Traders in Financial Futures - Futures Only Positions as of January 16, 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 165,998
Positions
49,419 33,836 656 52,352 52,504 3,699 14,571 46,638 1,887 10,031 1,855 513 32,870 24,410
Changes from: January 9, 2024 Total Change is: -5,559
-376 -6,436 650 -2,590 7,798 92 -4,177 -7,696 9 1,335 -181 -19 -483 224
Percent of Open Interest Represented by Each Category of Trader
29.8 20.4 0.4 31.5 31.6 2.2 8.8 28.1 1.1 6.0 1.1 0.3 19.8 14.7
Number of Traders in Each Category Total Traders: 107
5 8 . 19 23 9 15 25 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 50,480
Positions
7,482 9,851 0 15,641 16,792 510 7,763 7,742 336 1,634 1,600 0 17,114 13,649
Changes from: January 9, 2024 Total Change is: 311
-629 1,014 0 -1,032 -92 40 306 -519 143 161 0 0 1,322 -275
Percent of Open Interest Represented by Each Category of Trader
14.8 19.5 0.0 31.0 33.3 1.0 15.4 15.3 0.7 3.2 3.2 0.0 33.9 27.0
Number of Traders in Each Category Total Traders: 53
. 7 0 8 10 . 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 179,758
Positions
23,647 13,517 6,501 45,879 81,843 7,236 56,280 28,398 10,607 0 2,097 0 29,608 29,559
Changes from: January 9, 2024 Total Change is: 7,127
-3,043 3,445 -317 4,479 -4,867 682 2,452 3,218 1,239 0 0 0 1,635 3,727
Percent of Open Interest Represented by Each Category of Trader
13.2 7.5 3.6 25.5 45.5 4.0 31.3 15.8 5.9 0.0 1.2 0.0 16.5 16.4
Number of Traders in Each Category Total Traders: 107
6 6 . 14 28 12 26 23 13 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 213,309
Positions
47,226 11,672 405 66,178 73,638 4,780 35,551 71,734 5,498 15,228 1,975 0 38,443 43,607
Changes from: January 9, 2024 Total Change is: 13,010
8,432 1,563 -153 432 13,681 336 2,621 -6,325 1,032 2,804 -1,552 0 -2,494 4,428
Percent of Open Interest Represented by Each Category of Trader
22.1 5.5 0.2 31.0 34.5 2.2 16.7 33.6 2.6 7.1 0.9 0.0 18.0 20.4
Number of Traders in Each Category Total Traders: 146
12 5 . 22 31 11 29 32 14 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 733,091
Positions
20,988 465,014 2,227 479,464 97,950 26,816 80,292 68,347 9,920 28,250 10,104 4,019 81,115 48,694
Changes from: January 9, 2024 Total Change is: 19,012
-116 5,612 -224 18,616 2,654 1,375 102 4,018 913 -605 124 265 -1,314 4,275
Percent of Open Interest Represented by Each Category of Trader
2.9 63.4 0.3 65.4 13.4 3.7 11.0 9.3 1.4 3.9 1.4 0.5 11.1 6.6
Number of Traders in Each Category Total Traders: 293
12 17 . 116 36 44 39 43 22 20 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 28,848
Positions
492 11,352 0 15,655 4,052 1,466 442 5,140 0 0 0 0 10,793 6,838
Changes from: January 9, 2024 Total Change is: 3
0 1 0 24 7 0 17 -929 -8 0 0 0 -30 932
Percent of Open Interest Represented by Each Category of Trader
1.7 39.4 0.0 54.3 14.0 5.1 1.5 17.8 0.0 0.0 0.0 0.0 37.4 23.7
Number of Traders in Each Category Total Traders: 25
. . 0 15 . 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 163,442
Positions
53,402 11,246 342 37,688 103,579 4,503 29,573 21,072 4,154 6,843 422 0 26,937 18,124
Changes from: January 9, 2024 Total Change is: 7,067
3,418 -13,115 180 -2,482 13,371 -66 3,800 2,353 3,228 270 6 0 -1,281 1,110
Percent of Open Interest Represented by Each Category of Trader
32.7 6.9 0.2 23.1 63.4 2.8 18.1 12.9 2.5 4.2 0.3 0.0 16.5 11.1
Number of Traders in Each Category Total Traders: 99
