Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 191,343
Positions
54,947 18,309 4,099 49,767 50,922 4,939 21,937 75,825 8,856 9,666 2,598 697 36,436 25,099
Changes from: December 19, 2023 Total Change is: -35,849
-41,417 -10,503 -12,109 12,220 -13,920 -649 4,797 6,713 -2,074 -184 285 149 3,419 -3,741
Percent of Open Interest Represented by Each Category of Trader
28.7 9.6 2.1 26.0 26.6 2.6 11.5 39.6 4.6 5.1 1.4 0.4 19.0 13.1
Number of Traders in Each Category Total Traders: 113
8 6 8 21 22 11 15 26 11 10 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 51,736
Positions
10,678 8,175 931 12,580 16,026 4 8,250 6,248 3,529 1,616 551 0 14,149 16,271
Changes from: December 19, 2023 Total Change is: 2,415
-572 2,658 165 241 1 -23 841 -1,128 828 263 120 0 672 -206
Percent of Open Interest Represented by Each Category of Trader
20.6 15.8 1.8 24.3 31.0 0.0 15.9 12.1 6.8 3.1 1.1 0.0 27.3 31.5
Number of Traders in Each Category Total Traders: 45
. 6 . 4 9 . 14 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 206,688
Positions
24,085 12,284 13,926 44,177 87,626 5,373 54,319 28,193 31,042 278 1,877 853 32,637 25,515
Changes from: December 19, 2023 Total Change is: -2,359
5,285 1,007 -481 -5,656 -5,186 60 -3,239 585 53 -480 0 9 2,090 1,594
Percent of Open Interest Represented by Each Category of Trader
11.7 5.9 6.7 21.4 42.4 2.6 26.3 13.6 15.0 0.1 0.9 0.4 15.8 12.3
Number of Traders in Each Category Total Traders: 105
7 6 7 14 29 14 25 20 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 226,562
Positions
35,654 8,317 3,516 65,539 47,830 6,920 30,516 92,059 29,108 13,951 1,435 0 41,357 37,377
Changes from: December 19, 2023 Total Change is: 3,012
-663 4,554 -1,242 470 -3,534 1,135 1,364 655 1,633 820 283 0 -506 -473
Percent of Open Interest Represented by Each Category of Trader
15.7 3.7 1.6 28.9 21.1 3.1 13.5 40.6 12.8 6.2 0.6 0.0 18.3 16.5
Number of Traders in Each Category Total Traders: 149
10 6 7 22 29 18 31 35 14 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 795,049
Positions
18,666 430,482 22,004 475,515 95,116 31,309 55,667 78,311 73,331 29,902 9,643 3,878 84,775 50,974
Changes from: December 19, 2023 Total Change is: 8,192
410 5,729 -234 -1,105 -1,893 1,721 2,996 -188 5,169 -1,753 -449 -86 1,075 -1,576
Percent of Open Interest Represented by Each Category of Trader
2.3 54.1 2.8 59.8 12.0 3.9 7.0 9.8 9.2 3.8 1.2 0.5 10.7 6.4
Number of Traders in Each Category Total Traders: 300
12 16 12 114 37 51 43 42 35 21 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 28,804
Positions
499 10,135 0 15,219 4,312 1,865 827 5,808 0 0 0 0 10,394 6,684
Changes from: December 19, 2023 Total Change is: -264
8 6 0 -90 -12 0 -90 394 0 0 0 0 -92 -652
Percent of Open Interest Represented by Each Category of Trader
1.7 35.2 0.0 52.8 15.0 6.5 2.9 20.2 0.0 0.0 0.0 0.0 36.1 23.2
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 26, 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 163,556
Positions
57,316 6,822 679 35,782 89,892 2,904 21,767 32,659 9,420 7,187 465 248 28,252 20,466
Changes from: December 19, 2023 Total Change is: 6,294
-2,284 4,307 -35 3,095 -7,688 532 -1,568 11,689 1,721 4,403 -661 33 397 -3,604
Percent of Open Interest Represented by Each Category of Trader
35.0 4.2 0.4 21.9 55.0 1.8 13.3 20.0 5.8 4.4 0.3 0.2 17.3 12.5
