Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 177,941
Positions
57,861 6,052 8,236 29,249 58,020 4,271 12,032 46,009 22,424 5,168 2,031 728 37,972 30,171
Changes from: June 6, 2023 Total Change is: -1,137
-12,257 2,662 4,448 1,991 -25,156 -354 -6,156 12,584 6,157 -27 289 587 4,474 -2,354
Percent of Open Interest Represented by Each Category of Trader
32.5 3.4 4.6 16.4 32.6 2.4 6.8 25.9 12.6 2.9 1.1 0.4 21.3 17.0
Number of Traders in Each Category Total Traders: 104
11 4 10 13 23 10 15 25 17 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,526
Positions
14,969 6,096 3,783 3,251 14,520 126 9,785 7,567 4,074 2,122 0 0 13,416 15,361
Changes from: June 6, 2023 Total Change is: 3,814
-796 -493 2,439 503 744 119 -2,659 753 2,008 320 0 0 1,880 -1,756
Percent of Open Interest Represented by Each Category of Trader
29.1 11.8 7.3 6.3 28.2 0.2 19.0 14.7 7.9 4.1 0.0 0.0 26.0 29.8
Number of Traders in Each Category Total Traders: 45
. 6 6 5 8 . 12 9 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 327,754
Positions
56,087 70,514 33,369 66,882 65,629 6,834 61,648 58,557 56,317 1,527 3,122 914 44,176 32,499
Changes from: June 6, 2023 Total Change is: 48,697
710 5,899 19,956 4,893 -1,118 563 5,410 16,433 3,214 -233 -296 191 13,991 3,854
Percent of Open Interest Represented by Each Category of Trader
17.1 21.5 10.2 20.4 20.0 2.1 18.8 17.9 17.2 0.5 1.0 0.3 13.5 9.9
Number of Traders in Each Category Total Traders: 135
4 10 10 21 28 15 32 30 29 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 268,534
Positions
94,143 4,700 11,615 66,742 96,306 4,366 32,299 81,316 19,502 6,766 4,173 24 33,078 46,532
Changes from: June 6, 2023 Total Change is: -5,863
-1,039 -80 3,565 -592 -1,531 -2,369 2,980 -3,180 -8,689 358 1,202 -51 -27 5,269
Percent of Open Interest Represented by Each Category of Trader
35.1 1.8 4.3 24.9 35.9 1.6 12.0 30.3 7.3 2.5 1.6 0.0 12.3 17.3
Number of Traders in Each Category Total Traders: 143
14 5 12 25 27 18 21 36 21 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 917,698
Positions
20,494 516,934 76,095 497,425 79,169 24,342 62,641 55,214 88,917 35,284 10,352 5,800 106,701 60,875
Changes from: June 6, 2023 Total Change is: 12,450
-2,516 -16,537 55,733 -24,218 -3,911 -1,518 1,855 -5,599 -24,354 78 13 335 7,056 8,288
Percent of Open Interest Represented by Each Category of Trader
2.2 56.3 8.3 54.2 8.6 2.7 6.8 6.0 9.7 3.8 1.1 0.6 11.6 6.6
Number of Traders in Each Category Total Traders: 298
12 18 16 119 25 49 48 42 41 23 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,595
Positions
0 20,093 119 12,842 4,022 2,964 6,855 2,750 1,769 0 0 682 12,364 5,196
Changes from: June 6, 2023 Total Change is: 1,906
0 17 119 -2,082 1,075 0 956 314 1,436 0 0 682 795 -1,737
Percent of Open Interest Represented by Each Category of Trader
0.0 53.4 0.3 34.2 10.7 7.9 18.2 7.3 4.7 0.0 0.0 1.8 32.9 13.8
Number of Traders in Each Category Total Traders: 31
0 . . 16 4 6 . 4 4 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 191,598
Positions
69,569 1,600 2,143 46,087 90,115 5,640 23,435 36,688 21,378 2,270 596 0 21,076 33,439
Changes from: June 6, 2023 Total Change is: -31,415
-10,774 0 -2,366 2,510 -28,158 -1,625 -15,207 3,167 -4,258 -88 -169 0 393 1,995
Percent of Open Interest Represented by Each Category of Trader
36.3 0.8 1.1 24.1 47.0 2.9 12.2 19.1 11.2 1.2 0.3 0.0 11.0 17.5
