Traders in Financial Futures - Futures Only Positions as of January 30, 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 159,376
Positions
49,088 34,566 186 46,245 54,803 2,988 16,609 37,488 1,423 10,204 1,877 601 32,032 25,444
Changes from: January 23, 2024 Total Change is: 4,238
-1,540 6,948 -764 2,491 -1,937 -425 3,347 923 -145 148 -190 -5 1,131 -167
Percent of Open Interest Represented by Each Category of Trader
30.8 21.7 0.1 29.0 34.4 1.9 10.4 23.5 0.9 6.4 1.2 0.4 20.1 16.0
Number of Traders in Each Category Total Traders: 103
5 9 . 17 24 7 16 22 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 47,783
Positions
10,534 6,583 41 13,278 17,900 566 9,725 6,974 33 1,238 0 0 12,368 15,686
Changes from: January 23, 2024 Total Change is: -615
1,639 -485 0 -860 1,145 90 422 -1,905 -45 -156 0 0 -1,705 585
Percent of Open Interest Represented by Each Category of Trader
22.0 13.8 0.1 27.8 37.5 1.2 20.4 14.6 0.1 2.6 0.0 0.0 25.9 32.8
Number of Traders in Each Category Total Traders: 50
6 5 . 6 12 . 12 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 192,229
Positions
24,177 17,650 6,664 53,358 87,082 6,959 57,108 29,603 14,268 0 3,535 91 29,604 26,377
Changes from: January 23, 2024 Total Change is: 6,549
-470 150 -263 2,563 917 176 1,948 3,307 2,490 0 -8 -1 106 -219
Percent of Open Interest Represented by Each Category of Trader
12.6 9.2 3.5 27.8 45.3 3.6 29.7 15.4 7.4 0.0 1.8 0.0 15.4 13.7
Number of Traders in Each Category Total Traders: 106
4 8 . 11 30 12 23 24 13 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 242,029
Positions
71,599 11,661 209 66,084 100,792 5,528 35,268 74,782 6,006 15,462 1,499 0 41,873 41,552
Changes from: January 23, 2024 Total Change is: -1,003
5,533 -625 3 358 6,392 -31 -11,331 -317 51 2,460 -1,762 0 1,954 -4,714
Percent of Open Interest Represented by Each Category of Trader
29.6 4.8 0.1 27.3 41.6 2.3 14.6 30.9 2.5 6.4 0.6 0.0 17.3 17.2
Number of Traders in Each Category Total Traders: 150
15 5 . 21 32 10 26 38 12 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 727,210
Positions
22,769 438,343 1,846 470,145 112,148 28,814 79,542 68,993 11,291 30,144 10,351 4,070 78,589 51,354
Changes from: January 23, 2024 Total Change is: 1,787
2,299 -10,301 -130 -5,993 13,780 1,033 4,205 -2,776 602 1,432 -598 121 -1,782 56
Percent of Open Interest Represented by Each Category of Trader
3.1 60.3 0.3 64.7 15.4 4.0 10.9 9.5 1.6 4.1 1.4 0.6 10.8 7.1
Number of Traders in Each Category Total Traders: 292
12 16 . 109 40 45 39 43 21 23 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 29,186
Positions
479 10,923 0 15,543 6,651 1,456 453 2,930 0 0 0 0 11,255 7,226
Changes from: January 23, 2024 Total Change is: 356
-15 3 0 375 876 -340 11 -203 0 0 0 0 325 20
Percent of Open Interest Represented by Each Category of Trader
1.6 37.4 0.0 53.3 22.8 5.0 1.6 10.0 0.0 0.0 0.0 0.0 38.6 24.8
Number of Traders in Each Category Total Traders: 24
. . 0 15 . 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 165,531
Positions
69,934 1,636 699 30,589 109,587 6,010 24,992 20,090 4,625 6,780 430 0 21,902 22,454
Changes from: January 23, 2024 Total Change is: 3,532
9,175 36 284 -1,953 4,790 718 -3,057 -2,700 131 -16 0 0 -1,750 273
Percent of Open Interest Represented by Each Category of Trader
42.2 1.0 0.4 18.5 66.2 3.6 15.1 12.1 2.8 4.1 0.3 0.0 13.2 13.6
Number of Traders in Each Category Total Traders: 95
