Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 158,883
Positions
30,108 40,231 2,821 48,555 44,486 4,585 20,640 31,775 8,663 5,364 1,633 139 38,008 24,550
Changes from: July 11, 2023 Total Change is: 7,182
-989 8,297 543 4,568 -3,085 29 -880 642 40 594 285 21 3,255 410
Percent of Open Interest Represented by Each Category of Trader
18.9 25.3 1.8 30.6 28.0 2.9 13.0 20.0 5.5 3.4 1.0 0.1 23.9 15.5
Number of Traders in Each Category Total Traders: 102
. 8 6 19 20 13 20 22 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 47,011
Positions
12,787 3,987 1,064 6,400 16,381 118 4,612 7,484 2,101 1,566 1,600 0 18,364 14,276
Changes from: July 11, 2023 Total Change is: -64
-4,017 734 8 4,118 53 20 -3,157 -1,087 322 -197 1,600 0 2,839 -1,714
Percent of Open Interest Represented by Each Category of Trader
27.2 8.5 2.3 13.6 34.8 0.3 9.8 15.9 4.5 3.3 3.4 0.0 39.1 30.4
Number of Traders in Each Category Total Traders: 48
4 . . 8 10 . 8 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 309,228
Positions
1,484 90,065 10,764 107,848 62,747 9,740 88,897 59,529 48,443 628 3,776 899 40,525 23,265
Changes from: July 11, 2023 Total Change is: 28,249
-57 17,872 194 12,508 -1,270 1,413 15,414 13,155 -387 -932 363 -59 155 -3,032
Percent of Open Interest Represented by Each Category of Trader
0.5 29.1 3.5 34.9 20.3 3.1 28.7 19.3 15.7 0.2 1.2 0.3 13.1 7.5
Number of Traders in Each Category Total Traders: 146
. 14 7 23 31 17 39 30 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 252,806
Positions
89,446 27,190 5,676 71,317 72,762 6,032 28,436 82,158 17,755 4,370 3,967 15 29,758 37,252
Changes from: July 11, 2023 Total Change is: -18,669
-14,992 20,348 11 -2,385 -30,455 -32 2,744 -1,633 -406 -2,096 -1,106 0 -1,512 -5,396
Percent of Open Interest Represented by Each Category of Trader
35.4 10.8 2.2 28.2 28.8 2.4 11.2 32.5 7.0 1.7 1.6 0.0 11.8 14.7
Number of Traders in Each Category Total Traders: 139
11 8 9 23 25 18 24 37 18 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 910,121
Positions
18,686 558,811 21,703 527,913 77,657 27,124 82,884 64,760 96,470 30,783 8,863 4,814 99,742 49,919
Changes from: July 11, 2023 Total Change is: 73,679
596 42,564 6,773 22,097 -937 4,013 21,325 691 17,707 -711 -1,608 308 1,571 4,168
Percent of Open Interest Represented by Each Category of Trader
2.1 61.4 2.4 58.0 8.5 3.0 9.1 7.1 10.6 3.4 1.0 0.5 11.0 5.5
Number of Traders in Each Category Total Traders: 311
13 15 12 125 28 54 55 43 34 20 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 28,740
Positions
0 12,098 0 14,541 5,478 2,469 0 2,790 0 0 0 0 11,730 5,905
Changes from: July 11, 2023 Total Change is: 180
0 7 0 -31 117 16 0 -1,286 0 0 0 0 195 1,326
Percent of Open Interest Represented by Each Category of Trader
0.0 42.1 0.0 50.6 19.1 8.6 0.0 9.7 0.0 0.0 0.0 0.0 40.8 20.5
Number of Traders in Each Category Total Traders: 26
0 . 0 16 5 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 22,037
Positions
2,915 5,517 51 4,975 9,066 922 4,762 0 4 0 1,120 0 8,408 5,357
Changes from: July 11, 2023 Total Change is: -2,204
0 5 1 -528 -2,211 -63 -1,225 0 0 0 0 0 -389 64
Percent of Open Interest Represented by Each Category of Trader
