Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 168,230
Positions
30,005 42,610 2,741 51,743 43,595 4,876 28,261 42,986 7,647 5,311 1,401 130 37,516 22,244
Changes from: June 27, 2023 Total Change is: -13,042
-603 3,569 149 -7,034 364 -846 1,306 -15,165 -64 166 -53 -51 -6,066 -946
Percent of Open Interest Represented by Each Category of Trader
17.8 25.3 1.6 30.8 25.9 2.9 16.8 25.6 4.5 3.2 0.8 0.1 22.3 13.2
Number of Traders in Each Category Total Traders: 107
4 8 6 22 18 13 22 25 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,382
Positions
14,645 2,934 1,174 2,638 14,034 320 10,710 8,663 1,868 1,763 0 0 11,264 15,388
Changes from: June 27, 2023 Total Change is: 3,515
1,663 -389 0 -427 1,821 -159 4,076 1,786 98 0 0 0 -1,736 359
Percent of Open Interest Represented by Each Category of Trader
33.0 6.6 2.6 5.9 31.6 0.7 24.1 19.5 4.2 4.0 0.0 0.0 25.4 34.7
Number of Traders in Each Category Total Traders: 47
4 . . 5 10 . 11 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 266,591
Positions
3,318 59,670 11,421 82,770 69,843 7,745 67,219 34,753 54,747 985 3,251 1,026 37,359 24,135
Changes from: June 27, 2023 Total Change is: -9,766
704 -9,437 510 -752 5,010 -688 -8,932 -6,289 1,600 -445 -18 7 -1,770 -461
Percent of Open Interest Represented by Each Category of Trader
1.2 22.4 4.3 31.0 26.2 2.9 25.2 13.0 20.5 0.4 1.2 0.4 14.0 9.1
Number of Traders in Each Category Total Traders: 135
. 12 6 21 30 15 35 27 23 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 287,394
Positions
106,736 4,656 5,020 72,707 115,357 6,358 36,128 90,645 21,271 6,736 4,153 16 32,422 39,918
Changes from: June 27, 2023 Total Change is: 14,546
3,357 -87 6 2,298 7,388 338 5,570 6,456 1,685 236 -654 1 1,057 -587
Percent of Open Interest Represented by Each Category of Trader
37.1 1.6 1.7 25.3 40.1 2.2 12.6 31.5 7.4 2.3 1.4 0.0 11.3 13.9
Number of Traders in Each Category Total Traders: 155
15 5 9 26 28 19 28 39 22 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 838,195
Positions
17,819 516,600 15,317 504,344 79,445 23,816 61,488 56,680 84,629 31,601 9,650 5,556 93,626 46,504
Changes from: June 27, 2023 Total Change is: -5,061
-1,629 -564 -731 4,189 -204 213 -1,823 -2,008 -1,908 -1,035 1,423 -10 -2,327 -1,273
Percent of Open Interest Represented by Each Category of Trader
2.1 61.6 1.8 60.2 9.5 2.8 7.3 6.8 10.1 3.8 1.2 0.7 11.2 5.5
Number of Traders in Each Category Total Traders: 293
11 16 12 120 29 52 45 41 33 20 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,286
Positions
0 12,085 0 14,575 5,398 2,453 0 3,884 0 0 0 0 11,258 4,466
Changes from: June 27, 2023 Total Change is: -38
0 -3 0 -82 734 -220 0 -518 0 0 0 0 264 -31
Percent of Open Interest Represented by Each Category of Trader
0.0 42.7 0.0 51.5 19.1 8.7 0.0 13.7 0.0 0.0 0.0 0.0 39.8 15.8
Number of Traders in Each Category Total Traders: 28
0 . 0 16 5 6 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,448
Positions
2,915 5,538 43 5,320 10,459 994 5,124 0 4 0 950 0 9,048 5,460
Changes from: June 27, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.4 23.6 0.2 22.7 44.6 4.2 21.9 0.0 0.0 0.0 4.1 0.0 38.6 23.3
Number of Traders in Each Category Total Traders: 22
. . . 4 8 . 6 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 173,703
Positions
52,114 3,265 684 38,669 91,828 4,802 30,060 21,298 25,688 2,101 80 0 19,586 26,059
Changes from: June 27, 2023 Total Change is: 16,312
14,788 -2,466 17 -7,120 12,454 1,453 8,670 -957 1,910 -26 -37 0 -3,380 3,938
