Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 227,192
Positions
96,364 28,812 16,208 37,547 64,842 5,588 17,140 69,111 10,930 9,849 2,313 548 33,017 28,840
Changes from: December 12, 2023 Total Change is: 3,512
-9,034 8,430 4,258 2,625 -19,260 -2,097 7,234 21,497 -3,745 851 468 120 3,300 -6,159
Percent of Open Interest Represented by Each Category of Trader
42.4 12.7 7.1 16.5 28.5 2.5 7.5 30.4 4.8 4.3 1.0 0.2 14.5 12.7
Number of Traders in Each Category Total Traders: 109
10 5 11 13 25 11 15 25 11 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 49,321
Positions
11,250 5,518 765 12,339 16,025 27 7,409 7,376 2,702 1,353 431 0 13,477 16,477
Changes from: December 12, 2023 Total Change is: -19,513
-11,717 -3,573 -4,366 540 -3,031 23 49 -3,226 -4,503 -118 431 0 579 -1,268
Percent of Open Interest Represented by Each Category of Trader
22.8 11.2 1.6 25.0 32.5 0.1 15.0 15.0 5.5 2.7 0.9 0.0 27.3 33.4
Number of Traders in Each Category Total Traders: 46
. 5 . 4 10 . 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 209,047
Positions
18,800 11,277 14,407 49,833 92,812 5,312 57,558 27,609 30,988 758 1,877 844 30,547 23,921
Changes from: December 12, 2023 Total Change is: -65,536
-20,651 -4,040 -23,577 -7,225 2,274 -1,152 7,298 -8,556 -5,895 248 -1,310 212 -14,793 -23,492
Percent of Open Interest Represented by Each Category of Trader
9.0 5.4 6.9 23.8 44.4 2.5 27.5 13.2 14.8 0.4 0.9 0.4 14.6 11.4
Number of Traders in Each Category Total Traders: 113
4 5 7 14 32 16 30 23 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 223,550
Positions
36,317 3,763 4,758 65,068 51,364 5,785 29,152 91,403 27,475 13,132 1,152 0 41,862 37,850
Changes from: December 12, 2023 Total Change is: -73,883
-48,188 -26,339 -2,716 730 -16,044 -6,431 2,477 -1,086 -20,036 341 -521 0 -59 -709
Percent of Open Interest Represented by Each Category of Trader
16.2 1.7 2.1 29.1 23.0 2.6 13.0 40.9 12.3 5.9 0.5 0.0 18.7 16.9
Number of Traders in Each Category Total Traders: 147
11 6 9 23 27 18 29 36 17 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 786,857
Positions
18,257 424,754 22,239 476,621 97,009 29,588 52,671 78,499 68,162 31,655 10,092 3,964 83,700 52,551
Changes from: December 12, 2023 Total Change is: -84,128
-2,778 -26,611 -30,432 -3,294 -1,840 -5,271 -12,025 3,710 -5,359 -3,852 -1,318 -2,114 -19,002 -14,893
Percent of Open Interest Represented by Each Category of Trader
2.3 54.0 2.8 60.6 12.3 3.8 6.7 10.0 8.7 4.0 1.3 0.5 10.6 6.7
Number of Traders in Each Category Total Traders: 294
13 14 13 113 36 53 38 42 30 24 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 29,068
Positions
491 10,129 0 15,309 4,324 1,865 917 5,414 0 0 0 0 10,486 7,336
Changes from: December 12, 2023 Total Change is: -4,187
491 -1,806 -829 525 -49 -415 469 1,138 -394 0 0 0 -4,034 -1,832
Percent of Open Interest Represented by Each Category of Trader
1.7 34.8 0.0 52.7 14.9 6.4 3.2 18.6 0.0 0.0 0.0 0.0 36.1 25.2
Number of Traders in Each Category Total Traders: 27
. . 0 15 . 5 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 157,262
Positions
59,600 2,516 715 32,688 97,579 2,372 23,335 20,970 7,698 2,784 1,126 215 27,855 24,070
Changes from: December 12, 2023 Total Change is: -58,450
-39,860 -21,724 -19,234 1,682 -7,440 -2,574 5,438 1,447 -8,585 23 1,126 100 4,561 -1,566
Percent of Open Interest Represented by Each Category of Trader
