Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 144,254
Positions
38,151 4,691 2,296 24,446 55,384 6,359 15,237 31,281 9,368 12,955 3,765 512 34,930 30,598
Changes from: January 3, 2023 Total Change is: -7,871
434 -467 -984 -1,681 -4,951 -259 -1,126 2,993 -3,638 -1,773 -844 12 1,144 266
Percent of Open Interest Represented by Each Category of Trader
26.4 3.3 1.6 16.9 38.4 4.4 10.6 21.7 6.5 9.0 2.6 0.4 24.2 21.2
Number of Traders in Each Category Total Traders: 95
11 . 5 8 23 10 11 26 14 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 35,109
Positions
12,036 1,551 400 1,813 8,426 318 4,389 9,431 922 2,022 0 0 13,209 14,061
Changes from: January 3, 2023 Total Change is: -8
-412 539 -20 -29 -1,891 -167 -2,940 2,025 -177 1,277 0 0 2,460 -318
Percent of Open Interest Represented by Each Category of Trader
34.3 4.4 1.1 5.2 24.0 0.9 12.5 26.9 2.6 5.8 0.0 0.0 37.6 40.0
Number of Traders in Each Category Total Traders: 32
4 . . 4 6 . 6 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 235,435
Positions
50,712 32,000 10,493 55,091 67,803 5,890 55,270 54,487 30,752 1,915 2,601 654 24,659 30,758
Changes from: January 3, 2023 Total Change is: -2,470
-4,078 -2,392 3,156 5,463 5,451 -674 -8,428 -6,114 780 165 -383 169 976 -2,463
Percent of Open Interest Represented by Each Category of Trader
21.5 13.6 4.5 23.4 28.8 2.5 23.5 23.1 13.1 0.8 1.1 0.3 10.5 13.1
Number of Traders in Each Category Total Traders: 129
7 6 6 13 35 16 25 34 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 192,615
Positions
42,959 28,851 15,266 55,581 66,319 3,900 29,655 34,572 12,517 1,678 1,551 0 31,059 29,639
Changes from: January 3, 2023 Total Change is: -6,985
-1,860 12,934 -898 2,133 -3,393 -1,517 -1,609 -9,499 -5,953 803 79 0 1,915 1,262
Percent of Open Interest Represented by Each Category of Trader
22.3 15.0 7.9 28.9 34.4 2.0 15.4 17.9 6.5 0.9 0.8 0.0 16.1 15.4
Number of Traders in Each Category Total Traders: 115
6 10 6 18 23 16 20 27 21 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 854,218
Positions
44,481 507,504 19,641 469,060 77,733 27,004 84,510 90,624 68,534 42,761 11,628 4,857 93,370 46,693
Changes from: January 3, 2023 Total Change is: 30,932
387 21,838 5,384 7,800 -4,546 981 13,713 11,703 -6,391 3,226 -1,046 87 5,745 2,922
Percent of Open Interest Represented by Each Category of Trader
5.2 59.4 2.3 54.9 9.1 3.2 9.9 10.6 8.0 5.0 1.4 0.6 10.9 5.5
Number of Traders in Each Category Total Traders: 314
14 15 11 115 23 53 56 41 32 34 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 31,657
Positions
411 10,935 25 14,499 1,322 3,166 849 13,883 0 0 0 0 12,707 2,326
Changes from: January 3, 2023 Total Change is: 78
11 -6 3 -14 183 -63 -25 -51 -1 0 0 0 167 13
Percent of Open Interest Represented by Each Category of Trader
1.3 34.5 0.1 45.8 4.2 10.0 2.7 43.9 0.0 0.0 0.0 0.0 40.1 7.3
Number of Traders in Each Category Total Traders: 31
. . . 16 4 6 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 135,712
Positions
28,149 11,494 491 51,144 63,652 3,993 17,437 25,853 10,361 2,560 0 0 21,577 19,869
Changes from: January 3, 2023 Total Change is: -6,383
