Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 181,797
Positions
58,861 3,869 2,702 21,889 76,102 6,479 25,597 35,188 19,173 13,243 3,206 5 33,847 35,073
Changes from: February 21, 2023 Total Change is: 18,433
4,873 126 270 -438 14,106 121 12,415 2,067 4,549 591 798 -483 -3,466 -3,123
Percent of Open Interest Represented by Each Category of Trader
32.4 2.1 1.5 12.0 41.9 3.6 14.1 19.4 10.5 7.3 1.8 0.0 18.6 19.3
Number of Traders in Each Category Total Traders: 118
12 . 7 8 29 11 16 32 17 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 45,611
Positions
16,735 0 1,153 3,154 11,152 476 10,835 10,996 2,107 1,980 0 0 9,171 19,727
Changes from: February 21, 2023 Total Change is: 2,650
2,419 -1,395 -93 -569 1,038 1 1,429 -944 -446 0 -437 0 -90 4,926
Percent of Open Interest Represented by Each Category of Trader
36.7 0.0 2.5 6.9 24.5 1.0 23.8 24.1 4.6 4.3 0.0 0.0 20.1 43.2
Number of Traders in Each Category Total Traders: 40
6 0 4 . 9 4 10 11 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 249,620
Positions
77,034 24,797 12,947 30,954 84,375 6,025 61,508 46,454 36,475 2,455 3,472 9 22,213 35,066
Changes from: February 21, 2023 Total Change is: -1,097
1,137 -485 -563 1,020 766 -654 -3,614 2,163 684 207 -5 -187 873 -2,815
Percent of Open Interest Represented by Each Category of Trader
30.9 9.9 5.2 12.4 33.8 2.4 24.6 18.6 14.6 1.0 1.4 0.0 8.9 14.0
Number of Traders in Each Category Total Traders: 130
10 4 7 13 37 17 28 30 22 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 231,916
Positions
58,825 10,487 13,365 77,319 77,793 7,404 18,374 55,913 27,398 1,511 1,135 2 27,718 38,419
Changes from: February 21, 2023 Total Change is: 14,114
22,198 -3,867 -8,664 1,012 9,838 957 -5,049 13,993 1,355 500 -578 0 1,804 1,080
Percent of Open Interest Represented by Each Category of Trader
25.4 4.5 5.8 33.3 33.5 3.2 7.9 24.1 11.8 0.7 0.5 0.0 12.0 16.6
Number of Traders in Each Category Total Traders: 131
11 9 7 22 28 20 13 38 22 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 927,384
Positions
44,152 574,298 22,920 524,519 80,348 28,222 71,907 59,506 94,477 39,630 15,959 5,431 96,127 46,224
Changes from: February 21, 2023 Total Change is: 20,269
106 2,346 2,814 4,680 4,807 -450 3,709 3,930 6,362 1,690 -339 157 1,201 641
Percent of Open Interest Represented by Each Category of Trader
4.8 61.9 2.5 56.6 8.7 3.0 7.8 6.4 10.2 4.3 1.7 0.6 10.4 5.0
Number of Traders in Each Category Total Traders: 314
15 16 14 118 24 54 49 42 33 32 18 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 33,028
Positions
0 11,118 56 15,357 586 3,496 429 14,671 12 0 0 0 13,678 3,089
Changes from: February 21, 2023 Total Change is: -1,043
-400 8 -2 -26 -640 -29 -441 -714 -13 0 0 0 -132 347
Percent of Open Interest Represented by Each Category of Trader
0.0 33.7 0.2 46.5 1.8 10.6 1.3 44.4 0.0 0.0 0.0 0.0 41.4 9.4
Number of Traders in Each Category Total Traders: 26
0 . . 17 . 6 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 141,504
Positions
22,137 9,929 752 50,780 66,482 3,418 25,795 22,075 14,656 3,344 0 0 20,622 24,191
Changes from: February 21, 2023 Total Change is: 5,603
1,493 -2,771 243 -1,064 5,330 1,645 4,197 -1,143 1,092 640 0 0 -2,644 1,206
