 2023 Total Change is: 18,104
-1,777 12,397 59 12,496 -6,292 862 1,939 8,409 807 600 -17 0 3,118 1,879
Percent of Open Interest Represented by Each Category of Trader
0.6 30.4 1.2 40.4 26.5 2.7 29.7 19.2 8.1 0.7 1.3 0.0 16.7 10.5
Number of Traders in Each Category Total Traders: 138
. 12 . 25 30 14 33 32 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 252,349
Positions
106,064 7,703 674 73,839 103,651 4,521 27,126 85,376 4,356 6,466 4,870 15 29,288 41,183
Changes from: July 3, 2023 Total Change is: -12,717
567 746 219 1,413 -13,016 210 -13,686 -4,567 -9 -270 1,056 0 -1,161 2,644
Percent of Open Interest Represented by Each Category of Trader
42.0 3.1 0.3 29.3 41.1 1.8 10.7 33.8 1.7 2.6 1.9 0.0 11.6 16.3
Number of Traders in Each Category Total Traders: 145
14 6 . 22 30 14 19 42 12 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 736,056
Positions
18,306 501,066 1,707 477,886 78,005 20,616 70,220 60,623 15,913 31,303 10,321 4,337 95,768 43,468
Changes from: July 3, 2023 Total Change is: 10,129
1,951 2,870 334 3,025 -1,090 -424 391 8,267 1,162 -112 886 -1,045 4,847 -831
Percent of Open Interest Represented by Each Category of Trader
2.5 68.1 0.2 64.9 10.6 2.8 9.5 8.2 2.2 4.3 1.4 0.6 13.0 5.9
Number of Traders in Each Category Total Traders: 293
14 14 5 120 26 44 49 40 27 18 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 28,560
Positions
0 12,091 0 14,572 5,361 2,453 0 4,076 0 0 0 0 11,535 4,579
Changes from: July 3, 2023 Total Change is: 274
0 6 0 -3 -37 0 0 192 0 0 0 0 277 113
Percent of Open Interest Represented by Each Category of Trader
0.0 42.3 0.0 51.0 18.8 8.6 0.0 14.3 0.0 0.0 0.0 0.0 40.4 16.0
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 11, 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 24,241
Positions
2,915 5,512 50 5,503 11,277 985 5,987 0 4 0 1,120 0 8,797 5,293
Changes from: July 3, 2023 Total Change is: 793
0 -26 7 183 818 -9 863 0 0 0 170 0 -251 -167
Percent of Open Interest Represented by Each Category of Trader
12.0 22.7 0.2 22.7 46.5 4.1 24.7 0.0 0.0 0.0 4.6 0.0 36.3 21.8
Number of Traders in Each Category Total Traders: 23
. . . 4 9 4 6 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 152,495
Positions
63,262 2,894 640 37,787 94,999 4,051 25,482 21,566 3,002 1,879 0 0 16,392 25,343
Changes from: July 3, 2023 Total Change is: -1,249
10,991 822 580 621 2,528 -1 -11,500 -5,522 124 -125 0 0 -1,939 220
Percent of Open Interest Represented by Each Category of Trader
41.5 1.9 0.4 24.8 62.3 2.7 16.7 14.1 2.0 1.2 0.0 0.0 10.7 16.6
Number of Traders in Each Category Total Traders: 82
7 . . 12 19 9 16 23 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 239,738
Positions
1,999 73,498 269 142,591 7,796 1,028 81,932 41,139 755 2,750 110,166 0 8,414 5,087
Changes from: July 3, 2023 Total Change is: 1,469
-73 483 -5 2,801 -58 70 432 -2,314 168 -1,653 2,564 0 -271 561
Percent of Open Interest Represented by Each Category of Trader
0.8 30.7 0.1 59.5 3.3 0.4 34.2 17.2 0.3 1.1 46.0 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 166
. 9 . 30 8 6 57 32 9 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 49,363
Positions
2,074 32,077 259 20,842 2,627 0 18,547 4,171 532 2,889 3,472 7 4,213 6,218
Changes from: July 3, 2023 Total Change is: -17,184
269 2,059 -13,813 -1,498 210 0 -311 -2,204 -497 -484 -430 7 -857 -2,516
Percent of Open Interest Represented by Each Category of Trader
