Traders in Financial Futures - Futures Only Positions as of January 23, 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 155,138
Positions
50,628 27,618 950 43,754 56,740 3,413 13,262 36,565 1,568 10,056 2,067 606 30,901 25,611
Changes from: January 16, 2024 Total Change is: -10,860
1,209 -6,218 294 -8,598 4,236 -286 -1,309 -10,073 -319 25 212 93 -1,969 1,201
Percent of Open Interest Represented by Each Category of Trader
32.6 17.8 0.6 28.2 36.6 2.2 8.5 23.6 1.0 6.5 1.3 0.4 19.9 16.5
Number of Traders in Each Category Total Traders: 100
8 4 . 17 24 9 17 20 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 48,398
Positions
8,895 7,068 41 14,138 16,755 476 9,303 8,879 78 1,394 0 0 14,073 15,101
Changes from: January 16, 2024 Total Change is: -2,082
1,413 -2,783 41 -1,503 -37 -34 1,540 1,137 -258 -240 -1,600 0 -3,041 1,452
Percent of Open Interest Represented by Each Category of Trader
18.4 14.6 0.1 29.2 34.6 1.0 19.2 18.3 0.2 2.9 0.0 0.0 29.1 31.2
Number of Traders in Each Category Total Traders: 51
4 6 . 7 11 . 11 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 185,680
Positions
24,647 17,500 6,927 50,795 86,165 6,783 55,160 26,296 11,778 0 3,543 92 29,498 26,596
Changes from: January 16, 2024 Total Change is: 5,922
1,000 3,983 426 4,916 4,322 -453 -1,120 -2,102 1,171 0 1,446 92 -110 -2,963
Percent of Open Interest Represented by Each Category of Trader
13.3 9.4 3.7 27.4 46.4 3.7 29.7 14.2 6.3 0.0 1.9 0.0 15.9 14.3
Number of Traders in Each Category Total Traders: 106
4 8 . 11 31 12 25 21 11 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 243,032
Positions
66,066 12,286 206 65,726 94,400 5,559 46,599 75,099 5,955 13,002 3,261 0 39,919 46,266
Changes from: January 16, 2024 Total Change is: 29,723
18,840 614 -199 -452 20,762 779 11,048 3,365 457 -2,226 1,286 0 1,476 2,659
Percent of Open Interest Represented by Each Category of Trader
27.2 5.1 0.1 27.0 38.8 2.3 19.2 30.9 2.5 5.3 1.3 0.0 16.4 19.0
Number of Traders in Each Category Total Traders: 148
14 4 . 21 31 12 29 36 14 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 725,423
Positions
20,470 448,644 1,976 476,138 98,368 27,781 75,337 71,769 10,689 28,712 10,949 3,949 80,371 51,298
Changes from: January 16, 2024 Total Change is: -7,668
-518 -16,370 -251 -3,326 418 965 -4,955 3,422 769 462 845 -70 -744 2,604
Percent of Open Interest Represented by Each Category of Trader
2.8 61.8 0.3 65.6 13.6 3.8 10.4 9.9 1.5 4.0 1.5 0.5 11.1 7.1
Number of Traders in Each Category Total Traders: 290
13 16 4 114 34 44 38 43 22 21 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 28,830
Positions
494 10,920 0 15,168 5,775 1,796 442 3,133 0 0 0 0 10,930 7,206
Changes from: January 16, 2024 Total Change is: -18
2 -432 0 -487 1,723 330 0 -2,007 0 0 0 0 137 368
Percent of Open Interest Represented by Each Category of Trader
1.7 37.9 0.0 52.6 20.0 6.2 1.5 10.9 0.0 0.0 0.0 0.0 37.9 25.0
Number of Traders in Each Category Total Traders: 24
. . 0 15 . 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 161,999
Positions
60,759 1,600 415 32,542 104,797 5,292 28,049 22,790 4,494 6,796 430 0 23,652 22,181
Changes from: January 16, 2024 Total Change is: -1,443
7,357 -9,646 73 -5,146 1,218 789 -1,524 1,718 340 -47 8 0 -3,285 4,057
Percent of Open Interest Represented by Each Category of Trader
37.5 1.0 0.3 20.1 64.7 3.3 17.3 14.1 2.8 4.2 0.3 0.0 14.6 13.7
Number of Traders in Each Category Total Traders: 94
