Traders in Financial Futures - Futures Only Positions as of July 18, 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 146,171
Positions
28,434 39,672 294 48,744 44,403 3,497 21,846 30,917 2,384 5,015 1,517 50 35,907 23,437
Changes from: July 11, 2023 Total Change is: 5,776
-1,319 8,043 294 4,806 -3,151 -168 -656 1,011 -812 589 405 0 3,042 154
Percent of Open Interest Represented by Each Category of Trader
19.5 27.1 0.2 33.3 30.4 2.4 14.9 21.2 1.6 3.4 1.0 0.0 24.6 16.0
Number of Traders in Each Category Total Traders: 97
. 7 . 19 18 8 22 20 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 43,213
Positions
12,786 3,346 6 6,400 16,381 118 4,073 7,782 106 1,566 1,600 0 18,158 13,874
Changes from: July 11, 2023 Total Change is: -350
-4,018 659 5 4,118 53 20 -3,000 -867 -25 -197 1,600 0 2,747 -1,795
Percent of Open Interest Represented by Each Category of Trader
29.6 7.7 0.0 14.8 37.9 0.3 9.4 18.0 0.2 3.6 3.7 0.0 42.0 32.1
Number of Traders in Each Category Total Traders: 47
4 . . 8 10 . 7 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 265,766
Positions
1,484 90,361 3,281 110,147 62,400 6,941 87,837 61,746 15,686 628 3,466 0 39,762 21,885
Changes from: July 11, 2023 Total Change is: 26,641
-57 17,570 505 13,542 -1,065 388 16,906 15,905 -3,648 -932 288 0 -63 -3,302
Percent of Open Interest Represented by Each Category of Trader
0.6 34.0 1.2 41.4 23.5 2.6 33.1 23.2 5.9 0.2 1.3 0.0 15.0 8.2
Number of Traders in Each Category Total Traders: 142
. 13 4 25 29 14 38 30 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 230,932
Positions
91,295 27,652 666 71,714 73,393 4,146 27,722 82,476 2,856 4,370 3,624 15 28,148 36,104
Changes from: July 11, 2023 Total Change is: -21,417
-14,769 19,949 -8 -2,125 -30,258 -375 596 -2,900 -1,500 -2,096 -1,246 0 -1,140 -5,079
Percent of Open Interest Represented by Each Category of Trader
39.5 12.0 0.3 31.1 31.8 1.8 12.0 35.7 1.2 1.9 1.6 0.0 12.2 15.6
Number of Traders in Each Category Total Traders: 131
12 7 4 25 23 14 21 37 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 783,132
Positions
20,303 538,591 2,095 501,669 77,482 21,661 86,196 64,705 18,962 30,787 8,688 4,409 97,050 46,539
Changes from: July 11, 2023 Total Change is: 47,076
1,997 37,525 388 23,783 -523 1,045 15,976 4,082 3,049 -516 -1,633 72 1,282 3,071
Percent of Open Interest Represented by Each Category of Trader
2.6 68.8 0.3 64.1 9.9 2.8 11.0 8.3 2.4 3.9 1.1 0.6 12.4 5.9
Number of Traders in Each Category Total Traders: 299
14 13 5 124 26 46 55 38 25 20 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 28,740
Positions
0 12,098 0 14,541 5,478 2,469 0 2,790 0 0 0 0 11,730 5,905
Changes from: July 11, 2023 Total Change is: 180
0 7 0 -31 117 16 0 -1,286 0 0 0 0 195 1,326
Percent of Open Interest Represented by Each Category of Trader
0.0 42.1 0.0 50.6 19.1 8.6 0.0 9.7 0.0 0.0 0.0 0.0 40.8 20.5
Number of Traders in Each Category Total Traders: 26
0 . 0 16 5 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 22,037
Positions
2,915 5,517 51 4,975 9,066 922 4,762 0 4 0 1,120 0 8,408 5,357
Changes from: July 11, 2023 Total Change is: -2,204
0 5 1 -528 -2,211 -63 -1,225 0 0 0 0 0 -389 64
Percent of Open Interest Represented by Each Category of Trader