9 . . 19 15 7 25 21 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 263,473
Positions
3,526 96,574 773 146,465 5,312 867 94,819 57,426 7,240 2,144 92,311 16 7,623 2,954
Changes from: January 9, 2024 Total Change is: -7,764
441 -4,225 415 -2,861 2,412 0 -8,260 -9,992 3,251 -192 35 3 -561 337
Percent of Open Interest Represented by Each Category of Trader
1.3 36.7 0.3 55.6 2.0 0.3 36.0 21.8 2.7 0.8 35.0 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 164
5 8 4 32 8 . 60 24 9 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 58,760
Positions
1,341 40,259 989 32,766 2,160 1 15,552 10,720 90 4,290 3,092 0 3,731 1,449
Changes from: January 9, 2024 Total Change is: -4,942
13 -1,786 652 -5,497 0 0 -784 -4,134 87 744 36 0 -157 203
Percent of Open Interest Represented by Each Category of Trader
2.3 68.5 1.7 55.8 3.7 0.0 26.5 18.2 0.2 7.3 5.3 0.0 6.3 2.5
Number of Traders in Each Category Total Traders: 86
. 7 . 17 4 . 29 9 . 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 38,466
Positions
6,085 5,014 61 13,616 18,810 963 10,285 9,388 909 453 110 0 6,094 3,211
Changes from: January 9, 2024 Total Change is: -73
118 -1,691 0 480 426 -73 -1,428 913 226 -326 110 0 930 16
Percent of Open Interest Represented by Each Category of Trader
15.8 13.0 0.2 35.4 48.9 2.5 26.7 24.4 2.4 1.2 0.3 0.0 15.8 8.3
Number of Traders in Each Category Total Traders: 77
6 5 . 14 14 5 18 17 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 7,561
Positions
489 2,220 0 700 1,820 77 4,858 2,151 0 0 0 0 1,437 1,293
Changes from: January 9, 2024 Total Change is: 1,412
45 70 0 -110 329 0 1,774 1,003 0 0 0 0 -297 10
Percent of Open Interest Represented by Each Category of Trader
6.5 29.4 0.0 9.3 24.1 1.0 64.3 28.4 0.0 0.0 0.0 0.0 19.0 17.1
Number of Traders in Each Category Total Traders: 34
. 4 0 . 7 . 11 9 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 100,152
Positions
29,640 53,512 1,408 18,865 9,296 2,031 29,959 12,029 2,103 1,231 4,426 0 14,914 15,346
Changes from: January 9, 2024 Total Change is: -3,166
12 -7,516 97 -1,163 2,416 -921 -693 -1,472 303 -1,449 1,493 -11 658 2,444
Percent of Open Interest Represented by Each Category of Trader
29.6 53.4 1.4 18.8 9.3 2.0 29.9 12.0 2.1 1.2 4.4 0.0 14.9 15.3
Number of Traders in Each Category Total Traders: 113
11 18 6 18 7 6 30 20 17 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 98,165
Positions
29,603 53,406 1,408 18,865 9,296 2,031 29,107 12,039 1,601 1,231 4,294 0 14,319 14,090
Changes from: January 9, 2024 Total Change is: -5,153
-25 -7,622 97 -1,163 2,416 -921 -1,545 -1,462 -199 -1,449 1,361 -11 63 1,188
Percent of Open Interest Represented by Each Category of Trader
30.2 54.4 1.4 19.2 9.5 2.1 29.7 12.3 1.6 1.3 4.4 0.0 14.6 14.4
Number of Traders in Each Category Total Traders: 96
10 17 6 18 7 6 21 16 14 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 58,813
Positions
20,768 48,692 0 30,366 4,734 1,409 3,360 3,077 0 0 0 0 2,910 901
Changes from: January 9, 2024 Total Change is: 850
2,689 1,359 0 -1,916 -416 -37 -214 96 0 0 0 0 328 -152
Percent of Open Interest Represented by Each Category of Trader
35.3 82.8 0.0 51.6 8.0 2.4 5.7 5.2 0.0 0.0 0.0 0.0 4.9 1.5
Number of Traders in Each Category Total Traders: 38
5 6 0 19 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 19,867
Positions
372 1,062 0 0 0 0 13,106 4,484 437 0 1,324 0 5,952 12,560