11 . . 14 20 10 21 21 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 250,075
Positions
1,952 86,051 1,736 146,342 3,177 867 83,810 58,086 5,246 2,303 92,417 16 7,803 2,479
Changes from: January 23, 2024 Total Change is: 16
-2,444 2,097 501 4,272 -650 0 -1,311 315 -1,975 101 -122 0 872 -150
Percent of Open Interest Represented by Each Category of Trader
0.8 34.4 0.7 58.5 1.3 0.3 33.5 23.2 2.1 0.9 37.0 0.0 3.1 1.0
Number of Traders in Each Category Total Traders: 168
4 8 4 32 6 . 69 22 11 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 77,395
Positions
2,607 36,534 9,677 36,453 2,144 160 14,304 18,834 5,681 4,975 2,953 150 3,388 1,262
Changes from: January 23, 2024 Total Change is: 18,191
-171 -1,150 7,402 3,877 -507 50 2,149 7,944 4,948 -22 -489 100 -142 -107
Percent of Open Interest Represented by Each Category of Trader
3.4 47.2 12.5 47.1 2.8 0.2 18.5 24.3 7.3 6.4 3.8 0.2 4.4 1.6
Number of Traders in Each Category Total Traders: 83
6 6 4 16 5 . 23 10 . 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 36,979
Positions
6,964 1,869 21 9,274 19,870 1,304 13,843 9,926 585 400 145 0 4,588 3,259
Changes from: January 23, 2024 Total Change is: 346
489 -1,076 -48 -2,642 -463 -24 2,604 2,056 -130 139 -15 0 -42 46
Percent of Open Interest Represented by Each Category of Trader
18.8 5.1 0.1 25.1 53.7 3.5 37.4 26.8 1.6 1.1 0.4 0.0 12.4 8.8
Number of Traders in Each Category Total Traders: 78
7 5 . 11 15 4 19 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 12,249
Positions
0 2,448 0 5,377 2,497 77 5,456 5,468 0 0 0 0 1,339 1,759
Changes from: January 23, 2024 Total Change is: 2,346
-481 592 0 4,677 -1,139 0 -1,961 2,838 -50 0 0 0 161 105
Percent of Open Interest Represented by Each Category of Trader
0.0 20.0 0.0 43.9 20.4 0.6 44.5 44.6 0.0 0.0 0.0 0.0 10.9 14.4
Number of Traders in Each Category Total Traders: 30
0 4 0 . 4 . 10 9 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 110,393
Positions
30,553 65,160 1,378 22,517 3,917 3,403 32,812 16,272 1,911 2,367 3,774 17 15,436 14,561
Changes from: January 23, 2024 Total Change is: 8,630
-503 7,736 -142 4,127 -3,687 1,882 3,501 1,518 -658 644 286 -27 -194 1,722
Percent of Open Interest Represented by Each Category of Trader
27.7 59.0 1.2 20.4 3.5 3.1 29.7 14.7 1.7 2.1 3.4 0.0 14.0 13.2
Number of Traders in Each Category Total Traders: 129
10 19 8 23 6 6 41 18 15 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 107,896
Positions
30,479 64,995 1,376 22,517 3,917 3,403 31,578 16,138 1,301 2,289 3,754 17 14,936 12,995
Changes from: January 23, 2024 Total Change is: 8,199
-515 7,753 -144 4,127 -3,687 1,882 2,795 1,267 -479 599 309 0 -66 1,298
Percent of Open Interest Represented by Each Category of Trader
28.2 60.2 1.3 20.9 3.6 3.2 29.3 15.0 1.2 2.1 3.5 0.0 13.8 12.0
Number of Traders in Each Category Total Traders: 115
9 18 7 23 6 6 32 17 12 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 61,685
Positions
24,483 50,580 0 29,588 5,631 1,461 3,292 3,137 0 0 0 0 2,861 876
Changes from: January 23, 2024 Total Change is: 438
1,273 359 0 -744 23 -7 -277 164 0 0 0 0 193 -101
Percent of Open Interest Represented by Each Category of Trader
39.7 82.0 0.0 48.0 9.1 2.4 5.3 5.1 0.0 0.0 0.0 0.0 4.6 1.4
Number of Traders in Each Category Total Traders: 36
5 6 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 24,966
Positions
735 1,654 20 0 0 0 17,890 6,892 545 779 200 0 4,997 15,655