Percent of Open Interest Represented by Each Category of Trader
15.6 7.0 0.5 35.9 47.0 2.4 18.2 15.6 10.4 2.4 0.0 0.0 14.6 17.1
Number of Traders in Each Category Total Traders: 85
4 5 4 17 14 12 22 19 16 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 295,949
Positions
691 201,133 1,328 159,637 8,359 215 113,100 52,026 4,253 8,219 25,336 20 8,486 3,279
Changes from: February 21, 2023 Total Change is: 17,410
129 1,971 420 6,011 -1,075 -418 11,641 16,528 410 -560 -409 0 -223 -17
Percent of Open Interest Represented by Each Category of Trader
0.2 68.0 0.4 53.9 2.8 0.1 38.2 17.6 1.4 2.8 8.6 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 182
. 12 . 30 7 . 67 34 17 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 47,629
Positions
253 34,749 3,559 25,103 1,367 0 13,177 3,647 295 973 1,393 50 4,219 2,569
Changes from: February 21, 2023 Total Change is: 382
60 -156 3,175 -5,019 108 0 2,111 -2,566 -455 -26 -192 50 486 418
Percent of Open Interest Represented by Each Category of Trader
0.5 73.0 7.5 52.7 2.9 0.0 27.7 7.7 0.6 2.0 2.9 0.1 8.9 5.4
Number of Traders in Each Category Total Traders: 63
. 5 . 17 4 0 18 6 . 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 40,014
Positions
9,540 5,189 287 4,085 15,294 241 21,437 12,923 300 386 1,107 14 3,724 4,659
Changes from: February 21, 2023 Total Change is: 10,116
5,056 -584 72 -3,294 6,619 2 9,786 3,347 -860 -334 661 0 -312 859
Percent of Open Interest Represented by Each Category of Trader
23.8 13.0 0.7 10.2 38.2 0.6 53.6 32.3 0.7 1.0 2.8 0.0 9.3 11.6
Number of Traders in Each Category Total Traders: 82
8 5 . 11 12 . 15 23 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 24,496
Positions
6,305 1,729 136 543 19,270 0 16,010 1,380 6 0 227 0 1,496 1,748
Changes from: February 21, 2023 Total Change is: 9,543
2,071 0 0 44 9,141 0 7,699 283 3 0 -50 0 -274 166
Percent of Open Interest Represented by Each Category of Trader
25.7 7.1 0.6 2.2 78.7 0.0 65.4 5.6 0.0 0.0 0.9 0.0 6.1 7.1
Number of Traders in Each Category Total Traders: 35
4 . . . 6 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 45,016
Positions
13,829 9,987 831 8,170 4,883 305 12,546 9,193 1,858 101 9,888 13 7,363 8,059
Changes from: February 21, 2023 Total Change is: -695
866 948 -6 -175 -2,563 -88 -958 127 -332 -386 821 13 371 386
Percent of Open Interest Represented by Each Category of Trader
30.7 22.2 1.8 18.1 10.8 0.7 27.9 20.4 4.1 0.2 22.0 0.0 16.4 17.9
Number of Traders in Each Category Total Traders: 88
12 11 5 16 8 . 14 21 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 90,031
Positions
27,658 19,973 1,662 16,340 9,765 610 25,091 18,386 3,717 202 19,775 25 14,726 16,119
Changes from: February 21, 2023 Total Change is: -1,389
1,731 1,895 -12 -349 -5,125 -176 -1,916 254 -664 -771 1,642 25 743 772
Percent of Open Interest Represented by Each Category of Trader
30.7 22.2 1.8 18.1 10.8 0.7 27.9 20.4 4.1 0.2 22.0 0.0 16.4 17.9
Number of Traders in Each Category Total Traders: 88
12 11 5 16 8 . 14 21 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 45,135
Positions
18,709 37,828 0 19,284 1,604 1,701 3,093 2,856 145 0 0 0 2,203 1,001
Changes from: February 21, 2023 Total Change is: 560
1,390 -43 0 -171 851 68 -619 -573 145 0 0 0 -253 112