Number of Traders in Each Category Total Traders: 86
8 . 7 11 20 15 13 28 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 291,633
Positions
10,263 108,311 3,935 123,656 7,147 1,249 86,420 66,722 7,993 3,318 55,392 37,822 16,977 3,062
Changes from: June 6, 2023 Total Change is: 55,593
-698 -222 2,556 -2,831 1,065 -221 8,118 12,526 3,307 31 -941 37,607 7,723 -84
Percent of Open Interest Represented by Each Category of Trader
3.5 37.1 1.3 42.4 2.5 0.4 29.6 22.9 2.7 1.1 19.0 13.0 5.8 1.0
Number of Traders in Each Category Total Traders: 177
4 10 . 29 7 5 65 31 17 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,869
Positions
1,536 31,753 202 19,422 2,090 3 19,311 4,846 0 3,518 3,427 0 4,877 6,548
Changes from: June 6, 2023 Total Change is: 2,183
10 182 15 122 152 -14 1,589 450 -1 376 102 0 86 1,297
Percent of Open Interest Represented by Each Category of Trader
3.1 65.0 0.4 39.7 4.3 0.0 39.5 9.9 0.0 7.2 7.0 0.0 10.0 13.4
Number of Traders in Each Category Total Traders: 82
. 5 . 17 7 . 27 5 0 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,504
Positions
13,712 747 5,447 5,506 20,568 615 15,149 8,797 2,927 325 557 0 2,823 6,846
Changes from: June 6, 2023 Total Change is: 4,832
219 -800 5,364 -1,200 380 -355 1,112 -1,079 464 -86 -326 0 -686 1,184
Percent of Open Interest Represented by Each Category of Trader
29.5 1.6 11.7 11.8 44.2 1.3 32.6 18.9 6.3 0.7 1.2 0.0 6.1 14.7
Number of Traders in Each Category Total Traders: 82
10 . 4 7 21 6 19 17 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,266
Positions
18,918 133 7,994 355 30,268 0 14,963 3,344 376 468 441 0 1,192 1,710
Changes from: June 6, 2023 Total Change is: 227
-1,644 -4 7,730 -1 -7,188 0 -5,921 -86 194 0 -142 0 -131 -277
Percent of Open Interest Represented by Each Category of Trader
42.7 0.3 18.1 0.8 68.4 0.0 33.8 7.6 0.8 1.1 1.0 0.0 2.7 3.9
Number of Traders in Each Category Total Traders: 39
4 . . . 6 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 106,597
Positions
37,312 29,373 6,531 17,960 2,593 2,385 15,121 24,613 8,020 2,717 17,122 529 16,022 15,430
Changes from: June 6, 2023 Total Change is: 2,830
-672 3,423 5,185 1,710 -4,854 2,354 -3,348 -988 -1,185 111 -799 63 -1,388 -370
Percent of Open Interest Represented by Each Category of Trader
35.0 27.6 6.1 16.8 2.4 2.2 14.2 23.1 7.5 2.5 16.1 0.5 15.0 14.5
Number of Traders in Each Category Total Traders: 107
13 15 11 16 7 5 19 25 24 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,397
Positions
37,461 29,313 6,301 17,936 2,593 2,385 15,019 25,061 6,375 3,096 16,995 99 14,725 14,275
Changes from: June 6, 2023 Total Change is: 2,728
-726 3,363 5,203 1,712 -4,854 2,354 -3,507 -841 -1,313 85 -838 99 -1,179 -446
Percent of Open Interest Represented by Each Category of Trader
36.2 28.3 6.1 17.3 2.5 2.3 14.5 24.2 6.2 3.0 16.4 0.1 14.2 13.8
Number of Traders in Each Category Total Traders: 94
12 14 8 15 7 5 15 24 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 50,035
Positions
14,260 35,406 781 23,127 3,884 2,002 4,020 5,944 100 0 0 0 5,745 1,918
Changes from: June 6, 2023 Total Change is: 8,266
1,824 6,870 781 398 84 60 1,434 339 0 0 0 0 3,769 132
Percent of Open Interest Represented by Each Category of Trader
28.5 70.8 1.6 46.2 7.8 4.0 8.0 11.9 0.2 0.0 0.0 0.0 11.5 3.8
Number of Traders in Each Category Total Traders: 37
6 4 . 17 4 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 31,995