Number of Traders in Each Category Total Traders: 94
6 5 . 18 16 11 24 17 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 255,706
Positions
2,085 86,942 73 149,425 3,617 899 90,236 64,327 3,334 2,124 91,803 31 7,500 4,680
Changes from: December 19, 2023 Total Change is: 7,464
322 4,897 10 6,584 133 -10 640 83 169 -494 2,079 8 235 95
Percent of Open Interest Represented by Each Category of Trader
0.8 34.0 0.0 58.4 1.4 0.4 35.3 25.2 1.3 0.8 35.9 0.0 2.9 1.8
Number of Traders in Each Category Total Traders: 167
. 8 . 31 9 4 67 23 9 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 90,255
Positions
5,433 53,945 9,142 38,152 2,119 1 15,564 4,677 10,393 2,416 3,345 0 9,154 6,633
Changes from: December 19, 2023 Total Change is: 24,254
432 -1,271 9,056 -809 0 -17 696 245 10,023 -10 105 0 4,883 6,113
Percent of Open Interest Represented by Each Category of Trader
6.0 59.8 10.1 42.3 2.3 0.0 17.2 5.2 11.5 2.7 3.7 0.0 10.1 7.3
Number of Traders in Each Category Total Traders: 81
4 7 . 18 4 . 28 5 5 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,914
Positions
5,577 3,621 0 11,998 17,600 1,056 9,490 8,906 744 867 330 0 5,182 2,657
Changes from: December 19, 2023 Total Change is: 1,259
-62 2,258 0 1,749 -2,005 72 -845 1,032 241 -234 -124 -14 352 -201
Percent of Open Interest Represented by Each Category of Trader
16.0 10.4 0.0 34.4 50.4 3.0 27.2 25.5 2.1 2.5 0.9 0.0 14.8 7.6
Number of Traders in Each Category Total Traders: 80
6 5 0 16 15 4 15 18 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 5,862
Positions
387 1,826 0 1,293 1,829 77 2,149 1,159 0 0 0 0 1,956 971
Changes from: December 19, 2023 Total Change is: -55
8 -19 0 21 -182 0 -432 259 0 0 0 0 348 -113
Percent of Open Interest Represented by Each Category of Trader
6.6 31.1 0.0 22.1 31.2 1.3 36.7 19.8 0.0 0.0 0.0 0.0 33.4 16.6
Number of Traders in Each Category Total Traders: 25
. . 0 4 4 . 9 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 98,527
Positions
30,310 57,422 1,408 26,070 3,098 1,566 21,801 16,662 2,098 1,527 3,849 0 13,747 12,424
Changes from: December 19, 2023 Total Change is: -1,826
504 5,267 245 -1,484 -1,519 549 -1,132 -220 -235 7 -3,813 0 -280 -2,100
Percent of Open Interest Represented by Each Category of Trader
30.8 58.3 1.4 26.5 3.1 1.6 22.1 16.9 2.1 1.5 3.9 0.0 14.0 12.6
Number of Traders in Each Category Total Traders: 101
10 19 5 20 4 6 23 18 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 98,527
Positions
30,310 57,422 1,408 26,070 3,098 1,566 21,801 16,662 2,098 1,527 3,849 0 13,747 12,424
Changes from: December 19, 2023 Total Change is: -1,826
504 5,267 245 -1,484 -1,519 549 -1,132 -220 -235 7 -3,813 0 -280 -2,100
Percent of Open Interest Represented by Each Category of Trader
30.8 58.3 1.4 26.5 3.1 1.6 22.1 16.9 2.1 1.5 3.9 0.0 14.0 12.6
Number of Traders in Each Category Total Traders: 101
10 19 5 20 4 6 23 18 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 46,855
Positions
7,797 36,865 0 32,075 4,892 1,491 2,593 3,183 0 0 0 0 2,899 424
Changes from: December 19, 2023 Total Change is: 780
1,834 1,202 -109 -784 33 -63 -171 -278 0 0 0 0 73 -5
Percent of Open Interest Represented by Each Category of Trader
16.6 78.7 0.0 68.5 10.4 3.2 5.5 6.8 0.0 0.0 0.0 0.0 6.2 0.9
Number of Traders in Each Category Total Traders: 38
