Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 168,688
Positions
54,583 4,223 2,855 27,263 72,273 4,290 26,724 40,875 9,761 10,011 2,439 42 33,159 31,929
Changes from: May 2, 2023 Total Change is: -12,935
-13,018 1,293 -283 1,554 -10,480 -21 2,224 3,847 -3,299 -2,187 315 0 2,096 -4,307
Percent of Open Interest Represented by Each Category of Trader
32.4 2.5 1.7 16.2 42.8 2.5 15.8 24.2 5.8 5.9 1.4 0.0 19.7 18.9
Number of Traders in Each Category Total Traders: 108
12 . 5 12 25 13 20 24 14 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 47,047
Positions
14,682 4,818 1,234 4,849 13,329 338 4,596 7,508 4,425 1,787 0 0 15,136 15,395
Changes from: May 2, 2023 Total Change is: 63
-16 -551 -278 5 -1,368 -259 -572 247 273 0 0 0 911 1,999
Percent of Open Interest Represented by Each Category of Trader
31.2 10.2 2.6 10.3 28.3 0.7 9.8 16.0 9.4 3.8 0.0 0.0 32.2 32.7
Number of Traders in Each Category Total Traders: 40
. 4 4 5 11 . 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 276,429
Positions
55,077 59,348 9,842 75,774 67,309 6,172 51,613 58,471 43,417 1,535 5,401 875 32,124 25,594
Changes from: May 2, 2023 Total Change is: 7,838
-2,304 5,121 -2,131 11,445 -3,543 -399 382 10,649 -829 138 348 -347 1,883 -1,031
Percent of Open Interest Represented by Each Category of Trader
19.9 21.5 3.6 27.4 24.3 2.2 18.7 21.2 15.7 0.6 2.0 0.3 11.6 9.3
Number of Traders in Each Category Total Traders: 133
. 11 7 17 30 16 29 30 22 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 209,975
Positions
46,737 21,478 7,879 83,074 62,362 4,954 17,612 56,713 14,472 4,265 3,710 0 30,982 38,407
Changes from: May 2, 2023 Total Change is: -17,875
-6,638 6,981 -2,064 4,229 -1,031 -3,394 -3,365 -12,366 -4,482 -130 1,030 -583 -1,449 -1,966
Percent of Open Interest Represented by Each Category of Trader
22.3 10.2 3.8 39.6 29.7 2.4 8.4 27.0 6.9 2.0 1.8 0.0 14.8 18.3
Number of Traders in Each Category Total Traders: 125
10 7 8 24 22 19 15 36 15 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 909,445
Positions
24,701 568,687 19,436 543,790 76,477 26,020 68,097 68,857 91,936 31,921 9,800 4,234 99,309 43,997
Changes from: May 2, 2023 Total Change is: 2,870
-606 6,771 -575 8,982 305 -2,518 3,560 10,897 -8,160 -52 -5 -110 2,349 -3,736
Percent of Open Interest Represented by Each Category of Trader
2.7 62.5 2.1 59.8 8.4 2.9 7.5 7.6 10.1 3.5 1.1 0.5 10.9 4.8
Number of Traders in Each Category Total Traders: 316
14 14 10 133 25 56 55 43 35 19 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 30,435
Positions
401 20,348 15 12,417 1,273 3,458 1,887 1,891 3 0 0 0 12,254 3,447
Changes from: May 2, 2023 Total Change is: 741
-5 13 -7 -718 32 451 1,488 -103 0 0 0 0 -468 355
Percent of Open Interest Represented by Each Category of Trader
1.3 66.9 0.0 40.8 4.2 11.4 6.2 6.2 0.0 0.0 0.0 0.0 40.3 11.3
Number of Traders in Each Category Total Traders: 25
. . . 15 . 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 172,706
Positions
58,967 1,600 931 46,541 93,726 6,506 29,074 34,863 7,175 3,291 71 0 20,222 27,835
Changes from: May 2, 2023 Total Change is: -17,352
-4,160 0 -1,051 641 -11,496 500 -11,241 1,395 -2,299 420 -460 0 -163 -3,943