Percent of Open Interest Represented by Each Category of Trader
41.5 83.8 0.0 42.7 3.6 3.8 6.9 6.3 0.3 0.0 0.0 0.0 4.9 2.2
Number of Traders in Each Category Total Traders: 34
5 5 0 16 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 22,169
Positions
343 228 0 271 0 0 6,228 5,987 335 0 3,025 100 14,892 12,494
Changes from: February 21, 2023 Total Change is: -348
-407 0 0 0 0 0 -1,052 -927 208 -465 -137 0 1,368 508
Percent of Open Interest Represented by Each Category of Trader
1.5 1.0 0.0 1.2 0.0 0.0 28.1 27.0 1.5 0.0 13.6 0.5 67.2 56.4
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 5 8 4 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 622,294
Positions
61,429 81,023 22,216 189,939 92,683 51,478 35,088 90,872 181,058 18,133 37,113 4,462 58,491 61,389
Changes from: February 21, 2023 Total Change is: 6,999
3,524 4,808 209 -192 9,173 -74 8,330 -3,210 -3,127 -316 1,540 670 -2,025 -2,991
Percent of Open Interest Represented by Each Category of Trader
9.9 13.0 3.6 30.5 14.9 8.3 5.6 14.6 29.1 2.9 6.0 0.7 9.4 9.9
Number of Traders in Each Category Total Traders: 576
30 30 42 137 103 126 75 110 124 50 38 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 15,417
Positions
9,272 10,338 3 3,594 2,557 0 1,102 965 0 0 0 0 1,446 1,554
Changes from: February 21, 2023 Total Change is: -353
-305 2,631 -10 214 -1,908 0 -11 -517 0 0 0 0 -241 -549
Percent of Open Interest Represented by Each Category of Trader
60.1 67.1 0.0 23.3 16.6 0.0 7.1 6.3 0.0 0.0 0.0 0.0 9.4 10.1
Number of Traders in Each Category Total Traders: 20
. 7 . . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 24,461
Positions
3,798 21,162 0 12,570 619 0 2,729 909 0 0 0 0 5,364 1,771
Changes from: February 21, 2023 Total Change is: -831
-854 -806 0 -572 -76 0 -481 10 0 0 0 0 1,076 41
Percent of Open Interest Represented by Each Category of Trader
15.5 86.5 0.0 51.4 2.5 0.0 11.2 3.7 0.0 0.0 0.0 0.0 21.9 7.2
Number of Traders in Each Category Total Traders: 31
. 6 0 13 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 3,111,470
Positions
307,144 405,116 111,079 949,695 463,415 257,391 175,442 454,362 905,289 90,664 185,565 22,309 292,456 306,943
Changes from: February 21, 2023 Total Change is: 34,997
17,620 24,042 1,046 -962 45,867 -369 41,652 -16,048 -15,635 -1,580 7,699 3,349 -10,124 -14,954
Percent of Open Interest Represented by Each Category of Trader
9.9 13.0 3.6 30.5 14.9 8.3 5.6 14.6 29.1 2.9 6.0 0.7 9.4 9.9
Number of Traders in Each Category Total Traders: 576
30 30 42 137 103 126 75 110 124 50 38 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 38,602
Positions
15,520 34,792 0 20,149 0 177 560 1,283 0 0 0 0 2,196 2,350
Changes from: February 21, 2023 Total Change is: 498
3 -541 0 845 0 0 192 -461 0 0 0 0 -542 1,500
Percent of Open Interest Represented by Each Category of Trader
40.2 90.1 0.0 52.2 0.0 0.5 1.5 3.3 0.0 0.0 0.0 0.0 5.7 6.1
Number of Traders in Each Category Total Traders: 26
4 11 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 20,413
Positions
1,327 18,941 0 14,096 0 0 2,198 287 67 0 0 0 2,725 1,118
Changes from: February 21, 2023 Total Change is: 5,925
-156 5,664 0 5,835 0 0 250 30 57 0 0 0 -61 174
Percent of Open Interest Represented by Each Category of Trader
