Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 152,125
Positions
37,717 5,159 3,279 26,127 60,335 6,618 16,363 28,287 13,006 14,728 4,608 500 33,786 30,332
Changes from: December 27, 2022 Total Change is: -1,151
-1,424 -1 597 -3,121 4,108 403 -628 -7,573 808 420 -447 -6 1,799 960
Percent of Open Interest Represented by Each Category of Trader
24.8 3.4 2.2 17.2 39.7 4.4 10.8 18.6 8.5 9.7 3.0 0.3 22.2 19.9
Number of Traders in Each Category Total Traders: 106
12 . 5 10 24 13 14 28 17 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 35,117
Positions
12,448 1,012 420 1,842 10,317 485 7,329 7,405 1,099 745 0 0 10,749 14,378
Changes from: December 27, 2022 Total Change is: 3,372
1,561 -114 31 -484 814 -2 3,309 869 121 745 0 0 -1,909 1,654
Percent of Open Interest Represented by Each Category of Trader
35.4 2.9 1.2 5.2 29.4 1.4 20.9 21.1 3.1 2.1 0.0 0.0 30.6 40.9
Number of Traders in Each Category Total Traders: 36
5 . . 4 8 . 8 9 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 237,905
Positions
54,790 34,392 7,337 49,628 62,352 6,563 63,698 60,601 29,971 1,750 2,983 485 23,683 33,221
Changes from: December 27, 2022 Total Change is: 12,624
2,468 -1,957 -486 1,008 3,070 -1,109 7,132 8,722 2,868 192 74 -192 742 1,634
Percent of Open Interest Represented by Each Category of Trader
23.0 14.5 3.1 20.9 26.2 2.8 26.8 25.5 12.6 0.7 1.3 0.2 10.0 14.0
Number of Traders in Each Category Total Traders: 131
6 7 6 17 30 16 23 40 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 199,600
Positions
44,819 15,917 16,164 53,448 69,713 5,417 31,264 44,070 18,471 875 1,472 0 29,144 28,377
Changes from: December 27, 2022 Total Change is: 5,393
-15,852 5,784 12,442 -178 -7,050 407 1,798 -4,394 2,698 -488 -351 0 4,566 -4,143
Percent of Open Interest Represented by Each Category of Trader
22.5 8.0 8.1 26.8 34.9 2.7 15.7 22.1 9.3 0.4 0.7 0.0 14.6 14.2
Number of Traders in Each Category Total Traders: 121
6 9 8 17 24 17 24 32 22 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 823,286
Positions
44,094 485,667 14,256 461,260 82,279 26,023 70,798 78,921 74,924 39,535 12,675 4,771 87,624 43,771
Changes from: December 27, 2022 Total Change is: -17,262
11,625 930 906 -19,783 -3,946 -1,156 -13,614 -16,118 3,818 -810 388 -83 1,835 -2,001
Percent of Open Interest Represented by Each Category of Trader
5.4 59.0 1.7 56.0 10.0 3.2 8.6 9.6 9.1 4.8 1.5 0.6 10.6 5.3
Number of Traders in Each Category Total Traders: 309
16 15 11 113 25 50 45 46 34 32 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,579
Positions
400 10,941 22 14,513 1,139 3,229 874 13,934 1 0 0 0 12,540 2,313
Changes from: December 27, 2022 Total Change is: 1,838
400 788 0 1,216 1 496 445 1,412 0 0 0 0 -719 -859
Percent of Open Interest Represented by Each Category of Trader
1.3 34.6 0.1 46.0 3.6 10.2 2.8 44.1 0.0 0.0 0.0 0.0 39.7 7.3
Number of Traders in Each Category Total Traders: 30
. . . 16 4 6 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 142,095
Positions
30,819 4,854 680 51,952 68,840 4,633 21,728 30,207 11,167 2,460 0 0 18,657 21,714
Changes from: December 27, 2022 Total Change is: 4,304
1,961 -1,299 267 -1,858 1,182 323 2,919 1,590 537 250 0 0 -96 1,704
Percent of Open Interest Represented by Each Category of Trader
21.7 3.4 0.5 36.6 48.4 3.3 15.3 21.3 7.9 1.7 0.0 0.0 13.1 15.3
Number of Traders in Each Category Total Traders: 82
5 . . 17 17 10 20 17 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 245,719
Positions
