Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 149,424
Positions
40,539 3,766 2,277 25,019 58,732 6,609 17,887 33,911 10,842 12,999 2,231 720 32,532 30,337
Changes from: January 17, 2023 Total Change is: 7,170
4,156 -2,401 337 1,048 3,495 -20 2,223 7,406 1,000 -333 376 18 -1,259 -3,040
Percent of Open Interest Represented by Each Category of Trader
27.1 2.5 1.5 16.7 39.3 4.4 12.0 22.7 7.3 8.7 1.5 0.5 21.8 20.3
Number of Traders in Each Category Total Traders: 107
12 . 5 8 24 11 18 27 14 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 39,532
Positions
12,784 1,360 1,278 3,703 8,070 113 4,954 12,200 2,772 2,182 0 0 11,746 13,739
Changes from: January 17, 2023 Total Change is: 1,559
-160 573 -23 1,363 42 10 -212 1,783 459 0 0 0 121 -1,285
Percent of Open Interest Represented by Each Category of Trader
32.3 3.4 3.2 9.4 20.4 0.3 12.5 30.9 7.0 5.5 0.0 0.0 29.7 34.8
Number of Traders in Each Category Total Traders: 37
5 . 4 4 5 . 7 13 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 230,755
Positions
53,623 30,737 11,279 42,800 64,650 6,259 51,260 47,166 35,870 1,155 2,523 989 27,521 31,283
Changes from: January 17, 2023 Total Change is: -5,645
-2,157 1,297 444 -932 -5,258 533 -7,207 -3,145 1,378 -146 -60 155 2,286 -990
Percent of Open Interest Represented by Each Category of Trader
23.2 13.3 4.9 18.5 28.0 2.7 22.2 20.4 15.5 0.5 1.1 0.4 11.9 13.6
Number of Traders in Each Category Total Traders: 124
7 6 7 13 32 17 22 35 22 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 195,493
Positions
34,320 41,373 17,564 62,139 49,625 5,284 25,487 36,015 15,151 1,480 1,615 0 34,068 28,865
Changes from: January 17, 2023 Total Change is: -7,224
-2,050 -40 -956 6,340 -4,256 110 -8,028 149 -3,409 358 35 0 411 1,143
Percent of Open Interest Represented by Each Category of Trader
17.6 21.2 9.0 31.8 25.4 2.7 13.0 18.4 7.8 0.8 0.8 0.0 17.4 14.8
Number of Traders in Each Category Total Traders: 123
6 12 9 22 21 16 18 34 20 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 904,466
Positions
38,897 544,097 25,026 507,138 74,934 30,523 73,837 83,656 83,653 40,593 10,160 4,741 100,058 47,676
Changes from: January 17, 2023 Total Change is: 36,990
-2,136 22,453 2,379 16,986 -1,896 2,552 3,859 -1,063 11,531 -1,133 -1,165 63 2,888 2,135
Percent of Open Interest Represented by Each Category of Trader
4.3 60.2 2.8 56.1 8.3 3.4 8.2 9.2 9.2 4.5 1.1 0.5 11.1 5.3
Number of Traders in Each Category Total Traders: 317
17 13 11 120 23 52 55 41 31 33 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 31,933
Positions
0 11,205 33 14,903 586 2,939 429 14,128 0 0 407 0 13,629 2,635
Changes from: January 17, 2023 Total Change is: 85
-417 278 2 206 -665 62 0 392 0 0 -49 0 232 65
Percent of Open Interest Represented by Each Category of Trader
0.0 35.1 0.1 46.7 1.8 9.2 1.3 44.2 0.0 0.0 1.3 0.0 42.7 8.3
Number of Traders in Each Category Total Traders: 27
0 . . 17 . 5 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 143,214
Positions
29,332 16,072 466 54,210 62,281 4,017 14,385 25,989 14,108 2,619 0 87 23,990 20,194
Changes from: January 17, 2023 Total Change is: 3,481
