Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 181,272
Positions
30,607 39,041 2,592 58,777 43,231 5,721 26,955 58,151 7,711 5,145 1,453 181 43,582 23,190
Changes from: June 20, 2023 Total Change is: -16,318
-19,496 27,734 -24,368 18,319 -5,753 597 7,020 -10,909 -1,590 -158 -513 -14 3,373 -1,501
Percent of Open Interest Represented by Each Category of Trader
16.9 21.5 1.4 32.4 23.8 3.2 14.9 32.1 4.3 2.8 0.8 0.1 24.0 12.8
Number of Traders in Each Category Total Traders: 106
5 8 6 20 18 13 20 27 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,867
Positions
12,981 3,323 1,174 3,065 12,213 479 6,634 6,878 1,771 1,763 0 0 13,000 15,029
Changes from: June 20, 2023 Total Change is: 1,376
2,404 -37 81 251 -963 208 -2,359 -633 293 -240 0 0 738 2,427
Percent of Open Interest Represented by Each Category of Trader
31.8 8.1 2.9 7.5 29.9 1.2 16.2 16.8 4.3 4.3 0.0 0.0 31.8 36.8
Number of Traders in Each Category Total Traders: 45
4 . . 6 8 . 10 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 276,357
Positions
2,614 69,108 10,910 83,523 64,833 8,433 76,152 41,041 53,147 1,430 3,269 1,019 39,129 24,596
Changes from: June 20, 2023 Total Change is: 7,306
194 3,706 3,346 4,440 -3,750 231 -3,139 3,871 777 -100 21 26 1,531 -922
Percent of Open Interest Represented by Each Category of Trader
0.9 25.0 3.9 30.2 23.5 3.1 27.6 14.9 19.2 0.5 1.2 0.4 14.2 8.9
Number of Traders in Each Category Total Traders: 139
. 13 5 20 28 14 40 26 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 272,848
Positions
103,379 4,743 5,014 70,409 107,969 6,021 30,558 84,188 19,586 6,500 4,807 15 31,365 40,504
Changes from: June 20, 2023 Total Change is: 16,857
2,271 -3,534 1,376 2,299 7,385 1,097 6,170 6,984 2,203 332 674 -4 1,112 674
Percent of Open Interest Represented by Each Category of Trader
37.9 1.7 1.8 25.8 39.6 2.2 11.2 30.9 7.2 2.4 1.8 0.0 11.5 14.8
Number of Traders in Each Category Total Traders: 152
13 6 7 26 26 19 27 38 20 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 843,256
Positions
19,448 517,164 16,048 500,155 79,648 23,603 63,311 58,688 86,537 32,636 8,226 5,566 95,953 47,777
Changes from: June 20, 2023 Total Change is: 1,166
-1,356 3,399 1,068 -1,757 -3,220 -602 4,283 -3,192 1,620 -2,928 1,296 -68 905 864
Percent of Open Interest Represented by Each Category of Trader
2.3 61.3 1.9 59.3 9.4 2.8 7.5 7.0 10.3 3.9 1.0 0.7 11.4 5.7
Number of Traders in Each Category Total Traders: 303
12 17 12 121 27 49 48 46 35 22 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,324
Positions
0 12,088 0 14,657 4,664 2,673 0 4,402 0 0 0 0 10,994 4,497
Changes from: June 20, 2023 Total Change is: 606
0 3 0 505 349 135 0 1,215 0 0 0 0 -34 -1,096
Percent of Open Interest Represented by Each Category of Trader
0.0 42.7 0.0 51.7 16.5 9.4 0.0 15.5 0.0 0.0 0.0 0.0 38.8 15.9
Number of Traders in Each Category Total Traders: 28
0 . 0 16 4 7 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 157,391
Positions
37,326 5,731 667 45,789 79,374 3,349 21,390 22,255 23,777 2,128 117 0 22,965 22,121
Changes from: June 20, 2023 Total Change is: -9,004
-7,037 2,226 180 -5,825 -1,460 -120 -1,288 -12,531 4,510 150 36 0 427 -1,845
Percent of Open Interest Represented by Each Category of Trader
23.7 3.6 0.4 29.1 50.4 2.1 13.6 14.1 15.1 1.4 0.1 0.0 14.6 14.1
Number of Traders in Each Category Total Traders: 82
5 5 7 19 12 12 14 23 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 226,070