-2,670 6,640 -189 -807 -5,188 -640 -4,291 -4,355 -806 100 0 0 2,920 -1,846
Percent of Open Interest Represented by Each Category of Trader
20.7 8.5 0.4 37.7 46.9 2.9 12.8 19.0 7.6 1.9 0.0 0.0 15.9 14.6
Number of Traders in Each Category Total Traders: 82
. 6 . 15 18 11 19 18 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 271,693
Positions
1,450 180,392 775 138,962 8,322 490 113,005 53,529 1,995 6,394 23,748 18 8,605 2,425
Changes from: January 3, 2023 Total Change is: 25,974
-357 4,001 10 14,407 554 206 9,005 18,917 565 1,626 1,267 0 513 454
Percent of Open Interest Represented by Each Category of Trader
0.5 66.4 0.3 51.1 3.1 0.2 41.6 19.7 0.7 2.4 8.7 0.0 3.2 0.9
Number of Traders in Each Category Total Traders: 182
4 8 . 34 6 6 74 28 10 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 33,440
Positions
180 21,935 155 16,761 3,729 39 10,950 4,192 720 1,074 971 0 3,561 1,699
Changes from: January 3, 2023 Total Change is: -4,551
0 -14 -6 -7,428 -71 7 2,042 -4,948 703 -334 -258 0 465 36
Percent of Open Interest Represented by Each Category of Trader
0.5 65.6 0.5 50.1 11.2 0.1 32.7 12.5 2.2 3.2 2.9 0.0 10.7 5.1
Number of Traders in Each Category Total Traders: 68
. 6 . 13 7 . 22 9 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 28,455
Positions
5,377 5,727 121 7,941 11,923 202 10,219 6,655 252 123 504 13 4,207 3,058
Changes from: January 3, 2023 Total Change is: -3,506
-2,792 -361 107 -3,087 -1,128 88 2,018 -2,167 110 -313 -59 0 363 -96
Percent of Open Interest Represented by Each Category of Trader
18.9 20.1 0.4 27.9 41.9 0.7 35.9 23.4 0.9 0.4 1.8 0.0 14.8 10.7
Number of Traders in Each Category Total Traders: 71
7 4 . 12 16 5 18 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 10,769
Positions
1,040 1,924 11 5,881 2,155 0 2,215 5,478 18 0 0 0 1,604 1,183
Changes from: January 3, 2023 Total Change is: 2,801
-430 195 -7 4,034 -548 0 -814 3,202 0 0 0 0 18 -41
Percent of Open Interest Represented by Each Category of Trader
9.7 17.9 0.1 54.6 20.0 0.0 20.6 50.9 0.2 0.0 0.0 0.0 14.9 11.0
Number of Traders in Each Category Total Traders: 26
. . . . . 0 9 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 38,873
Positions
7,542 9,237 459 9,607 3,203 467 13,638 4,711 961 0 11,875 11 6,188 7,950
Changes from: January 3, 2023 Total Change is: -1,039
-629 334 -134 337 -633 55 -308 -112 -764 0 135 -1 406 81
Percent of Open Interest Represented by Each Category of Trader
19.4 23.8 1.2 24.7 8.2 1.2 35.1 12.1 2.5 0.0 30.5 0.0 15.9 20.5
Number of Traders in Each Category Total Traders: 87
10 12 4 20 8 . 18 13 10 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 77,745
Positions
15,083 18,474 917 19,214 6,406 934 27,277 9,421 1,922 0 23,750 22 12,377 15,900
Changes from: January 3, 2023 Total Change is: -2,078
-1,258 668 -267 673 -1,266 109 -615 -223 -1,529 0 271 -2 811 161
Percent of Open Interest Represented by Each Category of Trader
19.4 23.8 1.2 24.7 8.2 1.2 35.1 12.1 2.5 0.0 30.5 0.0 15.9 20.5
Number of Traders in Each Category Total Traders: 87
10 12 4 20 8 . 18 13 10 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 47,920
Positions
