Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 214,241
Positions
95,832 28,456 12,616 38,265 64,447 4,799 16,992 69,197 4,232 9,568 2,313 497 31,440 27,684
Changes from: December 12, 2023 Total Change is: 368
-10,207 8,074 4,126 3,332 -19,691 -2,515 6,941 21,504 -5,016 585 468 72 3,050 -6,654
Percent of Open Interest Represented by Each Category of Trader
44.7 13.3 5.9 17.9 30.1 2.2 7.9 32.3 2.0 4.5 1.1 0.2 14.7 12.9
Number of Traders in Each Category Total Traders: 106
9 6 7 15 23 9 15 25 8 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,281
Positions
11,552 5,445 0 12,339 16,025 27 6,410 6,765 230 1,353 431 0 13,370 16,358
Changes from: December 12, 2023 Total Change is: -19,905
-11,509 -3,595 -4,605 540 -3,031 23 -376 -3,417 -4,442 -118 431 0 582 -1,269
Percent of Open Interest Represented by Each Category of Trader
25.5 12.0 0.0 27.2 35.4 0.1 14.2 14.9 0.5 3.0 1.0 0.0 29.5 36.1
Number of Traders in Each Category Total Traders: 46
. 5 0 4 10 . 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 177,998
Positions
17,675 15,470 6,486 50,930 92,500 4,011 58,262 25,020 10,418 486 1,877 0 29,730 22,216
Changes from: December 12, 2023 Total Change is: -65,679
-21,506 -5,386 -22,538 -6,004 1,859 -1,832 4,799 -8,394 -4,176 486 -1,310 0 -14,908 -23,902
Percent of Open Interest Represented by Each Category of Trader
9.9 8.7 3.6 28.6 52.0 2.3 32.7 14.1 5.9 0.3 1.1 0.0 16.7 12.5
Number of Traders in Each Category Total Traders: 110
. 6 . 15 30 12 30 22 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 185,940
Positions
35,737 2,941 1,063 63,273 50,950 2,968 28,932 86,840 3,553 11,521 941 0 38,893 36,684
Changes from: December 12, 2023 Total Change is: -71,641
-48,075 -26,838 -3,019 364 -16,069 -7,084 -463 -4,002 -13,627 174 -486 0 89 -516
Percent of Open Interest Represented by Each Category of Trader
19.2 1.6 0.6 34.0 27.4 1.6 15.6 46.7 1.9 6.2 0.5 0.0 20.9 19.7
Number of Traders in Each Category Total Traders: 139
11 6 . 21 26 12 29 35 10 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 700,244
Positions
18,849 427,451 1,937 459,191 95,873 26,322 67,756 75,221 9,286 31,708 9,989 3,843 81,352 50,322
Changes from: December 12, 2023 Total Change is: -91,905
-2,251 -32,452 -26,407 -3,071 -3,565 -4,423 -15,418 8,688 -15,427 -3,855 -1,266 -2,155 -18,898 -14,898
Percent of Open Interest Represented by Each Category of Trader
2.7 61.0 0.3 65.6 13.7 3.8 9.7 10.7 1.3 4.5 1.4 0.5 11.6 7.2
Number of Traders in Each Category Total Traders: 285
13 13 4 113 34 49 39 39 22 24 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,068
Positions
491 10,129 0 15,309 4,324 1,865 917 5,414 0 0 0 0 10,486 7,336
Changes from: December 12, 2023 Total Change is: -4,187
491 -1,806 -829 525 -49 -415 469 1,138 -394 0 0 0 -4,034 -1,832
Percent of Open Interest Represented by Each Category of Trader
1.7 34.8 0.0 52.7 14.9 6.4 3.2 18.6 0.0 0.0 0.0 0.0 36.1 25.2
Number of Traders in Each Category Total Traders: 27
. . 0 15 . 5 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 147,665
Positions
59,754 2,270 162 33,261 97,324 1,662 23,132 21,793 533 1,997 1,126 0 27,164 22,795
Changes from: December 12, 2023 Total Change is: -61,262
-39,718 -21,973 -19,297 2,271 -7,712 -2,940 4,458 2,424 -10,746 -43 1,126 0 4,753 -2,144
Percent of Open Interest Represented by Each Category of Trader
40.5 1.5 0.1 22.5 65.9 1.1 15.7 14.8 0.4 1.4 0.8 0.0 18.4 15.4
Number of Traders in Each Category Total Traders: 96
