Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 170,528
Positions
58,978 2,930 3,680 27,249 76,522 4,389 24,203 37,251 10,181 9,185 2,412 34 32,629 33,130
Changes from: May 9, 2023 Total Change is: 1,840
4,395 -1,293 825 -14 4,249 99 -2,521 -3,624 420 -825 -28 -8 -530 1,201
Percent of Open Interest Represented by Each Category of Trader
34.6 1.7 2.2 16.0 44.9 2.6 14.2 21.8 6.0 5.4 1.4 0.0 19.1 19.4
Number of Traders in Each Category Total Traders: 102
12 . 5 13 24 12 19 21 14 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 47,483
Positions
14,508 6,073 1,205 4,951 12,278 280 5,807 7,653 4,059 1,667 0 0 15,006 15,935
Changes from: May 9, 2023 Total Change is: 436
-173 1,255 -29 102 -1,051 -58 1,210 145 -366 -120 0 0 -130 541
Percent of Open Interest Represented by Each Category of Trader
30.6 12.8 2.5 10.4 25.9 0.6 12.2 16.1 8.5 3.5 0.0 0.0 31.6 33.6
Number of Traders in Each Category Total Traders: 39
. 4 4 5 9 . 8 9 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 281,216
Positions
54,891 62,696 9,303 75,899 67,685 6,153 54,893 58,100 45,798 1,690 3,782 765 31,824 26,933
Changes from: May 9, 2023 Total Change is: 4,787
-186 3,348 -540 124 376 -19 3,281 -370 2,382 155 -1,619 -109 -300 1,339
Percent of Open Interest Represented by Each Category of Trader
19.5 22.3 3.3 27.0 24.1 2.2 19.5 20.7 16.3 0.6 1.3 0.3 11.3 9.6
Number of Traders in Each Category Total Traders: 132
. 11 7 18 27 17 29 33 21 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 221,100
Positions
50,190 15,010 9,534 87,670 69,550 4,854 20,091 62,811 16,547 4,005 3,826 2 28,206 38,965
Changes from: May 9, 2023 Total Change is: 11,125
3,453 -6,468 1,655 4,596 7,188 -99 2,479 6,098 2,075 -260 115 2 -2,776 558
Percent of Open Interest Represented by Each Category of Trader
22.7 6.8 4.3 39.7 31.5 2.2 9.1 28.4 7.5 1.8 1.7 0.0 12.8 17.6
Number of Traders in Each Category Total Traders: 133
10 8 8 24 23 20 19 37 17 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 896,361
Positions
22,101 567,449 18,156 544,864 78,439 24,094 59,602 56,567 92,911 34,231 10,398 4,365 96,039 43,984
Changes from: May 9, 2023 Total Change is: -13,084
-2,600 -1,238 -1,280 1,074 1,962 -1,927 -8,495 -12,290 974 2,310 598 131 -3,270 -13
Percent of Open Interest Represented by Each Category of Trader
2.5 63.3 2.0 60.8 8.8 2.7 6.6 6.3 10.4 3.8 1.2 0.5 10.7 4.9
Number of Traders in Each Category Total Traders: 312
12 15 10 132 26 57 48 44 34 23 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,584
Positions
400 20,399 0 12,406 1,275 3,526 2,832 2,321 3 0 0 0 12,417 4,060
Changes from: May 9, 2023 Total Change is: 1,149
-1 51 -15 -11 2 68 945 430 0 0 0 0 163 613
Percent of Open Interest Represented by Each Category of Trader
1.3 64.6 0.0 39.3 4.0 11.2 9.0 7.3 0.0 0.0 0.0 0.0 39.3 12.9
Number of Traders in Each Category Total Traders: 26
. . 0 15 . 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 174,959
Positions
59,016 2,223 991 48,430 95,545 6,431 29,145 32,870 7,303 2,961 920 0 20,682 28,676
Changes from: May 9, 2023 Total Change is: 2,253
49 623 60 1,889 1,818 -75 71 -1,993 128 -330 849 0 460 841
Percent of Open Interest Represented by Each Category of Trader
