Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 163,364
Positions
53,988 3,743 2,432 22,327 61,995 6,358 13,182 33,121 14,623 12,652 2,408 488 37,313 38,195
Changes from: February 14, 2023 Total Change is: 2,112
353 309 286 -1,739 -4,810 -114 -867 2,767 642 1,631 -203 76 1,845 3,160
Percent of Open Interest Represented by Each Category of Trader
33.0 2.3 1.5 13.7 37.9 3.9 8.1 20.3 9.0 7.7 1.5 0.3 22.8 23.4
Number of Traders in Each Category Total Traders: 108
11 . 6 7 26 11 14 31 16 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 42,961
Positions
14,316 1,395 1,247 3,723 10,114 475 9,405 11,940 2,553 1,980 437 0 9,262 14,800
Changes from: February 14, 2023 Total Change is: 1,427
458 -28 28 -74 1,051 -458 3,014 771 -494 -202 437 0 -846 119
Percent of Open Interest Represented by Each Category of Trader
33.3 3.2 2.9 8.7 23.5 1.1 21.9 27.8 5.9 4.6 1.0 0.0 21.6 34.5
Number of Traders in Each Category Total Traders: 45
4 . 6 . 7 . 12 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 250,717
Positions
75,896 25,281 13,510 29,933 83,609 6,679 65,122 44,291 35,792 2,248 3,477 197 21,340 37,882
Changes from: February 14, 2023 Total Change is: 10,545
5,883 -2,577 1,369 -264 4,792 -103 708 2,011 3,728 79 0 -213 -642 1,537
Percent of Open Interest Represented by Each Category of Trader
30.3 10.1 5.4 11.9 33.3 2.7 26.0 17.7 14.3 0.9 1.4 0.1 8.5 15.1
Number of Traders in Each Category Total Traders: 128
9 4 7 11 40 18 27 29 22 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 217,802
Positions
36,627 14,354 22,029 76,307 67,955 6,448 23,422 41,920 26,043 1,011 1,712 2 25,914 37,339
Changes from: February 14, 2023 Total Change is: 14,678
3,419 -16,444 15 -158 18,306 695 5,580 1,380 9,025 -391 89 1 -3,507 1,611
Percent of Open Interest Represented by Each Category of Trader
16.8 6.6 10.1 35.0 31.2 3.0 10.8 19.2 12.0 0.5 0.8 0.0 11.9 17.1
Number of Traders in Each Category Total Traders: 128
9 11 7 22 25 20 17 35 21 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 907,115
Positions
44,046 571,952 20,107 519,840 75,541 28,672 68,197 55,575 88,115 37,940 16,297 5,274 94,926 45,583
Changes from: February 14, 2023 Total Change is: -5,829
2,933 -3,421 -2,435 -4,030 2,719 -919 -2,893 -2,866 2,861 -539 1,346 -314 -493 -2,800
Percent of Open Interest Represented by Each Category of Trader
4.9 63.1 2.2 57.3 8.3 3.2 7.5 6.1 9.7 4.2 1.8 0.6 10.5 5.0
Number of Traders in Each Category Total Traders: 318
15 16 12 120 23 49 51 43 37 33 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 34,071
Positions
400 11,110 58 15,383 1,226 3,525 870 15,385 25 0 0 0 13,810 2,742
Changes from: February 14, 2023 Total Change is: 1,269
400 -3 -2 113 99 165 441 1,011 11 0 -544 0 141 532
Percent of Open Interest Represented by Each Category of Trader
1.2 32.6 0.2 45.1 3.6 10.3 2.6 45.2 0.1 0.0 0.0 0.0 40.5 8.0
Number of Traders in Each Category Total Traders: 29
. . . 17 . 6 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 135,901
Positions
20,644 12,700 509 51,844 61,152 1,773 21,598 23,218 13,564 2,704 0 0 23,266 22,986
Changes from: February 14, 2023 Total Change is: -1,366
-296 -1,385 58 -5,893 -303 -332 6,484 -3,266 935 -121 0 0 -2,201 2,926
