Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 179,078
Positions
70,118 3,390 3,788 27,258 83,176 4,625 18,189 33,425 16,267 5,195 1,743 141 33,498 32,524
Changes from: May 30, 2023 Total Change is: -11,247
3,967 460 -249 -3,480 1,485 204 -11,591 -8,081 442 -4,799 -811 107 4,150 -4,805
Percent of Open Interest Represented by Each Category of Trader
39.2 1.9 2.1 15.2 46.4 2.6 10.2 18.7 9.1 2.9 1.0 0.1 18.7 18.2
Number of Traders in Each Category Total Traders: 101
12 . 8 11 29 11 17 18 12 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 47,712
Positions
15,766 6,589 1,343 2,748 13,776 7 12,444 6,814 2,065 1,802 0 0 11,536 17,117
Changes from: May 30, 2023 Total Change is: 2,574
1,121 -2,504 155 -734 1,378 7 4,600 1,778 -333 0 0 0 -2,242 2,093
Percent of Open Interest Represented by Each Category of Trader
33.0 13.8 2.8 5.8 28.9 0.0 26.1 14.3 4.3 3.8 0.0 0.0 24.2 35.9
Number of Traders in Each Category Total Traders: 45
4 6 6 5 9 . 13 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 279,057
Positions
55,377 64,615 13,413 61,989 66,747 6,270 56,237 42,124 53,102 1,760 3,418 723 30,185 28,645
Changes from: May 30, 2023 Total Change is: 584
-406 -900 3,193 1,292 7,425 -495 -4,019 -10,028 1,573 -45 20 48 -558 -253
Percent of Open Interest Represented by Each Category of Trader
19.8 23.2 4.8 22.2 23.9 2.2 20.2 15.1 19.0 0.6 1.2 0.3 10.8 10.3
Number of Traders in Each Category Total Traders: 130
4 11 7 21 25 14 32 27 29 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 274,397
Positions
95,181 4,781 8,050 67,335 97,836 6,735 29,318 84,496 28,191 6,407 2,971 74 33,105 41,263
Changes from: May 30, 2023 Total Change is: 1,906
6,786 -43 453 -4,527 3,833 872 -3,270 -1,115 -920 1,048 -1,114 -46 1,511 -12
Percent of Open Interest Represented by Each Category of Trader
34.7 1.7 2.9 24.5 35.7 2.5 10.7 30.8 10.3 2.3 1.1 0.0 12.1 15.0
Number of Traders in Each Category Total Traders: 146
14 6 9 22 28 17 22 40 20 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 905,248
Positions
23,010 533,471 20,362 521,643 83,080 25,860 60,786 60,813 113,271 35,206 10,339 5,465 99,645 52,587
Changes from: May 30, 2023 Total Change is: 13,134
1,788 -12,143 3,008 -7,446 4,437 504 3,155 2,198 9,973 -443 -85 56 2,539 5,186
Percent of Open Interest Represented by Each Category of Trader
2.5 58.9 2.2 57.6 9.2 2.9 6.7 6.7 12.5 3.9 1.1 0.6 11.0 5.8
Number of Traders in Each Category Total Traders: 299
14 15 14 119 26 52 45 44 39 24 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 35,689
Positions
0 20,076 0 14,924 2,947 2,964 5,899 2,436 333 0 0 0 11,569 6,933
Changes from: May 30, 2023 Total Change is: 2,814
0 19 0 1,964 -370 0 1,039 545 301 0 0 0 -490 2,319
Percent of Open Interest Represented by Each Category of Trader
0.0 56.3 0.0 41.8 8.3 8.3 16.5 6.8 0.9 0.0 0.0 0.0 32.4 19.4
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 223,013
Positions
80,343 1,600 4,510 43,577 118,272 7,265 38,643 33,521 25,636 2,358 765 0 20,683 31,445
Changes from: May 30, 2023 Total Change is: 7,433
2,805 -346 3,584 -66 1,031 770 -13,193 -7,873 14,107 -202 171 0 -372 -4,011
Percent of Open Interest Represented by Each Category of Trader
36.0 0.7 2.0 19.5 53.0 3.3 17.3 15.0 11.5 1.1 0.3 0.0 9.3 14.1
Number of Traders in Each Category Total Traders: 97
