Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 184,476
Positions
51,457 31,684 76 61,497 48,002 3,359 22,443 76,141 1,684 9,634 2,015 576 33,750 20,939
Changes from: December 26, 2023 Total Change is: 8,024
-3,095 13,446 -314 10,599 -2,619 -413 1,402 941 243 241 -583 -33 -606 -2,644
Percent of Open Interest Represented by Each Category of Trader
27.9 17.2 0.0 33.3 26.0 1.8 12.2 41.3 0.9 5.2 1.1 0.3 18.3 11.4
Number of Traders in Each Category Total Traders: 108
6 7 . 23 19 9 16 24 8 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,236
Positions
9,482 8,707 0 15,626 17,909 4 8,335 7,435 225 1,616 2,065 0 15,948 14,891
Changes from: December 26, 2023 Total Change is: 4,014
-1,714 658 0 3,046 1,883 0 823 1,237 6 0 1,514 0 1,853 -1,284
Percent of Open Interest Represented by Each Category of Trader
18.5 17.0 0.0 30.5 35.0 0.0 16.3 14.5 0.4 3.2 4.0 0.0 31.1 29.1
Number of Traders in Each Category Total Traders: 52
. 7 0 8 10 . 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 177,770
Positions
26,790 11,402 6,476 42,146 88,956 4,917 57,837 26,583 10,479 0 1,877 0 29,125 27,080
Changes from: December 26, 2023 Total Change is: 2,632
4,122 -4,040 -173 -3,210 1,698 961 3,957 1,446 -325 0 0 0 -2,700 3,065
Percent of Open Interest Represented by Each Category of Trader
15.1 6.4 3.6 23.7 50.0 2.8 32.5 15.0 5.9 0.0 1.1 0.0 16.4 15.2
Number of Traders in Each Category Total Traders: 106
5 8 . 14 28 11 28 20 12 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 184,042
Positions
31,560 7,092 1,072 64,625 42,073 5,147 28,836 87,631 3,732 11,084 1,015 0 37,986 36,280
Changes from: December 26, 2023 Total Change is: -4,498
-2,745 835 -19 1,029 -5,125 1,475 -3,717 -3,110 958 -988 -224 0 -491 712
Percent of Open Interest Represented by Each Category of Trader
17.1 3.9 0.6 35.1 22.9 2.8 15.7 47.6 2.0 6.0 0.6 0.0 20.6 19.7
Number of Traders in Each Category Total Traders: 134
11 6 . 22 24 12 26 34 10 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 718,885
Positions
18,714 456,316 2,523 460,498 92,299 25,938 86,037 73,326 8,165 29,756 10,974 3,799 83,455 45,545
Changes from: December 26, 2023 Total Change is: 13,258
507 22,467 295 -352 -2,851 640 14,457 -2,487 -3,269 -208 1,390 4 1,184 -2,931
Percent of Open Interest Represented by Each Category of Trader
2.6 63.5 0.4 64.1 12.8 3.6 12.0 10.2 1.1 4.1 1.5 0.5 11.6 6.3
Number of Traders in Each Category Total Traders: 290
12 13 . 114 32 46 50 34 21 23 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,908
Positions
501 10,139 0 15,675 4,273 1,466 425 6,388 0 0 0 0 10,841 6,642
Changes from: December 26, 2023 Total Change is: 104
2 4 0 456 -39 -399 -402 580 0 0 0 0 447 -42
Percent of Open Interest Represented by Each Category of Trader
1.7 35.1 0.0 54.2 14.8 5.1 1.5 22.1 0.0 0.0 0.0 0.0 37.5 23.0
Number of Traders in Each Category Total Traders: 25
. . 0 15 . 5 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 157,003
Positions
49,473 20,548 162 41,872 83,768 3,349 27,118 32,904 525 6,598 439 0 27,906 15,308
Changes from: December 26, 2023 Total Change is: 4,268
-8,020 14,061 -29 5,273 -5,908 1,387 5,868 -619 -876 30 -26 0 635 -3,722
Percent of Open Interest Represented by Each Category of Trader
31.5 13.1 0.1 26.7 53.4 2.1 17.3 21.0 0.3 4.2 0.3 0.0 17.8 9.8
Number of Traders in Each Category Total Traders: 94
7 5 . 20 10 8 27 19 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 268,627