Changes from: January 23, 2024 Total Change is: 4,305
119 -166 20 0 0 0 4,938 393 324 179 -501 0 -1,275 4,235
Percent of Open Interest Represented by Each Category of Trader
2.9 6.6 0.1 0.0 0.0 0.0 71.7 27.6 2.2 3.1 0.8 0.0 20.0 62.7
Number of Traders in Each Category Total Traders: 24
. . . 0 0 0 13 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 2,326,056
Positions
261,405 870,018 53,406 1,212,141 240,586 155,957 177,373 602,100 50,924 138,897 155,816 5,620 270,335 191,629
Changes from: January 23, 2024 Total Change is: 38,646
12,818 32,212 8,717 19,422 -37,648 -2,013 -2,153 34,495 -3,312 2,918 9,288 -636 2,884 -2,459
Percent of Open Interest Represented by Each Category of Trader
11.2 37.4 2.3 52.1 10.3 6.7 7.6 25.9 2.2 6.0 6.7 0.2 11.6 8.2
Number of Traders in Each Category Total Traders: 522
31 37 18 183 59 100 83 83 60 23 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,806
Positions
9,704 14,056 0 5,067 2,587 65 2,370 877 0 0 0 0 1,600 1,221
Changes from: January 23, 2024 Total Change is: -1,780
196 810 0 -1,408 186 65 -494 -23 0 0 0 0 -139 -2,818
Percent of Open Interest Represented by Each Category of Trader
51.6 74.7 0.0 26.9 13.8 0.3 12.6 4.7 0.0 0.0 0.0 0.0 8.5 6.5
Number of Traders in Each Category Total Traders: 26
7 5 0 . 4 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 24,154
Positions
6,102 21,403 12 13,129 329 226 2,607 484 0 0 0 0 2,078 1,700
Changes from: January 23, 2024 Total Change is: 1,019
171 2,396 0 1,485 -1,739 0 -125 -80 0 0 0 0 -512 442
Percent of Open Interest Represented by Each Category of Trader
25.3 88.6 0.0 54.4 1.4 0.9 10.8 2.0 0.0 0.0 0.0 0.0 8.6 7.0
Number of Traders in Each Category Total Traders: 36
6 10 . 12 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 2,308,955
Positions
260,951 870,023 53,161 1,210,061 240,569 155,544 175,813 605,349 44,146 138,720 153,372 5,612 264,947 181,179
Changes from: January 23, 2024 Total Change is: 37,643
12,578 32,323 8,625 19,453 -37,785 -2,125 -2,658 34,255 -2,871 2,850 8,860 -637 2,428 -3,002
Percent of Open Interest Represented by Each Category of Trader
11.3 37.7 2.3 52.4 10.4 6.7 7.6 26.2 1.9 6.0 6.6 0.2 11.5 7.8
Number of Traders in Each Category Total Traders: 512
30 36 17 181 59 99 80 82 57 23 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 39,590
Positions
27,347 36,218 0 8,821 528 0 722 1,400 0 0 0 0 2,700 1,444
Changes from: January 23, 2024 Total Change is: 2,518
1,229 2,233 0 1,178 -194 0 -85 48 0 0 0 0 196 431
Percent of Open Interest Represented by Each Category of Trader
69.1 91.5 0.0 22.3 1.3 0.0 1.8 3.5 0.0 0.0 0.0 0.0 6.8 3.6
Number of Traders in Each Category Total Traders: 26
5 7 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 36,019
Positions
6,693 25,391 0 15,717 5,816 161 10,501 2,835 11 0 0 0 2,936 1,805
Changes from: January 23, 2024 Total Change is: -3,195
593 -486 0 -1,081 -2,900 0 -102 -71 11 0 0 0 -2,616 251
Percent of Open Interest Represented by Each Category of Trader
18.6 70.5 0.0 43.6 16.1 0.4 29.2 7.9 0.0 0.0 0.0 0.0 8.2 5.0
Number of Traders in Each Category Total Traders: 34
7 6 0 9 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 25,908
Positions
5,895 21,969 0 17,761 1,448 0 906 1,428 0 0 0 0 1,346 1,063
Changes from: January 23, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.8 84.8 0.0 68.6 5.6 0.0 3.5 5.5 0.0 0.0 0.0 0.0 5.2 4.1
Number of Traders in Each Category Total Traders: 21