37.9 1.6 0.5 20.8 62.0 1.5 14.8 13.3 4.9 1.8 0.7 0.1 17.7 15.3
Number of Traders in Each Category Total Traders: 99
7 . 4 17 20 14 27 17 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 248,242
Positions
1,763 82,045 63 142,841 3,484 909 89,596 64,244 3,165 2,618 89,724 23 7,265 4,585
Changes from: December 12, 2023 Total Change is: -23,236
-22,776 -5,575 -8,623 4,734 -688 -556 9,917 8,143 -5,755 -142 -12,402 -420 385 2,641
Percent of Open Interest Represented by Each Category of Trader
0.7 33.1 0.0 57.5 1.4 0.4 36.1 25.9 1.3 1.1 36.1 0.0 2.9 1.8
Number of Traders in Each Category Total Traders: 156
. 8 . 30 8 4 62 23 11 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 66,001
Positions
5,001 55,216 86 38,961 2,119 18 14,868 4,432 370 2,426 3,240 0 4,271 520
Changes from: December 12, 2023 Total Change is: -2,645
555 -1,081 -15 -1,774 -720 7 -2,101 -415 182 -3 353 0 504 -956
Percent of Open Interest Represented by Each Category of Trader
7.6 83.7 0.1 59.0 3.2 0.0 22.5 6.7 0.6 3.7 4.9 0.0 6.5 0.8
Number of Traders in Each Category Total Traders: 77
. 7 . 17 4 . 27 5 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 33,655
Positions
5,639 1,363 0 10,249 19,605 984 10,335 7,874 503 1,101 454 14 4,830 2,858
Changes from: December 12, 2023 Total Change is: -24,656
-21,603 -7,630 -954 923 -1,800 -917 1,771 -7,990 -4,451 263 367 0 312 -1,281
Percent of Open Interest Represented by Each Category of Trader
16.8 4.0 0.0 30.5 58.3 2.9 30.7 23.4 1.5 3.3 1.3 0.0 14.4 8.5
Number of Traders in Each Category Total Traders: 80
6 . 0 15 15 . 21 13 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 5,917
Positions
379 1,845 0 1,272 2,011 77 2,581 900 0 0 0 0 1,608 1,084
Changes from: December 12, 2023 Total Change is: -6,221
-80 344 -1,280 418 317 0 -4,782 -4,558 -374 -171 0 0 48 -670
Percent of Open Interest Represented by Each Category of Trader
6.4 31.2 0.0 21.5 34.0 1.3 43.6 15.2 0.0 0.0 0.0 0.0 27.2 18.3
Number of Traders in Each Category Total Traders: 26
. . 0 4 5 . 10 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 100,353
Positions
29,806 52,155 1,163 27,554 4,617 1,017 22,933 16,882 2,333 1,520 7,662 0 14,027 14,524
Changes from: December 12, 2023 Total Change is: -11,759
-2,828 23,499 -14,836 7,453 -3,363 -553 5,106 -7,389 -5,693 289 435 -400 -297 -3,459
Percent of Open Interest Represented by Each Category of Trader
29.7 52.0 1.2 27.5 4.6 1.0 22.9 16.8 2.3 1.5 7.6 0.0 14.0 14.5
Number of Traders in Each Category Total Traders: 107
10 18 5 23 4 6 23 21 11 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 100,353
Positions
29,806 52,155 1,163 27,554 4,617 1,017 22,933 16,882 2,333 1,520 7,662 0 14,027 14,524
Changes from: December 12, 2023 Total Change is: -11,759
-2,828 23,499 -14,836 7,453 -3,363 -553 5,106 -7,389 -5,693 289 435 -400 -297 -3,459
Percent of Open Interest Represented by Each Category of Trader
29.7 52.0 1.2 27.5 4.6 1.0 22.9 16.8 2.3 1.5 7.6 0.0 14.0 14.5
Number of Traders in Each Category Total Traders: 107
10 18 5 23 4 6 23 21 11 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 46,075
Positions
5,963 35,663 109 32,859 4,859 1,554 2,764 3,461 0 0 0 0 2,826 429
Changes from: December 12, 2023 Total Change is: -13,146
799 5,671 -16,765 2,627 332 -47 -181 -2,008 0 0 0 0 421 -329
Percent of Open Interest Represented by Each Category of Trader