Percent of Open Interest Represented by Each Category of Trader
30.0 1.9 0.4 22.3 52.9 2.8 17.3 12.3 14.8 1.2 0.0 0.0 11.3 15.0
Number of Traders in Each Category Total Traders: 86
7 4 6 12 18 13 20 21 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 238,296
Positions
2,072 73,015 274 139,790 7,854 958 81,502 43,453 596 4,403 107,602 0 8,702 4,544
Changes from: June 27, 2023 Total Change is: 12,226
83 2,189 13 4,147 819 100 6,238 9,049 170 1,159 181 0 316 -295
Percent of Open Interest Represented by Each Category of Trader
0.9 30.6 0.1 58.7 3.3 0.4 34.2 18.2 0.2 1.8 45.2 0.0 3.7 1.9
Number of Traders in Each Category Total Traders: 173
4 8 . 28 9 5 67 28 9 15 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 66,547
Positions
1,805 30,018 14,072 22,340 2,417 0 18,858 6,375 1,029 3,373 3,902 0 5,070 8,734
Changes from: June 27, 2023 Total Change is: 4,539
673 -263 5,731 -1,644 141 -278 -26 -899 -207 114 172 0 176 142
Percent of Open Interest Represented by Each Category of Trader
2.7 45.1 21.1 33.6 3.6 0.0 28.3 9.6 1.5 5.1 5.9 0.0 7.6 13.1
Number of Traders in Each Category Total Traders: 80
4 5 . 16 7 0 26 5 4 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,066
Positions
12,132 3,759 29 5,772 14,568 845 12,468 9,267 221 182 619 18 2,399 4,740
Changes from: June 27, 2023 Total Change is: -306
-212 -133 8 -697 21 290 1,020 -2,036 171 0 304 18 -904 1,051
Percent of Open Interest Represented by Each Category of Trader
35.6 11.0 0.1 16.9 42.8 2.5 36.6 27.2 0.6 0.5 1.8 0.1 7.0 13.9
Number of Traders in Each Category Total Traders: 72
8 4 . 11 13 6 15 16 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,372
Positions
21,850 823 31 404 11,567 0 4,963 13,933 181 161 508 0 782 1,329
Changes from: June 27, 2023 Total Change is: -538
36 599 15 49 -1,724 0 -553 474 181 -72 177 0 -194 -260
Percent of Open Interest Represented by Each Category of Trader
77.0 2.9 0.1 1.4 40.8 0.0 17.5 49.1 0.6 0.6 1.8 0.0 2.8 4.7
Number of Traders in Each Category Total Traders: 34
. . . . 6 0 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 95,175
Positions
39,587 29,722 1,481 18,157 9,554 659 19,958 20,396 983 1,539 18,416 3 12,808 13,961
Changes from: June 27, 2023 Total Change is: 2,597
-1,380 2,149 927 2 -3,510 156 2,713 761 527 -913 1,098 3 562 486
Percent of Open Interest Represented by Each Category of Trader
41.6 31.2 1.6 19.1 10.0 0.7 21.0 21.4 1.0 1.6 19.3 0.0 13.5 14.7
Number of Traders in Each Category Total Traders: 92
13 13 4 13 10 4 21 16 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 95,175
Positions
39,587 29,722 1,481 18,157 9,554 659 19,958 20,396 983 1,539 18,416 3 12,808 13,961
Changes from: June 27, 2023 Total Change is: 2,597
-1,380 2,149 927 2 -3,510 156 2,713 761 527 -913 1,098 3 562 486
Percent of Open Interest Represented by Each Category of Trader
41.6 31.2 1.6 19.1 10.0 0.7 21.0 21.4 1.0 1.6 19.3 0.0 13.5 14.7
Number of Traders in Each Category Total Traders: 92
13 13 4 13 10 4 21 16 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,902
Positions
8,233 26,420 0 27,533 3,780 2,152 3,266 9,051 0 0 0 0 1,718 1,499
Changes from: June 27, 2023 Total Change is: 5,784
1,894 4,145 0 3,552 228 -10 343 1,456 0 0 0 0 5 -35
Percent of Open Interest Represented by Each Category of Trader
19.2 61.6 0.0 64.2 8.8 5.0 7.6 21.1 0.0 0.0 0.0 0.0 4.0 3.5
Number of Traders in Each Category Total Traders: 41
7 . 0 21 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,160,237
Positions