Positions
803 2,892 11 241 0 0 13,741 8,238 3,726 0 5,062 507 12,966 11,559
Changes from: June 6, 2023 Total Change is: 1,021
350 415 11 -22 0 0 483 -2,587 2,387 -260 -122 157 -2,085 760
Percent of Open Interest Represented by Each Category of Trader
2.5 9.0 0.0 0.8 0.0 0.0 42.9 25.7 11.6 0.0 15.8 1.6 40.5 36.1
Number of Traders in Each Category Total Traders: 23
. . . . 0 0 6 7 7 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,110,380
Positions
523,863 524,166 312,948 1,089,341 334,148 289,629 164,522 648,167 1,067,206 90,849 344,006 187,803 384,218 402,306
Changes from: June 6, 2023 Total Change is: 560,113
-41,853 46,955 179,399 43,828 -51,562 47,358 -9,181 -66,367 94,698 5,833 88,319 167,220 72,811 54,093
Percent of Open Interest Represented by Each Category of Trader
12.7 12.8 7.6 26.5 8.1 7.0 4.0 15.8 26.0 2.2 8.4 4.6 9.3 9.8
Number of Traders in Each Category Total Traders: 605
37 35 58 159 85 134 73 118 125 41 51 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,374
Positions
874 11,787 4,637 7,496 555 0 4,016 771 414 0 0 0 1,937 1,210
Changes from: June 6, 2023 Total Change is: 2,690
-224 -2,501 4,637 -2,184 0 0 -51 174 414 0 0 0 98 -34
Percent of Open Interest Represented by Each Category of Trader
4.5 60.8 23.9 38.7 2.9 0.0 20.7 4.0 2.1 0.0 0.0 0.0 10.0 6.2
Number of Traders in Each Category Total Traders: 28
. 11 . 5 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,491
Positions
6,703 18,927 4,214 15,651 4,855 0 1,546 1,059 735 0 0 0 3,642 2,701
Changes from: June 6, 2023 Total Change is: 6,110
187 4,693 4,211 -101 -3,306 0 116 -225 337 0 0 0 1,360 400
Percent of Open Interest Represented by Each Category of Trader
20.6 58.3 13.0 48.2 14.9 0.0 4.8 3.3 2.3 0.0 0.0 0.0 11.2 8.3
Number of Traders in Each Category Total Traders: 39
4 10 4 13 4 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,059,867
Positions
525,300 528,350 306,701 1,087,404 334,257 288,973 175,433 679,788 1,018,134 90,744 343,846 187,803 379,376 372,015
Changes from: June 6, 2023 Total Change is: 554,833
-41,619 47,166 178,985 43,460 -51,474 47,454 -9,769 -64,190 89,892 5,833 91,141 167,220 73,377 48,639
Percent of Open Interest Represented by Each Category of Trader
12.9 13.0 7.6 26.8 8.2 7.1 4.3 16.7 25.1 2.2 8.5 4.6 9.3 9.2
Number of Traders in Each Category Total Traders: 593
36 35 57 157 84 131 74 111 122 40 51 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 43,480
Positions
18,954 28,615 10,118 10,128 0 0 569 1,350 1,777 0 0 0 1,934 1,620
Changes from: June 6, 2023 Total Change is: 10,569
-139 -1,008 10,118 -1,000 0 0 -219 -318 1,687 0 0 0 122 90
Percent of Open Interest Represented by Each Category of Trader
43.6 65.8 23.3 23.3 0.0 0.0 1.3 3.1 4.1 0.0 0.0 0.0 4.4 3.7
Number of Traders in Each Category Total Traders: 27
6 7 7 6 0 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,479
Positions
13,969 10,902 6,745 1,624 7,017 190 984 712 0 0 0 0 3,967 1,913
Changes from: June 6, 2023 Total Change is: 9,610
212 373 6,745 -49 1,984 190 212 -43 0 0 0 0 2,300 361
Percent of Open Interest Represented by Each Category of Trader
50.8 39.7 24.5 5.9 25.5 0.7 3.6 2.6 0.0 0.0 0.0 0.0 14.4 7.0
Number of Traders in Each Category Total Traders: 24
7 6 4 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,888
Positions
6,739 10,957 827 3,947 0 0 0 805 268 0 0 0 2,107 1,031