13.2 25.0 0.2 22.6 41.1 4.2 21.6 0.0 0.0 0.0 5.1 0.0 38.2 24.3
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 18, 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 160,696
Positions
56,543 4,302 1,656 43,716 89,582 2,525 17,946 25,541 13,919 1,978 12 0 22,412 23,158
Changes from: July 11, 2023 Total Change is: 2,193
-6,702 1,357 738 5,806 -5,479 -1,988 -7,759 3,544 6,868 14 -33 0 5,217 -2,814
Percent of Open Interest Represented by Each Category of Trader
35.2 2.7 1.0 27.2 55.7 1.6 11.2 15.9 8.7 1.2 0.0 0.0 13.9 14.4
Number of Traders in Each Category Total Traders: 89
6 4 5 15 17 11 16 27 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 238,045
Positions
3,745 69,822 275 138,941 9,035 1,025 80,549 40,422 1,752 3,081 110,784 0 8,677 4,930
Changes from: July 11, 2023 Total Change is: -1,721
1,746 -3,676 6 -3,650 1,239 -3 -1,383 -717 997 331 618 0 235 -185
Percent of Open Interest Represented by Each Category of Trader
1.6 29.3 0.1 58.4 3.8 0.4 33.8 17.0 0.7 1.3 46.5 0.0 3.6 2.1
Number of Traders in Each Category Total Traders: 170
5 4 . 31 6 6 66 33 14 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 48,146
Positions
1,396 32,058 266 16,378 1,794 0 22,461 4,071 187 3,022 3,597 7 4,429 6,166
Changes from: July 11, 2023 Total Change is: -1,217
-678 -19 7 -4,464 -833 0 3,914 -100 -345 133 125 0 216 -52
Percent of Open Interest Represented by Each Category of Trader
2.9 66.6 0.6 34.0 3.7 0.0 46.7 8.5 0.4 6.3 7.5 0.0 9.2 12.8
Number of Traders in Each Category Total Traders: 82
. 5 . 18 6 0 31 . . 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 39,410
Positions
11,320 10,093 0 8,709 12,028 549 12,704 13,581 391 594 313 18 5,125 2,437
Changes from: July 11, 2023 Total Change is: 4,458
-1,130 6,002 -33 3,260 -1,820 48 -625 2,119 62 412 -328 0 2,464 -1,592
Percent of Open Interest Represented by Each Category of Trader
28.7 25.6 0.0 22.1 30.5 1.4 32.2 34.5 1.0 1.5 0.8 0.0 13.0 6.2
Number of Traders in Each Category Total Traders: 83
9 4 0 14 11 5 25 14 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 27,040
Positions
21,110 2,157 0 762 7,711 0 3,604 15,415 90 161 331 0 1,313 1,336
Changes from: July 11, 2023 Total Change is: -1,421
-753 1,213 -18 -7 -4,595 0 -1,218 2,301 90 0 -91 0 485 -321
Percent of Open Interest Represented by Each Category of Trader
78.1 8.0 0.0 2.8 28.5 0.0 13.3 57.0 0.3 0.6 1.2 0.0 4.9 4.9
Number of Traders in Each Category Total Traders: 32
. . 0 . 4 0 6 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 102,287
Positions
37,194 29,398 1,583 17,780 7,437 1,502 20,083 26,893 2,270 6,942 18,463 0 14,933 14,741
Changes from: July 11, 2023 Total Change is: 4,490
-6,778 1,381 266 541 -5,195 367 2,130 5,350 993 4,012 1,300 0 2,959 28
Percent of Open Interest Represented by Each Category of Trader
36.4 28.7 1.5 17.4 7.3 1.5 19.6 26.3 2.2 6.8 18.1 0.0 14.6 14.4
Number of Traders in Each Category Total Traders: 95
12 12 5 15 8 5 17 21 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 102,287
Positions
37,194 29,398 1,583 17,780 7,437 1,502 20,083 26,893 2,270 6,942 18,463 0 14,933 14,741
Changes from: July 11, 2023 Total Change is: 4,490