8 . . 19 18 10 24 19 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 245,808
Positions
1,763 82,045 63 142,841 3,484 909 89,513 64,122 884 2,576 89,724 0 7,259 4,577
Changes from: December 12, 2023 Total Change is: -23,266
-22,776 -5,575 -8,623 4,734 -688 -556 9,870 8,075 -5,710 -161 -12,402 -428 384 2,641
Percent of Open Interest Represented by Each Category of Trader
0.7 33.4 0.0 58.1 1.4 0.4 36.4 26.1 0.4 1.0 36.5 0.0 3.0 1.9
Number of Traders in Each Category Total Traders: 154
. 8 . 30 8 4 61 22 9 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 66,001
Positions
5,001 55,216 86 38,961 2,119 18 14,868 4,432 370 2,426 3,240 0 4,271 520
Changes from: December 12, 2023 Total Change is: -2,645
555 -1,081 -15 -1,774 -720 7 -2,101 -415 182 -3 353 0 504 -956
Percent of Open Interest Represented by Each Category of Trader
7.6 83.7 0.1 59.0 3.2 0.0 22.5 6.7 0.6 3.7 4.9 0.0 6.5 0.8
Number of Traders in Each Category Total Traders: 77
. 7 . 17 4 . 27 5 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,652
Positions
5,639 1,363 0 10,249 19,605 984 10,335 7,874 503 1,101 454 14 4,827 2,855
Changes from: December 12, 2023 Total Change is: -24,656
-21,603 -7,630 -954 923 -1,800 -917 1,771 -7,990 -4,451 263 367 0 312 -1,281
Percent of Open Interest Represented by Each Category of Trader
16.8 4.1 0.0 30.5 58.3 2.9 30.7 23.4 1.5 3.3 1.3 0.0 14.3 8.5
Number of Traders in Each Category Total Traders: 80
6 . 0 15 15 . 21 13 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,917
Positions
379 1,845 0 1,272 2,011 77 2,581 900 0 0 0 0 1,608 1,084
Changes from: December 12, 2023 Total Change is: -6,221
-80 344 -1,280 418 317 0 -4,782 -4,558 -374 -171 0 0 48 -670
Percent of Open Interest Represented by Each Category of Trader
6.4 31.2 0.0 21.5 34.0 1.3 43.6 15.2 0.0 0.0 0.0 0.0 27.2 18.3
Number of Traders in Each Category Total Traders: 26
. . 0 4 5 . 10 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 100,329
Positions
29,806 52,155 1,163 27,554 4,617 1,017 22,929 16,882 2,329 1,520 7,662 0 14,011 14,504
Changes from: December 12, 2023 Total Change is: -11,747
-2,828 23,499 -14,836 7,453 -3,363 -553 5,111 -7,389 -5,692 289 435 -400 -291 -3,448
Percent of Open Interest Represented by Each Category of Trader
29.7 52.0 1.2 27.5 4.6 1.0 22.9 16.8 2.3 1.5 7.6 0.0 14.0 14.5
Number of Traders in Each Category Total Traders: 107
10 18 5 23 4 6 23 21 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 100,329
Positions
29,806 52,155 1,163 27,554 4,617 1,017 22,929 16,882 2,329 1,520 7,662 0 14,011 14,504
Changes from: December 12, 2023 Total Change is: -11,747
-2,828 23,499 -14,836 7,453 -3,363 -553 5,111 -7,389 -5,692 289 435 -400 -291 -3,448
Percent of Open Interest Represented by Each Category of Trader
29.7 52.0 1.2 27.5 4.6 1.0 22.9 16.8 2.3 1.5 7.6 0.0 14.0 14.5
Number of Traders in Each Category Total Traders: 107
10 18 5 23 4 6 23 21 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,075
Positions
5,963 35,663 109 32,859 4,859 1,554 2,764 3,461 0 0 0 0 2,826 429
Changes from: December 12, 2023 Total Change is: -13,146
799 5,671 -16,765 2,627 332 -47 -181 -2,008 0 0 0 0 421 -329
Percent of Open Interest Represented by Each Category of Trader
12.9 77.4 0.2 71.3 10.5 3.4 6.0 7.5 0.0 0.0 0.0 0.0 6.1 0.9
Number of Traders in Each Category Total Traders: 38
4 7 . 20 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,167,112
Positions
245,994 791,595 29,159 1,177,850 293,402 161,567 155,337 462,928 44,121 89,323 191,583 3,127 260,635 189,630
