Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 152,219
Positions
40,184 4,283 1,878 25,458 59,609 6,947 17,739 32,707 12,196 11,622 1,858 818 35,377 31,924
Changes from: January 24, 2023 Total Change is: 2,795
-355 517 -399 439 877 338 -148 -1,204 1,353 -1,376 -372 98 2,845 1,587
Percent of Open Interest Represented by Each Category of Trader
26.4 2.8 1.2 16.7 39.2 4.6 11.7 21.5 8.0 7.6 1.2 0.5 23.2 21.0
Number of Traders in Each Category Total Traders: 103
11 4 5 8 24 11 20 22 15 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 42,293
Positions
12,718 1,992 1,444 4,122 7,931 506 6,997 12,666 2,556 2,182 0 0 11,768 15,197
Changes from: January 24, 2023 Total Change is: 2,761
-67 632 167 419 -139 393 2,043 466 -216 0 0 0 22 1,458
Percent of Open Interest Represented by Each Category of Trader
30.1 4.7 3.4 9.7 18.8 1.2 16.5 29.9 6.0 5.2 0.0 0.0 27.8 35.9
Number of Traders in Each Category Total Traders: 42
4 4 6 4 5 . 10 14 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 235,069
Positions
54,948 29,795 12,318 42,422 65,477 6,905 53,536 42,946 37,020 1,105 3,487 1,040 25,776 36,083
Changes from: January 24, 2023 Total Change is: 4,314
1,325 -942 1,039 -377 827 646 2,276 -4,220 1,149 -50 963 51 -1,746 4,800
Percent of Open Interest Represented by Each Category of Trader
23.4 12.7 5.2 18.0 27.9 2.9 22.8 18.3 15.7 0.5 1.5 0.4 11.0 15.3
Number of Traders in Each Category Total Traders: 121
7 6 7 14 30 18 28 28 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 192,179
Positions
34,995 41,502 17,945 61,121 46,154 5,978 20,205 31,694 16,613 1,468 1,024 0 33,855 31,269
Changes from: January 24, 2023 Total Change is: -3,314
675 129 381 -1,019 -3,471 694 -5,282 -4,322 1,462 -12 -591 0 -214 2,403
Percent of Open Interest Represented by Each Category of Trader
18.2 21.6 9.3 31.8 24.0 3.1 10.5 16.5 8.6 0.8 0.5 0.0 17.6 16.3
Number of Traders in Each Category Total Traders: 119
6 12 8 23 21 16 19 28 19 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 923,156
Positions
39,490 567,479 26,077 517,832 75,675 30,287 79,382 75,420 85,499 40,209 11,514 5,546 98,835 45,661
Changes from: January 24, 2023 Total Change is: 18,690
593 23,381 1,051 10,694 742 -236 5,545 -8,237 1,846 -384 1,354 805 -1,223 -2,015
Percent of Open Interest Represented by Each Category of Trader
4.3 61.5 2.8 56.1 8.2 3.3 8.6 8.2 9.3 4.4 1.2 0.6 10.7 4.9
Number of Traders in Each Category Total Traders: 323
18 15 14 120 24 52 55 42 31 32 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 31,806
Positions
0 11,137 47 14,866 1,125 2,939 429 13,761 0 0 491 0 13,525 2,306
Changes from: January 24, 2023 Total Change is: -127
0 -68 14 -37 539 0 0 -367 0 0 84 0 -104 -329
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.1 46.7 3.5 9.2 1.3 43.3 0.0 0.0 1.5 0.0 42.5 7.3
Number of Traders in Each Category Total Traders: 28
0 . . 17 . 5 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 150,753
Positions
24,473 17,201 312 63,128 62,296 4,691 14,877 33,054 15,175 2,366 0 84 25,647 17,940
Changes from: January 24, 2023 Total Change is: 7,539
-4,859 1,130 -154 8,919 14 674 492 7,065 1,067 -253 0 -3 1,657 -2,253