16,175 30,726 0 23,621 8,960 2,317 3,425 4,938 0 0 0 0 2,382 979
Changes from: January 3, 2023 Total Change is: -2,066
-1,283 -2,184 0 -1,226 607 113 110 -482 0 0 0 0 220 -120
Percent of Open Interest Represented by Each Category of Trader
33.8 64.1 0.0 49.3 18.7 4.8 7.1 10.3 0.0 0.0 0.0 0.0 5.0 2.0
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 10, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 22,155
Positions
382 439 0 658 0 317 12,300 1,262 1,933 271 1,505 100 6,194 16,599
Changes from: January 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.7 2.0 0.0 3.0 0.0 1.4 55.5 5.7 8.7 1.2 6.8 0.5 28.0 74.9
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 . 7 . . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 572,856
Positions
49,307 70,966 19,902 189,742 97,540 49,976 27,726 90,420 152,656 24,810 33,385 3,386 55,350 54,625
Changes from: January 3, 2023 Total Change is: 10,866
5,125 5,137 401 733 -4,585 -1,261 -831 6,436 7,561 -972 -1,167 -339 449 -1,315
Percent of Open Interest Represented by Each Category of Trader
8.6 12.4 3.5 33.1 17.0 8.7 4.8 15.8 26.6 4.3 5.8 0.6 9.7 9.5
Number of Traders in Each Category Total Traders: 566
27 34 40 141 109 119 63 110 110 44 36 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 24,796
Positions
4,132 22,395 0 12,756 459 0 4,502 497 0 0 0 0 3,406 1,445
Changes from: January 3, 2023 Total Change is: -1,312
-1,141 1,617 0 286 -2,843 -4 -42 -235 0 0 0 0 -411 153
Percent of Open Interest Represented by Each Category of Trader
16.7 90.3 0.0 51.4 1.9 0.0 18.2 2.0 0.0 0.0 0.0 0.0 13.7 5.8
Number of Traders in Each Category Total Traders: 27
. 4 0 12 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 2,864,282
Positions
246,537 354,831 99,508 948,712 487,701 249,879 138,632 452,102 763,279 124,052 166,925 16,932 276,750 273,125
Changes from: January 3, 2023 Total Change is: 54,332
25,623 25,683 2,004 3,666 -22,926 -6,304 -4,154 32,178 37,804 -4,860 -5,837 -1,693 2,245 -6,577
Percent of Open Interest Represented by Each Category of Trader
8.6 12.4 3.5 33.1 17.0 8.7 4.8 15.8 26.6 4.3 5.8 0.6 9.7 9.5
Number of Traders in Each Category Total Traders: 566
27 34 40 141 109 119 63 110 110 44 36 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 26,125
Positions
12,021 23,051 0 11,021 337 190 626 1,534 0 0 0 0 2,267 1,013
Changes from: January 3, 2023 Total Change is: 3,112
-1 3,276 0 2,624 0 0 165 -7 0 0 0 0 324 -157
Percent of Open Interest Represented by Each Category of Trader
46.0 88.2 0.0 42.2 1.3 0.7 2.4 5.9 0.0 0.0 0.0 0.0 8.7 3.9
Number of Traders in Each Category Total Traders: 23
4 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 12,250
Positions
1,024 11,738 0 6,450 0 0 1,957 0 0 0 0 0 2,819 512
Changes from: January 3, 2023 Total Change is: 38
321 105 0 -60 0 0 -389 0 -3 0 0 0 169 -64
Percent of Open Interest Represented by Each Category of Trader
8.4 95.8 0.0 52.7 0.0 0.0 16.0 0.0 0.0 0.0 0.0 0.0 23.0 4.2
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 19,244
Positions
2,824 9,695 0 14,086 6,646 0 996 1,219 0 0 0 0 1,338 1,684
Changes from: January 3, 2023 Total Change is: 5,925