Changes from: January 9, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.9 5.3 0.0 0.0 0.0 0.0 66.0 22.6 2.2 0.0 6.7 0.0 30.0 63.2
Number of Traders in Each Category Total Traders: 22
. . 0 0 0 0 11 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 2,233,526
Positions
218,844 855,821 37,185 1,191,827 262,325 172,855 154,507 447,414 64,935 112,348 172,216 12,340 268,685 208,436
Changes from: January 9, 2024 Total Change is: 8,281
5,553 -41,153 1,962 -4,434 -3,704 9,630 -8,176 -22,671 9,566 4,490 30,287 5,315 -15,625 19,048
Percent of Open Interest Represented by Each Category of Trader
9.8 38.3 1.7 53.4 11.7 7.7 6.9 20.0 2.9 5.0 7.7 0.6 12.0 9.3
Number of Traders in Each Category Total Traders: 512
32 38 19 184 63 105 66 86 60 21 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 17,909
Positions
5,903 12,528 0 5,206 2,401 0 3,497 1,594 0 0 0 0 3,303 1,386
Changes from: January 9, 2024 Total Change is: -376
-1,973 -300 0 65 0 0 -176 43 0 0 0 0 1,708 -119
Percent of Open Interest Represented by Each Category of Trader
33.0 70.0 0.0 29.1 13.4 0.0 19.5 8.9 0.0 0.0 0.0 0.0 18.4 7.7
Number of Traders in Each Category Total Traders: 27
6 5 0 . . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 23,165
Positions
5,680 19,775 12 11,465 1,033 226 3,159 730 0 0 0 0 2,623 1,389
Changes from: January 9, 2024 Total Change is: -2,039
315 -1,074 0 -847 52 0 -1,237 -1 0 0 0 0 -270 -1,016
Percent of Open Interest Represented by Each Category of Trader
24.5 85.4 0.1 49.5 4.5 1.0 13.6 3.2 0.0 0.0 0.0 0.0 11.3 6.0
Number of Traders in Each Category Total Traders: 34
5 9 . 11 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 2,217,057
Positions
218,844 855,548 37,185 1,189,628 262,325 172,541 152,279 450,958 58,535 112,240 170,972 12,340 263,465 196,653
Changes from: January 9, 2024 Total Change is: 7,729
5,553 -41,653 2,189 -4,462 -3,704 9,614 -5,392 -19,228 5,859 4,484 30,026 5,315 -15,431 19,311
Percent of Open Interest Represented by Each Category of Trader
9.9 38.6 1.7 53.7 11.8 7.8 6.9 20.3 2.6 5.1 7.7 0.6 11.9 8.9
Number of Traders in Each Category Total Traders: 501
32 37 19 181 63 104 61 84 55 21 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 36,572
Positions
25,800 34,364 0 7,734 530 0 597 306 0 0 0 0 2,441 1,372
Changes from: January 9, 2024 Total Change is: -2,791
1,226 -1,499 0 -3,447 8 0 -525 -21 0 0 0 0 -45 -1,279
Percent of Open Interest Represented by Each Category of Trader
70.5 94.0 0.0 21.1 1.4 0.0 1.6 0.8 0.0 0.0 0.0 0.0 6.7 3.8
Number of Traders in Each Category Total Traders: 21
5 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 36,370
Positions
4,979 23,076 0 18,065 7,008 161 10,468 2,983 0 0 0 0 2,697 3,142
Changes from: January 9, 2024 Total Change is: -1,533
0 -1,893 0 -94 -1,924 0 -29 173 0 0 0 0 -1,410 2,111
Percent of Open Interest Represented by Each Category of Trader
13.7 63.4 0.0 49.7 19.3 0.4 28.8 8.2 0.0 0.0 0.0 0.0 7.4 8.6
Number of Traders in Each Category Total Traders: 34
6 6 0 10 4 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Real Estate Select Sector Index)
CFTC Code #13874R Open Interest is 26,036
Positions
6,454 21,935 0 16,063 1,407 0 906 1,744 0 0 0 0 2,613 950
Changes from: January 9, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.8 84.2 0.0 61.7 5.4 0.0 3.5 6.7 0.0 0.0 0.0 0.0 10.0 3.6
Number of Traders in Each Category Total Traders: 22