Percent of Open Interest Represented by Each Category of Trader
16.2 11.4 0.2 41.9 41.3 3.1 9.9 21.9 10.1 1.6 0.0 0.1 17.0 11.9
Number of Traders in Each Category Total Traders: 83
5 5 . 21 11 9 17 20 15 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 286,534
Positions
1,706 192,482 890 146,299 9,051 513 118,753 52,244 2,762 7,743 25,183 18 7,850 3,391
Changes from: January 24, 2023 Total Change is: 12,877
-576 4,798 -5 154 -882 194 11,380 6,947 654 1,863 9 0 -787 1,162
Percent of Open Interest Represented by Each Category of Trader
0.6 67.2 0.3 51.1 3.2 0.2 41.4 18.2 1.0 2.7 8.8 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 190
5 11 . 32 7 . 71 31 13 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 72,121
Positions
180 21,801 23,106 26,664 1,560 25 16,445 21,086 32 1,688 1,251 205 3,776 3,055
Changes from: January 24, 2023 Total Change is: 26,978
-119 -96 21,579 2,329 -515 -215 2,609 5,461 12 387 259 205 191 288
Percent of Open Interest Represented by Each Category of Trader
0.2 30.2 32.0 37.0 2.2 0.0 22.8 29.2 0.0 2.3 1.7 0.3 5.2 4.2
Number of Traders in Each Category Total Traders: 77
. 6 . 17 5 . 20 12 5 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 36,960
Positions
7,255 8,820 0 10,786 10,989 669 13,074 11,868 164 335 200 0 4,677 4,250
Changes from: January 24, 2023 Total Change is: 3,916
-696 2,764 -25 465 -278 159 4,388 353 -195 222 -100 0 -402 1,238
Percent of Open Interest Represented by Each Category of Trader
19.6 23.9 0.0 29.2 29.7 1.8 35.4 32.1 0.4 0.9 0.5 0.0 12.7 11.5
Number of Traders in Each Category Total Traders: 86
7 7 0 16 16 . 24 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 8,078
Positions
2,581 2,257 34 1,337 2,823 0 1,929 1,522 159 0 0 0 2,038 1,283
Changes from: January 24, 2023 Total Change is: -2,466
238 67 32 -2,141 154 -25 -634 -2,925 0 0 0 0 64 231
Percent of Open Interest Represented by Each Category of Trader
32.0 27.9 0.4 16.6 34.9 0.0 23.9 18.8 2.0 0.0 0.0 0.0 25.2 15.9
Number of Traders in Each Category Total Traders: 27
. . . 5 4 0 6 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 40,254
Positions
9,877 8,632 710 8,461 3,873 524 11,550 6,839 1,733 608 9,794 3 6,789 8,147
Changes from: January 24, 2023 Total Change is: 1,373
845 656 72 -439 889 158 262 777 225 463 -1,414 -11 -202 21
Percent of Open Interest Represented by Each Category of Trader
24.5 21.4 1.8 21.0 9.6 1.3 28.7 17.0 4.3 1.5 24.3 0.0 16.9 20.2
Number of Traders in Each Category Total Traders: 89
9 15 4 15 9 . 17 15 11 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 80,508
Positions
19,754 17,263 1,419 16,922 7,746 1,048 23,100 13,678 3,466 1,215 19,588 6 13,578 16,294
Changes from: January 24, 2023 Total Change is: 2,746
1,689 1,311 144 -878 1,777 316 525 1,554 451 925 -2,828 -21 -404 43
Percent of Open Interest Represented by Each Category of Trader
24.5 21.4 1.8 21.0 9.6 1.3 28.7 17.0 4.3 1.5 24.3 0.0 16.9 20.2
Number of Traders in Each Category Total Traders: 89
9 15 4 15 9 . 17 15 11 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 47,982
Positions
16,233 32,866 0 17,044 8,844 2,109 3,150 3,116 0 0 0 0 9,446 1,047