4 7 0 20 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 3,150,321
Positions
282,010 782,647 218,921 1,147,149 275,037 175,401 140,147 514,496 759,985 87,463 148,899 24,141 315,103 250,792
Changes from: December 19, 2023 Total Change is: -46,074
32,864 18,121 -2,588 -22,718 -17,705 -4,470 -7,433 51,897 -43,550 6,174 -43,124 3,811 -8,163 -8,466
Percent of Open Interest Represented by Each Category of Trader
9.0 24.8 6.9 36.4 8.7 5.6 4.4 16.3 24.1 2.8 4.7 0.8 10.0 8.0
Number of Traders in Each Category Total Traders: 554
32 37 40 182 61 114 68 87 107 55 29 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 19,323
Positions
8,508 6,430 0 5,318 9,087 0 4,022 1,778 0 0 0 0 1,475 2,028
Changes from: December 19, 2023 Total Change is: -473
1,861 -522 0 -1,563 790 -790 154 -6 0 0 0 0 -135 55
Percent of Open Interest Represented by Each Category of Trader
44.0 33.3 0.0 27.5 47.0 0.0 20.8 9.2 0.0 0.0 0.0 0.0 7.6 10.5
Number of Traders in Each Category Total Traders: 27
6 5 0 . 4 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 24,887
Positions
3,929 20,553 0 14,739 2,412 0 2,932 727 0 0 0 0 3,287 1,195
Changes from: December 19, 2023 Total Change is: -658
80 2,864 0 -808 -3,239 0 113 -58 0 0 0 0 -43 -225
Percent of Open Interest Represented by Each Category of Trader
15.8 82.6 0.0 59.2 9.7 0.0 11.8 2.9 0.0 0.0 0.0 0.0 13.2 4.8
Number of Traders in Each Category Total Traders: 33
. 8 0 14 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 3,136,144
Positions
282,010 781,826 218,921 1,145,156 275,148 174,951 140,984 514,912 753,118 87,463 148,313 24,141 309,399 244,814
Changes from: December 19, 2023 Total Change is: -46,504
32,864 17,998 -2,588 -22,742 -17,704 -4,512 -7,649 50,981 -42,999 6,174 -43,343 3,811 -8,861 -8,148
Percent of Open Interest Represented by Each Category of Trader
9.0 24.9 7.0 36.5 8.8 5.6 4.5 16.4 24.0 2.8 4.7 0.8 9.9 7.8
Number of Traders in Each Category Total Traders: 543
32 35 40 179 61 112 67 83 103 55 29 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 34,506
Positions
23,191 31,750 0 7,842 299 0 888 985 0 0 0 0 2,585 1,472
Changes from: December 19, 2023 Total Change is: 74
282 27 0 25 0 0 -506 214 0 0 0 0 273 -167
Percent of Open Interest Represented by Each Category of Trader
67.2 92.0 0.0 22.7 0.9 0.0 2.6 2.9 0.0 0.0 0.0 0.0 7.5 4.3
Number of Traders in Each Category Total Traders: 21
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 26,608
Positions
4,203 12,410 0 9,015 10,156 161 10,692 2,918 0 0 0 0 2,537 963
Changes from: December 19, 2023 Total Change is: 3,199
531 -1,218 0 -1,843 4,785 -1 4,436 -117 0 0 0 0 76 -250
Percent of Open Interest Represented by Each Category of Trader
15.8 46.6 0.0 33.9 38.2 0.6 40.2 11.0 0.0 0.0 0.0 0.0 9.5 3.6
Number of Traders in Each Category Total Traders: 32
5 6 0 7 4 . 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 141,769
Positions
0 8,215 0 22,144 1,108 2,285 23,265 27,477 37,034 0 5,867 0 57,041 59,783
Changes from: December 19, 2023 Total Change is: 4,303
0 1,226 0 248 -8 421 -3,538 3,455 192 0 2,196 0 6,980 -3,179
Percent of Open Interest Represented by Each Category of Trader
0.0 5.8 0.0 15.6 0.8 1.6 16.4 19.4 26.1 0.0 4.1 0.0 40.2 42.2
Number of Traders in Each Category Total Traders: 29