1,807 176,391 765 124,555 7,768 284 104,000 34,611 1,430 4,768 22,481 18 8,092 1,970
Changes from: December 27, 2022 Total Change is: 12,681
133 2,162 18 3,734 -184 -308 8,729 10,700 55 112 284 0 208 -46
Percent of Open Interest Represented by Each Category of Trader
0.7 71.8 0.3 50.7 3.2 0.1 42.3 14.1 0.6 1.9 9.1 0.0 3.3 0.8
Number of Traders in Each Category Total Traders: 166
5 7 . 35 6 5 69 21 10 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,991
Positions
180 21,949 161 24,189 3,800 32 8,908 9,140 17 1,408 1,229 0 3,096 1,663
Changes from: December 27, 2022 Total Change is: -22,856
-4,177 17,626 -16,355 -508 110 4 -554 -23,412 -405 141 -4 0 -1,002 -420
Percent of Open Interest Represented by Each Category of Trader
0.5 57.8 0.4 63.7 10.0 0.1 23.4 24.1 0.0 3.7 3.2 0.0 8.2 4.4
Number of Traders in Each Category Total Traders: 64
. 6 . 14 6 . 15 11 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 31,961
Positions
8,169 6,088 14 11,028 13,051 114 8,201 8,822 142 436 563 13 3,844 3,154
Changes from: December 27, 2022 Total Change is: -3,626
170 -976 -6 -2,699 1,216 -113 -812 -3,956 -233 286 -14 0 -219 456
Percent of Open Interest Represented by Each Category of Trader
25.6 19.0 0.0 34.5 40.8 0.4 25.7 27.6 0.4 1.4 1.8 0.0 12.0 9.9
Number of Traders in Each Category Total Traders: 71
6 5 . 15 15 5 14 11 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 7,968
Positions
1,470 1,729 18 1,847 2,703 0 3,028 2,276 19 0 0 0 1,586 1,223
Changes from: December 27, 2022 Total Change is: -252
-143 0 -6 26 -1,614 0 -56 1,502 -5 -100 0 0 32 -129
Percent of Open Interest Represented by Each Category of Trader
18.4 21.7 0.2 23.2 33.9 0.0 38.0 28.6 0.2 0.0 0.0 0.0 19.9 15.4
Number of Traders in Each Category Total Traders: 26
4 . . . 5 0 9 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,912
Positions
8,171 8,903 592 9,271 3,836 413 13,946 4,822 1,725 0 11,739 12 5,783 7,869
Changes from: December 27, 2022 Total Change is: 2,405
153 -210 223 256 222 -128 1,314 765 1,385 -225 103 8 -580 37
Percent of Open Interest Represented by Each Category of Trader
20.5 22.3 1.5 23.2 9.6 1.0 34.9 12.1 4.3 0.0 29.4 0.0 14.5 19.7
Number of Traders in Each Category Total Traders: 87
10 10 4 19 7 . 19 16 10 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,823
Positions
16,341 17,806 1,184 18,541 7,672 825 27,892 9,644 3,451 0 23,479 24 11,565 15,739
Changes from: December 27, 2022 Total Change is: 4,810
305 -420 446 511 444 -255 2,627 1,529 2,770 -450 206 16 -1,160 74
Percent of Open Interest Represented by Each Category of Trader
20.5 22.3 1.5 23.2 9.6 1.0 34.9 12.1 4.3 0.0 29.4 0.0 14.5 19.7
Number of Traders in Each Category Total Traders: 87
10 10 4 19 7 . 19 16 10 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 49,986
Positions
17,458 32,910 0 24,847 8,353 2,204 3,315 5,420 0 0 0 0 2,162 1,099
Changes from: December 27, 2022 Total Change is: 5,574
6,404 5,367 0 -1,558 -922 220 710 815 -2 0 0 0 -200 96
Percent of Open Interest Represented by Each Category of Trader
34.9 65.8 0.0 49.7 16.7 4.4 6.6 10.8 0.0 0.0 0.0 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 33
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 561,990
Positions
44,183 65,830 19,501 189,009 102,125 51,237 28,557 83,985 145,095 25,782 34,553 3,725 54,901 55,940
Changes from: December 27, 2022 Total Change is: 2,708
4,765 -3,302 268 -2,127 -259 1,329 1,585 7,646 -8,423 3,269 4,631 263 1,779 555