Changes from: June 6, 2023 Total Change is: 1,554
260 -3 827 1 0 0 0 211 268 0 0 0 198 251
Percent of Open Interest Represented by Each Category of Trader
48.5 78.9 6.0 28.4 0.0 0.0 0.0 5.8 1.9 0.0 0.0 0.0 15.2 7.4
Number of Traders in Each Category Total Traders: 21
4 8 . 6 0 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,968
Positions
16,653 8,196 4,926 6,918 13,958 1,424 2,012 2,695 305 0 0 0 2,730 3,464
Changes from: June 6, 2023 Total Change is: 6,422
394 -590 4,926 -170 2,619 0 193 85 305 0 0 0 774 -923
Percent of Open Interest Represented by Each Category of Trader
47.6 23.4 14.1 19.8 39.9 4.1 5.8 7.7 0.9 0.0 0.0 0.0 7.8 9.9
Number of Traders in Each Category Total Traders: 31
7 6 5 6 . . 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 505,125
Positions
46,453 18,982 1,647 24,677 4,204 1,266 351,733 144,642 29,876 1,047 1,605 0 48,427 302,903
Changes from: June 6, 2023 Total Change is: 52,797
154 380 1,647 2,531 -2,024 192 34,852 7,206 19,080 1 -28,226 0 -5,660 54,542
Percent of Open Interest Represented by Each Category of Trader
9.2 3.8 0.3 4.9 0.8 0.3 69.6 28.6 5.9 0.2 0.3 0.0 9.6 60.0
Number of Traders in Each Category Total Traders: 34
. . . 11 . 7 6 9 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 349,467
Positions
112,311 104,195 151,678 0 38,000 0 12,282 7,082 39,053 27,035 0 2,250 4,858 7,209
Changes from: June 6, 2023 Total Change is: 4,317
-1,835 -6,699 4,717 0 0 0 -5,815 2,500 500 3,750 0 2,250 750 1,049
Percent of Open Interest Represented by Each Category of Trader
32.1 29.8 43.4 0.0 10.9 0.0 3.5 2.0 11.2 7.7 0.0 0.6 1.4 2.1
Number of Traders in Each Category Total Traders: 30
10 8 15 0 . 0 . . 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,638
Positions
3,780 3,615 1,354 24,583 22,770 2,120 620 2,257 309 0 986 0 6,872 6,227
Changes from: June 6, 2023 Total Change is: 860
-1,159 463 1,163 1,282 -864 -20 -897 1,182 11 0 -355 0 480 -720
Percent of Open Interest Represented by Each Category of Trader
9.5 9.1 3.4 62.0 57.4 5.3 1.6 5.7 0.8 0.0 2.5 0.0 17.3 15.7
Number of Traders in Each Category Total Traders: 64
4 7 5 31 13 11 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 414,906
Positions
47,052 59,881 27,821 92,626 22,203 10,864 59,977 102,298 79,304 24,286 19,519 26,637 46,339 66,378
Changes from: June 6, 2023 Total Change is: 33,211
5,238 -9,082 16,567 -3,028 -1,119 3,460 -15,484 -6,871 -1,010 1,921 2,938 24,856 691 3,472
Percent of Open Interest Represented by Each Category of Trader
11.3 14.4 6.7 22.3 5.4 2.6 14.5 24.7 19.1 5.9 4.7 6.4 11.2 16.0
Number of Traders in Each Category Total Traders: 339
22 29 31 77 33 51 46 63 62 21 43 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 401,258
Positions
48,038 60,245 26,037 92,241 22,203 10,861 61,815 108,201 68,340 24,939 19,042 25,750 43,237 60,578
Changes from: June 6, 2023 Total Change is: 31,256
5,295 -9,067 16,477 -3,127 -1,119 3,457 -14,375 -6,728 -3,502 2,008 2,786 24,743 280 4,208
Percent of Open Interest Represented by Each Category of Trader
12.0 15.0 6.5 23.0 5.5 2.7 15.4 27.0 17.0 6.2 4.7 6.4 10.8 15.1
Number of Traders in Each Category Total Traders: 305
22 27 29 73 33 50 43 57 55 16 31 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 136,483
Positions
7,981 14,207 0 3,857 0 25 70,369 29,717 20,894 2,003 13,299 337 31,016 58,003
Changes from: June 6, 2023 Total Change is: 19,551