12.9 77.4 0.2 71.3 10.5 3.4 6.0 7.5 0.0 0.0 0.0 0.0 6.1 0.9
Number of Traders in Each Category Total Traders: 38
4 7 . 20 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,196,395
Positions
249,146 764,527 221,509 1,169,867 292,742 179,871 147,580 462,599 803,536 81,289 192,023 20,330 323,266 259,258
Changes from: December 12, 2023 Total Change is: -782,329
-108,112 -6,333 -233,192 31,386 -31,063 -50,853 -25,311 -67,425 -249,373 -8,846 31,076 -100,744 -37,284 -74,422
Percent of Open Interest Represented by Each Category of Trader
7.8 23.9 6.9 36.6 9.2 5.6 4.6 14.5 25.1 2.5 6.0 0.6 10.1 8.1
Number of Traders in Each Category Total Traders: 556
30 39 42 184 64 112 68 87 109 42 38 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 19,796
Positions
6,647 6,952 0 6,881 8,297 790 3,868 1,784 0 0 0 0 1,610 1,973
Changes from: December 12, 2023 Total Change is: -7,311
-2,860 -6,453 -1,847 -401 1,916 -125 -991 -360 0 0 0 0 -1,087 -442
Percent of Open Interest Represented by Each Category of Trader
33.6 35.1 0.0 34.8 41.9 4.0 19.5 9.0 0.0 0.0 0.0 0.0 8.1 10.0
Number of Traders in Each Category Total Traders: 26
4 6 0 4 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,545
Positions
3,849 17,689 0 15,547 5,651 0 2,819 785 0 0 0 0 3,330 1,420
Changes from: December 12, 2023 Total Change is: -10,839
-834 -2,582 -6,335 -1,986 1,055 0 -794 -1,025 0 0 0 0 -890 -1,952
Percent of Open Interest Represented by Each Category of Trader
15.1 69.2 0.0 60.9 22.1 0.0 11.0 3.1 0.0 0.0 0.0 0.0 13.0 5.6
Number of Traders in Each Category Total Traders: 32
. 7 0 14 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,182,648
Positions
249,146 763,828 221,509 1,167,899 292,852 179,463 148,634 463,931 796,117 81,289 191,656 20,330 318,260 252,962
Changes from: December 12, 2023 Total Change is: -770,369
-108,103 -5,458 -233,076 31,409 -30,951 -50,844 -25,679 -73,607 -237,781 -8,846 30,825 -100,744 -36,706 -68,733
Percent of Open Interest Represented by Each Category of Trader
7.8 24.0 7.0 36.7 9.2 5.6 4.7 14.6 25.0 2.6 6.0 0.6 10.0 7.9
Number of Traders in Each Category Total Traders: 548
30 38 42 181 64 111 68 84 106 42 38 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 34,432
Positions
22,909 31,723 0 7,817 299 0 1,394 771 0 0 0 0 2,312 1,639
Changes from: December 12, 2023 Total Change is: -10,614
-1,788 -870 -8,287 94 0 0 109 -1,012 -516 0 0 0 -226 71
Percent of Open Interest Represented by Each Category of Trader
66.5 92.1 0.0 22.7 0.9 0.0 4.0 2.2 0.0 0.0 0.0 0.0 6.7 4.8
Number of Traders in Each Category Total Traders: 20
5 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 23,409
Positions
3,672 13,628 0 10,858 5,371 162 6,256 3,035 0 0 0 0 2,461 1,213
Changes from: December 12, 2023 Total Change is: -26,709
-16,840 3,740 -8,064 -1,118 -2,871 0 5,099 -14,039 -5,420 0 0 0 -366 -55
Percent of Open Interest Represented by Each Category of Trader
15.7 58.2 0.0 46.4 22.9 0.7 26.7 13.0 0.0 0.0 0.0 0.0 10.5 5.2
Number of Traders in Each Category Total Traders: 31
4 6 0 8 . . 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 137,466
Positions
0 6,989 0 21,896 1,116 1,864 26,803 24,022 36,843 0 3,671 0 50,060 62,962
Changes from: December 12, 2023 Total Change is: -119,601
-1,156 -9,820 -92 1,071 185 -1,388 -87,747 -29,601 -24,505 0 2,510 0 -5,784 -56,890
Percent of Open Interest Represented by Each Category of Trader