11 . . 15 19 10 22 20 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 250,059
Positions
4,396 83,954 1,235 142,070 3,827 867 85,121 57,771 7,221 2,202 92,539 16 6,931 2,629
Changes from: January 16, 2024 Total Change is: -13,414
870 -12,620 462 -4,395 -1,485 0 -9,698 345 -19 58 228 0 -692 -325
Percent of Open Interest Represented by Each Category of Trader
1.8 33.6 0.5 56.8 1.5 0.3 34.0 23.1 2.9 0.9 37.0 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 165
5 8 4 31 7 . 63 23 10 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 59,204
Positions
2,778 37,684 2,275 32,576 2,651 110 12,155 10,890 733 4,997 3,442 50 3,530 1,369
Changes from: January 16, 2024 Total Change is: 444
1,437 -2,575 1,286 -190 491 109 -3,397 170 643 707 350 50 -201 -80
Percent of Open Interest Represented by Each Category of Trader
4.7 63.7 3.8 55.0 4.5 0.2 20.5 18.4 1.2 8.4 5.8 0.1 6.0 2.3
Number of Traders in Each Category Total Traders: 87
5 6 . 16 5 . 23 13 4 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 36,633
Positions
6,475 2,945 69 11,916 20,333 1,328 11,239 7,870 715 261 160 0 4,630 3,213
Changes from: January 16, 2024 Total Change is: -1,833
390 -2,069 8 -1,700 1,523 365 954 -1,518 -194 -192 50 0 -1,464 2
Percent of Open Interest Represented by Each Category of Trader
17.7 8.0 0.2 32.5 55.5 3.6 30.7 21.5 2.0 0.7 0.4 0.0 12.6 8.8
Number of Traders in Each Category Total Traders: 81
7 5 . 13 18 6 19 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 9,903
Positions
481 1,856 0 700 3,636 77 7,417 2,630 50 0 0 0 1,178 1,654
Changes from: January 16, 2024 Total Change is: 2,342
-8 -364 0 0 1,816 0 2,559 479 50 0 0 0 -259 361
Percent of Open Interest Represented by Each Category of Trader
4.9 18.7 0.0 7.1 36.7 0.8 74.9 26.6 0.5 0.0 0.0 0.0 11.9 16.7
Number of Traders in Each Category Total Traders: 34
. . 0 . 8 . 12 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 101,763
Positions
31,056 57,424 1,520 18,390 7,604 1,521 29,311 14,754 2,569 1,723 3,488 44 15,629 12,839
Changes from: January 16, 2024 Total Change is: 1,611
1,415 3,912 112 -475 -1,692 -510 -648 2,725 466 492 -938 44 715 -2,507
Percent of Open Interest Represented by Each Category of Trader
30.5 56.4 1.5 18.1 7.5 1.5 28.8 14.5 2.5 1.7 3.4 0.0 15.4 12.6
Number of Traders in Each Category Total Traders: 120
11 16 6 17 7 5 34 22 17 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 99,697
Positions
30,994 57,242 1,520 18,390 7,604 1,521 28,783 14,871 1,780 1,690 3,445 17 15,002 11,697
Changes from: January 16, 2024 Total Change is: 1,532
1,391 3,836 112 -475 -1,692 -510 -324 2,832 179 459 -849 17 683 -2,393
Percent of Open Interest Represented by Each Category of Trader
31.1 57.4 1.5 18.4 7.6 1.5 28.9 14.9 1.8 1.7 3.5 0.0 15.0 11.7
Number of Traders in Each Category Total Traders: 105
10 15 6 17 7 5 27 20 13 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 61,247
Positions
23,210 50,221 0 30,332 5,608 1,468 3,569 2,973 0 0 0 0 2,668 977
Changes from: January 16, 2024 Total Change is: 2,434
2,442 1,529 0 -34 874 59 209 -104 0 0 0 0 -242 76
Percent of Open Interest Represented by Each Category of Trader
37.9 82.0 0.0 49.5 9.2 2.4 5.8 4.9 0.0 0.0 0.0 0.0 4.4 1.6
Number of Traders in Each Category Total Traders: 37
5 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 20,661
Positions
616 1,820 0 0 0 0 12,952 6,499 221 600 701 0 6,272 11,420
Changes from: January 16, 2024 Total Change is: 794