13.2 25.0 0.2 22.6 41.1 4.2 21.6 0.0 0.0 0.0 5.1 0.0 38.2 24.3
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 18, 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 148,592
Positions
57,212 4,242 625 43,670 89,598 1,475 17,893 26,096 4,373 1,805 0 0 21,539 22,183
Changes from: July 11, 2023 Total Change is: -3,903
-6,050 1,348 -15 5,883 -5,401 -2,576 -7,589 4,530 1,371 -74 0 0 5,147 -3,160
Percent of Open Interest Represented by Each Category of Trader
38.5 2.9 0.4 29.4 60.3 1.0 12.0 17.6 2.9 1.2 0.0 0.0 14.5 14.9
Number of Traders in Each Category Total Traders: 86
6 4 . 16 15 8 16 27 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 238,006
Positions
3,745 69,822 275 138,941 9,035 1,025 80,549 40,422 1,752 3,081 110,784 0 8,638 4,891
Changes from: July 11, 2023 Total Change is: -1,732
1,746 -3,676 6 -3,650 1,239 -3 -1,383 -717 997 331 618 0 224 -196
Percent of Open Interest Represented by Each Category of Trader
1.6 29.3 0.1 58.4 3.8 0.4 33.8 17.0 0.7 1.3 46.5 0.0 3.6 2.1
Number of Traders in Each Category Total Traders: 170
5 4 . 31 6 6 66 33 14 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 48,146
Positions
1,396 32,058 266 16,378 1,794 0 22,461 4,071 187 3,022 3,597 7 4,429 6,166
Changes from: July 11, 2023 Total Change is: -1,217
-678 -19 7 -4,464 -833 0 3,914 -100 -345 133 125 0 216 -52
Percent of Open Interest Represented by Each Category of Trader
2.9 66.6 0.6 34.0 3.7 0.0 46.7 8.5 0.4 6.3 7.5 0.0 9.2 12.8
Number of Traders in Each Category Total Traders: 82
. 5 . 18 6 0 31 . . 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 39,402
Positions
11,320 10,093 0 8,709 12,028 549 12,704 13,581 391 594 313 18 5,117 2,429
Changes from: July 11, 2023 Total Change is: 4,455
-1,130 6,002 -33 3,260 -1,820 48 -625 2,119 62 412 -328 0 2,461 -1,595
Percent of Open Interest Represented by Each Category of Trader
28.7 25.6 0.0 22.1 30.5 1.4 32.2 34.5 1.0 1.5 0.8 0.0 13.0 6.2
Number of Traders in Each Category Total Traders: 83
9 4 0 14 11 5 25 14 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 27,040
Positions
21,110 2,157 0 762 7,711 0 3,604 15,415 90 161 331 0 1,313 1,336
Changes from: July 11, 2023 Total Change is: -1,421
-753 1,213 -18 -7 -4,595 0 -1,218 2,301 90 0 -91 0 485 -321
Percent of Open Interest Represented by Each Category of Trader
78.1 8.0 0.0 2.8 28.5 0.0 13.3 57.0 0.3 0.6 1.2 0.0 4.9 4.9
Number of Traders in Each Category Total Traders: 32
. . 0 . 4 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 102,267
Positions
37,194 29,398 1,583 17,780 7,437 1,502 20,083 26,893 2,270 6,942 18,463 0 14,913 14,721
Changes from: July 11, 2023 Total Change is: 4,485
-6,778 1,381 266 541 -5,195 367 2,129 5,350 994 4,012 1,300 0 2,954 22
Percent of Open Interest Represented by Each Category of Trader
36.4 28.7 1.5 17.4 7.3 1.5 19.6 26.3 2.2 6.8 18.1 0.0 14.6 14.4
Number of Traders in Each Category Total Traders: 95
12 12 5 15 8 5 17 21 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 102,267
Positions
37,194 29,398 1,583 17,780 7,437 1,502 20,083 26,893 2,270 6,942 18,463 0 14,913 14,721
Changes from: July 11, 2023 Total Change is: 4,485
-6,778 1,381 266 541 -5,195 367 2,129 5,350 994 4,012 1,300 0 2,954 22