33.7 1.3 0.6 27.7 54.6 3.7 16.7 18.8 4.2 1.7 0.5 0.0 11.8 16.4
Number of Traders in Each Category Total Traders: 93
8 . 5 15 22 16 16 24 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 254,097
Positions
9,165 112,503 843 145,274 8,206 373 84,323 69,637 1,952 3,067 57,296 113 8,987 3,175
Changes from: May 9, 2023 Total Change is: -1,414
78 1,229 82 -5,872 -1,000 284 4,050 -3,375 612 -773 -33 8 117 779
Percent of Open Interest Represented by Each Category of Trader
3.6 44.3 0.3 57.2 3.2 0.1 33.2 27.4 0.8 1.2 22.5 0.0 3.5 1.2
Number of Traders in Each Category Total Traders: 176
. 13 . 30 6 . 66 28 15 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 50,633
Positions
857 35,844 173 23,577 5,362 0 18,380 4,530 48 3,113 3,484 0 4,485 1,192
Changes from: May 9, 2023 Total Change is: 1,425
-50 -543 0 -471 855 0 -124 387 -26 1,452 1,491 0 644 -739
Percent of Open Interest Represented by Each Category of Trader
1.7 70.8 0.3 46.6 10.6 0.0 36.3 8.9 0.1 6.1 6.9 0.0 8.9 2.4
Number of Traders in Each Category Total Traders: 79
. 4 . 15 7 0 27 8 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 36,490
Positions
10,438 3,069 8 8,450 20,110 194 13,064 8,780 168 350 410 1 3,817 3,750
Changes from: May 9, 2023 Total Change is: -5,497
309 -781 -52 -950 877 -109 -4,507 -5,469 -54 -56 -21 -29 -49 141
Percent of Open Interest Represented by Each Category of Trader
28.6 8.4 0.0 23.2 55.1 0.5 35.8 24.1 0.5 1.0 1.1 0.0 10.5 10.3
Number of Traders in Each Category Total Traders: 79
8 . . 13 15 . 21 14 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 36,901
Positions
18,425 127 37 834 30,646 0 16,253 3,358 7 468 559 0 877 2,167
Changes from: May 9, 2023 Total Change is: 2,228
1,136 15 -2 337 1,219 0 1,362 754 -146 0 97 0 -459 291
Percent of Open Interest Represented by Each Category of Trader
49.9 0.3 0.1 2.3 83.0 0.0 44.0 9.1 0.0 1.3 1.5 0.0 2.4 5.9
Number of Traders in Each Category Total Traders: 49
4 . . 4 8 0 13 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 99,636
Positions
38,420 19,653 1,139 15,798 11,323 460 17,705 25,945 4,082 8,652 18,773 467 12,913 17,794
Changes from: May 9, 2023 Total Change is: 2,494
269 -57 378 1,949 696 2 -999 837 1,094 -598 -531 17 382 59
Percent of Open Interest Represented by Each Category of Trader
38.6 19.7 1.1 15.9 11.4 0.5 17.8 26.0 4.1 8.7 18.8 0.5 13.0 17.9
Number of Traders in Each Category Total Traders: 115
13 15 5 17 9 5 20 28 17 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 96,361
Positions
38,386 19,522 1,139 15,772 11,273 460 17,214 25,903 2,846 9,099 18,687 0 11,445 16,532
Changes from: May 9, 2023 Total Change is: 2,391
263 -100 378 1,970 696 2 -1,349 68 1,502 -581 -556 0 205 400
Percent of Open Interest Represented by Each Category of Trader
39.8 20.3 1.2 16.4 11.7 0.5 17.9 26.9 3.0 9.4 19.4 0.0 11.9 17.2
Number of Traders in Each Category Total Traders: 100
12 14 5 16 8 5 16 25 13 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 38,047
Positions
11,246 27,869 0 20,151 1,902 2,182 2,447 4,380 100 0 0 0 1,921 1,614
Changes from: May 9, 2023 Total Change is: 225
7 21 0 -101 -161 265 -179 -104 0 0 0 0 233 204
Percent of Open Interest Represented by Each Category of Trader