244 758 0 0 0 0 -154 2,015 -216 600 -623 0 320 -1,140
Percent of Open Interest Represented by Each Category of Trader
3.0 8.8 0.0 0.0 0.0 0.0 62.7 31.5 1.1 2.9 3.4 0.0 30.4 55.3
Number of Traders in Each Category Total Traders: 21
. . 0 0 0 0 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 2,287,411
Positions
248,586 837,806 44,689 1,192,719 278,234 157,969 179,526 567,605 54,236 135,979 146,528 6,256 267,450 194,088
Changes from: January 16, 2024 Total Change is: 53,884
29,742 -18,016 7,504 892 15,909 -14,885 25,019 120,191 -10,699 23,631 -25,688 -6,084 -1,235 -14,348
Percent of Open Interest Represented by Each Category of Trader
10.9 36.6 2.0 52.1 12.2 6.9 7.8 24.8 2.4 5.9 6.4 0.3 11.7 8.5
Number of Traders in Each Category Total Traders: 518
30 37 20 184 61 102 81 81 61 23 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 20,586
Positions
9,508 13,246 0 6,475 2,401 0 2,864 900 0 0 0 0 1,739 4,039
Changes from: January 16, 2024 Total Change is: 2,677
3,605 718 0 1,269 0 0 -633 -694 0 0 0 0 -1,564 2,653
Percent of Open Interest Represented by Each Category of Trader
46.2 64.3 0.0 31.5 11.7 0.0 13.9 4.4 0.0 0.0 0.0 0.0 8.4 19.6
Number of Traders in Each Category Total Traders: 25
6 5 0 4 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 23,135
Positions
5,931 19,007 12 11,644 2,068 226 2,732 564 0 0 0 0 2,590 1,258
Changes from: January 16, 2024 Total Change is: -30
251 -768 0 179 1,035 0 -427 -166 0 0 0 0 -33 -131
Percent of Open Interest Represented by Each Category of Trader
25.6 82.2 0.1 50.3 8.9 1.0 11.8 2.4 0.0 0.0 0.0 0.0 11.2 5.4
Number of Traders in Each Category Total Traders: 34
5 9 . 12 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 2,271,312
Positions
248,373 837,700 44,536 1,190,608 278,354 157,669 178,471 571,094 47,017 135,870 144,512 6,249 262,519 184,181
Changes from: January 16, 2024 Total Change is: 54,255
29,529 -17,848 7,351 980 16,029 -14,872 26,192 120,136 -11,518 23,630 -26,460 -6,091 -946 -12,472
Percent of Open Interest Represented by Each Category of Trader
10.9 36.9 2.0 52.4 12.3 6.9 7.9 25.1 2.1 6.0 6.4 0.3 11.6 8.1
Number of Traders in Each Category Total Traders: 505
29 36 19 181 61 101 79 77 56 22 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 37,072
Positions
26,118 33,985 0 7,643 722 0 807 1,352 0 0 0 0 2,504 1,013
Changes from: January 16, 2024 Total Change is: 500
318 -379 0 -91 192 0 210 1,046 0 0 0 0 63 -359
Percent of Open Interest Represented by Each Category of Trader
70.5 91.7 0.0 20.6 1.9 0.0 2.2 3.6 0.0 0.0 0.0 0.0 6.8 2.7
Number of Traders in Each Category Total Traders: 24
5 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 39,214
Positions
6,100 25,877 0 16,798 8,716 161 10,603 2,906 0 0 0 0 5,552 1,554
Changes from: January 16, 2024 Total Change is: 2,844
1,121 2,801 0 -1,267 1,708 0 135 -77 0 0 0 0 2,855 -1,588
Percent of Open Interest Represented by Each Category of Trader
15.6 66.0 0.0 42.8 22.2 0.4 27.0 7.4 0.0 0.0 0.0 0.0 14.2 4.0
Number of Traders in Each Category Total Traders: 35
6 6 0 11 4 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 160,988
Positions
3,631 2,554 32 22,993 683 1,120 69,988 24,549 12,751 1,091 20,159 71 49,311 99,069
Changes from: January 16, 2024 Total Change is: -3,706
3,631 -180 32 -107 -428 -905 594 12,876 -4,140 10 7,724 71 -2,892 -18,756
Percent of Open Interest Represented by Each Category of Trader
2.3 1.6 0.0 14.3 0.4 0.7 43.5 15.2 7.9 0.7 12.5 0.0 30.6 61.5