4.2 65.0 0.5 42.2 5.3 0.0 37.6 8.4 1.1 5.9 7.0 0.0 8.5 12.6
Number of Traders in Each Category Total Traders: 80
. 5 . 17 7 0 29 4 . 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 34,947
Positions
12,450 4,091 33 5,449 13,848 501 13,329 11,462 329 182 641 18 2,656 4,024
Changes from: July 3, 2023 Total Change is: 890
318 332 4 -323 -720 -344 861 2,195 108 0 22 0 266 -707
Percent of Open Interest Represented by Each Category of Trader
35.6 11.7 0.1 15.6 39.6 1.4 38.1 32.8 0.9 0.5 1.8 0.1 7.6 11.5
Number of Traders in Each Category Total Traders: 78
8 4 . 10 15 4 13 23 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 28,461
Positions
21,863 944 18 769 12,306 0 4,822 13,114 0 161 422 0 828 1,657
Changes from: July 3, 2023 Total Change is: 89
13 121 -13 365 739 0 -141 -819 -181 0 -86 0 46 328
Percent of Open Interest Represented by Each Category of Trader
76.8 3.3 0.1 2.7 43.2 0.0 16.9 46.1 0.0 0.6 1.5 0.0 2.9 5.8
Number of Traders in Each Category Total Traders: 35
. . . . 6 0 6 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 97,782
Positions
43,972 28,017 1,317 17,239 12,632 1,135 17,954 21,543 1,276 2,930 17,163 0 11,959 14,699
Changes from: July 3, 2023 Total Change is: 2,621
4,385 -1,705 -164 -918 3,078 476 -2,005 1,147 294 1,391 -1,253 -3 -835 751
Percent of Open Interest Represented by Each Category of Trader
45.0 28.7 1.3 17.6 12.9 1.2 18.4 22.0 1.3 3.0 17.6 0.0 12.2 15.0
Number of Traders in Each Category Total Traders: 85
14 11 4 15 9 7 14 17 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 97,782
Positions
43,972 28,017 1,317 17,239 12,632 1,135 17,954 21,543 1,276 2,930 17,163 0 11,959 14,699
Changes from: July 3, 2023 Total Change is: 2,621
4,385 -1,705 -164 -918 3,078 476 -2,005 1,147 294 1,391 -1,253 -3 -835 751
Percent of Open Interest Represented by Each Category of Trader
45.0 28.7 1.3 17.6 12.9 1.2 18.4 22.0 1.3 3.0 17.6 0.0 12.2 15.0
Number of Traders in Each Category Total Traders: 85
14 11 4 15 9 7 14 17 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 42,603
Positions
9,245 27,254 0 25,727 2,771 2,152 3,573 9,362 0 0 0 0 1,906 1,064
Changes from: July 3, 2023 Total Change is: -299
1,012 834 0 -1,806 -1,009 0 307 311 0 0 0 0 188 -435
Percent of Open Interest Represented by Each Category of Trader
21.7 64.0 0.0 60.4 6.5 5.1 8.4 22.0 0.0 0.0 0.0 0.0 4.5 2.5
Number of Traders in Each Category Total Traders: 42
7 4 0 21 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 2,228,090
Positions
310,465 648,558 34,149 1,085,161 323,785 225,639 173,871 471,990 46,042 95,555 217,974 3,126 254,082 256,827
Changes from: July 3, 2023 Total Change is: 526
2,659 3,490 -2,128 -9,061 7,816 -4,095 3,520 16,056 -1,417 8,091 -18,887 -544 3,501 235
Percent of Open Interest Represented by Each Category of Trader
13.9 29.1 1.5 48.7 14.5 10.1 7.8 21.2 2.1 4.3 9.8 0.1 11.4 11.5
Number of Traders in Each Category Total Traders: 537
30 43 19 165 78 106 69 101 66 23 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 22,850
Positions
3,201 15,652 0 11,801 5,062 0 5,356 639 0 0 0 0 2,492 1,497
Changes from: July 3, 2023 Total Change is: -258
-218 2,044 0 -4,631 -2,011 0 4,318 -163 0 0 0 0 273 -128
Percent of Open Interest Represented by Each Category of Trader
14.0 68.5 0.0 51.6 22.2 0.0 23.4 2.8 0.0 0.0 0.0 0.0 10.9 6.6
Number of Traders in Each Category Total Traders: 28