1,665 -643 -89 941 -1,510 896 259 921 3,106 52 0 15 -3,364 785
Percent of Open Interest Represented by Each Category of Trader
20.5 11.2 0.3 37.9 43.5 2.8 10.0 18.1 9.9 1.8 0.0 0.1 16.8 14.1
Number of Traders in Each Category Total Traders: 81
4 5 . 19 14 9 14 21 13 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 273,657
Positions
2,282 187,684 895 146,145 9,933 319 107,373 45,298 2,108 5,880 25,174 18 8,638 2,229
Changes from: January 17, 2023 Total Change is: -1,587
1,141 1,557 90 4,366 9 -97 -5,265 -3,046 -355 -1,411 378 0 -56 -123
Percent of Open Interest Represented by Each Category of Trader
0.8 68.6 0.3 53.4 3.6 0.1 39.2 16.6 0.8 2.1 9.2 0.0 3.2 0.8
Number of Traders in Each Category Total Traders: 182
4 10 . 34 6 . 69 30 11 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 45,143
Positions
299 21,897 1,527 24,335 2,075 240 13,836 15,625 20 1,301 992 0 3,585 2,767
Changes from: January 17, 2023 Total Change is: 4,327
119 -8 1,309 2,777 -476 196 310 3,314 15 112 -233 0 -511 210
Percent of Open Interest Represented by Each Category of Trader
0.7 48.5 3.4 53.9 4.6 0.5 30.6 34.6 0.0 2.9 2.2 0.0 7.9 6.1
Number of Traders in Each Category Total Traders: 73
. 6 . 17 6 . 21 9 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 33,044
Positions
7,951 6,056 25 10,321 11,267 510 8,686 11,515 359 113 300 0 5,079 3,012
Changes from: January 17, 2023 Total Change is: 864
-1,973 519 -111 2,730 -937 109 -998 1,625 189 -243 -252 -13 1,174 -265
Percent of Open Interest Represented by Each Category of Trader
24.1 18.3 0.1 31.2 34.1 1.5 26.3 34.8 1.1 0.3 0.9 0.0 15.4 9.1
Number of Traders in Each Category Total Traders: 85
8 6 . 15 19 . 22 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 10,544
Positions
2,343 2,190 2 3,478 2,669 25 2,563 4,447 159 0 0 0 1,974 1,052
Changes from: January 17, 2023 Total Change is: -2,460
1 -160 -1 -2,278 556 25 -118 -2,950 0 0 0 0 -89 70
Percent of Open Interest Represented by Each Category of Trader
22.2 20.8 0.0 33.0 25.3 0.2 24.3 42.2 1.5 0.0 0.0 0.0 18.7 10.0
Number of Traders in Each Category Total Traders: 29
. . . 4 5 . 8 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 38,881
Positions
9,033 7,976 638 8,900 2,985 366 11,288 6,062 1,508 145 11,208 13 6,991 8,126
Changes from: January 17, 2023 Total Change is: -2,493
1,467 -1,909 -137 -519 -889 -207 -3,321 320 46 20 -147 8 151 421
Percent of Open Interest Represented by Each Category of Trader
23.2 20.5 1.6 22.9 7.7 0.9 29.0 15.6 3.9 0.4 28.8 0.0 18.0 20.9
Number of Traders in Each Category Total Traders: 89
8 13 4 17 8 . 18 16 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 77,762
Positions
18,065 15,952 1,275 17,800 5,969 732 22,575 12,124 3,016 290 22,416 27 13,982 16,251
Changes from: January 17, 2023 Total Change is: -4,985
2,933 -3,817 -273 -1,038 -1,777 -413 -6,642 639 91 39 -294 16 302 842
Percent of Open Interest Represented by Each Category of Trader
23.2 20.5 1.6 22.9 7.7 0.9 29.0 15.6 3.9 0.4 28.8 0.0 18.0 20.9
Number of Traders in Each Category Total Traders: 89
8 13 4 17 8 . 18 16 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 44,151