Positions
1,989 70,826 261 135,643 7,035 858 75,264 34,404 426 3,244 107,421 0 8,385 4,839
Changes from: June 20, 2023 Total Change is: 1,116
-118 1,780 -5 2,029 -439 61 -494 5 -358 -106 199 0 107 -127
Percent of Open Interest Represented by Each Category of Trader
0.9 31.3 0.1 60.0 3.1 0.4 33.3 15.2 0.2 1.4 47.5 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 168
. 6 . 28 8 5 70 28 7 11 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 62,008
Positions
1,132 30,281 8,341 23,984 2,276 278 18,884 7,274 1,236 3,259 3,730 0 4,894 8,592
Changes from: June 20, 2023 Total Change is: 9,017
-92 -101 8,132 179 255 274 341 -1,199 1,094 -180 79 0 -731 483
Percent of Open Interest Represented by Each Category of Trader
1.8 48.8 13.5 38.7 3.7 0.4 30.5 11.7 2.0 5.3 6.0 0.0 7.9 13.9
Number of Traders in Each Category Total Traders: 83
. 5 . 16 8 . 30 5 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,372
Positions
12,344 3,892 21 6,469 14,547 555 11,448 11,303 50 182 315 0 3,303 3,689
Changes from: June 20, 2023 Total Change is: 1,961
-815 3,892 -3 578 -3,450 -18 1,985 2,552 -115 -150 0 0 499 -897
Percent of Open Interest Represented by Each Category of Trader
35.9 11.3 0.1 18.8 42.3 1.6 33.3 32.9 0.1 0.5 0.9 0.0 9.6 10.7
Number of Traders in Each Category Total Traders: 75
8 4 . 11 14 5 19 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,910
Positions
21,814 224 16 355 13,291 0 5,516 13,459 0 233 331 0 976 1,589
Changes from: June 20, 2023 Total Change is: -1,215
-132 224 -7 1 -3,149 0 -1,056 1,711 -140 0 56 0 119 90
Percent of Open Interest Represented by Each Category of Trader
75.5 0.8 0.1 1.2 46.0 0.0 19.1 46.6 0.0 0.8 1.1 0.0 3.4 5.5
Number of Traders in Each Category Total Traders: 34
. . . . 6 0 5 14 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 92,578
Positions
40,967 27,573 554 18,155 13,064 503 17,245 19,635 456 2,452 17,318 0 12,246 13,475
Changes from: June 20, 2023 Total Change is: 4,650
6,507 614 -42 -595 6,777 -452 -495 -1,939 -660 868 201 0 -481 151
Percent of Open Interest Represented by Each Category of Trader
44.3 29.8 0.6 19.6 14.1 0.5 18.6 21.2 0.5 2.6 18.7 0.0 13.2 14.6
Number of Traders in Each Category Total Traders: 88
14 10 4 12 12 . 16 18 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 92,578
Positions
40,967 27,573 554 18,155 13,064 503 17,245 19,635 456 2,452 17,318 0 12,246 13,475
Changes from: June 20, 2023 Total Change is: 4,650
6,507 614 -42 -595 6,777 -452 -495 -1,939 -660 868 201 0 -481 151
Percent of Open Interest Represented by Each Category of Trader
44.3 29.8 0.6 19.6 14.1 0.5 18.6 21.2 0.5 2.6 18.7 0.0 13.2 14.6
Number of Traders in Each Category Total Traders: 88
14 10 4 12 12 . 16 18 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 37,118
Positions
6,339 22,275 0 23,981 3,552 2,162 2,923 7,595 0 0 0 0 1,713 1,534
Changes from: June 20, 2023 Total Change is: 280
-363 -701 0 919 117 65 -235 905 0 0 0 0 -106 -106
Percent of Open Interest Represented by Each Category of Trader
17.1 60.0 0.0 64.6 9.6 5.8 7.9 20.5 0.0 0.0 0.0 0.0 4.6 4.1
Number of Traders in Each Category Total Traders: 39
6 4 0 19 4 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,168,366
Positions
327,352 629,509 238,570 1,091,430 343,677 235,760 135,498 447,684 707,110 97,320 217,484 50,398 284,928 298,174
Changes from: June 20, 2023 Total Change is: -39,529
-21,684 69,277 155,745 -24,728 20,628 -8,680 12,063 -52,559 -14,171 11,484 -48,529 -142,170 -7,388 -19,070