Percent of Open Interest Represented by Each Category of Trader
34.1 0.9 0.5 26.9 54.3 3.8 16.8 20.2 4.2 1.9 0.0 0.0 11.7 16.1
Number of Traders in Each Category Total Traders: 89
7 . 4 14 21 15 15 27 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 255,511
Positions
9,087 111,274 761 151,146 9,206 89 80,273 73,012 1,339 3,840 57,329 105 8,871 2,396
Changes from: May 2, 2023 Total Change is: -4,818
1,213 2,254 -8 -11,769 -878 73 3,850 -6,633 28 763 697 -30 1,062 -322
Percent of Open Interest Represented by Each Category of Trader
3.6 43.5 0.3 59.2 3.6 0.0 31.4 28.6 0.5 1.5 22.4 0.0 3.5 0.9
Number of Traders in Each Category Total Traders: 172
. 12 . 29 6 . 66 24 14 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 49,208
Positions
907 36,387 173 24,048 4,507 0 18,504 4,143 74 1,661 1,993 0 3,841 1,931
Changes from: May 2, 2023 Total Change is: -854
0 477 -14 -2,169 1,711 0 938 -1,976 55 251 255 0 85 -1,362
Percent of Open Interest Represented by Each Category of Trader
1.8 73.9 0.4 48.9 9.2 0.0 37.6 8.4 0.2 3.4 4.1 0.0 7.8 3.9
Number of Traders in Each Category Total Traders: 71
. 5 . 14 7 0 25 6 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 41,987
Positions
10,129 3,850 60 9,400 19,233 303 17,571 14,249 221 406 431 30 3,867 3,610
Changes from: May 2, 2023 Total Change is: 2,805
-2,043 2,436 38 1,401 -2,585 116 2,278 3,522 88 241 127 -39 725 -898
Percent of Open Interest Represented by Each Category of Trader
24.1 9.2 0.1 22.4 45.8 0.7 41.8 33.9 0.5 1.0 1.0 0.1 9.2 8.6
Number of Traders in Each Category Total Traders: 87
8 4 . 13 14 4 23 19 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 34,673
Positions
17,289 112 39 497 29,427 0 14,891 2,604 153 468 462 0 1,336 1,876
Changes from: May 2, 2023 Total Change is: 1,728
445 112 -1 0 1,053 0 1,188 549 81 0 -205 0 15 139
Percent of Open Interest Represented by Each Category of Trader
49.9 0.3 0.1 1.4 84.9 0.0 42.9 7.5 0.4 1.3 1.3 0.0 3.9 5.4
Number of Traders in Each Category Total Traders: 41
4 . . . 7 0 12 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 97,142
Positions
38,151 19,711 761 13,849 10,627 458 18,704 25,108 2,988 9,250 19,304 450 12,531 17,735
Changes from: May 2, 2023 Total Change is: -146
28 884 -222 -11 -1,970 -17 -2,433 -777 1,559 -362 -685 450 862 632
Percent of Open Interest Represented by Each Category of Trader
39.3 20.3 0.8 14.3 10.9 0.5 19.3 25.8 3.1 9.5 19.9 0.5 12.9 18.3
Number of Traders in Each Category Total Traders: 105
13 15 5 13 8 . 19 24 14 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 93,970
Positions
38,123 19,622 761 13,802 10,577 458 18,563 25,835 1,343 9,680 19,243 0 11,240 16,131
Changes from: May 2, 2023 Total Change is: -3,318
0 795 -222 -58 -2,020 -17 -2,574 -51 -86 68 -745 0 -429 -972
Percent of Open Interest Represented by Each Category of Trader
40.6 20.9 0.8 14.7 11.3 0.5 19.8 27.5 1.4 10.3 20.5 0.0 12.0 17.2
Number of Traders in Each Category Total Traders: 90
12 14 5 11 7 . 16 21 12 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 37,822
Positions
11,239 27,848 0 20,252 2,063 1,917 2,626 4,484 100 0 0 0 1,688 1,410
Changes from: May 2, 2023 Total Change is: -781
-467 -107 0 1,572 -21 -916 -852 565 100 0 0 0 -218 -402