. 7 0 5 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 164,694
Positions
0 2,734 0 23,100 1,111 2,025 69,394 11,673 16,891 1,081 12,435 0 52,203 117,825
Changes from: January 9, 2024 Total Change is: 5,523
-2,268 2,734 0 264 -16 179 10,432 3,840 -1,201 57 2,613 0 -1,940 -2,626
Percent of Open Interest Represented by Each Category of Trader
0.0 1.7 0.0 14.0 0.7 1.2 42.1 7.1 10.3 0.7 7.6 0.0 31.7 71.5
Number of Traders in Each Category Total Traders: 28
0 . 0 11 . 5 7 6 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 385,838
Positions
139,781 139,369 130,064 1,634 38,000 0 28,651 16,815 58,419 24,277 0 1,250 1,762 1,921
Changes from: January 9, 2024 Total Change is: 4,978
12,537 6,730 565 0 0 0 -8,799 0 1,675 0 0 0 -1,000 -3,992
Percent of Open Interest Represented by Each Category of Trader
36.2 36.1 33.7 0.4 9.8 0.0 7.4 4.4 15.1 6.3 0.0 0.3 0.5 0.5
Number of Traders in Each Category Total Traders: 36
10 11 18 . . 0 4 4 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 41,903
Positions
4,723 10,416 121 24,691 21,838 2,100 2,261 2,289 67 0 265 0 7,940 4,807
Changes from: January 9, 2024 Total Change is: 169
337 -643 -1 -264 869 93 140 -993 64 0 -10 0 -200 790
Percent of Open Interest Represented by Each Category of Trader
11.3 24.9 0.3 58.9 52.1 5.0 5.4 5.5 0.2 0.0 0.6 0.0 18.9 11.5
Number of Traders in Each Category Total Traders: 68
6 5 . 33 13 10 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 284,650
Positions
47,963 97,953 4,327 112,408 26,545 4,660 50,162 83,623 14,024 8,977 13,428 42 42,089 40,049
Changes from: January 9, 2024 Total Change is: -2,750
-847 -4,330 252 -2,019 457 364 2,693 -461 2,579 -1,569 -1,656 -184 -4,017 229
Percent of Open Interest Represented by Each Category of Trader
16.8 34.4 1.5 39.5 9.3 1.6 17.6 29.4 4.9 3.2 4.7 0.0 14.8 14.1
Number of Traders in Each Category Total Traders: 291
24 25 11 73 27 29 47 52 29 17 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 273,460
Positions
47,900 98,079 3,925 112,243 26,608 4,587 55,243 89,270 2,434 8,920 12,511 21 38,187 36,025
Changes from: January 9, 2024 Total Change is: -4,272
-914 -4,556 259 -2,020 454 362 3,607 1,461 -37 -1,496 -1,845 -180 -3,853 -190
Percent of Open Interest Represented by Each Category of Trader
17.5 35.9 1.4 41.0 9.7 1.7 20.2 32.6 0.9 3.3 4.6 0.0 14.0 13.2
Number of Traders in Each Category Total Traders: 272
22 24 9 71 27 28 45 47 23 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 111,904
Positions
4,621 2,729 24 2,278 0 94 64,109 58,458 978 571 9,169 208 39,021 40,244
Changes from: January 9, 2024 Total Change is: 15,223
592 2,189 4 -25 0 50 17,608 7,533 -594 -731 1,892 -43 -1,638 4,192
Percent of Open Interest Represented by Each Category of Trader
4.1 2.4 0.0 2.0 0.0 0.1 57.3 52.2 0.9 0.5 8.2 0.2 34.9 36.0
Number of Traders in Each Category Total Traders: 35
. . . 4 0 . 9 9 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 490,097
Positions
85,607 128,561 7,300 206,779 164,357 25,570 109,629 116,956 3,536 20,655 22,033 300 30,721 21,484
Changes from: January 9, 2024 Total Change is: -8,966
1,360 -4,009 -262 -14,064 3,090 1,337 16,853 -5,429 -1,949 -12,844 -4,074 -7 610 2,337
Percent of Open Interest Represented by Each Category of Trader
17.5 26.2 1.5 42.2 33.5 5.2 22.4 23.9 0.7 4.2 4.5 0.1 6.3 4.4
Number of Traders in Each Category Total Traders: 346