Changes from: December 12, 2023 Total Change is: -523,194
-102,880 7,713 -134,861 26,366 -31,179 -42,840 -29,637 -82,582 -98,838 -1,869 31,507 -87,393 -51,243 -84,721
Percent of Open Interest Represented by Each Category of Trader
11.4 36.5 1.3 54.4 13.5 7.5 7.2 21.4 2.0 4.1 8.8 0.1 12.0 8.8
Number of Traders in Each Category Total Traders: 494
27 41 18 185 62 101 67 77 55 12 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,796
Positions
6,647 6,952 0 6,881 8,297 790 3,868 1,784 0 0 0 0 1,610 1,973
Changes from: December 12, 2023 Total Change is: -7,311
-2,860 -6,453 -1,847 -401 1,916 -125 -991 -360 0 0 0 0 -1,087 -442
Percent of Open Interest Represented by Each Category of Trader
33.6 35.1 0.0 34.8 41.9 4.0 19.5 9.0 0.0 0.0 0.0 0.0 8.1 10.0
Number of Traders in Each Category Total Traders: 26
4 6 0 4 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,545
Positions
3,849 17,689 0 15,547 5,651 0 2,819 785 0 0 0 0 3,330 1,420
Changes from: December 12, 2023 Total Change is: -10,839
-834 -2,582 -6,335 -1,986 1,055 0 -794 -1,025 0 0 0 0 -890 -1,952
Percent of Open Interest Represented by Each Category of Trader
15.1 69.2 0.0 60.9 22.1 0.0 11.0 3.1 0.0 0.0 0.0 0.0 13.0 5.6
Number of Traders in Each Category Total Traders: 32
. 7 0 14 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,156,203
Positions
245,994 790,896 29,159 1,175,882 293,512 161,159 156,388 463,920 39,221 89,323 191,216 3,127 255,950 183,993
Changes from: December 12, 2023 Total Change is: -514,251
-102,880 8,579 -134,736 26,389 -31,067 -42,831 -29,920 -88,679 -90,345 -1,869 31,256 -87,393 -50,666 -79,035
Percent of Open Interest Represented by Each Category of Trader
11.4 36.7 1.4 54.5 13.6 7.5 7.3 21.5 1.8 4.1 8.9 0.1 11.9 8.5
Number of Traders in Each Category Total Traders: 486
27 40 18 182 62 100 66 75 49 12 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,432
Positions
22,909 31,723 0 7,817 299 0 1,394 771 0 0 0 0 2,312 1,639
Changes from: December 12, 2023 Total Change is: -10,614
-1,788 -870 -8,287 94 0 0 109 -1,012 -516 0 0 0 -226 71
Percent of Open Interest Represented by Each Category of Trader
66.5 92.1 0.0 22.7 0.9 0.0 4.0 2.2 0.0 0.0 0.0 0.0 6.7 4.8
Number of Traders in Each Category Total Traders: 20
5 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,409
Positions
3,672 13,628 0 10,858 5,371 162 6,256 3,035 0 0 0 0 2,461 1,213
Changes from: December 12, 2023 Total Change is: -26,709
-16,840 3,740 -8,064 -1,118 -2,871 0 5,099 -14,039 -5,420 0 0 0 -366 -55
Percent of Open Interest Represented by Each Category of Trader
15.7 58.2 0.0 46.4 22.9 0.7 26.7 13.0 0.0 0.0 0.0 0.0 10.5 5.2
Number of Traders in Each Category Total Traders: 31
4 6 0 8 . . 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 109,089
Positions
0 6,989 0 21,896 1,116 1,864 23,492 24,088 14,992 0 3,671 0 46,845 56,369
Changes from: December 12, 2023 Total Change is: -89,430
-1,156 -9,820 -92 1,071 185 -1,388 -68,777 -10,639 -13,323 0 2,510 0 -5,765 -56,863
Percent of Open Interest Represented by Each Category of Trader
0.0 6.4 0.0 20.1 1.0 1.7 21.5 22.1 13.7 0.0 3.4 0.0 42.9 51.7
Number of Traders in Each Category Total Traders: 27
0 . 0 11 . 4 7 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 368,467
Positions
124,927 141,094 113,206 1,634 38,000 0 45,306 15,815 55,614 25,277 0 250 2,253 4,488
Changes from: December 12, 2023 Total Change is: -83,345
-33,811 -25,340 -44,909 0 0 0 12,471 2,643 -17,060 0 0 0 -36 1,321