. 5 0 10 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 2,209,607
Positions
310,465 647,837 34,149 1,083,884 323,761 224,910 173,135 480,271 36,127 94,584 216,741 3,126 249,227 242,685
Changes from: July 3, 2023 Total Change is: -1,397
2,659 3,385 -2,128 -9,011 7,923 -4,231 3,715 18,211 -2,986 7,901 -19,161 -544 3,228 -1,866
Percent of Open Interest Represented by Each Category of Trader
14.1 29.3 1.5 49.1 14.7 10.2 7.8 21.7 1.6 4.3 9.8 0.1 11.3 11.0
Number of Traders in Each Category Total Traders: 528
30 42 19 163 77 103 67 100 62 21 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 34,992
Positions
19,052 30,648 0 13,200 379 0 1,018 2,231 0 0 0 0 1,722 1,734
Changes from: July 3, 2023 Total Change is: 1,533
0 1,349 0 1,105 379 0 480 138 0 0 0 0 -52 -333
Percent of Open Interest Represented by Each Category of Trader
54.4 87.6 0.0 37.7 1.1 0.0 2.9 6.4 0.0 0.0 0.0 0.0 4.9 5.0
Number of Traders in Each Category Total Traders: 26
4 8 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,830
Positions
1,774 12,361 0 8,443 206 0 826 0 0 0 0 0 2,787 1,263
Changes from: July 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.8 89.4 0.0 61.0 1.5 0.0 6.0 0.0 0.0 0.0 0.0 0.0 20.2 9.1
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 11, 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 41,197
Positions
14,584 6,004 0 24,093 15,398 150 579 17,931 55 0 0 0 1,736 1,659
Changes from: July 3, 2023 Total Change is: 14,790
-379 1,086 0 16,485 174 -1,279 -35 14,870 13 0 0 0 -15 -74
Percent of Open Interest Represented by Each Category of Trader
35.4 14.6 0.0 58.5 37.4 0.4 1.4 43.5 0.1 0.0 0.0 0.0 4.2 4.0
Number of Traders in Each Category Total Traders: 30
5 6 0 9 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 184,831
Positions
0 7,205 0 16,225 3,697 3,839 93,109 2,940 13,402 9,709 12,326 0 48,547 141,422
Changes from: July 3, 2023 Total Change is: 19,233
0 1,048 0 530 -40 323 9,208 -10,392 4,541 1,897 2,741 0 2,734 21,012
Percent of Open Interest Represented by Each Category of Trader
0.0 3.9 0.0 8.8 2.0 2.1 50.4 1.6 7.3 5.3 6.7 0.0 26.3 76.5
Number of Traders in Each Category Total Traders: 27
0 . 0 10 . 6 9 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 346,015
Positions
115,343 112,773 135,321 0 38,000 0 23,345 7,582 45,613 23,285 0 0 3,108 6,726
Changes from: July 3, 2023 Total Change is: 1,089
2,379 -472 -1,288 0 0 0 -2,541 250 2,540 0 0 0 -1 59
Percent of Open Interest Represented by Each Category of Trader
33.3 32.6 39.1 0.0 11.0 0.0 6.7 2.2 13.2 6.7 0.0 0.0 0.9 1.9
Number of Traders in Each Category Total Traders: 30
8 8 16 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 38,042
Positions
2,774 5,070 118 22,476 23,096 2,021 1,715 2,943 3 0 0 0 8,935 4,791
Changes from: July 3, 2023 Total Change is: 339
-33 -640 0 -212 952 59 279 465 0 -212 0 0 458 -497
Percent of Open Interest Represented by Each Category of Trader
7.3 13.3 0.3 59.1 60.7 5.3 4.5 7.7 0.0 0.0 0.0 0.0 23.5 12.6
Number of Traders in Each Category Total Traders: 61
. 5 . 28 15 10 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 271,791
Positions
39,746 67,877 2,618 92,160 28,126 7,026 43,740 80,417 23,331 18,691 15,071 221 44,259 47,104
Changes from: July 3, 2023 Total Change is: 12,648
3,010 2,728 -148 796 -566 -334 -342 3,807 4,961 4,208 1,010 5 491 1,185