Percent of Open Interest Represented by Each Category of Trader
10.3 19.9 7.5 34.4 10.8 7.4 4.3 14.1 22.3 3.1 6.9 1.6 9.0 9.4
Number of Traders in Each Category Total Traders: 597
35 37 45 167 81 119 75 110 119 48 41 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,038
Positions
492 13,932 0 9,528 873 0 3,669 340 0 0 0 0 2,349 893
Changes from: June 20, 2023 Total Change is: 1,977
287 2,026 0 2,043 0 0 -592 340 0 0 0 0 239 -389
Percent of Open Interest Represented by Each Category of Trader
3.1 86.9 0.0 59.4 5.4 0.0 22.9 2.1 0.0 0.0 0.0 0.0 14.6 5.6
Number of Traders in Each Category Total Traders: 24
. 8 0 6 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,360
Positions
5,531 13,456 0 16,476 9,346 0 1,210 1,048 0 0 0 0 2,143 1,510
Changes from: June 20, 2023 Total Change is: 1,655
2,308 -1,447 0 -683 3,244 0 -259 -85 0 0 0 0 289 -57
Percent of Open Interest Represented by Each Category of Trader
21.8 53.1 0.0 65.0 36.9 0.0 4.8 4.1 0.0 0.0 0.0 0.0 8.5 6.0
Number of Traders in Each Category Total Traders: 31
4 5 0 11 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,154,137
Positions
327,352 628,917 238,570 1,089,910 343,580 235,229 134,083 450,556 702,167 96,950 216,740 50,398 279,477 287,978
Changes from: June 20, 2023 Total Change is: -42,427
-21,684 68,843 155,879 -24,558 20,645 -8,511 11,747 -50,396 -16,471 11,220 -48,846 -142,170 -7,878 -21,398
Percent of Open Interest Represented by Each Category of Trader
10.4 19.9 7.6 34.6 10.9 7.5 4.3 14.3 22.3 3.1 6.9 1.6 8.9 9.1
Number of Traders in Each Category Total Traders: 588
35 36 45 165 80 117 73 109 117 46 41 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,400
Positions
18,794 28,741 0 12,285 0 0 764 2,681 0 0 0 0 1,557 1,978
Changes from: June 20, 2023 Total Change is: 879
144 869 0 657 0 0 -44 -292 0 0 0 0 122 302
Percent of Open Interest Represented by Each Category of Trader
56.3 86.1 0.0 36.8 0.0 0.0 2.3 8.0 0.0 0.0 0.0 0.0 4.7 5.9
Number of Traders in Each Category Total Traders: 23
4 7 0 5 0 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,477
Positions
14,194 7,078 0 7,537 12,516 1,420 764 3,020 43 0 0 0 1,519 1,400
Changes from: June 20, 2023 Total Change is: 311
-60 1,715 0 576 -1,429 -4 -25 200 -1 0 0 0 -175 -170
Percent of Open Interest Represented by Each Category of Trader
55.7 27.8 0.0 29.6 49.1 5.6 3.0 11.9 0.2 0.0 0.0 0.0 6.0 5.5
Number of Traders in Each Category Total Traders: 30
4 7 0 8 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 142,287
Positions
0 5,919 0 18,066 3,835 2,437 48,784 5,911 14,794 3,692 7,439 0 54,514 101,952
Changes from: June 20, 2023 Total Change is: 28,977
-1,339 2,999 0 -2,685 -1,154 -691 19,757 -5,024 6,398 2,640 3,172 0 4,897 23,278
Percent of Open Interest Represented by Each Category of Trader
0.0 4.2 0.0 12.7 2.7 1.7 34.3 4.2 10.4 2.6 5.2 0.0 38.3 71.7
Number of Traders in Each Category Total Traders: 29
0 . 0 10 . 6 9 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 339,837
Positions
116,067 117,245 131,418 0 38,000 0 24,634 6,332 39,825 23,285 0 0 4,608 7,017
Changes from: June 20, 2023 Total Change is: 7,756
2,756 -500 4,000 0 0 0 2,250 750 4,750 -4,750 0 -1,250 0 6
Percent of Open Interest Represented by Each Category of Trader
34.2 34.5 38.7 0.0 11.2 0.0 7.2 1.9 11.7 6.9 0.0 0.0 1.4 2.1
Number of Traders in Each Category Total Traders: 29