9 . 7 11 23 14 18 30 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 236,040
Positions
10,961 108,533 1,379 126,487 6,082 1,470 78,301 54,196 4,686 3,287 56,333 215 9,254 3,146
Changes from: May 30, 2023 Total Change is: 11,588
873 4,177 230 853 -564 936 4,380 4,316 2,577 503 -209 -58 1,294 184
Percent of Open Interest Represented by Each Category of Trader
4.6 46.0 0.6 53.6 2.6 0.6 33.2 23.0 2.0 1.4 23.9 0.1 3.9 1.3
Number of Traders in Each Category Total Traders: 175
. 13 4 27 8 6 60 33 18 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 46,686
Positions
1,526 31,571 187 19,300 1,938 17 17,722 4,396 1 3,142 3,325 0 4,791 5,251
Changes from: May 30, 2023 Total Change is: -18,160
22 -4,390 -11,449 -2,502 -1,655 17 1,719 604 -763 3 229 0 -5,207 -753
Percent of Open Interest Represented by Each Category of Trader
3.3 67.6 0.4 41.3 4.2 0.0 38.0 9.4 0.0 6.7 7.1 0.0 10.3 11.2
Number of Traders in Each Category Total Traders: 75
. 5 . 17 6 . 22 7 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 41,672
Positions
13,493 1,547 83 6,706 20,188 970 14,037 9,876 2,463 411 883 0 3,509 5,662
Changes from: May 30, 2023 Total Change is: 2,124
1,090 -314 62 -404 -126 529 -329 -137 1,453 -93 -216 -16 -168 889
Percent of Open Interest Represented by Each Category of Trader
32.4 3.7 0.2 16.1 48.4 2.3 33.7 23.7 5.9 1.0 2.1 0.0 8.4 13.6
Number of Traders in Each Category Total Traders: 82
8 . . 11 20 6 18 16 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 44,039
Positions
20,562 137 264 356 37,456 0 20,884 3,430 182 468 583 0 1,323 1,987
Changes from: May 30, 2023 Total Change is: 93
917 -17 117 -207 384 0 -906 -316 40 0 123 0 132 -238
Percent of Open Interest Represented by Each Category of Trader
46.7 0.3 0.6 0.8 85.1 0.0 47.4 7.8 0.4 1.1 1.3 0.0 3.0 4.5
Number of Traders in Each Category Total Traders: 43
4 . . . 7 0 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 103,766
Positions
37,985 25,950 1,346 16,250 7,447 31 18,468 25,601 9,205 2,607 17,921 466 17,410 15,800
Changes from: May 30, 2023 Total Change is: 5,614
-636 3,683 90 1,457 -749 -397 924 -678 5,440 -2,944 -1,690 -8 1,687 -78
Percent of Open Interest Represented by Each Category of Trader
36.6 25.0 1.3 15.7 7.2 0.0 17.8 24.7 8.9 2.5 17.3 0.4 16.8 15.2
Number of Traders in Each Category Total Traders: 112
14 13 8 15 9 . 25 23 17 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 100,669
Positions
38,187 25,950 1,098 16,224 7,447 31 18,526 25,902 7,688 3,011 17,833 0 15,905 14,720
Changes from: May 30, 2023 Total Change is: 5,614
-589 3,683 64 1,457 -719 -397 842 -654 5,529 -2,983 -1,700 0 1,691 -192
Percent of Open Interest Represented by Each Category of Trader
37.9 25.8 1.1 16.1 7.4 0.0 18.4 25.7 7.6 3.0 17.7 0.0 15.8 14.6
Number of Traders in Each Category Total Traders: 101
13 13 7 14 9 . 23 22 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 41,769
Positions
12,436 28,536 0 22,729 3,800 1,942 2,586 5,605 100 0 0 0 1,976 1,786
Changes from: May 30, 2023 Total Change is: 712
484 240 0 503 433 -216 55 134 0 0 0 0 -114 121
Percent of Open Interest Represented by Each Category of Trader
29.8 68.3 0.0 54.4 9.1 4.6 6.2 13.4 0.2 0.0 0.0 0.0 4.7 4.3
Number of Traders in Each Category Total Traders: 36
6 4 0 16 4 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 30,974
Positions