6.5 92.8 0.0 69.1 0.0 0.0 10.8 1.4 0.3 0.0 0.0 0.0 13.3 5.5
Number of Traders in Each Category Total Traders: 25
. 10 0 7 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 22,842
Positions
7,532 16,433 0 13,185 3,642 0 621 1,021 0 0 0 0 1,504 1,746
Changes from: February 21, 2023 Total Change is: 603
438 325 0 399 29 0 52 86 0 0 0 0 -286 163
Percent of Open Interest Represented by Each Category of Trader
33.0 71.9 0.0 57.7 15.9 0.0 2.7 4.5 0.0 0.0 0.0 0.0 6.6 7.6
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 28, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 6,149
Positions
1,613 3,466 0 2,313 642 0 999 1,179 0 0 0 0 1,224 862
Changes from: February 21, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.2 56.4 0.0 37.6 10.4 0.0 16.2 19.2 0.0 0.0 0.0 0.0 19.9 14.0
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 22,043
Positions
12,458 4,463 0 3,786 10,370 1,870 2,994 1,151 0 0 0 0 935 4,189
Changes from: February 21, 2023 Total Change is: 1,799
2,571 1,569 0 324 -1,742 -364 -147 -111 0 0 0 0 -585 2,447
Percent of Open Interest Represented by Each Category of Trader
56.5 20.2 0.0 17.2 47.0 8.5 13.6 5.2 0.0 0.0 0.0 0.0 4.2 19.0
Number of Traders in Each Category Total Traders: 28
8 4 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 204,268
Positions
13,813 6,093 0 28,898 4,514 1,469 80,098 87,148 13,156 0 16,386 0 66,834 75,503
Changes from: February 21, 2023 Total Change is: -5,284
5,696 898 0 -37 -3 -14 -5,085 -4,304 -380 0 1,099 0 -5,464 -2,580
Percent of Open Interest Represented by Each Category of Trader
6.8 3.0 0.0 14.1 2.2 0.7 39.2 42.7 6.4 0.0 8.0 0.0 32.7 37.0
Number of Traders in Each Category Total Traders: 30
. . 0 10 . . 8 7 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 289,357
Positions
110,669 79,339 129,891 0 32,000 0 3,750 13,692 30,727 9,666 0 0 4,654 3,708
Changes from: February 21, 2023 Total Change is: 21,250
11,750 9,000 7,500 0 0 0 0 2,000 2,000 0 0 0 0 750
Percent of Open Interest Represented by Each Category of Trader
38.2 27.4 44.9 0.0 11.1 0.0 1.3 4.7 10.6 3.3 0.0 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 25
11 4 13 0 . 0 . . 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 44,760
Positions
7,784 9,654 182 24,643 27,074 2,289 1,921 1,521 142 0 0 0 7,799 3,898
Changes from: February 21, 2023 Total Change is: 60
574 -735 -2 -1,109 1,994 15 197 -920 139 0 0 0 246 -431
Percent of Open Interest Represented by Each Category of Trader
17.4 21.6 0.4 55.1 60.5 5.1 4.3 3.4 0.3 0.0 0.0 0.0 17.4 8.7
Number of Traders in Each Category Total Traders: 64
4 8 . 26 19 13 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 62,352
Positions
15,082 7,435 663 15,394 10,007 1,829 11,444 17,454 8,710 1,667 4,712 243 7,320 11,300
Changes from: February 21, 2023 Total Change is: -734
19 -778 235 -340 1,491 -374 272 -509 -418 214 401 -59 -283 -721
Percent of Open Interest Represented by Each Category of Trader
24.2 11.9 1.1 24.7 16.0 2.9 18.4 28.0 14.0 2.7 7.6 0.4 11.7 18.1
Number of Traders in Each Category Total Traders: 310
31 15 12 58 43 30 32 79 48 15 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 311,758
Positions
75,412 37,175 3,313 76,970 50,033 9,144 57,219 87,268 43,550 8,334 23,561 1,216 36,600 56,498