-6,778 1,381 266 541 -5,195 367 2,130 5,350 993 4,012 1,300 0 2,959 28
Percent of Open Interest Represented by Each Category of Trader
36.4 28.7 1.5 17.4 7.3 1.5 19.6 26.3 2.2 6.8 18.1 0.0 14.6 14.4
Number of Traders in Each Category Total Traders: 95
12 12 5 15 8 5 17 21 10 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,376
Positions
8,393 27,435 0 23,200 2,532 2,053 4,100 8,290 0 1,617 0 0 2,013 1,066
Changes from: July 11, 2023 Total Change is: -1,227
-852 181 0 -2,527 -239 -99 527 -1,072 0 1,617 0 0 107 2
Percent of Open Interest Represented by Each Category of Trader
20.3 66.3 0.0 56.1 6.1 5.0 9.9 20.0 0.0 3.9 0.0 0.0 4.9 2.6
Number of Traders in Each Category Total Traders: 41
7 4 0 19 . . . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,365,212
Positions
319,243 682,356 237,039 1,109,072 306,207 249,251 189,159 538,130 785,887 102,797 196,104 50,561 322,203 319,677
Changes from: July 11, 2023 Total Change is: 206,243
4,828 40,518 15,015 30,719 -22,290 7,695 15,813 70,410 96,087 9,329 -11,758 6,243 20,515 4,323
Percent of Open Interest Represented by Each Category of Trader
9.5 20.3 7.0 33.0 9.1 7.4 5.6 16.0 23.4 3.1 5.8 1.5 9.6 9.5
Number of Traders in Each Category Total Traders: 598
34 42 51 167 77 114 66 114 113 46 47 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 13,629
Positions
1,512 11,153 0 7,547 242 0 2,599 718 0 0 0 0 1,971 1,516
Changes from: July 11, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.1 81.8 0.0 55.4 1.8 0.0 19.1 5.3 0.0 0.0 0.0 0.0 14.5 11.1
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 23,668
Positions
3,363 17,843 0 12,104 3,882 0 5,534 626 0 0 0 0 2,667 1,317
Changes from: July 11, 2023 Total Change is: 818
162 2,191 0 303 -1,180 0 178 -13 0 0 0 0 175 -180
Percent of Open Interest Represented by Each Category of Trader
14.2 75.4 0.0 51.1 16.4 0.0 23.4 2.6 0.0 0.0 0.0 0.0 11.3 5.6
Number of Traders in Each Category Total Traders: 29
. 5 0 11 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,342,455
Positions
319,243 681,235 237,039 1,107,640 306,188 248,506 189,139 549,663 771,505 102,691 195,954 49,198 317,494 303,167
Changes from: July 11, 2023 Total Change is: 203,343
4,828 40,117 15,015 30,564 -22,285 7,679 16,604 73,409 92,390 10,194 -10,675 4,880 21,189 2,812
Percent of Open Interest Represented by Each Category of Trader
9.6 20.4 7.1 33.1 9.2 7.4 5.7 16.4 23.1 3.1 5.9 1.5 9.5 9.1
Number of Traders in Each Category Total Traders: 588
34 40 51 164 76 111 63 115 111 45 48 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 36,065
Positions
18,902 31,446 0 14,111 379 0 1,102 2,555 0 0 0 0 1,950 1,685
Changes from: July 11, 2023 Total Change is: 1,073
-150 798 0 911 0 0 84 324 0 0 0 0 228 -49
Percent of Open Interest Represented by Each Category of Trader
52.4 87.2 0.0 39.1 1.1 0.0 3.1 7.1 0.0 0.0 0.0 0.0 5.4 4.7
Number of Traders in Each Category Total Traders: 27
4 8 0 7 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,896
Positions
1,868 12,467 0 8,045 206 0 658 246 0 0 0 0 3,325 977
Changes from: July 11, 2023 Total Change is: 66
94 106 0 -398 0 0 -168 246 0 0 0 0 538 -286
Percent of Open Interest Represented by Each Category of Trader