0 . 0 11 . 5 7 7 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 369,496
Positions
127,766 138,500 118,900 1,634 38,000 0 38,297 15,815 55,614 25,277 0 250 1,758 2,417
Changes from: December 19, 2023 Total Change is: 1,029
2,839 -2,594 5,694 0 0 0 -7,009 0 0 0 0 0 -495 -2,071
Percent of Open Interest Represented by Each Category of Trader
34.6 37.5 32.2 0.4 10.3 0.0 10.4 4.3 15.1 6.8 0.0 0.1 0.5 0.7
Number of Traders in Each Category Total Traders: 37
9 12 16 . . 0 4 5 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 39,539
Positions
4,846 7,920 0 22,492 20,624 1,998 1,035 3,749 46 0 1,018 0 9,122 4,184
Changes from: December 19, 2023 Total Change is: -910
108 728 -21 -2,184 -626 -21 64 -315 -130 0 -343 0 1,274 -182
Percent of Open Interest Represented by Each Category of Trader
12.3 20.0 0.0 56.9 52.2 5.1 2.6 9.5 0.1 0.0 2.6 0.0 23.1 10.6
Number of Traders in Each Category Total Traders: 62
5 4 0 29 14 9 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 323,294
Positions
57,504 104,737 14,486 111,046 20,662 4,876 48,197 90,862 30,779 8,246 11,490 2,035 46,126 43,368
Changes from: December 19, 2023 Total Change is: 182
-1,693 606 1,820 1,141 -740 -349 1,553 2,583 -894 -3,275 -1,925 569 1,312 -1,488
Percent of Open Interest Represented by Each Category of Trader
17.8 32.4 4.5 34.3 6.4 1.5 14.9 28.1 9.5 2.6 3.6 0.6 14.3 13.4
Number of Traders in Each Category Total Traders: 315
24 28 16 76 27 28 48 51 44 25 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 314,930
Positions
57,459 104,476 14,483 110,823 20,662 4,871 49,028 93,300 25,405 8,432 11,229 1,691 42,738 38,812
Changes from: December 19, 2023 Total Change is: -1,251
-1,738 584 1,817 1,134 -740 -349 2,983 3,602 -3,446 -3,041 -1,766 254 1,135 -1,206
Percent of Open Interest Represented by Each Category of Trader
18.2 33.2 4.6 35.2 6.6 1.5 15.6 29.6 8.1 2.7 3.6 0.5 13.6 12.3
Number of Traders in Each Category Total Traders: 288
23 25 16 73 27 28 47 47 43 20 26 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 83,637
Positions
447 2,606 24 2,230 0 45 44,208 28,141 1,211 1,256 5,722 331 33,886 45,558
Changes from: December 19, 2023 Total Change is: 14,329
447 224 24 69 0 1 11,219 15,329 3 767 1,529 33 1,767 -2,814
Percent of Open Interest Represented by Each Category of Trader
0.5 3.1 0.0 2.7 0.0 0.1 52.9 33.6 1.4 1.5 6.8 0.4 40.5 54.5
Number of Traders in Each Category Total Traders: 39
. . . 4 0 . 9 5 6 6 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 528,900
Positions
82,248 129,242 19,416 229,229 142,312 24,769 97,873 146,773 20,184 21,894 21,459 1,410 31,877 23,335
Changes from: December 19, 2023 Total Change is: 2,141
4,598 12,181 691 10,202 -1,917 -5,387 16,630 2,251 866 -23,828 -2,008 -3,097 1,467 -1,439
Percent of Open Interest Represented by Each Category of Trader
15.6 24.4 3.7 43.3 26.9 4.7 18.5 27.8 3.8 4.1 4.1 0.3 6.0 4.4
Number of Traders in Each Category Total Traders: 375
30 21 9 105 57 44 56 69 31 17 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 26,282
Positions
12,207 11,373 0 12,901 12,848 0 358 990 0 0 0 0 816 1,071
Changes from: December 19, 2023 Total Change is: -103
-210 63 0 81 -19 0 0 -10 0 0 0 0 26 -137
Percent of Open Interest Represented by Each Category of Trader
46.4 43.3 0.0 49.1 48.9 0.0 1.4 3.8 0.0 0.0 0.0 0.0 3.1 4.1