34 17 8 96 56 41 57 61 25 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 29,119
Positions
13,238 14,825 0 14,233 12,483 243 358 549 0 0 0 0 1,047 1,019
Changes from: January 9, 2024 Total Change is: 175
-168 314 0 623 0 -44 0 0 0 0 0 0 -236 -95
Percent of Open Interest Represented by Each Category of Trader
45.5 50.9 0.0 48.9 42.9 0.8 1.2 1.9 0.0 0.0 0.0 0.0 3.6 3.5
Number of Traders in Each Category Total Traders: 24
. 8 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 17,726
Positions
0 8,124 0 11,529 0 11 2,094 3,510 0 423 3,573 0 3,669 2,508
Changes from: January 9, 2024 Total Change is: 2,222
0 164 0 1,563 0 -2 694 1,280 0 0 1,040 0 -33 -260
Percent of Open Interest Represented by Each Category of Trader
0.0 45.8 0.0 65.0 0.0 0.1 11.8 19.8 0.0 2.4 20.2 0.0 20.7 14.1
Number of Traders in Each Category Total Traders: 29
0 5 0 13 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 48,993
Positions
5,286 17,244 1,596 14,323 1,424 665 13,360 8,862 380 5,707 1,286 0 7,676 17,536
Changes from: January 9, 2024 Total Change is: 4,385
-713 -1,716 1,226 144 256 14 2,123 1,798 -74 1,583 520 0 82 2,361
Percent of Open Interest Represented by Each Category of Trader
10.8 35.2 3.3 29.2 2.9 1.4 27.3 18.1 0.8 11.6 2.6 0.0 15.7 35.8
Number of Traders in Each Category Total Traders: 59
6 6 . 14 . 4 18 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 426,485
Positions
37,416 240,905 1,101 301,283 73,324 28,477 29,965 18,653 1,025 12,820 54,011 622 13,776 8,367
Changes from: January 9, 2024 Total Change is: 210
-603 -10,408 126 2,746 -403 361 553 2,226 -582 -772 9,769 0 -1,619 -879
Percent of Open Interest Represented by Each Category of Trader
8.8 56.5 0.3 70.6 17.2 6.7 7.0 4.4 0.2 3.0 12.7 0.1 3.2 2.0
Number of Traders in Each Category Total Traders: 200
11 17 5 83 37 35 27 16 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,037,054
Positions
102,660 364,329 9,036 592,841 360,523 122,377 109,420 135,109 8,731 57,278 22,331 2,071 32,640 12,547
Changes from: January 9, 2024 Total Change is: -28,284
1,510 -62,333 -339 -22,205 60,900 10,174 3,159 -10,449 386 -19,602 -25,836 -65 -1,302 -722
Percent of Open Interest Represented by Each Category of Trader
9.9 35.1 0.9 57.2 34.8 11.8 10.6 13.0 0.8 5.5 2.2 0.2 3.1 1.2
Number of Traders in Each Category Total Traders: 392
27 19 8 154 63 72 57 33 23 30 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 199,467
Positions
10,688 136,069 20,538 45,385 0 1,605 80,393 7,733 28,392 10,031 4,605 0 2,435 525
Changes from: January 9, 2024 Total Change is: 2,877
455 2,443 -452 29 0 0 3,313 1,316 -424 40 0 0 -84 -6
Percent of Open Interest Represented by Each Category of Trader
5.4 68.2 10.3 22.8 0.0 0.8 40.3 3.9 14.2 5.0 2.3 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 76
6 19 14 11 0 . 27 4 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,442,368
Positions
36,228 194,426 1,723 813,611 298,885 173,524 79,984 503,868 31,987 109,468 99,718 234 195,609 138,003
Changes from: January 9, 2024 Total Change is: -9,672
-1,103 -3,779 -841 -1,989 10,933 569 789 -8,677 -6,046 1,345 -1,430 -6 -2,390 -395
Percent of Open Interest Represented by Each Category of Trader
2.5 13.5 0.1 56.4 20.7 12.0 5.5 34.9 2.2 7.6 6.9 0.0 13.6 9.6
Number of Traders in Each Category Total Traders: 211
14 18 5 62 34 59 22 41 16 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,679,268