Percent of Open Interest Represented by Each Category of Trader
36.4 28.7 1.5 17.4 7.3 1.5 19.6 26.3 2.2 6.8 18.1 0.0 14.6 14.4
Number of Traders in Each Category Total Traders: 95
12 12 5 15 8 5 17 21 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,376
Positions
8,393 27,435 0 23,200 2,532 2,053 4,100 8,290 0 1,617 0 0 2,013 1,066
Changes from: July 11, 2023 Total Change is: -1,227
-852 181 0 -2,527 -239 -99 527 -1,072 0 1,617 0 0 107 2
Percent of Open Interest Represented by Each Category of Trader
20.3 66.3 0.0 56.1 6.1 5.0 9.9 20.0 0.0 3.9 0.0 0.0 4.9 2.6
Number of Traders in Each Category Total Traders: 41
7 4 0 19 . . . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 2,301,847
Positions
314,119 677,066 34,584 1,124,679 303,479 224,996 174,361 548,489 51,778 104,393 204,933 4,700 268,237 251,821
Changes from: July 11, 2023 Total Change is: 73,757
3,654 28,509 435 39,518 -20,306 -643 490 76,499 5,736 8,838 -13,041 1,574 14,156 -5,006
Percent of Open Interest Represented by Each Category of Trader
13.6 29.4 1.5 48.9 13.2 9.8 7.6 23.8 2.2 4.5 8.9 0.2 11.7 10.9
Number of Traders in Each Category Total Traders: 539
33 42 20 169 73 104 63 104 62 23 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 13,629
Positions
1,512 11,153 0 7,547 242 0 2,599 718 0 0 0 0 1,971 1,516
Changes from: July 11, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.1 81.8 0.0 55.4 1.8 0.0 19.1 5.3 0.0 0.0 0.0 0.0 14.5 11.1
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 23,668
Positions
3,363 17,843 0 12,104 3,882 0 5,534 626 0 0 0 0 2,667 1,317
Changes from: July 11, 2023 Total Change is: 818
162 2,191 0 303 -1,180 0 178 -13 0 0 0 0 175 -180
Percent of Open Interest Represented by Each Category of Trader
14.2 75.4 0.0 51.1 16.4 0.0 23.4 2.6 0.0 0.0 0.0 0.0 11.3 5.6
Number of Traders in Each Category Total Traders: 29
. 5 0 11 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 2,280,677
Positions
314,119 675,945 34,584 1,123,247 303,460 224,251 174,266 559,419 38,540 104,287 204,783 3,337 264,046 236,358
Changes from: July 11, 2023 Total Change is: 71,070
3,654 28,108 435 39,363 -20,301 -659 1,131 79,148 2,413 9,703 -11,958 211 14,819 -6,327
Percent of Open Interest Represented by Each Category of Trader
13.8 29.6 1.5 49.3 13.3 9.8 7.6 24.5 1.7 4.6 9.0 0.1 11.6 10.4
Number of Traders in Each Category Total Traders: 529
33 40 20 166 72 100 60 105 58 22 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 36,065
Positions
18,902 31,446 0 14,111 379 0 1,102 2,555 0 0 0 0 1,950 1,685
Changes from: July 11, 2023 Total Change is: 1,073
-150 798 0 911 0 0 84 324 0 0 0 0 228 -49
Percent of Open Interest Represented by Each Category of Trader
52.4 87.2 0.0 39.1 1.1 0.0 3.1 7.1 0.0 0.0 0.0 0.0 5.4 4.7
Number of Traders in Each Category Total Traders: 27
4 8 0 7 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 13,896
Positions
1,868 12,467 0 8,045 206 0 658 246 0 0 0 0 3,325 977
Changes from: July 11, 2023 Total Change is: 66
94 106 0 -398 0 0 -168 246 0 0 0 0 538 -286
Percent of Open Interest Represented by Each Category of Trader
13.4 89.7 0.0 57.9 1.5 0.0 4.7 1.8 0.0 0.0 0.0 0.0 23.9 7.0
Number of Traders in Each Category Total Traders: 20