. 7 0 7 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 171,013
Positions
6,955 2,369 32 22,623 1,993 2,305 70,760 22,673 12,616 1,767 24,441 80 53,875 104,504
Changes from: January 23, 2024 Total Change is: 10,025
3,324 -185 0 -370 1,310 1,185 772 -1,876 -135 676 4,282 9 4,564 5,435
Percent of Open Interest Represented by Each Category of Trader
4.1 1.4 0.0 13.2 1.2 1.3 41.4 13.3 7.4 1.0 14.3 0.0 31.5 61.1
Number of Traders in Each Category Total Traders: 37
. . . 11 . 6 10 7 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 386,304
Positions
149,481 152,114 122,390 1,634 38,000 0 30,667 16,565 54,082 25,277 0 250 2,523 2,903
Changes from: January 23, 2024 Total Change is: 12,522
4,461 6,225 6,702 0 0 0 985 -250 363 0 0 0 11 -518
Percent of Open Interest Represented by Each Category of Trader
38.7 39.4 31.7 0.4 9.8 0.0 7.9 4.3 14.0 6.5 0.0 0.1 0.7 0.8
Number of Traders in Each Category Total Traders: 39
11 12 18 . . 0 5 4 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 41,178
Positions
4,963 9,800 135 23,595 21,382 2,170 1,858 4,013 15 0 0 0 8,442 3,663
Changes from: January 23, 2024 Total Change is: -113
119 59 16 -1,659 -945 211 351 1,136 12 0 -251 0 837 -351
Percent of Open Interest Represented by Each Category of Trader
12.1 23.8 0.3 57.3 51.9 5.3 4.5 9.7 0.0 0.0 0.0 0.0 20.5 8.9
Number of Traders in Each Category Total Traders: 69
7 5 . 31 14 10 5 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 309,275
Positions
51,195 126,850 4,077 122,771 25,136 3,286 54,341 79,659 21,381 5,951 11,014 656 45,618 37,217
Changes from: January 23, 2024 Total Change is: 6,818
-2,491 11,447 1,343 4,630 1,446 -1,275 1,193 -7,827 4,295 -3,151 -712 281 1,993 -2,180
Percent of Open Interest Represented by Each Category of Trader
16.6 41.0 1.3 39.7 8.1 1.1 17.6 25.8 6.9 1.9 3.6 0.2 14.7 12.0
Number of Traders in Each Category Total Traders: 310
22 30 11 86 23 30 53 51 32 17 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 294,510
Positions
51,367 127,131 3,189 122,529 25,136 3,275 60,992 87,647 4,804 6,415 10,031 95 41,844 33,202
Changes from: January 23, 2024 Total Change is: 5,118
-2,116 11,946 695 4,635 1,446 -1,277 3,685 -6,037 534 -2,852 -472 -29 1,843 -1,688
Percent of Open Interest Represented by Each Category of Trader
17.4 43.2 1.1 41.6 8.5 1.1 20.7 29.8 1.6 2.2 3.4 0.0 14.2 11.3
Number of Traders in Each Category Total Traders: 286
22 28 9 83 23 29 48 46 26 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 147,645
Positions
7,144 6,050 20 2,416 0 106 96,929 83,556 2,329 547 15,020 418 37,736 40,146
Changes from: January 23, 2024 Total Change is: 17,003
2,733 1,490 -4 -47 0 21 11,458 18,481 1,232 170 756 -58 1,498 -4,915
Percent of Open Interest Represented by Each Category of Trader
4.8 4.1 0.0 1.6 0.0 0.1 65.7 56.6 1.6 0.4 10.2 0.3 25.6 27.2
Number of Traders in Each Category Total Traders: 42
. . . 4 0 . 14 9 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 510,247
Positions
92,876 139,243 7,190 209,966 166,472 31,519 104,388 121,521 5,756 24,238 16,224 300 34,014 22,022
Changes from: January 23, 2024 Total Change is: 6,128
4,222 10,817 -13 2,532 6,184 792 -12,029 -4,909 723 6,916 -10,095 0 2,985 2,629
Percent of Open Interest Represented by Each Category of Trader
18.2 27.3 1.4 41.1 32.6 6.2 20.5 23.8 1.1 4.8 3.2 0.1 6.7 4.3
Number of Traders in Each Category Total Traders: 350