Percent of Open Interest Represented by Each Category of Trader
29.7 73.6 0.0 53.5 5.5 5.1 6.9 11.9 0.3 0.0 0.0 0.0 4.5 3.7
Number of Traders in Each Category Total Traders: 38
6 5 0 18 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 31,721
Positions
281 887 0 474 500 0 15,155 6,479 2,706 0 4,909 200 12,905 16,040
Changes from: May 2, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.9 2.8 0.0 1.5 1.6 0.0 47.8 20.4 8.5 0.0 15.5 0.6 40.7 50.6
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 5 6 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 $50.00)
CFTC Code #13874+ Open Interest is 3,318,748
Positions
435,766 334,029 129,471 1,023,059 429,068 247,456 130,585 616,488 951,337 83,364 243,631 23,133 294,577 344,134
Changes from: May 2, 2023 Total Change is: 40,566
3,415 -14,016 4,995 -3,934 -7,236 1,755 5,224 49,031 24,530 -2,140 -22,728 7,764 -1,043 -3,528
Percent of Open Interest Represented by Each Category of Trader
13.1 10.1 3.9 30.8 12.9 7.5 3.9 18.6 28.7 2.5 7.3 0.7 8.9 10.4
Number of Traders in Each Category Total Traders: 590
37 32 45 150 98 125 58 122 112 47 43 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 17,965
Positions
1,145 12,489 12 9,743 1,915 333 4,248 1,106 200 0 0 0 2,284 1,910
Changes from: May 2, 2023 Total Change is: 3,174
7 2,386 -2 3,079 -11 0 47 -177 0 0 0 0 43 978
Percent of Open Interest Represented by Each Category of Trader
6.4 69.5 0.1 54.2 10.7 1.9 23.6 6.2 1.1 0.0 0.0 0.0 12.7 10.6
Number of Traders in Each Category Total Traders: 26
. 10 . 4 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 22,794
Positions
5,750 13,602 0 12,012 5,599 0 1,865 860 335 0 0 0 2,832 2,398
Changes from: May 2, 2023 Total Change is: 274
899 -3,635 0 -253 3,320 0 -557 46 90 0 0 0 95 453
Percent of Open Interest Represented by Each Category of Trader
25.2 59.7 0.0 52.7 24.6 0.0 8.2 3.8 1.5 0.0 0.0 0.0 12.4 10.5
Number of Traders in Each Category Total Traders: 34
5 6 0 13 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 3,288,579
Positions
436,887 337,320 125,059 1,021,428 428,982 246,605 134,519 631,261 928,415 83,260 241,770 23,133 289,272 326,034
Changes from: May 2, 2023 Total Change is: 39,838
3,929 -14,114 4,974 -3,896 -7,317 1,834 5,077 48,856 23,686 -2,140 -23,019 7,764 -1,389 -2,826
Percent of Open Interest Represented by Each Category of Trader
13.3 10.3 3.8 31.1 13.0 7.5 4.1 19.2 28.2 2.5 7.4 0.7 8.8 9.9
Number of Traders in Each Category Total Traders: 584
37 32 44 148 97 122 61 117 111 46 43 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 31,827
Positions
20,212 26,704 0 9,577 0 0 198 3,674 3 0 0 0 1,837 1,446
Changes from: May 2, 2023 Total Change is: -5,821
1,632 -5,908 0 -7,111 0 0 -29 -29 1 0 0 0 -314 115
Percent of Open Interest Represented by Each Category of Trader
63.5 83.9 0.0 30.1 0.0 0.0 0.6 11.5 0.0 0.0 0.0 0.0 5.8 4.5
Number of Traders in Each Category Total Traders: 21
6 5 0 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 22,855
Positions
4,963 21,563 0 13,895 0 0 672 419 19 0 0 0 3,306 854
Changes from: May 2, 2023 Total Change is: 504
745 727 0 -69 0 0 -198 -78 1 0 0 0 25 -146
Percent of Open Interest Represented by Each Category of Trader