. 9 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 37,857
Positions
11,159 7,286 0 23,964 10,719 150 918 18,105 59 0 0 0 1,607 1,538
Changes from: July 11, 2023 Total Change is: -3,340
-3,425 1,282 0 -129 -4,679 0 339 174 4 0 0 0 -129 -121
Percent of Open Interest Represented by Each Category of Trader
29.5 19.2 0.0 63.3 28.3 0.4 2.4 47.8 0.2 0.0 0.0 0.0 4.2 4.1
Number of Traders in Each Category Total Traders: 33
5 6 0 9 4 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 211,696
Positions
0 11,213 0 17,910 3,785 3,857 121,597 11,350 11,731 14,689 15,127 0 41,912 154,633
Changes from: July 11, 2023 Total Change is: 26,865
0 4,008 0 1,685 88 18 28,488 8,410 -1,671 4,980 2,801 0 -6,635 13,211
Percent of Open Interest Represented by Each Category of Trader
0.0 5.3 0.0 8.5 1.8 1.8 57.4 5.4 5.5 6.9 7.1 0.0 19.8 73.0
Number of Traders in Each Category Total Traders: 31
0 . 0 10 . 6 12 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 350,863
Positions
113,545 113,805 137,467 0 38,000 0 26,615 8,332 45,843 23,285 0 0 4,108 7,416
Changes from: July 11, 2023 Total Change is: 4,848
-1,798 1,032 2,146 0 0 0 3,270 750 230 0 0 0 1,000 690
Percent of Open Interest Represented by Each Category of Trader
32.4 32.4 39.2 0.0 10.8 0.0 7.6 2.4 13.1 6.6 0.0 0.0 1.2 2.1
Number of Traders in Each Category Total Traders: 30
7 9 16 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 38,396
Positions
2,743 5,838 115 23,248 22,711 2,005 1,616 2,176 3 0 664 74 8,592 4,810
Changes from: July 11, 2023 Total Change is: 354
-31 768 -3 772 -385 -16 -99 -767 0 0 664 74 -343 19
Percent of Open Interest Represented by Each Category of Trader
7.1 15.2 0.3 60.5 59.1 5.2 4.2 5.7 0.0 0.0 1.7 0.2 22.4 12.5
Number of Traders in Each Category Total Traders: 59
. 6 . 29 14 11 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 278,468
Positions
37,533 75,492 3,263 96,423 24,979 7,638 46,820 76,385 27,474 16,428 12,707 358 42,530 50,171
Changes from: July 11, 2023 Total Change is: 6,677
-2,213 7,616 645 4,263 -3,147 612 3,081 -4,032 4,143 -2,263 -2,364 138 -1,729 3,067
Percent of Open Interest Represented by Each Category of Trader
13.5 27.1 1.2 34.6 9.0 2.7 16.8 27.4 9.9 5.9 4.6 0.1 15.3 18.0
Number of Traders in Each Category Total Traders: 323
22 33 12 80 33 42 54 48 31 16 37 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 264,119
Positions
37,720 75,395 2,952 96,025 24,979 7,584 52,174 84,284 11,712 16,525 12,194 105 39,322 44,914
Changes from: July 11, 2023 Total Change is: 4,628
-1,873 7,910 334 4,205 -3,147 612 3,484 -1,241 852 -2,170 -2,533 68 -884 1,773
Percent of Open Interest Represented by Each Category of Trader
14.3 28.5 1.1 36.4 9.5 2.9 19.8 31.9 4.4 6.3 4.6 0.0 14.9 17.0
Number of Traders in Each Category Total Traders: 289
21 30 11 76 33 41 45 46 25 13 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 143,491
Positions
1,241 4,084 0 4,478 496 47 102,919 77,465 1,162 1,513 7,614 50 32,081 52,573
Changes from: July 11, 2023 Total Change is: 20,494
-289 169 0 583 0 4 29,105 5,224 -227 -231 2,381 0 -8,451 12,943
Percent of Open Interest Represented by Each Category of Trader
0.9 2.8 0.0 3.1 0.3 0.0 71.7 54.0 0.8 1.1 5.3 0.0 22.4 36.6
Number of Traders in Each Category Total Traders: 50