Percent of Open Interest Represented by Each Category of Trader
7.9 11.7 3.5 33.6 18.2 9.1 5.1 14.9 25.8 4.6 6.1 0.7 9.8 10.0
Number of Traders in Each Category Total Traders: 567
34 28 39 143 107 122 62 108 105 50 33 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,108
Positions
5,273 20,778 0 12,470 3,302 4 4,544 732 0 0 0 0 3,817 1,292
Changes from: December 27, 2022 Total Change is: -112
-1,108 198 0 669 -15 0 -154 -26 0 0 0 0 481 -269
Percent of Open Interest Represented by Each Category of Trader
20.2 79.6 0.0 47.8 12.6 0.0 17.4 2.8 0.0 0.0 0.0 0.0 14.6 4.9
Number of Traders in Each Category Total Traders: 30
. 4 0 11 5 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,809,950
Positions
220,914 329,148 97,504 945,046 510,627 256,183 142,786 419,923 725,475 128,912 172,763 18,626 274,505 279,702
Changes from: December 27, 2022 Total Change is: 13,541
23,825 -16,512 1,342 -10,637 -1,294 6,646 7,925 38,228 -42,115 16,347 23,155 1,315 8,894 2,776
Percent of Open Interest Represented by Each Category of Trader
7.9 11.7 3.5 33.6 18.2 9.1 5.1 14.9 25.8 4.6 6.1 0.7 9.8 10.0
Number of Traders in Each Category Total Traders: 567
34 28 39 143 107 122 62 108 105 50 33 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 23,013
Positions
12,022 19,775 0 8,397 337 190 461 1,541 0 0 0 0 1,943 1,170
Changes from: December 27, 2022 Total Change is: -481
-1 -645 0 -815 0 0 5 258 0 0 0 0 330 -94
Percent of Open Interest Represented by Each Category of Trader
52.2 85.9 0.0 36.5 1.5 0.8 2.0 6.7 0.0 0.0 0.0 0.0 8.4 5.1
Number of Traders in Each Category Total Traders: 20
4 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,212
Positions
703 11,633 0 6,510 0 0 2,346 0 3 0 0 0 2,650 576
Changes from: December 27, 2022 Total Change is: -259
0 -350 0 26 0 0 -247 0 0 0 0 0 -38 91
Percent of Open Interest Represented by Each Category of Trader
5.8 95.3 0.0 53.3 0.0 0.0 19.2 0.0 0.0 0.0 0.0 0.0 21.7 4.7
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 13,319
Positions
2,820 3,963 0 8,258 6,791 0 998 1,295 0 0 0 0 1,243 1,270
Changes from: December 27, 2022 Total Change is: 13
0 0 0 0 0 0 0 20 0 0 0 0 13 -7
Percent of Open Interest Represented by Each Category of Trader
21.2 29.8 0.0 62.0 51.0 0.0 7.5 9.7 0.0 0.0 0.0 0.0 9.3 9.5
Number of Traders in Each Category Total Traders: 23
4 5 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 19,320
Positions
769 14,676 0 11,472 618 2,301 2,458 862 0 0 0 0 2,320 863
Changes from: December 27, 2022 Total Change is: 1,234
-2 1,094 0 850 0 0 340 -6 0 0 0 0 46 146
Percent of Open Interest Represented by Each Category of Trader
4.0 76.0 0.0 59.4 3.2 11.9 12.7 4.5 0.0 0.0 0.0 0.0 12.0 4.5
Number of Traders in Each Category Total Traders: 26
. 7 0 10 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 135,348
Positions
5,456 0 0 36,603 6,052 59 26,254 50,134 14,162 0 2,059 0 52,814 62,882
Changes from: December 27, 2022 Total Change is: 7,844
-640 0 0 3,390 41 -21 2,781 2,903 1,397 0 876 0 937 2,649
Percent of Open Interest Represented by Each Category of Trader
4.0 0.0 0.0 27.0 4.5 0.0 19.4 37.0 10.5 0.0 1.5 0.0 39.0 46.5
Number of Traders in Each Category Total Traders: 27
. 0 0 12 . 4 . 8 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 253,386
Positions
96,349 54,203 108,651 0 32,000 0 3,250 15,142 41,682 0 0 0 3,454 1,708
Changes from: December 27, 2022 Total Change is: 2,326
726 250 2,050 0 0 0 1,000 2,226 -700 0 0 0 -750 -1,500
Percent of Open Interest Represented by Each Category of Trader