Positions
16,260 28,678 0 19,557 8,850 2,376 3,336 3,311 0 0 0 0 2,622 936
Changes from: January 17, 2023 Total Change is: -1,505
218 -1,335 0 -1,539 -33 30 20 -348 0 0 0 0 -234 181
Percent of Open Interest Represented by Each Category of Trader
36.8 65.0 0.0 44.3 20.0 5.4 7.6 7.5 0.0 0.0 0.0 0.0 5.9 2.1
Number of Traders in Each Category Total Traders: 32
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 21,781
Positions
781 223 0 1,246 0 0 7,610 1,742 2,863 0 1,706 100 9,181 15,147
Changes from: January 17, 2023 Total Change is: -640
502 -233 0 271 0 0 -2,116 450 110 -271 186 0 864 -1,153
Percent of Open Interest Represented by Each Category of Trader
3.6 1.0 0.0 5.7 0.0 0.0 34.9 8.0 13.1 0.0 7.8 0.5 42.2 69.5
Number of Traders in Each Category Total Traders: 22
. . 0 . 0 0 7 4 4 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 573,144
Positions
48,564 72,835 19,859 191,414 85,886 50,258 24,524 96,902 157,254 20,787 28,779 3,503 56,981 57,868
Changes from: January 17, 2023 Total Change is: -7,889
-5,165 -2,176 366 -3,508 -3,910 361 -658 -4,366 414 -1,862 313 -14 2,178 1,124
Percent of Open Interest Represented by Each Category of Trader
8.5 12.7 3.5 33.4 15.0 8.8 4.3 16.9 27.4 3.6 5.0 0.6 9.9 10.1
Number of Traders in Each Category Total Traders: 577
30 33 44 143 106 125 65 107 114 50 41 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 23,958
Positions
4,926 21,689 0 11,014 459 0 4,412 0 0 0 0 0 3,606 1,810
Changes from: January 17, 2023 Total Change is: -959
-6 -863 0 -725 0 0 -400 -275 0 0 0 0 172 179
Percent of Open Interest Represented by Each Category of Trader
20.6 90.5 0.0 46.0 1.9 0.0 18.4 0.0 0.0 0.0 0.0 0.0 15.1 7.6
Number of Traders in Each Category Total Traders: 25
. 5 0 11 . 0 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 2,865,719
Positions
242,821 364,173 99,296 957,070 429,431 251,288 122,621 484,509 786,270 103,936 143,895 17,515 284,903 289,342
Changes from: January 17, 2023 Total Change is: -39,446
-25,824 -10,882 1,830 -17,540 -19,551 1,807 -3,292 -21,831 2,068 -9,312 1,564 -70 10,889 5,620
Percent of Open Interest Represented by Each Category of Trader
8.5 12.7 3.5 33.4 15.0 8.8 4.3 16.9 27.4 3.6 5.0 0.6 9.9 10.1
Number of Traders in Each Category Total Traders: 577
30 33 44 143 106 125 65 107 114 50 41 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 26,359
Positions
12,253 23,680 0 11,129 337 90 638 1,283 0 0 0 0 2,249 969
Changes from: January 17, 2023 Total Change is: 355
231 358 0 176 0 -99 8 0 0 0 0 0 39 96
Percent of Open Interest Represented by Each Category of Trader
46.5 89.8 0.0 42.2 1.3 0.3 2.4 4.9 0.0 0.0 0.0 0.0 8.5 3.7
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,936
Positions
1,335 13,338 0 7,775 0 0 1,955 0 0 0 0 0 2,871 598
Changes from: January 17, 2023 Total Change is: 66
74 128 0 56 0 0 26 0 0 0 0 0 -90 -62
Percent of Open Interest Represented by Each Category of Trader
9.6 95.7 0.0 55.8 0.0 0.0 14.0 0.0 0.0 0.0 0.0 0.0 20.6 4.3
Number of Traders in Each Category Total Traders: 22
. 9 0 6 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 22,742