. . 0 6 . . 16 4 5 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 526,110
Positions
108,426 120,556 7,229 218,188 175,832 37,601 99,323 109,529 6,498 22,772 47,537 191 25,882 21,137
Changes from: July 11, 2023 Total Change is: 2,618
-7,422 11,791 1,173 11,705 -10,405 607 -5,660 -1,192 -808 1,180 3,944 15 1,828 -2,507
Percent of Open Interest Represented by Each Category of Trader
20.6 22.9 1.4 41.5 33.4 7.1 18.9 20.8 1.2 4.3 9.0 0.0 4.9 4.0
Number of Traders in Each Category Total Traders: 350
28 24 8 94 61 48 56 58 30 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 13,749
Positions
4,306 6,301 0 7,830 6,327 0 515 442 0 0 0 0 1,098 679
Changes from: July 11, 2023 Total Change is: -53
993 0 0 -458 840 -584 0 0 0 0 0 0 -4 -309
Percent of Open Interest Represented by Each Category of Trader
31.3 45.8 0.0 56.9 46.0 0.0 3.7 3.2 0.0 0.0 0.0 0.0 8.0 4.9
Number of Traders in Each Category Total Traders: 21
. 4 0 6 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 16,045
Positions
0 8,677 0 9,923 0 13 1,127 867 0 579 3,385 0 4,403 3,103
Changes from: July 11, 2023 Total Change is: -293
0 554 0 -192 -200 -2 477 -798 0 -340 -266 0 -236 419
Percent of Open Interest Represented by Each Category of Trader
0.0 54.1 0.0 61.8 0.0 0.1 7.0 5.4 0.0 3.6 21.1 0.0 27.4 19.3
Number of Traders in Each Category Total Traders: 22
0 4 0 9 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 51,387
Positions
7,572 12,761 749 22,262 1,395 552 8,328 4,972 119 4,726 1,550 0 7,079 29,289
Changes from: July 11, 2023 Total Change is: -2,441
888 -544 -61 -1,408 -117 -30 -2,424 714 -30 420 -31 0 204 -2,342
Percent of Open Interest Represented by Each Category of Trader
14.7 24.8 1.5 43.3 2.7 1.1 16.2 9.7 0.2 9.2 3.0 0.0 13.8 57.0
Number of Traders in Each Category Total Traders: 57
8 6 . 12 . 5 12 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 394,125
Positions
32,797 227,903 4,163 261,390 66,184 39,156 24,301 18,969 2,157 17,579 29,664 486 12,096 5,443
Changes from: July 11, 2023 Total Change is: 6,934
253 -1,417 -238 2,819 -2,143 3,534 -462 1,309 -31 90 5,469 116 853 335
Percent of Open Interest Represented by Each Category of Trader
8.3 57.8 1.1 66.3 16.8 9.9 6.2 4.8 0.5 4.5 7.5 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 196
11 16 6 83 40 33 18 17 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,147,268
Positions
93,864 574,164 10,218 731,038 289,468 105,306 101,805 95,401 7,613 55,576 51,106 1,546 40,302 12,446
Changes from: July 11, 2023 Total Change is: 34,686
655 26,865 -143 23,689 -13,958 1,549 6,807 17,104 -1,669 1,496 6,036 100 2,202 -1,198
Percent of Open Interest Represented by Each Category of Trader
8.2 50.0 0.9 63.7 25.2 9.2 8.9 8.3 0.7 4.8 4.5 0.1 3.5 1.1
Number of Traders in Each Category Total Traders: 424
30 18 12 171 62 76 61 37 26 34 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 203,232
Positions
14,650 134,348 39,491 37,610 0 2,048 87,258 5,351 16,286 5,429 5,469 140 320 99
Changes from: July 11, 2023 Total Change is: -2,113
437 -1,047 -1,206 156 0 0 -1,611 30 113 0 0 0 -2 -3
Percent of Open Interest Represented by Each Category of Trader
7.2 66.1 19.4 18.5 0.0 1.0 42.9 2.6 8.0 2.7 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 98