4 5,732 0 5,828 -145 0 -2 -76 0 0 0 0 95 414
Percent of Open Interest Represented by Each Category of Trader
14.7 50.4 0.0 73.2 34.5 0.0 5.2 6.3 0.0 0.0 0.0 0.0 7.0 8.8
Number of Traders in Each Category Total Traders: 22
4 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 17,721
Positions
753 13,452 0 9,976 408 2,301 2,414 798 0 0 0 0 2,277 762
Changes from: January 3, 2023 Total Change is: -1,599
-16 -1,224 0 -1,496 -210 0 -44 -64 0 0 0 0 -43 -101
Percent of Open Interest Represented by Each Category of Trader
4.2 75.9 0.0 56.3 2.3 13.0 13.6 4.5 0.0 0.0 0.0 0.0 12.8 4.3
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 139,900
Positions
0 3,359 0 34,467 6,021 91 38,287 39,604 15,133 1,781 2,704 0 50,141 72,988
Changes from: January 3, 2023 Total Change is: 4,552
-5,456 3,359 0 -2,136 -31 32 12,033 -10,529 970 1,781 645 0 -2,672 10,106
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 24.6 4.3 0.1 27.4 28.3 10.8 1.3 1.9 0.0 35.8 52.2
Number of Traders in Each Category Total Traders: 28
0 . 0 10 . 4 . 9 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 250,886
Positions
96,448 55,602 110,002 0 32,000 0 2,750 13,342 38,232 0 0 0 3,454 1,708
Changes from: January 3, 2023 Total Change is: -2,500
99 1,399 1,351 0 0 0 -500 -1,800 -3,450 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.4 22.2 43.8 0.0 12.8 0.0 1.1 5.3 15.2 0.0 0.0 0.0 1.4 0.7
Number of Traders in Each Category Total Traders: 22
11 . 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 42,541
Positions
9,441 2,981 181 22,140 31,390 2,499 467 1,394 108 747 0 0 6,958 3,988
Changes from: January 3, 2023 Total Change is: -601
653 234 1 -173 -775 41 -1,279 -104 3 12 0 0 141 -1
Percent of Open Interest Represented by Each Category of Trader
22.2 7.0 0.4 52.0 73.8 5.9 1.1 3.3 0.3 1.8 0.0 0.0 16.4 9.4
Number of Traders in Each Category Total Traders: 61
4 6 . 24 20 11 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 59,326
Positions
11,510 9,258 461 16,034 12,768 1,754 11,768 13,915 8,609 1,651 3,777 406 7,132 8,377
Changes from: January 3, 2023 Total Change is: 2,200
1,532 979 -405 1,206 -1,354 -54 -357 1,898 725 -465 351 214 -197 -154
Percent of Open Interest Represented by Each Category of Trader
19.4 15.6 0.8 27.0 21.5 3.0 19.8 23.5 14.5 2.8 6.4 0.7 12.0 14.1
Number of Traders in Each Category Total Traders: 297
31 19 10 63 41 32 44 61 35 16 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 296,630
Positions
57,548 46,292 2,307 80,172 63,839 8,772 58,841 69,573 43,047 8,254 18,886 2,028 35,660 41,885
Changes from: January 3, 2023 Total Change is: 10,999
7,661 4,894 -2,026 6,031 -6,772 -272 -1,783 9,492 3,627 -2,327 1,755 1,071 -985 -771
Percent of Open Interest Represented by Each Category of Trader
19.4 15.6 0.8 27.0 21.5 3.0 19.8 23.5 14.5 2.8 6.4 0.7 12.0 14.1
Number of Traders in Each Category Total Traders: 297
31 19 10 63 41 32 44 61 35 16 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 75,133
Positions
6,162 2,095 0 2,037 0 1,423 10,760 41,699 1,998 4,915 875 0 47,838 27,043
Changes from: January 3, 2023 Total Change is: -1,588