Positions
15,058 88,784 2,091 1,041,062 308,333 291,239 100,908 758,070 18,014 40,836 59,221 14 170,046 153,502
Changes from: January 9, 2024 Total Change is: 1,028
1,064 -19,253 906 -12,888 10,867 5,168 4,283 -4,012 690 -1,203 -2,776 0 3,008 9,438
Percent of Open Interest Represented by Each Category of Trader
0.9 5.3 0.1 62.0 18.4 17.3 6.0 45.1 1.1 2.4 3.5 0.0 10.1 9.1
Number of Traders in Each Category Total Traders: 183
6 13 4 76 35 58 15 27 13 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 3,900,819
Positions
127,238 431,665 6,684 1,735,617 484,830 316,918 864,296 2,298,853 71,125 518,630 144,418 11,982 248,329 134,344
Changes from: January 9, 2024 Total Change is: 119,267
-1,799 21,338 962 42,021 44,296 -3,646 97,186 48,353 -4,461 -3,911 4,461 812 -7,897 7,152
Percent of Open Interest Represented by Each Category of Trader
3.3 11.1 0.2 44.5 12.4 8.1 22.2 58.9 1.8 13.3 3.7 0.3 6.4 3.4
Number of Traders in Each Category Total Traders: 448
27 27 10 160 49 87 64 61 32 48 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 4,744,714
Positions
169,000 324,760 96,257 2,534,390 1,145,844 643,992 346,550 1,923,486 79,666 462,553 185,013 622 411,684 345,074
Changes from: January 9, 2024 Total Change is: 92,419
17,378 9,169 23,423 110,981 36,251 -34,940 7,488 76,717 -9,995 -19,293 495 78 -2,701 -8,779
Percent of Open Interest Represented by Each Category of Trader
3.6 6.8 2.0 53.4 24.1 13.6 7.3 40.5 1.7 9.7 3.9 0.0 8.7 7.3
Number of Traders in Each Category Total Traders: 419
25 31 11 130 56 98 52 82 44 29 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 2,094,117
Positions
78,897 172,246 4,262 910,152 672,032 297,519 425,893 562,219 24,666 143,568 75,947 5,998 203,162 279,228
Changes from: January 9, 2024 Total Change is: -4,319
-396 2,569 -423 -40,935 -34,123 24,143 21,924 2,316 -6,328 -3,744 914 1,213 227 5,400
Percent of Open Interest Represented by Each Category of Trader
3.8 8.2 0.2 43.5 32.1 14.2 20.3 26.8 1.2 6.9 3.6 0.3 9.7 13.3
Number of Traders in Each Category Total Traders: 183
7 15 6 47 57 60 19 20 11 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 3,975
Positions
0 0 0 0 0 0 2,221 1,004 646 114 824 35 959 1,466
Changes from: January 9, 2024 Total Change is: 583
0 0 0 0 0 0 198 -362 600 -110 49 1 -106 295
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 55.9 25.3 16.3 2.9 20.7 0.9 24.1 36.9
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . . . 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 5,913,271
Positions
103,345 774,673 20,624 3,084,106 1,116,865 664,534 940,081 2,826,387 91,054 576,674 137,235 285 432,568 281,614
Changes from: January 9, 2024 Total Change is: 114,370
4,255 30,481 -3,779 95,165 58,020 -14,062 27,592 39,042 -328 11,036 -126 133 -5,642 4,989
Percent of Open Interest Represented by Each Category of Trader
1.7 13.1 0.3 52.2 18.9 11.2 15.9 47.8 1.5 9.8 2.3 0.0 7.3 4.8
Number of Traders in Each Category Total Traders: 387
19 32 9 153 31 97 54 62 36 27 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,811,265
Positions
409,247 191,469 438,966 27,302 33,091 44,193 347,040 516,466 491,714 5,474 29,446 10,635 36,694 55,285
Changes from: January 9, 2024 Total Change is: 184,629
-5,591 -3,734 44,579 13,875 6,717 -5,801 61,304 49,983 81,201 -2,762 1,721 -235 -1,941 10,198
Percent of Open Interest Represented by Each Category of Trader
