Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 197,590
Positions
50,103 11,308 26,960 40,458 48,984 5,125 19,935 69,060 9,301 5,303 1,966 195 40,209 24,691
Changes from: June 13, 2023 Total Change is: 19,649
-7,758 5,256 18,724 11,209 -9,036 854 7,903 23,051 -13,123 135 -65 -533 2,238 -5,479
Percent of Open Interest Represented by Each Category of Trader
25.4 5.7 13.6 20.5 24.8 2.6 10.1 35.0 4.7 2.7 1.0 0.1 20.3 12.5
Number of Traders in Each Category Total Traders: 115
10 5 10 19 22 12 18 30 15 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,491
Positions
10,577 3,360 1,093 2,814 13,176 271 8,994 7,511 1,477 2,003 0 0 12,262 12,602
Changes from: June 13, 2023 Total Change is: -12,035
-4,392 -2,735 -2,689 -437 -1,344 145 -792 -56 -2,596 -119 0 0 -1,154 -2,759
Percent of Open Interest Represented by Each Category of Trader
26.8 8.5 2.8 7.1 33.4 0.7 22.8 19.0 3.7 5.1 0.0 0.0 31.0 31.9
Number of Traders in Each Category Total Traders: 46
. . . 5 9 . 12 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 269,051
Positions
2,420 65,402 7,565 79,083 68,583 8,202 79,290 37,170 52,370 1,530 3,248 994 37,597 25,518
Changes from: June 13, 2023 Total Change is: -58,703
-53,667 -5,112 -25,804 12,200 2,953 1,369 17,642 -21,387 -3,947 3 126 79 -6,579 -6,981
Percent of Open Interest Represented by Each Category of Trader
0.9 24.3 2.8 29.4 25.5 3.0 29.5 13.8 19.5 0.6 1.2 0.4 14.0 9.5
Number of Traders in Each Category Total Traders: 137
. 11 5 22 27 13 38 27 23 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 255,991
Positions
101,108 8,277 3,638 68,111 100,584 4,923 24,389 77,204 17,383 6,168 4,132 19 30,253 39,830
Changes from: June 13, 2023 Total Change is: -12,543
6,965 3,577 -7,977 1,368 4,278 558 -7,910 -4,112 -2,119 -598 -41 -4 -2,825 -6,702
Percent of Open Interest Represented by Each Category of Trader
39.5 3.2 1.4 26.6 39.3 1.9 9.5 30.2 6.8 2.4 1.6 0.0 11.8 15.6
Number of Traders in Each Category Total Traders: 146
10 7 7 25 27 19 24 38 16 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 842,090
Positions
20,804 513,765 14,979 501,913 82,868 24,205 59,028 61,880 84,916 35,563 6,931 5,633 95,048 46,912
Changes from: June 13, 2023 Total Change is: -75,608
311 -3,169 -61,116 4,488 3,699 -137 -3,613 6,666 -4,001 279 -3,421 -167 -11,653 -13,963
Percent of Open Interest Represented by Each Category of Trader
2.5 61.0 1.8 59.6 9.8 2.9 7.0 7.3 10.1 4.2 0.8 0.7 11.3 5.6
Number of Traders in Each Category Total Traders: 304
12 17 12 123 26 48 47 45 33 24 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,718
Positions
0 12,085 0 14,152 4,315 2,538 0 3,187 0 0 0 0 11,028 5,593
Changes from: June 13, 2023 Total Change is: -9,877
0 -8,008 -119 1,310 293 -426 -6,855 437 -1,769 0 0 -682 -1,336 397
Percent of Open Interest Represented by Each Category of Trader
0.0 43.6 0.0 51.1 15.6 9.2 0.0 11.5 0.0 0.0 0.0 0.0 39.8 20.2
Number of Traders in Each Category Total Traders: 26
0 . 0 16 4 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,076
Positions
4,530 5,007 752 5,381 10,484 1,074 2,241 0 2,436 0 950 0 9,662 5,373
