Traders in Financial Futures - Futures Only Positions as of February 6, 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 160,118
Positions
50,599 28,734 483 52,703 56,589 2,823 9,734 38,186 2,491 9,952 2,803 567 30,766 27,442
Changes from: January 30, 2024 Total Change is: 742
1,511 -5,832 297 6,458 1,786 -165 -6,875 698 1,068 -252 926 -34 -1,266 1,998
Percent of Open Interest Represented by Each Category of Trader
31.6 17.9 0.3 32.9 35.3 1.8 6.1 23.8 1.6 6.2 1.8 0.4 19.2 17.1
Number of Traders in Each Category Total Traders: 103
7 7 . 17 23 5 10 29 10 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 49,919
Positions
13,360 6,216 55 14,157 18,773 593 8,264 8,331 33 1,238 0 0 12,219 15,918
Changes from: January 30, 2024 Total Change is: 2,136
2,826 -367 14 879 873 27 -1,461 1,357 0 0 0 0 -149 232
Percent of Open Interest Represented by Each Category of Trader
26.8 12.5 0.1 28.4 37.6 1.2 16.6 16.7 0.1 2.5 0.0 0.0 24.5 31.9
Number of Traders in Each Category Total Traders: 49
6 5 . 6 13 . 10 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 199,246
Positions
34,916 10,675 6,373 46,152 92,519 5,895 70,327 38,615 10,956 0 3,983 97 24,530 30,133
Changes from: January 30, 2024 Total Change is: 7,017
10,739 -6,975 -291 -7,206 5,437 -1,064 13,219 9,012 -3,312 0 448 6 -5,074 3,756
Percent of Open Interest Represented by Each Category of Trader
17.5 5.4 3.2 23.2 46.4 3.0 35.3 19.4 5.5 0.0 2.0 0.0 12.3 15.1
Number of Traders in Each Category Total Traders: 117
7 6 . 10 33 10 31 23 12 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 259,542
Positions
81,131 15,072 205 67,566 109,012 5,014 40,268 80,658 6,975 16,983 2,453 0 41,400 40,153
Changes from: January 30, 2024 Total Change is: 17,513
9,532 3,411 -4 1,482 8,220 -514 5,000 5,876 969 1,521 954 0 -473 -1,399
Percent of Open Interest Represented by Each Category of Trader
31.3 5.8 0.1 26.0 42.0 1.9 15.5 31.1 2.7 6.5 0.9 0.0 16.0 15.5
Number of Traders in Each Category Total Traders: 156
14 5 . 21 33 10 30 39 14 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 731,991
Positions
25,767 401,825 2,510 466,851 131,883 28,885 80,024 85,356 13,500 32,875 11,186 3,928 77,651 52,918
Changes from: January 30, 2024 Total Change is: 4,781
2,998 -36,518 664 -3,294 19,735 71 482 16,363 2,209 2,731 835 -142 -938 1,564
Percent of Open Interest Represented by Each Category of Trader
3.5 54.9 0.3 63.8 18.0 3.9 10.9 11.7 1.8 4.5 1.5 0.5 10.6 7.2
Number of Traders in Each Category Total Traders: 309
14 18 5 109 43 47 38 51 25 25 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 29,386
Positions
485 10,940 0 15,585 7,506 1,456 453 2,391 0 0 0 0 11,407 7,093
Changes from: January 30, 2024 Total Change is: 200
6 17 0 42 855 0 0 -539 0 0 0 0 152 -133
Percent of Open Interest Represented by Each Category of Trader
1.7 37.2 0.0 53.0 25.5 5.0 1.5 8.1 0.0 0.0 0.0 0.0 38.8 24.1
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 February 6, 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 180,793
Positions
84,267 1,713 464 32,078 122,399 4,645 30,042 20,257 2,359 6,633 433 0 20,305 28,523
Changes from: January 30, 2024 Total Change is: 15,262
14,333 77 -235 1,489 12,812 -1,365 5,050 167 -2,266 -147 3 0 -1,597 6,069
Percent of Open Interest Represented by Each Category of Trader
46.6 0.9 0.3 17.7 67.7 2.6 16.6 11.2 1.3 3.7 0.2 0.0 11.2 15.8
Number of Traders in Each Category Total Traders: 104