22.6 10.6 24.2 1.5 1.8 2.4 19.2 28.5 27.1 0.3 1.6 0.6 2.0 3.1
Number of Traders in Each Category Total Traders: 166
32 28 50 4 8 4 36 43 53 . 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 30,312
Positions
14,870 13,965 5,728 477 254 64 1,522 2,414 7,496 45 237 44 66 110
Changes from: January 9, 2024 Total Change is: 435
921 1,005 -487 0 -16 6 245 184 75 0 11 0 -325 -343
Percent of Open Interest Represented by Each Category of Trader
49.1 46.1 18.9 1.6 0.8 0.2 5.0 8.0 24.7 0.1 0.8 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 44
10 9 10 . . . 7 12 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 is10,076,869
Positions
1,600,252 1,951,011 1,773,261 214,628 778,806 915,428 2,022,286 844,277 3,376,792 37,880 294,712 103,860 32,482 38,722
Changes from: January 9, 2024 Total Change is: 250,042
11,051 73,776 -45,685 54,089 -48,392 -27 87,400 100,392 147,235 -3,710 27,410 -1,125 814 -3,542
Percent of Open Interest Represented by Each Category of Trader
15.9 19.4 17.6 2.1 7.7 9.1 20.1 8.4 33.5 0.4 2.9 1.0 0.3 0.4
Number of Traders in Each Category Total Traders: 909
64 118 142 47 71 60 151 158 185 81 156 105
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,087,275
Positions
239,883 106,909 306,483 89,681 4,025 24,462 228,867 457,445 167,583 23,417 13,997 5,938 961 433
Changes from: January 9, 2024 Total Change is: 116,780
49,689 -2,138 38,256 1,478 1,163 4,091 6,510 58,419 17,100 -63 143 -239 -42 -15
Percent of Open Interest Represented by Each Category of Trader
22.1 9.8 28.2 8.2 0.4 2.2 21.0 42.1 15.4 2.2 1.3 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 190
35 50 59 5 6 4 23 53 48 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 76,389
Positions
2,546 40 31,585 120 397 0 4,175 25,739 18,348 19,602 260 0 13 20
Changes from: January 9, 2024 Total Change is: 988
0 0 0 0 0 0 25 988 0 960 0 0 3 0
Percent of Open Interest Represented by Each Category of Trader
3.3 0.1 41.3 0.2 0.5 0.0 5.5 33.7 24.0 25.7 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . . . 0 . 5 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 37,645
Positions
6,968 0 1,253 38 348 0 5,115 20,684 10,279 13,986 5,019 0 6 62
Changes from: January 9, 2024 Total Change is: 9
0 0 0 0 0 0 -427 256 -250 680 2 0 6 1
Percent of Open Interest Represented by Each Category of Trader
18.5 0.0 3.3 0.1 0.9 0.0 13.6 54.9 27.3 37.2 13.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 29
. 0 . . . 0 . 8 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 23,286
Positions
1,921 5,039 508 12,824 15 195 3,578 13,413 1,537 613 1,488 363 1,747 728
Changes from: January 9, 2024 Total Change is: -3,560
1,015 -1,222 -87 -1,515 15 27 -1 -1,585 -328 -2,871 -400 14 186 6
Percent of Open Interest Represented by Each Category of Trader
8.2 21.6 2.2 55.1 0.1 0.8 15.4 57.6 6.6 2.6 6.4 1.6 7.5 3.1
Number of Traders in Each Category Total Traders: 127
8 6 5 21 . 5 36 35 23 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 20,647
Positions
250 6,524 457 795 2,795 110 8,204 6,258 2,631 3,697 964 17 4,486 891
Changes from: January 9, 2024 Total Change is: 6,501
16 4,243 -42 -54 -198 25 3,991 1,034 1,521 806 57 7 231 -146
Percent of Open Interest Represented by Each Category of Trader
1.2 31.6 2.2 3.9 13.5 0.5 39.7 30.3 12.7 17.9 4.7 0.1 21.7 4.3
Number of Traders in Each Category Total Traders: 111
. . . 6 . . 21 8 7 53 16 .