Number of Traders in Each Category Total Traders: 34
. . . 11 . 5 10 6 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 373,782
Positions
145,020 145,889 115,688 1,634 38,000 0 29,682 16,815 53,719 25,277 0 250 2,512 3,421
Changes from: January 16, 2024 Total Change is: -12,056
5,239 6,520 -14,376 0 0 0 1,031 0 -4,700 1,000 0 -1,000 750 1,500
Percent of Open Interest Represented by Each Category of Trader
38.8 39.0 31.0 0.4 10.2 0.0 7.9 4.5 14.4 6.8 0.0 0.1 0.7 0.9
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 23, 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 41,291
Positions
4,844 9,741 119 25,254 22,327 1,959 1,507 2,877 3 0 251 0 7,605 4,014
Changes from: January 16, 2024 Total Change is: -612
121 -675 -2 563 489 -141 -754 588 -64 0 -14 0 -335 -793
Percent of Open Interest Represented by Each Category of Trader
11.7 23.6 0.3 61.2 54.1 4.7 3.6 7.0 0.0 0.0 0.6 0.0 18.4 9.7
Number of Traders in Each Category Total Traders: 70
6 5 . 33 15 11 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 302,456
Positions
53,686 115,403 2,734 118,140 23,690 4,561 53,148 87,486 17,085 9,102 11,726 375 43,625 39,396
Changes from: January 16, 2024 Total Change is: 17,806
5,723 17,450 -1,592 5,733 -2,855 -99 2,987 3,862 3,061 125 -1,702 333 1,536 -653
Percent of Open Interest Represented by Each Category of Trader
17.8 38.2 0.9 39.1 7.8 1.5 17.6 28.9 5.6 3.0 3.9 0.1 14.4 13.0
Number of Traders in Each Category Total Traders: 311
25 31 9 80 25 27 56 47 32 16 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 289,392
Positions
53,483 115,185 2,494 117,894 23,690 4,552 57,307 93,684 4,270 9,267 10,503 124 40,001 34,890
Changes from: January 16, 2024 Total Change is: 15,932
5,583 17,106 -1,431 5,651 -2,918 -35 2,064 4,414 1,836 347 -2,008 103 1,814 -1,135
Percent of Open Interest Represented by Each Category of Trader
18.5 39.8 0.9 40.7 8.2 1.6 19.8 32.4 1.5 3.2 3.6 0.0 13.8 12.1
Number of Traders in Each Category Total Traders: 287
23 29 8 77 25 26 53 43 25 15 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 130,642
Positions
4,411 4,560 24 2,463 0 85 85,471 65,075 1,097 377 14,264 476 36,238 45,061
Changes from: January 16, 2024 Total Change is: 18,738
-210 1,831 0 185 0 -9 21,362 6,617 119 -194 5,095 268 -2,783 4,817
Percent of Open Interest Represented by Each Category of Trader
3.4 3.5 0.0 1.9 0.0 0.1 65.4 49.8 0.8 0.3 10.9 0.4 27.7 34.5
Number of Traders in Each Category Total Traders: 41
4 . . 4 0 . 12 7 7 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 504,119
Positions
88,654 128,426 7,203 207,434 160,288 30,727 116,417 126,430 5,033 17,322 26,319 300 31,029 19,393
Changes from: January 16, 2024 Total Change is: 14,022
3,047 -135 -97 655 -4,069 5,157 6,788 9,474 1,497 -3,333 4,286 0 308 -2,091
Percent of Open Interest Represented by Each Category of Trader
17.6 25.5 1.4 41.1 31.8 6.1 23.1 25.1 1.0 3.4 5.2 0.1 6.2 3.8
Number of Traders in Each Category Total Traders: 355
31 19 5 102 56 41 52 70 26 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 31,347
Positions
15,792 15,513 0 13,654 13,976 248 570 828 0 0 0 0 1,083 782
Changes from: January 16, 2024 Total Change is: 2,228
2,554 688 0 -579 1,493 5 212 279 0 0 0 0 36 -237
Percent of Open Interest Represented by Each Category of Trader
50.4 49.5 0.0 43.6 44.6 0.8 1.8 2.6 0.0 0.0 0.0 0.0 3.5 2.5
Number of Traders in Each Category Total Traders: 27