Percent of Open Interest Represented by Each Category of Trader
14.6 25.0 1.0 33.9 10.3 2.6 16.1 29.6 8.6 6.9 5.5 0.1 16.3 17.3
Number of Traders in Each Category Total Traders: 314
18 33 10 74 34 39 45 59 29 20 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 259,491
Positions
39,593 67,485 2,618 91,820 28,126 6,972 48,690 85,525 10,860 18,695 14,727 37 40,206 43,141
Changes from: July 3, 2023 Total Change is: 10,793
2,958 2,739 -148 870 -566 -385 1,881 5,211 1,293 4,111 1,076 12 201 1,561
Percent of Open Interest Represented by Each Category of Trader
15.3 26.0 1.0 35.4 10.8 2.7 18.8 33.0 4.2 7.2 5.7 0.0 15.5 16.6
Number of Traders in Each Category Total Traders: 281
16 30 10 70 34 37 37 56 23 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 122,997
Positions
1,530 3,915 0 3,895 496 43 73,814 72,241 1,389 1,744 5,233 50 40,532 39,630
Changes from: July 3, 2023 Total Change is: 18,547
519 -112 0 -247 496 15 14,385 22,569 67 904 -729 0 2,904 -3,759
Percent of Open Interest Represented by Each Category of Trader
1.2 3.2 0.0 3.2 0.4 0.0 60.0 58.7 1.1 1.4 4.3 0.0 33.0 32.2
Number of Traders in Each Category Total Traders: 44
. . 0 5 . . 13 6 7 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 523,492
Positions
115,848 108,765 6,056 206,483 186,237 36,994 104,983 110,721 7,306 21,592 43,593 176 24,054 23,644
Changes from: July 3, 2023 Total Change is: 9,196
6,749 559 -1,228 7,547 1,019 -714 1,165 3,283 222 -4,312 3,044 -7 -226 3,018
Percent of Open Interest Represented by Each Category of Trader
22.1 20.8 1.2 39.4 35.6 7.1 20.1 21.2 1.4 4.1 8.3 0.0 4.6 4.5
Number of Traders in Each Category Total Traders: 345
30 23 8 91 64 51 54 58 27 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 13,802
Positions
3,313 6,301 0 8,288 5,487 584 515 442 0 0 0 0 1,102 988
Changes from: July 3, 2023 Total Change is: 154
-100 246 0 1,131 -831 584 -8 0 0 -1,594 0 0 141 155
Percent of Open Interest Represented by Each Category of Trader
24.0 45.7 0.0 60.0 39.8 4.2 3.7 3.2 0.0 0.0 0.0 0.0 8.0 7.2
Number of Traders in Each Category Total Traders: 21
. 4 0 8 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 16,338
Positions
0 8,123 0 10,115 200 15 650 1,665 0 919 3,651 0 4,639 2,684
Changes from: July 3, 2023 Total Change is: -21
0 2,617 0 -170 200 2 0 -1,280 0 0 -1,266 0 147 -294
Percent of Open Interest Represented by Each Category of Trader
0.0 49.7 0.0 61.9 1.2 0.1 4.0 10.2 0.0 5.6 22.3 0.0 28.4 16.4
Number of Traders in Each Category Total Traders: 24
0 4 0 10 . . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 53,828
Positions
6,684 13,305 810 23,670 1,512 582 10,752 4,258 149 4,306 1,581 0 6,875 31,631
Changes from: July 3, 2023 Total Change is: -3,490
-1,561 -2,452 115 -1,216 -9 11 -174 -484 -144 -984 1,115 0 463 -1,642
Percent of Open Interest Represented by Each Category of Trader
12.4 24.7 1.5 44.0 2.8 1.1 20.0 7.9 0.3 8.0 2.9 0.0 12.8 58.8
Number of Traders in Each Category Total Traders: 59
9 7 . 14 . 5 10 10 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 387,191
Positions
32,544 229,320 4,401 258,571 68,327 35,622 24,763 17,660 2,188 17,489 24,195 370 11,243 5,108
Changes from: July 3, 2023 Total Change is: -5,777
2,727 -3,306 -2,265 -6,620 236 -3,669 978 3,032 -105 108 1,392 118 2,951 -1,210
Percent of Open Interest Represented by Each Category of Trader
8.4 59.2 1.1 66.8 17.6 9.2 6.4 4.6 0.6 4.5 6.2 0.1 2.9 1.3