Percent of Open Interest Represented by Each Category of Trader
33.9 38.3 30.7 0.4 10.3 0.0 12.3 4.3 15.1 6.9 0.0 0.1 0.6 1.2
Number of Traders in Each Category Total Traders: 36
9 11 16 . . 0 4 5 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,449
Positions
4,738 7,192 21 24,676 21,250 2,019 971 4,064 176 0 1,361 0 7,848 4,366
Changes from: December 12, 2023 Total Change is: -4,416
307 2,196 -5,657 1,797 -768 60 -214 1,016 -113 0 336 -59 -537 -1,427
Percent of Open Interest Represented by Each Category of Trader
11.7 17.8 0.1 61.0 52.5 5.0 2.4 10.0 0.4 0.0 3.4 0.0 19.4 10.8
Number of Traders in Each Category Total Traders: 67
6 4 . 32 13 10 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 283,394
Positions
58,391 105,451 2,895 109,481 20,143 5,160 45,363 88,183 8,069 11,826 13,304 30 42,179 40,159
Changes from: December 12, 2023 Total Change is: -65,395
-857 7,460 -38,076 9,542 1,500 -6,808 -10,647 -1,597 -10,050 -2,094 -5,767 -1,558 -4,847 -10,497
Percent of Open Interest Represented by Each Category of Trader
20.6 37.2 1.0 38.6 7.1 1.8 16.0 31.1 2.8 4.2 4.7 0.0 14.9 14.2
Number of Traders in Each Category Total Traders: 298
23 28 11 74 26 30 50 50 30 15 32 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 276,654
Positions
58,391 105,213 2,895 109,265 20,143 5,156 44,763 89,538 5,378 11,777 12,886 0 39,029 35,445
Changes from: December 12, 2023 Total Change is: -60,582
-1,241 7,313 -37,260 9,501 1,500 -6,750 -10,174 -6,213 -5,594 -2,039 -5,682 -1,516 -5,509 -6,380
Percent of Open Interest Represented by Each Category of Trader
21.1 38.0 1.0 39.5 7.3 1.9 16.2 32.4 1.9 4.3 4.7 0.0 14.1 12.8
Number of Traders in Each Category Total Traders: 277
23 26 11 71 26 30 46 48 26 13 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 67,402
Positions
0 2,382 0 2,161 0 44 32,364 12,812 546 489 4,181 298 31,500 47,139
Changes from: December 12, 2023 Total Change is: -48,127
-3,878 -6,251 -438 -179 -590 7 -43,845 7,038 -5,444 -550 -853 -422 6,622 -41,174
Percent of Open Interest Represented by Each Category of Trader
0.0 3.5 0.0 3.2 0.0 0.1 48.0 19.0 0.8 0.7 6.2 0.4 46.7 69.9
Number of Traders in Each Category Total Traders: 32
0 . 0 4 0 . 10 5 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 494,014
Positions
77,650 119,174 8,433 219,009 144,378 29,702 81,541 142,573 3,862 44,899 23,157 196 28,722 22,539
Changes from: December 12, 2023 Total Change is: -145,593
-18,747 -3,110 -41,658 13,636 -12,648 -7,424 -55,249 -23,408 -31,793 20,772 -1,664 -14,310 -10,820 -9,578
Percent of Open Interest Represented by Each Category of Trader
15.7 24.1 1.7 44.3 29.2 6.0 16.5 28.9 0.8 9.1 4.7 0.0 5.8 4.6
Number of Traders in Each Category Total Traders: 361
29 21 6 102 60 44 59 64 30 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,385
Positions
12,417 11,310 0 12,820 12,867 0 358 1,000 0 0 0 0 790 1,208
Changes from: December 12, 2023 Total Change is: -17,301
-322 61 -4,233 259 -738 0 0 399 -481 0 0 0 -12,524 -12,309
Percent of Open Interest Represented by Each Category of Trader
47.1 42.9 0.0 48.6 48.8 0.0 1.4 3.8 0.0 0.0 0.0 0.0 3.0 4.6
Number of Traders in Each Category Total Traders: 23
. 6 0 9 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,973
Positions
0 7,959 0 10,308 0 9 1,352 2,537 0 364 2,087 0 2,940 2,381
Changes from: December 12, 2023 Total Change is: 217
0 28 0 376 0 -1 0 -447 0 0 844 0 -158 -207
Percent of Open Interest Represented by Each Category of Trader