38.0 21.4 42.9 0.0 12.6 0.0 1.3 6.0 16.5 0.0 0.0 0.0 1.4 0.7
Number of Traders in Each Category Total Traders: 22
10 4 13 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 43,142
Positions
8,788 2,747 180 22,313 32,165 2,458 1,746 1,498 105 735 0 0 6,817 3,989
Changes from: December 27, 2022 Total Change is: 606
372 -362 0 -601 1,436 -40 683 688 -30 57 0 0 165 -1,086
Percent of Open Interest Represented by Each Category of Trader
20.4 6.4 0.4 51.7 74.6 5.7 4.0 3.5 0.2 1.7 0.0 0.0 15.8 9.2
Number of Traders in Each Category Total Traders: 64
. 6 . 23 22 11 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 57,126
Positions
9,977 8,280 867 14,828 14,122 1,809 12,125 12,016 7,884 2,116 3,426 191 7,329 8,531
Changes from: December 27, 2022 Total Change is: -1,912
-1,471 311 572 -712 122 -84 912 -1,987 -791 197 -18 -268 -267 230
Percent of Open Interest Represented by Each Category of Trader
17.5 14.5 1.5 26.0 24.7 3.2 21.2 21.0 13.8 3.7 6.0 0.3 12.8 14.9
Number of Traders in Each Category Total Traders: 291
31 18 10 58 47 36 39 56 36 20 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 285,631
Positions
49,887 41,398 4,333 74,141 70,611 9,044 60,624 60,082 39,419 10,581 17,131 957 36,645 42,656
Changes from: December 27, 2022 Total Change is: -9,559
-7,356 1,556 2,862 -3,562 611 -420 4,560 -9,933 -3,953 984 -92 -1,340 -1,335 1,150
Percent of Open Interest Represented by Each Category of Trader
17.5 14.5 1.5 26.0 24.7 3.2 21.2 21.0 13.8 3.7 6.0 0.3 12.8 14.9
Number of Traders in Each Category Total Traders: 291
31 18 10 58 47 36 39 56 36 20 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 76,721
Positions
4,423 1,072 0 2,676 0 1,168 9,874 49,685 2,694 3,221 851 0 52,665 21,251
Changes from: December 27, 2022 Total Change is: -1,902
114 293 0 230 0 108 2,501 -4,329 405 988 851 0 -6,248 769
Percent of Open Interest Represented by Each Category of Trader
5.8 1.4 0.0 3.5 0.0 1.5 12.9 64.8 3.5 4.2 1.1 0.0 68.6 27.7
Number of Traders in Each Category Total Traders: 33
. . 0 6 0 . 7 11 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 441,684
Positions
93,724 27,023 5,910 164,231 187,210 40,650 81,355 123,844 10,529 22,619 24,126 90 22,576 22,302
Changes from: December 27, 2022 Total Change is: -2,088
886 -719 2,185 -2,203 4,814 -624 2,831 -1,379 -4,192 -482 -1,740 60 -548 -493
Percent of Open Interest Represented by Each Category of Trader
21.2 6.1 1.3 37.2 42.4 9.2 18.4 28.0 2.4 5.1 5.5 0.0 5.1 5.0
Number of Traders in Each Category Total Traders: 306
26 15 4 82 67 44 44 52 25 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 19,749
Positions
1,201 18,626 0 14,368 652 0 2,844 288 0 0 0 0 1,336 183
Changes from: December 27, 2022 Total Change is: 27
0 52 0 38 0 0 8 -5 0 0 0 0 -19 -20
Percent of Open Interest Represented by Each Category of Trader
6.1 94.3 0.0 72.8 3.3 0.0 14.4 1.5 0.0 0.0 0.0 0.0 6.8 0.9
Number of Traders in Each Category Total Traders: 22
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 11,889
Positions
0 2,816 0 6,291 521 13 465 4,109 0 2,082 1,474 0 3,038 2,956
Changes from: December 27, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 23.7 0.0 52.9 4.4 0.1 3.9 34.6 0.0 17.5 12.4 0.0 25.6 24.9
Number of Traders in Each Category Total Traders: 21
0 4 0 6 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 38,248
Positions
6,172 10,064 742 7,368 3,658 2,504 13,807 6,108 1 1,880 3,117 0 5,774 12,054
Changes from: December 27, 2022 Total Change is: 1,241