35 20 5 104 55 43 49 63 23 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 30,462
Positions
16,543 14,412 0 12,214 14,324 0 589 828 0 0 0 0 1,116 898
Changes from: January 23, 2024 Total Change is: -885
751 -1,101 0 -1,440 348 -248 19 0 0 0 0 0 33 116
Percent of Open Interest Represented by Each Category of Trader
54.3 47.3 0.0 40.1 47.0 0.0 1.9 2.7 0.0 0.0 0.0 0.0 3.7 2.9
Number of Traders in Each Category Total Traders: 26
. 9 0 8 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 16,800
Positions
0 8,495 0 10,788 0 6 1,450 2,738 0 423 3,439 0 4,133 2,122
Changes from: January 23, 2024 Total Change is: 120
0 29 0 128 0 1 -253 107 0 0 102 0 244 -119
Percent of Open Interest Represented by Each Category of Trader
0.0 50.6 0.0 64.2 0.0 0.0 8.6 16.3 0.0 2.5 20.5 0.0 24.6 12.6
Number of Traders in Each Category Total Traders: 26
0 5 0 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 48,670
Positions
6,785 16,018 1,566 13,192 1,546 695 12,554 6,261 327 5,315 2,341 0 8,236 19,916
Changes from: January 23, 2024 Total Change is: 1,996
81 -401 -45 442 288 30 661 -1,172 -198 -65 564 0 1,090 2,930
Percent of Open Interest Represented by Each Category of Trader
13.9 32.9 3.2 27.1 3.2 1.4 25.8 12.9 0.7 10.9 4.8 0.0 16.9 40.9
Number of Traders in Each Category Total Traders: 63
8 6 . 13 . 5 16 10 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 422,531
Positions
37,140 241,012 1,181 296,706 70,129 28,489 32,255 18,284 842 11,316 53,383 954 13,648 8,257
Changes from: January 23, 2024 Total Change is: -1,100
177 1,669 78 -5,118 -3,055 -267 5,893 2,074 -455 -110 -568 45 -1,343 -621
Percent of Open Interest Represented by Each Category of Trader
8.8 57.0 0.3 70.2 16.6 6.7 7.6 4.3 0.2 2.7 12.6 0.2 3.2 2.0
Number of Traders in Each Category Total Traders: 195
11 18 7 80 37 35 26 14 7 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 1,035,193
Positions
101,677 308,674 10,735 608,165 381,645 116,991 104,616 153,558 7,276 55,017 39,771 3,272 27,444 13,271
Changes from: January 23, 2024 Total Change is: 5,305
-3,411 -10,721 1,400 19,023 6,561 -5,507 802 -466 947 -452 13,113 85 -7,582 -107
Percent of Open Interest Represented by Each Category of Trader
9.8 29.8 1.0 58.7 36.9 11.3 10.1 14.8 0.7 5.3 3.8 0.3 2.7 1.3
Number of Traders in Each Category Total Traders: 396
27 19 9 156 68 76 51 39 23 26 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 204,144
Positions
11,300 140,308 21,572 44,762 0 1,658 83,253 6,275 29,191 9,861 4,605 0 2,547 535
Changes from: January 23, 2024 Total Change is: 5,032
114 3,594 868 -22 0 53 2,356 -1,025 1,542 99 0 0 22 0
Percent of Open Interest Represented by Each Category of Trader
5.5 68.7 10.6 21.9 0.0 0.8 40.8 3.1 14.3 4.8 2.3 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 77
6 19 14 10 0 . 28 6 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 55,447
Positions
455 26,969 3,060 8,794 0 0 41,274 23,706 1,712 150 0 0 2 0
Changes from: January 23, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.8 48.6 5.5 15.9 0.0 0.0 74.4 42.8 3.1 0.3 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 10 6 . 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 1,426,560
Positions
37,592 197,220 2,829 785,997 282,071 176,737 77,948 490,976 33,163 105,376 97,522 242 206,676 145,800
Changes from: January 23, 2024 Total Change is: -16,930
4,400 -5,280 796 -26,967 -15,191 4,230 -1,792 866 -492 -681 -3,314 6 3,570 1,449