Positions
2,910 90,572 195 152,705 3,422 899 100,551 75,040 1,386 1,864 92,227 17 8,100 4,869
Changes from: December 26, 2023 Total Change is: 15,410
825 3,630 122 3,280 -195 0 10,394 10,849 366 -201 424 17 607 197
Percent of Open Interest Represented by Each Category of Trader
1.1 33.7 0.1 56.8 1.3 0.3 37.4 27.9 0.5 0.7 34.3 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 168
. 8 . 33 8 4 64 25 9 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 65,029
Positions
1,163 40,304 102 40,978 2,160 1 16,041 18,206 0 3,068 2,955 0 3,676 1,301
Changes from: December 26, 2023 Total Change is: -25,226
-4,270 -13,641 -9,040 2,826 41 0 477 13,529 -10,393 652 -390 0 -5,478 -5,332
Percent of Open Interest Represented by Each Category of Trader
1.8 62.0 0.2 63.0 3.3 0.0 24.7 28.0 0.0 4.7 4.5 0.0 5.7 2.0
Number of Traders in Each Category Total Traders: 78
. 8 . 18 4 . 22 10 0 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 39,215
Positions
5,457 6,849 0 14,230 18,072 1,006 11,596 9,900 412 865 312 0 5,649 2,664
Changes from: December 26, 2023 Total Change is: 4,304
-120 3,228 0 2,232 472 -50 2,106 994 -332 -2 -18 0 470 10
Percent of Open Interest Represented by Each Category of Trader
13.9 17.5 0.0 36.3 46.1 2.6 29.6 25.2 1.1 2.2 0.8 0.0 14.4 6.8
Number of Traders in Each Category Total Traders: 79
5 5 0 17 14 4 18 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,467
Positions
395 1,129 0 1,437 1,667 77 1,861 1,508 0 0 0 0 1,697 1,086
Changes from: December 26, 2023 Total Change is: -395
8 -697 0 144 -162 0 -288 349 0 0 0 0 -259 115
Percent of Open Interest Represented by Each Category of Trader
7.2 20.7 0.0 26.3 30.5 1.4 34.0 27.6 0.0 0.0 0.0 0.0 31.0 19.9
Number of Traders in Each Category Total Traders: 24
. . 0 4 4 . 8 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,364
Positions
29,384 61,204 1,510 25,130 5,749 2,648 27,952 14,898 1,488 1,453 3,116 0 13,799 12,751
Changes from: December 26, 2023 Total Change is: 4,863
-926 3,782 102 -940 2,651 1,082 6,154 -1,768 -599 -74 -733 0 64 346
Percent of Open Interest Represented by Each Category of Trader
28.4 59.2 1.5 24.3 5.6 2.6 27.0 14.4 1.4 1.4 3.0 0.0 13.3 12.3
Number of Traders in Each Category Total Traders: 105
10 21 6 21 4 7 26 16 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,364
Positions
29,384 61,204 1,510 25,130 5,749 2,648 27,952 14,898 1,488 1,453 3,116 0 13,799 12,751
Changes from: December 26, 2023 Total Change is: 4,863
-926 3,782 102 -940 2,651 1,082 6,154 -1,768 -599 -74 -733 0 64 346
Percent of Open Interest Represented by Each Category of Trader
28.4 59.2 1.5 24.3 5.6 2.6 27.0 14.4 1.4 1.4 3.0 0.0 13.3 12.3
Number of Traders in Each Category Total Traders: 105
10 21 6 21 4 7 26 16 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,886
Positions
10,788 42,305 0 34,626 5,194 1,466 3,524 3,098 0 0 0 0 2,482 823
Changes from: December 26, 2023 Total Change is: 6,031
2,991 5,440 0 2,551 302 -25 931 -85 0 0 0 0 -417 399
Percent of Open Interest Represented by Each Category of Trader
20.4 80.0 0.0 65.5 9.8 2.8 6.7 5.9 0.0 0.0 0.0 0.0 4.7 1.6
Number of Traders in Each Category Total Traders: 40
5 7 0 21 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,234,726
Positions
256,142 848,962 35,268 1,220,747 263,371 160,574 147,532 537,745 41,387 94,689 154,502 2,699 275,689 190,220