12 . . 14 24 11 20 26 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 261,212
Positions
1,708 93,779 2,167 152,241 3,227 880 90,767 62,123 2,947 2,723 93,792 16 7,763 2,281
Changes from: January 30, 2024 Total Change is: 11,137
-244 7,728 431 5,899 50 13 6,957 4,037 -2,299 420 1,375 0 -40 -198
Percent of Open Interest Represented by Each Category of Trader
0.7 35.9 0.8 58.3 1.2 0.3 34.7 23.8 1.1 1.0 35.9 0.0 3.0 0.9
Number of Traders in Each Category Total Traders: 179
. 9 4 33 7 4 74 22 9 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 61,057
Positions
3,898 35,171 138 38,387 2,868 1 11,966 18,856 0 3,518 2,820 0 3,149 1,203
Changes from: January 30, 2024 Total Change is: -16,338
1,291 -1,363 -9,539 1,934 724 -159 -2,338 22 -5,681 -1,457 -133 -150 -239 -59
Percent of Open Interest Represented by Each Category of Trader
6.4 57.6 0.2 62.9 4.7 0.0 19.6 30.9 0.0 5.8 4.6 0.0 5.2 2.0
Number of Traders in Each Category Total Traders: 77
5 6 . 15 5 . 21 10 0 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 39,305
Positions
6,468 1,757 8 10,716 19,182 2,123 14,397 10,891 750 516 407 0 4,327 4,187
Changes from: January 30, 2024 Total Change is: 2,326
-496 -112 -13 1,442 -688 819 554 965 165 116 262 0 -261 928
Percent of Open Interest Represented by Each Category of Trader
16.5 4.5 0.0 27.3 48.8 5.4 36.6 27.7 1.9 1.3 1.0 0.0 11.0 10.7
Number of Traders in Each Category Total Traders: 85
7 5 . 10 20 6 18 19 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 11,007
Positions
0 2,776 0 5,286 2,235 77 4,426 4,256 0 105 0 0 1,113 1,663
Changes from: January 30, 2024 Total Change is: -1,242
0 328 0 -91 -262 0 -1,030 -1,212 0 105 0 0 -226 -96
Percent of Open Interest Represented by Each Category of Trader
0.0 25.2 0.0 48.0 20.3 0.7 40.2 38.7 0.0 1.0 0.0 0.0 10.1 15.1
Number of Traders in Each Category Total Traders: 28
0 4 0 . 4 . 8 9 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 104,421
Positions
31,927 63,448 1,332 22,715 2,033 4,412 26,560 15,910 1,518 1,231 3,763 0 14,726 12,005
Changes from: January 30, 2024 Total Change is: -5,972
1,375 -1,712 -46 198 -1,884 1,009 -6,252 -362 -393 -1,136 -11 -17 -710 -2,556
Percent of Open Interest Represented by Each Category of Trader
30.6 60.8 1.3 21.8 1.9 4.2 25.4 15.2 1.5 1.2 3.6 0.0 14.1 11.5
Number of Traders in Each Category Total Traders: 103
10 16 7 22 4 6 26 17 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 104,421
Positions
31,927 63,448 1,332 22,715 2,033 4,412 26,560 15,910 1,518 1,231 3,763 0 14,726 12,005
Changes from: January 30, 2024 Total Change is: -3,475
1,448 -1,547 -44 198 -1,884 1,009 -5,018 -228 217 -1,058 9 -17 -210 -990
Percent of Open Interest Represented by Each Category of Trader
30.6 60.8 1.3 21.8 1.9 4.2 25.4 15.2 1.5 1.2 3.6 0.0 14.1 11.5
Number of Traders in Each Category Total Traders: 103
10 16 7 22 4 6 26 17 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 58,070
Positions
24,021 45,725 0 26,112 5,978 1,819 3,393 3,582 0 0 0 0 2,725 966
Changes from: January 30, 2024 Total Change is: -3,615
-462 -4,855 0 -3,476 347 358 101 445 0 0 0 0 -136 90
Percent of Open Interest Represented by Each Category of Trader
41.4 78.7 0.0 45.0 10.3 3.1 5.8 6.2 0.0 0.0 0.0 0.0 4.7 1.7
Number of Traders in Each Category Total Traders: 38
5 6 0 16 4 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 2,313,768
Positions