0.0 53.2 0.0 68.8 0.0 0.1 9.0 16.9 0.0 2.4 13.9 0.0 19.6 15.9
Number of Traders in Each Category Total Traders: 25
0 5 0 11 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,546
Positions
6,138 18,294 331 11,986 1,040 675 9,788 3,314 803 3,481 766 0 6,344 14,323
Changes from: December 12, 2023 Total Change is: -734
-497 -1,021 133 39 -1,205 -18 -812 -199 584 991 0 0 -1,154 992
Percent of Open Interest Represented by Each Category of Trader
15.5 46.3 0.8 30.3 2.6 1.7 24.8 8.4 2.0 8.8 1.9 0.0 16.0 36.2
Number of Traders in Each Category Total Traders: 57
11 . . 11 . 5 18 6 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 411,759
Positions
35,342 241,250 745 292,787 60,667 29,572 23,588 20,667 949 14,951 46,943 593 13,232 10,373
Changes from: December 12, 2023 Total Change is: -44,322
-655 18,147 -43,903 3,922 -2,500 -602 389 -3,453 -4,926 -276 -10,100 -1,663 3,392 4,678
Percent of Open Interest Represented by Each Category of Trader
8.6 58.6 0.2 71.1 14.7 7.2 5.7 5.0 0.2 3.6 11.4 0.1 3.2 2.5
Number of Traders in Each Category Total Traders: 188
11 15 4 82 38 35 20 15 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,067,270
Positions
99,394 418,507 10,344 622,961 316,896 111,801 103,418 135,789 12,447 77,176 46,806 2,096 27,633 12,584
Changes from: December 12, 2023 Total Change is: -262,589
12,244 -39,626 -238,053 17,637 50,819 1,865 -3,801 17,421 -7,587 20,256 13,196 -14,036 -51,114 -46,588
Percent of Open Interest Represented by Each Category of Trader
9.3 39.2 1.0 58.4 29.7 10.5 9.7 12.7 1.2 7.2 4.4 0.2 2.6 1.2
Number of Traders in Each Category Total Traders: 397
26 18 8 160 59 70 61 32 25 29 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 190,328
Positions
9,732 125,997 23,841 41,786 48 1,640 74,700 4,009 30,117 8,259 4,605 0 253 71
Changes from: December 12, 2023 Total Change is: -85,361
-5,320 -67,270 -16,732 -16,239 48 -48 -48,731 -1,379 1,833 -127 -1,811 0 3 -2
Percent of Open Interest Represented by Each Category of Trader
5.1 66.2 12.5 22.0 0.0 0.9 39.2 2.1 15.8 4.3 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 96
8 23 16 13 . . 33 5 11 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,362,215
Positions
28,847 193,474 1,215 770,140 273,324 178,103 70,369 423,957 24,724 89,727 107,280 248 198,842 159,890
Changes from: December 12, 2023 Total Change is: 54,051
-1,379 18,221 -527 37,088 7,794 -5,688 -1,410 14,662 599 10,961 7,851 17 14,390 11,122
Percent of Open Interest Represented by Each Category of Trader
2.1 14.2 0.1 56.5 20.1 13.1 5.2 31.1 1.8 6.6 7.9 0.0 14.6 11.7
Number of Traders in Each Category Total Traders: 206
11 21 5 65 31 59 15 43 12 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,622,859
Positions
15,647 85,559 1,542 1,000,477 292,831 277,883 99,086 735,175 16,600 43,505 66,442 14 168,105 146,813
Changes from: December 12, 2023 Total Change is: 42,731
2,701 1,013 64 38,542 11,675 975 6,459 31,053 -2,259 -1,644 8,915 -831 -1,276 -7,874
Percent of Open Interest Represented by Each Category of Trader
1.0 5.3 0.1 61.6 18.0 17.1 6.1 45.3 1.0 2.7 4.1 0.0 10.4 9.0
Number of Traders in Each Category Total Traders: 177
5 9 4 72 36 59 13 30 10 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,827,956
Positions
116,991 319,323 17,496 1,677,733 471,103 313,274 815,821 2,340,399 58,996 533,274 145,531 17,397 276,974 144,437
Changes from: December 12, 2023 Total Change is: -122,461
-16,690 -11,301 5,406 -79,307 -2,287 -14,690 -17,268 -71,506 -11,029 -3,593 -35,588 -887 15,597 19,421