335 752 -2 984 0 25 -359 9,298 14,196 130 2,509 135 4,108 -7,361
Percent of Open Interest Represented by Each Category of Trader
5.8 10.4 0.0 2.8 0.0 0.0 51.6 21.8 15.3 1.5 9.7 0.2 22.7 42.5
Number of Traders in Each Category Total Traders: 52
. . 0 6 0 . 12 11 16 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 675,081
Positions
87,131 87,370 92,355 209,621 172,627 52,974 99,213 120,950 52,687 27,689 47,770 14,151 39,260 34,198
Changes from: June 6, 2023 Total Change is: 129,636
-8,600 -770 68,655 9,448 -6,488 9,703 -727 9,909 24,060 1,752 3,895 13,771 11,573 6,902
Percent of Open Interest Represented by Each Category of Trader
12.9 12.9 13.7 31.1 25.6 7.8 14.7 17.9 7.8 4.1 7.1 2.1 5.8 5.1
Number of Traders in Each Category Total Traders: 370
29 25 21 92 65 56 51 78 57 13 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,245
Positions
5,735 7,396 2,238 6,878 6,309 0 195 488 556 1,155 0 0 5,488 5,258
Changes from: June 6, 2023 Total Change is: 6,973
28 -441 2,238 -377 242 0 195 -104 556 0 0 0 4,333 4,482
Percent of Open Interest Represented by Each Category of Trader
25.8 33.2 10.1 30.9 28.4 0.0 0.9 2.2 2.5 5.2 0.0 0.0 24.7 23.6
Number of Traders in Each Category Total Traders: 25
5 . . 7 6 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,959
Positions
0 3,407 0 9,716 0 18 722 5,068 0 919 4,379 0 4,584 3,087
Changes from: June 6, 2023 Total Change is: -4,086
-164 945 -78 977 0 0 -142 -1,280 -1,347 0 349 -2,154 -1,178 -521
Percent of Open Interest Represented by Each Category of Trader
0.0 21.3 0.0 60.9 0.0 0.1 4.5 31.8 0.0 5.8 27.4 0.0 28.7 19.3
Number of Traders in Each Category Total Traders: 28
0 4 0 13 0 . . 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 55,029
Positions
6,869 16,846 670 24,904 1,380 914 11,147 5,150 255 3,889 466 0 6,381 29,348
Changes from: June 6, 2023 Total Change is: -29,259
522 7,000 -16,549 1,348 9 -449 -4,624 -4,379 -2,430 -3,794 0 0 -3,283 -12,461
Percent of Open Interest Represented by Each Category of Trader
12.5 30.6 1.2 45.3 2.5 1.7 20.3 9.4 0.5 7.1 0.8 0.0 11.6 53.3
Number of Traders in Each Category Total Traders: 60
10 4 . 14 . 4 15 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 483,208
Positions
29,119 228,875 61,078 282,826 72,258 41,277 21,735 24,529 4,402 19,002 34,909 660 23,109 15,220
Changes from: June 6, 2023 Total Change is: 62,848
-3,433 -11,353 57,213 -6,203 -2,972 855 8 4,703 3,076 46 4,076 40 11,246 7,210
Percent of Open Interest Represented by Each Category of Trader
6.0 47.4 12.6 58.5 15.0 8.5 4.5 5.1 0.9 3.9 7.2 0.1 4.8 3.1
Number of Traders in Each Category Total Traders: 198
11 17 11 80 40 36 22 16 16 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,376,213
Positions
97,029 501,848 202,803 694,237 286,690 130,407 78,348 101,959 10,076 70,417 69,503 17,546 75,350 55,381
Changes from: June 6, 2023 Total Change is: 260,622
36 -10,748 191,838 2,382 -16,962 3,129 2,869 15,923 3,257 -181 18,832 15,711 41,581 39,642
Percent of Open Interest Represented by Each Category of Trader
7.1 36.5 14.7 50.4 20.8 9.5 5.7 7.4 0.7 5.1 5.1 1.3 5.5 4.0
Number of Traders in Each Category Total Traders: 412
29 19 21 153 70 86 54 42 35 33 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 206,126
Positions
19,774 130,337 45,511 37,416 0 1,923 79,096 4,314 16,035 5,471 7,326 580 320 100
Changes from: June 6, 2023 Total Change is: -1,988