9 25 16 15 0 . 36 4 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,248,006
Positions
23,725 163,834 886 693,741 275,523 189,918 43,347 382,784 28,419 86,700 65,767 0 181,270 140,875
Changes from: July 11, 2023 Total Change is: -3,586
-2,438 14,911 -1,421 3,862 -17,615 -2,463 -1,911 8,796 -808 1,024 5,534 0 569 -10,520
Percent of Open Interest Represented by Each Category of Trader
1.9 13.1 0.1 55.6 22.1 15.2 3.5 30.7 2.3 6.9 5.3 0.0 14.5 11.3
Number of Traders in Each Category Total Traders: 187
6 17 . 61 33 57 21 35 19 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,513,744
Positions
6,332 87,637 2,566 894,814 272,672 273,219 73,208 712,818 22,026 64,926 27,656 0 176,653 115,150
Changes from: July 11, 2023 Total Change is: -13,633
-1,505 -660 -620 1,071 -5,170 -5,980 -13,513 -1,900 5,064 -423 -2,221 0 2,273 -2,146
Percent of Open Interest Represented by Each Category of Trader
0.4 5.8 0.2 59.1 18.0 18.0 4.8 47.1 1.5 4.3 1.8 0.0 11.7 7.6
Number of Traders in Each Category Total Traders: 172
. 10 . 78 28 59 15 25 12 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 3,654,986
Positions
126,026 262,909 18,191 1,784,644 501,549 310,632 710,768 2,138,104 68,687 361,649 180,805 22,030 252,359 152,079
Changes from: July 11, 2023 Total Change is: -23,643
-2,419 -39,071 -1,725 67,170 -22,627 481 -91,625 11,373 16,708 -17,160 18,212 -818 5,745 -6,176
Percent of Open Interest Represented by Each Category of Trader
3.4 7.2 0.5 48.8 13.7 8.5 19.4 58.5 1.9 9.9 4.9 0.6 6.9 4.2
Number of Traders in Each Category Total Traders: 421
32 30 10 158 36 94 55 58 32 39 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 4,746,657
Positions
160,203 337,587 35,641 2,636,635 1,396,921 610,327 384,989 1,626,889 102,018 433,354 256,337 1,417 382,073 379,520
Changes from: July 11, 2023 Total Change is: -53,434
10,253 -5,738 14,176 20,180 9,903 -7,482 -7,216 -52,350 -7,418 -68,672 7,089 322 -7,577 -11,936
Percent of Open Interest Represented by Each Category of Trader
3.4 7.1 0.8 55.5 29.4 12.9 8.1 34.3 2.1 9.1 5.4 0.0 8.0 8.0
Number of Traders in Each Category Total Traders: 422
20 33 12 130 64 110 64 67 55 27 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,743,816
Positions
67,772 79,518 1,277 847,894 646,788 263,357 183,856 414,107 25,847 182,769 56,473 1,003 170,041 255,446
Changes from: July 11, 2023 Total Change is: 2,662
1,975 4,896 453 -13,675 -18,715 -2,155 14,315 19,611 2,354 3,570 4,916 90 -4,265 -8,788
Percent of Open Interest Represented by Each Category of Trader
3.9 4.6 0.1 48.6 37.1 15.1 10.5 23.7 1.5 10.5 3.2 0.1 9.8 14.6
Number of Traders in Each Category Total Traders: 175
5 12 4 53 52 60 11 24 14 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 4,712
Positions
0 0 0 0 0 0 1,021 521 2,418 296 697 28 949 1,048
Changes from: July 11, 2023 Total Change is: 166
0 0 0 0 0 0 -1,440 -256 1,333 156 -341 0 117 -570
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 21.7 11.1 51.3 6.3 14.8 0.6 20.1 22.2
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 5,333,980
Positions
74,851 680,847 37,415 2,660,976 1,067,496 611,248 936,517 2,404,245 54,232 576,355 142,586 5,648 376,738 330,263
Changes from: July 11, 2023 Total Change is: 76,095