453 2,477 0 263 0 0 13,258 10,825 1,339 260 5,184 350 15,051 10,799
Changes from: May 30, 2023 Total Change is: -2
-206 259 0 0 -300 0 -81 -1,139 17 260 -27 50 -42 1,138
Percent of Open Interest Represented by Each Category of Trader
1.5 8.0 0.0 0.8 0.0 0.0 42.8 34.9 4.3 0.8 16.7 1.1 48.6 34.9
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 6 5 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 3,550,267
Positions
565,716 477,210 133,549 1,045,513 385,709 242,272 173,703 714,535 972,508 85,016 255,688 20,583 311,408 348,213
Changes from: May 30, 2023 Total Change is: 57,661
-440 -5,384 10,543 1,394 -34,037 87 -3,417 34,302 52,327 -707 -4,784 -3,801 1,675 8,409
Percent of Open Interest Represented by Each Category of Trader
15.9 13.4 3.8 29.4 10.9 6.8 4.9 20.1 27.4 2.4 7.2 0.6 8.8 9.8
Number of Traders in Each Category Total Traders: 588
40 33 49 161 85 125 75 110 116 34 46 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 16,684
Positions
1,098 14,288 0 9,680 555 0 4,067 597 0 0 0 0 1,839 1,244
Changes from: May 30, 2023 Total Change is: 2,004
201 1,851 0 1,779 0 0 554 39 -200 0 0 0 -330 314
Percent of Open Interest Represented by Each Category of Trader
6.6 85.6 0.0 58.0 3.3 0.0 24.4 3.6 0.0 0.0 0.0 0.0 11.0 7.5
Number of Traders in Each Category Total Traders: 28
. 10 0 7 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 26,381
Positions
6,516 14,234 3 15,752 8,161 0 1,430 1,284 398 0 0 0 2,282 2,301
Changes from: May 30, 2023 Total Change is: 1,170
111 -1,927 3 1,601 2,544 0 -477 89 -15 0 0 0 -53 476
Percent of Open Interest Represented by Each Category of Trader
24.7 54.0 0.0 59.7 30.9 0.0 5.4 4.9 1.5 0.0 0.0 0.0 8.7 8.7
Number of Traders in Each Category Total Traders: 36
4 7 . 13 4 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 3,505,034
Positions
566,919 481,184 127,716 1,043,944 385,732 241,519 185,202 743,978 928,242 84,911 252,704 20,583 305,999 323,377
Changes from: May 30, 2023 Total Change is: 52,600
-633 -5,813 10,738 1,606 -33,955 22 -482 41,141 44,326 -707 -5,054 -3,801 1,531 4,995
Percent of Open Interest Represented by Each Category of Trader
16.2 13.7 3.6 29.8 11.0 6.9 5.3 21.2 26.5 2.4 7.2 0.6 8.7 9.2
Number of Traders in Each Category Total Traders: 578
39 33 49 159 84 122 76 105 113 33 46 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 32,911
Positions
19,093 29,623 0 11,128 0 0 788 1,668 90 0 0 0 1,812 1,530
Changes from: May 30, 2023 Total Change is: 2,367
2,312 1,765 0 -386 0 0 481 577 -12 0 0 0 -28 37
Percent of Open Interest Represented by Each Category of Trader
58.0 90.0 0.0 33.8 0.0 0.0 2.4 5.1 0.3 0.0 0.0 0.0 5.5 4.6
Number of Traders in Each Category Total Traders: 25
4 6 0 6 0 0 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 19,428
Positions
6,744 18,072 0 7,597 244 0 339 0 0 0 0 0 4,748 1,112
Changes from: May 30, 2023 Total Change is: 2,206
-155 2,362 0 1,243 6 0 29 -200 0 0 0 0 1,089 38
Percent of Open Interest Represented by Each Category of Trader
34.7 93.0 0.0 39.1 1.3 0.0 1.7 0.0 0.0 0.0 0.0 0.0 24.4 5.7
Number of Traders in Each Category Total Traders: 20
5 7 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 17,869
Positions
13,757 10,529 0 1,673 5,033 0 772 755 0 0 0 0 1,667 1,552
Changes from: May 30, 2023 Total Change is: -81
98 -150 0 51 0 0 227 -14 0 0 0 0 -457 83