Changes from: February 21, 2023 Total Change is: -3,669
94 -3,892 1,173 -1,700 7,453 -1,868 1,361 -2,546 -2,090 1,069 2,003 -295 -1,413 -3,607
Percent of Open Interest Represented by Each Category of Trader
24.2 11.9 1.1 24.7 16.0 2.9 18.4 28.0 14.0 2.7 7.6 0.4 11.7 18.1
Number of Traders in Each Category Total Traders: 310
31 15 12 58 43 30 32 79 48 15 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 181,622
Positions
14,267 7,553 0 2,472 1,356 1,381 31,606 131,912 2,312 1,703 2,223 0 127,881 34,885
Changes from: February 21, 2023 Total Change is: 2,755
-517 -534 0 56 -188 104 2,157 3,100 -1,097 943 521 -9 1,118 858
Percent of Open Interest Represented by Each Category of Trader
7.9 4.2 0.0 1.4 0.7 0.8 17.4 72.6 1.3 0.9 1.2 0.0 70.4 19.2
Number of Traders in Each Category Total Traders: 41
. 6 0 5 . . 9 9 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 449,490
Positions
73,500 45,983 4,044 185,855 167,411 41,319 74,260 117,667 17,519 27,659 31,498 39 25,295 24,010
Changes from: February 21, 2023 Total Change is: 4,942
2,374 -5,029 -166 2,038 7,943 2,406 4,926 -3,211 -950 -4,636 619 -4 -1,047 3,333
Percent of Open Interest Represented by Each Category of Trader
16.4 10.2 0.9 41.3 37.2 9.2 16.5 26.2 3.9 6.2 7.0 0.0 5.6 5.3
Number of Traders in Each Category Total Traders: 314
24 16 6 82 66 48 48 54 26 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 19,222
Positions
6,027 17,689 0 9,564 610 0 2,541 585 0 0 0 0 1,090 338
Changes from: February 21, 2023 Total Change is: 965
0 1,205 0 1,054 -2 0 12 -11 0 0 0 0 -101 -227
Percent of Open Interest Represented by Each Category of Trader
31.4 92.0 0.0 49.8 3.2 0.0 13.2 3.0 0.0 0.0 0.0 0.0 5.7 1.8
Number of Traders in Each Category Total Traders: 27
. 5 0 13 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 13,042
Positions
713 2,026 0 6,247 2,203 7 1,750 2,164 30 1,214 3,423 8 3,073 3,181
Changes from: February 21, 2023 Total Change is: 193
-489 -9 0 376 0 -1 532 -9 30 0 131 0 -255 51
Percent of Open Interest Represented by Each Category of Trader
5.5 15.5 0.0 47.9 16.9 0.1 13.4 16.6 0.2 9.3 26.2 0.1 23.6 24.4
Number of Traders in Each Category Total Traders: 25
. . 0 7 4 . . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 42,383
Positions
3,349 12,703 644 13,600 2,641 2,143 9,691 6,723 530 7,069 0 0 5,357 16,999
Changes from: February 21, 2023 Total Change is: 426
-202 -982 -30 838 -658 215 -1,427 2,267 490 624 0 -2 -80 -874
Percent of Open Interest Represented by Each Category of Trader
7.9 30.0 1.5 32.1 6.2 5.1 22.9 15.9 1.3 16.7 0.0 0.0 12.6 40.1
Number of Traders in Each Category Total Traders: 51
5 9 . 10 4 6 10 9 5 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 397,846
Positions
28,430 198,144 3,696 272,835 81,814 34,271 27,362 26,674 1,569 18,361 46,141 3 11,319 5,534
Changes from: February 21, 2023 Total Change is: 959
-593 -887 -4 7,132 2,505 -6,534 1,572 3,548 -122 472 2,694 3 -967 -244
Percent of Open Interest Represented by Each Category of Trader
7.1 49.8 0.9 68.6 20.6 8.6 6.9 6.7 0.4 4.6 11.6 0.0 2.8 1.4
Number of Traders in Each Category Total Traders: 194
12 15 4 69 44 33 24 15 9 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,214,642
Positions