Changes from: January 24, 2023 Total Change is: 3,831
-27 4,188 0 -2,513 -6 -267 -186 -195 0 0 0 0 6,824 111
Percent of Open Interest Represented by Each Category of Trader
33.8 68.5 0.0 35.5 18.4 4.4 6.6 6.5 0.0 0.0 0.0 0.0 19.7 2.2
Number of Traders in Each Category Total Traders: 31
4 5 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 22,201
Positions
1,311 223 0 1,246 0 0 7,703 1,219 3,224 0 2,146 100 8,617 15,289
Changes from: January 24, 2023 Total Change is: 420
530 0 0 0 0 0 93 -523 361 0 440 0 -564 142
Percent of Open Interest Represented by Each Category of Trader
5.9 1.0 0.0 5.6 0.0 0.0 34.7 5.5 14.5 0.0 9.7 0.5 38.8 68.9
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 5 4 . 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 595,103
Positions
51,844 79,244 20,931 189,317 75,769 53,461 23,945 100,100 172,115 22,510 27,592 3,467 57,512 62,425
Changes from: January 24, 2023 Total Change is: 21,959
3,280 6,409 1,072 -2,097 -10,117 3,203 -579 3,198 14,861 1,723 -1,187 -36 532 4,556
Percent of Open Interest Represented by Each Category of Trader
8.7 13.3 3.5 31.8 12.7 9.0 4.0 16.8 28.9 3.8 4.6 0.6 9.7 10.5
Number of Traders in Each Category Total Traders: 566
34 29 43 145 95 121 66 107 113 51 36 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,378
Positions
6,524 5,211 19 5,757 7,335 0 1,238 817 0 0 0 0 1,840 1,996
Changes from: January 24, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.4 33.9 0.1 37.4 47.7 0.0 8.1 5.3 0.0 0.0 0.0 0.0 12.0 13.0
Number of Traders in Each Category Total Traders: 21
4 4 . . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 23,736
Positions
4,927 20,765 0 10,494 335 0 4,158 225 0 0 0 0 4,157 2,411
Changes from: January 24, 2023 Total Change is: -222
1 -924 0 -520 -124 0 -254 225 0 0 0 0 551 601
Percent of Open Interest Represented by Each Category of Trader
20.8 87.5 0.0 44.2 1.4 0.0 17.5 0.9 0.0 0.0 0.0 0.0 17.5 10.2
Number of Traders in Each Category Total Traders: 24
. 5 0 9 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 2,975,513
Positions
259,221 396,218 104,656 946,583 378,845 267,303 119,727 500,499 860,576 112,552 137,959 17,334 287,561 312,124
Changes from: January 24, 2023 Total Change is: 109,794
16,400 32,044 5,360 -10,487 -50,586 16,015 -2,893 15,990 74,305 8,616 -5,936 -181 2,658 22,782
Percent of Open Interest Represented by Each Category of Trader
8.7 13.3 3.5 31.8 12.7 9.0 4.0 16.8 28.9 3.8 4.6 0.6 9.7 10.5
Number of Traders in Each Category Total Traders: 566
34 29 43 145 95 121 66 107 113 51 36 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 26,505
Positions
12,250 23,352 0 11,114 0 90 647 1,499 0 0 0 0 2,404 1,564
Changes from: January 24, 2023 Total Change is: 146
-3 -328 0 -15 -337 0 9 216 0 0 0 0 155 595
Percent of Open Interest Represented by Each Category of Trader
46.2 88.1 0.0 41.9 0.0 0.3 2.4 5.7 0.0 0.0 0.0 0.0 9.1 5.9
Number of Traders in Each Category Total Traders: 22
4 8 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 13,640
Positions
1,483 12,597 0 7,468 373 0 1,754 0 0 0 0 0 2,935 670
Changes from: January 24, 2023 Total Change is: -296
148 -741 0 -307 373 0 -201 0 0 0 0 0 64 72