-1,306 -2,894 1,525 3 0 0 17 0 -2,679 30 1,648 440 -18 -28
Percent of Open Interest Represented by Each Category of Trader
9.6 63.2 22.1 18.2 0.0 0.9 38.4 2.1 7.8 2.7 3.6 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 95
10 23 15 15 0 . 33 . 9 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,540
Positions
11,050 31,231 4,181 610 0 0 28,829 9,248 870 0 0 0 0 10
Changes from: June 6, 2023 Total Change is: 3,404
2,531 1,230 1,061 0 0 0 -719 572 531 0 0 0 0 10
Percent of Open Interest Represented by Each Category of Trader
24.3 68.6 9.2 1.3 0.0 0.0 63.3 20.3 1.9 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 11 7 . 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,343,170
Positions
24,559 148,585 21,357 698,986 316,529 189,391 46,186 344,712 93,652 68,014 69,086 10,435 190,592 149,424
Changes from: June 6, 2023 Total Change is: 257
948 3,689 978 5,392 -13,898 -3,204 -8,487 11,041 -10,857 2,060 -1,328 7,133 6,293 6,702
Percent of Open Interest Represented by Each Category of Trader
1.8 11.1 1.6 52.0 23.6 14.1 3.4 25.7 7.0 5.1 5.1 0.8 14.2 11.1
Number of Traders in Each Category Total Traders: 182
6 15 14 64 31 64 23 28 42 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,463,339
Positions
8,334 78,623 1,733 846,298 271,512 272,780 100,145 678,092 17,030 49,780 28,123 0 167,239 115,447
Changes from: June 6, 2023 Total Change is: -976
715 2,904 45 -3,959 7,251 -2,356 4,118 -6,704 -2,367 2,363 1,044 0 465 -793
Percent of Open Interest Represented by Each Category of Trader
0.6 5.4 0.1 57.8 18.6 18.6 6.8 46.3 1.2 3.4 1.9 0.0 11.4 7.9
Number of Traders in Each Category Total Traders: 167
. 8 . 79 22 58 17 24 16 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,446,657
Positions
108,976 276,509 14,808 1,614,575 437,265 300,413 776,356 2,002,177 77,593 285,477 156,719 24,022 244,437 157,151
Changes from: June 6, 2023 Total Change is: 32,392
16,202 20,738 -3,725 107,951 -13,553 -27,636 24,731 43,073 -4,436 -90,908 -495 8,878 1,335 9,548
Percent of Open Interest Represented by Each Category of Trader
3.2 8.0 0.4 46.8 12.7 8.7 22.5 58.1 2.3 8.3 4.5 0.7 7.1 4.6
Number of Traders in Each Category Total Traders: 394
30 28 11 145 38 91 45 54 36 41 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,218,619
Positions
163,424 335,575 149,614 2,353,103 1,212,283 792,389 268,356 1,670,868 463,512 506,312 162,251 74,946 446,962 357,180
Changes from: June 6, 2023 Total Change is: 116,604
8,129 44,364 18,983 -22,365 39,269 15,584 4,923 -29,522 8,111 31,943 -6,227 23,565 27,732 2,478
Percent of Open Interest Represented by Each Category of Trader
3.1 6.4 2.9 45.1 23.2 15.2 5.1 32.0 8.9 9.7 3.1 1.4 8.6 6.8
Number of Traders in Each Category Total Traders: 428
25 28 37 123 67 107 53 73 81 42 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,675,600
Positions
64,940 73,151 2,386 799,858 621,218 249,581 178,871 413,162 9,887 175,586 43,472 830 193,661 261,913
Changes from: June 6, 2023 Total Change is: 14,303
-10,220 -3,949 -205 8,427 6,376 6,033 8,419 20,021 -7,928 2,859 -5,791 -4,849 11,767 4,595
Percent of Open Interest Represented by Each Category of Trader
3.9 4.4 0.1 47.7 37.1 14.9 10.7 24.7 0.6 10.5 2.6 0.0 11.6 15.6
Number of Traders in Each Category Total Traders: 165
6 14 . 46 53 59 12 17 13 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,294,344
Positions