. 9 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 16,680
Positions
0 8,466 0 10,660 0 5 1,703 2,631 0 423 3,337 0 3,889 2,241
Changes from: January 16, 2024 Total Change is: -1,046
0 342 0 -869 0 -6 -391 -879 0 0 -236 0 220 -267
Percent of Open Interest Represented by Each Category of Trader
0.0 50.8 0.0 63.9 0.0 0.0 10.2 15.8 0.0 2.5 20.0 0.0 23.3 13.4
Number of Traders in Each Category Total Traders: 27
0 5 0 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 46,674
Positions
6,704 16,419 1,611 12,750 1,258 665 11,893 7,433 525 5,380 1,777 0 7,146 16,986
Changes from: January 16, 2024 Total Change is: -2,319
1,418 -825 15 -1,573 -166 0 -1,467 -1,429 145 -327 491 0 -530 -550
Percent of Open Interest Represented by Each Category of Trader
14.4 35.2 3.5 27.3 2.7 1.4 25.5 15.9 1.1 11.5 3.8 0.0 15.3 36.4
Number of Traders in Each Category Total Traders: 64
8 6 . 13 . 4 17 12 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 423,631
Positions
36,963 239,343 1,103 301,824 73,184 28,756 26,362 16,210 1,297 11,426 53,951 909 14,991 8,878
Changes from: January 16, 2024 Total Change is: -2,854
-453 -1,562 2 541 -140 279 -3,603 -2,443 272 -1,394 -60 287 1,215 511
Percent of Open Interest Represented by Each Category of Trader
8.7 56.5 0.3 71.2 17.3 6.8 6.2 3.8 0.3 2.7 12.7 0.2 3.5 2.1
Number of Traders in Each Category Total Traders: 192
10 17 7 78 37 35 26 15 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 1,029,888
Positions
105,088 319,395 9,335 589,142 375,084 122,498 103,814 154,024 6,329 55,469 26,658 3,187 35,026 13,378
Changes from: January 16, 2024 Total Change is: -7,166
2,428 -44,934 299 -3,699 14,561 121 -5,606 18,915 -2,402 -1,809 4,327 1,116 2,386 831
Percent of Open Interest Represented by Each Category of Trader
10.2 31.0 0.9 57.2 36.4 11.9 10.1 15.0 0.6 5.4 2.6 0.3 3.4 1.3
Number of Traders in Each Category Total Traders: 391
26 20 9 152 68 72 52 35 23 27 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 199,112
Positions
11,186 136,714 20,704 44,784 0 1,605 80,897 7,300 27,649 9,762 4,605 0 2,525 535
Changes from: January 16, 2024 Total Change is: -355
498 645 166 -601 0 0 504 -433 -743 -269 0 0 90 10
Percent of Open Interest Represented by Each Category of Trader
5.6 68.7 10.4 22.5 0.0 0.8 40.6 3.7 13.9 4.9 2.3 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 77
7 18 14 10 0 . 29 5 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 1,443,490
Positions
33,192 202,500 2,033 812,964 297,262 172,507 79,740 490,110 33,655 106,057 100,836 236 203,106 144,351
Changes from: January 16, 2024 Total Change is: 1,122
-3,036 8,074 310 -647 -1,623 -1,017 -244 -13,758 1,668 -3,411 1,118 2 7,497 6,348
Percent of Open Interest Represented by Each Category of Trader
2.3 14.0 0.1 56.3 20.6 12.0 5.5 34.0 2.3 7.3 7.0 0.0 14.1 10.0
Number of Traders in Each Category Total Traders: 207
12 20 7 62 32 55 18 43 15 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 1,661,311
Positions
17,591 90,886 2,090 1,036,317 308,261 290,855 91,723 756,122 19,852 38,482 41,378 14 164,387 151,853
Changes from: January 16, 2024 Total Change is: -17,957
2,533 2,102 -1 -4,745 -72 -384 -9,185 -1,948 1,838 -2,354 -17,843 0 -5,659 -1,649
Percent of Open Interest Represented by Each Category of Trader
1.1 5.5 0.1 62.4 18.6 17.5 5.5 45.5 1.2 2.3 2.5 0.0 9.9 9.1
Number of Traders in Each Category Total Traders: 184
6 12 4 78 34 61 14 30 14 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 3,942,469