312,654 647,992 227,543 1,087,920 320,847 244,976 175,771 451,076 676,837 85,258 225,393 45,745 303,531 319,827
Changes from: June 27, 2023 Total Change is: -8,129
-14,698 18,483 -11,027 -3,510 -22,830 9,217 40,273 3,392 -30,273 -12,061 7,909 -4,653 18,603 21,653
Percent of Open Interest Represented by Each Category of Trader
9.9 20.5 7.2 34.4 10.2 7.8 5.6 14.3 21.4 2.7 7.1 1.4 9.6 10.1
Number of Traders in Each Category Total Traders: 581
30 40 44 166 84 122 73 103 112 44 36 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,832
Positions
629 13,462 0 9,306 872 0 3,580 634 0 0 0 0 2,317 864
Changes from: June 27, 2023 Total Change is: -206
137 -470 0 -222 -1 0 -89 294 0 0 0 0 -32 -29
Percent of Open Interest Represented by Each Category of Trader
4.0 85.0 0.0 58.8 5.5 0.0 22.6 4.0 0.0 0.0 0.0 0.0 14.6 5.5
Number of Traders in Each Category Total Traders: 23
. 8 0 5 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,108
Positions
3,419 13,608 0 16,432 7,073 0 1,038 802 0 0 0 0 2,219 1,625
Changes from: June 27, 2023 Total Change is: -2,252
-2,112 152 0 -44 -2,273 0 -172 -246 0 0 0 0 76 115
Percent of Open Interest Represented by Each Category of Trader
14.8 58.9 0.0 71.1 30.6 0.0 4.5 3.5 0.0 0.0 0.0 0.0 9.6 7.0
Number of Traders in Each Category Total Traders: 30
4 5 0 11 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,142,323
Positions
312,654 647,376 227,543 1,086,593 320,715 244,383 174,788 457,579 667,660 84,477 224,434 45,745 298,479 306,887
Changes from: June 27, 2023 Total Change is: -11,814
-14,698 18,459 -11,027 -3,318 -22,865 9,154 40,705 7,023 -34,507 -12,473 7,694 -4,653 19,002 18,908
Percent of Open Interest Represented by Each Category of Trader
9.9 20.6 7.2 34.6 10.2 7.8 5.6 14.6 21.2 2.7 7.1 1.5 9.5 9.8
Number of Traders in Each Category Total Traders: 571
30 39 44 164 83 120 69 104 111 42 36 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,459
Positions
19,052 29,299 0 12,095 0 0 538 2,093 0 0 0 0 1,774 2,067
Changes from: June 27, 2023 Total Change is: 59
258 558 0 -190 0 0 -226 -588 0 0 0 0 217 89
Percent of Open Interest Represented by Each Category of Trader
56.9 87.6 0.0 36.1 0.0 0.0 1.6 6.3 0.0 0.0 0.0 0.0 5.3 6.2
Number of Traders in Each Category Total Traders: 21
4 8 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,407
Positions
14,963 4,918 0 7,608 15,224 1,429 614 3,061 42 0 0 0 1,751 1,733
Changes from: June 27, 2023 Total Change is: 930
769 -2,160 0 71 2,708 9 -150 41 -1 0 0 0 232 333
Percent of Open Interest Represented by Each Category of Trader
56.7 18.6 0.0 28.8 57.7 5.4 2.3 11.6 0.2 0.0 0.0 0.0 6.6 6.6
Number of Traders in Each Category Total Traders: 29
5 6 0 8 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 179,137
Positions
0 6,157 0 15,695 3,737 3,516 88,189 13,332 13,408 7,812 9,585 0 50,517 129,402
Changes from: June 27, 2023 Total Change is: 36,850
0 238 0 -2,371 -98 1,079 39,405 7,421 -1,385 4,120 2,146 0 -3,997 27,449
Percent of Open Interest Represented by Each Category of Trader
0.0 3.4 0.0 8.8 2.1 2.0 49.2 7.4 7.5 4.4 5.4 0.0 28.2 72.2
Number of Traders in Each Category Total Traders: 29
0 . 0 9 . 6 10 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 344,926
Positions
112,964 113,245 136,609 0 38,000 0 25,886 7,332 43,073 23,285 0 0 3,109 6,667
Changes from: June 27, 2023 Total Change is: 5,089
-3,103 -4,000 5,191 0 0 0 1,252 1,000 3,248 0 0 0 -1,499 -350
Percent of Open Interest Represented by Each Category of Trader
32.8 32.8 39.6 0.0 11.0 0.0 7.5 2.1 12.5 6.8 0.0 0.0 0.9 1.9