Percent of Open Interest Represented by Each Category of Trader
15.2 9.3 0.4 38.1 45.0 1.3 15.9 17.1 10.0 2.0 0.0 0.0 17.1 16.9
Number of Traders in Each Category Total Traders: 80
4 5 . 19 10 9 20 19 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 278,539
Positions
562 199,162 908 153,626 9,434 633 101,459 35,498 3,843 8,779 25,745 20 8,709 3,296
Changes from: February 14, 2023 Total Change is: -1,631
-119 3,290 11 6,635 -390 120 -8,966 -4,770 194 693 -330 2 -201 242
Percent of Open Interest Represented by Each Category of Trader
0.2 71.5 0.3 55.2 3.4 0.2 36.4 12.7 1.4 3.2 9.2 0.0 3.1 1.2
Number of Traders in Each Category Total Traders: 173
. 12 . 29 9 . 71 25 15 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 47,247
Positions
193 34,905 384 30,122 1,259 0 11,066 6,213 750 999 1,585 0 3,733 2,151
Changes from: February 14, 2023 Total Change is: -193
0 50 -12 -1,314 0 0 -75 -1,130 750 99 -13 0 359 162
Percent of Open Interest Represented by Each Category of Trader
0.4 73.9 0.8 63.8 2.7 0.0 23.4 13.2 1.6 2.1 3.4 0.0 7.9 4.6
Number of Traders in Each Category Total Traders: 63
. 6 . 16 4 0 17 7 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 29,898
Positions
4,484 5,773 215 7,379 8,675 239 11,651 9,576 1,160 720 446 14 4,036 3,800
Changes from: February 14, 2023 Total Change is: -487
698 -911 203 -709 221 -66 298 485 27 545 10 0 -1,483 -456
Percent of Open Interest Represented by Each Category of Trader
15.0 19.3 0.7 24.7 29.0 0.8 39.0 32.0 3.9 2.4 1.5 0.0 13.5 12.7
Number of Traders in Each Category Total Traders: 83
8 4 . 14 15 5 18 17 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 14,953
Positions
4,234 1,729 136 499 10,129 0 8,311 1,097 3 0 277 0 1,770 1,582
Changes from: February 14, 2023 Total Change is: 4,097
451 -270 18 1 3,827 0 3,668 203 3 0 25 0 -44 291
Percent of Open Interest Represented by Each Category of Trader
28.3 11.6 0.9 3.3 67.7 0.0 55.6 7.3 0.0 0.0 1.9 0.0 11.8 10.6
Number of Traders in Each Category Total Traders: 32
4 . . . 6 0 7 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 45,710
Positions
12,963 9,039 837 8,345 7,445 393 13,504 9,066 2,190 487 9,067 0 6,992 7,673
Changes from: February 14, 2023 Total Change is: 1,926
710 -1,468 119 -952 2,700 -29 1,203 1,237 229 44 -435 0 601 -428
Percent of Open Interest Represented by Each Category of Trader
28.4 19.8 1.8 18.3 16.3 0.9 29.5 19.8 4.8 1.1 19.8 0.0 15.3 16.8
Number of Traders in Each Category Total Traders: 91
12 10 5 16 9 . 16 22 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 91,420
Positions
25,927 18,078 1,674 16,689 14,890 786 27,007 18,132 4,380 973 18,133 0 13,984 15,347
Changes from: February 14, 2023 Total Change is: 3,852
1,419 -2,936 239 -1,903 5,399 -57 2,406 2,474 458 87 -870 0 1,203 -855
Percent of Open Interest Represented by Each Category of Trader
28.4 19.8 1.8 18.3 16.3 0.9 29.5 19.8 4.8 1.1 19.8 0.0 15.3 16.8
Number of Traders in Each Category Total Traders: 91
12 10 5 16 9 . 16 22 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 44,575
Positions
17,319 37,871 0 19,455 753 1,633 3,712 3,429 0 0 0 0 2,456 889
Changes from: February 14, 2023 Total Change is: -74
-1,165 112 0 1,398 -11 -7 -45 -215 0 0 0 0 -255 47