Changes from: December 26, 2023 Total Change is: 67,939
-16,621 32,800 4,519 65,146 -11,754 2,945 2,228 36,734 3,747 -368 6,384 -2,935 9,278 -4,501
Percent of Open Interest Represented by Each Category of Trader
11.5 38.0 1.6 54.6 11.8 7.2 6.6 24.1 1.9 4.2 6.9 0.1 12.3 8.5
Number of Traders in Each Category Total Traders: 500
30 39 20 181 60 101 65 82 50 16 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,800
Positions
8,206 6,292 0 5,283 9,009 0 3,928 1,631 0 0 0 0 1,383 1,868
Changes from: December 26, 2023 Total Change is: -523
-302 -138 0 -35 -78 0 -94 -147 0 0 0 0 -92 -160
Percent of Open Interest Represented by Each Category of Trader
43.6 33.5 0.0 28.1 47.9 0.0 20.9 8.7 0.0 0.0 0.0 0.0 7.4 9.9
Number of Traders in Each Category Total Traders: 27
6 5 0 . 4 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 23,861
Positions
5,202 19,518 0 12,294 2,185 226 3,041 754 0 0 0 0 3,098 1,178
Changes from: December 26, 2023 Total Change is: -1,026
1,273 -1,035 0 -2,445 -227 226 109 27 0 0 0 0 -189 -17
Percent of Open Interest Represented by Each Category of Trader
21.8 81.8 0.0 51.5 9.2 0.9 12.7 3.2 0.0 0.0 0.0 0.0 13.0 4.9
Number of Traders in Each Category Total Traders: 32
4 8 0 12 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,221,215
Positions
256,034 848,860 35,266 1,218,405 263,482 160,169 148,510 538,311 35,123 94,689 153,727 2,699 270,320 183,578
Changes from: December 26, 2023 Total Change is: 65,902
-16,729 33,520 4,517 64,796 -11,754 2,991 2,373 37,179 1,997 -368 6,196 -2,935 9,260 -5,809
Percent of Open Interest Represented by Each Category of Trader
11.5 38.2 1.6 54.9 11.9 7.2 6.7 24.2 1.6 4.3 6.9 0.1 12.2 8.3
Number of Traders in Each Category Total Traders: 489
29 38 19 178 60 101 63 79 46 16 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 36,295
Positions
23,020 33,845 0 9,526 299 0 1,258 586 0 0 0 0 2,491 1,565
Changes from: December 26, 2023 Total Change is: 1,789
-171 2,095 0 1,684 0 0 370 -399 0 0 0 0 -94 93
Percent of Open Interest Represented by Each Category of Trader
63.4 93.2 0.0 26.2 0.8 0.0 3.5 1.6 0.0 0.0 0.0 0.0 6.9 4.3
Number of Traders in Each Category Total Traders: 22
5 6 0 4 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,321
Positions
4,333 12,645 0 8,928 9,735 161 10,492 2,523 0 0 0 0 2,407 1,257
Changes from: December 26, 2023 Total Change is: -287
130 235 0 -87 -421 0 -200 -395 0 0 0 0 -130 294
Percent of Open Interest Represented by Each Category of Trader
16.5 48.0 0.0 33.9 37.0 0.6 39.9 9.6 0.0 0.0 0.0 0.0 9.1 4.8
Number of Traders in Each Category Total Traders: 30
5 6 0 8 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 135,114
Positions
1,081 1,019 21 25,653 1,121 1,813 37,550 41,666 15,306 0 7,746 0 53,690 66,422
Changes from: December 26, 2023 Total Change is: 20,367
1,081 -7,196 21 3,509 13 -472 16,114 13,110 -67 0 1,879 0 181 13,079
Percent of Open Interest Represented by Each Category of Trader
0.8 0.8 0.0 19.0 0.8 1.3 27.8 30.8 11.3 0.0 5.7 0.0 39.7 49.2
Number of Traders in Each Category Total Traders: 29
. . . 11 . . 7 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 380,406
Positions
129,293 138,937 124,513 1,634 38,000 0 40,006 17,614 57,675 24,277 0 1,250 1,758 2,417
Changes from: December 26, 2023 Total Change is: 10,910
1,527 437 5,613 0 0 0 1,709 1,799 2,061 -1,000 0 1,000 0 0
Percent of Open Interest Represented by Each Category of Trader