288,767 858,262 55,574 1,181,044 263,355 155,613 164,162 571,760 54,818 149,042 158,370 3,531 261,217 192,486
Changes from: January 30, 2024 Total Change is: -12,288
27,363 -11,756 2,168 -31,097 22,769 -344 -13,211 -30,340 3,894 10,145 2,554 -2,089 -9,117 856
Percent of Open Interest Represented by Each Category of Trader
12.5 37.1 2.4 51.0 11.4 6.7 7.1 24.7 2.4 6.4 6.8 0.2 11.3 8.3
Number of Traders in Each Category Total Traders: 517
33 38 22 175 65 101 75 87 61 21 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 23,801
Positions
11,316 13,601 0 5,204 7,882 65 5,361 828 0 0 0 0 1,855 1,425
Changes from: January 30, 2024 Total Change is: 4,995
1,612 -455 0 137 5,295 0 2,991 -49 0 0 0 0 255 204
Percent of Open Interest Represented by Each Category of Trader
47.5 57.1 0.0 21.9 33.1 0.3 22.5 3.5 0.0 0.0 0.0 0.0 7.8 6.0
Number of Traders in Each Category Total Traders: 27
6 5 0 . 6 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 25,336
Positions
7,615 20,740 12 10,568 2,234 257 4,633 750 0 0 0 0 2,251 1,343
Changes from: January 30, 2024 Total Change is: 1,182
1,513 -663 0 -2,561 1,905 31 2,026 266 0 0 0 0 173 -357
Percent of Open Interest Represented by Each Category of Trader
30.1 81.9 0.0 41.7 8.8 1.0 18.3 3.0 0.0 0.0 0.0 0.0 8.9 5.3
Number of Traders in Each Category Total Traders: 35
7 9 . 11 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 2,297,385
Positions
288,314 858,314 55,266 1,179,498 263,480 155,205 164,837 575,928 45,904 149,042 155,093 3,520 255,799 184,675
Changes from: January 30, 2024 Total Change is: -11,570
27,363 -11,709 2,105 -30,563 22,911 -339 -10,976 -29,421 1,758 10,322 1,721 -2,092 -9,148 3,496
Percent of Open Interest Represented by Each Category of Trader
12.5 37.4 2.4 51.3 11.5 6.8 7.2 25.1 2.0 6.5 6.8 0.2 11.1 8.0
Number of Traders in Each Category Total Traders: 507
32 37 21 173 65 100 74 86 57 21 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 41,157
Positions
27,547 37,816 0 10,242 528 0 801 1,311 0 0 0 0 2,567 1,502
Changes from: January 30, 2024 Total Change is: 1,567
200 1,598 0 1,421 0 0 79 -89 0 0 0 0 -133 58
Percent of Open Interest Represented by Each Category of Trader
66.9 91.9 0.0 24.9 1.3 0.0 1.9 3.2 0.0 0.0 0.0 0.0 6.2 3.6
Number of Traders in Each Category Total Traders: 30
5 8 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 32,899
Positions
6,286 18,447 0 8,243 9,398 161 15,852 2,874 11 0 0 0 2,346 2,008
Changes from: January 30, 2024 Total Change is: -3,120
-407 -6,944 0 -7,474 3,582 0 5,351 39 0 0 0 0 -590 203
Percent of Open Interest Represented by Each Category of Trader
19.1 56.1 0.0 25.1 28.6 0.5 48.2 8.7 0.0 0.0 0.0 0.0 7.1 6.1
Number of Traders in Each Category Total Traders: 35
6 6 0 9 5 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 25,828
Positions
5,895 21,851 0 17,743 1,448 0 860 1,584 0 0 0 0 1,330 945
Changes from: January 30, 2024 Total Change is: -80
0 -118 0 -18 0 0 -46 156 0 0 0 0 -16 -118
Percent of Open Interest Represented by Each Category of Trader
22.8 84.6 0.0 68.7 5.6 0.0 3.3 6.1 0.0 0.0 0.0 0.0 5.1 3.7
Number of Traders in Each Category Total Traders: 22
. 7 0 7 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 163,831
Positions
7,583 2,528 27 18,724 2,016 812 69,802 34,874 12,587 0 32,767 113 54,183 78,107
Changes from: January 30, 2024 Total Change is: -7,182
628 159 -5 -3,899 23 -1,493 -958 12,201 -29 -1,767 8,326 33 308 -26,397