0.0 5.1 0.0 15.9 0.8 1.4 19.5 17.5 26.8 0.0 2.7 0.0 36.4 45.8
Number of Traders in Each Category Total Traders: 27
0 . 0 11 . 4 6 7 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 368,467
Positions
124,927 141,094 113,206 1,634 38,000 0 45,306 15,815 55,614 25,277 0 250 2,253 4,488
Changes from: December 12, 2023 Total Change is: -83,345
-33,811 -25,340 -44,909 0 0 0 12,471 2,643 -17,060 0 0 0 -36 1,321
Percent of Open Interest Represented by Each Category of Trader
33.9 38.3 30.7 0.4 10.3 0.0 12.3 4.3 15.1 6.9 0.0 0.1 0.6 1.2
Number of Traders in Each Category Total Traders: 36
9 11 16 . . 0 4 5 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 40,449
Positions
4,738 7,192 21 24,676 21,250 2,019 971 4,064 176 0 1,361 0 7,848 4,366
Changes from: December 12, 2023 Total Change is: -4,416
307 2,196 -5,657 1,797 -768 60 -214 1,016 -113 0 336 -59 -537 -1,427
Percent of Open Interest Represented by Each Category of Trader
11.7 17.8 0.1 61.0 52.5 5.0 2.4 10.0 0.4 0.0 3.4 0.0 19.4 10.8
Number of Traders in Each Category Total Traders: 67
6 4 . 32 13 10 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 323,112
Positions
59,197 104,130 12,666 109,905 21,401 5,225 46,644 88,279 31,673 11,521 13,415 1,466 44,814 44,856
Changes from: December 12, 2023 Total Change is: -82,015
-359 5,728 -41,783 9,757 1,775 -7,268 -11,516 -950 -22,033 -2,177 -6,282 -1,264 -5,371 -9,938
Percent of Open Interest Represented by Each Category of Trader
18.3 32.2 3.9 34.0 6.6 1.6 14.4 27.3 9.8 3.6 4.2 0.5 13.9 13.9
Number of Traders in Each Category Total Traders: 310
23 28 18 74 27 31 49 53 46 22 34 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 316,181
Positions
59,197 103,892 12,666 109,689 21,401 5,220 46,046 89,699 28,852 11,473 12,996 1,437 41,602 40,018
Changes from: December 12, 2023 Total Change is: -77,135
-770 5,555 -40,941 9,716 1,775 -7,210 -11,028 -5,582 -17,528 -2,122 -6,197 -1,221 -6,031 -5,785
Percent of Open Interest Represented by Each Category of Trader
18.7 32.9 4.0 34.7 6.8 1.7 14.6 28.4 9.1 3.6 4.1 0.5 13.2 12.7
Number of Traders in Each Category Total Traders: 289
23 26 18 71 27 31 45 51 42 20 26 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 69,308
Positions
0 2,382 0 2,161 0 44 32,989 12,812 1,208 489 4,192 298 32,119 48,372
Changes from: December 12, 2023 Total Change is: -48,796
-3,878 -6,251 -438 -179 -590 7 -44,027 7,175 -5,901 -550 -842 -422 6,591 -41,535
Percent of Open Interest Represented by Each Category of Trader
0.0 3.4 0.0 3.1 0.0 0.1 47.6 18.5 1.7 0.7 6.0 0.4 46.3 69.8
Number of Traders in Each Category Total Traders: 32
0 . 0 4 0 . 10 5 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 526,759
Positions
77,650 117,061 18,725 219,027 144,229 30,156 81,243 144,522 19,318 45,722 23,467 4,507 30,410 24,774
Changes from: December 12, 2023 Total Change is: -135,862
-18,747 -4,375 -38,869 13,447 -12,609 -7,576 -55,903 -22,466 -27,581 21,051 -2,250 -10,928 -10,757 -9,210
Percent of Open Interest Represented by Each Category of Trader
14.7 22.2 3.6 41.6 27.4 5.7 15.4 27.4 3.7 8.7 4.5 0.9 5.8 4.7
Number of Traders in Each Category Total Traders: 369
29 21 8 102 60 45 58 66 34 17 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 26,385
Positions
12,417 11,310 0 12,820 12,867 0 358 1,000 0 0 0 0 790 1,208
Changes from: December 12, 2023 Total Change is: -17,301