Percent of Open Interest Represented by Each Category of Trader
38.9 85.0 0.0 43.6 1.7 3.7 8.3 7.7 0.0 0.0 0.0 0.0 5.5 2.0
Number of Traders in Each Category Total Traders: 32
5 5 0 15 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 22,517
Positions
750 228 0 271 0 0 7,280 6,914 127 465 3,162 100 13,524 11,986
Changes from: February 14, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.3 1.0 0.0 1.2 0.0 0.0 32.3 30.7 0.6 2.1 14.0 0.4 60.1 53.2
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 5 5 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 615,295
Positions
57,905 76,215 22,007 190,131 83,509 51,552 26,758 94,082 184,185 18,449 35,573 3,792 60,516 64,379
Changes from: February 14, 2023 Total Change is: -18,410
-589 -71 -896 1,053 4,503 -863 5,984 -3,576 -22,740 -1,009 4,854 323 327 56
Percent of Open Interest Represented by Each Category of Trader
9.4 12.4 3.6 30.9 13.6 8.4 4.3 15.3 29.9 3.0 5.8 0.6 9.8 10.5
Number of Traders in Each Category Total Traders: 571
31 30 41 144 100 126 66 119 120 48 31 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 15,770
Positions
9,577 7,707 13 3,380 4,465 0 1,113 1,482 0 0 0 0 1,687 2,103
Changes from: February 14, 2023 Total Change is: 679
-36 403 0 1,017 -479 0 0 594 0 0 0 0 -302 161
Percent of Open Interest Represented by Each Category of Trader
60.7 48.9 0.1 21.4 28.3 0.0 7.1 9.4 0.0 0.0 0.0 0.0 10.7 13.3
Number of Traders in Each Category Total Traders: 22
4 5 . . 5 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,292
Positions
4,652 21,968 0 13,142 695 0 3,210 899 0 0 0 0 4,288 1,730
Changes from: February 14, 2023 Total Change is: -18
-108 15 0 465 0 0 -102 -369 0 0 0 0 -273 336
Percent of Open Interest Represented by Each Category of Trader
18.4 86.9 0.0 52.0 2.7 0.0 12.7 3.6 0.0 0.0 0.0 0.0 17.0 6.8
Number of Traders in Each Category Total Traders: 28
. 5 0 12 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 3,076,473
Positions
289,524 381,074 110,034 950,657 417,547 257,761 133,790 470,410 920,924 92,244 177,866 18,960 302,580 321,897
Changes from: February 14, 2023 Total Change is: -92,051
-2,945 -356 -4,478 5,263 22,516 -4,315 29,922 -17,879 -113,700 -5,047 24,268 1,615 1,634 278
Percent of Open Interest Represented by Each Category of Trader
9.4 12.4 3.6 30.9 13.6 8.4 4.3 15.3 29.9 3.0 5.8 0.6 9.8 10.5
Number of Traders in Each Category Total Traders: 571
31 30 41 144 100 126 66 119 120 48 31 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 38,104
Positions
15,517 35,333 0 19,304 0 177 368 1,744 0 0 0 0 2,738 850
Changes from: February 14, 2023 Total Change is: 416
272 656 0 178 0 -83 -26 -239 0 0 0 0 75 82
Percent of Open Interest Represented by Each Category of Trader
40.7 92.7 0.0 50.7 0.0 0.5 1.0 4.6 0.0 0.0 0.0 0.0 7.2 2.2
Number of Traders in Each Category Total Traders: 27
4 11 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 14,488
Positions
1,483 13,277 0 8,261 0 0 1,948 257 10 0 0 0 2,786 944
Changes from: February 14, 2023 Total Change is: 640
0 1,518 0 502 -752 0 -16 -2 -1 0 0 0 155 -123
Percent of Open Interest Represented by Each Category of Trader
10.2 91.6 0.0 57.0 0.0 0.0 13.4 1.8 0.1 0.0 0.0 0.0 19.2 6.5
Number of Traders in Each Category Total Traders: 23