34.0 36.5 32.7 0.4 10.0 0.0 10.5 4.6 15.2 6.4 0.0 0.3 0.5 0.6
Number of Traders in Each Category Total Traders: 37
9 12 17 . . 0 . 6 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,248
Positions
4,094 10,536 121 26,338 20,773 1,798 1,483 4,629 3 0 533 0 8,411 3,855
Changes from: December 26, 2023 Total Change is: 2,709
-752 2,616 121 3,846 149 -200 448 880 -43 0 -485 0 -711 -329
Percent of Open Interest Represented by Each Category of Trader
9.7 24.9 0.3 62.3 49.2 4.3 3.5 11.0 0.0 0.0 1.3 0.0 19.9 9.1
Number of Traders in Each Category Total Traders: 69
5 5 . 33 13 10 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 281,637
Positions
48,282 106,272 3,719 115,882 26,698 4,329 44,770 80,633 12,929 7,120 11,897 9 44,597 35,151
Changes from: December 26, 2023 Total Change is: -4,587
-9,278 -1,148 122 5,499 7,174 -446 -2,694 -9,721 3,253 -1,673 491 -330 960 -3,984
Percent of Open Interest Represented by Each Category of Trader
17.1 37.7 1.3 41.1 9.5 1.5 15.9 28.6 4.6 2.5 4.2 0.0 15.8 12.5
Number of Traders in Each Category Total Traders: 304
23 27 11 77 27 28 51 54 33 18 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 272,832
Positions
48,210 106,212 3,497 115,669 26,698 4,266 46,998 81,924 6,934 7,015 11,330 2 40,241 31,969
Changes from: December 26, 2023 Total Change is: -5,223
-9,305 -947 -98 5,509 7,174 -504 -1,291 -10,807 2,496 -1,963 185 2 -69 -2,724
Percent of Open Interest Represented by Each Category of Trader
17.7 38.9 1.3 42.4 9.8 1.6 17.2 30.0 2.5 2.6 4.2 0.0 14.7 11.7
Number of Traders in Each Category Total Traders: 282
22 25 10 73 27 27 48 51 29 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 88,050
Positions
2,916 2,799 24 2,711 584 42 31,292 40,664 6,383 1,053 5,667 68 43,561 31,819
Changes from: December 26, 2023 Total Change is: 6,357
2,469 193 0 481 584 -3 -12,374 12,523 5,909 -214 -51 -202 10,291 -12,596
Percent of Open Interest Represented by Each Category of Trader
3.3 3.2 0.0 3.1 0.7 0.0 35.5 46.2 7.2 1.2 6.4 0.1 49.5 36.1
Number of Traders in Each Category Total Traders: 41
. . . 6 . . 8 11 6 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 516,339
Positions
83,735 139,184 9,077 244,382 160,911 23,371 95,876 135,540 4,962 23,503 22,881 301 31,132 20,112
Changes from: December 26, 2023 Total Change is: 18,098
1,487 6,930 799 15,175 18,645 -1,300 -2,644 -9,830 1,720 1,819 2,114 -31 1,073 -949
Percent of Open Interest Represented by Each Category of Trader
16.2 27.0 1.8 47.3 31.2 4.5 18.6 26.3 1.0 4.6 4.4 0.1 6.0 3.9
Number of Traders in Each Category Total Traders: 366
34 20 5 106 58 43 57 64 24 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,533
Positions
13,670 12,615 0 12,795 12,818 0 358 990 0 0 0 0 710 1,110
Changes from: December 26, 2023 Total Change is: 1,251
1,463 1,242 0 -106 -30 0 0 0 0 0 0 0 -106 39
Percent of Open Interest Represented by Each Category of Trader
49.6 45.8 0.0 46.5 46.6 0.0 1.3 3.6 0.0 0.0 0.0 0.0 2.6 4.0
Number of Traders in Each Category Total Traders: 24
. 7 0 9 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,164
Positions
0 7,959 0 10,066 0 10 1,093 2,356 0 364 2,616 0 3,631 2,223
Changes from: December 26, 2023 Total Change is: 353
0 0 0 67 0 -4 0 85 0 0 412 0 290 -140
Percent of Open Interest Represented by Each Category of Trader
0.0 52.5 0.0 66.4 0.0 0.1 7.2 15.5 0.0 2.4 17.3 0.0 23.9 14.7