Changes from: June 13, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.4 19.2 2.9 20.6 40.2 4.1 8.6 0.0 9.3 0.0 3.6 0.0 37.1 20.6
Number of Traders in Each Category Total Traders: 20
. . . . 8 . 5 0 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 166,395
Positions
44,363 3,505 487 51,614 80,834 3,469 22,678 34,785 19,268 1,978 81 0 22,538 23,966
Changes from: June 13, 2023 Total Change is: -25,203
-25,206 1,905 -1,656 5,527 -9,281 -2,171 -758 -1,902 -2,110 -292 -515 0 1,463 -9,473
Percent of Open Interest Represented by Each Category of Trader
26.7 2.1 0.3 31.0 48.6 2.1 13.6 20.9 11.6 1.2 0.0 0.0 13.5 14.4
Number of Traders in Each Category Total Traders: 85
7 . 5 16 16 11 16 23 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 224,954
Positions
2,107 69,046 266 133,614 7,474 797 75,757 34,399 784 3,350 107,222 0 8,279 4,966
Changes from: June 13, 2023 Total Change is: -66,679
-8,156 -39,265 -3,669 9,958 327 -452 -10,662 -32,323 -7,209 32 51,830 -37,822 -8,698 1,905
Percent of Open Interest Represented by Each Category of Trader
0.9 30.7 0.1 59.4 3.3 0.4 33.7 15.3 0.3 1.5 47.7 0.0 3.7 2.2
Number of Traders in Each Category Total Traders: 168
4 7 . 29 7 5 65 29 12 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,991
Positions
1,224 30,382 209 23,805 2,021 4 18,543 8,473 142 3,439 3,651 0 5,625 8,109
Changes from: June 13, 2023 Total Change is: 4,122
-312 -1,371 7 4,383 -69 1 -768 3,627 142 -79 224 0 748 1,561
Percent of Open Interest Represented by Each Category of Trader
2.3 57.3 0.4 44.9 3.8 0.0 35.0 16.0 0.3 6.5 6.9 0.0 10.6 15.3
Number of Traders in Each Category Total Traders: 83
. 5 . 17 7 . 29 6 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,411
Positions
13,159 0 24 5,891 17,997 573 9,463 8,751 165 332 315 0 2,804 4,586
Changes from: June 13, 2023 Total Change is: -14,093
-553 -747 -5,423 385 -2,571 -42 -5,686 -46 -2,762 7 -242 0 -19 -2,260
Percent of Open Interest Represented by Each Category of Trader
40.6 0.0 0.1 18.2 55.5 1.8 29.2 27.0 0.5 1.0 1.0 0.0 8.7 14.1
Number of Traders in Each Category Total Traders: 75
8 0 . 10 17 6 19 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 30,125
Positions
21,946 0 23 354 16,440 0 6,572 11,748 140 233 275 0 857 1,499
Changes from: June 13, 2023 Total Change is: -14,141
3,028 -133 -7,971 -1 -13,828 0 -8,391 8,404 -236 -235 -166 0 -335 -211
Percent of Open Interest Represented by Each Category of Trader
72.8 0.0 0.1 1.2 54.6 0.0 21.8 39.0 0.5 0.8 0.9 0.0 2.8 5.0
Number of Traders in Each Category Total Traders: 34
. 0 . . 7 0 5 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 87,928
Positions
34,460 26,959 596 18,750 6,287 955 17,740 21,574 1,116 1,584 17,117 0 12,727 13,324
Changes from: June 13, 2023 Total Change is: -18,669
-2,852 -2,414 -5,935 790 3,694 -1,430 2,619 -3,039 -6,904 -1,133 -5 -529 -3,295 -2,106
Percent of Open Interest Represented by Each Category of Trader
39.2 30.7 0.7 21.3 7.2 1.1 20.2 24.5 1.3 1.8 19.5 0.0 14.5 15.2
Number of Traders in Each Category Total Traders: 89
12 10 4 14 11 4 17 21 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 87,928
Positions
34,460 26,959 596 18,750 6,287 955 17,740 21,574 1,116 1,584 17,117 0 12,727 13,324