1,138 -1,026 84 -2,193 950 -213 1,698 2,511 -11 624 -1,698 0 114 644
Percent of Open Interest Represented by Each Category of Trader
16.1 26.3 1.9 19.3 9.6 6.5 36.1 16.0 0.0 4.9 8.1 0.0 15.1 31.5
Number of Traders in Each Category Total Traders: 53
6 6 . 9 5 4 11 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 349,340
Positions
34,705 149,628 4,033 211,481 113,320 51,840 22,055 16,282 791 13,358 8,374 357 10,720 4,715
Changes from: December 27, 2022 Total Change is: -11,261
-1,260 -332 71 -13,866 -935 748 4,940 -1,741 39 76 -6,967 2 -2,011 -2,146
Percent of Open Interest Represented by Each Category of Trader
9.9 42.8 1.2 60.5 32.4 14.8 6.3 4.7 0.2 3.8 2.4 0.1 3.1 1.3
Number of Traders in Each Category Total Traders: 190
13 14 8 64 52 33 21 12 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,056,208
Positions
71,264 503,207 11,834 674,826 313,189 107,122 86,086 79,066 9,221 59,352 16,466 4,111 32,392 11,992
Changes from: December 27, 2022 Total Change is: -31,151
-5,495 -2,320 1,439 -28,167 -7,319 -9,217 6,526 -11,140 2,519 4,809 -1,508 657 -4,222 -4,262
Percent of Open Interest Represented by Each Category of Trader
6.7 47.6 1.1 63.9 29.7 10.1 8.2 7.5 0.9 5.6 1.6 0.4 3.1 1.1
Number of Traders in Each Category Total Traders: 395
29 17 11 143 76 83 54 34 37 29 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 184,944
Positions
14,251 132,929 28,439 26,399 0 1,148 95,025 4,998 11,376 7,437 5,537 470 399 47
Changes from: December 27, 2022 Total Change is: 1,636
4,119 -726 1,521 179 0 -139 -5,045 -35 1,005 -20 30 0 16 -20
Percent of Open Interest Represented by Each Category of Trader
7.7 71.9 15.4 14.3 0.0 0.6 51.4 2.7 6.2 4.0 3.0 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 97
9 23 13 15 0 . 31 5 7 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,303,770
Positions
23,000 126,156 19,711 660,523 268,508 172,513 83,734 406,487 78,041 82,050 75,928 2,669 181,528 153,757
Changes from: December 27, 2022 Total Change is: -3,738
726 -8,810 -1,364 7,025 4,473 -1,014 1,574 -1,830 -4,718 -2,160 3,006 -802 -3,005 7,320
Percent of Open Interest Represented by Each Category of Trader
1.8 9.7 1.5 50.7 20.6 13.2 6.4 31.2 6.0 6.3 5.8 0.2 13.9 11.8
Number of Traders in Each Category Total Traders: 191
6 14 13 66 34 65 24 29 40 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,417,081
Positions
6,673 71,625 1,276 872,751 272,968 231,779 55,436 678,892 26,052 56,199 13,227 0 166,915 121,262
Changes from: December 27, 2022 Total Change is: 4,199
1,741 -3,266 270 -6,683 24,064 -2,633 3,021 -18,187 -1,523 8,861 -707 0 1,145 6,181
Percent of Open Interest Represented by Each Category of Trader
0.5 5.1 0.1 61.6 19.3 16.4 3.9 47.9 1.8 4.0 0.9 0.0 11.8 8.6
Number of Traders in Each Category Total Traders: 155
. 10 . 77 22 57 13 20 11 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,229,331
Positions
33,085 222,102 23,280 1,278,371 386,568 283,851 147,911 886,308 100,011 168,576 129,837 514 193,731 196,861
Changes from: December 27, 2022 Total Change is: -15,756
-1,112 2,496 8,998 -23,180 33,767 -10,934 -13,019 -72,777 5,075 11,072 -586 -97 7,441 18,303
Percent of Open Interest Represented by Each Category of Trader
1.5 10.0 1.0 57.3 17.3 12.7 6.6 39.8 4.5 7.6 5.8 0.0 8.7 8.8
Number of Traders in Each Category Total Traders: 358
13 38 10 109 56 87 36 63 32 22 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,698,475
Positions