. 9 0 6 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 22,239
Positions
7,094 16,108 0 12,786 3,613 0 569 935 0 0 0 0 1,790 1,583
Changes from: February 14, 2023 Total Change is: -113
201 -496 0 -65 375 0 0 204 0 0 0 0 -249 -196
Percent of Open Interest Represented by Each Category of Trader
31.9 72.4 0.0 57.5 16.2 0.0 2.6 4.2 0.0 0.0 0.0 0.0 8.0 7.1
Number of Traders in Each Category Total Traders: 23
7 5 0 . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 20,244
Positions
9,887 2,894 0 3,462 12,112 2,234 3,141 1,262 0 0 0 0 1,520 1,742
Changes from: February 14, 2023 Total Change is: 98
-301 -140 0 604 197 75 -227 -17 0 0 -300 0 -53 283
Percent of Open Interest Represented by Each Category of Trader
48.8 14.3 0.0 17.1 59.8 11.0 15.5 6.2 0.0 0.0 0.0 0.0 7.5 8.6
Number of Traders in Each Category Total Traders: 28
8 4 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 209,552
Positions
8,117 5,195 0 28,935 4,517 1,483 85,183 91,451 13,536 0 15,287 0 72,298 78,083
Changes from: February 14, 2023 Total Change is: 8,218
8,117 -1,258 0 775 -37 49 -24,252 18,039 4,750 -1,220 1,703 0 19,999 -15,028
Percent of Open Interest Represented by Each Category of Trader
3.9 2.5 0.0 13.8 2.2 0.7 40.7 43.6 6.5 0.0 7.3 0.0 34.5 37.3
Number of Traders in Each Category Total Traders: 31
. . 0 10 . . 8 8 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 268,107
Positions
98,919 70,339 122,391 0 32,000 0 3,750 11,692 28,727 9,666 0 0 4,654 2,958
Changes from: February 14, 2023 Total Change is: 15,434
-2,184 5,000 12,184 0 0 0 -1,340 610 -3,160 9,666 0 0 268 800
Percent of Open Interest Represented by Each Category of Trader
36.9 26.2 45.7 0.0 11.9 0.0 1.4 4.4 10.7 3.6 0.0 0.0 1.7 1.1
Number of Traders in Each Category Total Traders: 24
11 4 12 0 . 0 . . 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 44,700
Positions
7,210 10,389 184 25,752 25,080 2,274 1,724 2,441 3 0 0 0 7,553 4,329
Changes from: February 14, 2023 Total Change is: -69
-117 851 -11 1,108 136 -413 -642 -353 0 0 -495 0 6 216
Percent of Open Interest Represented by Each Category of Trader
16.1 23.2 0.4 57.6 56.1 5.1 3.9 5.5 0.0 0.0 0.0 0.0 16.9 9.7
Number of Traders in Each Category Total Traders: 64
4 8 . 27 17 12 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 63,085
Positions
15,064 8,213 428 15,734 8,516 2,202 11,172 17,963 9,128 1,453 4,312 302 7,603 12,021
Changes from: February 14, 2023 Total Change is: -3,247
-529 -318 -106 -1,201 1,034 453 -320 -2,400 -1,640 33 -271 -47 111 48
Percent of Open Interest Represented by Each Category of Trader
23.9 13.0 0.7 24.9 13.5 3.5 17.7 28.5 14.5 2.3 6.8 0.5 12.1 19.1
Number of Traders in Each Category Total Traders: 308
31 15 12 62 42 38 35 73 46 21 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 315,427
Positions
75,318 41,067 2,140 78,670 42,581 11,012 55,858 89,814 45,640 7,265 21,558 1,511 38,013 60,105
Changes from: February 14, 2023 Total Change is: -16,237
-2,646 -1,592 -531 -6,007 5,169 2,263 -1,601 -11,998 -8,202 164 -1,354 -233 557 242
Percent of Open Interest Represented by Each Category of Trader
23.9 13.0 0.7 24.9 13.5 3.5 17.7 28.5 14.5 2.3 6.8 0.5 12.1 19.1
Number of Traders in Each Category Total Traders: 308