Number of Traders in Each Category Total Traders: 30
8 9 16 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 37,703
Positions
2,807 5,710 118 22,688 22,144 1,962 1,436 2,478 3 212 0 0 8,477 5,288
Changes from: June 27, 2023 Total Change is: -732
-874 -1,036 0 -1,034 316 -108 773 1,069 -241 212 0 0 540 -732
Percent of Open Interest Represented by Each Category of Trader
7.4 15.1 0.3 60.2 58.7 5.2 3.8 6.6 0.0 0.6 0.0 0.0 22.5 14.0
Number of Traders in Each Category Total Traders: 61
. 6 . 28 15 9 4 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 314,979
Positions
39,190 65,053 16,869 91,374 29,123 7,572 45,047 76,891 52,469 14,728 14,880 1,304 46,426 50,819
Changes from: June 27, 2023 Total Change is: -13,505
-4,203 -6,533 -3,100 727 3,270 -133 -4,915 2,113 682 -1,352 -4,249 -409 -802 -5,145
Percent of Open Interest Represented by Each Category of Trader
12.4 20.7 5.4 29.0 9.2 2.4 14.3 24.4 16.7 4.7 4.7 0.4 14.7 16.1
Number of Traders in Each Category Total Traders: 321
22 29 15 75 35 43 46 61 48 17 34 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 304,213
Positions
39,089 64,650 16,869 90,960 29,123 7,569 48,793 81,736 42,427 14,829 14,440 1,109 42,568 46,290
Changes from: June 27, 2023 Total Change is: -14,776
-4,255 -6,691 -3,100 679 3,270 -133 -4,037 3,536 -1,701 -1,294 -4,372 -363 -573 -5,222
Percent of Open Interest Represented by Each Category of Trader
12.8 21.3 5.5 29.9 9.6 2.5 16.0 26.9 13.9 4.9 4.7 0.4 14.0 15.2
Number of Traders in Each Category Total Traders: 294
20 27 15 71 35 43 41 60 43 15 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 107,657
Positions
1,011 4,027 0 4,142 0 28 60,623 49,621 2,346 840 6,254 90 38,577 45,291
Changes from: June 27, 2023 Total Change is: 12,713
519 1,582 0 482 0 -8 14,796 9,345 258 -1,054 752 8 -2,288 777
Percent of Open Interest Represented by Each Category of Trader
0.9 3.7 0.0 3.8 0.0 0.0 56.3 46.1 2.2 0.8 5.8 0.1 35.8 42.1
Number of Traders in Each Category Total Traders: 42
. . 0 6 0 . 11 7 10 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 524,004
Positions
109,154 106,369 10,695 198,936 185,431 37,708 104,464 109,439 11,018 25,997 40,684 238 25,795 22,422
Changes from: June 27, 2023 Total Change is: -5,560
-3,085 2,980 -211 5,402 -2,527 -609 2,147 -2,853 -2,338 -6,564 33 -201 -101 166
Percent of Open Interest Represented by Each Category of Trader
20.8 20.3 2.0 38.0 35.4 7.2 19.9 20.9 2.1 5.0 7.8 0.0 4.9 4.3
Number of Traders in Each Category Total Traders: 353
28 22 8 94 64 49 55 64 34 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,648
Positions
3,413 6,055 0 7,157 6,318 0 523 442 0 1,594 0 0 961 833
Changes from: June 27, 2023 Total Change is: 141
132 0 0 -236 41 0 -2 0 0 0 0 0 247 100
Percent of Open Interest Represented by Each Category of Trader
25.0 44.4 0.0 52.4 46.3 0.0 3.8 3.2 0.0 11.7 0.0 0.0 7.0 6.1
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 July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,359
Positions
0 5,506 0 10,285 0 13 650 2,945 0 919 4,917 0 4,492 2,978
Changes from: June 27, 2023 Total Change is: 691
0 734 0 398 0 0 0 -745 0 0 239 0 293 463
Percent of Open Interest Represented by Each Category of Trader
0.0 33.7 0.0 62.9 0.0 0.1 4.0 18.0 0.0 5.6 30.1 0.0 27.5 18.2
Number of Traders in Each Category Total Traders: 27
0 4 0 11 0 . . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 57,318
Positions
8,245 15,757 695 24,886 1,521 571 10,926 4,742 293 5,290 466 0 6,412 33,273
Changes from: June 27, 2023 Total Change is: 3,994