Percent of Open Interest Represented by Each Category of Trader
77.0 58.9 0.0 9.4 28.2 0.0 4.3 4.2 0.0 0.0 0.0 0.0 9.3 8.7
Number of Traders in Each Category Total Traders: 21
7 4 0 . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 12,334
Positions
6,479 10,960 0 3,946 0 0 0 594 0 0 0 0 1,909 780
Changes from: May 30, 2023 Total Change is: -20
1,184 -2 0 -1,031 0 0 0 -4 0 0 0 0 -173 -14
Percent of Open Interest Represented by Each Category of Trader
52.5 88.9 0.0 32.0 0.0 0.0 0.0 4.8 0.0 0.0 0.0 0.0 15.5 6.3
Number of Traders in Each Category Total Traders: 20
4 8 0 6 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 28,546
Positions
16,259 8,786 0 7,088 11,339 1,424 1,819 2,610 0 0 0 0 1,956 4,387
Changes from: May 30, 2023 Total Change is: 870
2,991 -2,707 0 -2,300 39 0 224 536 0 0 0 0 -45 3,002
Percent of Open Interest Represented by Each Category of Trader
57.0 30.8 0.0 24.8 39.7 5.0 6.4 9.1 0.0 0.0 0.0 0.0 6.9 15.4
Number of Traders in Each Category Total Traders: 27
5 6 0 6 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 452,328
Positions
46,299 18,602 0 22,146 6,228 1,074 316,881 137,436 10,795 1,046 29,831 0 54,087 248,362
Changes from: May 30, 2023 Total Change is: 50,610
-21 2,328 0 -1,534 -240 73 50,425 11,382 223 2 2,701 0 1,442 34,143
Percent of Open Interest Represented by Each Category of Trader
10.2 4.1 0.0 4.9 1.4 0.2 70.1 30.4 2.4 0.2 6.6 0.0 12.0 54.9
Number of Traders in Each Category Total Traders: 31
. . 0 9 . 4 7 7 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 345,150
Positions
114,146 110,894 146,961 0 38,000 0 18,097 4,582 38,553 23,285 0 0 4,108 6,160
Changes from: May 30, 2023 Total Change is: -1,525
-9,054 -7,250 6,875 0 500 0 5,351 750 -5,101 0 0 0 404 2,701
Percent of Open Interest Represented by Each Category of Trader
33.1 32.1 42.6 0.0 11.0 0.0 5.2 1.3 11.2 6.7 0.0 0.0 1.2 1.8
Number of Traders in Each Category Total Traders: 29
11 6 12 0 . 0 5 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 38,778
Positions
4,939 3,152 191 23,301 23,634 2,140 1,517 1,075 298 0 1,341 0 6,392 6,947
Changes from: May 30, 2023 Total Change is: 1,202
262 -550 22 1,276 -515 6 -442 -442 68 0 1,341 0 10 1,272
Percent of Open Interest Represented by Each Category of Trader
12.7 8.1 0.5 60.1 60.9 5.5 3.9 2.8 0.8 0.0 3.5 0.0 16.5 17.9
Number of Traders in Each Category Total Traders: 59
6 5 . 28 12 10 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 381,695
Positions
41,814 68,964 11,254 95,655 23,322 7,404 75,461 109,169 80,314 22,365 16,581 1,781 45,648 62,906
Changes from: May 30, 2023 Total Change is: 5,042
-1,856 7,494 1,802 2,148 -5,849 -626 2,647 329 1,525 -1,758 1,323 -663 1,823 -293
Percent of Open Interest Represented by Each Category of Trader
11.0 18.1 2.9 25.1 6.1 1.9 19.8 28.6 21.0 5.9 4.3 0.5 12.0 16.5
Number of Traders in Each Category Total Traders: 345
22 33 21 76 35 45 50 65 54 18 45 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 370,002
Positions
42,742 69,311 9,560 95,367 23,322 7,404 76,190 114,929 71,842 22,931 16,255 1,008 42,957 56,370
Changes from: May 30, 2023 Total Change is: 5,390
-1,872 7,841 1,679 2,130 -5,849 -626 2,895 407 1,582 -1,743 1,214 -703 2,048 -155
Percent of Open Interest Represented by Each Category of Trader
11.6 18.7 2.6 25.8 6.3 2.0 20.6 31.1 19.4 6.2 4.4 0.3 11.6 15.2