21.7 94.3 0.0 60.8 0.0 0.0 2.9 1.8 0.1 0.0 0.0 0.0 14.5 3.7
Number of Traders in Each Category Total Traders: 22
4 8 0 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 18,177
Positions
13,487 10,301 0 1,408 5,374 236 1,298 962 0 0 0 0 1,748 1,304
Changes from: May 2, 2023 Total Change is: 11
-2 100 0 -31 28 -28 0 20 0 0 0 0 72 -109
Percent of Open Interest Represented by Each Category of Trader
74.2 56.7 0.0 7.7 29.6 1.3 7.1 5.3 0.0 0.0 0.0 0.0 9.6 7.2
Number of Traders in Each Category Total Traders: 23
6 5 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,812
Positions
3,385 12,147 0 7,575 0 0 0 736 0 0 0 0 2,852 929
Changes from: May 2, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.5 87.9 0.0 54.8 0.0 0.0 0.0 5.3 0.0 0.0 0.0 0.0 20.6 6.7
Number of Traders in Each Category Total Traders: 21
. 9 0 6 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 24,243
Positions
9,128 9,183 0 9,575 8,879 1,772 2,159 2,108 0 0 0 0 1,609 2,301
Changes from: May 2, 2023 Total Change is: 87
99 -2,750 0 315 1,725 -5 -254 -105 0 0 0 0 -68 1,222
Percent of Open Interest Represented by Each Category of Trader
37.7 37.9 0.0 39.5 36.6 7.3 8.9 8.7 0.0 0.0 0.0 0.0 6.6 9.5
Number of Traders in Each Category Total Traders: 25
. 6 0 7 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 301,692
Positions
32,910 11,212 0 21,749 6,299 3,063 181,161 72,776 8,718 1,044 18,615 0 53,047 181,009
Changes from: May 2, 2023 Total Change is: 7,280
-4,928 1,192 0 -1,027 162 -145 11,974 12,243 -2,055 0 2,909 0 3,461 -7,026
Percent of Open Interest Represented by Each Category of Trader
10.9 3.7 0.0 7.2 2.1 1.0 60.0 24.1 2.9 0.3 6.2 0.0 17.6 60.0
Number of Traders in Each Category Total Traders: 28
. . 0 9 . 4 5 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 325,561
Positions
118,529 101,409 140,207 0 33,500 0 6,000 4,337 42,900 14,221 0 0 3,704 3,208
Changes from: May 2, 2023 Total Change is: 1,400
-1,600 1,250 1,500 0 0 0 0 -2,850 1,500 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.4 31.1 43.1 0.0 10.3 0.0 1.8 1.3 13.2 4.4 0.0 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 27
9 7 12 0 . 0 . . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 37,420
Positions
4,988 4,080 54 22,078 23,417 2,687 714 1,506 218 0 0 0 6,681 5,458
Changes from: May 2, 2023 Total Change is: -693
38 -242 -1 -385 -1,266 387 -207 512 3 -321 0 0 -207 -86
Percent of Open Interest Represented by Each Category of Trader
13.3 10.9 0.1 59.0 62.6 7.2 1.9 4.0 0.6 0.0 0.0 0.0 17.9 14.6
Number of Traders in Each Category Total Traders: 59
4 6 . 27 14 14 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 $20)
CFTC Code #20974+ Open Interest is 303,065
Positions
33,882 44,666 5,382 81,745 38,435 10,765 56,171 81,885 47,692 22,602 17,118 2,205 42,621 54,917
Changes from: May 2, 2023 Total Change is: 6,724
-1,627 3,577 721 889 -543 167 6,733 2,384 1,379 -3,599 -1,101 -155 2,218 297
Percent of Open Interest Represented by Each Category of Trader
11.2 14.7 1.8 27.0 12.7 3.6 18.5 27.0 15.7 7.5 5.6 0.7 14.1 18.1
Number of Traders in Each Category Total Traders: 320
22 28 15 69 37 36 46 63 46 20 34 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 293,432