1,739 1,023 0 -639 0 255 886 -7,986 -696 1,694 24 0 -4,827 5,792
Percent of Open Interest Represented by Each Category of Trader
8.2 2.8 0.0 2.7 0.0 1.9 14.3 55.5 2.7 6.5 1.2 0.0 63.7 36.0
Number of Traders in Each Category Total Traders: 38
. 4 0 5 0 . 11 9 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 440,272
Positions
87,342 29,566 6,374 166,861 183,531 41,659 79,017 120,860 10,874 22,837 25,318 24 25,285 22,066
Changes from: January 3, 2023 Total Change is: -1,412
-6,382 2,543 464 2,630 -3,680 1,009 -2,338 -2,984 344 218 1,192 -66 2,708 -236
Percent of Open Interest Represented by Each Category of Trader
19.8 6.7 1.4 37.9 41.7 9.5 17.9 27.5 2.5 5.2 5.8 0.0 5.7 5.0
Number of Traders in Each Category Total Traders: 303
26 13 4 83 65 44 42 52 25 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 19,049
Positions
1,201 17,836 0 13,998 655 0 2,844 288 0 0 0 0 1,006 270
Changes from: January 3, 2023 Total Change is: -700
0 -790 0 -370 3 0 0 0 0 0 0 0 -330 87
Percent of Open Interest Represented by Each Category of Trader
6.3 93.6 0.0 73.5 3.4 0.0 14.9 1.5 0.0 0.0 0.0 0.0 5.3 1.4
Number of Traders in Each Category Total Traders: 23
. 5 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 11,991
Positions
557 3,009 0 6,962 521 10 372 3,957 0 1,242 1,648 0 2,848 2,846
Changes from: January 3, 2023 Total Change is: 102
557 193 0 671 0 -3 -93 -152 0 -840 174 0 -190 -110
Percent of Open Interest Represented by Each Category of Trader
4.6 25.1 0.0 58.1 4.3 0.1 3.1 33.0 0.0 10.4 13.7 0.0 23.8 23.7
Number of Traders in Each Category Total Traders: 21
. 4 0 6 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 41,161
Positions
5,770 11,588 768 7,400 3,629 2,695 16,051 6,149 46 2,249 1,920 5 6,177 14,361
Changes from: January 3, 2023 Total Change is: 2,913
-402 1,524 26 32 -29 191 2,244 41 45 369 -1,197 5 403 2,307
Percent of Open Interest Represented by Each Category of Trader
14.0 28.2 1.9 18.0 8.8 6.5 39.0 14.9 0.1 5.5 4.7 0.0 15.0 34.9
Number of Traders in Each Category Total Traders: 50
6 7 . 10 5 5 10 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 348,473
Positions
33,394 149,577 4,279 214,884 109,353 49,113 19,362 16,800 783 14,192 12,543 167 12,299 5,858
Changes from: January 3, 2023 Total Change is: -867
-1,311 -51 246 3,403 -3,967 -2,727 -2,693 518 -8 834 4,169 -190 1,579 1,143
Percent of Open Interest Represented by Each Category of Trader
9.6 42.9 1.2 61.7 31.4 14.1 5.6 4.8 0.2 4.1 3.6 0.0 3.5 1.7
Number of Traders in Each Category Total Traders: 191
11 16 8 66 51 31 21 12 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,125,754
Positions
72,465 506,680 12,749 696,431 281,587 116,292 120,243 122,999 6,544 59,823 59,636 3,349 37,858 15,918
Changes from: January 3, 2023 Total Change is: 69,546
1,201 3,473 915 21,605 -31,602 9,170 34,157 43,933 -2,677 471 43,170 -762 5,466 3,926
Percent of Open Interest Represented by Each Category of Trader
6.4 45.0 1.1 61.9 25.0 10.3 10.7 10.9 0.6 5.3 5.3 0.3 3.4 1.4
Number of Traders in Each Category Total Traders: 409
27 18 12 154 70 80 62 35 29 31 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 182,284
Positions