13,886 15,644 2,443 52,720 -13,244 2,088 67,811 59,662 16,059 -81,121 -20,431 2,518 -309 11,356
Percent of Open Interest Represented by Each Category of Trader
1.4 12.8 0.7 49.9 20.0 11.5 17.6 45.1 1.0 10.8 2.7 0.1 7.1 6.2
Number of Traders in Each Category Total Traders: 390
15 34 11 138 39 98 48 73 32 29 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,587,838
Positions
431,370 232,389 431,935 4,281 25,693 36,609 126,810 290,167 512,393 6,169 9,846 3,940 34,331 44,866
Changes from: July 11, 2023 Total Change is: 147,468
14,265 25,114 36,415 1,035 6,390 1,777 -3,542 -16,213 94,530 -1,197 4,390 775 3,410 -5,710
Percent of Open Interest Represented by Each Category of Trader
27.2 14.6 27.2 0.3 1.6 2.3 8.0 18.3 32.3 0.4 0.6 0.2 2.2 2.8
Number of Traders in Each Category Total Traders: 154
33 33 59 4 6 . 28 34 55 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 7,222
Positions
2,212 2,913 1,280 613 0 35 996 584 1,790 0 0 0 296 620
Changes from: July 11, 2023 Total Change is: 445
49 959 -35 531 0 -290 480 75 -388 -100 0 0 198 124
Percent of Open Interest Represented by Each Category of Trader
30.6 40.3 17.7 8.5 0.0 0.5 13.8 8.1 24.8 0.0 0.0 0.0 4.1 8.6
Number of Traders in Each Category Total Traders: 23
5 5 5 . 0 . 7 4 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 9,743,755
Positions
2,501,897 2,520,906 1,884,820 357,226 457,073 531,768 1,546,550 1,221,494 2,747,794 75,983 275,344 71,081 26,636 33,475
Changes from: July 11, 2023 Total Change is: 236,892
133,009 -50,134 84,632 -44,572 -79,730 73,175 -118,851 106,372 151,007 -42,261 -34,556 2,790 -2,037 -16,664
Percent of Open Interest Represented by Each Category of Trader
25.7 25.9 19.3 3.7 4.7 5.5 15.9 12.5 28.2 0.8 2.8 0.7 0.3 0.3
Number of Traders in Each Category Total Traders: 869
73 109 138 32 79 63 94 210 186 78 123 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 974,654
Positions
503,549 245,355 188,603 702 34,287 17,643 84,183 268,037 178,669 918 41,587 174 213 299
Changes from: July 11, 2023 Total Change is: 84,482
69,974 -3,204 15,668 0 127 733 -13,300 51,506 15,292 -2,942 4,571 12 -955 -223
Percent of Open Interest Represented by Each Category of Trader
51.7 25.2 19.4 0.1 3.5 1.8 8.6 27.5 18.3 0.1 4.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 188
37 51 60 . 9 4 26 51 50 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 22,246
Positions
7,168 0 1,113 0 524 0 780 13,208 2,460 10,725 4,879 0 0 62
Changes from: July 11, 2023 Total Change is: 818
0 0 0 0 0 0 780 -720 38 0 1,500 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.2 0.0 5.0 0.0 2.4 0.0 3.5 59.4 11.1 48.2 21.9 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 . 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,455
Positions
627 4,177 170 8,958 113 245 2,487 8,830 697 493 410 121 1,657 692
Changes from: July 11, 2023 Total Change is: -847
-150 37 106 715 -39 5 -1,702 -1,101 128 40 -80 -111 122 208
Percent of Open Interest Represented by Each Category of Trader
4.1 27.0 1.1 58.0 0.7 1.6 16.1 57.1 4.5 3.2 2.7 0.8 10.7 4.5
Number of Traders in Each Category Total Traders: 114
5 10 . 13 . . 27 38 16 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 13,887
Positions