29.6 73.2 0.0 53.0 5.0 5.7 6.4 11.5 0.3 0.0 0.0 0.0 5.0 4.2
Number of Traders in Each Category Total Traders: 35
6 5 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 32,753
Positions
341 1,314 0 263 500 0 14,307 9,821 2,964 75 5,401 125 14,678 12,628
Changes from: May 9, 2023 Total Change is: 1,032
60 427 0 -211 0 0 -848 3,342 258 75 492 -75 1,773 -3,412
Percent of Open Interest Represented by Each Category of Trader
1.0 4.0 0.0 0.8 1.5 0.0 43.7 30.0 9.0 0.2 16.5 0.4 44.8 38.6
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 5 8 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 3,351,750
Positions
441,629 353,712 134,627 1,046,036 434,806 242,577 116,112 585,766 972,860 86,000 256,879 18,406 293,504 352,118
Changes from: May 9, 2023 Total Change is: 33,002
5,863 19,682 5,156 22,977 5,738 -4,879 -14,473 -30,723 21,523 2,636 13,248 -4,727 -1,073 7,984
Percent of Open Interest Represented by Each Category of Trader
13.2 10.6 4.0 31.2 13.0 7.2 3.5 17.5 29.0 2.6 7.7 0.5 8.8 10.5
Number of Traders in Each Category Total Traders: 587
41 27 43 152 96 126 59 118 111 47 44 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 18,001
Positions
918 13,143 0 10,045 1,915 333 3,802 1,343 200 0 0 0 2,703 1,067
Changes from: May 9, 2023 Total Change is: 36
-227 654 -12 302 0 0 -446 237 0 0 0 0 419 -843
Percent of Open Interest Represented by Each Category of Trader
5.1 73.0 0.0 55.8 10.6 1.8 21.1 7.5 1.1 0.0 0.0 0.0 15.0 5.9
Number of Traders in Each Category Total Traders: 27
. 9 0 6 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 26,165
Positions
7,108 15,253 0 14,509 7,535 0 1,882 1,244 339 0 0 0 2,327 1,794
Changes from: May 9, 2023 Total Change is: 3,371
1,358 1,651 0 2,497 1,936 0 17 384 4 0 0 0 -505 -604
Percent of Open Interest Represented by Each Category of Trader
27.2 58.3 0.0 55.5 28.8 0.0 7.2 4.8 1.3 0.0 0.0 0.0 8.9 6.9
Number of Traders in Each Category Total Traders: 35
5 6 0 13 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 3,317,177
Positions
442,478 357,213 129,839 1,044,565 434,713 241,797 120,755 603,039 945,452 85,896 254,718 18,406 287,990 332,001
Changes from: May 9, 2023 Total Change is: 28,598
5,591 19,892 4,780 23,137 5,730 -4,809 -13,764 -28,221 17,037 2,636 12,948 -4,727 -1,283 5,968
Percent of Open Interest Represented by Each Category of Trader
13.3 10.8 3.9 31.5 13.1 7.3 3.6 18.2 28.5 2.6 7.7 0.6 8.7 10.0
Number of Traders in Each Category Total Traders: 578
40 28 42 150 95 123 60 112 109 46 44 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 31,436
Positions
20,024 26,707 0 9,507 0 0 197 3,231 191 0 0 0 1,517 1,307
Changes from: May 9, 2023 Total Change is: -391
-188 3 0 -70 0 0 -1 -443 188 0 0 0 -320 -139
Percent of Open Interest Represented by Each Category of Trader
63.7 85.0 0.0 30.2 0.0 0.0 0.6 10.3 0.6 0.0 0.0 0.0 4.8 4.2
Number of Traders in Each Category Total Traders: 23
6 5 0 6 0 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 17,370
Positions
6,715 16,125 0 6,838 0 0 800 245 0 0 0 0 3,017 1,000
Changes from: May 9, 2023 Total Change is: -5,485
1,752 -5,438 0 -7,057 0 0 128 -174 -19 0 0 0 -289 146
Percent of Open Interest Represented by Each Category of Trader
38.7 92.8 0.0 39.4 0.0 0.0 4.6 1.4 0.0 0.0 0.0 0.0 17.4 5.8