Positions
34,258 44,728 4,291 81,471 38,435 10,765 56,720 83,308 43,012 22,895 17,003 1,761 38,259 50,130
Changes from: May 2, 2023 Total Change is: 6,292
-1,692 3,446 772 896 -543 167 7,067 3,089 659 -3,508 -1,110 -242 2,173 54
Percent of Open Interest Represented by Each Category of Trader
11.7 15.2 1.5 27.8 13.1 3.7 19.3 28.4 14.7 7.8 5.8 0.6 13.0 17.1
Number of Traders in Each Category Total Traders: 294
22 25 12 66 37 36 42 57 43 16 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 96,327
Positions
7,154 10,298 0 2,734 0 0 37,637 28,893 3,668 1,308 5,392 203 43,623 47,873
Changes from: May 2, 2023 Total Change is: 4,320
138 793 0 -73 0 0 6,228 2,526 -2,376 -71 927 28 446 2,422
Percent of Open Interest Represented by Each Category of Trader
7.4 10.7 0.0 2.8 0.0 0.0 39.1 30.0 3.8 1.4 5.6 0.2 45.3 49.7
Number of Traders in Each Category Total Traders: 41
. 5 0 4 0 0 10 10 6 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 552,439
Positions
142,538 69,824 5,674 180,691 199,627 45,216 118,645 148,128 14,987 23,521 40,517 346 20,822 28,122
Changes from: May 2, 2023 Total Change is: 308
1,798 -2,403 910 1,816 -1,234 -2,341 82 5,368 -311 992 -46 160 -2,798 204
Percent of Open Interest Represented by Each Category of Trader
25.8 12.6 1.0 32.7 36.1 8.2 21.5 26.8 2.7 4.3 7.3 0.1 3.8 5.1
Number of Traders in Each Category Total Traders: 376
32 17 9 80 78 46 52 86 38 8 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 13,453
Positions
3,244 6,354 0 9,176 5,240 0 0 859 0 0 0 0 1,033 1,000
Changes from: May 2, 2023 Total Change is: -160
159 249 0 422 -144 0 0 -5 0 0 0 0 -741 -260
Percent of Open Interest Represented by Each Category of Trader
24.1 47.2 0.0 68.2 39.0 0.0 0.0 6.4 0.0 0.0 0.0 0.0 7.7 7.4
Number of Traders in Each Category Total Traders: 26
4 4 0 11 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 12,296
Positions
0 1,776 0 6,787 1,539 10 437 4,566 0 919 1,411 0 4,143 2,994
Changes from: May 2, 2023 Total Change is: -342
0 0 0 -23 -500 -6 0 550 0 0 -92 0 -313 -294
Percent of Open Interest Represented by Each Category of Trader
0.0 14.4 0.0 55.2 12.5 0.1 3.6 37.1 0.0 7.5 11.5 0.0 33.7 24.3
Number of Traders in Each Category Total Traders: 24
0 . 0 9 . . . 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 47,951
Positions
4,587 6,609 683 22,277 2,250 1,307 10,630 4,749 71 3,015 466 0 5,381 31,816
Changes from: May 2, 2023 Total Change is: 316
146 382 27 121 0 -16 857 -644 24 -335 0 0 -508 543
Percent of Open Interest Represented by Each Category of Trader
9.6 13.8 1.4 46.5 4.7 2.7 22.2 9.9 0.1 6.3 1.0 0.0 11.2 66.4
Number of Traders in Each Category Total Traders: 60
9 6 . 13 . 5 12 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 418,821
Positions
33,586 230,729 3,789 275,406 89,539 40,327 28,376 17,297 1,587 19,187 29,301 221 16,342 6,031
Changes from: May 2, 2023 Total Change is: -2,552
-2,091 6,931 -402 -1,686 1,288 -1,331 -530 -3,991 -5 180 -3,400 187 3,126 -1,829
Percent of Open Interest Represented by Each Category of Trader
8.0 55.1 0.9 65.8 21.4 9.6 6.8 4.1 0.4 4.6 7.0 0.1 3.9 1.4
Number of Traders in Each Category Total Traders: 183