Percent of Open Interest Represented by Each Category of Trader
10.9 92.4 0.0 54.8 2.7 0.0 12.9 0.0 0.0 0.0 0.0 0.0 21.5 4.9
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 24,082
Positions
6,091 16,190 0 14,069 5,479 0 1,042 1,021 0 0 0 0 2,880 1,392
Changes from: January 24, 2023 Total Change is: 1,340
-6 2,415 0 77 -1,005 0 204 201 0 0 0 0 1,065 -271
Percent of Open Interest Represented by Each Category of Trader
25.3 67.2 0.0 58.4 22.8 0.0 4.3 4.2 0.0 0.0 0.0 0.0 12.0 5.8
Number of Traders in Each Category Total Traders: 24
4 6 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 21,558
Positions
4,453 9,730 0 9,066 7,478 2,159 4,201 824 0 0 300 0 1,679 1,067
Changes from: January 24, 2023 Total Change is: 808
320 -1,680 0 -302 2,879 0 1,280 23 0 0 300 0 -490 -714
Percent of Open Interest Represented by Each Category of Trader
20.7 45.1 0.0 42.1 34.7 10.0 19.5 3.8 0.0 0.0 1.4 0.0 7.8 4.9
Number of Traders in Each Category Total Traders: 32
5 6 0 9 . . 6 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 191,975
Positions
0 4,231 0 30,224 4,915 1,433 96,072 58,760 14,060 0 8,709 0 50,186 99,867
Changes from: January 24, 2023 Total Change is: 15,934
0 1,977 0 -3,015 67 1,312 16,248 -348 -2,793 0 2,002 0 4,182 13,717
Percent of Open Interest Represented by Each Category of Trader
0.0 2.2 0.0 15.7 2.6 0.7 50.0 30.6 7.3 0.0 4.5 0.0 26.1 52.0
Number of Traders in Each Category Total Traders: 26
0 . 0 10 . 4 6 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 244,873
Positions
95,853 56,339 109,107 0 32,000 0 3,750 13,492 32,227 0 0 0 3,936 1,708
Changes from: January 24, 2023 Total Change is: -1,500
0 -1,000 1,250 0 0 0 0 1,000 -2,750 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
39.1 23.0 44.6 0.0 13.1 0.0 1.5 5.5 13.2 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 31, 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 42,576
Positions
8,201 5,575 184 23,168 25,943 2,765 1,348 3,574 133 0 0 0 6,777 4,402
Changes from: January 24, 2023 Total Change is: 215
-1,077 1,166 2 579 -2,970 464 417 1,167 47 0 0 0 -217 339
Percent of Open Interest Represented by Each Category of Trader
19.3 13.1 0.4 54.4 60.9 6.5 3.2 8.4 0.3 0.0 0.0 0.0 15.9 10.3
Number of Traders in Each Category Total Traders: 66
4 6 . 25 20 12 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 64,619
Positions
14,597 9,721 413 17,967 10,301 1,619 12,244 17,633 9,231 1,687 5,360 242 6,620 10,099
Changes from: January 24, 2023 Total Change is: 1,328
981 981 44 201 -121 -400 624 272 544 -190 -408 -38 -439 454
Percent of Open Interest Represented by Each Category of Trader
22.6 15.0 0.6 27.8 15.9 2.5 18.9 27.3 14.3 2.6 8.3 0.4 10.2 15.6
Number of Traders in Each Category Total Traders: 294
29 17 13 64 43 31 43 56 41 17 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 323,097
Positions
72,987 48,607 2,064 89,834 51,506 8,093 61,220 88,164 46,154 8,433 26,802 1,210 33,101 50,496
Changes from: January 24, 2023 Total Change is: 6,639
4,906 4,906 220 1,005 -605 -2,001 3,120 1,358 2,722 -948 -2,042 -190 -2,195 2,270
Percent of Open Interest Represented by Each Category of Trader