Percent of Open Interest Represented by Each Category of Trader
4.6 1.5 0.0 11.4 1.2 0.5 42.6 21.3 7.7 0.0 20.0 0.1 33.1 47.7
Number of Traders in Each Category Total Traders: 33
. . . 10 . 5 7 7 4 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 400,068
Positions
157,519 149,053 126,890 1,634 38,000 0 22,803 18,765 63,171 25,277 0 250 2,524 3,939
Changes from: January 30, 2024 Total Change is: 13,764
8,038 -3,061 4,500 0 0 0 -7,864 2,200 9,089 0 0 0 1 1,036
Percent of Open Interest Represented by Each Category of Trader
39.4 37.3 31.7 0.4 9.5 0.0 5.7 4.7 15.8 6.3 0.0 0.1 0.6 1.0
Number of Traders in Each Category Total Traders: 38
11 11 18 . . 0 4 5 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 37,738
Positions
5,180 6,409 131 20,762 21,189 2,563 1,081 2,660 216 0 404 0 7,805 4,166
Changes from: January 30, 2024 Total Change is: -3,440
217 -3,391 -4 -2,833 -193 393 -777 -1,353 201 0 404 0 -637 503
Percent of Open Interest Represented by Each Category of Trader
13.7 17.0 0.3 55.0 56.1 6.8 2.9 7.0 0.6 0.0 1.1 0.0 20.7 11.0
Number of Traders in Each Category Total Traders: 67
7 4 . 31 15 11 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 301,342
Positions
47,010 118,102 4,942 120,796 24,425 4,208 47,476 79,344 22,906 9,779 8,628 1,235 42,990 37,552
Changes from: January 30, 2024 Total Change is: -7,933
-4,185 -8,748 865 -1,975 -711 922 -6,866 -315 1,526 3,828 -2,386 579 -2,628 336
Percent of Open Interest Represented by Each Category of Trader
15.6 39.2 1.6 40.1 8.1 1.4 15.8 26.3 7.6 3.2 2.9 0.4 14.3 12.5
Number of Traders in Each Category Total Traders: 312
27 26 11 85 24 32 50 52 27 18 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 285,062
Positions
47,235 118,545 3,778 120,557 24,425 4,197 56,079 89,201 3,149 10,867 8,118 9 39,191 33,640
Changes from: January 30, 2024 Total Change is: -9,448
-4,132 -8,586 589 -1,972 -711 922 -4,913 1,554 -1,655 4,452 -1,913 -86 -2,653 438
Percent of Open Interest Represented by Each Category of Trader
16.6 41.6 1.3 42.3 8.6 1.5 19.7 31.3 1.1 3.8 2.8 0.0 13.7 11.8
Number of Traders in Each Category Total Traders: 282
24 25 8 82 24 31 43 48 20 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 162,798
Positions
9,374 7,193 21 2,388 0 108 109,356 96,815 2,182 932 16,909 448 37,989 39,122
Changes from: January 30, 2024 Total Change is: 15,153
2,230 1,143 1 -28 0 2 12,427 13,259 -147 385 1,889 30 253 -1,024
Percent of Open Interest Represented by Each Category of Trader
5.8 4.4 0.0 1.5 0.0 0.1 67.2 59.5 1.3 0.6 10.4 0.3 23.3 24.0
Number of Traders in Each Category Total Traders: 47
4 . . 4 0 . 11 12 5 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 479,790
Positions
93,849 133,985 7,382 189,872 152,556 34,409 91,768 109,829 6,972 22,903 13,491 300 32,335 20,866
Changes from: January 30, 2024 Total Change is: -30,457
973 -5,258 192 -20,094 -13,916 2,890 -12,620 -11,692 1,216 -1,335 -2,733 0 -1,679 -1,156
Percent of Open Interest Represented by Each Category of Trader
19.6 27.9 1.5 39.6 31.8 7.2 19.1 22.9 1.5 4.8 2.8 0.1 6.7 4.3
Number of Traders in Each Category Total Traders: 351
35 19 6 100 60 45 52 66 26 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 30,943
Positions
16,611 14,733 0 12,688 14,360 0 630 828 0 0 0 0 1,014 1,022
Changes from: January 30, 2024 Total Change is: 481
68 321 0 474 36 0 41 0 0 0 0 0 -102 124