Number of Traders in Each Category Total Traders: 191
12 15 6 79 39 33 19 16 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 1,112,582
Positions
93,209 547,299 10,361 707,349 303,426 103,757 94,998 78,297 9,282 54,080 45,070 1,446 38,100 13,644
Changes from: July 3, 2023 Total Change is: 2,745
616 -32,013 -494 10,642 17,208 -2,331 2,933 -5,996 3,392 -19,747 19,151 190 7,544 3,638
Percent of Open Interest Represented by Each Category of Trader
8.4 49.2 0.9 63.6 27.3 9.3 8.5 7.0 0.8 4.9 4.1 0.1 3.4 1.2
Number of Traders in Each Category Total Traders: 421
29 18 12 169 68 81 54 37 24 33 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 205,345
Positions
14,213 135,395 40,697 37,454 0 2,048 88,869 5,321 16,173 5,429 5,469 140 322 102
Changes from: July 3, 2023 Total Change is: 839
0 3,465 -3,817 109 0 0 3,358 51 1,188 0 -51 0 1 3
Percent of Open Interest Represented by Each Category of Trader
6.9 65.9 19.8 18.2 0.0 1.0 43.3 2.6 7.9 2.6 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 98
9 25 16 15 0 . 36 4 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 1,251,592
Positions
26,163 148,923 2,307 689,879 293,138 192,381 45,258 373,988 29,227 85,676 60,233 0 180,701 151,395
Changes from: July 3, 2023 Total Change is: 8,674
3,244 -16,996 1,498 -5,571 3,170 2,301 7,628 13,134 -1,026 -2,802 -690 0 3,402 7,283
Percent of Open Interest Represented by Each Category of Trader
2.1 11.9 0.2 55.1 23.4 15.4 3.6 29.9 2.3 6.8 4.8 0.0 14.4 12.1
Number of Traders in Each Category Total Traders: 189
8 16 . 61 34 58 25 32 17 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 1,527,377
Positions
7,837 88,297 3,186 893,743 277,842 279,199 86,721 714,718 16,962 65,349 29,877 0 174,380 117,296
Changes from: July 3, 2023 Total Change is: 5,493
364 -6,905 2,258 36 5,201 5,318 -3,664 -871 3,200 -1,772 -1,595 0 -247 -1,113
Percent of Open Interest Represented by Each Category of Trader
0.5 5.8 0.2 58.5 18.2 18.3 5.7 46.8 1.1 4.3 2.0 0.0 11.4 7.7
Number of Traders in Each Category Total Traders: 174
. 9 . 79 29 61 15 25 13 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 3,678,629
Positions
128,445 301,980 19,916 1,717,474 524,176 310,151 802,393 2,126,731 51,979 378,809 162,593 22,848 246,614 158,255
Changes from: July 3, 2023 Total Change is: 10,892
-5,577 9,836 -3,638 -17,026 25,702 12,107 12,703 -2,740 -340 8,023 -34,140 -298 4,938 4,403
Percent of Open Interest Represented by Each Category of Trader
3.5 8.2 0.5 46.7 14.2 8.4 21.8 57.8 1.4 10.3 4.4 0.6 6.7 4.3
Number of Traders in Each Category Total Traders: 426
33 28 12 157 37 92 55 63 29 40 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 4,800,091
Positions
149,950 343,325 21,465 2,616,455 1,387,018 617,809 392,205 1,679,239 109,436 502,026 249,248 1,095 389,650 391,456
Changes from: July 3, 2023 Total Change is: 62,329
995 20,003 -3,381 32,901 98,385 -1,521 48,034 -107,498 20,437 -2,735 5,730 -3,058 -29,343 33,232
Percent of Open Interest Represented by Each Category of Trader
3.1 7.2 0.4 54.5 28.9 12.9 8.2 35.0 2.3 10.5 5.2 0.0 8.1 8.2
Number of Traders in Each Category Total Traders: 426
21 33 12 128 63 112 60 75 48 31 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 1,741,154
Positions
65,797 74,622 824 861,569 665,503 265,512 169,541 394,496 23,493 179,199 51,557 913 174,306 264,234
Changes from: July 3, 2023 Total Change is: 41,732