Percent of Open Interest Represented by Each Category of Trader
2.6 13.8 0.2 55.1 19.8 12.4 5.5 34.4 2.3 7.4 6.8 0.0 14.5 10.2
Number of Traders in Each Category Total Traders: 201
13 17 8 63 31 54 16 42 19 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 1,647,128
Positions
16,221 93,990 944 1,032,980 300,036 285,410 91,832 761,778 18,290 36,236 34,552 14 165,201 152,114
Changes from: January 23, 2024 Total Change is: -14,183
-1,370 3,104 -1,146 -3,337 -8,225 -5,445 109 5,656 -1,562 -2,246 -6,826 0 814 261
Percent of Open Interest Represented by Each Category of Trader
1.0 5.7 0.1 62.7 18.2 17.3 5.6 46.2 1.1 2.2 2.1 0.0 10.0 9.2
Number of Traders in Each Category Total Traders: 184
6 14 5 74 35 58 15 30 12 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 3,924,155
Positions
130,951 458,321 11,230 1,754,032 471,570 330,844 853,061 2,326,574 53,621 516,592 137,834 13,356 260,468 120,805
Changes from: January 23, 2024 Total Change is: -18,314
525 19,501 1,491 55,967 -12,129 -11,504 -27,475 20,240 -29,571 -7,031 670 -1,140 424 -5,872
Percent of Open Interest Represented by Each Category of Trader
3.3 11.7 0.3 44.7 12.0 8.4 21.7 59.3 1.4 13.2 3.5 0.3 6.6 3.1
Number of Traders in Each Category Total Traders: 455
33 26 13 158 48 88 64 68 34 50 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 4,733,002
Positions
164,579 320,078 90,997 2,501,712 1,071,223 643,855 306,284 1,983,155 75,244 537,276 183,618 1,347 411,708 363,485
Changes from: January 23, 2024 Total Change is: 88,262
18,967 -52,253 16,358 10,551 -15,795 24,313 -3,930 95,403 4,292 10,367 2,430 518 6,826 12,996
Percent of Open Interest Represented by Each Category of Trader
3.5 6.8 1.9 52.9 22.6 13.6 6.5 41.9 1.6 11.4 3.9 0.0 8.7 7.7
Number of Traders in Each Category Total Traders: 406
20 29 14 127 58 101 42 86 47 29 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 2,105,686
Positions
75,604 180,993 4,296 957,458 642,254 302,090 373,146 577,926 33,289 165,410 69,301 7,752 186,641 287,785
Changes from: January 23, 2024 Total Change is: -24,578
-3,747 -10,569 -182 2,706 -48,621 7,933 -36,201 20,489 2,004 1,299 751 1,744 -134 1,873
Percent of Open Interest Represented by Each Category of Trader
3.6 8.6 0.2 45.5 30.5 14.3 17.7 27.4 1.6 7.9 3.3 0.4 8.9 13.7
Number of Traders in Each Category Total Traders: 189
6 14 5 50 57 59 15 26 16 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 5,937,929
Positions
164,808 756,630 25,845 3,100,514 1,226,426 655,374 835,150 2,752,439 127,328 602,331 118,231 314 426,265 275,342
Changes from: January 23, 2024 Total Change is: -60,880
11,309 -53,315 3,396 -50,700 31,114 13,456 -82,476 -82,410 30,887 21,867 -4,005 258 -8,877 -261
Percent of Open Interest Represented by Each Category of Trader
2.8 12.7 0.4 52.2 20.7 11.0 14.1 46.4 2.1 10.1 2.0 0.0 7.2 4.6
Number of Traders in Each Category Total Traders: 399
21 32 12 154 31 96 56 67 36 28 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 2,025,249
Positions
469,844 205,240 516,604 26,958 25,935 48,877 353,055 522,708 562,266 10,362 92,854 9,545 27,738 41,220
Changes from: January 23, 2024 Total Change is: 133,457
70,565 8,675 4,089 424 -15,984 6,618 -11,759 62,741 66,558 3,718 13,695 -2,678 -4,078 -10,257
Percent of Open Interest Represented by Each Category of Trader
23.2 10.1 25.5 1.3 1.3 2.4 17.4 25.8 27.8 0.5 4.6 0.5 1.4 2.0