Percent of Open Interest Represented by Each Category of Trader
53.7 47.6 0.0 41.0 46.4 0.0 2.0 2.7 0.0 0.0 0.0 0.0 3.3 3.3
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 February 6, 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 16,506
Positions
0 8,583 0 10,749 0 6 1,452 1,732 0 423 3,925 0 3,876 2,260
Changes from: January 30, 2024 Total Change is: -294
0 88 0 -39 0 0 2 -1,006 0 0 486 0 -257 138
Percent of Open Interest Represented by Each Category of Trader
0.0 52.0 0.0 65.1 0.0 0.0 8.8 10.5 0.0 2.6 23.8 0.0 23.5 13.7
Number of Traders in Each Category Total Traders: 27
0 5 0 12 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 49,116
Positions
7,159 15,315 1,596 13,063 1,554 692 12,516 8,141 659 5,806 2,071 0 7,625 19,088
Changes from: January 30, 2024 Total Change is: 446
374 -703 30 -129 8 -3 -38 1,880 332 491 -270 0 -611 -828
Percent of Open Interest Represented by Each Category of Trader
14.6 31.2 3.2 26.6 3.2 1.4 25.5 16.6 1.3 11.8 4.2 0.0 15.5 38.9
Number of Traders in Each Category Total Traders: 62
8 6 . 13 . 5 18 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 425,165
Positions
37,236 245,394 1,325 306,499 69,629 23,703 30,768 17,740 1,244 10,448 56,980 993 12,949 8,157
Changes from: January 30, 2024 Total Change is: 2,634
96 4,382 144 9,793 -500 -4,786 -1,487 -544 402 -868 3,597 39 -699 -100
Percent of Open Interest Represented by Each Category of Trader
8.8 57.7 0.3 72.1 16.4 5.6 7.2 4.2 0.3 2.5 13.4 0.2 3.0 1.9
Number of Traders in Each Category Total Traders: 198
10 17 6 80 39 35 26 16 10 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 1,039,510
Positions
102,500 306,912 11,565 621,264 396,311 105,778 106,385 143,192 5,668 55,638 53,725 3,042 27,670 13,317
Changes from: January 30, 2024 Total Change is: 4,317
823 -1,762 830 13,099 14,666 -11,213 1,769 -10,366 -1,608 621 13,954 -230 226 46
Percent of Open Interest Represented by Each Category of Trader
9.9 29.5 1.1 59.8 38.1 10.2 10.2 13.8 0.5 5.4 5.2 0.3 2.7 1.3
Number of Traders in Each Category Total Traders: 390
27 18 8 150 70 78 53 38 26 23 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 209,309
Positions
12,680 141,040 22,340 44,862 0 1,668 84,504 8,250 30,334 9,869 4,605 0 3,052 1,072
Changes from: January 30, 2024 Total Change is: 5,165
1,380 732 768 100 0 10 1,251 1,975 1,143 8 0 0 505 537
Percent of Open Interest Represented by Each Category of Trader
6.1 67.4 10.7 21.4 0.0 0.8 40.4 3.9 14.5 4.7 2.2 0.0 1.5 0.5
Number of Traders in Each Category Total Traders: 76
6 19 15 10 0 . 27 6 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 55,897
Positions
605 27,347 2,896 8,894 0 0 41,634 23,938 1,716 150 0 0 2 0
Changes from: January 30, 2024 Total Change is: 450
150 378 -164 100 0 0 360 232 4 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
1.1 48.9 5.2 15.9 0.0 0.0 74.5 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 February 6, 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 1,433,426
Positions
37,124 184,666 4,873 789,954 297,970 176,265 71,150 496,949 44,134 108,922 86,375 270 200,734 141,924
Changes from: January 30, 2024 Total Change is: 6,866
-468 -12,554 2,044 3,957 15,899 -472 -6,798 5,973 10,971 3,546 -11,147 28 -5,942 -3,876
Percent of Open Interest Represented by Each Category of Trader
2.6 12.9 0.3 55.1 20.8 12.3 5.0 34.7 3.1 7.6 6.0 0.0 14.0 9.9