Changes from: June 13, 2023 Total Change is: -15,469
-3,001 -2,354 -5,705 814 3,694 -1,430 2,721 -3,487 -5,259 -1,512 122 -99 -1,998 -951
Percent of Open Interest Represented by Each Category of Trader
39.2 30.7 0.7 21.3 7.2 1.1 20.2 24.5 1.3 1.8 19.5 0.0 14.5 15.2
Number of Traders in Each Category Total Traders: 89
12 10 4 14 11 4 17 21 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,838
Positions
6,702 22,976 0 23,062 3,435 2,097 3,158 6,690 0 0 0 0 1,819 1,640
Changes from: June 13, 2023 Total Change is: -13,197
-7,558 -12,430 -781 -65 -449 95 -862 746 -100 0 0 0 -3,926 -278
Percent of Open Interest Represented by Each Category of Trader
18.2 62.4 0.0 62.6 9.3 5.7 8.6 18.2 0.0 0.0 0.0 0.0 4.9 4.5
Number of Traders in Each Category Total Traders: 39
7 4 0 19 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,207,895
Positions
349,036 560,233 82,825 1,116,158 323,048 244,439 123,435 500,243 721,281 85,835 266,013 192,568 292,317 317,244
Changes from: June 13, 2023 Total Change is: -902,485
-174,827 36,067 -230,122 26,816 -11,100 -45,190 -41,087 -147,924 -345,925 -5,014 -77,993 4,765 -91,902 -85,062
Percent of Open Interest Represented by Each Category of Trader
10.9 17.5 2.6 34.8 10.1 7.6 3.8 15.6 22.5 2.7 8.3 6.0 9.1 9.9
Number of Traders in Each Category Total Traders: 583
32 34 41 165 84 124 62 109 107 51 44 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,061
Positions
205 11,906 0 7,485 873 0 4,261 0 0 0 0 0 2,110 1,282
Changes from: June 13, 2023 Total Change is: -5,313
-669 119 -4,637 -11 318 0 245 -771 -414 0 0 0 173 72
Percent of Open Interest Represented by Each Category of Trader
1.5 84.7 0.0 53.2 6.2 0.0 30.3 0.0 0.0 0.0 0.0 0.0 15.0 9.1
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,705
Positions
3,223 14,903 0 17,159 6,102 0 1,469 1,133 0 0 0 0 1,854 1,567
Changes from: June 13, 2023 Total Change is: -8,786
-3,480 -4,024 -4,214 1,508 1,247 0 -77 74 -735 0 0 0 -1,788 -1,134
Percent of Open Interest Represented by Each Category of Trader
13.6 62.9 0.0 72.4 25.7 0.0 6.2 4.8 0.0 0.0 0.0 0.0 7.8 6.6
Number of Traders in Each Category Total Traders: 34
. 6 0 13 4 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,196,564
Positions
349,036 560,074 82,692 1,114,469 322,935 243,740 122,335 500,953 718,639 85,730 265,586 192,568 287,355 309,377
Changes from: June 13, 2023 Total Change is: -863,303
-176,264 31,725 -224,009 27,065 -11,322 -45,232 -53,098 -178,835 -299,495 -5,014 -78,260 4,765 -92,021 -62,639
Percent of Open Interest Represented by Each Category of Trader
10.9 17.5 2.6 34.9 10.1 7.6 3.8 15.7 22.5 2.7 8.3 6.0 9.0 9.7
Number of Traders in Each Category Total Traders: 576
32 33 41 164 82 120 60 109 103 50 44 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,521
Positions
18,650 27,872 0 11,628 0 0 808 2,973 0 0 0 0 1,435 1,676
Changes from: June 13, 2023 Total Change is: -10,959
-304 -743 -10,118 1,500 0 0 239 1,623 -1,777 0 0 0 -499 56
Percent of Open Interest Represented by Each Category of Trader
57.3 85.7 0.0 35.8 0.0 0.0 2.5 9.1 0.0 0.0 0.0 0.0 4.4 5.2
Number of Traders in Each Category Total Traders: 25