Number of Traders in Each Category Total Traders: 169
34 30 53 4 7 . 35 42 55 4 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 34,482
Positions
17,003 13,863 8,513 477 257 61 642 3,792 7,516 175 335 0 95 145
Changes from: January 23, 2024 Total Change is: 1,884
1,581 0 1,696 0 7 -2 -612 1,137 -940 175 12 -64 50 38
Percent of Open Interest Represented by Each Category of Trader
49.3 40.2 24.7 1.4 0.7 0.2 1.9 11.0 21.8 0.5 1.0 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 41
12 6 12 . . . 6 10 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 is10,412,822
Positions
1,853,144 2,073,680 1,690,996 192,266 950,468 877,626 2,177,840 921,875 3,447,126 53,714 326,982 91,300 28,810 32,769
Changes from: January 23, 2024 Total Change is: 185,194
225,519 76,590 -113,061 -17,158 107,779 244 -3,953 42,649 83,887 15,038 -7,458 -227 -5,095 -5,209
Percent of Open Interest Represented by Each Category of Trader
17.8 19.9 16.2 1.8 9.1 8.4 20.9 8.9 33.1 0.5 3.1 0.9 0.3 0.3
Number of Traders in Each Category Total Traders: 917
72 110 143 46 75 60 144 162 187 113 135 99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 1,158,710
Positions
348,487 122,305 285,804 83,720 4,680 31,317 207,345 519,592 173,927 20,723 14,172 6,691 696 222
Changes from: January 23, 2024 Total Change is: 60,388
84,010 20,434 -17,378 -4,542 612 4,306 -20,535 37,287 14,762 -295 229 107 -47 29
Percent of Open Interest Represented by Each Category of Trader
30.1 10.6 24.7 7.2 0.4 2.7 17.9 44.8 15.0 1.8 1.2 0.6 0.1 0.0
Number of Traders in Each Category Total Traders: 198
35 52 60 5 7 . 23 57 50 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 76,869
Positions
2,546 40 31,585 220 49 0 4,015 23,997 20,589 17,901 574 0 13 35
Changes from: January 23, 2024 Total Change is: -3,010
0 0 0 0 -152 0 -160 -3,241 366 -3,216 2 0 0 15
Percent of Open Interest Represented by Each Category of Trader
3.3 0.1 41.1 0.3 0.1 0.0 5.2 31.2 26.8 23.3 0.7 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . . . 0 . 4 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 33,953
Positions
6,968 0 1,253 60 67 0 3,166 18,191 9,549 12,946 4,829 0 11 64
Changes from: January 23, 2024 Total Change is: -835
0 0 0 0 -281 0 1,332 470 -612 -1,560 -414 0 5 2
Percent of Open Interest Represented by Each Category of Trader
20.5 0.0 3.7 0.2 0.2 0.0 9.3 53.6 28.1 38.1 14.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 30
. 0 . . . 0 . 8 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 20,679
Positions
1,575 4,784 172 12,793 0 220 2,642 12,123 848 762 1,646 232 1,435 654
Changes from: January 23, 2024 Total Change is: -2,136
-13 767 -804 366 -42 -202 -330 795 -1,174 474 -1,016 -275 -178 -185
Percent of Open Interest Represented by Each Category of Trader
7.6 23.1 0.8 61.9 0.0 1.1 12.8 58.6 4.1 3.7 8.0 1.1 6.9 3.2
Number of Traders in Each Category Total Traders: 114
8 7 . 18 0 . 28 37 20 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 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 12,009
Positions
201 2,469 20 805 4,708 56 4,812 3,057 331 2,062 490 33 3,689 845
Changes from: January 23, 2024 Total Change is: -12,252
-3,232 -4,113 -424 -13 -25 10 -4,106 -4,327 -2,470 -1,546 -652 -14 -457 -237
Percent of Open Interest Represented by Each Category of Trader
1.7 20.6 0.2 6.7 39.2 0.5 40.1 25.5 2.8 17.2 4.1 0.3 30.7 7.0
Number of Traders in Each Category Total Traders: 93
4 . . 4 . . 20 10 7 40 12 .
