Traders in Financial Futures - Options and Futures Combined 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 173,508 Positions 48,892 36,278 3,587 46,245 54,927 3,270 16,974 37,322 9,323 10,491 1,877 611 34,115 26,312 Changes from: January 23, 2024 Total Change is: 5,872 -1,343 7,852 -842 2,323 -1,584 -625 3,859 83 1,298 143 -190 -2 1,060 -118 Percent of Open Interest Represented by Each Category of Trader 28.2 20.9 2.1 26.7 31.7 1.9 9.8 21.5 5.4 6.0 1.1 0.4 19.7 15.2 Number of Traders in Each Category Total Traders: 106 . 11 7 17 25 10 17 21 11 8 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 53,569 Positions 10,608 6,301 919 13,239 17,900 605 9,900 7,467 4,587 1,238 0 0 12,473 15,790 Changes from: January 23, 2024 Total Change is: -2,858 1,195 -485 -10 -721 1,145 -49 -1,375 -3,983 -36 -156 0 0 -1,706 560 Percent of Open Interest Represented by Each Category of Trader 19.8 11.8 1.7 24.7 33.4 1.1 18.5 13.9 8.6 2.3 0.0 0.0 23.3 29.5 Number of Traders in Each Category Total Traders: 50 7 4 . 6 12 . 13 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 224,457 Positions 25,887 16,562 12,293 53,488 86,953 7,949 57,878 32,530 35,228 179 3,779 1,089 30,466 28,073 Changes from: January 23, 2024 Total Change is: 8,380 -44 345 20 2,474 948 303 2,117 3,544 3,332 -81 -34 88 169 -166 Percent of Open Interest Represented by Each Category of Trader 11.5 7.4 5.5 23.8 38.7 3.5 25.8 14.5 15.7 0.1 1.7 0.5 13.6 12.5 Number of Traders in Each Category Total Traders: 111 5 7 7 11 31 14 23 27 18 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 273,372 Positions 71,773 10,331 4,976 67,600 99,524 7,809 32,980 78,281 27,645 16,233 1,812 0 44,356 42,994 Changes from: January 23, 2024 Total Change is: -5,060 6,385 418 -1,349 367 6,607 -134 -8,589 1,692 -5,964 2,482 -1,808 -4 1,745 -4,518 Percent of Open Interest Represented by Each Category of Trader 26.3 3.8 1.8 24.7 36.4 2.9 12.1 28.6 10.1 5.9 0.7 0.0 16.2 15.7 Number of Traders in Each Category Total Traders: 160 15 5 7 25 31 18 26 40 18 13 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 818,717 Positions 21,304 432,423 23,669 487,166 110,516 34,791 62,669 75,215 73,602 30,062 10,492 4,157 81,297 53,852 Changes from: January 23, 2024 Total Change is: 14,014 2,145 -11,542 1,615 -6,590 13,294 2,693 4,063 -2,250 10,217 1,408 -609 146 -1,684 449 Percent of Open Interest Represented by Each Category of Trader 2.6 52.8 2.9 59.5 13.5 4.2 7.7 9.2 9.0 3.7 1.3 0.5 9.9 6.6 Number of Traders in Each Category Total Traders: 300 12 16 13 111 40 50 40 46 34 23 12 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 181,221 Positions 69,332 1,948 1,967 30,834 109,501 6,445 23,136 18,276 19,402 7,071 430 102 22,933 23,150 Changes from: January 23, 2024 Total Change is: 8,409 9,186 115 480 -2,070 4,783 695 -3,312 -3,427 5,542 -17 0 11 -2,106 210 Percent of Open Interest Represented by Each Category of Trader 38.3 1.1 1.1 17.0 60.4 3.6 12.8 10.1 10.7 3.9 0.2 0.1 12.7 12.8 Number of Traders in Each Category Total Traders: 101 11 . 7 16 19 13 26 19 20 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 251,356 Positions 1,952 86,051 1,736 146,342 3,177 867 82,667 56,963 7,630 2,324 92,417 28 7,809 2,487 Changes from: January 23, 2024 Total Change is: 139 -2,444 2,097 501 4,272 -650 0 -1,348 291 -1,827 108 -122 1 876 -152 Percent of Open Interest Represented by Each Category of Trader 0.8 34.2 0.7 58.2 1.3 0.3 32.9 22.7 3.0 0.9 36.8 0.0 3.1 1.0 Number of Traders in Each Category Total Traders: 168 4 8 4 32 6 . 