Positions
6,097 13,775 0 13,992 6,484 0 838 820 0 0 0 0 1,815 1,663
Changes from: January 17, 2023 Total Change is: 1,381
1,270 1,630 0 -94 -124 0 -158 -342 0 0 0 0 363 217
Percent of Open Interest Represented by Each Category of Trader
26.8 60.6 0.0 61.5 28.5 0.0 3.7 3.6 0.0 0.0 0.0 0.0 8.0 7.3
Number of Traders in Each Category Total Traders: 21
4 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 20,750
Positions
4,133 11,410 0 9,368 4,599 2,159 2,921 801 0 0 0 0 2,169 1,781
Changes from: January 17, 2023 Total Change is: 2,520
2,804 -471 0 -259 2,211 0 179 15 0 0 0 0 -204 765
Percent of Open Interest Represented by Each Category of Trader
19.9 55.0 0.0 45.1 22.2 10.4 14.1 3.9 0.0 0.0 0.0 0.0 10.5 8.6
Number of Traders in Each Category Total Traders: 29
5 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 176,041
Positions
0 2,254 0 33,239 4,848 121 79,824 59,109 16,853 0 6,707 0 46,004 86,149
Changes from: January 17, 2023 Total Change is: 19,387
0 -1,832 0 -829 -1 9 17,066 12,046 2,678 0 3,230 0 464 3,258
Percent of Open Interest Represented by Each Category of Trader
0.0 1.3 0.0 18.9 2.8 0.1 45.3 33.6 9.6 0.0 3.8 0.0 26.1 48.9
Number of Traders in Each Category Total Traders: 26
0 . 0 10 . 5 6 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 246,373
Positions
95,853 57,339 107,857 0 32,000 0 3,750 12,492 34,977 0 0 0 3,936 1,708
Changes from: January 17, 2023 Total Change is: -5,745
-95 1,255 -3,395 0 0 0 1,000 -350 -3,255 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.9 23.3 43.8 0.0 13.0 0.0 1.5 5.1 14.2 0.0 0.0 0.0 1.6 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 24, 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 42,361
Positions
9,278 4,409 182 22,589 28,913 2,301 931 2,407 86 0 0 0 6,994 4,063
Changes from: January 17, 2023 Total Change is: -292
407 465 -1 -242 -444 -65 457 82 15 -561 0 0 -302 -344
Percent of Open Interest Represented by Each Category of Trader
21.9 10.4 0.4 53.3 68.3 5.4 2.2 5.7 0.2 0.0 0.0 0.0 16.5 9.6
Number of Traders in Each Category Total Traders: 66
5 7 . 25 20 11 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 63,292
Positions
13,616 8,740 369 17,766 10,422 2,019 11,620 17,361 8,686 1,876 5,769 280 7,059 9,645
Changes from: January 17, 2023 Total Change is: -425
177 -349 -37 651 -1,126 33 -975 1,178 -124 -55 -273 -167 73 441
Percent of Open Interest Represented by Each Category of Trader
21.5 13.8 0.6 28.1 16.5 3.2 18.4 27.4 13.7 3.0 9.1 0.4 11.2 15.2
Number of Traders in Each Category Total Traders: 306
30 16 11 63 45 37 45 61 44 18 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 316,458
Positions
68,082 43,701 1,844 88,829 52,111 10,095 58,100 86,806 43,432 9,381 28,844 1,400 35,295 48,225
Changes from: January 17, 2023 Total Change is: -2,126
883 -1,745 -187 3,255 -5,631 165 -4,873 5,891 -622 -277 -1,363 -837 367 2,203
Percent of Open Interest Represented by Each Category of Trader
21.5 13.8 0.6 28.1 16.5 3.2 18.4 27.4 13.7 3.0 9.1 0.4 11.2 15.2
Number of Traders in Each Category Total Traders: 306
30 16 11 63 45 37 45 61 44 18 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 108,608