101,122 577,230 79,536 2,515,832 864,093 690,939 693,528 2,279,659 281,243 530,164 131,151 37,702 364,279 352,792
Changes from: June 6, 2023 Total Change is: 102,268
16,288 -16,883 7,287 44,262 43,720 15,148 12,677 46,217 -13,492 -781 3,323 25,603 -4,724 -8,655
Percent of Open Interest Represented by Each Category of Trader
1.9 10.9 1.5 47.5 16.3 13.1 13.1 43.1 5.3 10.0 2.5 0.7 6.9 6.7
Number of Traders in Each Category Total Traders: 390
17 41 33 134 38 98 38 73 65 33 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,556,681
Positions
491,293 227,402 416,326 10,371 28,229 23,916 144,670 379,829 424,566 7,708 7,208 4,608 33,223 44,597
Changes from: June 6, 2023 Total Change is: 74,312
14,759 42,628 -5,594 -2,740 1,755 1,675 -33,093 -70,618 92,955 4,895 6,888 2,633 -1,178 1,990
Percent of Open Interest Represented by Each Category of Trader
31.6 14.6 26.7 0.7 1.8 1.5 9.3 24.4 27.3 0.5 0.5 0.3 2.1 2.9
Number of Traders in Each Category Total Traders: 153
35 32 57 4 6 . 35 30 55 4 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 4,836
Positions
1,231 794 1,016 0 7 381 545 670 1,621 0 69 5 37 273
Changes from: June 6, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.5 16.4 21.0 0.0 0.1 7.9 11.3 13.9 33.5 0.0 1.4 0.1 0.8 5.6
Number of Traders in Each Category Total Traders: 21
. 4 . 0 . . 5 7 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 752,653
Positions
244,745 346,662 46,779 49,587 0 3,817 105,224 26,410 231,515 5,117 14,972 15,269 50,600 67,229
Changes from: June 6, 2023 Total Change is: -26,345
3,219 1,112 166 -5,926 0 3,426 4,884 -171 -41,727 281 0 14,283 -4,951 -3,434
Percent of Open Interest Represented by Each Category of Trader
32.5 46.1 6.2 6.6 0.0 0.5 14.0 3.5 30.8 0.7 2.0 2.0 6.7 8.9
Number of Traders in Each Category Total Traders: 70
12 20 13 . 0 . 18 12 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is24,349,420
Positions
2,520,352 3,051,621 3,959,847 349,348 436,568 1,639,193 1,592,813 831,271 13,117,806 127,961 252,360 997,293 44,806 63,461
Changes from: June 6, 2023 Total Change is: 445,267
-209,894 -63,769 153,226 28,171 -16,673 -11,072 212,395 76,313 -434,481 -34,940 -3,596 741,159 703 4,158
Percent of Open Interest Represented by Each Category of Trader
10.4 12.5 16.3 1.4 1.8 6.7 6.5 3.4 53.9 0.5 1.0 4.1 0.2 0.3
Number of Traders in Each Category Total Traders: 1,047
61 108 139 44 68 78 134 191 219 198 186 203
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,000,388
Positions
330,355 286,740 232,558 15,388 13,794 26,315 187,407 201,239 206,276 1,209 32,289 276 604 901
Changes from: June 6, 2023 Total Change is: 81,598
65,436 -536 20,744 6,479 1,369 -2,242 -38,797 25,374 30,188 -84 6,778 -196 70 119
Percent of Open Interest Represented by Each Category of Trader
33.0 28.7 23.2 1.5 1.4 2.6 18.7 20.1 20.6 0.1 3.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 184
34 48 56 . 8 . 31 45 46 7 8 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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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5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 20,966
Positions
5,750 0 0 83 542 0 2,671 13,786 2,362 10,100 4,244 0 0 32
Changes from: June 6, 2023 Total Change is: 1,141
2,550 0 0 0 0 0 -1,283 -1,223 2,354 -2,480 0 0 0 10
Percent of Open Interest Represented by Each Category of Trader
27.4 0.0 0.0 0.4 2.6 0.0 12.7 65.8 11.3 48.2 20.2 0.0 0.0 0.2