13.4 89.7 0.0 57.9 1.5 0.0 4.7 1.8 0.0 0.0 0.0 0.0 23.9 7.0
Number of Traders in Each Category Total Traders: 20
. 9 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 37,857
Positions
11,159 7,286 0 23,964 10,719 150 918 18,105 59 0 0 0 1,607 1,538
Changes from: July 11, 2023 Total Change is: -3,340
-3,425 1,282 0 -129 -4,679 0 339 174 4 0 0 0 -129 -121
Percent of Open Interest Represented by Each Category of Trader
29.5 19.2 0.0 63.3 28.3 0.4 2.4 47.8 0.2 0.0 0.0 0.0 4.2 4.1
Number of Traders in Each Category Total Traders: 33
5 6 0 9 4 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 227,570
Positions
0 11,213 0 17,910 3,785 3,857 126,885 11,350 17,140 14,689 15,127 0 47,088 165,098
Changes from: July 11, 2023 Total Change is: 29,002
0 4,008 0 1,685 88 18 30,495 8,410 -1,435 4,980 2,801 0 -6,741 15,112
Percent of Open Interest Represented by Each Category of Trader
0.0 4.9 0.0 7.9 1.7 1.7 55.8 5.0 7.5 6.5 6.6 0.0 20.7 72.5
Number of Traders in Each Category Total Traders: 31
0 . 0 10 . 6 12 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 350,863
Positions
113,545 113,805 137,467 0 38,000 0 26,615 8,332 45,843 23,285 0 0 4,108 7,416
Changes from: July 11, 2023 Total Change is: 4,848
-1,798 1,032 2,146 0 0 0 3,270 750 230 0 0 0 1,000 690
Percent of Open Interest Represented by Each Category of Trader
32.4 32.4 39.2 0.0 10.8 0.0 7.6 2.4 13.1 6.6 0.0 0.0 1.2 2.1
Number of Traders in Each Category Total Traders: 30
7 9 16 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 38,396
Positions
2,743 5,838 115 23,248 22,711 2,005 1,616 2,176 3 0 664 74 8,592 4,810
Changes from: July 11, 2023 Total Change is: 354
-31 768 -3 772 -385 -16 -99 -767 0 0 664 74 -343 19
Percent of Open Interest Represented by Each Category of Trader
7.1 15.2 0.3 60.5 59.1 5.2 4.2 5.7 0.0 0.0 1.7 0.2 22.4 12.5
Number of Traders in Each Category Total Traders: 59
. 6 . 29 14 11 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 354,888
Positions
37,990 74,354 25,739 96,972 25,392 7,866 48,468 76,941 73,394 16,403 12,988 2,068 45,988 56,146
Changes from: July 11, 2023 Total Change is: 25,260
-4,827 6,148 9,763 4,537 -3,229 733 3,825 -4,176 13,882 -2,368 -2,729 721 -1,007 4,148
Percent of Open Interest Represented by Each Category of Trader
10.7 21.0 7.3 27.3 7.2 2.2 13.7 21.7 20.7 4.6 3.7 0.6 13.0 15.8
Number of Traders in Each Category Total Traders: 338
24 32 18 81 34 46 54 50 45 19 44 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 340,073
Positions
38,176 74,257 25,428 96,574 25,392 7,812 55,046 86,246 56,079 16,500 12,432 1,771 42,685 50,655
Changes from: July 11, 2023 Total Change is: 23,115
-4,488 6,442 9,452 4,479 -3,229 733 4,602 -930 10,130 -2,275 -2,914 612 -130 2,819
Percent of Open Interest Represented by Each Category of Trader
11.2 21.8 7.5 28.4 7.5 2.3 16.2 25.4 16.5 4.9 3.7 0.5 12.6 14.9
Number of Traders in Each Category Total Traders: 303
23 29 17 77 34 45 45 48 40 17 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 148,154
Positions
1,241 4,084 0 4,478 496 47 104,739 77,465 2,630 1,511 8,043 480 33,028 54,910
Changes from: July 11, 2023 Total Change is: 21,453
-289 169 0 583 0 4 29,956 5,260 -206 -233 2,541 398 -8,760 13,287