10 14 4 74 42 32 19 13 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,151,452
Positions
80,307 580,678 10,288 746,159 288,085 120,777 102,150 70,486 6,107 54,384 59,504 1,328 29,952 14,199
Changes from: May 2, 2023 Total Change is: -7,443
2,401 5,482 97 -1,359 -3,052 2,217 -10,180 -13,473 58 441 2,066 -50 -1,068 -788
Percent of Open Interest Represented by Each Category of Trader
7.0 50.4 0.9 64.8 25.0 10.5 8.9 6.1 0.5 4.7 5.2 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 399
26 21 12 152 69 77 51 40 27 30 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 204,499
Positions
28,773 135,632 40,750 36,526 0 1,723 71,734 2,265 18,245 5,292 5,642 215 1,241 27
Changes from: May 2, 2023 Total Change is: 2,723
-265 3,466 555 702 0 0 1,606 -85 -796 73 0 0 848 -417
Percent of Open Interest Represented by Each Category of Trader
14.1 66.3 19.9 17.9 0.0 0.8 35.1 1.1 8.9 2.6 2.8 0.1 0.6 0.0
Number of Traders in Each Category Total Traders: 92
10 23 14 17 0 . 31 . 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,322,873
Positions
23,185 150,630 36,591 678,066 354,003 171,037 34,455 310,577 105,537 75,711 68,496 4,638 193,652 121,363
Changes from: May 2, 2023 Total Change is: 9,412
-582 1,288 4,280 530 15,389 -1,225 -15,530 -23,569 14,313 3,810 -216 473 3,343 -1,322
Percent of Open Interest Represented by Each Category of Trader
1.8 11.4 2.8 51.3 26.8 12.9 2.6 23.5 8.0 5.7 5.2 0.4 14.6 9.2
Number of Traders in Each Category Total Traders: 189
7 13 14 65 30 61 26 30 42 11 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,463,639
Positions
5,069 95,411 2,894 875,948 260,110 269,386 66,481 680,756 17,205 47,697 18,554 0 178,958 119,323
Changes from: May 2, 2023 Total Change is: 13,080
-1,329 -4,098 -24 -10,322 392 10,723 305 2,522 3,594 910 1,982 0 9,222 -2,011
Percent of Open Interest Represented by Each Category of Trader
0.3 6.5 0.2 59.8 17.8 18.4 4.5 46.5 1.2 3.3 1.3 0.0 12.2 8.2
Number of Traders in Each Category Total Traders: 164
. 10 4 80 25 60 14 22 13 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 3,061,132
Positions
70,405 302,219 24,237 1,302,988 407,303 404,271 639,248 1,520,911 64,870 317,852 169,440 12,049 225,213 155,833
Changes from: May 2, 2023 Total Change is: 256,196
10,886 28,280 -8,036 39,724 30,250 37,045 112,376 174,354 8,138 60,524 -727 -5,433 973 -7,675
Percent of Open Interest Represented by Each Category of Trader
2.3 9.9 0.8 42.6 13.3 13.2 20.9 49.7 2.1 10.4 5.5 0.4 7.4 5.1
Number of Traders in Each Category Total Traders: 406
21 37 14 131 49 94 46 58 40 42 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 5,323,998
Positions
132,802 345,595 172,823 2,346,829 1,089,560 788,074 268,035 1,687,764 620,616 436,552 150,808 108,952 449,315 359,808
Changes from: May 2, 2023 Total Change is: 179,904
-4,862 50,293 5,696 73,173 31,826 -9,206 -24,979 49,532 69,670 58,604 2,611 9,491 2,318 -30,008
Percent of Open Interest Represented by Each Category of Trader
2.5 6.5 3.2 44.1 20.5 14.8 5.0 31.7 11.7 8.2 2.8 2.0 8.4 6.8
Number of Traders in Each Category Total Traders: 412
19 31 36 122 65 110 55 69 86 38 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,674,982
Positions