79,728 321,966 266,623 2,037,151 885,012 820,924 213,466 967,452 627,105 218,789 287,262 73,458 361,232 448,673
Changes from: December 27, 2022 Total Change is: 25,521
-9,508 38,200 2,416 36,714 8,413 372 -3,380 1,833 -13,573 12,035 -25,590 -4,302 4,749 17,751
Percent of Open Interest Represented by Each Category of Trader
1.7 6.9 5.7 43.4 18.8 17.5 4.5 20.6 13.3 4.7 6.1 1.6 7.7 9.5
Number of Traders in Each Category Total Traders: 393
17 33 32 115 76 109 40 70 74 19 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,422,677
Positions
42,040 34,641 6,335 670,606 576,165 210,260 169,224 289,997 18,721 150,579 38,866 0 154,912 247,692
Changes from: December 27, 2022 Total Change is: -4,240
-855 498 952 6,120 -3,230 856 -23,707 3,861 2,597 7,086 -14,828 0 2,711 5,054
Percent of Open Interest Represented by Each Category of Trader
3.0 2.4 0.4 47.1 40.5 14.8 11.9 20.4 1.3 10.6 2.7 0.0 10.9 17.4
Number of Traders in Each Category Total Traders: 140
4 8 . 39 45 52 12 23 12 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,452,966
Positions
32,119 522,313 69,014 1,909,222 654,096 749,673 676,661 1,597,902 214,118 471,934 257,719 4,918 325,307 383,213
Changes from: December 27, 2022 Total Change is: 72,106
5,214 -1,994 4,942 47,317 44,654 -13,885 11,347 55,075 -19,639 31,822 9,739 -229 5,219 -6,556
Percent of Open Interest Represented by Each Category of Trader
0.7 11.7 1.5 42.9 14.7 16.8 15.2 35.9 4.8 10.6 5.8 0.1 7.3 8.6
Number of Traders in Each Category Total Traders: 344
9 34 20 98 54 86 42 69 54 18 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,306,518
Positions
386,999 231,333 361,917 1,581 137,174 8,259 238,519 246,337 256,092 19,659 20,875 600 32,892 43,931
Changes from: December 27, 2022 Total Change is: -249,959
-32,634 -45,125 -63,131 0 4,762 -300 -71,854 -85,217 -63,717 -19,446 0 -255 1,378 3,024
Percent of Open Interest Represented by Each Category of Trader
29.6 17.7 27.7 0.1 10.5 0.6 18.3 18.9 19.6 1.5 1.6 0.0 2.5 3.4
Number of Traders in Each Category Total Traders: 122
24 32 50 . 5 5 23 27 41 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,002,088
Positions
2,079,024 1,320,381 1,633,207 391,204 87,277 265,727 478,788 1,240,593 3,718,931 16,968 125,065 85,646 332,593 525,261
Changes from: December 27, 2022 Total Change is: 6,624
33,718 -4,342 21,984 -15,286 388 -2,571 4,848 24,524 -11,117 -189 4 412 -25,174 -22,658
Percent of Open Interest Represented by Each Category of Trader
23.1 14.7 18.1 4.3 1.0 3.0 5.3 13.8 41.3 0.2 1.4 1.0 3.7 5.8
Number of Traders in Each Category Total Traders: 155
25 23 46 11 4 10 30 43 62 5 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is14,046,587
Positions
2,602,588 3,034,753 1,663,974 556,827 358,247 750,942 1,181,641 851,480 6,995,292 82,756 175,903 191,941 20,626 24,054
Changes from: December 27, 2022 Total Change is: 266,900
152,653 -13,412 -24,182 2,218 34,053 55,269 -74,458 56,692 159,799 -3,035 833 -1,267 -97 -884
Percent of Open Interest Represented by Each Category of Trader
18.5 21.6 11.8 4.0 2.6 5.3 8.4 6.1 49.8 0.6 1.3 1.4 0.1 0.2
Number of Traders in Each Category Total Traders: 626
53 92 125 22 47 39 79 128 164 73 89 102
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 571,791
Positions
118,245 198,468 133,023 51,220 1,792 5,354 160,619 121,719 101,324 700 8,315 1,178 128 618
Changes from: December 27, 2022 Total Change is: -175,502
23,696 -69,336 -65,120 -325 -4,123 785 -109,316 -5,663 -24,950 -368 -7,703 236 -140 372
Percent of Open Interest Represented by Each Category of Trader