31 15 12 62 42 38 35 73 46 21 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 178,867
Positions
14,784 8,087 0 2,416 1,544 1,277 29,449 128,813 3,409 760 1,702 9 126,763 34,027
Changes from: February 14, 2023 Total Change is: 25,580
6,166 1,130 0 -44 420 85 -1,501 32,421 406 70 168 9 20,389 -9,059
Percent of Open Interest Represented by Each Category of Trader
8.3 4.5 0.0 1.4 0.9 0.7 16.5 72.0 1.9 0.4 1.0 0.0 70.9 19.0
Number of Traders in Each Category Total Traders: 39
. 6 0 6 . . 8 8 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 444,548
Positions
71,125 51,012 4,210 183,817 159,467 38,912 69,333 120,878 18,469 32,295 30,879 43 26,342 20,676
Changes from: February 14, 2023 Total Change is: -1,930
-4,307 -1,210 361 -4,303 4,862 982 -77 -8,921 487 6,045 1,192 17 -1,136 299
Percent of Open Interest Represented by Each Category of Trader
16.0 11.5 0.9 41.3 35.9 8.8 15.6 27.2 4.2 7.3 6.9 0.0 5.9 4.7
Number of Traders in Each Category Total Traders: 322
26 16 6 86 64 46 42 64 31 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 18,257
Positions
6,027 16,484 0 8,510 612 0 2,529 596 0 0 0 0 1,191 565
Changes from: February 14, 2023 Total Change is: 106
3,076 10 0 -2,849 0 0 0 0 0 0 0 0 -121 96
Percent of Open Interest Represented by Each Category of Trader
33.0 90.3 0.0 46.6 3.4 0.0 13.9 3.3 0.0 0.0 0.0 0.0 6.5 3.1
Number of Traders in Each Category Total Traders: 25
. 4 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 12,849
Positions
1,202 2,035 0 5,871 2,203 8 1,218 2,173 0 1,214 3,292 8 3,328 3,130
Changes from: February 14, 2023 Total Change is: 131
-63 144 0 -325 0 0 233 16 0 89 97 -3 200 -123
Percent of Open Interest Represented by Each Category of Trader
9.4 15.8 0.0 45.7 17.1 0.1 9.5 16.9 0.0 9.4 25.6 0.1 25.9 24.4
Number of Traders in Each Category Total Traders: 25
. . 0 6 4 . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 41,957
Positions
3,551 13,685 674 12,762 3,299 1,928 11,118 4,456 40 6,445 0 2 5,437 17,873
Changes from: February 14, 2023 Total Change is: -444
241 -308 -116 981 -338 4 -141 -373 -2 -497 0 0 -914 689
Percent of Open Interest Represented by Each Category of Trader
8.5 32.6 1.6 30.4 7.9 4.6 26.5 10.6 0.1 15.4 0.0 0.0 13.0 42.6
Number of Traders in Each Category Total Traders: 55
6 9 . 9 6 6 12 9 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 396,887
Positions
29,023 199,031 3,700 265,703 79,309 40,805 25,790 23,126 1,691 17,889 43,447 0 12,286 5,778
Changes from: February 14, 2023 Total Change is: 9,689
1,184 12,533 -323 8,308 3,613 -2,031 1,653 -4,279 -599 1,708 -493 0 -211 1,268
Percent of Open Interest Represented by Each Category of Trader
7.3 50.1 0.9 66.9 20.0 10.3 6.5 5.8 0.4 4.5 10.9 0.0 3.1 1.5
Number of Traders in Each Category Total Traders: 190
11 16 4 66 47 32 20 15 9 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 1,184,761
Positions
79,221 616,855 13,613 757,886 245,572 116,811 115,988 115,243 8,540 46,595 49,925 2,643 43,464 15,559
Changes from: February 14, 2023 Total Change is: -9,795
-450 9,081 -729 -14,532 -5,460 6,792 4,158 -14,361 2,614 -148 3,770 -34 -7,466 -11,468
Percent of Open Interest Represented by Each Category of Trader
6.7 52.1 1.1 64.0 20.7 9.9 9.8 9.7 0.7 3.9 4.2 0.2 3.7 1.3