4 7 0 6 0 0 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,166
Positions
14,254 5,363 0 6,961 13,945 1,424 789 2,820 44 0 0 0 1,694 1,570
Changes from: June 13, 2023 Total Change is: -9,802
-2,399 -2,833 -4,926 43 -13 0 -1,223 125 -261 0 0 0 -1,036 -1,894
Percent of Open Interest Represented by Each Category of Trader
56.6 21.3 0.0 27.7 55.4 5.7 3.1 11.2 0.2 0.0 0.0 0.0 6.7 6.2
Number of Traders in Each Category Total Traders: 26
4 6 0 6 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 113,310
Positions
1,339 2,920 0 20,751 4,989 3,128 29,027 10,935 8,396 1,052 4,267 0 49,617 78,675
Changes from: June 13, 2023 Total Change is: -391,815
-45,114 -16,062 -1,647 -3,926 785 1,862 -322,706 -133,707 -21,480 5 2,662 0 1,191 -224,229
Percent of Open Interest Represented by Each Category of Trader
1.2 2.6 0.0 18.3 4.4 2.8 25.6 9.7 7.4 0.9 3.8 0.0 43.8 69.4
Number of Traders in Each Category Total Traders: 26
. . 0 10 . 7 8 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 332,081
Positions
113,311 117,745 127,418 0 38,000 0 22,384 5,582 35,075 28,035 0 1,250 4,608 7,011
Changes from: June 13, 2023 Total Change is: -17,386
1,000 13,550 -24,260 0 0 0 10,102 -1,500 -3,978 1,000 0 -1,000 -250 -198
Percent of Open Interest Represented by Each Category of Trader
34.1 35.5 38.4 0.0 11.4 0.0 6.7 1.7 10.6 8.4 0.0 0.4 1.4 2.1
Number of Traders in Each Category Total Traders: 29
7 9 14 0 . 0 4 . 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,734
Positions
3,894 6,385 118 24,836 21,610 2,012 584 2,366 248 0 0 0 7,042 5,995
Changes from: June 13, 2023 Total Change is: -904
114 2,770 -1,236 253 -1,160 -108 -36 109 -61 0 -986 0 170 -232
Percent of Open Interest Represented by Each Category of Trader
10.1 16.5 0.3 64.1 55.8 5.2 1.5 6.1 0.6 0.0 0.0 0.0 18.2 15.5
Number of Traders in Each Category Total Traders: 62
. 7 . 31 13 10 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $20)
CFTC Code #20974+ Open Interest is 316,832
Positions
36,625 75,835 4,223 93,161 26,154 6,618 54,767 69,305 43,272 14,791 16,688 17,655 45,722 57,083
Changes from: June 13, 2023 Total Change is: -98,074
-10,427 15,953 -23,598 534 3,951 -4,246 -5,210 -32,993 -36,032 -9,495 -2,830 -8,982 -617 -9,295
Percent of Open Interest Represented by Each Category of Trader
11.6 23.9 1.3 29.4 8.3 2.1 17.3 21.9 13.7 4.7 5.3 5.6 14.4 18.0
Number of Traders in Each Category Total Traders: 338
18 33 11 78 34 44 50 63 44 21 41 24
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Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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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NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 309,046
Positions
36,489 75,478 4,223 92,769 26,154 6,615 55,830 71,876 38,319 14,815 16,537 17,518 42,467 52,325
Changes from: June 13, 2023 Total Change is: -92,212
-11,549 15,233 -21,814 529 3,951 -4,246 -5,985 -36,325 -30,021 -10,123 -2,505 -8,232 -771 -8,253
Percent of Open Interest Represented by Each Category of Trader
11.8 24.4 1.4 30.0 8.5 2.1 18.1 23.3 12.4 4.8 5.4 5.7 13.7 16.9
Number of Traders in Each Category Total Traders: 311