Number of Traders in Each Category Total Traders: 21
6 7 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 18,178
Positions
13,946 10,409 0 1,408 5,084 213 985 1,186 0 0 0 0 1,626 1,286
Changes from: May 9, 2023 Total Change is: 1
459 108 0 0 -290 -23 -313 224 0 0 0 0 -122 -18
Percent of Open Interest Represented by Each Category of Trader
76.7 57.3 0.0 7.7 28.0 1.2 5.4 6.5 0.0 0.0 0.0 0.0 8.9 7.1
Number of Traders in Each Category Total Traders: 26
8 4 0 . 5 . 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 13,886
Positions
3,385 12,238 0 8,526 0 0 0 507 0 0 0 0 1,975 1,141
Changes from: May 9, 2023 Total Change is: 74
0 91 0 951 0 0 0 -229 0 0 0 0 -877 212
Percent of Open Interest Represented by Each Category of Trader
24.4 88.1 0.0 61.4 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0 14.2 8.2
Number of Traders in Each Category Total Traders: 22
. 9 0 8 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 24,437
Positions
9,660 9,766 0 9,673 9,981 1,752 2,036 1,955 0 0 0 0 1,316 983
Changes from: May 9, 2023 Total Change is: 194
532 583 0 98 1,102 -20 -123 -153 0 0 0 0 -293 -1,318
Percent of Open Interest Represented by Each Category of Trader
39.5 40.0 0.0 39.6 40.8 7.2 8.3 8.0 0.0 0.0 0.0 0.0 5.4 4.0
Number of Traders in Each Category Total Traders: 30
4 9 0 7 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 345,730
Positions
39,394 12,877 0 20,449 6,673 2,057 216,853 90,551 10,794 1,044 21,610 0 55,139 201,168
Changes from: May 9, 2023 Total Change is: 44,038
6,484 1,665 0 -1,300 374 -1,006 35,692 17,775 2,076 0 2,995 0 2,093 20,159
Percent of Open Interest Represented by Each Category of Trader
11.4 3.7 0.0 5.9 1.9 0.6 62.7 26.2 3.1 0.3 6.3 0.0 15.9 58.2
Number of Traders in Each Category Total Traders: 29
. . 0 9 . . 5 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 328,811
Positions
119,029 104,409 140,207 0 33,500 0 7,995 3,832 43,155 14,221 0 0 4,204 3,708
Changes from: May 9, 2023 Total Change is: 3,250
500 3,000 0 0 0 0 1,995 -505 255 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
36.2 31.8 42.6 0.0 10.2 0.0 2.4 1.2 13.1 4.3 0.0 0.0 1.3 1.1
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 16, 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 37,328
Positions
5,006 3,362 79 22,216 24,012 2,568 486 1,562 225 0 0 0 6,748 5,520
Changes from: May 9, 2023 Total Change is: -92
18 -718 25 138 595 -119 -228 56 7 0 0 0 67 62
Percent of Open Interest Represented by Each Category of Trader
13.4 9.0 0.2 59.5 64.3 6.9 1.3 4.2 0.6 0.0 0.0 0.0 18.1 14.8
Number of Traders in Each Category Total Traders: 56
4 5 . 24 16 14 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 324,413
Positions
40,289 51,487 5,720 89,099 38,122 9,679 62,763 87,860 53,732 18,634 15,681 1,668 42,830 60,465
Changes from: May 9, 2023 Total Change is: 21,348
6,406 6,820 338 7,354 -312 -1,086 6,593 5,975 6,041 -3,968 -1,437 -537 208 5,547
Percent of Open Interest Represented by Each Category of Trader
12.4 15.9 1.8 27.5 11.8 3.0 19.3 27.1 16.6 5.7 4.8 0.5 13.2 18.6
Number of Traders in Each Category Total Traders: 345
22 31 16 74 37 36 48 71 52 21 41 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 313,758
Positions