Number of Traders in Each Category Total Traders: 413
30 17 13 170 60 78 64 34 33 27 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 179,986
Positions
19,299 118,329 33,302 30,943 0 2,413 72,247 4,656 15,475 5,821 5,616 140 346 55
Changes from: February 14, 2023 Total Change is: 1,164
2,094 44 87 1,976 0 1,185 -2,024 -46 249 -1,982 -39 -318 -103 2
Percent of Open Interest Represented by Each Category of Trader
10.7 65.7 18.5 17.2 0.0 1.3 40.1 2.6 8.6 3.2 3.1 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 93
9 23 14 16 0 . 29 5 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 1,505,447
Positions
25,526 105,823 52,393 687,354 268,427 176,211 57,346 442,296 193,633 82,388 68,438 9,421 221,175 188,804
Changes from: February 14, 2023 Total Change is: 125,357
-1,163 3,030 9,887 -17,544 2,560 15,852 8,241 -10,545 70,656 -4,673 2,147 4,122 39,978 27,647
Percent of Open Interest Represented by Each Category of Trader
1.7 7.0 3.5 45.7 17.8 11.7 3.8 29.4 12.9 5.5 4.5 0.6 14.7 12.5
Number of Traders in Each Category Total Traders: 195
6 17 16 62 32 59 20 40 45 8 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 1,502,688
Positions
6,650 85,547 1,727 897,360 242,827 272,611 57,030 701,970 33,967 52,291 22,352 171 180,882 141,516
Changes from: February 14, 2023 Total Change is: 23,360
1,693 -2,274 545 -9,034 -5,951 35,229 423 -12,642 -12,567 -4,868 1,651 171 11,769 19,198
Percent of Open Interest Represented by Each Category of Trader
0.4 5.7 0.1 59.7 16.2 18.1 3.8 46.7 2.3 3.5 1.5 0.0 12.0 9.4
Number of Traders in Each Category Total Traders: 163
. 10 . 77 24 60 15 23 20 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 2,942,369
Positions
66,287 258,742 61,429 1,372,769 554,290 305,500 490,485 1,188,371 146,699 162,011 125,895 10,345 326,845 291,099
Changes from: February 14, 2023 Total Change is: 168,133
-975 9,568 13,357 -5,300 -23,741 7,789 31,950 904 30,700 -18,561 13,001 7,833 101,341 108,722
Percent of Open Interest Represented by Each Category of Trader
2.3 8.8 2.1 46.7 18.8 10.4 16.7 40.4 5.0 5.5 4.3 0.4 11.1 9.9
Number of Traders in Each Category Total Traders: 393
24 35 18 130 45 93 43 63 42 29 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 5,425,669
Positions
118,195 253,148 298,575 2,080,764 1,134,292 897,101 322,363 1,149,471 861,588 335,226 229,140 61,589 450,268 540,765
Changes from: February 14, 2023 Total Change is: 233,514
-6,267 4,693 49,245 -31,399 36,835 76,085 19,519 -104,317 95,638 -38,155 15,885 4,898 63,949 54,553
Percent of Open Interest Represented by Each Category of Trader
2.2 4.7 5.5 38.4 20.9 16.5 5.9 21.2 15.9 6.2 4.2 1.1 8.3 10.0
Number of Traders in Each Category Total Traders: 439
24 29 40 116 83 119 50 88 94 28 21 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 1,572,877
Positions
55,783 55,218 4,339 714,834 611,986 228,988 169,239 304,155 33,542 154,985 46,084 3,662 207,505 284,903
Changes from: February 14, 2023 Total Change is: 83,792
1,086 11,949 3,016 13,162 8,947 10,588 -11,919 2,871 11,315 7,710 9,831 3,593 45,241 21,682
Percent of Open Interest Represented by Each Category of Trader
3.5 3.5 0.3 45.4 38.9 14.6 10.8 19.3 2.1 9.9 2.9 0.2 13.2 18.1
Number of Traders in Each Category Total Traders: 151