22.6 15.0 0.6 27.8 15.9 2.5 18.9 27.3 14.3 2.6 8.3 0.4 10.2 15.6
Number of Traders in Each Category Total Traders: 294
29 17 13 64 43 31 43 56 41 17 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 121,901
Positions
7,776 4,029 0 1,783 345 1,310 25,033 72,648 2,046 5,209 580 100 78,644 40,843
Changes from: January 24, 2023 Total Change is: 13,293
2,213 914 0 -256 102 -35 -1,968 10,945 192 67 152 10 13,070 1,013
Percent of Open Interest Represented by Each Category of Trader
6.4 3.3 0.0 1.5 0.3 1.1 20.5 59.6 1.7 4.3 0.5 0.1 64.5 33.5
Number of Traders in Each Category Total Traders: 38
. 5 0 4 . . 11 8 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 441,152
Positions
75,994 45,591 5,569 178,755 156,239 39,763 74,443 131,138 14,724 25,206 26,857 25 26,673 21,246
Changes from: January 24, 2023 Total Change is: 8,933
2,167 3,871 -368 1,106 -551 -136 2,363 7,829 2,086 1,970 -3,745 -2 -253 -51
Percent of Open Interest Represented by Each Category of Trader
17.2 10.3 1.3 40.5 35.4 9.0 16.9 29.7 3.3 5.7 6.1 0.0 6.0 4.8
Number of Traders in Each Category Total Traders: 326
25 16 4 86 65 43 47 62 32 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 18,744
Positions
2,951 17,272 0 11,296 646 0 2,536 596 0 0 0 0 1,961 230
Changes from: January 24, 2023 Total Change is: -379
1,567 -467 0 -2,542 -9 0 9 314 0 0 0 0 587 -217
Percent of Open Interest Represented by Each Category of Trader
15.7 92.1 0.0 60.3 3.4 0.0 13.5 3.2 0.0 0.0 0.0 0.0 10.5 1.2
Number of Traders in Each Category Total Traders: 22
. 4 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 14,330
Positions
425 2,458 0 9,390 2,208 13 437 3,762 0 1,433 2,877 11 2,621 3,001
Changes from: January 24, 2023 Total Change is: -207
0 -492 0 -567 267 -12 10 77 0 191 236 11 160 -294
Percent of Open Interest Represented by Each Category of Trader
3.0 17.2 0.0 65.5 15.4 0.1 3.0 26.3 0.0 10.0 20.1 0.1 18.3 20.9
Number of Traders in Each Category Total Traders: 26
. . 0 8 4 . . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 36,496
Positions
3,451 12,810 756 9,372 4,471 2,278 9,527 5,138 57 4,980 0 1 6,074 10,985
Changes from: January 24, 2023 Total Change is: 3,592
-540 589 125 668 104 125 1,931 497 12 1,474 0 0 -203 2,140
Percent of Open Interest Represented by Each Category of Trader
9.5 35.1 2.1 25.7 12.3 6.2 26.1 14.1 0.2 13.6 0.0 0.0 16.6 30.1
Number of Traders in Each Category Total Traders: 55
4 8 . 10 5 5 13 10 . 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 374,504
Positions
28,388 165,072 4,103 241,773 86,152 45,277 20,596 31,521 2,679 12,712 34,830 9 18,967 4,861
Changes from: January 24, 2023 Total Change is: -2,944
-3,100 5,596 -29 -2,829 -3,382 -3,628 -463 -3,157 798 -1,177 353 9 7,475 496
Percent of Open Interest Represented by Each Category of Trader
7.6 44.1 1.1 64.6 23.0 12.1 5.5 8.4 0.7 3.4 9.3 0.0 5.1 1.3
Number of Traders in Each Category Total Traders: 194
11 16 8 68 48 37 24 15 10 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,189,574
Positions
72,525 573,981 13,159 748,056 256,371 109,196 128,803 133,458 8,848 58,313 74,822 2,722 47,952 17,017
Changes from: January 24, 2023 Total Change is: 1,958