13,765 129,295 28,477 27,895 0 1,013 90,359 4,978 12,469 7,486 5,558 447 373 47
Changes from: January 3, 2023 Total Change is: -2,660
-486 -3,634 38 1,496 0 -135 -4,666 -20 1,093 49 21 -23 -26 0
Percent of Open Interest Represented by Each Category of Trader
7.6 70.9 15.6 15.3 0.0 0.6 49.6 2.7 6.8 4.1 3.0 0.2 0.2 0.0
Number of Traders in Each Category Total Traders: 99
8 24 13 15 0 . 32 5 7 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,300,555
Positions
23,055 118,650 19,994 650,876 267,986 173,532 75,077 406,380 83,249 87,103 71,795 2,730 184,939 156,239
Changes from: January 3, 2023 Total Change is: -3,215
55 -7,506 283 -9,647 -523 1,019 -8,657 -106 5,207 5,052 -4,133 61 3,411 2,482
Percent of Open Interest Represented by Each Category of Trader
1.8 9.1 1.5 50.0 20.6 13.3 5.8 31.2 6.4 6.7 5.5 0.2 14.2 12.0
Number of Traders in Each Category Total Traders: 195
6 14 14 67 35 62 22 34 44 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,405,817
Positions
5,056 70,886 1,856 868,280 273,286 224,025 69,608 678,188 19,833 55,491 9,014 0 161,668 128,729
Changes from: January 3, 2023 Total Change is: -11,264
-1,617 -739 580 -4,471 318 -7,754 14,172 -704 -6,219 -708 -4,213 0 -5,247 7,467
Percent of Open Interest Represented by Each Category of Trader
0.4 5.0 0.1 61.8 19.4 15.9 5.0 48.2 1.4 3.9 0.6 0.0 11.5 9.2
Number of Traders in Each Category Total Traders: 153
. 11 . 78 21 57 14 19 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 2,336,656
Positions
39,224 285,943 16,334 1,235,452 424,915 321,744 309,608 897,603 60,063 153,217 132,876 705 200,309 196,474
Changes from: January 3, 2023 Total Change is: 107,325
6,139 63,841 -6,946 -42,920 38,347 37,893 161,697 11,295 -39,948 -15,359 3,039 191 6,579 -387
Percent of Open Interest Represented by Each Category of Trader
1.7 12.2 0.7 52.9 18.2 13.8 13.3 38.4 2.6 6.6 5.7 0.0 8.6 8.4
Number of Traders in Each Category Total Traders: 362
14 38 10 110 57 85 43 57 31 24 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 4,687,331
Positions
96,877 291,552 234,585 1,981,362 884,786 882,244 311,651 990,457 599,708 140,562 282,202 70,895 369,446 450,901
Changes from: January 3, 2023 Total Change is: -11,144
17,150 -30,414 -32,038 -55,789 -226 61,321 98,185 23,005 -27,397 -78,227 -5,060 -2,563 8,214 2,227
Percent of Open Interest Represented by Each Category of Trader
2.1 6.2 5.0 42.3 18.9 18.8 6.6 21.1 12.8 3.0 6.0 1.5 7.9 9.6
Number of Traders in Each Category Total Traders: 394
19 27 30 113 77 105 45 68 78 21 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,448,390
Positions
46,406 32,657 2,885 703,480 589,640 200,615 189,377 329,828 13,952 148,709 40,634 2 142,964 238,177
Changes from: January 3, 2023 Total Change is: 25,713
4,366 -1,984 -3,450 32,874 13,476 -9,646 20,153 39,831 -4,769 -1,870 1,768 2 -11,947 -9,515
Percent of Open Interest Represented by Each Category of Trader
3.2 2.3 0.2 48.6 40.7 13.9 13.1 22.8 1.0 10.3 2.8 0.0 9.9 16.4
Number of Traders in Each Category Total Traders: 151
4 8 . 40 52 54 18 17 14 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,974
Positions