Positions
130,426 438,820 9,739 1,698,065 483,699 342,348 880,536 2,306,334 83,192 523,623 137,164 14,496 260,044 126,677
Changes from: January 16, 2024 Total Change is: 41,650
3,188 7,155 3,055 -37,552 -1,131 25,430 16,240 7,481 12,067 4,993 -7,254 2,514 11,715 -7,667
Percent of Open Interest Represented by Each Category of Trader
3.3 11.1 0.2 43.1 12.3 8.7 22.3 58.5 2.1 13.3 3.5 0.4 6.6 3.2
Number of Traders in Each Category Total Traders: 453
30 28 11 157 48 86 63 66 36 50 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 4,644,740
Positions
145,612 372,331 74,639 2,491,161 1,087,018 619,542 310,214 1,887,752 70,952 526,909 181,188 829 404,882 350,489
Changes from: January 16, 2024 Total Change is: -99,974
-23,388 47,571 -21,618 -43,229 -58,826 -24,450 -36,336 -35,734 -8,714 64,356 -3,825 207 -6,802 5,415
Percent of Open Interest Represented by Each Category of Trader
3.1 8.0 1.6 53.6 23.4 13.3 6.7 40.6 1.5 11.3 3.9 0.0 8.7 7.5
Number of Traders in Each Category Total Traders: 413
21 31 12 128 59 99 48 83 48 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 2,130,264
Positions
79,351 191,562 4,478 954,752 690,875 294,157 409,347 557,437 31,285 164,111 68,550 6,008 186,775 285,912
Changes from: January 16, 2024 Total Change is: 36,147
454 19,316 216 44,600 18,843 -3,362 -16,546 -4,782 6,619 20,543 -7,397 10 -16,387 6,684
Percent of Open Interest Represented by Each Category of Trader
3.7 9.0 0.2 44.8 32.4 13.8 19.2 26.2 1.5 7.7 3.2 0.3 8.8 13.4
Number of Traders in Each Category Total Traders: 190
7 15 5 48 56 59 22 24 17 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 5,998,809
Positions
153,499 809,945 22,449 3,151,214 1,195,312 641,918 917,626 2,834,849 96,441 580,464 122,236 56 435,142 275,603
Changes from: January 16, 2024 Total Change is: 85,538
50,154 35,272 1,825 67,108 78,447 -22,616 -22,455 8,462 5,387 3,790 -14,999 -229 2,574 -6,011
Percent of Open Interest Represented by Each Category of Trader
2.6 13.5 0.4 52.5 19.9 10.7 15.3 47.3 1.6 9.7 2.0 0.0 7.3 4.6
Number of Traders in Each Category Total Traders: 387
21 32 11 151 34 95 51 63 37 25 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 1,891,792
Positions
399,279 196,565 512,515 26,534 41,919 42,259 364,814 459,967 495,708 6,644 79,159 12,223 31,816 51,477
Changes from: January 16, 2024 Total Change is: 80,527
-9,968 5,096 73,549 -768 8,828 -1,934 17,774 -56,499 3,994 1,170 49,713 1,588 -4,878 -3,808
Percent of Open Interest Represented by Each Category of Trader
21.1 10.4 27.1 1.4 2.2 2.2 19.3 24.3 26.2 0.4 4.2 0.6 1.7 2.7
Number of Traders in Each Category Total Traders: 167
31 29 50 4 9 . 38 40 55 . 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 32,598
Positions
15,422 13,863 6,817 477 250 63 1,254 2,655 8,456 0 323 64 45 107
Changes from: January 16, 2024 Total Change is: 2,286
552 -102 1,089 0 -4 -1 -268 241 960 -45 86 20 -21 -3
Percent of Open Interest Represented by Each Category of Trader
47.3 42.5 20.9 1.5 0.8 0.2 3.8 8.1 25.9 0.0 1.0 0.2 0.1 0.3
Number of Traders in Each Category Total Traders: 41
11 7 11 . . . 8 9 14 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 is10,227,628
Positions
1,627,625 1,997,090 1,804,057 209,424 842,689 877,382 2,181,793 879,226 3,363,239 38,676 334,440 91,527 33,905 37,978
Changes from: January 16, 2024 Total Change is: 150,759
27,373 46,079 30,796 -5,204 63,883 -38,046 159,507 34,949 -13,553 796 39,728 -12,333 1,423 -744