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 26, 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 14,811
Positions
0 7,959 0 9,999 0 14 1,093 2,271 0 364 2,204 0 3,341 2,363
Changes from: December 19, 2023 Total Change is: -162
0 0 0 -309 0 5 -259 -266 0 0 117 0 401 -18
Percent of Open Interest Represented by Each Category of Trader
0.0 53.7 0.0 67.5 0.0 0.1 7.4 15.3 0.0 2.5 14.9 0.0 22.6 16.0
Number of Traders in Each Category Total Traders: 22
0 5 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 42,070
Positions
6,324 17,714 323 12,553 1,168 675 9,746 3,746 483 4,671 766 0 7,295 17,195
Changes from: December 19, 2023 Total Change is: 2,524
186 -580 -8 567 128 0 -42 432 -320 1,190 0 0 951 2,872
Percent of Open Interest Represented by Each Category of Trader
15.0 42.1 0.8 29.8 2.8 1.6 23.2 8.9 1.1 11.1 1.8 0.0 17.3 40.9
Number of Traders in Each Category Total Traders: 52
8 . . 12 . 5 15 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 419,069
Positions
37,126 242,866 1,320 297,904 62,895 29,643 24,007 22,797 905 14,362 50,575 593 13,209 7,475
Changes from: December 19, 2023 Total Change is: 7,310
1,784 1,616 575 5,117 2,228 71 419 2,130 -44 -589 3,632 0 -23 -2,898
Percent of Open Interest Represented by Each Category of Trader
8.9 58.0 0.3 71.1 15.0 7.1 5.7 5.4 0.2 3.4 12.1 0.1 3.2 1.8
Number of Traders in Each Category Total Traders: 194
9 19 5 83 39 35 21 16 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 1,075,908
Positions
101,859 421,113 11,197 625,716 311,676 109,940 107,986 146,745 10,834 77,143 50,709 2,096 29,137 11,598
Changes from: December 19, 2023 Total Change is: 8,638
2,465 2,606 853 2,755 -5,220 -1,861 4,568 10,956 -1,613 -33 3,903 0 1,504 -986
Percent of Open Interest Represented by Each Category of Trader
9.5 39.1 1.0 58.2 29.0 10.2 10.0 13.6 1.0 7.2 4.7 0.2 2.7 1.1
Number of Traders in Each Category Total Traders: 394
26 18 8 165 56 72 59 30 24 29 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 191,593
Positions
9,828 127,359 22,943 41,647 0 1,640 73,875 4,941 29,580 9,965 4,605 0 2,115 525
Changes from: December 19, 2023 Total Change is: 1,265
96 1,362 -898 -139 -48 0 -825 932 -537 1,706 0 0 1,862 454
Percent of Open Interest Represented by Each Category of Trader
5.1 66.5 12.0 21.7 0.0 0.9 38.6 2.6 15.4 5.2 2.4 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 77
6 19 15 11 0 . 27 6 13 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 1,525,489
Positions
24,877 195,008 35,183 783,296 271,877 186,640 81,786 441,316 112,071 96,514 123,907 5,522 199,601 153,965
Changes from: December 19, 2023 Total Change is: -45,128
-437 -4,617 -4,719 12,141 -2,287 -16,984 12,523 27,076 -26,138 576 18,498 -3,215 -18,876 -32,743
Percent of Open Interest Represented by Each Category of Trader
1.6 12.8 2.3 51.3 17.8 12.2 5.4 28.9 7.3 6.3 8.1 0.4 13.1 10.1
Number of Traders in Each Category Total Traders: 202
9 20 17 65 31 61 19 36 36 7 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 1,626,177
Positions
13,112 84,034 1,169 1,005,999 289,586 279,434 96,510 737,636 18,372 43,245 68,061 14 168,321 147,870
Changes from: December 19, 2023 Total Change is: -1,943
-2,535 -1,525 -373 5,522 -3,268 1,545 -3,274 2,269 -1,615 -260 1,619 0 -952 -594
Percent of Open Interest Represented by Each Category of Trader