Percent of Open Interest Represented by Each Category of Trader
0.8 2.8 0.0 3.0 0.3 0.0 70.7 52.3 1.8 1.0 5.4 0.3 22.3 37.1
Number of Traders in Each Category Total Traders: 51
. . 0 6 . . 16 4 7 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 539,969
Positions
108,426 120,315 9,829 218,188 176,048 37,624 100,732 110,473 13,734 22,766 47,680 276 28,393 23,989
Changes from: July 11, 2023 Total Change is: 3,839
-7,497 12,887 676 11,705 -10,629 556 -4,877 -1,125 -477 1,175 3,800 81 2,498 -1,930
Percent of Open Interest Represented by Each Category of Trader
20.1 22.3 1.8 40.4 32.6 7.0 18.7 20.5 2.5 4.2 8.8 0.1 5.3 4.4
Number of Traders in Each Category Total Traders: 355
28 24 8 94 61 49 59 59 36 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 13,749
Positions
4,306 6,301 0 7,830 6,327 0 515 442 0 0 0 0 1,098 679
Changes from: July 11, 2023 Total Change is: -53
993 0 0 -458 840 -584 0 0 0 0 0 0 -4 -309
Percent of Open Interest Represented by Each Category of Trader
31.3 45.8 0.0 56.9 46.0 0.0 3.7 3.2 0.0 0.0 0.0 0.0 8.0 4.9
Number of Traders in Each Category Total Traders: 21
. 4 0 6 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 16,045
Positions
0 8,677 0 9,923 0 13 1,127 867 0 579 3,385 0 4,403 3,103
Changes from: July 11, 2023 Total Change is: -293
0 554 0 -192 -200 -2 477 -798 0 -340 -266 0 -236 419
Percent of Open Interest Represented by Each Category of Trader
0.0 54.1 0.0 61.8 0.0 0.1 7.0 5.4 0.0 3.6 21.1 0.0 27.4 19.3
Number of Traders in Each Category Total Traders: 22
0 4 0 9 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 51,387
Positions
7,572 12,761 749 22,262 1,395 552 8,328 4,972 119 4,726 1,550 0 7,079 29,289
Changes from: July 11, 2023 Total Change is: -2,441
888 -544 -61 -1,408 -117 -30 -2,424 714 -30 420 -31 0 204 -2,342
Percent of Open Interest Represented by Each Category of Trader
14.7 24.8 1.5 43.3 2.7 1.1 16.2 9.7 0.2 9.2 3.0 0.0 13.8 57.0
Number of Traders in Each Category Total Traders: 57
8 6 . 12 . 5 12 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 394,125
Positions
32,797 227,903 4,163 261,390 66,184 39,156 24,301 18,969 2,157 17,579 29,664 486 12,096 5,443
Changes from: July 11, 2023 Total Change is: 6,934
253 -1,417 -238 2,819 -2,143 3,534 -462 1,309 -31 90 5,469 116 853 335
Percent of Open Interest Represented by Each Category of Trader
8.3 57.8 1.1 66.3 16.8 9.9 6.2 4.8 0.5 4.5 7.5 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 196
11 16 6 83 40 33 18 17 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,147,268
Positions
93,864 574,164 10,218 731,038 289,468 105,306 101,805 95,401 7,613 55,576 51,106 1,546 40,302 12,446
Changes from: July 11, 2023 Total Change is: 34,686
655 26,865 -143 23,689 -13,958 1,549 6,807 17,104 -1,669 1,496 6,036 100 2,202 -1,198
Percent of Open Interest Represented by Each Category of Trader
8.2 50.0 0.9 63.7 25.2 9.2 8.9 8.3 0.7 4.8 4.5 0.1 3.5 1.1
Number of Traders in Each Category Total Traders: 424
30 18 12 171 62 76 61 37 26 34 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 203,232
Positions
14,650 134,348 39,491 37,610 0 2,048 87,258 5,351 16,286 5,429 5,469 140 320 99