68 23 14 12 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 77,396 Positions 2,607 36,534 9,677 36,453 2,144 160 14,304 18,834 5,681 4,975 2,953 150 3,389 1,263 Changes from: January 23, 2024 Total Change is: 18,190 -171 -1,150 7,402 3,877 -507 50 2,149 7,944 4,948 -22 -489 100 -143 -108 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 - Options and Futures Combined 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 36,982 Positions 6,964 1,869 21 9,274 19,870 1,304 13,843 9,926 585 400 145 0 4,591 3,262 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 - Options and Futures Combined 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 - Options and Futures Combined 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 110,420 Positions 30,553 65,160 1,378 22,517 3,917 3,403 32,818 16,272 1,913 2,367 3,774 17 15,454 14,586 Changes from: January 23, 2024 Total Change is: 8,627 -503 7,736 -142 4,127 -3,687 1,882 3,498 1,518 -661 644 286 -27 -191 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 16 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 107,923 Positions 30,479 64,995 1,376 22,517 3,917 3,403 31,585 16,138 1,303 2,289 3,754 17 14,955 13,020 Changes from: January 23, 2024 Total Change is: 8,196 -515 7,753 -144 4,127 -3,687 1,882 2,793 1,267 -482 599 309 0 -64 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 13.9 12.1 Number of Traders in Each Category Total Traders: 115 9 18 7 23 6 6 32 17 13 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,354,841 Positions 256,391 840,885 261,476 1,206,171 239,368 174,179 166,633 599,258 810,708 137,067 156,451 20,760 321,456 251,756 Changes from: January 23, 2024 Total Change is: 133,588 9,331 28,678 24,283 18,904 -37,604 -523 -4,629 32,297 76,632 3,164 9,224 2,029 4,396 -1,428 Percent of Open Interest Represented by Each Category of Trader 7.6 25.1 7.8 36.0 7.1 5.2 5.0 17.9 24.2 4.1 4.7 0.6 9.6 7.5 Number of Traders in Each Category Total Traders: 596 34 36 39 184 62 115 89 87 118 66 34 63 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,334,615 Positions 255,938 840,890 261,231 1,204,091 239,351 173,766 165,900 603,693 800,404 136,890 154,007 20,752 315,644 240,521 Changes from: January 23, 2024 Total Change is: 132,352 9,091 28,789 24,191 18,935 -37,741 -635 -4,638 32,631 76,391 3,096 8,796 2,028 3,894 -2,097 Percent of Open Interest Represented by Each Category of Trader 7.7 25.2 7.8 36.1 7.2 5.2 5.0 18.1 24.0 4.1 4.6 0.6 9.5 7.2 Number of Traders in Each Category Total Traders: 586 33 35 38 182 62 114 86 86 115 66 33 62 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 202,261 Positions 6,955 2,369 32 22,623 1,993 2,305 72,267 20,575 38,113 1,767 24,441 80 58,119 112,353 Changes from: January 23, 2024 Total Change is: 12,362 3,324 -185 0 -370 1,310 1,185 1,256 -2,183 1,254 676 4,282 9 5,028 6,690 Percent of Open Interest Represented by Each Category of Trader 3.4 1.2 0.0 11.2 1.0 1.1 35.7 10.2 18.8 0.9 12.1 0.0 28.7 55.5 Number of Traders in Each Category Total Traders: 37 . . . 11 . 6 11 6 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 358,180 Positions 50,966 124,248 16,076 122,955 25,800 3,528 54,448 80,168 52,748 6,018 11,058 2,038 49,404 42,516 Changes from: January 23, 2024 Total Change is: 8,701 -2,503 11,396 1,517 4,560 1,581 -1,185 955 -8,168 5,791 -3,350 -768 485 2,431 -1,948 Percent of Open Interest Represented by Each Category of Trader 14.2 34.7 4.5 34.3 7.2 1.0 15.2 22.4 14.7 1.7 3.1 0.6 13.8 11.9 Number of Traders in Each Category Total Traders: 330 22 30 14 87 23 32 55 53 48 23 36 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 343,177 Positions 51,137 124,529 15,188 122,713 25,800 3,517 61,077 88,182 36,052 6,483 10,077 1,475 45,534 38,356 Changes from: January 23, 2024 Total Change is: 6,985 -2,128 11,895 869 