-10,693 7,465 133 21,148 26,934 8,333 26,753 -21,471 12,607 10,267 2,020 158 -26,974 5,553
Percent of Open Interest Represented by Each Category of Trader
3.8 4.3 0.0 49.5 38.2 15.2 9.7 22.7 1.3 10.3 3.0 0.1 10.0 15.2
Number of Traders in Each Category Total Traders: 175
5 12 . 51 58 61 12 21 13 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,546
Positions
0 0 0 0 0 0 2,461 777 1,085 140 1,038 28 832 1,618
Changes from: July 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 54.1 17.1 23.9 3.1 22.8 0.6 18.3 35.6
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . . . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 5,257,885
Positions
60,965 665,203 34,972 2,608,256 1,080,740 609,160 868,706 2,344,583 38,173 657,476 163,017 3,130 377,047 318,907
Changes from: July 3, 2023 Total Change is: 177,275
-1,371 35,840 9,066 103,979 68,602 -30,457 60,433 162,564 -18,196 47,995 -957 2,172 3,654 -51,359
Percent of Open Interest Represented by Each Category of Trader
1.2 12.7 0.7 49.6 20.6 11.6 16.5 44.6 0.7 12.5 3.1 0.1 7.2 6.1
Number of Traders in Each Category Total Traders: 401
13 40 9 140 42 97 52 72 32 30 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 1,440,370
Positions
417,105 207,275 395,520 3,246 19,303 34,832 130,352 306,380 417,863 7,366 5,456 3,165 30,921 50,576
Changes from: July 3, 2023 Total Change is: 25,845
21,887 -91 -1,639 -163 10,956 2,424 -33,246 -35,050 38,624 1,197 3,368 952 -4,191 6,301
Percent of Open Interest Represented by Each Category of Trader
29.0 14.4 27.5 0.2 1.3 2.4 9.0 21.3 29.0 0.5 0.4 0.2 2.1 3.5
Number of Traders in Each Category Total Traders: 145
32 30 56 . . . 26 36 57 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 6,777
Positions
2,163 1,954 1,315 82 0 325 516 509 2,178 100 0 0 98 496
Changes from: July 3, 2023 Total Change is: -479
134 856 -614 82 -198 -81 239 -65 -281 100 0 0 -58 -96
Percent of Open Interest Represented by Each Category of Trader
31.9 28.8 19.4 1.2 0.0 4.8 7.6 7.5 32.1 1.5 0.0 0.0 1.4 7.3
Number of Traders in Each Category Total Traders: 24
5 5 5 . 0 . 7 4 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 9,506,863
Positions
2,368,888 2,571,040 1,800,188 401,798 536,803 458,593 1,665,401 1,115,122 2,596,787 118,244 309,900 68,291 28,673 50,139
Changes from: July 3, 2023 Total Change is: 206,821
241,556 -65,799 15,988 -49,034 139,517 -15,312 -89,562 62,828 89,092 31,832 -16,817 -18,199 460 15,523
Percent of Open Interest Represented by Each Category of Trader
24.9 27.0 18.9 4.2 5.6 4.8 17.5 11.7 27.3 1.2 3.3 0.7 0.3 0.5
Number of Traders in Each Category Total Traders: 866
67 115 135 34 83 57 99 206 180 76 123 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 890,172
Positions
433,575 248,559 172,935 702 34,160 16,910 97,483 216,531 163,377 3,860 37,016 162 1,168 522
Changes from: July 3, 2023 Total Change is: 22,672
31,909 1,344 2,910 0 685 -490 -20,742 9,576 6,115 2,124 3,071 -18 864 -521
Percent of Open Interest Represented by Each Category of Trader
48.7 27.9 19.4 0.1 3.8 1.9 11.0 24.3 18.4 0.4 4.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 184
39 44 59 . 9 4 32 46 49 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 21,428
Positions
7,168 0 1,113 0 524 0 0 13,928 2,422 10,725 3,379 0 0 62
Changes from: July 3, 2023 Total Change is: 1,372
200 0 0 0 0 0 0 180 1,172 0 20 0 0 0