17 30 11 74 34 44 44 58 42 18 36 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 77,863
Positions
1,358 3,568 0 3,913 0 24 36,667 21,587 2,230 1,073 2,831 45 32,553 47,578
Changes from: June 13, 2023 Total Change is: -58,620
-6,623 -10,639 0 56 0 -1 -33,703 -8,130 -18,664 -930 -10,469 -293 1,537 -10,425
Percent of Open Interest Represented by Each Category of Trader
1.7 4.6 0.0 5.0 0.0 0.0 47.1 27.7 2.9 1.4 3.6 0.1 41.8 61.1
Number of Traders in Each Category Total Traders: 40
. 4 0 6 0 . 13 6 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 539,927
Positions
96,941 107,044 12,813 216,518 182,962 44,630 100,003 115,625 8,540 32,785 42,095 2,352 25,346 23,867
Changes from: June 13, 2023 Total Change is: -135,154
9,810 19,674 -79,542 6,897 10,335 -8,344 789 -5,325 -44,147 5,096 -5,675 -11,799 -13,914 -10,331
Percent of Open Interest Represented by Each Category of Trader
18.0 19.8 2.4 40.1 33.9 8.3 18.5 21.4 1.6 6.1 7.8 0.4 4.7 4.4
Number of Traders in Each Category Total Traders: 350
25 21 9 93 61 47 50 70 34 16 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 13,173
Positions
3,247 5,843 0 7,328 6,269 0 525 442 0 1,155 0 0 918 619
Changes from: June 13, 2023 Total Change is: -9,072
-2,488 -1,553 -2,238 450 -40 0 330 -46 -556 0 0 0 -4,570 -4,639
Percent of Open Interest Represented by Each Category of Trader
24.6 44.4 0.0 55.6 47.6 0.0 4.0 3.4 0.0 8.8 0.0 0.0 7.0 4.7
Number of Traders in Each Category Total Traders: 23
. 4 0 7 6 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,787
Positions
0 4,348 0 10,613 250 14 922 4,677 0 919 4,816 0 4,319 2,682
Changes from: June 13, 2023 Total Change is: 828
0 941 0 897 250 -4 200 -391 0 0 437 0 -265 -405
Percent of Open Interest Represented by Each Category of Trader
0.0 25.9 0.0 63.2 1.5 0.1 5.5 27.9 0.0 5.5 28.7 0.0 25.7 16.0
Number of Traders in Each Category Total Traders: 32
0 4 0 14 . . . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 55,296
Positions
7,370 15,631 650 24,442 1,360 936 10,369 4,008 0 4,942 466 0 6,587 32,245
Changes from: June 13, 2023 Total Change is: 267
501 -1,215 -20 -462 -20 22 -778 -1,142 -255 1,053 0 0 206 2,897
Percent of Open Interest Represented by Each Category of Trader
13.3 28.3 1.2 44.2 2.5 1.7 18.8 7.2 0.0 8.9 0.8 0.0 11.9 58.3
Number of Traders in Each Category Total Traders: 60
10 4 . 14 . 5 15 8 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 411,074
Positions
30,007 245,848 4,225 278,660 70,087 42,384 21,978 18,697 2,245 19,605 22,395 232 11,738 4,961
Changes from: June 13, 2023 Total Change is: -72,134
888 16,973 -56,853 -4,166 -2,171 1,107 243 -5,832 -2,157 603 -12,514 -428 -11,371 -10,259
Percent of Open Interest Represented by Each Category of Trader
7.3 59.8 1.0 67.8 17.0 10.3 5.3 4.5 0.5 4.8 5.4 0.1 2.9 1.2
Number of Traders in Each Category Total Traders: 188
12 14 5 77 41 32 18 14 9 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,142,733
Positions
85,554 573,917 16,486 719,902 274,639 113,877 90,440 94,544 7,247 73,891 48,050 1,026 34,310 12,947
Changes from: June 13, 2023 Total Change is: -233,480