4 12 7 37 54 57 12 18 20 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 5,260
Positions
0 0 0 0 0 0 0 788 2,749 1,342 886 0 1,169 837
Changes from: February 14, 2023 Total Change is: -541
0 0 0 0 0 0 -236 -1,015 -186 -141 598 0 22 62
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 15.0 52.3 25.5 16.8 0.0 22.2 15.9
Number of Traders in Each Category Total Traders: 30
0 0 0 0 0 0 0 4 . 8 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 4,869,482
Positions
65,251 440,227 142,569 1,972,299 724,823 814,400 514,594 1,531,522 460,897 453,642 275,758 30,730 415,101 448,556
Changes from: February 14, 2023 Total Change is: 129,180
17,063 -7,031 15,587 -6,534 -9,684 77,955 -45,914 -27,215 2,747 -19,557 -15,184 11,296 76,538 80,709
Percent of Open Interest Represented by Each Category of Trader
1.3 9.0 2.9 40.5 14.9 16.7 10.6 31.5 9.5 9.3 5.7 0.6 8.5 9.2
Number of Traders in Each Category Total Traders: 365
13 38 33 108 48 97 38 78 71 23 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 1,810,074
Positions
309,439 225,802 634,412 9,150 116,133 11,342 409,802 338,676 361,870 13,640 46,475 23,494 36,925 51,870
Changes from: February 14, 2023 Total Change is: 127,125
-60,894 49,866 23,824 0 -3,947 1,768 166,027 57,711 -7,301 358 278 464 2,879 4,462
Percent of Open Interest Represented by Each Category of Trader
17.1 12.5 35.0 0.5 6.4 0.6 22.6 18.7 20.0 0.8 2.6 1.3 2.0 2.9
Number of Traders in Each Category Total Traders: 148
25 37 59 5 4 . 24 41 51 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 7,814,630
Positions
2,037,932 1,246,101 1,397,263 213,187 55,315 179,148 608,456 1,236,382 2,965,853 35,192 106,083 89,787 287,813 538,699
Changes from: February 14, 2023 Total Change is: -43,120
3,429 8,366 2,786 -9,121 585 -17,169 11,533 6,110 -28,643 8,377 401 3,783 -18,095 -19,339
Percent of Open Interest Represented by Each Category of Trader
26.1 15.9 17.9 2.7 0.7 2.3 7.8 15.8 38.0 0.5 1.4 1.1 3.7 6.9
Number of Traders in Each Category Total Traders: 146
24 21 43 10 . 11 33 34 60 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 is22,192,199
Positions
3,033,873 3,033,646 2,699,115 363,856 580,541 728,590 1,711,960 1,453,653 13,187,823 142,145 185,203 275,223 49,614 48,405
Changes from: February 14, 2023 Total Change is: 925,673
130,338 -10,008 133,607 -28,779 14,790 -3,327 -55,815 45,746 719,885 -7,699 -8,081 42,999 -5,535 -9,939
Percent of Open Interest Represented by Each Category of Trader
13.7 13.7 12.2 1.6 2.6 3.3 7.7 6.6 59.4 0.6 0.8 1.2 0.2 0.2
Number of Traders in Each Category Total Traders: 757
62 89 127 27 55 55 86 146 187 111 113 145
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 715,467
Positions
170,126 199,696 213,399 100 5,044 21,770 183,810 140,477 124,891 518 9,034 417 436 739
Changes from: February 14, 2023 Total Change is: 55,130
25,276 1,433 2,655 -2,018 903 2,696 13,305 34,391 13,132 247 -138 38 -201 20
Percent of Open Interest Represented by Each Category of Trader
23.8 27.9 29.8 0.0 0.7 3.0 25.7 19.6 17.5 0.1 1.3 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 166
29 46 49 . . . 29 41 45 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 18,577
Positions