Number of Traders in Each Category Total Traders: 314
22 31 18 73 35 45 45 57 52 13 38 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 116,932
Positions
7,646 13,455 2 2,873 0 0 70,728 20,419 6,698 1,873 10,791 202 26,909 65,364
Changes from: May 30, 2023 Total Change is: -3,483
1,388 -2,239 2 184 0 0 -3,621 -1,926 574 213 1,452 27 -2,250 -1,373
Percent of Open Interest Represented by Each Category of Trader
6.5 11.5 0.0 2.5 0.0 0.0 60.5 17.5 5.7 1.6 9.2 0.2 23.0 55.9
Number of Traders in Each Category Total Traders: 46
. . . 4 0 0 12 12 7 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 545,445
Positions
95,730 88,140 23,700 200,173 179,115 43,272 99,940 111,041 28,627 25,937 43,875 380 27,687 27,296
Changes from: May 30, 2023 Total Change is: 9,419
-19,522 2,451 8,169 10,536 -1,429 -196 -4,485 -10,193 11,528 -2,997 -746 162 6,224 -327
Percent of Open Interest Represented by Each Category of Trader
17.6 16.2 4.3 36.7 32.8 7.9 18.3 20.4 5.2 4.8 8.0 0.1 5.1 5.0
Number of Traders in Each Category Total Traders: 376
29 22 12 89 73 53 56 84 42 10 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 15,272
Positions
5,707 7,837 0 7,255 6,067 0 0 592 0 1,155 0 0 1,155 776
Changes from: May 30, 2023 Total Change is: 2,166
2,215 941 0 -1,320 1,586 0 0 -434 0 1,155 0 0 116 73
Percent of Open Interest Represented by Each Category of Trader
37.4 51.3 0.0 47.5 39.7 0.0 0.0 3.9 0.0 7.6 0.0 0.0 7.6 5.1
Number of Traders in Each Category Total Traders: 23
5 . 0 8 5 0 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 20,045
Positions
164 2,462 78 8,739 0 18 864 6,348 1,347 919 4,030 2,154 5,762 3,608
Changes from: May 30, 2023 Total Change is: 4,586
-328 76 78 399 0 -1 149 128 1,271 0 953 2,154 864 -73
Percent of Open Interest Represented by Each Category of Trader
0.8 12.3 0.4 43.6 0.0 0.1 4.3 31.7 6.7 4.6 20.1 10.7 28.7 18.0
Number of Traders in Each Category Total Traders: 28
. . . 11 0 . . 5 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 84,288
Positions
6,347 9,846 17,219 23,556 1,371 1,363 15,771 9,529 2,685 7,683 466 0 9,664 41,809
Changes from: May 30, 2023 Total Change is: 22,639
1,156 323 15,569 -1,405 -562 -235 2,791 1,730 1,632 1,243 0 0 1,888 4,182
Percent of Open Interest Represented by Each Category of Trader
7.5 11.7 20.4 27.9 1.6 1.6 18.7 11.3 3.2 9.1 0.6 0.0 11.5 49.6
Number of Traders in Each Category Total Traders: 77
10 10 6 13 . 6 20 14 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 420,360
Positions
32,552 240,228 3,865 289,029 75,230 40,422 21,727 19,826 1,326 18,956 30,833 620 11,863 8,010
Changes from: May 30, 2023 Total Change is: -9,354
-705 -2,717 81 -2,636 -4,473 663 -6,287 -2,734 -181 316 -678 7 -612 678
Percent of Open Interest Represented by Each Category of Trader
7.7 57.1 0.9 68.8 17.9 9.6 5.2 4.7 0.3 4.5 7.3 0.1 2.8 1.9
Number of Traders in Each Category Total Traders: 190
12 14 5 79 41 34 19 14 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,115,591
Positions
96,993 512,596 10,965 691,855 303,652 127,278 75,479 86,036 6,819 70,598 50,671 1,835 33,769 15,739
Changes from: May 30, 2023 Total Change is: 1,513
11,211 -12,145 2,371 -22,210 -6,326 8,099 -14,973 4,921 -190 19,470 4,558 551 -2,816 -326
Percent of Open Interest Represented by Each Category of Trader
8.7 45.9 1.0 62.0 27.2 11.4 6.8 7.7 0.6 6.3 4.5 0.2 3.0 1.4