77,199 624,031 17,236 782,948 248,757 123,200 101,630 130,239 8,456 54,738 43,804 2,657 46,578 16,262
Changes from: February 21, 2023 Total Change is: 29,881
-2,022 7,176 3,623 25,062 3,185 6,389 -14,358 14,996 -84 8,143 -6,121 14 3,114 703
Percent of Open Interest Represented by Each Category of Trader
6.4 51.4 1.4 64.5 20.5 10.1 8.4 10.7 0.7 4.5 3.6 0.2 3.8 1.3
Number of Traders in Each Category Total Traders: 404
29 20 13 162 61 79 57 34 31 29 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 180,765
Positions
22,117 120,464 32,309 31,350 0 2,413 71,387 4,895 14,783 5,831 5,616 140 435 145
Changes from: February 21, 2023 Total Change is: 779
2,818 2,135 -993 407 0 0 -860 239 -692 10 0 0 89 90
Percent of Open Interest Represented by Each Category of Trader
12.2 66.6 17.9 17.3 0.0 1.3 39.5 2.7 8.2 3.2 3.1 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 94
8 24 14 16 0 . 29 6 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,356,081
Positions
34,059 105,809 39,386 670,026 300,925 169,502 61,214 373,271 122,067 72,539 77,748 7,673 179,614 159,699
Changes from: February 21, 2023 Total Change is: -149,366
8,533 -14 -13,007 -17,328 32,498 -6,709 3,868 -69,025 -71,565 -9,849 9,310 -1,748 -41,561 -29,105
Percent of Open Interest Represented by Each Category of Trader
2.5 7.8 2.9 49.4 22.2 12.5 4.5 27.5 9.0 5.3 5.7 0.6 13.2 11.8
Number of Traders in Each Category Total Traders: 191
8 15 16 61 34 58 23 33 44 6 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,475,604
Positions
6,334 88,628 502 903,752 248,308 245,493 61,002 691,771 51,433 51,878 23,059 0 155,210 126,410
Changes from: February 21, 2023 Total Change is: -27,084
-316 3,081 -1,225 6,392 5,481 -27,118 3,972 -10,199 17,466 -413 707 -171 -25,672 -15,106
Percent of Open Interest Represented by Each Category of Trader
0.4 6.0 0.0 61.2 16.8 16.6 4.1 46.9 3.5 3.5 1.6 0.0 10.5 8.6
Number of Traders in Each Category Total Traders: 167
. 10 . 78 26 61 14 26 21 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 2,672,350
Positions
58,090 277,731 8,707 1,307,471 558,029 299,654 474,057 1,079,904 112,063 192,918 133,100 6,063 213,327 197,099
Changes from: February 21, 2023 Total Change is: -270,019
-8,197 18,990 -52,722 -65,297 3,739 -5,845 -16,428 -108,467 -34,636 30,907 7,206 -4,283 -113,518 -94,000
Percent of Open Interest Represented by Each Category of Trader
2.2 10.4 0.3 48.9 20.9 11.2 17.7 40.4 4.2 7.2 5.0 0.2 8.0 7.4
Number of Traders in Each Category Total Traders: 383
22 38 16 125 49 86 35 60 37 32 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 4,970,682
Positions
99,567 275,750 154,578 2,241,190 1,196,224 799,547 340,586 1,169,469 590,818 325,760 266,538 61,469 357,167 456,288
Changes from: February 21, 2023 Total Change is: -454,987
-18,629 22,602 -143,997 160,426 61,932 -97,553 18,223 19,998 -270,770 -9,467 37,398 -120 -93,101 -84,477
Percent of Open Interest Represented by Each Category of Trader
2.0 5.5 3.1 45.1 24.1 16.1 6.9 23.5 11.9 6.6 5.4 1.2 7.2 9.2
Number of Traders in Each Category Total Traders: 435
16 32 36 114 80 113 44 98 88 30 21 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,530,969
Positions
64,297 42,738 5,034 727,488 594,061 214,716 164,372 328,525 14,941 172,365 62,336 699 167,057 267,919