Changes from: July 11, 2023 Total Change is: -2,113
437 -1,047 -1,206 156 0 0 -1,611 30 113 0 0 0 -2 -3
Percent of Open Interest Represented by Each Category of Trader
7.2 66.1 19.4 18.5 0.0 1.0 42.9 2.6 8.0 2.7 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 98
9 25 16 15 0 . 36 4 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,368,889
Positions
23,341 164,733 18,595 705,052 274,548 198,439 31,990 381,698 108,756 87,785 66,200 4,199 190,731 151,721
Changes from: July 11, 2023 Total Change is: 1,585
-1,639 16,633 -2,456 8,917 -12,049 -5,923 216 7,224 3,364 2,958 5,867 -958 -2,895 -10,118
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 1.4 51.5 20.1 14.5 2.3 27.9 7.9 6.4 4.8 0.3 13.9 11.1
Number of Traders in Each Category Total Traders: 192
8 15 15 62 33 61 17 40 41 7 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,514,293
Positions
6,332 87,637 2,566 894,814 272,672 273,219 73,168 712,824 22,105 64,926 27,656 0 177,163 115,614
Changes from: July 11, 2023 Total Change is: -14,187
-1,505 -660 -620 1,071 -5,170 -5,980 -13,180 -1,903 4,673 -423 -2,221 0 1,777 -2,306
Percent of Open Interest Represented by Each Category of Trader
0.4 5.8 0.2 59.1 18.0 18.0 4.8 47.1 1.5 4.3 1.8 0.0 11.7 7.6
Number of Traders in Each Category Total Traders: 172
. 10 . 78 28 59 15 25 14 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,701,045
Positions
126,054 263,155 18,986 1,786,998 501,899 315,238 710,273 2,140,322 102,862 361,311 181,231 22,831 256,491 154,520
Changes from: July 11, 2023 Total Change is: -25,428
-2,572 -39,015 -1,183 65,174 -22,627 1,356 -94,528 6,707 18,742 -17,330 18,386 -1,246 6,160 -6,548
Percent of Open Interest Represented by Each Category of Trader
3.4 7.1 0.5 48.3 13.6 8.5 19.2 57.8 2.8 9.8 4.9 0.6 6.9 4.2
Number of Traders in Each Category Total Traders: 425
32 30 12 158 36 95 58 57 44 40 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 5,408,925
Positions
125,326 345,667 186,178 2,665,985 1,371,449 690,203 367,594 1,624,749 463,606 418,674 248,064 80,573 410,786 398,437
Changes from: July 11, 2023 Total Change is: -68,199
-13,774 -17,278 47,214 15,831 12,248 7,077 32,103 -69,050 -47,278 -112,365 2,736 11,745 -8,750 -15,613
Percent of Open Interest Represented by Each Category of Trader
2.3 6.4 3.4 49.3 25.4 12.8 6.8 30.0 8.6 7.7 4.6 1.5 7.6 7.4
Number of Traders in Each Category Total Traders: 433
21 32 38 131 64 119 59 76 91 30 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,743,991
Positions
67,772 79,518 1,277 847,894 646,819 263,357 183,856 414,107 25,847 182,769 56,473 1,003 170,216 255,590
Changes from: July 11, 2023 Total Change is: 2,630
1,975 4,896 453 -13,675 -18,702 -2,155 14,315 19,611 2,354 3,570 4,916 90 -4,297 -8,833
Percent of Open Interest Represented by Each Category of Trader
3.9 4.6 0.1 48.6 37.1 15.1 10.5 23.7 1.5 10.5 3.2 0.1 9.8 14.7
Number of Traders in Each Category Total Traders: 175
5 12 4 53 52 60 11 24 14 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,712
Positions
0 0 0 0 0 0 1,021 521 2,418 296 697 28 949 1,048
Changes from: July 11, 2023 Total Change is: 166
0 0 0 0 0 0 -1,440 -256 1,333 156 -341 0 117 -570