Number of Traders in Each Category Total Traders: 22
0 5 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,817
Positions
6,354 17,776 324 12,179 1,249 902 9,645 4,536 254 4,169 766 0 7,990 16,010
Changes from: December 26, 2023 Total Change is: -253
30 62 1 -374 81 227 -101 790 -229 -502 0 0 695 -1,185
Percent of Open Interest Represented by Each Category of Trader
15.2 42.5 0.8 29.1 3.0 2.2 23.1 10.8 0.6 10.0 1.8 0.0 19.1 38.3
Number of Traders in Each Category Total Traders: 53
7 . . 11 . 5 15 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 432,683
Positions
38,558 249,260 1,233 302,087 72,808 28,176 30,326 21,919 1,781 14,392 48,821 593 15,537 8,092
Changes from: December 26, 2023 Total Change is: 13,614
1,432 6,394 -87 4,183 9,913 -1,467 6,319 -878 876 30 -1,754 0 2,328 617
Percent of Open Interest Represented by Each Category of Trader
8.9 57.6 0.3 69.8 16.8 6.5 7.0 5.1 0.4 3.3 11.3 0.1 3.6 1.9
Number of Traders in Each Category Total Traders: 194
11 18 5 82 37 34 23 16 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,085,958
Positions
102,822 426,895 9,595 633,659 304,423 112,263 108,229 154,151 10,287 76,577 57,680 2,072 30,454 8,592
Changes from: December 26, 2023 Total Change is: 10,050
963 5,782 -1,602 7,943 -7,253 2,323 243 7,406 -547 -566 6,971 -24 1,317 -3,006
Percent of Open Interest Represented by Each Category of Trader
9.5 39.3 0.9 58.4 28.0 10.3 10.0 14.2 0.9 7.1 5.3 0.2 2.8 0.8
Number of Traders in Each Category Total Traders: 394
27 19 8 163 56 73 58 32 24 29 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 192,881
Positions
10,183 128,656 22,656 41,554 0 1,605 74,379 4,809 30,025 9,992 4,605 0 2,487 525
Changes from: December 26, 2023 Total Change is: 1,288
355 1,297 -287 -93 0 -35 504 -132 445 27 0 0 372 0
Percent of Open Interest Represented by Each Category of Trader
5.3 66.7 11.7 21.5 0.0 0.8 38.6 2.5 15.6 5.2 2.4 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 76
7 18 14 11 0 . 25 6 13 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,427,734
Positions
33,824 198,221 2,550 822,173 287,401 171,462 78,259 501,534 29,974 96,112 96,416 231 193,149 139,945
Changes from: December 26, 2023 Total Change is: 48,402
1,007 4,791 1,934 45,643 18,841 -4,053 -5,200 56,556 1,675 5,968 -28,619 -1 1,429 -2,722
Percent of Open Interest Represented by Each Category of Trader
2.4 13.9 0.2 57.6 20.1 12.0 5.5 35.1 2.1 6.7 6.8 0.0 13.5 9.8
Number of Traders in Each Category Total Traders: 203
13 17 5 65 32 58 13 46 12 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,665,202
Positions
12,768 99,729 1,321 1,049,754 298,841 283,962 94,369 757,616 16,510 43,377 53,880 14 163,127 153,329
Changes from: December 26, 2023 Total Change is: 42,157
-344 15,695 152 43,755 9,279 4,533 -1,439 21,257 -1,245 132 -14,181 0 -3,387 6,667
Percent of Open Interest Represented by Each Category of Trader
0.8 6.0 0.1 63.0 17.9 17.1 5.7 45.5 1.0 2.6 3.2 0.0 9.8 9.2
Number of Traders in Each Category Total Traders: 178
4 11 4 75 36 60 12 29 12 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,770,545
Positions
120,665 363,626 11,345 1,702,951 458,073 303,590 776,321 2,269,655 66,421 529,411 152,216 10,859 248,982 134,760
Changes from: December 26, 2023 Total Change is: 8,438
5,667 35,550 -2,845 8,887 -13,111 -2,362 15,191 -22,498 2,233 -905 6,022 -2,051 -15,377 7,500
Percent of Open Interest Represented by Each Category of Trader