40,965 51,690 4,363 88,791 38,122 9,679 63,207 92,066 46,842 18,919 15,508 1,156 39,837 54,332
Changes from: May 9, 2023 Total Change is: 20,326
6,707 6,962 72 7,319 -312 -1,086 6,486 8,758 3,830 -3,976 -1,494 -604 1,578 4,202
Percent of Open Interest Represented by Each Category of Trader
13.1 16.5 1.4 28.3 12.2 3.1 20.1 29.3 14.9 6.0 4.9 0.4 12.7 17.3
Number of Traders in Each Category Total Traders: 310
23 28 13 70 37 36 42 62 44 15 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 106,548
Positions
6,805 11,538 0 3,083 0 0 60,203 22,570 4,272 2,028 6,605 234 29,922 61,329
Changes from: May 9, 2023 Total Change is: 10,221
-349 1,240 0 349 0 0 22,566 -6,323 604 720 1,213 31 -13,701 13,456
Percent of Open Interest Represented by Each Category of Trader
6.4 10.8 0.0 2.9 0.0 0.0 56.5 21.2 4.0 1.9 6.2 0.2 28.1 57.6
Number of Traders in Each Category Total Traders: 54
. 5 0 5 0 0 13 14 10 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 560,402
Positions
141,120 71,884 5,954 182,198 201,252 46,567 119,374 141,724 17,899 24,714 46,058 349 22,227 28,715
Changes from: May 9, 2023 Total Change is: 7,963
-1,418 2,060 280 1,507 1,625 1,352 729 -6,404 2,912 1,193 5,541 3 1,406 593
Percent of Open Interest Represented by Each Category of Trader
25.2 12.8 1.1 32.5 35.9 8.3 21.3 25.3 3.2 4.4 8.2 0.1 4.0 5.1
Number of Traders in Each Category Total Traders: 377
31 17 8 80 78 46 55 87 39 8 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 14,178
Positions
3,590 6,849 0 9,496 5,368 0 0 1,220 0 0 0 0 1,092 741
Changes from: May 9, 2023 Total Change is: 725
346 495 0 320 128 0 0 361 0 0 0 0 59 -259
Percent of Open Interest Represented by Each Category of Trader
25.3 48.3 0.0 67.0 37.9 0.0 0.0 8.6 0.0 0.0 0.0 0.0 7.7 5.2
Number of Traders in Each Category Total Traders: 27
4 4 0 12 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,130
Positions
293 2,531 0 7,484 1,501 10 437 5,266 0 919 1,541 0 4,987 3,281
Changes from: May 9, 2023 Total Change is: 1,834
293 755 0 697 -38 0 0 700 0 0 130 0 844 287
Percent of Open Interest Represented by Each Category of Trader
2.1 17.9 0.0 53.0 10.6 0.1 3.1 37.3 0.0 6.5 10.9 0.0 35.3 23.2
Number of Traders in Each Category Total Traders: 25
. . 0 9 . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 54,119
Positions
5,134 8,324 675 23,665 2,056 1,281 13,504 9,002 87 2,876 466 0 6,897 32,228
Changes from: May 9, 2023 Total Change is: 6,168
547 1,715 -8 1,388 -194 -26 2,874 4,253 16 -139 0 0 1,516 412
Percent of Open Interest Represented by Each Category of Trader
9.5 15.4 1.2 43.7 3.8 2.4 25.0 16.6 0.2 5.3 0.9 0.0 12.7 59.6
Number of Traders in Each Category Total Traders: 62
9 6 . 13 . 5 13 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 421,102
Positions
34,731 225,297 3,784 280,637 91,496 38,873 28,822 20,433 1,905 19,702 32,442 161 12,487 6,711
Changes from: May 9, 2023 Total Change is: 2,281
1,145 -5,432 -5 5,231 1,957 -1,454 446 3,136 318 515 3,141 -60 -3,855 680
Percent of Open Interest Represented by Each Category of Trader
8.2 53.5 0.9 66.6 21.7 9.2 6.8 4.9 0.5 4.7 7.7 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 191
11 15 4 74 45 32 21 14 10 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,143,359