3,649 3,423 0 1,565 22 10 2,116 8,191 123 2,825 1,113 62 3,537 943
Changes from: July 11, 2023 Total Change is: 2,780
2,656 845 0 702 -12 3 -43 2,714 -414 -212 -303 -7 95 -46
Percent of Open Interest Represented by Each Category of Trader
26.3 24.6 0.0 11.3 0.2 0.1 15.2 59.0 0.9 20.3 8.0 0.4 25.5 6.8
Number of Traders in Each Category Total Traders: 106
. . 0 5 . . 18 12 . 54 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,096
Positions
208 528 3 1,114 0 13 813 2,413 254 860 363 0 831 522
Changes from: July 11, 2023 Total Change is: 387
20 174 0 198 0 13 -122 70 124 42 -228 0 112 234
Percent of Open Interest Represented by Each Category of Trader
5.1 12.9 0.1 27.2 0.0 0.3 19.8 58.9 6.2 21.0 8.9 0.0 20.3 12.7
Number of Traders in Each Category Total Traders: 65
. 7 . 7 0 . 15 24 7 6 . 0
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Traders in Financial Futures - Futures Only Positions as of July 18, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 20,560
Positions
672 351 2,251 2,362 123 0 2,463 13,558 156 11,631 3,774 140 885 207
Changes from: July 11, 2023 Total Change is: 4,068
672 -581 290 -1,066 85 0 1,982 4,326 -33 2,202 46 0 21 -65
Percent of Open Interest Represented by Each Category of Trader
3.3 1.7 10.9 11.5 0.6 0.0 12.0 65.9 0.8 56.6 18.4 0.7 4.3 1.0
Number of Traders in Each Category Total Traders: 95
. . . . . 0 8 4 . 66 12 .
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Traders in Financial Futures - Futures Only Positions as of July 18, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,045
Positions
0 14,086 0 6,771 7,110 795 24,791 12,991 866 3,488 1,413 141 4,193 3,643
Changes from: July 11, 2023 Total Change is: 12,120
0 -50 0 -1,244 5,117 43 13,290 5,995 -29 42 10 141 -123 893
Percent of Open Interest Represented by Each Category of Trader
0.0 34.3 0.0 16.5 17.3 1.9 60.4 31.7 2.1 8.5 3.4 0.3 10.2 8.9
Number of Traders in Each Category Total Traders: 91
0 . 0 9 10 . 14 27 5 16 13 .
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Traders in Financial Futures - Futures Only Positions as of July 18, 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 438,936
Positions
69,668 36,732 24,770 94,399 87,197 57,576 88,990 125,605 57,957 7,570 6,864 14,525 23,481 27,710
Changes from: July 11, 2023 Total Change is: 35,864
6,862 5,676 7,884 -6,873 6,653 6,122 23,466 9,562 430 506 -765 -280 -2,253 582
Percent of Open Interest Represented by Each Category of Trader
15.9 8.4 5.6 21.5 19.9 13.1 20.3 28.6 13.2 1.7 1.6 3.3 5.3 6.3
Number of Traders in Each Category Total Traders: 217
16 13 22 26 32 27 39 49 50 13 16 23
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Traders in Financial Futures - Futures Only Positions as of July 18, 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 58,472
Positions
46,799 45,416 0 7,818 3,075 645 2,627 9,197 5 308 0 0 270 134
Changes from: July 11, 2023 Total Change is: 2,944
0 3,041 0 2,878 11 -33 -81 -14 5 174 -74 0 1 8
Percent of Open Interest Represented by Each Category of Trader
80.0 77.7 0.0 13.4 5.3 1.1 4.5 15.7 0.0 0.5 0.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 33
. . 0 9 4 . 6 5 . 4 0 0
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Updated July 21, 2023