Changes from: February 21, 2023 Total Change is: -41,908
8,514 -12,480 695 12,654 -17,926 -14,271 -4,867 24,370 -18,601 17,380 16,252 -2,963 -40,449 -16,984
Percent of Open Interest Represented by Each Category of Trader
4.2 2.8 0.3 47.5 38.8 14.0 10.7 21.5 1.0 11.3 4.1 0.0 10.9 17.5
Number of Traders in Each Category Total Traders: 147
5 10 9 40 52 57 8 14 11 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,517,558
Positions
40,961 454,133 81,691 1,977,286 696,165 751,951 554,941 1,534,966 320,591 438,379 272,907 12,083 339,674 393,071
Changes from: February 21, 2023 Total Change is: -351,924
-24,290 13,906 -60,878 4,988 -28,658 -62,449 40,347 3,444 -140,306 -15,263 -2,851 -18,647 -75,426 -55,485
Percent of Open Interest Represented by Each Category of Trader
0.9 10.1 1.8 43.8 15.4 16.6 12.3 34.0 7.1 9.7 6.0 0.3 7.5 8.7
Number of Traders in Each Category Total Traders: 372
11 38 28 112 48 90 41 79 64 23 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 2,008,904
Positions
381,209 227,407 684,038 11,553 120,630 17,693 436,122 429,735 411,239 16,063 51,455 16,645 34,342 50,062
Changes from: February 21, 2023 Total Change is: 198,830
71,770 1,605 49,626 2,403 4,497 6,351 26,320 91,059 49,369 2,423 4,980 -6,849 -2,583 -1,808
Percent of Open Interest Represented by Each Category of Trader
19.0 11.3 34.1 0.6 6.0 0.9 21.7 21.4 20.5 0.8 2.6 0.8 1.7 2.5
Number of Traders in Each Category Total Traders: 150
27 32 58 6 4 . 26 42 52 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 7,525,027
Positions
1,996,451 1,211,332 1,386,574 206,007 56,523 170,584 616,183 1,242,517 2,734,698 39,487 99,791 91,674 283,369 531,334
Changes from: February 21, 2023 Total Change is: -289,603
-41,481 -34,769 -10,688 -7,179 1,208 -8,563 7,727 6,135 -231,155 4,295 -6,292 1,887 -4,444 -7,365
Percent of Open Interest Represented by Each Category of Trader
26.5 16.1 18.4 2.7 0.8 2.3 8.2 16.5 36.3 0.5 1.3 1.2 3.8 7.1
Number of Traders in Each Category Total Traders: 140
24 21 43 8 4 10 33 30 57 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 is23,257,997
Positions
2,971,254 2,996,827 2,833,699 441,331 572,165 784,663 1,757,033 1,547,012 13,990,998 136,100 177,928 268,083 74,837 86,624
Changes from: February 21, 2023 Total Change is: 1,065,798
-62,619 -36,819 134,584 77,475 -8,376 56,073 45,074 93,359 803,174 -6,045 -7,275 -7,140 25,223 38,219
Percent of Open Interest Represented by Each Category of Trader
12.8 12.9 12.2 1.9 2.5 3.4 7.6 6.7 60.2 0.6 0.8 1.2 0.3 0.4
Number of Traders in Each Category Total Traders: 776
58 94 121 35 49 57 92 150 192 112 121 159
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 813,348
Positions
223,334 203,886 232,007 100 17,160 20,284 173,936 161,225 161,775 953 15,280 412 547 1,319
Changes from: February 21, 2023 Total Change is: 97,881
53,208 4,190 18,608 0 12,116 -1,486 -9,874 20,748 36,884 435 6,246 -5 111 580
Percent of Open Interest Represented by Each Category of Trader
27.5 25.1 28.5 0.0 2.1 2.5 21.4 19.8 19.9 0.1 1.9 0.1 0.1 0.2
Number of Traders in Each Category Total Traders: 167
28 47 50 . . . 26 44 44 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 16,813
Positions
369 5,281 423 7,206 240 661 4,527 6,150 1,167 755 1,504 442 1,262 945