-322 61 -4,233 259 -738 0 0 399 -481 0 0 0 -12,524 -12,309
Percent of Open Interest Represented by Each Category of Trader
47.1 42.9 0.0 48.6 48.8 0.0 1.4 3.8 0.0 0.0 0.0 0.0 3.0 4.6
Number of Traders in Each Category Total Traders: 23
. 6 0 9 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 14,973
Positions
0 7,959 0 10,308 0 9 1,352 2,537 0 364 2,087 0 2,940 2,381
Changes from: December 12, 2023 Total Change is: 217
0 28 0 376 0 -1 0 -447 0 0 844 0 -158 -207
Percent of Open Interest Represented by Each Category of Trader
0.0 53.2 0.0 68.8 0.0 0.1 9.0 16.9 0.0 2.4 13.9 0.0 19.6 15.9
Number of Traders in Each Category Total Traders: 25
0 5 0 11 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 39,546
Positions
6,138 18,294 331 11,986 1,040 675 9,788 3,314 803 3,481 766 0 6,344 14,323
Changes from: December 12, 2023 Total Change is: -734
-497 -1,021 133 39 -1,205 -18 -812 -199 584 991 0 0 -1,154 992
Percent of Open Interest Represented by Each Category of Trader
15.5 46.3 0.8 30.3 2.6 1.7 24.8 8.4 2.0 8.8 1.9 0.0 16.0 36.2
Number of Traders in Each Category Total Traders: 57
11 . . 11 . 5 18 6 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 411,759
Positions
35,342 241,250 745 292,787 60,667 29,572 23,588 20,667 949 14,951 46,943 593 13,232 10,373
Changes from: December 12, 2023 Total Change is: -44,322
-655 18,147 -43,903 3,922 -2,500 -602 389 -3,453 -4,926 -276 -10,100 -1,663 3,392 4,678
Percent of Open Interest Represented by Each Category of Trader
8.6 58.6 0.2 71.1 14.7 7.2 5.7 5.0 0.2 3.6 11.4 0.1 3.2 2.5
Number of Traders in Each Category Total Traders: 188
11 15 4 82 38 35 20 15 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 1,067,270
Positions
99,394 418,507 10,344 622,961 316,896 111,801 103,418 135,789 12,447 77,176 46,806 2,096 27,633 12,584
Changes from: December 12, 2023 Total Change is: -262,589
12,244 -39,626 -238,053 17,637 50,819 1,865 -3,801 17,421 -7,587 20,256 13,196 -14,036 -51,114 -46,588
Percent of Open Interest Represented by Each Category of Trader
9.3 39.2 1.0 58.4 29.7 10.5 9.7 12.7 1.2 7.2 4.4 0.2 2.6 1.2
Number of Traders in Each Category Total Traders: 397
26 18 8 160 59 70 61 32 25 29 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 190,328
Positions
9,732 125,997 23,841 41,786 48 1,640 74,700 4,009 30,117 8,259 4,605 0 253 71
Changes from: December 12, 2023 Total Change is: -85,361
-5,320 -67,270 -16,732 -16,239 48 -48 -48,731 -1,379 1,833 -127 -1,811 0 3 -2
Percent of Open Interest Represented by Each Category of Trader
5.1 66.2 12.5 22.0 0.0 0.9 39.2 2.1 15.8 4.3 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 96
8 23 16 13 . . 33 5 11 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 1,570,617
Positions
25,314 199,625 39,902 771,155 274,164 203,624 69,263 414,241 138,208 95,938 105,409 8,736 218,477 186,708
Changes from: December 12, 2023 Total Change is: 120,152
-1,018 19,275 6,702 37,426 9,252 9,492 -742 11,964 27,902 11,957 7,197 4,307 24,125 24,060
Percent of Open Interest Represented by Each Category of Trader
1.6 12.7 2.5 49.1 17.5 13.0 4.4 26.4 8.8 6.1 6.7 0.6 13.9 11.9
Number of Traders in Each Category Total Traders: 212
9 23 18 65 32 61 19 39 39 8 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 1,628,120
Positions
15,647 85,559 1,542 1,000,477 292,855 277,889 99,785 735,367 19,988 43,505 66,442 14 169,274 148,464