1,997 -152 52 677 0 -216 1,302 1,518 217 806 0 0 -841 2,575
Percent of Open Interest Represented by Each Category of Trader
14.4 27.5 1.2 43.4 2.7 1.0 19.1 8.3 0.5 9.2 0.8 0.0 11.2 58.0
Number of Traders in Each Category Total Traders: 59
9 6 . 13 . 5 16 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 392,968
Positions
29,817 232,626 6,666 265,191 68,091 39,291 23,785 14,628 2,293 17,381 22,803 252 8,292 6,318
Changes from: June 27, 2023 Total Change is: -15,231
-932 -7,328 2,411 -12,631 -4,148 -375 -889 -2,692 50 -452 -242 20 -2,433 -2,927
Percent of Open Interest Represented by Each Category of Trader
7.6 59.2 1.7 67.5 17.3 10.0 6.1 3.7 0.6 4.4 5.8 0.1 2.1 1.6
Number of Traders in Each Category Total Traders: 190
11 15 6 78 40 32 22 12 9 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,109,837
Positions
92,593 579,312 10,855 696,707 286,218 106,088 92,065 84,293 5,890 73,827 25,919 1,256 30,556 10,006
Changes from: June 27, 2023 Total Change is: -3,084
3,645 4,960 679 -12,481 11,159 -2,203 7,525 -15,228 158 270 650 215 -892 -3,474
Percent of Open Interest Represented by Each Category of Trader
8.3 52.2 1.0 62.8 25.8 9.6 8.3 7.6 0.5 6.7 2.3 0.1 2.8 0.9
Number of Traders in Each Category Total Traders: 416
29 18 12 165 66 77 52 39 21 35 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 204,506
Positions
14,213 131,930 44,514 37,345 0 2,048 85,511 5,270 14,985 5,429 5,520 140 321 99
Changes from: June 27, 2023 Total Change is: 2,030
100 3,836 -1,365 -112 0 125 3,943 30 -578 -72 0 0 -11 -18
Percent of Open Interest Represented by Each Category of Trader
6.9 64.5 21.8 18.3 0.0 1.0 41.8 2.6 7.3 2.7 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 97
9 25 16 15 0 . 35 . 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,340,541
Positions
21,490 163,178 16,484 698,470 288,642 200,652 31,128 360,389 90,517 88,585 61,302 2,765 190,450 156,612
Changes from: June 27, 2023 Total Change is: 29,092
-1,591 -6,875 1,465 -1,946 -6,463 11,030 -10,179 8,602 10,609 16,822 -2,100 -1,123 4,005 13,947
Percent of Open Interest Represented by Each Category of Trader
1.6 12.2 1.2 52.1 21.5 15.0 2.3 26.9 6.8 6.6 4.6 0.2 14.2 11.7
Number of Traders in Each Category Total Traders: 181
5 16 15 63 32 63 17 34 37 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,522,211
Positions
7,473 95,202 928 893,707 272,641 273,881 90,385 715,595 13,771 67,121 31,472 0 174,945 118,722
Changes from: June 27, 2023 Total Change is: 37,704
-1,678 9,528 -321 30,643 894 -2,310 -3,528 19,578 -1,024 16,458 1,586 0 -536 9,774
Percent of Open Interest Represented by Each Category of Trader
0.5 6.3 0.1 58.7 17.9 18.0 5.9 47.0 0.9 4.4 2.1 0.0 11.5 7.8
Number of Traders in Each Category Total Traders: 166
. 8 . 78 26 58 12 24 12 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,711,719
Positions
134,242 292,474 23,945 1,736,847 498,499 303,506 791,836 2,134,125 81,917 370,021 197,103 24,515 244,890 155,635
Changes from: June 27, 2023 Total Change is: 35,123
11,761 -11,157 2,451 4,029 -7,468 3,639 -27,254 20,974 20,091 21,944 9,241 2,299 -3,837 -4,947
Percent of Open Interest Represented by Each Category of Trader
3.6 7.9 0.6 46.8 13.4 8.2 21.3 57.5 2.2 10.0 5.3 0.7 6.6 4.2
Number of Traders in Each Category Total Traders: 429
33 30 14 161 37 94 53 59 44 42 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,257,190
Positions
152,124 331,559 109,086 2,601,442 1,275,582 663,265 308,347 1,798,337 395,352 505,730 229,713 72,046 449,797 382,250