Number of Traders in Each Category Total Traders: 200
13 19 11 65 31 52 11 43 17 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 1,651,191
Positions
13,833 84,034 1,215 1,026,581 307,268 290,478 95,165 767,050 17,123 42,808 36,391 14 163,974 147,618
Changes from: January 30, 2024 Total Change is: 4,063
-2,388 -9,956 271 -6,399 7,232 5,068 3,333 5,272 -1,167 6,572 1,839 0 -1,227 -4,496
Percent of Open Interest Represented by Each Category of Trader
0.8 5.1 0.1 62.2 18.6 17.6 5.8 46.5 1.0 2.6 2.2 0.0 9.9 8.9
Number of Traders in Each Category Total Traders: 181
5 12 7 77 34 60 15 29 14 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 3,944,552
Positions
145,833 492,894 8,252 1,812,279 485,436 315,472 787,816 2,275,793 67,698 522,913 153,758 17,688 266,601 127,561
Changes from: January 30, 2024 Total Change is: 20,397
14,882 34,573 -2,978 58,247 13,866 -15,372 -65,245 -50,781 14,077 6,321 15,924 4,332 6,133 6,756
Percent of Open Interest Represented by Each Category of Trader
3.7 12.5 0.2 45.9 12.3 8.0 20.0 57.7 1.7 13.3 3.9 0.4 6.8 3.2
Number of Traders in Each Category Total Traders: 457
33 23 11 162 45 89 61 71 37 51 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 4,707,907
Positions
138,076 347,409 64,974 2,442,677 1,057,726 706,240 289,952 1,885,943 106,993 544,966 180,069 1,356 412,673 357,197
Changes from: January 30, 2024 Total Change is: -25,095
-26,503 27,331 -26,023 -59,035 -13,497 62,385 -16,332 -97,212 31,749 7,690 -3,549 9 965 -6,288
Percent of Open Interest Represented by Each Category of Trader
2.9 7.4 1.4 51.9 22.5 15.0 6.2 40.1 2.3 11.6 3.8 0.0 8.8 7.6
Number of Traders in Each Category Total Traders: 410
21 31 18 126 56 102 40 92 44 29 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 2,183,493
Positions
90,247 181,887 3,313 987,755 681,512 321,130 370,172 586,219 36,311 184,050 81,233 4,384 186,131 287,504
Changes from: January 30, 2024 Total Change is: 77,807
14,643 894 -983 30,297 39,258 19,040 -2,974 8,293 3,022 18,640 11,932 -3,368 -510 -281
Percent of Open Interest Represented by Each Category of Trader
4.1 8.3 0.2 45.2 31.2 14.7 17.0 26.8 1.7 8.4 3.7 0.2 8.5 13.2
Number of Traders in Each Category Total Traders: 192
8 14 6 47 60 62 17 24 16 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,031
Positions
0 0 0 0 0 0 2,908 1,794 54 175 782 3 891 1,398
Changes from: January 30, 2024 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 72.1 44.5 1.3 4.3 19.4 0.1 22.1 34.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 5,833,253
Positions
160,464 639,194 29,840 3,064,411 1,283,694 644,196 769,622 2,715,976 120,177 638,381 116,056 470 405,692 283,650
Changes from: January 30, 2024 Total Change is: -104,676
-4,344 -117,436 3,995 -36,103 57,268 -11,178 -65,528 -36,463 -7,151 36,050 -2,175 156 -20,573 8,308
Percent of Open Interest Represented by Each Category of Trader
2.8 11.0 0.5 52.5 22.0 11.0 13.2 46.6 2.1 10.9 2.0 0.0 7.0 4.9
Number of Traders in Each Category Total Traders: 392
14 32 14 149 32 94 51 73 40 29 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 1,808,611
Positions
461,828 232,287 453,939 10,092 24,765 46,094 328,087 449,422 456,644 6,642 91,733 13,082 32,203 40,645
Changes from: January 30, 2024 Total Change is: -216,638
-8,016 27,047 -62,665 -16,866 -1,170 -2,783 -24,968 -73,286 -105,622 -3,720 -1,121 3,537 4,465 -575
Percent of Open Interest Represented by Each Category of Trader