62,894 74,485 579 821,719 599,419 234,572 194,099 461,479 10,126 180,654 51,743 700 169,639 241,879
Changes from: May 2, 2023 Total Change is: 40,189
1,913 8,082 -1,749 452 1,665 -520 25,933 30,724 895 6,901 2,514 0 6,364 -1,422
Percent of Open Interest Represented by Each Category of Trader
3.8 4.4 0.0 49.1 35.8 14.0 11.6 27.6 0.6 10.8 3.1 0.0 10.1 14.4
Number of Traders in Each Category Total Traders: 166
4 15 6 45 49 60 10 26 15 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 5,546,594
Positions
72,766 681,537 94,766 2,601,413 688,986 671,922 791,891 2,401,067 484,052 442,849 176,862 13,607 373,329 333,795
Changes from: May 2, 2023 Total Change is: 356,136
13,641 13,700 5,780 92,557 44,349 15,575 161,352 267,859 43,732 20,509 -28,035 2,293 696 -9,118
Percent of Open Interest Represented by Each Category of Trader
1.3 12.3 1.7 46.9 12.4 12.1 14.3 43.3 8.7 8.0 3.2 0.2 6.7 6.0
Number of Traders in Each Category Total Traders: 375
14 32 29 137 34 105 52 63 69 25 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 1,502,281
Positions
454,314 254,040 388,098 10,930 34,530 19,784 247,199 371,198 346,788 0 23,922 375 34,793 63,546
Changes from: May 2, 2023 Total Change is: 18,611
1,498 30,486 -3,620 986 6,563 -5,613 68,008 17,771 -42,387 0 6,492 0 -261 8,919
Percent of Open Interest Represented by Each Category of Trader
30.2 16.9 25.8 0.7 2.3 1.3 16.5 24.7 23.1 0.0 1.6 0.0 2.3 4.2
Number of Traders in Each Category Total Traders: 146
27 32 54 4 9 4 25 38 47 0 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 935,905
Positions
234,404 326,937 87,474 56,034 0 7,178 112,257 61,803 350,658 5,133 13,125 7,082 75,684 81,647
Changes from: May 2, 2023 Total Change is: 6,149
-5,586 15,408 -8,522 2,143 0 -2,071 8,250 -805 105 -48 344 125 11,752 1,566
Percent of Open Interest Represented by Each Category of Trader
25.0 34.9 9.3 6.0 0.0 0.8 12.0 6.6 37.5 0.5 1.4 0.8 8.1 8.7
Number of Traders in Each Category Total Traders: 77
12 22 22 4 0 . 22 12 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 is22,701,064
Positions
2,844,970 2,547,615 3,964,036 443,794 596,501 1,142,215 928,598 939,829 12,876,915 204,411 333,448 243,463 52,663 57,041
Changes from: May 2, 2023 Total Change is: 942,033
35,851 74,114 -7,246 -211 70,308 108,321 -36,201 -101,886 826,096 81,396 39,927 -74,180 8,207 6,579
Percent of Open Interest Represented by Each Category of Trader
12.5 11.2 17.5 2.0 2.6 5.0 4.1 4.1 56.7 0.9 1.5 1.1 0.2 0.3
Number of Traders in Each Category Total Traders: 1,082
57 122 141 37 79 77 122 200 228 172 219 233
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 777,938
Positions
186,448 220,199 254,908 6,681 1,628 4,393 179,038 130,705 145,453 0 19,465 205 812 982
Changes from: May 2, 2023 Total Change is: 44,226
1,459 -6,638 16,840 6,681 -2,609 -681 969 15,547 18,821 0 4,410 41 96 -1,505
Percent of Open Interest Represented by Each Category of Trader
24.0 28.3 32.8 0.9 0.2 0.6 23.0 16.8 18.7 0.0 2.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 175
33 50 54 . 5 . 34 37 48 0 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 14,813
Positions
556 2,636 113 6,696 229 590 2,616 7,616 1,972 499 621 378 1,394 658
Changes from: May 2, 2023 Total Change is: 405