Changes from: February 21, 2023 Total Change is: -1,764
21 -207 -9 -283 170 -361 -121 -339 -541 4 -87 -289 -185 -102
Percent of Open Interest Represented by Each Category of Trader
2.2 31.4 2.5 42.9 1.4 3.9 26.9 36.6 6.9 4.5 8.9 2.6 7.5 5.6
Number of Traders in Each Category Total Traders: 117
5 9 . 12 . 4 27 35 14 12 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,836
Positions
297 1,403 0 497 0 0 1,979 3,577 2,609 2,423 755 30 2,000 1,462
Changes from: February 21, 2023 Total Change is: -5,428
-56 -1,023 0 26 -24 -2 -4,434 -3,570 -363 12 -255 -3 -608 -188
Percent of Open Interest Represented by Each Category of Trader
3.0 14.3 0.0 5.1 0.0 0.0 20.1 36.4 26.5 24.6 7.7 0.3 20.3 14.9
Number of Traders in Each Category Total Traders: 78
. . 0 4 0 0 13 9 10 30 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 4,495
Positions
141 355 121 999 129 50 1,470 2,513 567 357 265 36 755 460
Changes from: February 21, 2023 Total Change is: -598
0 -1 -36 148 27 -25 -220 -2 -182 -49 -251 10 -244 -138
Percent of Open Interest Represented by Each Category of Trader
3.1 7.9 2.7 22.2 2.9 1.1 32.7 55.9 12.6 7.9 5.9 0.8 16.8 10.2
Number of Traders in Each Category Total Traders: 68
. 6 4 6 . . 16 20 9 8 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 19,471
Positions
0 1,099 0 1,401 0 0 4,060 10,846 3,487 9,377 3,080 547 598 411
Changes from: February 21, 2023 Total Change is: -4,786
-296 -4,543 0 247 -166 0 -493 3,399 -4,083 -139 368 253 -274 -14
Percent of Open Interest Represented by Each Category of Trader
0.0 5.6 0.0 7.2 0.0 0.0 20.9 55.7 17.9 48.2 15.8 2.8 3.1 2.1
Number of Traders in Each Category Total Traders: 94
0 . 0 . 0 0 7 7 5 55 20 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 37,322
Positions
0 12,758 0 16,471 1,187 817 7,531 17,906 833 4,929 1,244 166 6,575 2,411
Changes from: February 21, 2023 Total Change is: 1,244
-77 0 0 2,265 -1,086 -191 -706 2,405 -30 213 82 45 -276 18
Percent of Open Interest Represented by Each Category of Trader
0.0 34.2 0.0 44.1 3.2 2.2 20.2 48.0 2.2 13.2 3.3 0.4 17.6 6.5
Number of Traders in Each Category Total Traders: 88
0 . 0 10 6 . 20 20 11 21 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 336,321
Positions
35,717 13,785 22,733 90,348 73,585 43,948 54,540 88,719 48,210 5,818 8,302 10,760 24,247 26,279
Changes from: February 21, 2023 Total Change is: 3,239
-2,352 -1,646 5,897 -1,555 5,477 -575 6,278 5,207 -3,845 626 -1,773 -2,077 842 -3,426
Percent of Open Interest Represented by Each Category of Trader
10.6 4.1 6.8 26.9 21.9 13.1 16.2 26.4 14.3 1.7 2.5 3.2 7.2 7.8
Number of Traders in Each Category Total Traders: 198
16 8 18 31 30 29 38 40 49 16 9 15
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Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 60,775
Positions
48,120 40,820 151 9,215 1,967 1,133 996 16,459 44 833 128 6 277 67
Changes from: February 21, 2023 Total Change is: -1,906
-589 0 101 -2,067 -576 202 366 -1,669 44 14 4 0 23 -12
Percent of Open Interest Represented by Each Category of Trader
79.2 67.2 0.2 15.2 3.2 1.9 1.6 27.1 0.1 1.4 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 44
6 . . 9 . . 8 9 . 4 . .
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Updated March 14, 2023