146 16,503 1,344 -4,854 6,819 -1,092 2,066 -17,750 1,561 -1,181 -10,141 -414 4,382 5,128
Percent of Open Interest Represented by Each Category of Trader
6.1 48.3 1.1 62.9 21.6 9.2 10.8 11.2 0.7 4.9 6.3 0.2 4.0 1.4
Number of Traders in Each Category Total Traders: 420
29 17 13 171 55 78 71 36 32 31 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 180,848
Positions
17,527 121,851 32,384 27,654 0 1,013 80,702 7,191 11,910 7,698 5,658 479 1,481 362
Changes from: January 24, 2023 Total Change is: 1,772
1,170 236 417 -791 0 0 1,179 2,256 -1,474 146 -7 24 1,101 320
Percent of Open Interest Represented by Each Category of Trader
9.7 67.4 17.9 15.3 0.0 0.6 44.6 4.0 6.6 4.3 3.1 0.3 0.8 0.2
Number of Traders in Each Category Total Traders: 94
9 23 13 15 0 . 28 6 7 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,328,775
Positions
24,803 117,792 27,309 703,532 261,450 164,028 57,262 447,022 77,242 89,702 73,441 2,883 182,016 157,608
Changes from: January 24, 2023 Total Change is: -47,695
1,926 -25,404 -2,954 -15,222 -8,159 -13,251 -2,667 6,965 -12,965 3,422 2,846 -138 -5,848 5,364
Percent of Open Interest Represented by Each Category of Trader
1.9 8.9 2.1 52.9 19.7 12.3 4.3 33.6 5.8 6.8 5.5 0.2 13.7 11.9
Number of Traders in Each Category Total Traders: 189
10 13 16 66 30 58 20 32 38 7 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,448,426
Positions
6,786 72,603 1,516 882,813 269,895 239,948 64,716 683,039 34,837 55,221 23,482 0 162,589 123,106
Changes from: January 24, 2023 Total Change is: 21,427
232 9,450 -503 21,090 4,261 5,892 -2,409 -7,821 -1,595 3,141 5,545 0 -4,420 6,198
Percent of Open Interest Represented by Each Category of Trader
0.5 5.0 0.1 60.9 18.6 16.6 4.5 47.2 2.4 3.8 1.6 0.0 11.2 8.5
Number of Traders in Each Category Total Traders: 163
. 12 . 76 25 56 13 24 14 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 2,459,866
Positions
59,665 258,176 30,724 1,280,708 473,168 324,163 307,596 948,833 88,281 166,277 158,562 1,914 200,538 176,044
Changes from: January 24, 2023 Total Change is: 18,489
6,343 -48,542 11,244 26,441 16,458 2,136 -46,745 23,020 6,746 20,423 17,363 544 -8,643 -10,479
Percent of Open Interest Represented by Each Category of Trader
2.4 10.5 1.2 52.1 19.2 13.2 12.5 38.6 3.6 6.8 6.4 0.1 8.2 7.2
Number of Traders in Each Category Total Traders: 382
20 33 13 119 57 92 42 61 40 27 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 4,764,313
Positions
113,171 306,168 189,108 2,100,554 1,016,278 860,084 341,778 1,142,464 533,727 227,877 241,897 35,771 362,243 438,817
Changes from: January 24, 2023 Total Change is: -202,229
962 10,004 -30,626 -58,796 44,255 -52,077 30,685 -22,848 -88,960 54,157 -18,071 -43,254 -14,321 -652
Percent of Open Interest Represented by Each Category of Trader
2.4 6.4 4.0 44.1 21.3 18.1 7.2 24.0 11.2 4.8 5.1 0.8 7.6 9.2
Number of Traders in Each Category Total Traders: 402
19 30 31 114 80 106 44 73 84 23 19 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,459,970
Positions
55,373 33,603 731 705,577 579,864 196,833 184,698 340,618 14,631 149,497 40,721 218 152,412 252,751
Changes from: January 24, 2023 Total Change is: -22,046