Percent of Open Interest Represented by Each Category of Trader
33.5 0.0 5.2 0.0 2.4 0.0 0.0 65.0 11.3 50.1 15.8 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 11, 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 16,302
Positions
777 4,140 64 8,243 152 240 4,189 9,931 569 453 490 232 1,535 484
Changes from: July 3, 2023 Total Change is: -706
221 59 -46 -68 82 -7 -1,167 -533 116 132 -383 146 -33 -140
Percent of Open Interest Represented by Each Category of Trader
4.8 25.4 0.4 50.6 0.9 1.5 25.7 60.9 3.5 2.8 3.0 1.4 9.4 3.0
Number of Traders in Each Category Total Traders: 117
5 9 . 12 . . 29 41 13 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 11,107
Positions
993 2,578 0 863 34 7 2,159 5,477 537 3,037 1,416 69 3,442 989
Changes from: July 3, 2023 Total Change is: 1,969
799 408 0 -25 12 4 66 892 327 501 167 37 260 122
Percent of Open Interest Represented by Each Category of Trader
8.9 23.2 0.0 7.8 0.3 0.1 19.4 49.3 4.8 27.3 12.7 0.6 31.0 8.9
Number of Traders in Each Category Total Traders: 114
. 4 0 5 . . 18 11 4 63 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 3,709
Positions
188 354 3 916 0 0 935 2,343 130 818 591 0 719 288
Changes from: July 3, 2023 Total Change is: -1,021
-2 117 3 -229 -31 0 -727 -1,158 79 -150 45 0 5 -76
Percent of Open Interest Represented by Each Category of Trader
5.1 9.5 0.1 24.7 0.0 0.0 25.2 63.2 3.5 22.1 15.9 0.0 19.4 7.8
Number of Traders in Each Category Total Traders: 61
. 7 . 6 0 0 15 21 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 16,492
Positions
0 932 1,961 3,428 38 0 481 9,232 189 9,429 3,728 140 864 272
Changes from: July 3, 2023 Total Change is: 1,793
0 -1,464 1,961 90 5 0 -945 2,325 -135 808 -955 0 14 56
Percent of Open Interest Represented by Each Category of Trader
0.0 5.7 11.9 20.8 0.2 0.0 2.9 56.0 1.1 57.2 22.6 0.8 5.2 1.6
Number of Traders in Each Category Total Traders: 90
0 . . . . 0 6 6 . 62 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 28,925
Positions
0 14,136 0 8,015 1,993 752 11,501 6,996 895 3,446 1,403 0 4,316 2,750
Changes from: July 3, 2023 Total Change is: 2,306
0 0 0 111 484 16 2,012 810 297 16 148 0 -146 551
Percent of Open Interest Represented by Each Category of Trader
0.0 48.9 0.0 27.7 6.9 2.6 39.8 24.2 3.1 11.9 4.9 0.0 14.9 9.5
Number of Traders in Each Category Total Traders: 87
0 . 0 10 8 . 18 20 4 18 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 403,072
Positions
62,806 31,056 16,886 101,272 80,544 51,454 65,524 116,043 57,527 7,064 7,629 14,805 25,734 27,128
Changes from: July 3, 2023 Total Change is: -3,733
2,422 2,703 3,614 5,432 -12,501 -5,394 -10,731 3,122 4,219 -3,771 1,732 837 -361 -2,065
Percent of Open Interest Represented by Each Category of Trader
15.6 7.7 4.2 25.1 20.0 12.8 16.3 28.8 14.3 1.8 1.9 3.7 6.4 6.7
Number of Traders in Each Category Total Traders: 214
14 16 21 28 30 26 35 48 52 17 14 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 11, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 55,528
Positions
46,799 42,375 0 4,940 3,064 678 2,708 9,211 0 134 74 0 269 126
Changes from: July 3, 2023 Total Change is: 114
0 0 0 -37 -44 0 101 135 0 75 -2 0 -25 25
Percent of Open Interest Represented by Each Category of Trader
84.3 76.3 0.0 8.9 5.5 1.2 4.9 16.6 0.0 0.2 0.1 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 9 4 4 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 14, 2023