Percent of Open Interest Represented by Each Category of Trader
15.9 19.5 17.6 2.0 8.2 8.6 21.3 8.6 32.9 0.4 3.3 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 902
68 112 143 44 75 63 149 156 189 97 140 97
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 1,098,322
Positions
264,477 101,871 303,182 88,262 4,068 27,011 227,880 482,305 159,165 21,018 13,943 6,584 743 193
Changes from: January 16, 2024 Total Change is: 11,047
24,594 -5,038 -3,301 -1,419 43 2,549 -987 24,860 -8,418 -2,399 -54 646 -218 -240
Percent of Open Interest Represented by Each Category of Trader
24.1 9.3 27.6 8.0 0.4 2.5 20.7 43.9 14.5 1.9 1.3 0.6 0.1 0.0
Number of Traders in Each Category Total Traders: 194
37 48 57 5 7 4 25 54 51 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 79,879
Positions
2,546 40 31,585 220 201 0 4,175 27,238 20,223 21,117 572 0 13 20
Changes from: January 16, 2024 Total Change is: 3,490
0 0 0 100 -196 0 0 1,499 1,875 1,515 312 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.2 0.0 39.5 0.3 0.3 0.0 5.2 34.1 25.3 26.4 0.7 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 26
. . . . . 0 . 4 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 34,788
Positions
6,968 0 1,253 60 348 0 1,834 17,721 10,161 14,506 5,243 0 6 62
Changes from: January 16, 2024 Total Change is: -2,857
0 0 0 22 0 0 -3,281 -2,963 -118 520 224 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.0 0.0 3.6 0.2 1.0 0.0 5.3 50.9 29.2 41.7 15.1 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 30
. 0 . . . 0 . 9 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 22,815
Positions
1,588 4,017 976 12,427 42 422 2,972 11,328 2,022 288 2,662 507 1,613 839
Changes from: January 16, 2024 Total Change is: -471
-333 -1,022 468 -397 27 227 -606 -2,085 485 -325 1,174 144 -134 111
Percent of Open Interest Represented by Each Category of Trader
7.0 17.6 4.3 54.5 0.2 1.8 13.0 49.7 8.9 1.3 11.7 2.2 7.1 3.7
Number of Traders in Each Category Total Traders: 118
8 7 . 17 . 5 33 36 27 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 24,261
Positions
3,433 6,582 444 818 4,733 46 8,918 7,384 2,801 3,608 1,142 47 4,146 1,082
Changes from: January 16, 2024 Total Change is: 3,614
3,183 58 -13 23 1,938 -64 714 1,126 170 -89 178 30 -340 191
Percent of Open Interest Represented by Each Category of Trader
14.2 27.1 1.8 3.4 19.5 0.2 36.8 30.4 11.5 14.9 4.7 0.2 17.1 4.5
Number of Traders in Each Category Total Traders: 103
4 . . 5 . . 18 11 7 45 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 23, 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 17,794
Positions
675 0 0 0 0 0 2,088 10,807 5 11,523 5,093 0 3,503 1,889
Changes from: January 16, 2024 Total Change is: -1,234
675 -2,451 -373 0 0 0 723 400 -1 -1,804 911 0 -454 280
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 0.0 0.0 0.0 0.0 11.7 60.7 0.0 64.8 28.6 0.0 19.7 10.6
Number of Traders in Each Category Total Traders: 147
. 0 0 0 0 0 . . . 101 42 0
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 6,136
Positions
258 1,420 83 1,291 1 138 2,343 3,518 295 718 229 16 994 436
Changes from: January 16, 2024 Total Change is: -420
-43 78 -57 -345 -42 123 -151 -790 208 -140 -108 8 -23 160
Percent of Open Interest Represented by Each Category of Trader
4.2 23.1 1.4 21.0 0.0 2.2 38.2 57.3 4.8 11.7 3.7 0.3 16.2 7.1
Number of Traders in Each Category Total Traders: 73
4 7 . 11 . . 24 18 14 4 . .