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 21.7 11.1 51.3 6.3 14.8 0.6 20.1 22.2
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 5,679,774
Positions
72,766 678,689 87,991 2,705,094 1,064,660 643,128 897,330 2,413,853 286,760 576,828 142,930 19,645 390,233 342,119
Changes from: July 11, 2023 Total Change is: 78,056
10,641 12,499 6,847 53,295 -10,318 6,646 75,810 69,306 -3,916 -74,597 -20,334 2,225 1,104 15,100
Percent of Open Interest Represented by Each Category of Trader
1.3 11.9 1.5 47.6 18.7 11.3 15.8 42.5 5.0 10.2 2.5 0.3 6.9 6.0
Number of Traders in Each Category Total Traders: 391
14 35 29 138 39 102 47 74 68 29 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 1,587,839
Positions
431,370 232,389 431,935 4,281 25,693 36,609 126,810 290,167 512,393 6,169 9,846 3,940 34,332 44,867
Changes from: July 11, 2023 Total Change is: 147,468
14,265 25,114 36,415 1,035 6,390 1,777 -3,542 -16,213 94,530 -1,197 4,390 775 3,410 -5,710
Percent of Open Interest Represented by Each Category of Trader
27.2 14.6 27.2 0.3 1.6 2.3 8.0 18.3 32.3 0.4 0.6 0.2 2.2 2.8
Number of Traders in Each Category Total Traders: 154
33 33 59 4 6 . 28 34 55 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 7,222
Positions
2,212 2,913 1,280 613 0 35 996 584 1,790 0 0 0 296 620
Changes from: July 11, 2023 Total Change is: 445
49 959 -35 531 0 -290 480 75 -388 -100 0 0 198 124
Percent of Open Interest Represented by Each Category of Trader
30.6 40.3 17.7 8.5 0.0 0.5 13.8 8.1 24.8 0.0 0.0 0.0 4.1 8.6
Number of Traders in Each Category Total Traders: 23
5 5 5 . 0 . 7 4 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 is20,212,586
Positions
2,454,370 2,670,825 3,308,529 401,321 355,360 1,263,488 1,340,150 1,001,126 11,098,546 116,509 277,981 202,287 27,385 34,445
Changes from: July 11, 2023 Total Change is: -854,821
133,850 -51,345 -60,326 -42,315 -70,230 44,028 -114,130 84,972 -771,347 -59,499 -30,955 17,412 -2,495 -17,030
Percent of Open Interest Represented by Each Category of Trader
12.1 13.2 16.4 2.0 1.8 6.3 6.6 5.0 54.9 0.6 1.4 1.0 0.1 0.2
Number of Traders in Each Category Total Traders: 1,059
75 111 144 47 75 75 132 215 236 195 154 177
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 974,654
Positions
503,549 245,355 188,603 702 34,287 17,643 84,183 268,037 178,669 918 41,587 174 213 299
Changes from: July 11, 2023 Total Change is: 84,482
69,974 -3,204 15,668 0 127 733 -13,300 51,506 15,292 -2,942 4,571 12 -955 -223
Percent of Open Interest Represented by Each Category of Trader
51.7 25.2 19.4 0.1 3.5 1.8 8.6 27.5 18.3 0.1 4.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 188
37 51 60 . 9 4 26 51 50 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 22,246
Positions
7,168 0 1,113 0 524 0 780 13,208 2,460 10,725 4,879 0 0 62
Changes from: July 11, 2023 Total Change is: 818
0 0 0 0 0 0 780 -720 38 0 1,500 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.2 0.0 5.0 0.0 2.4 0.0 3.5 59.4 11.1 48.2 21.9 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 . 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 16,850
Positions
627 4,191 182 9,126 113 249 2,466 8,940 1,758 542 508 191 1,708 718