25.5 12.8 25.1 0.6 1.4 2.5 18.1 24.8 25.2 0.4 5.1 0.7 1.8 2.2
Number of Traders in Each Category Total Traders: 153
35 22 50 . 4 . 33 40 49 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 35,485
Positions
17,027 14,027 8,495 477 296 61 693 3,610 8,502 151 382 0 79 112
Changes from: January 30, 2024 Total Change is: 1,003
24 164 -18 0 39 0 51 -182 986 -24 47 0 -16 -33
Percent of Open Interest Represented by Each Category of Trader
48.0 39.5 23.9 1.3 0.8 0.2 2.0 10.2 24.0 0.4 1.1 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 43
12 6 12 . . . 5 13 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 is10,225,902
Positions
1,900,957 1,818,154 1,779,382 159,739 922,901 862,466 1,988,725 1,011,013 3,354,619 62,261 353,104 89,285 28,468 34,978
Changes from: January 30, 2024 Total Change is: -186,920
47,813 -255,526 88,386 -32,527 -27,567 -15,160 -189,115 89,138 -92,507 8,547 26,122 -2,015 -342 2,209
Percent of Open Interest Represented by Each Category of Trader
18.6 17.8 17.4 1.6 9.0 8.4 19.4 9.9 32.8 0.6 3.5 0.9 0.3 0.3
Number of Traders in Each Category Total Traders: 893
79 104 143 45 75 64 147 162 186 100 126 99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 861,712
Positions
281,753 95,143 205,707 27,042 3,968 46,356 126,440 337,504 151,551 12,716 11,870 9,455 692 158
Changes from: January 30, 2024 Total Change is: -296,998
-66,734 -27,162 -80,097 -56,678 -712 15,039 -80,905 -182,088 -22,376 -8,007 -2,302 2,764 -4 -64
Percent of Open Interest Represented by Each Category of Trader
32.7 11.0 23.9 3.1 0.5 5.4 14.7 39.2 17.6 1.5 1.4 1.1 0.1 0.0
Number of Traders in Each Category Total Traders: 196
47 41 62 5 6 . 27 51 48 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 80,947
Positions
2,546 40 31,585 220 30 0 3,900 28,115 20,589 22,094 553 0 13 35
Changes from: January 30, 2024 Total Change is: 4,078
0 0 0 0 -19 0 -115 4,118 0 4,193 -21 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.1 0.0 39.0 0.3 0.0 0.0 4.8 34.7 25.4 27.3 0.7 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . . . 0 . . . 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 33,529
Positions
6,968 0 1,253 60 67 0 2,030 17,799 9,549 13,656 4,782 0 13 79
Changes from: January 30, 2024 Total Change is: -424
0 0 0 0 0 0 -1,136 -392 0 710 -47 0 2 15
Percent of Open Interest Represented by Each Category of Trader
20.8 0.0 3.7 0.2 0.2 0.0 6.1 53.1 28.5 40.7 14.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . . . 0 . 7 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 20,897
Positions
1,675 4,957 145 12,290 0 268 2,938 12,252 1,108 614 1,074 268 1,591 825
Changes from: January 30, 2024 Total Change is: 218
100 173 -27 -503 0 48 296 129 260 -148 -572 36 156 171
Percent of Open Interest Represented by Each Category of Trader
8.0 23.7 0.7 58.8 0.0 1.3 14.1 58.6 5.3 2.9 5.1 1.3 7.6 3.9
Number of Traders in Each Category Total Traders: 110
8 7 . 18 0 . 24 36 19 10 6 5
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 16,080
Positions
688 5,343 945 797 4,708 53 7,197 3,130 341 2,317 733 37 3,705 790
Changes from: January 30, 2024 Total Change is: 4,071
487 2,874 925 -8 0 -3 2,385 73 10 255 243 4 16 -55
Percent of Open Interest Represented by Each Category of Trader
4.3 33.2 5.9 5.0 29.3 0.3 44.8 19.5 2.1 14.4 4.6 0.2 23.0 4.9
Number of Traders in Each Category Total Traders: 105
4 . . 4 . . 22 11 8 43 17 .