Positions
5,563 3,115 0 2,039 243 1,345 27,001 61,704 1,853 5,142 428 90 65,575 39,830
Changes from: January 17, 2023 Total Change is: 14,816
1,382 -116 0 -130 243 -44 6,183 10,754 -913 -767 -1,490 -30 9,135 6,412
Percent of Open Interest Represented by Each Category of Trader
5.1 2.9 0.0 1.9 0.2 1.2 24.9 56.8 1.7 4.7 0.4 0.1 60.4 36.7
Number of Traders in Each Category Total Traders: 35
. 4 0 5 . . 7 9 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 432,219
Positions
73,827 41,720 5,937 177,649 156,790 39,899 72,080 123,309 12,638 23,236 30,602 27 26,926 21,297
Changes from: January 17, 2023 Total Change is: -5,568
-5,684 359 -35 5,933 -4,285 -945 -5,258 -3,534 -1,210 -38 5,028 3 1,667 -949
Percent of Open Interest Represented by Each Category of Trader
17.1 9.7 1.4 41.1 36.3 9.2 16.7 28.5 2.9 5.4 7.1 0.0 6.2 4.9
Number of Traders in Each Category Total Traders: 316
24 17 4 87 62 43 43 60 32 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 19,123
Positions
1,384 17,739 0 13,838 655 0 2,527 282 0 0 0 0 1,374 447
Changes from: January 17, 2023 Total Change is: 186
183 -77 0 197 0 0 -317 0 0 0 0 0 123 263
Percent of Open Interest Represented by Each Category of Trader
7.2 92.8 0.0 72.4 3.4 0.0 13.2 1.5 0.0 0.0 0.0 0.0 7.2 2.3
Number of Traders in Each Category Total Traders: 21
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,537
Positions
425 2,950 0 9,957 1,941 25 427 3,685 0 1,242 2,641 0 2,461 3,295
Changes from: January 17, 2023 Total Change is: 399
0 -174 0 1,062 -521 2 -212 918 0 0 308 0 -453 -134
Percent of Open Interest Represented by Each Category of Trader
2.9 20.3 0.0 68.5 13.4 0.2 2.9 25.3 0.0 8.5 18.2 0.0 16.9 22.7
Number of Traders in Each Category Total Traders: 25
. . 0 9 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 32,904
Positions
3,991 12,221 631 8,704 4,367 2,153 7,596 4,641 45 3,506 0 1 6,277 8,845
Changes from: January 17, 2023 Total Change is: -4,139
-2,236 318 -156 748 511 139 -2,502 -341 -11 431 -884 1 -553 -3,716
Percent of Open Interest Represented by Each Category of Trader
12.1 37.1 1.9 26.5 13.3 6.5 23.1 14.1 0.1 10.7 0.0 0.0 19.1 26.9
Number of Traders in Each Category Total Traders: 48
5 8 . 9 5 5 8 9 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 377,448
Positions
31,488 159,476 4,132 244,602 89,534 48,905 21,059 34,678 1,881 13,889 34,477 0 11,492 4,365
Changes from: January 17, 2023 Total Change is: 20,897
1,105 12,615 -181 18,653 -8,608 -875 1,161 6,768 811 12 11,521 -5 216 -1,149
Percent of Open Interest Represented by Each Category of Trader
8.3 42.3 1.1 64.8 23.7 13.0 5.6 9.2 0.5 3.7 9.1 0.0 3.0 1.2
Number of Traders in Each Category Total Traders: 192
11 16 8 68 47 35 23 15 9 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 1,187,616
Positions
72,379 557,478 11,815 752,910 249,552 110,288 126,737 151,208 7,287 59,494 84,963 3,136 43,570 11,889
Changes from: January 17, 2023 Total Change is: 40,134
5,334 29,491 -2,525 35,688 -12,975 -3,950 5,783 22,430 -42 -5,465 3,524 -48 5,359 4,229
Percent of Open Interest Represented by Each Category of Trader