Changes from: July 11, 2023 Total Change is: -724
-150 45 98 786 -39 7 -1,664 -1,074 162 39 9 -131 130 199
Percent of Open Interest Represented by Each Category of Trader
3.7 24.9 1.1 54.2 0.7 1.5 14.6 53.1 10.4 3.2 3.0 1.1 10.1 4.3
Number of Traders in Each Category Total Traders: 118
5 10 4 15 . . 28 37 20 14 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 16,892
Positions
3,649 3,423 0 1,565 22 10 3,180 9,465 1,616 3,054 1,141 205 3,613 1,010
Changes from: July 11, 2023 Total Change is: 3,428
2,656 845 0 702 -12 3 205 3,138 -182 -20 -287 -27 91 -52
Percent of Open Interest Represented by Each Category of Trader
21.6 20.3 0.0 9.3 0.1 0.1 18.8 56.0 9.6 18.1 6.8 1.2 21.4 6.0
Number of Traders in Each Category Total Traders: 109
. . 0 5 . . 18 12 6 55 13 9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,592
Positions
212 521 92 1,114 0 13 815 2,412 598 808 363 54 886 539
Changes from: July 11, 2023 Total Change is: 510
21 174 24 198 0 13 -140 47 221 13 -228 29 131 230
Percent of Open Interest Represented by Each Category of Trader
4.6 11.3 2.0 24.3 0.0 0.3 17.8 52.5 13.0 17.6 7.9 1.2 19.3 11.7
Number of Traders in Each Category Total Traders: 65
4 6 . 7 0 . 16 23 13 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 28,944
Positions
672 351 2,251 2,362 123 0 5,488 16,262 5,089 11,277 3,755 901 905 213
Changes from: July 11, 2023 Total Change is: 3,978
672 -581 290 -1,066 85 0 2,099 4,583 -386 2,361 69 -17 25 -65
Percent of Open Interest Represented by Each Category of Trader
2.3 1.2 7.8 8.2 0.4 0.0 19.0 56.2 17.6 39.0 13.0 3.1 3.1 0.7
Number of Traders in Each Category Total Traders: 103
. . . . . 0 8 5 4 70 15 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,081
Positions
0 14,086 0 6,771 7,110 795 24,807 12,991 867 3,464 1,413 169 4,207 3,649
Changes from: July 11, 2023 Total Change is: 12,132
0 -50 0 -1,244 5,117 43 13,298 5,995 -31 18 -3 166 -117 895
Percent of Open Interest Represented by Each Category of Trader
0.0 34.3 0.0 16.5 17.3 1.9 60.4 31.6 2.1 8.4 3.4 0.4 10.2 8.9
Number of Traders in Each Category Total Traders: 91
0 . 0 9 10 . 14 27 5 16 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 438,936
Positions
69,668 36,732 24,770 94,399 87,197 57,576 88,990 125,605 57,957 7,570 6,864 14,525 23,481 27,710
Changes from: July 11, 2023 Total Change is: 35,864
6,862 5,676 7,884 -6,873 6,653 6,122 23,466 9,562 430 506 -765 -280 -2,253 582
Percent of Open Interest Represented by Each Category of Trader
15.9 8.4 5.6 21.5 19.9 13.1 20.3 28.6 13.2 1.7 1.6 3.3 5.3 6.3
Number of Traders in Each Category Total Traders: 217
16 13 22 26 32 27 39 49 50 13 16 23
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Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 58,472
Positions
46,799 45,416 0 7,818 3,075 645 2,627 9,197 5 308 0 0 270 134
Changes from: July 11, 2023 Total Change is: 2,944
0 3,041 0 2,878 11 -33 -81 -14 5 174 -74 0 1 8
Percent of Open Interest Represented by Each Category of Trader
80.0 77.7 0.0 13.4 5.3 1.1 4.5 15.7 0.0 0.5 0.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 33
. . 0 9 4 . 6 5 . 4 0 0
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Updated July 21, 2023