Number of Traders in Each Category Total Traders: 414
29 20 13 155 72 81 51 43 27 33 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 208,114
Positions
21,080 133,231 43,986 37,413 0 1,923 79,079 4,314 18,714 5,441 5,678 140 338 128
Changes from: May 30, 2023 Total Change is: 3,076
-5,282 97 1,025 952 0 200 4,426 0 1,717 17 7 0 21 30
Percent of Open Interest Represented by Each Category of Trader
10.1 64.0 21.1 18.0 0.0 0.9 38.0 2.1 9.0 2.6 2.7 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 91
10 23 15 15 0 . 30 . 9 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 42,136
Positions
8,519 30,001 3,120 610 0 0 29,548 8,676 339 0 0 0 0 0
Changes from: May 30, 2023 Total Change is: 720
910 193 90 0 0 0 -151 566 -129 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.2 71.2 7.4 1.4 0.0 0.0 70.1 20.6 0.8 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 10 7 . 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,342,913
Positions
23,611 144,896 20,378 693,594 330,427 192,594 54,673 333,671 104,508 65,954 70,414 3,302 184,298 142,722
Changes from: May 30, 2023 Total Change is: -33,277
448 -2,027 1,202 12,702 -15,867 153 -4,305 10,958 -27,443 -969 7,945 -260 -14,805 -7,938
Percent of Open Interest Represented by Each Category of Trader
1.8 10.8 1.5 51.6 24.6 14.3 4.1 24.8 7.8 4.9 5.2 0.2 13.7 10.6
Number of Traders in Each Category Total Traders: 183
8 15 15 63 30 63 20 32 40 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,464,315
Positions
7,619 75,719 1,688 850,257 264,261 275,136 96,028 684,796 19,397 47,417 27,079 0 166,774 116,239
Changes from: May 30, 2023 Total Change is: -5,089
-2,317 -528 -2,563 9,239 2,044 2,286 2,310 -4,270 -6,349 659 5,985 0 -8,354 -1,693
Percent of Open Interest Represented by Each Category of Trader
0.5 5.2 0.1 58.1 18.0 18.8 6.6 46.8 1.3 3.2 1.8 0.0 11.4 7.9
Number of Traders in Each Category Total Traders: 166
. 8 . 77 23 55 19 23 18 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 3,414,265
Positions
92,775 255,771 18,533 1,506,624 450,819 328,049 751,625 1,959,104 82,029 376,385 157,214 15,143 243,103 147,603
Changes from: May 30, 2023 Total Change is: 192,157
5,651 -12,101 -3,513 123,260 69,342 -12,242 -6,662 141,447 1,451 77,983 11,452 -179 6,408 -3,499
Percent of Open Interest Represented by Each Category of Trader
2.7 7.5 0.5 44.1 13.2 9.6 22.0 57.4 2.4 11.0 4.6 0.4 7.1 4.3
Number of Traders in Each Category Total Traders: 389
27 34 10 136 40 88 41 55 38 43 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 5,102,015
Positions
155,296 291,211 130,631 2,375,467 1,173,015 776,806 263,434 1,700,390 455,401 474,370 168,478 51,381 419,230 354,702
Changes from: May 30, 2023 Total Change is: -167,471
-3,783 -66,462 9,412 -85,521 38,136 -930 -1,306 -59,747 -62,937 6,825 -25,800 -9,516 -19,715 10,372
Percent of Open Interest Represented by Each Category of Trader
3.0 5.7 2.6 46.6 23.0 15.2 5.2 33.3 8.9 9.3 3.3 1.0 8.2 7.0
Number of Traders in Each Category Total Traders: 420
22 30 37 124 66 108 48 70 77 43 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,661,297
Positions
75,160 77,100 2,591 791,431 614,842 243,548 170,452 393,141 17,815 172,727 49,263 5,679 181,894 257,318
Changes from: May 30, 2023 Total Change is: -14,958
16,827 11,311 -4,087 -2,325 -26,091 5,843 -29,167 -21,714 2,874 -394 5,693 -502 -4,027 11,715