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Traders in Financial Futures - Futures Only Positions as of January 30, 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 11,214
Positions
0 2,954 17 0 0 0 91 1,795 0 8,745 4,400 0 2,361 2,048
Changes from: January 23, 2024 Total Change is: -6,580
-675 2,954 17 0 0 0 -1,997 -9,012 -5 -2,778 -693 0 -1,142 159
Percent of Open Interest Represented by Each Category of Trader
0.0 26.3 0.2 0.0 0.0 0.0 0.8 16.0 0.0 78.0 39.2 0.0 21.1 18.3
Number of Traders in Each Category Total Traders: 117
0 . . 0 0 0 . . 0 70 43 0
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Traders in Financial Futures - Futures Only Positions as of January 30, 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 5,141
Positions
237 1,021 104 1,278 34 17 1,812 3,706 32 864 0 0 797 227
Changes from: January 23, 2024 Total Change is: -995
-21 -399 21 -13 33 -121 -531 188 -263 146 -229 -16 -197 -209
Percent of Open Interest Represented by Each Category of Trader
4.6 19.9 2.0 24.9 0.7 0.3 35.2 72.1 0.6 16.8 0.0 0.0 15.5 4.4
Number of Traders in Each Category Total Traders: 75
. 6 . 11 . . 24 24 . 5 0 0
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Traders in Financial Futures - Futures Only Positions as of January 30, 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 15,161
Positions
0 2,537 1,241 1,394 1,557 670 3,009 5,402 1,303 6,477 2,246 1 1,066 204
Changes from: January 23, 2024 Total Change is: -20,835
-654 -8,852 -343 -1,000 353 -246 -10,537 -7,855 -1,373 -6,561 -2,364 -69 -52 -86
Percent of Open Interest Represented by Each Category of Trader
0.0 16.7 8.2 9.2 10.3 4.4 19.8 35.6 8.6 42.7 14.8 0.0 7.0 1.3
Number of Traders in Each Category Total Traders: 93
0 . . 4 . . 10 5 . 57 13 .
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Traders in Financial Futures - Futures Only Positions as of January 30, 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 5,681
Positions
0 1,927 0 0 0 0 210 1,198 0 4,869 2,364 0 602 192
Changes from: January 23, 2024 Total Change is: -1,957
0 -1,123 -126 0 0 0 -32 -1,728 0 -1,571 1,124 0 -228 -104
Percent of Open Interest Represented by Each Category of Trader
0.0 33.9 0.0 0.0 0.0 0.0 3.7 21.1 0.0 85.7 41.6 0.0 10.6 3.4
Number of Traders in Each Category Total Traders: 62
0 . 0 0 0 0 . . 0 36 21 0
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Traders in Financial Futures - Futures Only Positions as of January 30, 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 25,739
Positions
168 3,602 0 11,022 2,992 685 7,138 12,958 1,177 2,671 1,814 0 2,878 2,511
Changes from: January 23, 2024 Total Change is: 1,076
168 -383 0 847 708 17 448 1,320 -306 325 -219 0 -423 -61
Percent of Open Interest Represented by Each Category of Trader
0.7 14.0 0.0 42.8 11.6 2.7 27.7 50.3 4.6 10.4 7.0 0.0 11.2 9.8
Number of Traders in Each Category Total Traders: 102
. . 0 14 5 . 26 26 7 15 13 0
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Traders in Financial Futures - Futures Only Positions as of January 30, 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 347,797
Positions
48,726 26,529 17,643 64,137 70,297 51,610 61,867 80,436 56,323 9,532 4,498 9,927 28,032 30,534
Changes from: January 23, 2024 Total Change is: 7,484
865 3,810 -1,086 4,180 -2,083 -7,523 471 9,281 7,393 185 -2,559 272 2,727 -21
Percent of Open Interest Represented by Each Category of Trader
14.0 7.6 5.1 18.4 20.2 14.8 17.8 23.1 16.2 2.7 1.3 2.9 8.1 8.8
Number of Traders in Each Category Total Traders: 208
13 12 19 23 32 25 47 49 58 13 8 20
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Traders in Financial Futures - Futures Only Positions as of January 30, 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 93,539
Positions
82,098 76,557 0 9,490 7,589 30 1,042 9,204 0 598 109 0 281 50
Changes from: January 23, 2024 Total Change is: -155
0 0 0 -25 -47 0 -183 -58 0 51 -29 0 2 -21
Percent of Open Interest Represented by Each Category of Trader
87.8 81.8 0.0 10.1 8.1 0.0 1.1 9.8 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 February 02, 2024