0.8 5.2 0.1 61.9 17.8 17.2 5.9 45.4 1.1 2.7 4.2 0.0 10.4 9.1
Number of Traders in Each Category Total Traders: 176
4 8 4 73 36 61 13 30 15 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 3,789,462
Positions
114,249 327,648 17,814 1,693,599 472,495 309,041 763,048 2,290,802 82,355 529,791 146,194 13,435 266,130 129,678
Changes from: December 19, 2023 Total Change is: -87,478
-1,826 8,763 -4,475 15,457 77 -8,354 -49,165 -44,261 -14,317 -2,750 220 -4,755 -17,293 -20,376
Percent of Open Interest Represented by Each Category of Trader
3.0 8.6 0.5 44.7 12.5 8.2 20.1 60.5 2.2 14.0 3.9 0.4 7.0 3.4
Number of Traders in Each Category Total Traders: 446
24 25 10 158 44 92 76 58 44 51 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 5,244,731
Positions
112,883 310,190 257,874 2,384,412 1,101,399 728,524 306,693 1,733,071 466,463 483,174 220,001 58,936 445,772 368,274
Changes from: December 19, 2023 Total Change is: -306,981
-7,673 -2,326 -56,564 19,598 -29,753 -82,416 8,815 33,969 -156,713 387 51,882 -48,908 16,494 -16,152
Percent of Open Interest Represented by Each Category of Trader
2.2 5.9 4.9 45.5 21.0 13.9 5.8 33.0 8.9 9.2 4.2 1.1 8.5 7.0
Number of Traders in Each Category Total Traders: 405
19 31 31 130 54 108 49 77 80 31 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 2,044,816
Positions
70,023 131,762 3,577 945,278 660,990 286,523 337,683 573,724 27,293 177,919 98,583 1,205 195,315 261,158
Changes from: December 19, 2023 Total Change is: 18,988
1,517 -10,540 62 4,867 28,093 8,785 3,119 -4,550 4,918 659 6,932 197 -5,136 -14,909
Percent of Open Interest Represented by Each Category of Trader
3.4 6.4 0.2 46.2 32.3 14.0 16.5 28.1 1.3 8.7 4.8 0.1 9.6 12.8
Number of Traders in Each Category Total Traders: 191
5 13 4 54 54 60 14 30 13 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 3,471
Positions
0 0 0 0 0 0 930 972 635 672 742 0 1,234 1,122
Changes from: December 19, 2023 Total Change is: 87
0 0 0 0 0 0 305 121 263 196 150 0 -677 -447
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 26.8 28.0 18.3 19.4 21.4 0.0 35.6 32.3
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 4 . . 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 5,996,860
Positions
104,634 694,261 93,259 2,992,165 1,022,488 692,311 868,612 2,836,736 236,411 546,779 133,160 7,407 455,283 280,827
Changes from: December 19, 2023 Total Change is: -35,412
11,216 26,398 -4,555 19,503 32,493 -27,812 -10,995 -18,586 -31,761 184 9,394 -7,936 16,745 -13,047
Percent of Open Interest Represented by Each Category of Trader
1.7 11.6 1.6 49.9 17.1 11.5 14.5 47.3 3.9 9.1 2.2 0.1 7.6 4.7
Number of Traders in Each Category Total Traders: 370
11 33 19 151 30 97 45 66 58 24 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 1,596,563
Positions
402,171 150,292 429,553 43,780 22,139 52,283 222,946 487,158 399,591 9,443 6,149 7,555 29,241 41,843
Changes from: December 19, 2023 Total Change is: 15,197
25,931 -37,784 8,569 -1,473 1,657 6,388 -14,129 42,752 9,698 -2,607 2,194 -1,886 -15,294 -16,391
Percent of Open Interest Represented by Each Category of Trader
25.2 9.4 26.9 2.7 1.4 3.3 14.0 30.5 25.0 0.6 0.4 0.5 1.8 2.6
Number of Traders in Each Category Total Traders: 150
33 25 50 . 6 4 30 45 54 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 28,361
Positions