6.1 46.9 1.0 63.4 21.0 9.3 10.7 12.7 0.6 5.0 7.2 0.3 3.7 1.0
Number of Traders in Each Category Total Traders: 416
28 18 13 165 58 80 70 34 31 32 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 179,076
Positions
16,357 121,615 31,967 28,445 0 1,013 79,523 4,935 13,384 7,552 5,665 455 380 42
Changes from: January 17, 2023 Total Change is: -840
1,226 -2,998 1,334 300 0 0 -4,887 -215 1,139 38 5 0 10 -105
Percent of Open Interest Represented by Each Category of Trader
9.1 67.9 17.9 15.9 0.0 0.6 44.4 2.8 7.5 4.2 3.2 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 96
8 24 13 15 0 . 30 5 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 1,376,470
Positions
22,876 143,196 30,262 718,753 269,609 177,279 59,928 440,057 90,207 86,280 70,595 3,021 187,863 152,245
Changes from: January 17, 2023 Total Change is: 24,127
10 5,812 5,319 19,947 14,127 -5,813 -622 15,424 1,299 -550 -1,090 -455 4,992 -10,496
Percent of Open Interest Represented by Each Category of Trader
1.7 10.4 2.2 52.2 19.6 12.9 4.4 32.0 6.6 6.3 5.1 0.2 13.6 11.1
Number of Traders in Each Category Total Traders: 192
8 17 18 66 29 56 22 33 43 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 1,426,999
Positions
6,554 63,153 2,019 861,723 265,634 234,056 67,125 690,860 36,432 52,080 17,937 0 167,009 116,908
Changes from: January 17, 2023 Total Change is: 1,699
1,545 -14,179 721 -18,414 -2,568 5,577 -4,492 -8,024 16,948 -3,326 6,902 0 3,140 -3,678
Percent of Open Interest Represented by Each Category of Trader
0.5 4.4 0.1 60.4 18.6 16.4 4.7 48.4 2.6 3.6 1.3 0.0 11.7 8.2
Number of Traders in Each Category Total Traders: 160
. 12 . 76 24 58 13 22 14 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 2,441,377
Positions
53,322 306,718 19,480 1,254,267 456,710 322,026 354,341 925,813 81,536 145,854 141,200 1,370 209,181 186,524
Changes from: January 17, 2023 Total Change is: 78,855
358 20,223 1,440 16,094 8,014 -7 28,241 37,944 12,807 15,702 5,492 816 3,404 -7,874
Percent of Open Interest Represented by Each Category of Trader
2.2 12.6 0.8 51.4 18.7 13.2 14.5 37.9 3.3 6.0 5.8 0.1 8.6 7.6
Number of Traders in Each Category Total Traders: 382
17 39 15 115 61 91 46 58 42 24 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 4,966,542
Positions
112,210 296,164 219,734 2,159,350 972,022 912,160 311,093 1,165,313 622,686 173,721 259,968 79,025 376,564 439,469
Changes from: January 17, 2023 Total Change is: 81,626
688 -22,277 15,181 45,604 100,656 -3,398 35,285 60,001 -43,461 31,034 -14,172 693 2 -11,596
Percent of Open Interest Represented by Each Category of Trader
2.3 6.0 4.4 43.5 19.6 18.4 6.3 23.5 12.5 3.5 5.2 1.6 7.6 8.8
Number of Traders in Each Category Total Traders: 406
22 28 34 116 81 115 51 63 80 22 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 1,482,016
Positions
49,265 34,856 767 714,397 614,866 195,545 196,714 334,026 20,021 149,972 35,697 0 155,335 246,238
Changes from: January 17, 2023 Total Change is: -21,801
2,306 -1,749 -4,071 -19,652 2,354 -8,466 4,831 -4,588 -61 -967 -2,010 -4 4,283 -3,206
Percent of Open Interest Represented by Each Category of Trader