4,564 1,581 -1,187 3,459 -6,387 2,022 -3,052 -524 177 2,260 -1,462 Percent of Open Interest Represented by Each Category of Trader 14.9 36.3 4.4 35.8 7.5 1.0 17.8 25.7 10.5 1.9 2.9 0.4 13.3 11.2 Number of Traders in Each Category Total Traders: 306 22 28 12 84 23 31 50 48 45 22 29 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 150,025 Positions 7,144 6,050 20 2,416 0 106 97,203 83,355 3,458 547 15,005 437 38,694 41,593 Changes from: January 23, 2024 Total Change is: 17,162 2,733 1,490 -4 -47 0 21 11,380 18,616 1,266 188 718 -84 1,709 -4,862 Percent of Open Interest Represented by Each Category of Trader 4.8 4.0 0.0 1.6 0.0 0.1 64.8 55.6 2.3 0.4 10.0 0.3 25.8 27.7 Number of Traders in Each Category Total Traders: 42 . . . 4 0 . 14 9 10 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 529,573 Positions 92,876 138,054 14,055 209,966 166,558 31,519 104,562 122,275 15,626 23,960 16,390 1,072 35,937 24,025 Changes from: January 23, 2024 Total Change is: 6,898 4,222 10,401 506 2,532 6,046 790 -11,997 -4,362 861 6,850 -10,042 27 3,105 2,669 Percent of Open Interest Represented by Each Category of Trader 17.5 26.1 2.7 39.6 31.5 6.0 19.7 23.1 3.0 4.5 3.1 0.2 6.8 4.5 Number of Traders in Each Category Total Traders: 358 35 20 7 104 56 43 51 63 31 16 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 204,478 Positions 11,300 140,566 21,572 44,719 0 1,701 83,241 5,962 29,535 9,861 4,605 0 2,550 537 Changes from: January 23, 2024 Total Change is: 5,366 114 3,852 868 -65 0 96 2,344 -1,338 1,886 99 0 0 25 2 Percent of Open Interest Represented by Each Category of Trader 5.5 68.7 10.5 21.9 0.0 0.8 40.7 2.9 14.4 4.8 2.3 0.0 1.2 0.3 Number of Traders in Each Category Total Traders: 77 6 19 14 10 0 . 29 5 11 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 1,560,229 Positions 30,827 203,958 34,877 784,773 283,079 188,903 79,956 481,069 106,278 106,405 94,259 5,766 222,443 162,039 Changes from: January 23, 2024 Total Change is: -64,383 4,347 -9,825 -10,986 -33,222 -15,966 5,942 2,598 2,373 -32,747 -142 -4,943 -1,733 1,560 3,502 Percent of Open Interest Represented by Each Category of Trader 2.0 13.1 2.2 50.3 18.1 12.1 5.1 30.8 6.8 6.8 6.0 0.4 14.3 10.4 Number of Traders in Each Category Total Traders: 204 12 18 20 62 33 58 19 39 40 7 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,649,402 Positions 16,221 93,990 944 1,032,980 299,781 285,693 92,419 762,429 19,060 36,236 34,552 14 165,836 152,941 Changes from: January 23, 2024 Total Change is: -17,034 -1,370 3,104 -1,146 -3,337 -8,104 -5,546 1,327 5,432 -4,214 -2,246 -6,826 0 -502 266 Percent of Open Interest Represented by Each Category of Trader 1.0 5.7 0.1 62.6 18.2 17.3 5.6 46.2 1.2 2.2 2.1 0.0 10.1 9.3 Number of Traders in Each Category Total Traders: 185 6 14 5 74 35 58 14 32 14 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 3,975,810 Positions 131,126 459,159 14,205 1,756,397 474,393 335,994 851,560 2,324,315 91,121 516,828 137,834 15,319 263,259 123,469 Changes from: January 23, 2024 Total Change is: -22,539 716 20,457 185 58,843 -12,003 -11,923 -31,657 18,657 -30,774 -6,796 1,200 -1,982 849 -6,356 Percent of Open Interest Represented by Each Category of Trader 3.3 11.5 0.4 44.2 11.9 8.5 21.4 58.5 2.3 13.0 3.5 0.4 6.6 3.1 Number of Traders in Each Category Total Traders: 456 33 27 16 158 48 91 62 70 45 50 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 5,360,092 Positions 134,238 349,473 238,261 2,497,526 1,080,158 703,169 307,432 1,911,891 450,759 538,740 182,019 53,116 436,851 391,246 Changes from: January 23, 2024 Total Change is: 33,599 4,820 -52,154 -12,268 2,185 -13,965 41,658 -5,600 77,253 -13,831 6,279 -7,512 