12,577 12,361 6,899 477 341 61 1,800 2,119 6,431 45 35 44 27 70
Changes from: December 19, 2023 Total Change is: -6,371
-4,139 -5,272 -181 -326 200 -207 -708 89 -627 -55 -207 -45 -83 -121
Percent of Open Interest Represented by Each Category of Trader
44.3 43.6 24.3 1.7 1.2 0.2 6.3 7.5 22.7 0.2 0.1 0.2 0.1 0.2
Number of Traders in Each Category Total Traders: 43
10 7 10 . . . 9 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 is19,992,709
Positions
1,686,905 2,071,800 3,630,673 225,117 566,892 1,643,598 1,677,177 829,381 10,449,779 171,126 291,663 470,266 38,068 38,658
Changes from: December 19, 2023 Total Change is: -812,088
-533,953 -412,483 -74,695 9,041 -148,168 -37,268 -126,920 -44,484 115,506 6,292 -34,763 -58,334 -111,758 -117,399
Percent of Open Interest Represented by Each Category of Trader
8.4 10.4 18.2 1.1 2.8 8.2 8.4 4.1 52.3 0.9 1.5 2.4 0.2 0.2
Number of Traders in Each Category Total Traders: 1,012
72 107 140 57 74 77 184 139 217 182 158 184
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 1,023,021
Positions
250,473 235,675 256,656 102,195 3,938 22,595 191,112 320,566 162,071 36,659 20,366 242 1,018 912
Changes from: December 19, 2023 Total Change is: 19,380
17,018 19,777 13,987 -1,446 151 2,068 -2,596 -7,209 956 -1 325 43 -10,649 -10,718
Percent of Open Interest Represented by Each Category of Trader
24.5 23.0 25.1 10.0 0.4 2.2 18.7 31.3 15.8 3.6 2.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 188
33 50 55 4 5 5 29 51 45 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 71,079
Positions
2,546 60 31,585 120 405 0 4,185 20,396 18,348 14,285 265 0 10 20
Changes from: December 19, 2023 Total Change is: 325
0 0 0 0 80 0 185 240 0 140 5 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.6 0.1 44.4 0.2 0.6 0.0 5.9 28.7 25.8 20.1 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 26, 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 35,473
Positions
6,748 0 1,253 38 348 0 3,994 19,080 10,531 12,909 4,200 0 0 61
Changes from: December 19, 2023 Total Change is: 675
0 0 0 0 0 0 575 734 0 100 -59 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.0 0.0 3.5 0.1 1.0 0.0 11.3 53.8 29.7 36.4 11.8 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 26, 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 26,619
Positions
976 6,121 745 11,958 0 322 2,829 12,700 4,551 2,301 527 641 2,297 1,013
Changes from: December 19, 2023 Total Change is: -1,799
106 -555 152 281 0 63 -429 225 98 -474 -8 -54 -1,541 -1,720
Percent of Open Interest Represented by Each Category of Trader
3.7 23.0 2.8 44.9 0.0 1.2 10.6 47.7 17.1 8.6 2.0 2.4 8.6 3.8
Number of Traders in Each Category Total Traders: 128
5 9 4 20 0 5 30 36 27 15 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 17,397
Positions
2,450 6,273 48 1,470 38 51 2,790 5,048 3,259 2,814 1,137 400 4,115 1,143
Changes from: December 19, 2023 Total Change is: -259
942 226 9 -53 -30 0 -562 537 202 -16 32 -13 -767 -1,222
Percent of Open Interest Represented by Each Category of Trader
14.1 36.1 0.3 8.4 0.2 0.3 16.0 29.0 18.7 16.2 6.5 2.3 23.7 6.6
Number of Traders in Each Category Total Traders: 112
4 . . 6 . . 16 12 9 51 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 16,628
Positions
0 2,572 0 0 0 0 538 5,510 961 8,933 2,433 0 6,196 5,152