Changes from: June 27, 2023 Total Change is: 136,888
-18,753 46,634 -11,265 70,718 46,382 -3,217 12,205 26,789 5,117 59,706 -11,386 17,502 4,874 20,330
Percent of Open Interest Represented by Each Category of Trader
2.9 6.3 2.1 49.5 24.3 12.6 5.9 34.2 7.5 9.6 4.4 1.4 8.6 7.3
Number of Traders in Each Category Total Traders: 416
20 27 34 126 60 111 59 74 86 35 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,699,465
Positions
76,490 67,157 691 840,421 638,603 257,179 142,788 415,967 10,886 168,932 49,537 755 201,323 258,690
Changes from: June 27, 2023 Total Change is: -5,752
15,448 -6,980 -22 13,674 -13,225 6,762 -35,847 -7,061 1,971 -9,471 -3,675 -120 1,853 16,598
Percent of Open Interest Represented by Each Category of Trader
4.5 4.0 0.0 49.5 37.6 15.1 8.4 24.5 0.6 9.9 2.9 0.0 11.8 15.2
Number of Traders in Each Category Total Traders: 168
5 11 . 50 56 59 10 20 12 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,374,463
Positions
66,392 625,873 66,840 2,536,725 1,011,057 660,555 776,143 2,185,214 265,324 603,337 165,531 13,220 385,927 380,849
Changes from: June 27, 2023 Total Change is: 82,827
117 5,336 -1,827 9,066 77,707 -31,888 42,818 -27,276 11,205 30,558 7,581 -1,323 24,100 43,312
Percent of Open Interest Represented by Each Category of Trader
1.2 11.6 1.2 47.2 18.8 12.3 14.4 40.7 4.9 11.2 3.1 0.2 7.2 7.1
Number of Traders in Each Category Total Traders: 387
12 35 24 140 42 98 41 75 64 29 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,414,526
Positions
395,218 207,366 397,159 3,409 8,347 32,408 163,598 341,430 379,239 6,169 2,088 2,213 35,113 44,276
Changes from: June 27, 2023 Total Change is: -332,459
-114,944 -55,361 -77,270 -11,252 -23,418 -352 -73,153 -82,645 -54,447 -2,133 -35,096 -92 1,184 -3,778
Percent of Open Interest Represented by Each Category of Trader
27.9 14.7 28.1 0.2 0.6 2.3 11.6 24.1 26.8 0.4 0.1 0.2 2.5 3.1
Number of Traders in Each Category Total Traders: 141
28 30 52 . . . 32 33 57 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,256
Positions
2,029 1,098 1,929 0 198 406 277 574 2,459 0 0 0 156 592
Changes from: June 27, 2023 Total Change is: 1,885
824 854 253 0 -129 -24 11 201 758 0 0 0 63 -28
Percent of Open Interest Represented by Each Category of Trader
28.0 15.1 26.6 0.0 2.7 5.6 3.8 7.9 33.9 0.0 0.0 0.0 2.1 8.2
Number of Traders in Each Category Total Traders: 21
4 5 5 0 . . 4 6 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is20,547,857
Positions
2,070,348 2,769,744 3,325,253 530,095 326,345 1,186,416 1,551,640 865,099 11,506,343 133,051 314,948 217,466 27,245 36,243
Changes from: June 27, 2023 Total Change is: 446,263
52,593 24,796 118,485 66,559 -88,396 44,862 -173,536 16,273 306,890 16,665 20,617 13,160 584 -10,425
Percent of Open Interest Represented by Each Category of Trader
10.1 13.5 16.2 2.6 1.6 5.8 7.6 4.2 56.0 0.6 1.5 1.1 0.1 0.2
Number of Traders in Each Category Total Traders: 1,047
63 111 139 46 73 68 137 203 227 187 175 177
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 867,500
Positions
401,666 247,215 170,025 702 33,475 17,400 118,225 206,955 157,262 1,736 33,945 180 304 1,043
Changes from: June 27, 2023 Total Change is: -209,179
-26,236 -71,149 -67,677 -314 -5,856 -1,865 -66,947 -8,973 -46,140 70 -5,748 -59 -11 -1,712
Percent of Open Interest Represented by Each Category of Trader
46.3 28.5 19.6 0.1 3.9 2.0 13.6 23.9 18.1 0.2 3.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 182
34 47 57 . 9 4 30 46 45 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 20,056