3.2 9.6 0.3 45.2 12.1 8.1 20.6 60.2 1.8 14.0 4.0 0.3 6.6 3.6
Number of Traders in Each Category Total Traders: 454
27 24 9 161 44 90 72 62 35 52 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,620,698
Positions
169,610 330,098 67,517 2,421,790 1,079,503 705,737 293,812 1,831,940 86,093 476,108 169,874 548 399,483 349,388
Changes from: December 26, 2023 Total Change is: 30,815
13,379 20,570 -11,626 36,217 -7,707 7,314 -23,683 48,491 14,101 17,673 -47,103 124 -22,684 6,651
Percent of Open Interest Represented by Each Category of Trader
3.7 7.1 1.5 52.4 23.4 15.3 6.4 39.6 1.9 10.3 3.7 0.0 8.6 7.6
Number of Traders in Each Category Total Traders: 402
21 31 11 133 51 103 44 78 35 26 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,082,311
Positions
68,222 156,965 4,068 947,166 668,813 289,245 362,480 588,260 32,251 174,315 75,581 2,556 202,008 264,572
Changes from: December 26, 2023 Total Change is: 38,464
-1,801 25,203 491 1,888 7,836 2,752 24,797 14,536 4,958 -3,604 -23,002 1,351 7,632 4,339
Percent of Open Interest Represented by Each Category of Trader
3.3 7.5 0.2 45.5 32.1 13.9 17.4 28.3 1.5 8.4 3.6 0.1 9.7 12.7
Number of Traders in Each Category Total Traders: 191
5 14 5 53 53 55 19 27 14 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,657
Positions
0 0 0 0 0 0 1,491 820 31 192 839 0 943 967
Changes from: December 26, 2023 Total Change is: -814
0 0 0 0 0 0 561 -152 -604 -480 97 0 -291 -155
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 56.1 30.9 1.2 7.2 31.6 0.0 35.5 36.4
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 4 . . 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,797,316
Positions
111,508 696,083 18,576 3,020,163 1,040,674 678,102 844,074 2,825,109 125,458 569,295 125,942 203 429,937 287,169
Changes from: December 26, 2023 Total Change is: 54,717
3,500 -3,881 1,215 26,799 18,047 5,157 -22,835 -12,127 32,957 20,588 -6,332 12 -12,676 19,669
Percent of Open Interest Represented by Each Category of Trader
1.9 12.0 0.3 52.1 18.0 11.7 14.6 48.7 2.2 9.8 2.2 0.0 7.4 5.0
Number of Traders in Each Category Total Traders: 372
17 28 8 149 32 96 49 62 37 26 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,484,841
Positions
399,877 136,291 380,233 31,088 21,188 50,215 224,772 489,204 351,642 10,274 8,760 8,727 28,013 38,581
Changes from: December 26, 2023 Total Change is: -111,722
-2,294 -14,001 -49,320 -12,692 -951 -2,068 1,826 2,046 -47,949 831 2,611 1,172 -1,228 -3,262
Percent of Open Interest Represented by Each Category of Trader
26.9 9.2 25.6 2.1 1.4 3.4 15.1 32.9 23.7 0.7 0.6 0.6 1.9 2.6
Number of Traders in Each Category Total Traders: 153
30 27 46 . 6 4 27 49 54 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,248
Positions
12,687 12,947 6,339 477 286 61 1,753 1,706 6,777 45 0 44 65 88
Changes from: December 26, 2023 Total Change is: -113
110 586 -560 0 -55 0 -47 -413 346 0 -35 0 38 18
Percent of Open Interest Represented by Each Category of Trader
44.9 45.8 22.4 1.7 1.0 0.2 6.2 6.0 24.0 0.2 0.0 0.2 0.2 0.3
Number of Traders in Each Category Total Traders: 43
10 9 10 . . . 10 9 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is 9,854,055
Positions
1,655,338 1,993,461 1,795,415 152,912 679,349 978,849 1,800,472 781,658 3,231,889 102,782 254,721 103,373 33,025 35,340
Changes from: December 26, 2023 Total Change is: 11,672