Percent of Open Interest Represented by Each Category of Trader
3.1 8.3 0.5 43.8 12.3 8.2 21.3 61.1 1.5 13.9 3.8 0.5 7.2 3.8
Number of Traders in Each Category Total Traders: 452
26 28 9 156 41 89 76 65 36 49 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,553,512
Positions
139,738 342,131 51,391 2,387,260 1,149,277 698,893 318,463 1,719,047 74,271 471,408 155,180 387 411,701 362,935
Changes from: December 12, 2023 Total Change is: 77,796
29,490 -12,486 26,042 62,868 30,838 -3,872 15,753 90,440 -24,979 -45,283 -33,445 -1,170 18,947 6,428
Percent of Open Interest Represented by Each Category of Trader
3.1 7.5 1.1 52.4 25.2 15.3 7.0 37.8 1.6 10.4 3.4 0.0 9.0 8.0
Number of Traders in Each Category Total Traders: 412
21 34 10 131 57 105 47 79 44 27 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,024,625
Positions
68,506 142,302 3,515 940,411 632,893 277,701 334,664 578,124 21,844 177,260 91,651 1,008 199,716 275,587
Changes from: December 12, 2023 Total Change is: 42,886
167 -2,504 9 -7,827 -1,984 -17,527 68,937 46,657 8,032 -5,514 3,652 -72 -3,319 6,623
Percent of Open Interest Represented by Each Category of Trader
3.4 7.0 0.2 46.4 31.3 13.7 16.5 28.6 1.1 8.8 4.5 0.0 9.9 13.6
Number of Traders in Each Category Total Traders: 190
5 13 4 53 55 59 16 27 12 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,384
Positions
0 0 0 0 0 0 625 851 372 476 592 0 1,911 1,569
Changes from: December 12, 2023 Total Change is: -727
0 0 0 0 0 0 -1,385 -1,454 186 -283 -30 0 755 571
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 18.5 25.1 11.0 14.1 17.5 0.0 56.5 46.4
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . . . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,721,077
Positions
92,699 675,498 23,225 2,974,543 991,004 683,944 879,578 2,854,532 90,927 550,524 123,363 221 425,416 278,363
Changes from: December 12, 2023 Total Change is: -15,957
-25,444 40,906 3,507 44,332 -35,955 12,307 -6,634 -35,225 16,641 -58,210 -1,878 -256 -2,200 -16,004
Percent of Open Interest Represented by Each Category of Trader
1.6 11.8 0.4 52.0 17.3 12.0 15.4 49.9 1.6 9.6 2.2 0.0 7.4 4.9
Number of Traders in Each Category Total Traders: 379
15 32 7 148 32 96 49 67 37 26 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,581,366
Positions
376,240 188,076 420,984 45,253 20,482 45,895 237,075 444,406 389,893 12,050 3,955 9,441 44,535 58,234
Changes from: December 12, 2023 Total Change is: 87,451
-76,531 10,573 32,649 12,910 11,380 8,908 27,972 -55,482 66,245 2,916 623 -1,716 14,098 14,271
Percent of Open Interest Represented by Each Category of Trader
23.8 11.9 26.6 2.9 1.3 2.9 15.0 28.1 24.7 0.8 0.3 0.6 2.8 3.7
Number of Traders in Each Category Total Traders: 143
30 27 49 . 6 5 33 37 50 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,732
Positions
16,716 17,633 7,080 803 141 268 2,508 2,030 7,058 100 242 89 110 191
Changes from: December 12, 2023 Total Change is: 1,666
1,621 4,910 -2,016 477 -21 50 1,375 -1,272 83 0 -200 0 76 132
Percent of Open Interest Represented by Each Category of Trader
48.1 50.8 20.4 2.3 0.4 0.8 7.2 5.8 20.3 0.3 0.7 0.3 0.3 0.5
Number of Traders in Each Category Total Traders: 45
14 6 11 . . . 11 9 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is10,937,774
Positions
2,192,846 2,553,447 1,921,628 122,298 782,714 1,074,803 2,125,281 894,987 3,222,484 103,984 307,426 100,637 73,813 79,648
Changes from: December 12, 2023 Total Change is: -277,096