Changes from: December 12, 2023 Total Change is: 44,623
2,701 1,013 64 38,542 11,709 966 6,682 30,791 -706 -1,644 8,915 -831 -1,151 -7,298
Percent of Open Interest Represented by Each Category of Trader
1.0 5.3 0.1 61.4 18.0 17.1 6.1 45.2 1.2 2.7 4.1 0.0 10.4 9.1
Number of Traders in Each Category Total Traders: 178
5 9 4 72 36 59 14 30 14 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,876,940
Positions
116,075 318,885 22,289 1,678,143 472,417 317,395 812,213 2,335,063 96,672 532,540 145,974 18,190 283,423 150,054
Changes from: December 12, 2023 Total Change is: -117,840
-17,390 -11,602 7,084 -80,837 -1,245 -13,898 -19,154 -76,952 -7,193 -4,602 -35,145 -726 18,875 21,836
Percent of Open Interest Represented by Each Category of Trader
3.0 8.2 0.6 43.3 12.2 8.2 20.9 60.2 2.5 13.7 3.8 0.5 7.3 3.9
Number of Traders in Each Category Total Traders: 453
27 28 12 156 41 90 75 66 45 48 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 5,551,712
Positions
120,557 312,516 314,438 2,364,814 1,131,152 810,940 297,878 1,699,102 623,176 482,787 168,119 107,844 429,278 384,426
Changes from: December 12, 2023 Total Change is: 219,142
11,569 -4,957 89,532 46,838 21,329 37,301 38,316 64,834 21,840 -48,950 -20,627 8,995 13,701 894
Percent of Open Interest Represented by Each Category of Trader
2.2 5.6 5.7 42.6 20.4 14.6 5.4 30.6 11.2 8.7 3.0 1.9 7.7 6.9
Number of Traders in Each Category Total Traders: 422
23 32 35 131 58 111 48 81 87 31 17 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 2,025,828
Positions
68,506 142,302 3,515 940,411 632,897 277,738 334,564 578,274 22,375 177,260 91,651 1,008 200,451 276,067
Changes from: December 12, 2023 Total Change is: 43,327
167 -2,504 9 -7,827 -1,916 -17,579 68,837 46,715 8,559 -5,514 3,652 -72 -3,253 6,463
Percent of Open Interest Represented by Each Category of Trader
3.4 7.0 0.2 46.4 31.2 13.7 16.5 28.5 1.1 8.8 4.5 0.0 9.9 13.6
Number of Traders in Each Category Total Traders: 190
5 13 4 53 55 59 16 27 13 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,384
Positions
0 0 0 0 0 0 625 851 372 476 592 0 1,911 1,569
Changes from: December 12, 2023 Total Change is: -727
0 0 0 0 0 0 -1,385 -1,454 186 -283 -30 0 755 571
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 18.5 25.1 11.0 14.1 17.5 0.0 56.5 46.4
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . . . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 6,032,272
Positions
93,417 667,863 97,814 2,972,662 989,995 720,123 879,608 2,855,321 268,172 546,596 123,766 15,343 438,538 293,874
Changes from: December 12, 2023 Total Change is: 14,665
-14,541 30,432 12,465 37,347 -35,016 20,549 -11,784 -26,068 32,691 -58,156 -3,211 -605 -3,301 -16,573
Percent of Open Interest Represented by Each Category of Trader
1.5 11.1 1.6 49.3 16.4 11.9 14.6 47.3 4.4 9.1 2.1 0.3 7.3 4.9
Number of Traders in Each Category Total Traders: 380
15 32 24 148 32 97 50 66 59 26 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 1,581,366
Positions
376,240 188,076 420,984 45,253 20,482 45,895 237,075 444,406 389,893 12,050 3,955 9,441 44,535 58,234
Changes from: December 12, 2023 Total Change is: 87,451
-76,531 10,573 32,649 12,910 11,380 8,908 27,972 -55,482 66,245 2,916 623 -1,716 14,098 14,271
Percent of Open Interest Represented by Each Category of Trader