3.3 2.4 0.1 48.2 41.5 13.2 13.3 22.5 1.4 10.1 2.4 0.0 10.5 16.6
Number of Traders in Each Category Total Traders: 147
5 7 4 38 55 56 13 17 12 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 4,517,601
Positions
38,323 554,640 89,088 1,915,973 614,412 777,659 622,238 1,518,751 298,568 406,272 298,313 7,849 361,630 358,321
Changes from: January 17, 2023 Total Change is: 27,374
-3,920 -7,022 6,745 -13,466 49,937 -12,892 2,685 -37,792 16,830 18,211 12,915 36 13,145 -1,384
Percent of Open Interest Represented by Each Category of Trader
0.8 12.3 2.0 42.4 13.6 17.2 13.8 33.6 6.6 9.0 6.6 0.2 8.0 7.9
Number of Traders in Each Category Total Traders: 352
13 35 28 104 49 88 52 58 60 21 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 1,798,641
Positions
375,640 222,170 656,201 2,978 195,267 15,843 343,490 240,154 359,248 11,984 50,484 1,484 31,773 57,790
Changes from: January 17, 2023 Total Change is: 152,862
-56,585 -53 141,808 -173 28,367 2,561 27,264 -74,827 40,930 -3,431 6,919 -1,199 1,687 8,356
Percent of Open Interest Represented by Each Category of Trader
20.9 12.4 36.5 0.2 10.9 0.9 19.1 13.4 20.0 0.7 2.8 0.1 1.8 3.2
Number of Traders in Each Category Total Traders: 141
26 34 56 . 6 4 28 28 45 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 8,369,030
Positions
2,019,307 1,257,283 1,514,755 352,764 58,582 248,679 525,665 1,270,568 3,277,211 15,326 130,747 94,260 321,063 516,945
Changes from: January 17, 2023 Total Change is: -34,171
-4,274 10,607 -2,650 -13,011 -1,311 13,116 42,927 5,680 -66,410 -612 22,881 -2,177 -1,080 -13,907
Percent of Open Interest Represented by Each Category of Trader
24.1 15.0 18.1 4.2 0.7 3.0 6.3 15.2 39.2 0.2 1.6 1.1 3.8 6.2
Number of Traders in Each Category Total Traders: 153
24 23 44 10 4 13 29 42 60 6 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 is16,927,405
Positions
2,723,265 3,234,114 1,969,108 669,628 384,934 971,035 1,299,173 1,029,559 8,898,939 104,364 146,641 275,318 16,576 17,758
Changes from: January 17, 2023 Total Change is: 1,482,495
35,883 66,092 134,345 3,566 72,432 70,898 6,368 -37,518 1,148,797 20,855 -26,345 60,142 1,642 -6,349
Percent of Open Interest Represented by Each Category of Trader
16.1 19.1 11.6 4.0 2.3 5.7 7.7 6.1 52.6 0.6 0.9 1.6 0.1 0.1
Number of Traders in Each Category Total Traders: 695
53 100 126 24 47 47 95 128 179 86 105 126
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 735,222
Positions
111,929 164,147 264,370 43,005 3,059 7,456 166,048 135,935 141,388 172 17,901 621 233 345
Changes from: January 17, 2023 Total Change is: 67,166
-21,121 -47,589 80,879 274 895 2,313 -17,233 2,399 22,676 -604 5,730 -16 -2 -121
Percent of Open Interest Represented by Each Category of Trader
15.2 22.3 36.0 5.8 0.4 1.0 22.6 18.5 19.2 0.0 2.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 168
30 47 50 . . . 32 38 47 . 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 19,441
Positions
304 4,477 288 7,777 63 799 5,582 7,488 1,962 815 3,034 340 1,573 990
Changes from: January 17, 2023 Total Change is: 1,966
101 814 51 684 -243 217 322 1,164 484 -65 -446 130 42 -206