8 9 16 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,435
Positions
3,681 6,746 118 23,722 21,828 2,070 663 1,409 244 0 0 0 7,937 6,020
Changes from: June 20, 2023 Total Change is: -299
-213 361 0 -1,114 218 58 79 -957 -4 0 0 0 895 25
Percent of Open Interest Represented by Each Category of Trader
9.6 17.6 0.3 61.7 56.8 5.4 1.7 3.7 0.6 0.0 0.0 0.0 20.7 15.7
Number of Traders in Each Category Total Traders: 56
. 6 . 30 12 10 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 328,483
Positions
43,393 71,585 19,969 90,647 25,852 7,705 49,962 74,778 51,787 16,080 19,129 1,713 47,227 55,964
Changes from: June 20, 2023 Total Change is: 11,651
6,768 -4,249 15,746 -2,514 -302 1,088 -4,805 5,473 8,516 1,289 2,441 -15,941 1,505 -1,119
Percent of Open Interest Represented by Each Category of Trader
13.2 21.8 6.1 27.6 7.9 2.3 15.2 22.8 15.8 4.9 5.8 0.5 14.4 17.0
Number of Traders in Each Category Total Traders: 329
21 30 16 74 33 40 49 61 45 19 41 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 318,989
Positions
43,344 71,341 19,969 90,281 25,852 7,702 52,830 78,201 44,128 16,123 18,812 1,472 43,141 51,512
Changes from: June 20, 2023 Total Change is: 9,943
6,855 -4,137 15,746 -2,489 -302 1,086 -3,000 6,325 5,809 1,308 2,275 -16,046 674 -813
Percent of Open Interest Represented by Each Category of Trader
13.6 22.4 6.3 28.3 8.1 2.4 16.6 24.5 13.8 5.1 5.9 0.5 13.5 16.1
Number of Traders in Each Category Total Traders: 303
20 27 16 71 33 40 43 59 40 16 34 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 94,944
Positions
492 2,445 0 3,660 0 36 45,827 40,276 2,089 1,894 5,502 82 40,865 44,515
Changes from: June 20, 2023 Total Change is: 17,081
-866 -1,123 0 -253 0 12 9,160 18,689 -142 821 2,671 37 8,312 -3,064
Percent of Open Interest Represented by Each Category of Trader
0.5 2.6 0.0 3.9 0.0 0.0 48.3 42.4 2.2 2.0 5.8 0.1 43.0 46.9
Number of Traders in Each Category Total Traders: 39
. . 0 5 0 . 14 5 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 529,564
Positions
112,239 103,389 10,906 193,534 187,959 38,317 102,316 112,292 13,355 32,561 40,652 439 25,896 22,256
Changes from: June 20, 2023 Total Change is: -10,363
15,298 -3,655 -1,907 -22,984 4,997 -6,313 2,314 -3,333 4,816 -224 -1,443 -1,913 550 -1,611
Percent of Open Interest Represented by Each Category of Trader
21.2 19.5 2.1 36.5 35.5 7.2 19.3 21.2 2.5 6.1 7.7 0.1 4.9 4.2
Number of Traders in Each Category Total Traders: 358
26 21 9 93 67 46 57 66 33 15 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,507
Positions
3,281 6,055 0 7,393 6,277 0 525 442 0 1,594 0 0 714 733
Changes from: June 20, 2023 Total Change is: 334
34 212 0 65 8 0 0 0 0 439 0 0 -204 114
Percent of Open Interest Represented by Each Category of Trader
24.3 44.8 0.0 54.7 46.5 0.0 3.9 3.3 0.0 11.8 0.0 0.0 5.3 5.4
Number of Traders in Each Category Total Traders: 24
. 4 0 8 6 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,668
Positions
0 4,772 0 9,887 0 13 650 3,690 0 919 4,678 0 4,199 2,515
Changes from: June 20, 2023 Total Change is: -1,119
0 424 0 -726 -250 -1 -272 -987 0 0 -138 0 -120 -167
Percent of Open Interest Represented by Each Category of Trader
0.0 30.5 0.0 63.1 0.0 0.1 4.1 23.6 0.0 5.9 29.9 0.0 26.8 16.1
Number of Traders in Each Category Total Traders: 28
0 4 0 12 0 . . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 53,324
Positions
6,248 15,909 643 24,209 1,521 787 9,624 3,224 76 4,484 466 0 7,253 30,698