6,108 -1,253 -36 -8,820 -35,003 1,289 -12,016 6,592 -5,390 -475 5,024 218 -2,924 6,513
Percent of Open Interest Represented by Each Category of Trader
3.8 2.3 0.0 48.3 39.7 13.5 12.7 23.3 1.0 10.2 2.8 0.0 10.4 17.3
Number of Traders in Each Category Total Traders: 147
5 7 5 39 53 58 12 18 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 4,447,472
Positions
44,976 517,688 82,290 1,918,968 558,062 775,393 585,097 1,616,681 247,011 436,111 301,196 10,372 347,254 338,779
Changes from: January 24, 2023 Total Change is: -70,129
6,653 -36,952 -6,798 2,994 -56,350 -2,266 -37,141 97,930 -51,557 29,839 2,883 2,522 -14,376 -19,542
Percent of Open Interest Represented by Each Category of Trader
1.0 11.6 1.9 43.1 12.5 17.4 13.2 36.4 5.6 9.8 6.8 0.2 7.8 7.6
Number of Traders in Each Category Total Traders: 355
13 36 29 106 48 91 44 67 63 23 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,889,652
Positions
415,635 230,061 683,809 2,331 189,808 20,990 351,731 260,836 360,739 18,594 77,227 1,525 34,298 64,657
Changes from: January 24, 2023 Total Change is: 91,011
39,995 7,891 27,608 -647 -5,459 5,147 8,241 20,682 1,491 6,610 26,743 41 2,525 6,867
Percent of Open Interest Represented by Each Category of Trader
22.0 12.2 36.2 0.1 10.0 1.1 18.6 13.8 19.1 1.0 4.1 0.1 1.8 3.4
Number of Traders in Each Category Total Traders: 142
28 33 59 . 5 . 29 28 45 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 8,188,770
Positions
2,040,062 1,249,866 1,491,777 278,069 55,464 225,624 535,667 1,236,174 3,195,141 17,412 132,267 91,451 313,567 511,006
Changes from: January 24, 2023 Total Change is: -180,260
20,755 -7,417 -22,978 -74,695 -3,118 -23,055 10,002 -34,394 -82,071 2,086 1,520 -2,809 -7,495 -5,939
Percent of Open Interest Represented by Each Category of Trader
24.9 15.3 18.2 3.4 0.7 2.8 6.5 15.1 39.0 0.2 1.6 1.1 3.8 6.2
Number of Traders in Each Category Total Traders: 154
24 23 43 10 . 12 31 41 60 6 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 is17,744,622
Positions
2,742,324 3,138,427 2,008,131 684,817 397,862 1,016,071 1,337,941 1,109,284 9,611,153 85,841 197,428 231,578 26,767 34,689
Changes from: January 24, 2023 Total Change is: 817,217
19,060 -95,687 39,023 15,190 12,928 45,036 38,768 79,725 712,214 -18,523 50,788 -43,740 10,191 16,931
Percent of Open Interest Represented by Each Category of Trader
15.5 17.7 11.3 3.9 2.2 5.7 7.5 6.3 54.2 0.5 1.1 1.3 0.2 0.2
Number of Traders in Each Category Total Traders: 720
58 95 125 22 53 53 92 136 187 88 115 135
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 767,639
Positions
94,334 174,963 284,297 39,652 3,600 8,013 184,739 121,535 155,895 139 18,661 392 178 283
Changes from: January 24, 2023 Total Change is: 32,417
-17,595 10,816 19,927 -3,353 541 557 18,691 -14,400 14,507 -33 760 -229 -55 -62
Percent of Open Interest Represented by Each Category of Trader
12.3 22.8 37.0 5.2 0.5 1.0 24.1 15.8 20.3 0.0 2.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 169
26 50 53 . . . 30 40 44 4 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 19,060
Positions
292 5,905 273 8,267 58 683 5,639 7,278 1,114 797 2,635 335 1,660 779