Percent of Open Interest Represented by Each Category of Trader
4.5 4.6 0.2 47.6 37.0 14.7 10.3 23.7 1.1 10.4 3.0 0.3 10.9 15.5
Number of Traders in Each Category Total Traders: 167
6 13 5 46 52 58 14 17 14 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 5,192,076
Positions
84,834 594,112 72,249 2,471,569 820,373 675,791 680,851 2,233,442 294,734 530,945 127,828 12,100 369,003 361,447
Changes from: May 30, 2023 Total Change is: 8,310
7,583 -60,825 7,584 20,838 105,347 11,563 -8,880 -23,519 -54,537 36,528 -16,727 45 -12,413 39,380
Percent of Open Interest Represented by Each Category of Trader
1.6 11.4 1.4 47.6 15.8 13.0 13.1 43.0 5.7 10.2 2.5 0.2 7.1 7.0
Number of Traders in Each Category Total Traders: 378
16 37 27 130 37 98 33 76 62 35 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 1,482,369
Positions
476,534 184,774 421,920 13,111 26,474 22,241 177,763 450,447 331,611 2,813 320 1,975 34,401 42,607
Changes from: May 30, 2023 Total Change is: -373,482
-46,768 -78,319 -61,851 -461 -60,446 -372 -168,407 -70,311 -81,568 -3,951 -8,892 -1,034 -9,070 -10,689
Percent of Open Interest Represented by Each Category of Trader
32.1 12.5 28.5 0.9 1.8 1.5 12.0 30.4 22.4 0.2 0.0 0.1 2.3 2.9
Number of Traders in Each Category Total Traders: 133
30 26 52 5 4 . 33 30 49 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 778,998
Positions
241,527 345,550 46,613 55,513 0 391 100,339 26,581 273,242 4,836 14,972 986 55,551 70,663
Changes from: May 30, 2023 Total Change is: -71,569
18,628 27,530 -3,438 -3,593 0 -92 -19,249 -32,283 -58,718 -3 86 -192 -4,912 -4,461
Percent of Open Interest Represented by Each Category of Trader
31.0 44.4 6.0 7.1 0.0 0.1 12.9 3.4 35.1 0.6 1.9 0.1 7.1 9.1
Number of Traders in Each Category Total Traders: 70
12 20 13 . 0 . 19 11 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is23,904,153
Positions
2,730,246 3,115,390 3,806,621 321,177 453,241 1,650,265 1,380,419 754,958 13,552,287 162,900 255,955 256,134 44,104 59,303
Changes from: May 30, 2023 Total Change is: -731,584
-56,751 -10,598 -34,073 -8,483 -29,344 -28,527 -11,244 -10,891 -550,139 14,353 -11,698 -50,048 -6,672 -6,267
Percent of Open Interest Represented by Each Category of Trader
11.4 13.0 15.9 1.3 1.9 6.9 5.8 3.2 56.7 0.7 1.1 1.1 0.2 0.2
Number of Traders in Each Category Total Traders: 1,059
65 111 142 43 68 74 137 191 227 192 196 207
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 918,790
Positions
264,919 287,276 211,814 8,909 12,425 28,557 226,204 175,865 176,088 1,293 25,511 472 534 782
Changes from: May 30, 2023 Total Change is: -155,174
-46,768 -12,208 -83,922 -1,466 384 11,718 -13,766 -39,679 -20,630 610 -6,533 -101 -849 -4,203
Percent of Open Interest Represented by Each Category of Trader
28.8 31.3 23.1 1.0 1.4 3.1 24.6 19.1 19.2 0.1 2.8 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 180
33 46 56 . 7 . 30 45 41 6 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 19,825
Positions
3,200 0 0 83 542 0 3,954 15,009 8 12,580 4,244 0 0 22
Changes from: May 30, 2023 Total Change is: -203
0 0 0 10 0 0 3,289 -1,201 -2 -3,500 1,000 0 0 0
Percent of Open Interest Represented by Each Category of Trader
16.1 0.0 0.0 0.4 2.7 0.0 19.9 75.7 0.0 63.5 21.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 . 8 . . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,560