Percent of Open Interest Represented by Each Category of Trader
1.6 23.0 1.5 40.0 0.3 4.1 28.7 38.5 10.1 4.2 15.6 1.8 8.1 5.1
Number of Traders in Each Category Total Traders: 121
4 11 5 11 . 5 34 37 24 12 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 9,253
Positions
285 2,486 19 332 80 14 2,673 3,134 826 2,245 1,191 2 2,857 1,501
Changes from: January 17, 2023 Total Change is: 1,131
-146 1,752 19 188 -771 -23 548 539 125 352 -467 -51 118 8
Percent of Open Interest Represented by Each Category of Trader
3.1 26.9 0.2 3.6 0.9 0.2 28.9 33.9 8.9 24.3 12.9 0.0 30.9 16.2
Number of Traders in Each Category Total Traders: 91
. . . . . . 10 11 6 39 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 5,392
Positions
158 758 128 447 102 40 2,453 1,930 526 580 1,207 53 1,007 648
Changes from: January 17, 2023 Total Change is: -492
-9 -47 -29 -7 -62 -94 -391 73 219 -105 -658 -27 -49 134
Percent of Open Interest Represented by Each Category of Trader
2.9 14.1 2.4 8.3 1.9 0.7 45.5 35.8 9.8 10.7 22.4 1.0 18.7 12.0
Number of Traders in Each Category Total Traders: 73
. 6 4 4 . . 23 17 8 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 25,841
Positions
254 3,349 121 957 556 0 8,150 13,193 3,571 11,644 4,660 19 1,124 372
Changes from: January 17, 2023 Total Change is: 1,271
254 597 121 421 410 -310 361 2,107 584 -105 -2,123 -46 -9 -70
Percent of Open Interest Represented by Each Category of Trader
1.0 13.0 0.5 3.7 2.2 0.0 31.5 51.1 13.8 45.1 18.0 0.1 4.4 1.4
Number of Traders in Each Category Total Traders: 103
. . . . . 0 10 8 4 53 26 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,292
Positions
147 12,788 0 15,385 2,857 1,064 13,230 19,923 393 5,408 1,374 17 5,647 2,876
Changes from: January 17, 2023 Total Change is: 1,846
-110 0 0 -1,163 383 36 1,632 1,467 -1 1,127 175 -3 328 -211
Percent of Open Interest Represented by Each Category of Trader
0.4 31.0 0.0 37.3 6.9 2.6 32.0 48.2 1.0 13.1 3.3 0.0 13.7 7.0
Number of Traders in Each Category Total Traders: 94
. . 0 8 8 . 20 24 5 22 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 295,825
Positions
39,135 15,969 10,377 85,160 83,498 41,183 49,613 71,191 32,672 7,328 5,468 10,529 19,828 24,938
Changes from: January 17, 2023 Total Change is: -31,075
-1,646 -4,288 -7,900 1,882 6,906 1,896 -3,786 -5,538 -10,079 1,757 -743 -4,135 -9,064 -7,194
Percent of Open Interest Represented by Each Category of Trader
13.2 5.4 3.5 28.8 28.2 13.9 16.8 24.1 11.0 2.5 1.8 3.6 6.7 8.4
Number of Traders in Each Category Total Traders: 185
17 9 16 23 33 24 31 43 41 13 6 13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 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 72,045
Positions
42,449 45,068 0 27,515 1,062 832 655 23,669 0 321 1,331 0 273 83
Changes from: January 17, 2023 Total Change is: 2,707
0 0 0 2,695 0 0 -13 2,182 0 97 525 0 -72 0
Percent of Open Interest Represented by Each Category of Trader
58.9 62.6 0.0 38.2 1.5 1.2 0.9 32.9 0.0 0.4 1.8 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 50
. 4 0 14 . . 7 10 0 5 4 0
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Updated January 27, 2023