0 0 0 0 0 0 80 1,328 0 898 142 0 996 504
Changes from: January 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 4.1 67.3 0.0 45.5 7.2 0.0 50.5 25.5
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . 0 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 4,391,957
Positions
25,497 571,961 67,700 1,884,286 573,624 775,128 627,636 1,497,313 276,237 394,412 254,362 5,273 335,787 370,358
Changes from: January 3, 2023 Total Change is: -61,009
-6,623 49,648 -1,314 -24,936 -80,472 25,456 -49,025 -100,589 62,120 -77,522 -3,357 355 10,480 -12,854
Percent of Open Interest Represented by Each Category of Trader
0.6 13.0 1.5 42.9 13.1 17.6 14.3 34.1 6.3 9.0 5.8 0.1 7.6 8.4
Number of Traders in Each Category Total Traders: 353
11 35 23 102 51 86 52 63 63 20 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 1,527,145
Positions
444,396 241,176 440,475 3,262 157,547 14,516 288,518 302,552 291,890 7,694 25,881 5,263 31,131 47,845
Changes from: January 3, 2023 Total Change is: 220,627
57,397 9,843 78,558 1,681 20,373 6,257 49,999 56,215 35,798 -11,965 5,006 4,663 -1,761 3,914
Percent of Open Interest Represented by Each Category of Trader
29.1 15.8 28.8 0.2 10.3 1.0 18.9 19.8 19.1 0.5 1.7 0.3 2.0 3.1
Number of Traders in Each Category Total Traders: 141
23 34 48 . 7 6 23 37 45 4 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 8,784,549
Positions
2,098,888 1,335,477 1,594,653 387,295 87,145 256,131 461,007 1,210,743 3,554,299 16,992 123,054 92,993 322,291 530,054
Changes from: January 3, 2023 Total Change is: -217,539
19,864 15,096 -38,554 -3,909 -133 -9,595 -17,781 -29,850 -164,632 24 -2,011 7,347 -10,301 4,794
Percent of Open Interest Represented by Each Category of Trader
23.9 15.2 18.2 4.4 1.0 2.9 5.2 13.8 40.5 0.2 1.4 1.1 3.7 6.0
Number of Traders in Each Category Total Traders: 156
25 23 47 9 4 10 30 44 63 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 is14,834,544
Positions
2,767,682 3,210,125 1,695,689 606,400 284,358 866,143 1,179,436 966,637 7,393,974 91,972 177,524 211,554 21,694 28,540
Changes from: January 3, 2023 Total Change is: 787,957
165,094 175,371 31,715 49,573 -73,890 115,201 -2,205 115,157 398,682 9,216 1,621 19,612 1,068 4,486
Percent of Open Interest Represented by Each Category of Trader
18.7 21.6 11.4 4.1 1.9 5.8 8.0 6.5 49.8 0.6 1.2 1.4 0.1 0.2
Number of Traders in Each Category Total Traders: 649
50 96 122 29 41 45 81 130 172 73 94 113
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 610,680
Positions
124,830 204,669 150,874 54,737 1,246 5,320 175,654 137,481 98,120 448 12,142 545 152 283
Changes from: January 3, 2023 Total Change is: 38,889
6,585 6,201 17,851 3,517 -546 -34 15,035 15,762 -3,204 -252 3,827 -633 24 -335
Percent of Open Interest Represented by Each Category of Trader
20.4 33.5 24.7 9.0 0.2 0.9 28.8 22.5 16.1 0.1 2.0 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 168
30 47 50 . . . 37 31 45 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 16,081
Positions
306 3,596 186 6,347 880 655 5,147 6,463 1,117 728 2,220 226 1,371 740
Changes from: January 3, 2023 Total Change is: 609