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 35,996
Positions
654 11,389 1,584 2,394 1,204 916 13,546 13,257 2,676 13,038 4,610 70 1,118 290
Changes from: January 16, 2024 Total Change is: -1,816
654 -4,981 112 -1,064 130 0 1,053 217 58 -2,286 2,587 -8 -335 69
Percent of Open Interest Represented by Each Category of Trader
1.8 31.6 4.4 6.7 3.3 2.5 37.6 36.8 7.4 36.2 12.8 0.2 3.1 0.8
Number of Traders in Each Category Total Traders: 113
. . . 4 . . 12 5 . 69 19 .
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 7,638
Positions
0 3,050 126 0 0 0 242 2,926 0 6,440 1,240 0 830 296
Changes from: January 16, 2024 Total Change is: -299
0 275 126 0 0 0 242 -686 0 -514 47 0 -153 -61
Percent of Open Interest Represented by Each Category of Trader
0.0 39.9 1.6 0.0 0.0 0.0 3.2 38.3 0.0 84.3 16.2 0.0 10.9 3.9
Number of Traders in Each Category Total Traders: 70
0 . . 0 0 0 . . 0 50 15 0
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 24,663
Positions
0 3,985 0 10,175 2,284 668 6,690 11,638 1,483 2,346 2,033 0 3,301 2,572
Changes from: January 16, 2024 Total Change is: 1,162
-64 -50 0 3,423 -214 -21 -2,814 1,638 170 -52 -144 0 520 -217
Percent of Open Interest Represented by Each Category of Trader
0.0 16.2 0.0 41.3 9.3 2.7 27.1 47.2 6.0 9.5 8.2 0.0 13.4 10.4
Number of Traders in Each Category Total Traders: 99
0 . 0 14 5 . 26 22 8 15 15 0
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 340,313
Positions
47,861 22,719 18,729 59,957 72,380 59,133 61,396 71,155 48,930 9,347 7,057 9,655 25,305 30,555
Changes from: January 16, 2024 Total Change is: -18,952
-9,158 -16,383 1,250 -7,177 3,942 2,059 -3,422 -8,249 -3,709 3,645 4,007 -1,377 -1,063 -492
Percent of Open Interest Represented by Each Category of Trader
14.1 6.7 5.5 17.6 21.3 17.4 18.0 20.9 14.4 2.7 2.1 2.8 7.4 9.0
Number of Traders in Each Category Total Traders: 209
15 11 20 21 34 28 46 48 54 15 8 17
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Traders in Financial Futures - Futures Only Positions as of January 23, 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 93,694
Positions
82,098 76,557 0 9,515 7,636 30 1,225 9,262 0 547 138 0 279 71
Changes from: January 16, 2024 Total Change is: 392
0 0 0 21 1,275 0 345 -946 0 33 14 0 -7 49
Percent of Open Interest Represented by Each Category of Trader
87.6 81.7 0.0 10.2 8.1 0.0 1.3 9.9 0.0 0.6 0.1 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 9 7 . 4 . 0 7 . 0
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Updated January 26, 2024