-11,475 72,069 -186,317 25,665 -12,051 -16,530 12,092 -7,415 -2,829 3,474 -21,453 -16,520 -41,040 -42,434
Percent of Open Interest Represented by Each Category of Trader
7.5 50.2 1.4 63.0 24.0 10.0 7.9 8.3 0.6 6.5 4.2 0.1 3.0 1.1
Number of Traders in Each Category Total Traders: 416
30 18 12 164 63 80 55 41 26 34 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 202,624
Positions
15,992 126,200 46,701 37,476 0 1,923 78,529 4,214 15,629 5,471 7,276 580 323 101
Changes from: June 13, 2023 Total Change is: -3,502
-3,782 -4,137 1,190 60 0 0 -567 -100 -406 0 -50 0 3 1
Percent of Open Interest Represented by Each Category of Trader
7.9 62.3 23.0 18.5 0.0 0.9 38.8 2.1 7.7 2.7 3.6 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 97
9 24 15 15 0 . 35 . 9 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,336,289
Positions
23,746 154,695 23,496 691,744 307,178 195,517 45,491 334,022 86,216 68,328 68,561 12,454 189,298 154,151
Changes from: June 13, 2023 Total Change is: -6,881
-813 6,111 2,139 -7,242 -9,351 6,126 -694 -10,690 -7,436 315 -525 2,018 -1,294 4,726
Percent of Open Interest Represented by Each Category of Trader
1.8 11.6 1.8 51.8 23.0 14.6 3.4 25.0 6.5 5.1 5.1 0.9 14.2 11.5
Number of Traders in Each Category Total Traders: 183
7 17 16 63 30 64 22 27 39 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,472,711
Positions
9,003 79,794 1,650 858,290 274,109 270,481 96,633 690,964 14,597 49,355 29,695 0 172,701 111,421
Changes from: June 13, 2023 Total Change is: 9,372
669 1,171 -83 11,992 2,597 -2,299 -3,512 12,872 -2,432 -425 1,572 0 5,462 -4,026
Percent of Open Interest Represented by Each Category of Trader
0.6 5.4 0.1 58.3 18.6 18.4 6.6 46.9 1.0 3.4 2.0 0.0 11.7 7.6
Number of Traders in Each Category Total Traders: 166
. 7 . 78 24 59 16 24 18 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,586,854
Positions
123,504 288,371 18,343 1,664,166 473,456 303,830 804,478 2,074,572 72,761 323,380 167,793 27,986 248,407 159,743
Changes from: June 13, 2023 Total Change is: 140,197
14,527 11,862 3,534 49,591 36,191 3,417 28,121 72,395 -4,832 37,903 11,074 3,964 3,970 2,592
Percent of Open Interest Represented by Each Category of Trader
3.4 8.0 0.5 46.4 13.2 8.5 22.4 57.8 2.0 9.0 4.7 0.8 6.9 4.5
Number of Traders in Each Category Total Traders: 409
31 33 14 147 37 94 45 55 38 47 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,206,005
Positions
146,524 370,032 165,482 2,505,812 1,184,203 681,131 280,427 1,728,647 426,420 490,914 218,148 69,049 440,246 362,893
Changes from: June 13, 2023 Total Change is: -12,614
-16,900 34,457 15,868 152,710 -28,080 -111,258 12,070 57,778 -37,092 -15,399 55,897 -5,897 -6,715 5,713
Percent of Open Interest Represented by Each Category of Trader
2.8 7.1 3.2 48.1 22.7 13.1 5.4 33.2 8.2 9.4 4.2 1.3 8.5 7.0
Number of Traders in Each Category Total Traders: 426
21 32 35 122 67 108 50 75 85 44 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,701,263
Positions
58,630 87,826 670 816,185 617,155 263,706 178,876 412,824 9,698 180,937 50,860 875 191,686 257,649
Changes from: June 13, 2023 Total Change is: 25,663
-6,310 14,675 -1,716 16,327 -4,063 14,125 5 -338 -189 5,351 7,388 45 -1,975 -4,264