-27,935 -215,256 79,070 16,591 43,968 -1,822 -172,856 -3,239 119,231 -2,553 -14,305 4,677 -2,731 -652
Percent of Open Interest Represented by Each Category of Trader
16.8 20.2 18.2 1.6 6.9 9.9 18.3 7.9 32.8 1.0 2.6 1.0 0.3 0.4
Number of Traders in Each Category Total Traders: 859
72 111 139 44 73 56 152 144 184 79 130 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 854,481
Positions
187,784 184,444 199,211 94,052 2,593 19,149 214,254 331,181 103,550 35,937 13,866 104 440 383
Changes from: December 26, 2023 Total Change is: -168,540
-62,689 -51,231 -57,445 -8,143 -1,345 -3,446 23,142 10,615 -58,521 -722 -6,500 -138 -578 -529
Percent of Open Interest Represented by Each Category of Trader
22.0 21.6 23.3 11.0 0.3 2.2 25.1 38.8 12.1 4.2 1.6 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 182
32 50 56 5 4 5 28 50 43 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 72,951
Positions
2,546 60 31,585 120 397 0 4,260 22,281 18,348 16,082 260 0 10 20
Changes from: December 26, 2023 Total Change is: 1,872
0 0 0 0 -8 0 75 1,885 0 1,797 -5 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.5 0.1 43.3 0.2 0.5 0.0 5.8 30.5 25.2 22.0 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 - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,347
Positions
6,748 0 1,253 38 348 0 6,096 20,210 10,531 12,681 4,944 0 0 61
Changes from: December 26, 2023 Total Change is: 1,874
0 0 0 0 0 0 2,102 1,130 0 -228 744 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.1 0.0 3.4 0.1 0.9 0.0 16.3 54.1 28.2 34.0 13.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 27
. 0 . . . 0 . 9 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,579
Positions
882 5,867 361 12,724 0 167 3,317 13,616 1,163 2,977 1,404 304 1,684 697
Changes from: December 26, 2023 Total Change is: 1,053
-94 26 -83 862 0 -150 499 967 -130 815 866 -205 -461 -238
Percent of Open Interest Represented by Each Category of Trader
3.7 24.9 1.5 54.0 0.0 0.7 14.1 57.7 4.9 12.6 6.0 1.3 7.1 3.0
Number of Traders in Each Category Total Traders: 118
4 9 . 19 0 . 33 32 16 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 10,404
Positions
150 1,094 9 1,430 102 84 1,538 6,408 661 2,949 943 7 3,576 1,096
Changes from: December 26, 2023 Total Change is: -4,230
-2,300 -5,179 -39 -40 64 33 -1,425 1,156 -102 43 -154 -38 -362 29
Percent of Open Interest Represented by Each Category of Trader
1.4 10.5 0.1 13.7 1.0 0.8 14.8 61.6 6.4 28.3 9.1 0.1 34.4 10.5
Number of Traders in Each Category Total Traders: 103
. . . 6 . . 17 13 6 46 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,977
Positions
0 3,761 7 0 0 0 0 776 0 6,563 2,841 0 1,407 592
Changes from: December 26, 2023 Total Change is: -8,651
0 1,189 7 0 0 0 -538 -4,734 -961 -2,370 408 0 -4,789 -4,560
Percent of Open Interest Represented by Each Category of Trader
0.0 47.1 0.1 0.0 0.0 0.0 0.0 9.7 0.0 82.3 35.6 0.0 17.6 7.4
Number of Traders in Each Category Total Traders: 91
0 . . 0 0 0 0 . 0 64 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,548
Positions
233 1,090 44 1,821 40 14 2,095 3,319 62 364 700 3 912 276
Changes from: December 26, 2023 Total Change is: -73
-30 -92 11 172 40 -1 -219 354 -124 134 -232 -26 10 -3
Percent of Open Interest Represented by Each Category of Trader
4.2 19.6 0.8 32.8 0.7 0.3 37.8 59.8 1.1 6.6 12.6 0.1 16.4 5.0
Number of Traders in Each Category Total Traders: 73
. 6 . 12 . . 25 16 5 6 . .