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Traders in Financial Futures - Futures Only Positions as of January 16, 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 Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 19,028
Positions
0 2,451 373 0 0 0 1,365 10,407 6 13,327 4,182 0 3,957 1,609
Changes from: January 9, 2024 Total Change is: 3,764
0 1,293 22 0 0 0 709 1,408 6 2,494 1,294 0 533 -259
Percent of Open Interest Represented by Each Category of Trader
0.0 12.9 2.0 0.0 0.0 0.0 7.2 54.7 0.0 70.0 22.0 0.0 20.8 8.5
Number of Traders in Each Category Total Traders: 164
0 . . 0 0 0 . . . 123 36 0
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Traders in Financial Futures - Futures Only Positions as of January 16, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,556
Positions
301 1,342 140 1,636 43 15 2,494 4,308 87 858 337 8 1,017 276
Changes from: January 9, 2024 Total Change is: 703
71 117 3 133 1 -13 258 690 -21 188 -41 8 76 -41
Percent of Open Interest Represented by Each Category of Trader
4.6 20.5 2.1 25.0 0.7 0.2 38.0 65.7 1.3 13.1 5.1 0.1 15.5 4.2
Number of Traders in Each Category Total Traders: 85
4 8 . 13 . . 27 23 6 7 . .
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Traders in Financial Futures - Futures Only Positions as of January 16, 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 37,812
Positions
0 16,370 1,472 3,458 1,074 916 12,493 13,040 2,618 15,324 2,023 78 1,453 221
Changes from: January 9, 2024 Total Change is: 16,219
0 13,137 581 1,886 366 0 9,824 4,165 -2,178 5,872 139 0 234 9
Percent of Open Interest Represented by Each Category of Trader
0.0 43.3 3.9 9.1 2.8 2.4 33.0 34.5 6.9 40.5 5.4 0.2 3.8 0.6
Number of Traders in Each Category Total Traders: 138
0 . . 4 . . 12 7 . 91 20 .
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Traders in Financial Futures - Futures Only Positions as of January 16, 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 7,937
Positions
0 2,775 0 0 0 0 0 3,612 0 6,954 1,193 0 983 357
Changes from: January 9, 2024 Total Change is: 1,127
0 -1,264 0 0 0 0 0 1,736 0 993 465 0 134 190
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.0 0.0 0.0 0.0 0.0 45.5 0.0 87.6 15.0 0.0 12.4 4.5
Number of Traders in Each Category Total Traders: 73
0 . 0 0 0 0 0 . 0 54 15 0
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Traders in Financial Futures - Futures Only Positions as of January 16, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 23,501
Positions
64 4,035 0 6,752 2,498 689 9,504 10,000 1,313 2,398 2,177 0 2,781 2,789
Changes from: January 9, 2024 Total Change is: -377
64 -34 0 972 293 -272 -2,192 244 -100 820 -147 0 331 -361
Percent of Open Interest Represented by Each Category of Trader
0.3 17.2 0.0 28.7 10.6 2.9 40.4 42.6 5.6 10.2 9.3 0.0 11.8 11.9
Number of Traders in Each Category Total Traders: 99
. . 0 14 5 . 27 21 5 13 16 0
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Traders in Financial Futures - Futures Only Positions as of January 16, 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 359,265
Positions
57,019 39,102 17,479 67,134 68,438 57,074 64,818 79,404 52,639 5,702 3,050 11,032 26,368 31,047
Changes from: January 9, 2024 Total Change is: 4,093
4,487 2,939 -388 -2,054 258 7,201 3,675 379 -3,409 -5,286 -357 -577 444 -1,953
Percent of Open Interest Represented by Each Category of Trader
15.9 10.9 4.9 18.7 19.0 15.9 18.0 22.1 14.7 1.6 0.8 3.1 7.3 8.6
Number of Traders in Each Category Total Traders: 214
14 14 20 23 32 25 45 50 60 15 8 18
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Traders in Financial Futures - Futures Only Positions as of January 16, 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 93,302
Positions
82,098 76,557 0 9,494 6,361 30 880 10,208 0 514 124 0 286 22
Changes from: January 9, 2024 Total Change is: -822
-212 0 0 -18 -1,682 0 -556 918 -32 -12 -9 0 8 -17
Percent of Open Interest Represented by Each Category of Trader
88.0 82.1 0.0 10.2 6.8 0.0 0.9 10.9 0.0 0.6 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 34
4 . 0 9 5 . . 5 0 6 . 0
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Updated January 19, 2024