Percent of Open Interest Represented by Each Category of Trader
3.4 5.2 0.0 48.0 36.3 15.5 10.5 24.3 0.6 10.6 3.0 0.1 11.3 15.1
Number of Traders in Each Category Total Traders: 166
4 14 . 49 52 61 13 17 12 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,326,229
Positions
70,838 589,001 77,580 2,476,669 930,255 711,312 712,330 2,155,358 318,451 546,064 156,667 38,528 374,456 349,077
Changes from: June 13, 2023 Total Change is: 31,885
-30,284 11,772 -1,957 -39,163 66,161 20,373 18,802 -124,301 37,209 15,901 25,516 826 10,178 -3,715
Percent of Open Interest Represented by Each Category of Trader
1.3 11.1 1.5 46.5 17.5 13.4 13.4 40.5 6.0 10.3 2.9 0.7 7.0 6.6
Number of Traders in Each Category Total Traders: 393
14 40 31 136 41 101 41 71 62 33 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,693,142
Positions
503,763 260,125 469,663 10,678 39,202 25,362 210,199 400,217 415,048 8,302 19,433 4,758 45,369 59,334
Changes from: June 13, 2023 Total Change is: 136,461
12,470 32,723 53,337 307 10,973 1,446 65,529 20,388 -9,518 594 12,225 150 12,146 14,737
Percent of Open Interest Represented by Each Category of Trader
29.8 15.4 27.7 0.6 2.3 1.5 12.4 23.6 24.5 0.5 1.1 0.3 2.7 3.5
Number of Traders in Each Category Total Traders: 153
35 29 58 5 4 4 33 29 52 . 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,391
Positions
1,709 732 1,183 0 435 464 663 747 1,253 40 0 0 79 577
Changes from: June 13, 2023 Total Change is: 555
478 -62 167 0 428 83 118 77 -368 40 -69 -5 42 304
Percent of Open Interest Represented by Each Category of Trader
31.7 13.6 21.9 0.0 8.1 8.6 12.3 13.9 23.2 0.7 0.0 0.0 1.5 10.7
Number of Traders in Each Category Total Traders: 22
4 . . 0 . . 8 5 12 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is20,949,482
Positions
2,475,787 3,118,969 3,467,361 411,339 468,336 1,160,279 1,684,834 857,658 10,643,607 144,112 260,355 830,695 131,469 142,222
Changes from: June 13, 2023 Total Change is:-3,399,938
-44,565 67,348 -492,486 61,991 31,768 -478,914 92,021 26,386 -2,474,199 16,151 7,996 -166,598 86,662 78,761
Percent of Open Interest Represented by Each Category of Trader
11.8 14.9 16.6 2.0 2.2 5.5 8.0 4.1 50.8 0.7 1.2 4.0 0.6 0.7
Number of Traders in Each Category Total Traders: 1,034
64 106 140 44 66 69 139 186 217 192 181 193
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,046,997
Positions
386,261 291,555 242,115 1,016 30,279 19,337 182,045 212,006 208,367 2,488 37,687 209 5,159 5,442
Changes from: June 13, 2023 Total Change is: 46,609
55,906 4,815 9,557 -14,372 16,485 -6,978 -5,362 10,767 2,091 1,279 5,398 -67 4,555 4,541
Percent of Open Interest Represented by Each Category of Trader
36.9 27.8 23.1 0.1 2.9 1.8 17.4 20.2 19.9 0.2 3.6 0.0 0.5 0.5
Number of Traders in Each Category Total Traders: 184
32 49 56 . 10 4 29 47 47 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 17,342
Positions
555 3,140 365 6,664 261 614 3,202 9,169 2,484 1,837 250 303 1,319 757
Changes from: June 13, 2023 Total Change is: 2,525
-29 845 125 382 -66 -56 1,405 1,388 446 93 -222 51 108 14
Percent of Open Interest Represented by Each Category of Trader