Positions
85,009 559,013 7,605 736,787 303,138 120,131 102,404 72,420 6,909 52,998 58,407 1,311 30,205 14,425
Changes from: May 9, 2023 Total Change is: -8,093
4,702 -21,665 -2,683 -9,372 15,053 -646 254 1,934 802 -1,386 -1,097 -17 253 226
Percent of Open Interest Represented by Each Category of Trader
7.4 48.9 0.7 64.4 26.5 10.5 9.0 6.3 0.6 4.6 5.1 0.1 2.6 1.3
Number of Traders in Each Category Total Traders: 405
27 19 11 151 72 76 54 43 28 29 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 201,168
Positions
29,432 133,021 40,395 36,467 0 1,723 70,628 3,353 16,702 5,292 5,642 215 314 117
Changes from: May 9, 2023 Total Change is: -3,331
659 -2,611 -355 -59 0 0 -1,106 1,088 -1,543 0 0 0 -927 90
Percent of Open Interest Represented by Each Category of Trader
14.6 66.1 20.1 18.1 0.0 0.9 35.1 1.7 8.3 2.6 2.8 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 90
10 23 14 15 0 . 30 . 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,393,932
Positions
23,200 166,255 39,915 701,993 353,210 183,435 30,232 309,507 136,158 76,870 68,911 6,128 196,002 130,415
Changes from: May 9, 2023 Total Change is: 71,059
15 15,625 3,323 23,927 -793 12,397 -4,223 -1,071 30,620 1,159 415 1,491 2,349 9,052
Percent of Open Interest Represented by Each Category of Trader
1.7 11.9 2.9 50.4 25.3 13.2 2.2 22.2 9.8 5.5 4.9 0.4 14.1 9.4
Number of Traders in Each Category Total Traders: 194
6 15 14 65 31 63 25 35 46 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,489,368
Positions
8,580 78,375 3,385 873,591 270,150 271,840 70,170 697,003 25,644 51,571 18,733 0 184,587 124,238
Changes from: May 9, 2023 Total Change is: 25,729
3,511 -17,036 491 -2,357 10,040 2,454 3,688 16,247 8,438 3,874 179 0 5,629 4,916
Percent of Open Interest Represented by Each Category of Trader
0.6 5.3 0.2 58.7 18.1 18.3 4.7 46.8 1.7 3.5 1.3 0.0 12.4 8.3
Number of Traders in Each Category Total Traders: 165
. 9 4 80 25 60 16 22 17 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 3,228,454
Positions
79,739 256,997 28,090 1,361,170 401,472 439,748 657,749 1,702,089 82,586 336,101 155,630 11,445 231,825 150,395
Changes from: May 9, 2023 Total Change is: 167,322
9,334 -45,222 3,853 58,183 -5,830 35,477 18,502 181,179 17,716 18,249 -13,810 -604 6,612 -5,437
Percent of Open Interest Represented by Each Category of Trader
2.5 8.0 0.9 42.2 12.4 13.6 20.4 52.7 2.6 10.4 4.8 0.4 7.2 4.7
Number of Traders in Each Category Total Traders: 401
22 33 19 133 48 94 44 58 43 43 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 5,534,664
Positions
141,065 344,431 184,669 2,376,662 1,132,000 823,421 300,637 1,779,576 671,181 463,170 151,460 93,330 480,529 354,595
Changes from: May 9, 2023 Total Change is: 210,666
8,263 -1,164 11,846 29,833 42,440 35,347 32,602 91,813 50,565 26,618 652 -15,621 31,213 -5,213
Percent of Open Interest Represented by Each Category of Trader
2.5 6.2 3.3 42.9 20.5 14.9 5.4 32.2 12.1 8.4 2.7 1.7 8.7 6.4
Number of Traders in Each Category Total Traders: 410
22 29 37 128 59 110 49 69 78 42 12 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,727,315
Positions
66,041 66,056 4,868 833,383 610,354 243,754 194,416 465,293 38,649 180,619 51,172 750 164,835 246,419