2 -348 -49 -30 -134 -4 507 1,064 -56 -191 -225 141 86 16
Percent of Open Interest Represented by Each Category of Trader
3.8 17.8 0.8 45.2 1.5 4.0 17.7 51.4 13.3 3.4 4.2 2.6 9.4 4.4
Number of Traders in Each Category Total Traders: 115
5 8 4 9 . 4 23 46 24 12 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 11,940
Positions
470 2,532 30 397 5 22 3,117 4,045 2,873 2,066 1,166 60 2,904 1,206
Changes from: May 2, 2023 Total Change is: 2,795
196 666 -13 -4 -23 5 1,341 957 1,215 -241 -3 -3 300 -5
Percent of Open Interest Represented by Each Category of Trader
3.9 21.2 0.3 3.3 0.0 0.2 26.1 33.9 24.1 17.3 9.8 0.5 24.3 10.1
Number of Traders in Each Category Total Traders: 90
. . . 5 . . 11 15 10 38 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 3,775
Positions
238 334 0 614 31 32 916 1,954 747 315 173 65 847 438
Changes from: May 2, 2023 Total Change is: 223
-14 -23 0 21 -21 -5 -246 -76 243 88 33 39 96 33
Percent of Open Interest Represented by Each Category of Trader
6.3 8.8 0.0 16.3 0.8 0.8 24.3 51.8 19.8 8.4 4.6 1.7 22.4 11.6
Number of Traders in Each Category Total Traders: 62
4 5 0 5 . . 17 19 12 7 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 19,609
Positions
173 2,215 0 2,430 0 0 834 8,274 4,368 9,644 3,034 1,264 896 455
Changes from: May 2, 2023 Total Change is: 4,377
173 379 0 573 0 0 -1,214 758 2,720 1,140 -299 787 198 32
Percent of Open Interest Represented by Each Category of Trader
0.9 11.3 0.0 12.4 0.0 0.0 4.3 42.2 22.3 49.2 15.5 6.4 4.6 2.3
Number of Traders in Each Category Total Traders: 105
. . 0 . 0 0 6 8 4 65 21 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 32,228
Positions
0 11,462 0 9,364 6,428 951 13,297 7,011 998 2,543 1,785 128 4,946 3,464
Changes from: May 2, 2023 Total Change is: -597
0 13 0 -2,553 175 63 2,642 -1,736 77 -691 470 29 -164 312
Percent of Open Interest Represented by Each Category of Trader
0.0 35.6 0.0 29.1 19.9 3.0 41.3 21.8 3.1 7.9 5.5 0.4 15.3 10.7
Number of Traders in Each Category Total Traders: 90
0 . 0 9 7 . 22 19 8 15 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 391,773
Positions
41,823 20,996 16,112 117,118 96,416 45,208 73,907 109,149 53,519 4,818 8,008 13,965 25,303 28,400
Changes from: May 2, 2023 Total Change is: 5,969
-4,813 2,644 2,290 -9,266 -9,404 2,087 8,279 -4,668 9,307 -1,161 2,331 1,888 -2,642 -506
Percent of Open Interest Represented by Each Category of Trader
10.7 5.4 4.1 29.9 24.6 11.5 18.9 27.9 13.7 1.2 2.0 3.6 6.5 7.2
Number of Traders in Each Category Total Traders: 201
17 10 17 26 31 27 46 42 53 9 10 16
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Traders in Financial Futures - Options and Futures Combined Positions as of May 9, 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 57,686
Positions
43,667 42,699 0 5,015 4,476 1,403 6,487 8,841 54 761 158 0 299 55
Changes from: May 2, 2023 Total Change is: 1,094
2,686 0 0 -2,654 921 33 836 198 20 188 0 -18 3 -60
Percent of Open Interest Represented by Each Category of Trader
75.7 74.0 0.0 8.7 7.8 2.4 11.2 15.3 0.1 1.3 0.3 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 37
5 . 0 10 . 4 9 4 . . . 0
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Updated May 12, 2023