3.2 18.1 2.1 38.4 1.5 3.5 18.5 52.9 14.3 10.6 1.4 1.7 7.6 4.4
Number of Traders in Each Category Total Traders: 117
5 9 4 8 4 4 24 44 22 17 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 11,347
Positions
291 2,071 0 356 1,058 17 3,535 3,974 1,808 2,254 1,144 178 2,908 1,097
Changes from: June 13, 2023 Total Change is: 783
66 968 -1 2 146 -14 -11 -467 109 188 155 39 405 -152
Percent of Open Interest Represented by Each Category of Trader
2.6 18.3 0.0 3.1 9.3 0.1 31.2 35.0 15.9 19.9 10.1 1.6 25.6 9.7
Number of Traders in Each Category Total Traders: 96
4 . 0 4 4 . 14 10 9 46 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,728
Positions
166 209 45 463 31 0 710 2,203 491 1,144 145 26 683 578
Changes from: June 13, 2023 Total Change is: 50
-39 16 -4 -140 0 -55 -148 101 37 373 -22 -11 36 -13
Percent of Open Interest Represented by Each Category of Trader
4.5 5.6 1.2 12.4 0.8 0.0 19.1 59.1 13.2 30.7 3.9 0.7 18.3 15.5
Number of Traders in Each Category Total Traders: 59
. 6 . 5 . 0 11 25 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 20,399
Positions
498 3,885 0 1,982 145 0 3,349 5,440 5,360 7,801 4,662 683 725 223
Changes from: June 13, 2023 Total Change is: 522
262 729 0 -465 45 0 -240 -1,775 993 -13 550 27 -42 -47
Percent of Open Interest Represented by Each Category of Trader
2.4 19.0 0.0 9.7 0.7 0.0 16.4 26.7 26.3 38.2 22.9 3.3 3.6 1.1
Number of Traders in Each Category Total Traders: 97
. . 0 . . 0 10 5 5 57 19 6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 27,335
Positions
0 14,232 0 8,544 798 1,009 9,653 6,967 401 3,384 1,314 3 4,341 2,611
Changes from: June 13, 2023 Total Change is: -4,735
0 3,069 0 -1,630 -164 232 -629 -5,863 -1,669 -6 -274 -145 -888 79
Percent of Open Interest Represented by Each Category of Trader
0.0 52.1 0.0 31.3 2.9 3.7 35.3 25.5 1.5 12.4 4.8 0.0 15.9 9.6
Number of Traders in Each Category Total Traders: 81
0 . 0 13 4 . 23 12 . 18 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 455,331
Positions
56,064 28,609 30,262 109,226 105,942 49,427 86,050 118,377 63,521 12,627 11,162 17,058 31,096 30,973
Changes from: June 13, 2023 Total Change is: 2,162
3,005 -1,263 6,645 -3,663 4,514 1,917 3,155 -4,091 -8,883 650 4,552 -942 278 -287
Percent of Open Interest Represented by Each Category of Trader
12.3 6.3 6.6 24.0 23.3 10.9 18.9 26.0 14.0 2.8 2.5 3.7 6.8 6.8
Number of Traders in Each Category Total Traders: 213
14 12 20 26 35 24 39 48 50 15 15 21
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Traders in Financial Futures - Options and Futures Combined Positions as of June 20, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 69,698
Positions
41,603 42,597 13,595 4,627 2,998 1,051 7,378 9,276 13 1,121 104 0 310 64
Changes from: June 13, 2023 Total Change is: 9,374
0 0 13,595 56 -2,248 149 -1,995 -4 -690 -360 -63 0 -1,381 -1,365
Percent of Open Interest Represented by Each Category of Trader
59.7 61.1 19.5 6.6 4.3 1.5 10.6 13.3 0.0 1.6 0.1 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 36
4 . . 8 5 4 9 4 . . . 0
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Updated June 23, 2023