Changes from: June 20, 2023 Total Change is: -1,972
-1,122 278 -7 -233 161 -149 -745 -784 76 -458 0 0 666 -1,547
Percent of Open Interest Represented by Each Category of Trader
11.7 29.8 1.2 45.4 2.9 1.5 18.0 6.0 0.1 8.4 0.9 0.0 13.6 57.6
Number of Traders in Each Category Total Traders: 55
8 4 . 13 . 5 14 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 408,199
Positions
30,749 239,954 4,255 277,822 72,239 39,666 24,674 17,320 2,243 17,833 23,045 232 10,725 9,245
Changes from: June 20, 2023 Total Change is: -2,875
742 -5,894 30 -838 2,152 -2,718 2,696 -1,377 -2 -1,772 650 0 -1,013 4,284
Percent of Open Interest Represented by Each Category of Trader
7.5 58.8 1.0 68.1 17.7 9.7 6.0 4.2 0.5 4.4 5.6 0.1 2.6 2.3
Number of Traders in Each Category Total Traders: 192
13 13 5 79 40 31 19 16 8 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,112,921
Positions
88,948 574,352 10,176 709,188 275,059 108,291 84,540 99,521 5,732 73,557 25,269 1,041 31,448 13,480
Changes from: June 20, 2023 Total Change is: -29,812
3,394 435 -6,310 -10,714 420 -5,586 -5,900 4,977 -1,515 -334 -22,781 15 -2,862 533
Percent of Open Interest Represented by Each Category of Trader
8.0 51.6 0.9 63.7 24.7 9.7 7.6 8.9 0.5 6.6 2.3 0.1 2.8 1.2
Number of Traders in Each Category Total Traders: 418
30 18 12 164 67 79 48 47 22 32 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 202,476
Positions
14,113 128,094 45,879 37,457 0 1,923 81,568 5,240 15,563 5,501 5,520 140 332 117
Changes from: June 20, 2023 Total Change is: -148
-1,879 1,894 -822 -19 0 0 3,039 1,026 -66 30 -1,756 -440 9 16
Percent of Open Interest Represented by Each Category of Trader
7.0 63.3 22.7 18.5 0.0 0.9 40.3 2.6 7.7 2.7 2.7 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 96
9 25 16 15 0 . 34 . 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,311,449
Positions
23,081 170,053 15,019 700,416 295,105 189,622 41,307 351,787 79,909 71,763 63,402 3,888 186,445 142,665
Changes from: June 20, 2023 Total Change is: -24,840
-665 15,358 -8,477 8,672 -12,073 -5,895 -4,184 17,764 -6,307 3,434 -5,159 -8,565 -2,853 -11,486
Percent of Open Interest Represented by Each Category of Trader
1.8 13.0 1.1 53.4 22.5 14.5 3.1 26.8 6.1 5.5 4.8 0.3 14.2 10.9
Number of Traders in Each Category Total Traders: 184
6 16 15 65 29 63 20 33 38 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,484,507
Positions
9,151 85,674 1,249 863,064 271,747 276,191 93,913 696,017 14,795 50,663 29,886 0 175,481 108,948
Changes from: June 20, 2023 Total Change is: 11,796
148 5,880 -401 4,774 -2,362 5,710 -2,720 5,053 197 1,308 191 0 2,780 -2,473
Percent of Open Interest Represented by Each Category of Trader
0.6 5.8 0.1 58.1 18.3 18.6 6.3 46.9 1.0 3.4 2.0 0.0 11.8 7.3
Number of Traders in Each Category Total Traders: 166
. 8 . 78 25 59 14 23 14 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,676,596
Positions
122,481 303,630 21,494 1,732,818 505,967 299,867 819,090 2,113,151 61,826 348,077 187,862 22,217 248,728 160,582
Changes from: June 20, 2023 Total Change is: 89,742
-1,022 15,259 3,151 68,652 32,511 -3,963 14,612 38,579 -10,935 24,697 20,069 -5,769 320 839
Percent of Open Interest Represented by Each Category of Trader
3.3 8.3 0.6 47.1 13.8 8.2 22.3 57.5 1.7 9.5 5.1 0.6 6.8 4.4
Number of Traders in Each Category Total Traders: 426
34 32 14 158 38 96 54 57 43 39 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,120,302
Positions