Changes from: January 24, 2023 Total Change is: -381
-12 1,429 -15 490 -5 -116 57 -210 -848 -18 -399 -6 87 -211
Percent of Open Interest Represented by Each Category of Trader
1.5 31.0 1.4 43.4 0.3 3.6 29.6 38.2 5.8 4.2 13.8 1.8 8.7 4.1
Number of Traders in Each Category Total Traders: 120
. 10 . 12 . 5 29 36 14 14 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 11,965
Positions
310 1,212 0 480 23 13 1,261 3,160 5,578 1,741 732 36 2,546 1,211
Changes from: January 24, 2023 Total Change is: 2,712
25 -1,274 -19 148 -57 -1 -1,412 26 4,752 -503 -459 34 -311 -290
Percent of Open Interest Represented by Each Category of Trader
2.6 10.1 0.0 4.0 0.2 0.1 10.5 26.4 46.6 14.6 6.1 0.3 21.3 10.1
Number of Traders in Each Category Total Traders: 82
. . 0 . . . 11 11 7 32 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 4,678
Positions
158 777 174 278 154 25 2,036 2,217 472 510 383 50 974 425
Changes from: January 24, 2023 Total Change is: -714
0 18 46 -169 52 -15 -417 287 -53 -70 -824 -2 -33 -222
Percent of Open Interest Represented by Each Category of Trader
3.4 16.6 3.7 5.9 3.3 0.5 43.5 47.4 10.1 10.9 8.2 1.1 20.8 9.1
Number of Traders in Each Category Total Traders: 80
. 7 4 5 . . 20 20 9 11 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 19,706
Positions
149 554 0 1,241 0 0 4,155 14,403 2,240 11,156 2,139 17 749 353
Changes from: January 24, 2023 Total Change is: -6,135
-105 -2,795 -121 284 -556 0 -3,996 1,211 -1,332 -488 -2,522 -2 -375 -19
Percent of Open Interest Represented by Each Category of Trader
0.8 2.8 0.0 6.3 0.0 0.0 21.1 73.1 11.4 56.6 10.9 0.1 3.8 1.8
Number of Traders in Each Category Total Traders: 93
. . 0 . 0 0 7 7 4 59 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 38,196
Positions
57 12,788 0 15,503 3,859 1,110 10,256 15,363 551 4,363 1,433 14 6,343 3,078
Changes from: January 24, 2023 Total Change is: -3,096
-90 0 0 118 1,002 46 -2,974 -4,560 157 -1,046 60 -3 696 202
Percent of Open Interest Represented by Each Category of Trader
0.1 33.5 0.0 40.6 10.1 2.9 26.9 40.2 1.4 11.4 3.8 0.0 16.6 8.1
Number of Traders in Each Category Total Traders: 94
. . 0 9 9 4 21 22 5 22 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 310,475
Positions
37,928 15,723 16,325 90,892 92,714 36,565 54,134 73,511 33,095 6,180 4,397 10,926 24,430 27,219
Changes from: January 24, 2023 Total Change is: 14,650
-1,207 -246 5,948 5,732 9,216 -4,618 4,521 2,320 423 -1,148 -1,071 397 4,602 2,281
Percent of Open Interest Represented by Each Category of Trader
12.2 5.1 5.3 29.3 29.9 11.8 17.4 23.7 10.7 2.0 1.4 3.5 7.9 8.8
Number of Traders in Each Category Total Traders: 192
19 8 17 26 33 27 34 42 44 15 7 13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 74,486
Positions
45,069 45,068 0 27,563 1,062 832 460 26,174 0 286 1,272 0 276 78
Changes from: January 24, 2023 Total Change is: 2,441
2,620 0 0 48 0 0 -195 2,505 0 -35 -59 0 3 -5
Percent of Open Interest Represented by Each Category of Trader
60.5 60.5 0.0 37.0 1.4 1.1 0.6 35.1 0.0 0.4 1.7 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 51
4 4 0 14 . . 6 11 0 5 4 0
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Updated February 24, 2023