348 5,488 433 7,489 70 1,022 4,649 6,489 1,708 751 1,591 731 1,447 1,047
Changes from: February 14, 2023 Total Change is: 1,762
-8 53 68 133 -2 275 441 154 373 -116 225 451 143 165
Percent of Open Interest Represented by Each Category of Trader
1.9 29.5 2.3 40.3 0.4 5.5 25.0 34.9 9.2 4.0 8.6 3.9 7.8 5.6
Number of Traders in Each Category Total Traders: 123
4 9 5 13 . 5 34 36 18 14 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 15,264
Positions
353 2,426 0 471 24 2 6,414 7,147 2,972 2,412 1,010 33 2,607 1,650
Changes from: February 14, 2023 Total Change is: 1,796
-83 1,921 -71 -23 -5 -21 314 -1,448 665 446 254 8 562 493
Percent of Open Interest Represented by Each Category of Trader
2.3 15.9 0.0 3.1 0.2 0.0 42.0 46.8 19.5 15.8 6.6 0.2 17.1 10.8
Number of Traders in Each Category Total Traders: 92
. . 0 . . . 16 12 10 34 20 4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,093
Positions
141 356 156 851 102 75 1,690 2,515 749 406 516 26 999 598
Changes from: February 14, 2023 Total Change is: 308
-26 -31 38 297 -44 -44 72 59 178 -355 95 26 122 31
Percent of Open Interest Represented by Each Category of Trader
2.8 7.0 3.1 16.7 2.0 1.5 33.2 49.4 14.7 8.0 10.1 0.5 19.6 11.7
Number of Traders in Each Category Total Traders: 72
. 5 . 6 . . 18 23 15 7 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 24,257
Positions
296 5,642 0 1,154 166 0 4,553 7,447 7,570 9,517 2,711 295 872 426
Changes from: February 14, 2023 Total Change is: 936
296 934 0 124 -246 0 -1,207 -1,218 1,442 27 -276 225 29 76
Percent of Open Interest Represented by Each Category of Trader
1.2 23.3 0.0 4.8 0.7 0.0 18.8 30.7 31.2 39.2 11.2 1.2 3.6 1.8
Number of Traders in Each Category Total Traders: 103
. . 0 . . 0 11 7 7 59 19 5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 36,078
Positions
77 12,758 0 14,206 2,273 1,008 8,237 15,501 863 4,716 1,161 120 6,850 2,394
Changes from: February 14, 2023 Total Change is: 3,073
-230 0 0 541 -1,524 62 1,190 4,064 204 1,028 263 104 174 -101
Percent of Open Interest Represented by Each Category of Trader
0.2 35.4 0.0 39.4 6.3 2.8 22.8 43.0 2.4 13.1 3.2 0.3 19.0 6.6
Number of Traders in Each Category Total Traders: 91
. . 0 8 9 4 23 19 8 23 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 333,082
Positions
38,069 15,431 16,836 91,903 68,108 44,523 48,262 83,512 52,055 5,192 10,075 12,837 23,405 29,705
Changes from: February 14, 2023 Total Change is: -8,520
-7,149 -3,003 -1,956 3,218 -12,222 3,040 -3,822 1,280 1,314 -137 5,069 -1,693 -1,335 -349
Percent of Open Interest Represented by Each Category of Trader
11.4 4.6 5.1 27.6 20.4 13.4 14.5 25.1 15.6 1.6 3.0 3.9 7.0 8.9
Number of Traders in Each Category Total Traders: 193
15 10 16 27 30 31 32 43 44 18 11 18
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 62,681
Positions
48,709 40,820 50 11,282 2,543 931 630 18,128 0 819 124 6 254 79
Changes from: February 14, 2023 Total Change is: -2,512
4,482 -2,457 50 -7,403 531 108 50 -778 0 198 5 6 -3 23
Percent of Open Interest Represented by Each Category of Trader
77.7 65.1 0.1 18.0 4.1 1.5 1.0 28.9 0.0 1.3 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 44
6 . . 10 . . 7 9 0 4 . .
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Updated March 10, 2023