Positions
6,968 0 1,113 0 524 0 0 13,748 1,250 10,725 3,359 0 0 62
Changes from: June 27, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
34.7 0.0 5.5 0.0 2.6 0.0 0.0 68.5 6.2 53.5 16.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 0 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,234
Positions
556 4,079 139 8,393 70 249 5,292 10,535 1,451 360 876 172 1,621 662
Changes from: June 27, 2023 Total Change is: -2,744
20 -531 -108 696 0 -118 -783 8 -1,690 -172 108 -353 -235 -59
Percent of Open Interest Represented by Each Category of Trader
3.0 22.4 0.8 46.0 0.4 1.4 29.0 57.8 8.0 2.0 4.8 0.9 8.9 3.6
Number of Traders in Each Category Total Traders: 120
5 9 4 14 . . 34 39 16 11 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,620
Positions
194 2,170 0 888 22 3 2,808 5,238 1,766 2,525 1,299 172 3,263 949
Changes from: June 27, 2023 Total Change is: -2,090
-29 -1,960 0 12 -4 -2 -608 1,532 -900 40 -574 -55 -549 -128
Percent of Open Interest Represented by Each Category of Trader
1.7 18.7 0.0 7.6 0.2 0.0 24.2 45.1 15.2 21.7 11.2 1.5 28.1 8.2
Number of Traders in Each Category Total Traders: 103
. . 0 6 . . 18 8 7 57 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,108
Positions
190 207 78 1,145 31 0 1,675 3,554 301 952 546 18 749 373
Changes from: June 27, 2023 Total Change is: 94
-2 -156 -30 211 0 0 276 672 -192 -39 -156 -21 -108 -23
Percent of Open Interest Represented by Each Category of Trader
3.7 4.0 1.5 22.4 0.6 0.0 32.8 69.6 5.9 18.6 10.7 0.4 14.7 7.3
Number of Traders in Each Category Total Traders: 66
. 6 . 6 . 0 21 19 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,188
Positions
0 2,396 0 3,338 33 0 5,434 10,118 4,661 8,019 4,901 859 877 220
Changes from: June 27, 2023 Total Change is: -6,155
-119 -4,181 0 43 33 0 -823 3,751 -4,047 -1,072 -1,519 -151 14 -41
Percent of Open Interest Represented by Each Category of Trader
0.0 10.3 0.0 14.4 0.1 0.0 23.4 43.6 20.1 34.6 21.1 3.7 3.8 0.9
Number of Traders in Each Category Total Traders: 93
0 . 0 . . 0 8 6 5 60 15 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 26,646
Positions
0 14,136 0 7,904 1,509 736 9,489 6,179 608 3,430 1,269 4 4,475 2,205
Changes from: June 27, 2023 Total Change is: -1,075
0 -55 0 40 -224 -64 -940 -779 171 -87 -54 0 -195 -69
Percent of Open Interest Represented by Each Category of Trader
0.0 53.1 0.0 29.7 5.7 2.8 35.6 23.2 2.3 12.9 4.8 0.0 16.8 8.3
Number of Traders in Each Category Total Traders: 79
0 . 0 9 6 . 20 16 . 18 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 406,805
Positions
60,384 28,353 13,272 95,840 93,045 56,848 76,255 112,921 53,308 10,835 5,897 13,968 26,095 29,193
Changes from: June 27, 2023 Total Change is: 10,681
1,630 6,521 -362 248 -7,725 1,217 1,195 5,015 2,500 3,003 955 1,527 -277 1,033
Percent of Open Interest Represented by Each Category of Trader
14.8 7.0 3.3 23.6 22.9 14.0 18.7 27.8 13.1 2.7 1.4 3.4 6.4 7.2
Number of Traders in Each Category Total Traders: 209
14 13 18 23 32 27 38 46 48 17 15 19
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 55,414
Positions
46,799 42,375 0 4,977 3,108 678 2,607 9,076 0 59 76 0 294 101
Changes from: June 27, 2023 Total Change is: -513
0 0 0 341 171 -461 -413 -253 0 0 19 0 20 11
Percent of Open Interest Represented by Each Category of Trader
84.5 76.5 0.0 9.0 5.6 1.2 4.7 16.4 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 6 6 0 . . 0
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Updated July 07, 2023