170,878 284,925 120,351 2,530,724 1,229,200 666,482 296,142 1,771,547 390,235 446,025 241,099 54,544 444,923 361,920
Changes from: June 20, 2023 Total Change is: -85,703
24,354 -85,107 -45,131 24,912 44,997 -14,649 15,715 42,901 -36,186 -44,889 22,951 -14,506 4,677 -974
Percent of Open Interest Represented by Each Category of Trader
3.3 5.6 2.4 49.4 24.0 13.0 5.8 34.6 7.6 8.7 4.7 1.1 8.7 7.1
Number of Traders in Each Category Total Traders: 418
23 21 33 125 62 107 56 77 84 38 16 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,705,217
Positions
61,042 74,137 713 826,747 651,829 250,417 178,635 423,028 8,915 178,403 53,212 875 199,470 242,091
Changes from: June 20, 2023 Total Change is: 3,954
2,412 -13,689 43 10,562 34,674 -13,289 -241 10,204 -783 -2,534 2,352 0 7,784 -15,558
Percent of Open Interest Represented by Each Category of Trader
3.6 4.3 0.0 48.5 38.2 14.7 10.5 24.8 0.5 10.5 3.1 0.1 11.7 14.2
Number of Traders in Each Category Total Traders: 170
5 12 . 48 57 58 11 20 11 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,291,636
Positions
66,274 620,537 68,667 2,527,659 933,349 692,444 733,325 2,212,491 254,119 572,779 157,950 14,543 361,827 337,536
Changes from: June 20, 2023 Total Change is: -34,593
-4,564 31,536 -8,913 50,990 3,094 -18,868 20,994 57,133 -64,332 26,715 1,283 -23,985 -12,630 -11,540
Percent of Open Interest Represented by Each Category of Trader
1.3 11.7 1.3 47.8 17.6 13.1 13.9 41.8 4.8 10.8 3.0 0.3 6.8 6.4
Number of Traders in Each Category Total Traders: 390
14 37 25 139 40 100 39 77 61 30 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,746,985
Positions
510,162 262,727 474,429 14,661 31,765 32,760 236,751 424,075 433,686 8,302 37,184 2,305 33,929 48,054
Changes from: June 20, 2023 Total Change is: 53,843
6,399 2,602 4,766 3,983 -7,437 7,398 26,552 23,858 18,638 0 17,751 -2,453 -11,440 -11,280
Percent of Open Interest Represented by Each Category of Trader
29.2 15.0 27.2 0.8 1.8 1.9 13.6 24.3 24.8 0.5 2.1 0.1 1.9 2.8
Number of Traders in Each Category Total Traders: 159
36 30 59 6 4 4 37 34 59 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,371
Positions
1,205 244 1,676 0 327 430 266 373 1,701 0 0 0 93 620
Changes from: June 20, 2023 Total Change is: -20
-504 -488 493 0 -108 -34 -397 -374 448 -40 0 0 14 43
Percent of Open Interest Represented by Each Category of Trader
22.4 4.5 31.2 0.0 6.1 8.0 5.0 6.9 31.7 0.0 0.0 0.0 1.7 11.5
Number of Traders in Each Category Total Traders: 21
4 4 . 0 . . 6 5 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is20,101,594
Positions
2,017,755 2,744,948 3,206,769 463,537 414,741 1,141,554 1,725,176 848,826 11,199,453 116,385 294,331 204,305 26,661 46,668
Changes from: June 20, 2023 Total Change is: -847,888
-458,032 -374,020 -260,593 52,198 -53,595 -18,725 40,342 -8,832 555,845 -27,726 33,975 -626,389 -104,808 -95,554
Percent of Open Interest Represented by Each Category of Trader
10.0 13.7 16.0 2.3 2.1 5.7 8.6 4.2 55.7 0.6 1.5 1.0 0.1 0.2
Number of Traders in Each Category Total Traders: 1,043
66 108 134 43 75 71 136 209 227 187 164 180
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,076,679
Positions
427,902 318,364 237,702 1,016 39,331 19,265 185,172 215,928 203,402 1,666 39,693 239 315 2,755
Changes from: June 20, 2023 Total Change is: 29,682
41,641 26,809 -4,413 0 9,052 -72 3,127 3,922 -4,965 -822 2,006 30 -4,844 -2,687
Percent of Open Interest Represented by Each Category of Trader