-9,276 -161,851 -6,314 -55,070 22,073 30,420 -148,855 -68,084 -144,766 2 -8,027 9,437 47,326 50,016
Percent of Open Interest Represented by Each Category of Trader
20.0 23.3 17.6 1.1 7.2 9.8 19.4 8.2 29.5 1.0 2.8 0.9 0.7 0.7
Number of Traders in Each Category Total Traders: 845
66 111 141 39 78 51 150 150 185 83 124 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 1,003,641
Positions
233,455 215,898 242,669 103,641 3,787 20,527 193,708 327,775 161,115 36,660 20,041 199 11,667 11,630
Changes from: December 12, 2023 Total Change is: 98,751
-10,442 -6,242 51,119 -19,568 738 805 7,526 -10,780 46,796 11,354 5,232 -259 11,420 11,342
Percent of Open Interest Represented by Each Category of Trader
23.3 21.5 24.2 10.3 0.4 2.0 19.3 32.7 16.1 3.7 2.0 0.0 1.2 1.2
Number of Traders in Each Category Total Traders: 185
33 50 54 4 5 5 26 52 46 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 70,754
Positions
2,546 60 31,585 120 325 0 4,000 20,156 18,348 14,145 260 0 10 20
Changes from: December 12, 2023 Total Change is: 2,513
0 35 0 80 157 0 180 3,160 -707 2,950 -12 0 10 -120
Percent of Open Interest Represented by Each Category of Trader
3.6 0.1 44.6 0.2 0.5 0.0 5.7 28.5 25.9 20.0 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,798
Positions
6,748 0 1,253 38 348 0 3,419 18,346 10,531 12,809 4,259 0 0 61
Changes from: December 12, 2023 Total Change is: 443
-60 0 0 38 -79 0 3,121 -3,565 4,324 -6,980 -236 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
19.4 0.0 3.6 0.1 1.0 0.0 9.8 52.7 30.3 36.8 12.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . . . 0 . 9 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,239
Positions
870 6,399 288 11,606 0 256 3,187 12,415 1,309 2,625 520 509 2,589 1,543
Changes from: December 12, 2023 Total Change is: 2,028
136 107 -3 137 0 -30 -248 809 90 865 141 146 935 768
Percent of Open Interest Represented by Each Category of Trader
3.7 27.5 1.2 49.9 0.0 1.1 13.7 53.4 5.6 11.3 2.2 2.2 11.1 6.6
Number of Traders in Each Category Total Traders: 120
5 10 . 17 0 . 29 35 19 15 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,858
Positions
1,508 6,047 39 1,523 68 51 3,626 4,783 166 2,863 1,074 26 4,056 1,604
Changes from: December 12, 2023 Total Change is: 2,010
666 2,038 21 27 5 -2 449 -471 20 359 49 0 470 350
Percent of Open Interest Represented by Each Category of Trader
10.9 43.6 0.3 11.0 0.5 0.4 26.2 34.5 1.2 20.7 7.8 0.2 29.3 11.6
Number of Traders in Each Category Total Traders: 101
4 . . 7 . . 20 8 6 46 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 14,681
Positions
0 1,927 0 0 0 0 0 3,531 200 7,503 3,102 0 6,978 5,921
Changes from: December 12, 2023 Total Change is: 916
0 -1,481 0 0 0 0 -176 3,151 -131 1,380 -265 0 -157 -358
Percent of Open Interest Represented by Each Category of Trader
0.0 13.1 0.0 0.0 0.0 0.0 0.0 24.1 1.4 51.1 21.1 0.0 47.5 40.3
Number of Traders in Each Category Total Traders: 87
0 . 0 0 0 0 0 . . 61 23 0
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Traders in Financial Futures - Futures Only Positions as of December 19, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,137
Positions
224 1,138 46 1,732 30 16 1,690 2,724 147 314 599 28 940 409
Changes from: December 12, 2023 Total Change is: -56
10 14 -13 146 -1 4 -225 -50 -48 35 -67 -5 40 110
Percent of Open Interest Represented by Each Category of Trader
4.4 22.2 0.9 33.7 0.6 0.3 32.9 53.0 2.9 6.1 11.7 0.5 18.3 8.0
Number of Traders in Each Category Total Traders: 71
4 6 . 11 . . 19 21 7 4 4 .