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Traders in Financial Futures - Futures Only Positions as of January 2, 2024
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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 20,558
Positions
602 6,432 0 3,099 420 651 879 6,276 4,206 10,029 2,290 78 1,014 205
Changes from: December 26, 2023 Total Change is: -8,495
602 -7,230 -284 126 -297 224 -5,072 2,306 -1,740 -2,007 -1,517 28 -372 15
Percent of Open Interest Represented by Each Category of Trader
2.9 31.3 0.0 15.1 2.0 3.2 4.3 30.5 20.5 48.8 11.1 0.4 4.9 1.0
Number of Traders in Each Category Total Traders: 112
. . 0 . . . 7 8 . 73 18 .
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Traders in Financial Futures - Futures Only Positions as of January 2, 2024
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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 6,456
Positions
0 3,469 0 0 0 0 105 1,725 0 5,630 1,178 0 721 84
Changes from: December 26, 2023 Total Change is: -6,750
0 -6,789 -209 0 0 0 -4,723 1,725 -270 -298 -149 0 -1,250 -1,058
Percent of Open Interest Represented by Each Category of Trader
0.0 53.7 0.0 0.0 0.0 0.0 1.6 26.7 0.0 87.2 18.2 0.0 11.2 1.3
Number of Traders in Each Category Total Traders: 62
0 . 0 0 0 0 . . 0 49 9 0
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Traders in Financial Futures - Futures Only Positions as of January 2, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 23,916
Positions
0 4,089 0 4,551 2,448 909 13,813 10,264 1,034 1,152 1,906 0 2,457 3,266
Changes from: December 26, 2023 Total Change is: 1,877
0 -154 0 -2,041 524 230 3,440 1,200 72 107 86 0 69 -81
Percent of Open Interest Represented by Each Category of Trader
0.0 17.1 0.0 19.0 10.2 3.8 57.8 42.9 4.3 4.8 8.0 0.0 10.3 13.7
Number of Traders in Each Category Total Traders: 84
0 . 0 10 4 . 22 21 4 9 16 0
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Traders in Financial Futures - Futures Only Positions as of January 2, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 335,960
Positions
52,902 35,967 14,887 63,553 75,096 46,352 65,384 75,478 44,072 12,005 2,039 12,187 24,618 29,882
Changes from: December 26, 2023 Total Change is: -9,842
-8,201 2,574 -641 -1,201 617 -54 13,540 -3,258 -7,787 -3,429 -236 -1,437 -632 380
Percent of Open Interest Represented by Each Category of Trader
15.7 10.7 4.4 18.9 22.4 13.8 19.5 22.5 13.1 3.6 0.6 3.6 7.3 8.9
Number of Traders in Each Category Total Traders: 215
14 12 19 21 32 23 47 45 55 15 8 24
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Traders in Financial Futures - Futures Only Positions as of January 2, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 72,436
Positions
59,110 53,357 0 10,327 8,043 48 2,244 10,834 0 443 111 0 264 43
Changes from: December 26, 2023 Total Change is: -755
0 0 0 -1,042 1,056 0 108 -1,812 0 151 -19 0 28 20
Percent of Open Interest Represented by Each Category of Trader
81.6 73.7 0.0 14.3 11.1 0.1 3.1 15.0 0.0 0.6 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 10 5 . 4 4 0 7 . 0
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Updated January 05, 2024