39.7 29.6 22.1 0.1 3.7 1.8 17.2 20.1 18.9 0.2 3.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 184
30 51 58 . 9 4 31 46 48 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,978
Positions
536 4,610 247 7,698 70 367 6,076 10,527 3,141 532 768 526 1,856 722
Changes from: June 20, 2023 Total Change is: 3,636
-19 1,471 -118 1,034 -191 -247 2,874 1,359 657 -1,305 518 223 537 -35
Percent of Open Interest Represented by Each Category of Trader
2.6 22.0 1.2 36.7 0.3 1.8 29.0 50.2 15.0 2.5 3.7 2.5 8.8 3.4
Number of Traders in Each Category Total Traders: 126
4 10 4 12 . . 36 41 23 12 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,710
Positions
223 4,130 0 876 26 5 3,416 3,706 2,666 2,485 1,873 227 3,812 1,077
Changes from: June 20, 2023 Total Change is: 2,363
-68 2,059 0 520 -1,032 -12 -119 -268 857 231 729 50 904 -20
Percent of Open Interest Represented by Each Category of Trader
1.6 30.1 0.0 6.4 0.2 0.0 24.9 27.0 19.4 18.1 13.7 1.7 27.8 7.9
Number of Traders in Each Category Total Traders: 107
. . 0 5 . . 17 7 8 58 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,014
Positions
192 363 108 934 31 0 1,399 2,882 493 991 702 39 857 395
Changes from: June 20, 2023 Total Change is: 1,286
26 154 63 471 0 0 689 679 2 -153 557 13 175 -183
Percent of Open Interest Represented by Each Category of Trader
3.8 7.2 2.2 18.6 0.6 0.0 27.9 57.5 9.8 19.8 14.0 0.8 17.1 7.9
Number of Traders in Each Category Total Traders: 67
5 7 . 6 . 0 17 21 12 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,343
Positions
119 6,577 0 3,295 0 0 6,257 6,367 8,708 9,091 6,420 1,010 863 261
Changes from: June 20, 2023 Total Change is: 8,944
-379 2,692 0 1,313 -145 0 2,907 927 3,348 1,290 1,758 327 138 37
Percent of Open Interest Represented by Each Category of Trader
0.4 22.4 0.0 11.2 0.0 0.0 21.3 21.7 29.7 31.0 21.9 3.4 2.9 0.9
Number of Traders in Each Category Total Traders: 100
. . 0 . 0 0 11 . 5 64 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 27,721
Positions
0 14,191 0 7,864 1,733 800 10,429 6,958 437 3,517 1,323 4 4,670 2,274
Changes from: June 20, 2023 Total Change is: 386
0 -41 0 -680 935 -209 776 -9 36 133 9 1 329 -336
Percent of Open Interest Represented by Each Category of Trader
0.0 51.2 0.0 28.4 6.3 2.9 37.6 25.1 1.6 12.7 4.8 0.0 16.8 8.2
Number of Traders in Each Category Total Traders: 85
0 . 0 11 6 . 26 10 . 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 396,124
Positions
58,754 21,832 13,634 95,592 100,770 55,631 75,060 107,906 50,808 7,832 4,942 12,441 26,372 28,160
Changes from: June 20, 2023 Total Change is: -59,207
2,690 -6,777 -16,628 -13,634 -5,172 6,204 -10,990 -10,471 -12,713 -4,795 -6,220 -4,617 -4,724 -2,813
Percent of Open Interest Represented by Each Category of Trader
14.8 5.5 3.4 24.1 25.4 14.0 18.9 27.2 12.8 2.0 1.2 3.1 6.7 7.1
Number of Traders in Each Category Total Traders: 212
16 11 19 22 37 27 36 49 44 16 12 19
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 55,927
Positions
46,799 42,375 0 4,636 2,937 1,139 3,020 9,329 0 59 57 0 274 90
Changes from: June 20, 2023 Total Change is: -13,771
5,196 -222 -13,595 9 -61 88 -4,358 53 -13 -1,062 -47 0 -36 26
Percent of Open Interest Represented by Each Category of Trader
83.7 75.8 0.0 8.3 5.3 2.0 5.4 16.7 0.0 0.1 0.1 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 9 4 4 7 5 0 . . 0
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Updated June 30, 2023