23.8 11.9 26.6 2.9 1.3 2.9 15.0 28.1 24.7 0.8 0.3 0.6 2.8 3.7
Number of Traders in Each Category Total Traders: 143
30 27 49 . 6 5 33 37 50 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 34,732
Positions
16,716 17,633 7,080 803 141 268 2,508 2,030 7,058 100 242 89 110 191
Changes from: December 12, 2023 Total Change is: 1,666
1,621 4,910 -2,016 477 -21 50 1,375 -1,272 83 0 -200 0 76 132
Percent of Open Interest Represented by Each Category of Trader
48.1 50.8 20.4 2.3 0.4 0.8 7.2 5.8 20.3 0.3 0.7 0.3 0.3 0.5
Number of Traders in Each Category Total Traders: 45
14 6 11 . . . 11 9 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 is20,804,797
Positions
2,220,858 2,484,283 3,705,367 216,077 715,060 1,680,866 1,804,097 873,865 10,334,272 164,834 326,427 528,600 149,826 156,057
Changes from: December 12, 2023 Total Change is:-2,615,195
143,109 -275,144 -493,756 -46,138 138,335 -120,714 -275,269 -51,278 -1,871,144 -10,644 -6,727 -58,693 118,053 123,927
Percent of Open Interest Represented by Each Category of Trader
10.7 11.9 17.8 1.0 3.4 8.1 8.7 4.2 49.7 0.8 1.6 2.5 0.7 0.8
Number of Traders in Each Category Total Traders: 1,008
68 109 143 53 80 74 179 150 222 188 146 174
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 1,003,641
Positions
233,455 215,898 242,669 103,641 3,787 20,527 193,708 327,775 161,115 36,660 20,041 199 11,667 11,630
Changes from: December 12, 2023 Total Change is: 98,751
-10,442 -6,242 51,119 -19,568 738 805 7,526 -10,780 46,796 11,354 5,232 -259 11,420 11,342
Percent of Open Interest Represented by Each Category of Trader
23.3 21.5 24.2 10.3 0.4 2.0 19.3 32.7 16.1 3.7 2.0 0.0 1.2 1.2
Number of Traders in Each Category Total Traders: 185
33 50 54 4 5 5 26 52 46 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 70,754
Positions
2,546 60 31,585 120 325 0 4,000 20,156 18,348 14,145 260 0 10 20
Changes from: December 12, 2023 Total Change is: 2,513
0 35 0 80 157 0 180 3,160 -707 2,950 -12 0 10 -120
Percent of Open Interest Represented by Each Category of Trader
3.6 0.1 44.6 0.2 0.5 0.0 5.7 28.5 25.9 20.0 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 34,798
Positions
6,748 0 1,253 38 348 0 3,419 18,346 10,531 12,809 4,259 0 0 61
Changes from: December 12, 2023 Total Change is: 443
-60 0 0 38 -79 0 3,121 -3,565 4,324 -6,980 -236 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
19.4 0.0 3.6 0.1 1.0 0.0 9.8 52.7 30.3 36.8 12.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . . . 0 . 9 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 28,418
Positions
870 6,676 593 11,677 0 259 3,258 12,474 4,453 2,775 535 696 3,838 2,733
Changes from: December 12, 2023 Total Change is: 3,338
136 89 12 124 0 -31 -114 1,010 114 902 124 151 2,042 1,868
Percent of Open Interest Represented by Each Category of Trader
3.1 23.5 2.1 41.1 0.0 0.9 11.5 43.9 15.7 9.8 1.9 2.4 13.5 9.6
Number of Traders in Each Category Total Traders: 126
5 10 . 18 0 4 30 34 26 16 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 17,656
Positions
1,508 6,047 39 1,523 68 51 3,352 4,511 3,057 2,831 1,104 413 4,882 2,365
Changes from: December 12, 2023 Total Change is: 2,893
666 2,038 21 27 5 -2 429 -679 340 260 126 20 1,132 1,023
Percent of Open Interest Represented by Each Category of Trader
8.5 34.2 0.2 8.6 0.4 0.3 19.0 25.5 17.3 16.0 6.3 2.3 27.7 13.4
Number of Traders in Each Category Total Traders: 111