Changes from: December 19, 2023 Total Change is: 1,947
0 645 0 0 0 0 538 1,979 761 1,430 -669 0 -782 -769
Percent of Open Interest Represented by Each Category of Trader
0.0 15.5 0.0 0.0 0.0 0.0 3.2 33.1 5.8 53.7 14.6 0.0 37.3 31.0
Number of Traders in Each Category Total Traders: 100
0 . 0 0 0 0 . . . 75 21 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 6,909
Positions
263 1,083 133 1,649 0 15 2,142 3,133 1,266 483 932 41 917 306
Changes from: December 19, 2023 Total Change is: -160
39 35 -10 -83 -30 -1 461 98 199 -49 353 -58 -657 -745
Percent of Open Interest Represented by Each Category of Trader
3.8 15.7 1.9 23.9 0.0 0.2 31.0 45.3 18.3 7.0 13.5 0.6 13.3 4.4
Number of Traders in Each Category Total Traders: 76
4 6 . 11 0 . 26 20 16 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 43,719
Positions
0 13,662 284 2,973 717 427 8,834 5,894 15,552 12,004 4,796 2,186 1,459 201
Changes from: December 19, 2023 Total Change is: -2,224
-471 -984 -1,014 -708 312 0 51 200 1,089 844 452 -257 -1,758 -2,022
Percent of Open Interest Represented by Each Category of Trader
0.0 31.2 0.6 6.8 1.6 1.0 20.2 13.5 35.6 27.5 11.0 5.0 3.3 0.5
Number of Traders in Each Category Total Traders: 114
0 . . . . . 14 7 8 64 22 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 13,206
Positions
0 10,258 209 0 0 0 4,828 0 270 5,928 1,327 0 1,971 1,142
Changes from: December 19, 2023 Total Change is: 3,739
0 3,975 -3 0 0 0 4,605 0 -2 -763 -222 0 -98 -9
Percent of Open Interest Represented by Each Category of Trader
0.0 77.7 1.6 0.0 0.0 0.0 36.6 0.0 2.0 44.9 10.0 0.0 14.9 8.6
Number of Traders in Each Category Total Traders: 63
0 . . 0 0 0 4 0 . 47 11 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 22,071
Positions
0 4,243 0 6,608 1,924 679 10,374 9,064 962 1,045 1,843 4 2,399 3,352
Changes from: December 19, 2023 Total Change is: 302
0 -228 0 -1,557 291 26 1,185 -71 249 252 -285 1 147 319
Percent of Open Interest Represented by Each Category of Trader
0.0 19.2 0.0 29.9 8.7 3.1 47.0 41.1 4.4 4.7 8.3 0.0 10.9 15.2
Number of Traders in Each Category Total Traders: 91
0 . 0 13 5 . 21 22 4 11 17 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 345,802
Positions
61,103 33,393 15,528 64,754 74,479 46,406 51,844 78,736 51,859 15,434 2,275 13,624 25,250 29,502
Changes from: December 19, 2023 Total Change is: -78,370
-905 -22,247 -6,191 -9,222 -8,080 -5,708 -36,208 -13,767 -15,242 -780 -2,538 -3,580 -534 -1,017
Percent of Open Interest Represented by Each Category of Trader
17.7 9.7 4.5 18.7 21.5 13.4 15.0 22.8 15.0 4.5 0.7 3.9 7.3 8.5
Number of Traders in Each Category Total Traders: 210
16 12 20 18 33 20 39 50 55 12 10 20
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Traders in Financial Futures - Options and Futures Combined Positions as of December 26, 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 73,191
Positions
59,110 53,357 0 11,369 6,987 48 2,136 12,646 0 292 130 0 236 23
Changes from: December 19, 2023 Total Change is: 5,750
7,920 8,150 0 25 -130 0 -372 -792 -98 -341 -7 -3 -1,381 -1,370
Percent of Open Interest Represented by Each Category of Trader
80.8 72.9 0.0 15.5 9.5 0.1 2.9 17.3 0.0 0.4 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 35
4 . 0 12 . . 4 4 0 6 . 0
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Updated December 29, 2023