Positions
567 2,335 240 6,389 368 560 2,272 7,691 1,901 1,189 476 218 1,224 771
Changes from: May 30, 2023 Total Change is: 1,344
70 -333 -25 -259 184 -93 493 949 483 694 196 -28 9 11
Percent of Open Interest Represented by Each Category of Trader
3.9 16.0 1.6 43.9 2.5 3.8 15.6 52.8 13.1 8.2 3.3 1.5 8.4 5.3
Number of Traders in Each Category Total Traders: 108
5 6 4 7 4 . 20 44 21 15 6 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,605
Positions
297 1,043 0 325 802 0 3,204 4,034 1,280 1,805 1,119 176 2,518 1,151
Changes from: May 30, 2023 Total Change is: 963
101 -67 0 10 120 -19 1,008 412 16 -210 251 2 55 249
Percent of Open Interest Represented by Each Category of Trader
3.1 10.9 0.0 3.4 8.3 0.0 33.4 42.0 13.3 18.8 11.7 1.8 26.2 12.0
Number of Traders in Each Category Total Traders: 94
4 . 0 . . 0 12 16 9 38 17 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,564
Positions
264 196 43 741 31 7 1,503 3,188 417 827 170 26 737 486
Changes from: May 30, 2023 Total Change is: 1,110
5 -111 25 50 0 6 466 1,039 82 502 35 -3 -23 37
Percent of Open Interest Represented by Each Category of Trader
5.8 4.3 0.9 16.2 0.7 0.2 32.9 69.9 9.1 18.1 3.7 0.6 16.2 10.7
Number of Traders in Each Category Total Traders: 62
4 6 . 6 . . 16 20 12 5 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 19,398
Positions
0 1,266 0 2,447 0 0 2,075 6,719 5,321 8,079 5,090 740 736 262
Changes from: May 30, 2023 Total Change is: 1,681
-290 1,266 0 208 0 0 565 -1,771 1,163 27 1,020 -26 34 29
Percent of Open Interest Represented by Each Category of Trader
0.0 6.5 0.0 12.6 0.0 0.0 10.7 34.6 27.4 41.6 26.2 3.8 3.8 1.4
Number of Traders in Each Category Total Traders: 96
0 . 0 . 0 0 11 6 4 58 18 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 34,015
Positions
0 11,163 0 11,292 1,173 790 11,377 14,048 1,389 3,366 2,594 86 5,715 2,772
Changes from: May 30, 2023 Total Change is: 1,554
0 0 0 532 -402 -72 1,056 802 674 -254 381 -137 -245 308
Percent of Open Interest Represented by Each Category of Trader
0.0 32.8 0.0 33.2 3.4 2.3 33.4 41.3 4.1 9.9 7.6 0.3 16.8 8.1
Number of Traders in Each Category Total Traders: 103
0 . 0 14 6 . 27 16 8 21 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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 417,626
Positions
47,764 28,409 19,196 107,968 95,198 50,246 71,959 103,910 68,261 8,729 7,033 12,404 31,099 32,969
Changes from: May 30, 2023 Total Change is: 37,919
9,743 4,877 4,222 -6,453 10,349 -848 8,454 -985 15,673 1,995 500 -634 5,767 4,765
Percent of Open Interest Represented by Each Category of Trader
11.4 6.8 4.6 25.9 22.8 12.0 17.2 24.9 16.3 2.1 1.7 3.0 7.4 7.9
Number of Traders in Each Category Total Traders: 204
15 10 18 31 31 28 42 41 46 16 6 12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 6, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 58,353
Positions
41,603 42,699 0 4,576 5,130 948 9,377 9,283 68 1,485 165 0 296 60
Changes from: May 30, 2023 Total Change is: 732
0 0 0 -195 233 88 858 437 23 -49 0 0 7 -49
Percent of Open Interest Represented by Each Category of Trader
71.3 73.2 0.0 7.8 8.8 1.6 16.1 15.9 0.1 2.5 0.3 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 35
4 . 0 8 5 . 8 4 . . . 0
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Updated June 09, 2023