20.7 34.7 23.3 9.0 0.3 0.9 28.1 21.3 17.7 0.1 1.5 0.2 0.0 0.1
Number of Traders in Each Category Total Traders: 165
27 50 47 . . . 30 37 46 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,472
Positions
300 3,630 79 5,975 923 740 4,397 5,608 1,211 1,244 1,944 405 1,122 932
Changes from: December 27, 2022 Total Change is: -2,507
28 -26 -83 -181 -46 -544 -610 -999 -672 -125 11 -123 -197 -25
Percent of Open Interest Represented by Each Category of Trader
1.9 23.5 0.5 38.6 6.0 4.8 28.4 36.2 7.8 8.0 12.6 2.6 7.3 6.0
Number of Traders in Each Category Total Traders: 104
4 4 . 7 7 5 17 42 14 10 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 6,643
Positions
568 0 0 138 1,249 32 1,568 2,151 867 1,361 1,120 94 2,014 1,130
Changes from: December 27, 2022 Total Change is: -4,976
368 -507 0 17 26 -7 -4,294 -3,195 -191 -532 -676 -16 -321 -410
Percent of Open Interest Represented by Each Category of Trader
8.6 0.0 0.0 2.1 18.8 0.5 23.6 32.4 13.1 20.5 16.9 1.4 30.3 17.0
Number of Traders in Each Category Total Traders: 73
. 0 0 . . . 8 9 6 24 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,112
Positions
198 693 91 34 653 31 3,092 2,523 176 1,829 1,303 19 642 623
Changes from: December 27, 2022 Total Change is: -260
-16 1 10 0 72 16 501 190 -444 -262 -20 7 -72 -92
Percent of Open Interest Represented by Each Category of Trader
3.2 11.3 1.5 0.6 10.7 0.5 50.6 41.3 2.9 29.9 21.3 0.3 10.5 10.2
Number of Traders in Each Category Total Traders: 71
. 4 . . 5 . 13 26 6 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 27,460
Positions
2,917 0 0 0 2,477 0 12,068 16,087 4,094 7,574 4,549 10 797 243
Changes from: December 27, 2022 Total Change is: -22,214
-2,349 0 0 0 178 0 -10,209 -8,660 -5,774 -2,739 -7,029 -757 -386 -172
Percent of Open Interest Represented by Each Category of Trader
10.6 0.0 0.0 0.0 9.0 0.0 43.9 58.6 14.9 27.6 16.6 0.0 2.9 0.9
Number of Traders in Each Category Total Traders: 81
. 0 0 0 . 0 10 5 . 37 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,897
Positions
265 12,788 0 17,632 2,259 1,006 12,494 21,201 593 4,324 943 6 5,577 3,101
Changes from: December 27, 2022 Total Change is: 202
5 0 0 -621 159 15 665 -894 88 70 124 -1 -19 710
Percent of Open Interest Represented by Each Category of Trader
0.6 30.5 0.0 42.1 5.4 2.4 29.8 50.6 1.4 10.3 2.3 0.0 13.3 7.4
Number of Traders in Each Category Total Traders: 86
. . 0 11 6 . 21 20 6 20 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 297,329
Positions
38,026 13,383 15,994 83,430 95,813 34,830 47,577 56,755 43,885 6,378 2,131 8,221 18,988 26,317
Changes from: December 27, 2022 Total Change is: 7,810
-153 1,778 783 -554 8,957 1,447 8,241 -468 -2,541 1,319 -277 -1,665 933 -204
Percent of Open Interest Represented by Each Category of Trader
12.8 4.5 5.4 28.1 32.2 11.7 16.0 19.1 14.8 2.1 0.7 2.8 6.4 8.9
Number of Traders in Each Category Total Traders: 164
17 9 17 18 33 21 29 35 39 9 5 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 56,124
Positions
40,354 45,068 0 9,222 2,814 1,085 4,070 6,571 0 59 472 0 1,334 114
Changes from: December 27, 2022 Total Change is: 599
35 2,457 0 -2,568 0 0 2,131 -1,933 0 0 54 0 1,001 21
Percent of Open Interest Represented by Each Category of Trader
71.9 80.3 0.0 16.4 5.0 1.9 7.3 11.7 0.0 0.1 0.8 0.0 2.4 0.2
Number of Traders in Each Category Total Traders: 42
4 4 0 13 . . 6 9 0 . . 0
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Updated January 06, 2023