4 . . 7 . . 19 11 11 52 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 14,681
Positions
0 1,927 0 0 0 0 0 3,531 200 7,503 3,102 0 6,978 5,921
Changes from: December 12, 2023 Total Change is: 916
0 -1,481 0 0 0 0 -176 3,151 -131 1,380 -265 0 -157 -358
Percent of Open Interest Represented by Each Category of Trader
0.0 13.1 0.0 0.0 0.0 0.0 0.0 24.1 1.4 51.1 21.1 0.0 47.5 40.3
Number of Traders in Each Category Total Traders: 87
0 . 0 0 0 0 0 . . 61 23 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 7,069
Positions
224 1,048 143 1,732 30 16 1,681 3,035 1,067 532 579 100 1,574 1,051
Changes from: December 12, 2023 Total Change is: 531
10 9 -12 146 -1 4 -335 -143 30 27 -87 11 651 721
Percent of Open Interest Represented by Each Category of Trader
3.2 14.8 2.0 24.5 0.4 0.2 23.8 42.9 15.1 7.5 8.2 1.4 22.3 14.9
Number of Traders in Each Category Total Traders: 74
4 6 . 11 . . 20 22 12 6 . 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 45,943
Positions
471 14,646 1,298 3,681 405 427 8,783 5,694 14,463 11,161 4,344 2,443 3,216 2,223
Changes from: December 12, 2023 Total Change is: 5,324
-430 603 1,083 164 -427 0 804 1,599 409 1,669 504 -343 1,968 1,897
Percent of Open Interest Represented by Each Category of Trader
1.0 31.9 2.8 8.0 0.9 0.9 19.1 12.4 31.5 24.3 9.5 5.3 7.0 4.8
Number of Traders in Each Category Total Traders: 121
. . . 4 . . 16 7 8 65 26 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 9,467
Positions
0 6,283 212 0 0 0 223 0 272 6,691 1,549 0 2,069 1,151
Changes from: December 12, 2023 Total Change is: 1,932
0 1,446 -165 0 0 0 -257 -100 -105 2,113 474 0 346 382
Percent of Open Interest Represented by Each Category of Trader
0.0 66.4 2.2 0.0 0.0 0.0 2.4 0.0 2.9 70.7 16.4 0.0 21.9 12.2
Number of Traders in Each Category Total Traders: 65
0 . . 0 0 0 4 0 . 48 12 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 21,769
Positions
0 4,471 0 8,165 1,633 653 9,190 9,135 713 793 2,128 3 2,252 3,033
Changes from: December 12, 2023 Total Change is: -19,605
0 -19,943 0 -1,235 642 19 -14,807 1,636 -1,483 -1,210 -826 3 -892 347
Percent of Open Interest Represented by Each Category of Trader
0.0 20.5 0.0 37.5 7.5 3.0 42.2 42.0 3.3 3.6 9.8 0.0 10.3 13.9
Number of Traders in Each Category Total Traders: 87
0 . 0 13 5 . 18 22 4 9 18 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 424,172
Positions
62,008 55,640 21,719 73,976 82,559 52,114 88,052 92,503 67,101 16,214 4,813 17,204 25,784 30,519
Changes from: December 12, 2023 Total Change is: -3,057
1,507 7,374 1,099 -3,143 -8,419 -8,738 8,461 5,000 -273 4,022 1,565 -536 -5,456 -129
Percent of Open Interest Represented by Each Category of Trader
14.6 13.1 5.1 17.4 19.5 12.3 20.8 21.8 15.8 3.8 1.1 4.1 6.1 7.2
Number of Traders in Each Category Total Traders: 235
16 14 23 24 34 23 48 52 64 14 12 26
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 67,441
Positions
51,190 45,207 0 11,344 7,117 48 2,508 13,438 98 633 137 3 1,617 1,393
Changes from: December 12, 2023 Total Change is: 1,553
279 -1,598 0 310 2,591 0 430 210 -562 144 -7 3 949 916
Percent of Open Interest Represented by Each Category of Trader
75.9 67.0 0.0 16.8 10.6 0.1 3.7 19.9 0.1 0.9 0.2 0.0 2.4 2.1
Number of Traders in Each Category Total Traders: 41
8 . 0 11 4 . 5 4 . 7 . .
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Updated December 22, 2023