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Traders in Financial Futures - Futures Only Positions as of December 19, 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 30,286
Positions
471 14,646 1,298 3,681 405 427 6,391 3,923 5,103 11,187 3,688 50 1,678 746
Changes from: December 12, 2023 Total Change is: 4,509
-430 603 1,083 164 -427 0 -577 -78 2,372 1,402 524 0 495 432
Percent of Open Interest Represented by Each Category of Trader
1.6 48.4 4.3 12.2 1.3 1.4 21.1 13.0 16.8 36.9 12.2 0.2 5.5 2.5
Number of Traders in Each Category Total Traders: 113
. . . 4 . . 13 7 . 63 23 .
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Traders in Financial Futures - Futures Only Positions as of December 19, 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 9,467
Positions
0 6,283 212 0 0 0 223 0 272 6,691 1,549 0 2,069 1,151
Changes from: December 12, 2023 Total Change is: 1,932
0 1,446 -165 0 0 0 -257 -100 -105 2,113 474 0 346 382
Percent of Open Interest Represented by Each Category of Trader
0.0 66.4 2.2 0.0 0.0 0.0 2.4 0.0 2.9 70.7 16.4 0.0 21.9 12.2
Number of Traders in Each Category Total Traders: 65
0 . . 0 0 0 4 0 . 48 12 0
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Traders in Financial Futures - Futures Only Positions as of December 19, 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 21,734
Positions
0 4,471 0 8,147 1,633 653 9,189 9,135 713 793 2,100 0 2,239 3,029
Changes from: December 12, 2023 Total Change is: -19,611
0 -19,943 0 -1,253 642 19 -14,808 1,636 -1,482 -1,210 -827 0 -877 344
Percent of Open Interest Represented by Each Category of Trader
0.0 20.6 0.0 37.5 7.5 3.0 42.3 42.0 3.3 3.6 9.7 0.0 10.3 13.9
Number of Traders in Each Category Total Traders: 86
0 . 0 12 5 . 18 22 4 9 18 0
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Traders in Financial Futures - Futures Only Positions as of December 19, 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 424,172
Positions
62,008 55,640 21,719 73,976 82,559 52,114 88,052 92,503 67,101 16,214 4,813 17,204 25,784 30,519
Changes from: December 12, 2023 Total Change is: -3,057
1,507 7,374 1,099 -3,143 -8,419 -8,738 8,461 5,000 -273 4,022 1,565 -536 -5,456 -129
Percent of Open Interest Represented by Each Category of Trader
14.6 13.1 5.1 17.4 19.5 12.3 20.8 21.8 15.8 3.8 1.1 4.1 6.1 7.2
Number of Traders in Each Category Total Traders: 235
16 14 23 24 34 23 48 52 64 14 12 26
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Traders in Financial Futures - Futures Only Positions as of December 19, 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 67,441
Positions
51,190 45,207 0 11,344 7,117 48 2,508 13,438 98 633 137 3 1,617 1,393
Changes from: December 12, 2023 Total Change is: 1,553
279 -1,598 0 310 2,591 0 430 210 -562 144 -7 3 949 916
Percent of Open Interest Represented by Each Category of Trader
75.9 67.0 0.0 16.8 10.6 0.1 3.7 19.9 0.1 0.9 0.2 0.0 2.4 2.1
Number of Traders in Each Category Total Traders: 41
8 . 0 11 4 . 5 4 . 7 . .
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Updated December 22, 2023