6 -34 107 371 -43 -84 750 855 -94 -516 275 -180 249 -192
Percent of Open Interest Represented by Each Category of Trader
1.9 22.4 1.2 39.5 5.5 4.1 32.0 40.2 6.9 4.5 13.8 1.4 8.5 4.6
Number of Traders in Each Category Total Traders: 116
4 4 . 7 8 5 27 42 19 10 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 7,507
Positions
389 534 0 143 1,244 0 1,958 2,768 679 1,700 1,005 108 2,529 1,169
Changes from: January 3, 2023 Total Change is: 864
-179 534 0 5 -5 -32 390 617 -188 339 -115 14 515 39
Percent of Open Interest Represented by Each Category of Trader
5.2 7.1 0.0 1.9 16.6 0.0 26.1 36.9 9.1 22.7 13.4 1.4 33.7 15.6
Number of Traders in Each Category Total Traders: 78
. . 0 . . 0 10 7 6 31 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 5,662
Positions
198 722 107 166 266 115 2,783 2,381 297 977 1,235 39 979 499
Changes from: January 3, 2023 Total Change is: -450
0 30 15 132 -387 84 -309 -142 122 -852 -68 20 337 -125
Percent of Open Interest Represented by Each Category of Trader
3.5 12.8 1.9 2.9 4.7 2.0 49.2 42.1 5.3 17.3 21.8 0.7 17.3 8.8
Number of Traders in Each Category Total Traders: 72
. 4 . . 4 . 19 20 9 12 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 25,505
Positions
3,022 41 0 0 2,609 0 8,702 12,840 2,946 9,787 6,611 35 1,013 423
Changes from: January 3, 2023 Total Change is: -1,955
105 41 0 0 132 0 -3,367 -3,247 -1,148 2,213 2,062 25 216 179
Percent of Open Interest Represented by Each Category of Trader
11.8 0.2 0.0 0.0 10.2 0.0 34.1 50.3 11.6 38.4 25.9 0.1 4.0 1.7
Number of Traders in Each Category Total Traders: 99
. . 0 0 . 0 9 5 . 47 33 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 42,351
Positions
197 12,788 0 17,035 2,075 967 12,617 21,903 525 5,197 1,037 8 5,806 3,049
Changes from: January 3, 2023 Total Change is: 454
-68 0 0 -597 -184 -39 123 702 -68 873 94 2 228 -52
Percent of Open Interest Represented by Each Category of Trader
0.5 30.2 0.0 40.2 4.9 2.3 29.8 51.7 1.2 12.3 2.4 0.0 13.7 7.2
Number of Traders in Each Category Total Traders: 86
. . 0 9 8 . 22 20 4 17 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 301,215
Positions
42,118 16,598 14,506 84,891 75,381 38,875 47,645 78,611 37,188 5,466 2,527 11,319 19,207 26,210
Changes from: January 3, 2023 Total Change is: 3,886
4,092 3,215 -1,488 1,461 -20,432 4,045 68 21,856 -6,697 -912 396 3,098 219 -107
Percent of Open Interest Represented by Each Category of Trader
14.0 5.5 4.8 28.2 25.0 12.9 15.8 26.1 12.3 1.8 0.8 3.8 6.4 8.7
Number of Traders in Each Category Total Traders: 175
15 10 17 22 32 25 29 42 40 12 5 13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 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 63,360
Positions
40,419 45,068 0 19,241 1,062 913 2,311 15,473 0 119 754 0 357 90
Changes from: January 3, 2023 Total Change is: 7,236
65 0 0 10,019 -1,752 -172 -1,759 8,902 0 60 282 0 -977 -24
Percent of Open Interest Represented by Each Category of Trader
63.8 71.1 0.0 30.4 1.7 1.4 3.6 24.4 0.0 0.2 1.2 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 51
4 4 0 14 . . 9 11 0 . 4 0
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Updated January 13, 2023