Changes from: May 9, 2023 Total Change is: 52,333
3,147 -8,429 4,289 11,664 10,935 9,182 317 3,814 28,523 -35 -571 50 -4,804 4,540
Percent of Open Interest Represented by Each Category of Trader
3.8 3.8 0.3 48.2 35.3 14.1 11.3 26.9 2.2 10.5 3.0 0.0 9.5 14.3
Number of Traders in Each Category Total Traders: 170
5 13 10 47 50 60 12 26 19 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 5,565,237
Positions
72,296 680,618 92,700 2,582,230 693,616 693,556 789,535 2,420,898 489,829 454,452 154,217 12,435 378,205 327,368
Changes from: May 9, 2023 Total Change is: 18,643
-470 -919 -2,066 -19,183 4,630 21,634 -2,356 19,831 5,777 11,603 -22,645 -1,172 4,877 -6,427
Percent of Open Interest Represented by Each Category of Trader
1.3 12.2 1.7 46.4 12.5 12.5 14.2 43.5 8.8 8.2 2.8 0.2 6.8 5.9
Number of Traders in Each Category Total Traders: 375
16 31 29 138 33 102 48 67 72 26 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 1,585,578
Positions
439,683 289,249 411,041 11,251 34,433 20,833 273,036 360,372 397,128 0 19,119 1,225 31,381 52,178
Changes from: May 9, 2023 Total Change is: 83,297
-14,631 35,209 22,943 321 -97 1,049 25,837 -10,826 50,340 0 -4,803 850 -3,412 -11,368
Percent of Open Interest Represented by Each Category of Trader
27.7 18.2 25.9 0.7 2.2 1.3 17.2 22.7 25.0 0.0 1.2 0.1 2.0 3.3
Number of Traders in Each Category Total Traders: 150
26 34 52 4 6 4 25 44 51 0 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 849,189
Positions
219,915 312,216 57,733 61,487 0 3,100 108,120 60,334 323,946 5,099 13,713 3,073 66,717 75,074
Changes from: May 9, 2023 Total Change is: -86,716
-14,489 -14,721 -29,741 5,453 0 -4,078 -4,136 -1,469 -26,712 -34 588 -4,009 -8,968 -6,573
Percent of Open Interest Represented by Each Category of Trader
25.9 36.8 6.8 7.2 0.0 0.4 12.7 7.1 38.1 0.6 1.6 0.4 7.9 8.8
Number of Traders in Each Category Total Traders: 77
13 20 15 4 0 . 23 11 25 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 is22,118,620
Positions
2,819,899 2,747,270 3,792,746 427,785 553,586 1,146,511 1,049,493 831,667 12,385,852 202,114 356,404 245,745 48,476 58,839
Changes from: May 9, 2023 Total Change is: -582,444
-25,071 199,655 -171,290 -16,009 -42,915 4,296 120,895 -108,163 -491,063 -2,297 22,956 2,281 -4,187 1,798
Percent of Open Interest Represented by Each Category of Trader
12.7 12.4 17.1 1.9 2.5 5.2 4.7 3.8 56.0 0.9 1.6 1.1 0.2 0.3
Number of Traders in Each Category Total Traders: 1,073
59 119 137 40 79 83 127 191 231 169 212 226
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 816,902
Positions
208,288 246,564 253,764 14,615 2,433 6,105 172,755 121,834 160,391 100 24,975 149 735 687
Changes from: May 9, 2023 Total Change is: 38,964
21,840 26,365 -1,144 7,934 805 1,712 -6,283 -8,871 14,938 100 5,510 -56 -77 -295
Percent of Open Interest Represented by Each Category of Trader
25.5 30.2 31.1 1.8 0.3 0.7 21.1 14.9 19.6 0.0 3.1 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 177
32 53 55 . 5 . 34 37 50 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 24,037
Positions
3,200 0 0 0 572 0 1,247 20,534 10 19,580 2,899 0 0 22
Changes from: May 9, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.0 2.4 0.0 5.2 85.4 0.0 81.5 12.1 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 14,807