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 12,050
Positions
0 5,851 0 0 0 0 2,000 280 0 8,835 5,093 0 1,215 826
Changes from: January 30, 2024 Total Change is: 836
0 2,897 -17 0 0 0 1,909 -1,515 0 90 693 0 -1,146 -1,222
Percent of Open Interest Represented by Each Category of Trader
0.0 48.6 0.0 0.0 0.0 0.0 16.6 2.3 0.0 73.3 42.3 0.0 10.1 6.9
Number of Traders in Each Category Total Traders: 129
0 . 0 0 0 0 . . 0 78 47 0
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 5,668
Positions
248 889 110 1,271 33 16 1,949 4,312 11 1,265 0 0 798 297
Changes from: January 30, 2024 Total Change is: 527
11 -132 6 -7 -1 -1 137 606 -21 401 0 0 1 70
Percent of Open Interest Represented by Each Category of Trader
4.4 15.7 1.9 22.4 0.6 0.3 34.4 76.1 0.2 22.3 0.0 0.0 14.1 5.2
Number of Traders in Each Category Total Traders: 73
. 6 . 11 . . 23 23 . 5 0 0
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 17,084
Positions
0 5,681 955 1,356 1,645 560 3,710 5,778 1,304 8,087 988 1 1,111 172
Changes from: January 30, 2024 Total Change is: 1,923
0 3,144 -286 -38 88 -110 701 376 1 1,610 -1,258 0 45 -32
Percent of Open Interest Represented by Each Category of Trader
0.0 33.3 5.6 7.9 9.6 3.3 21.7 33.8 7.6 47.3 5.8 0.0 6.5 1.0
Number of Traders in Each Category Total Traders: 100
0 . . . . . 11 8 . 63 11 .
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 5,815
Positions
0 1,175 58 0 0 0 76 1,917 0 5,015 2,297 0 666 368
Changes from: January 30, 2024 Total Change is: 134
0 -752 58 0 0 0 -134 719 0 146 -67 0 64 176
Percent of Open Interest Represented by Each Category of Trader
0.0 20.2 1.0 0.0 0.0 0.0 1.3 33.0 0.0 86.2 39.5 0.0 11.5 6.3
Number of Traders in Each Category Total Traders: 59
0 . . 0 0 0 . . 0 40 15 0
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 29,202
Positions
302 3,876 0 11,545 2,795 676 10,062 15,563 1,448 1,307 2,095 0 3,862 2,749
Changes from: January 30, 2024 Total Change is: 3,463
134 274 0 523 -197 -9 2,924 2,605 271 -1,364 281 0 984 238
Percent of Open Interest Represented by Each Category of Trader
1.0 13.3 0.0 39.5 9.6 2.3 34.5 53.3 5.0 4.5 7.2 0.0 13.2 9.4
Number of Traders in Each Category Total Traders: 108
. . 0 15 6 . 34 22 7 13 13 0
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 361,732
Positions
52,701 33,438 16,618 59,482 70,208 51,975 75,922 85,791 59,340 8,443 2,962 9,356 27,895 32,044
Changes from: January 30, 2024 Total Change is: 13,935
3,975 6,909 -1,025 -4,655 -89 365 14,055 5,355 3,017 -1,089 -1,536 -571 -137 1,510
Percent of Open Interest Represented by Each Category of Trader
14.6 9.2 4.6 16.4 19.4 14.4 21.0 23.7 16.4 2.3 0.8 2.6 7.7 8.9
Number of Traders in Each Category Total Traders: 210
15 12 22 20 36 28 49 44 59 14 8 20
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Traders in Financial Futures - Futures Only Positions as of February 6, 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 96,237
Positions
82,098 76,557 0 11,880 6,840 57 1,170 12,619 0 748 128 0 284 36
Changes from: January 30, 2024 Total Change is: 2,698
0 0 0 2,390 -749 27 128 3,415 0 150 19 0 3 -14
Percent of Open Interest Represented by Each Category of Trader
85.3 79.6 0.0 12.3 7.1 0.1 1.2 13.1 0.0 0.8 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 38
4 . 0 10 6 . 5 4 0 7 . 0
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Updated February 09, 2024