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 13, 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 14,817
Positions
584 2,295 240 6,282 327 670 1,797 7,781 2,037 1,744 472 252 1,211 743
Changes from: June 6, 2023 Total Change is: 257
17 -40 1 -108 -41 110 -475 90 136 555 -4 34 -13 -28
Percent of Open Interest Represented by Each Category of Trader
3.9 15.5 1.6 42.4 2.2 4.5 12.1 52.5 13.7 11.8 3.2 1.7 8.2 5.0
Number of Traders in Each Category Total Traders: 109
6 6 4 6 4 . 18 47 21 15 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 10,564
Positions
225 1,103 1 354 912 31 3,547 4,441 1,699 2,066 989 139 2,503 1,249
Changes from: June 6, 2023 Total Change is: 959
-72 60 1 29 110 31 342 408 419 261 -130 -37 -15 98
Percent of Open Interest Represented by Each Category of Trader
2.1 10.4 0.0 3.4 8.6 0.3 33.6 42.0 16.1 19.6 9.4 1.3 23.7 11.8
Number of Traders in Each Category Total Traders: 90
. . . 4 5 . 12 11 8 38 16 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,678
Positions
205 193 49 603 31 55 858 2,101 454 771 167 37 646 591
Changes from: June 6, 2023 Total Change is: -886
-59 -3 6 -138 0 48 -645 -1,087 37 -56 -3 11 -91 105
Percent of Open Interest Represented by Each Category of Trader
5.6 5.3 1.3 16.4 0.8 1.5 23.3 57.1 12.3 21.0 4.5 1.0 17.6 16.1
Number of Traders in Each Category Total Traders: 60
. 6 . 6 . . 9 27 12 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,877
Positions
236 3,156 0 2,447 100 0 3,589 7,215 4,367 7,814 4,112 656 767 270
Changes from: June 6, 2023 Total Change is: 479
236 1,890 0 0 100 0 1,514 496 -954 -264 -978 -84 30 8
Percent of Open Interest Represented by Each Category of Trader
1.2 15.9 0.0 12.3 0.5 0.0 18.1 36.3 22.0 39.3 20.7 3.3 3.9 1.4
Number of Traders in Each Category Total Traders: 98
. . 0 . . 0 11 7 4 56 20 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 32,070
Positions
0 11,163 0 10,174 962 777 10,282 12,830 2,070 3,390 1,588 148 5,229 2,532
Changes from: June 6, 2023 Total Change is: -1,945
0 0 0 -1,118 -211 -13 -1,095 -1,218 681 24 -1,006 61 -486 -240
Percent of Open Interest Represented by Each Category of Trader
0.0 34.8 0.0 31.7 3.0 2.4 32.1 40.0 6.5 10.6 5.0 0.5 16.3 7.9
Number of Traders in Each Category Total Traders: 94
0 . 0 13 5 . 26 14 11 20 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 453,169
Positions
53,059 29,872 23,617 112,889 101,428 47,510 82,895 122,468 72,404 11,977 6,610 18,000 30,818 31,260
Changes from: June 6, 2023 Total Change is: 35,543
5,295 1,463 4,421 4,921 6,230 -2,736 10,936 18,558 4,143 3,248 -423 5,596 -281 -1,709
Percent of Open Interest Represented by Each Category of Trader
11.7 6.6 5.2 24.9 22.4 10.5 18.3 27.0 16.0 2.6 1.5 4.0 6.8 6.9
Number of Traders in Each Category Total Traders: 217
13 11 18 32 29 27 48 44 48 18 11 20
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Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 60,324
Positions
41,603 42,597 0 4,571 5,246 902 9,373 9,280 703 1,481 167 0 1,691 1,429
Changes from: June 6, 2023 Total Change is: 1,971
0 -102 0 -5 116 -46 -4 -3 635 -4 2 0 1,395 1,369
Percent of Open Interest Represented by Each Category of Trader
69.0 70.6 0.0 7.6 8.7 1.5 15.5 15.4 1.2 2.5 0.3 0.0 2.8 2.4
Number of Traders in Each Category Total Traders: 35
4 . 0 8 5 . 8 4 . . . 0
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Updated June 16, 2023