Positions
558 2,582 175 6,571 169 569 2,190 7,121 2,114 983 910 238 1,408 928
Changes from: May 9, 2023 Total Change is: -6
2 -54 63 -124 -60 -21 -426 -495 142 484 289 -140 14 270
Percent of Open Interest Represented by Each Category of Trader
3.8 17.4 1.2 44.4 1.1 3.8 14.8 48.1 14.3 6.6 6.1 1.6 9.5 6.3
Number of Traders in Each Category Total Traders: 107
6 7 6 7 . . 23 44 24 9 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 12,747
Positions
503 2,429 182 362 632 12 3,942 3,701 2,722 2,143 1,437 143 2,738 1,488
Changes from: May 9, 2023 Total Change is: 807
33 -103 152 -35 627 -10 825 -344 -151 77 271 82 -166 282
Percent of Open Interest Represented by Each Category of Trader
3.9 19.1 1.4 2.8 5.0 0.1 30.9 29.0 21.4 16.8 11.3 1.1 21.5 11.7
Number of Traders in Each Category Total Traders: 94
. . . 6 . . 13 12 9 41 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,844
Positions
260 343 0 537 31 14 1,272 1,834 731 136 330 56 837 505
Changes from: May 9, 2023 Total Change is: 69
22 9 0 -77 0 -18 356 -121 -16 -179 157 -9 -10 67
Percent of Open Interest Represented by Each Category of Trader
6.8 8.9 0.0 14.0 0.8 0.4 33.1 47.7 19.0 3.5 8.6 1.5 21.8 13.1
Number of Traders in Each Category Total Traders: 62
4 5 0 6 . . 18 19 11 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 19,259
Positions
111 2,587 0 2,424 0 0 946 7,377 4,438 9,277 3,272 1,194 869 390
Changes from: May 9, 2023 Total Change is: -350
-62 372 0 -6 0 0 111 -897 70 -367 239 -69 -27 -65
Percent of Open Interest Represented by Each Category of Trader
0.6 13.4 0.0 12.6 0.0 0.0 4.9 38.3 23.0 48.2 17.0 6.2 4.5 2.0
Number of Traders in Each Category Total Traders: 105
. . 0 . 0 0 7 10 4 62 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 30,936
Positions
0 11,163 0 9,408 5,382 918 10,654 8,097 981 3,084 1,356 227 5,665 2,812
Changes from: May 9, 2023 Total Change is: -1,292
0 -299 0 44 -1,046 -33 -2,644 1,086 -17 541 -429 98 719 -652
Percent of Open Interest Represented by Each Category of Trader
0.0 36.1 0.0 30.4 17.4 3.0 34.4 26.2 3.2 10.0 4.4 0.7 18.3 9.1
Number of Traders in Each Category Total Traders: 93
0 . 0 9 7 . 23 17 7 23 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 403,023
Positions
41,356 30,655 17,688 115,953 88,285 44,833 72,942 105,387 62,894 4,446 8,717 14,441 28,470 30,123
Changes from: May 9, 2023 Total Change is: 11,250
-467 9,659 1,576 -1,165 -8,131 -375 -965 -3,762 9,375 -372 709 476 3,167 1,723
Percent of Open Interest Represented by Each Category of Trader
10.3 7.6 4.4 28.8 21.9 11.1 18.1 26.1 15.6 1.1 2.2 3.6 7.1 7.5
Number of Traders in Each Category Total Traders: 201
16 10 19 27 32 26 40 44 55 7 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 57,717
Positions
41,603 42,699 0 5,037 4,442 1,403 8,084 8,842 54 1,247 166 0 289 111
Changes from: May 9, 2023 Total Change is: 31
-2,064 0 0 22 -34 0 1,597 1 0 486 8 0 -10 56
Percent of Open Interest Represented by Each Category of Trader
72.1 74.0 0.0 8.7 7.7 2.4 14.0 15.3 0.1 2.2 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 35
4 . 0 10 . 4 8 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 19, 2023