3,430 6,927 10,989 Percent of Open Interest Represented by Each Category of Trader 2.5 6.5 4.4 46.6 20.2 13.1 5.7 35.7 8.4 10.1 3.4 1.0 8.2 7.3 Number of Traders in Each Category Total Traders: 419 18 31 40 127 59 108 47 85 86 39 13 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,106,809 Positions 75,604 180,993 4,296 957,458 642,347 302,098 373,146 577,957 33,299 165,410 69,301 7,752 187,746 288,766 Changes from: January 23, 2024 Total Change is: -25,345 -3,747 -10,569 -182 2,706 -48,546 7,920 -36,201 20,488 1,997 1,299 751 1,744 -881 1,052 Percent of Open Interest Represented by Each Category of Trader 3.6 8.6 0.2 45.4 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 17 9 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 6,185,790 Positions 170,613 769,062 84,362 3,106,694 1,218,792 681,964 828,212 2,751,317 269,122 602,231 118,942 3,781 438,811 288,449 Changes from: January 23, 2024 Total Change is: -87,254 8,735 -38,302 -6,682 -52,420 28,811 14,330 -60,602 -78,641 -1,020 23,410 -3,597 -2,109 -10,896 -45 Percent of Open Interest Represented by Each Category of Trader 2.8 12.4 1.4 50.2 19.7 11.0 13.4 44.5 4.4 9.7 1.9 0.1 7.1 4.7 Number of Traders in Each Category Total Traders: 402 20 33 28 154 31 100 58 66 60 28 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 is21,235,244 Positions 1,851,837 2,086,424 3,547,946 268,936 912,679 1,605,476 1,867,777 763,999 11,358,202 113,248 336,247 589,462 32,359 34,809 Changes from: January 23, 2024 Total Change is: 423,955 238,075 101,805 -100,012 -17,784 129,354 -21,778 -41,223 -31,207 327,206 -6,322 -19,583 49,255 -3,462 -11,086 Percent of Open Interest Represented by Each Category of Trader 8.7 9.8 16.7 1.3 4.3 7.6 8.8 3.6 53.5 0.5 1.6 2.8 0.2 0.2 Number of Traders in Each Category Total Traders: 1,087 71 112 148 59 79 81 171 165 231 208 177 204 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 22,479 Positions 1,575 4,788 323 12,898 0 223 2,545 12,172 2,287 830 1,726 273 1,526 687 Changes from: January 23, 2024 Total Change is: -2,534 -13 651 -788 300 -42 -203 -333 875 -1,466 507 -1,048 -301 -237 -212 Percent of Open Interest Represented by Each Category of Trader 7.0 21.3 1.4 57.4 0.0 1.0 11.3 54.1 10.2 3.7 7.7 1.2 6.8 3.1 Number of Traders in Each Category Total Traders: 120 8 7 5 19 0 . 30 38 23 9 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10) CFTC Code #133742 Open Interest is 13,274 Positions 201 2,469 20 805 4,708 56 4,826 3,186 1,369 2,117 505 49 3,831 911 Changes from: January 23, 2024 Total Change is: -13,576 -3,232 -4,113 -424 -13 -25 10 -3,995 -4,640 -3,415 -1,570 -286 -462 -476 -221 Percent of Open Interest Represented by Each Category of Trader 1.5 18.6 0.2 6.1 35.5 0.4 36.4 24.0 10.3 15.9 3.8 0.4 28.9 6.9 Number of Traders in Each Category Total Traders: 98 4 . . 4 . . 20 10 12 43 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 5,968 Positions 237 983 142 1,278 34 17 2,001 4,034 491 950 0 35 817 232 Changes from: January 23, 2024 Total Change is: -948 -21 -415 37 -13 33 -121 -307 440 -426 146 -251 -30 -213 -214 Percent of Open Interest Represented by Each Category of Trader 4.0 16.5 2.4 21.4 0.6 0.3 33.5 67.6 8.2 15.9 0.0 0.6 13.7 3.9 Number of Traders in Each Category Total Traders: 79 . 6 . 11 . . 27 24 13 6 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points) CFTC Code #146022 Open Interest is 21,016 Positions 0 2,537 1,241 1,394 1,552 678 5,142 7,023 4,793 6,585 2,900 80 1,104 212 Changes from: January 23, 2024 Total Change is: -25,378 -654 -8,852 -343 -1,000 348 -238 -8,786 -9,674 -4,023 -6,466 1,305 -3,817 -51 -83 Percent of Open Interest Represented by Each Category of Trader 0.0 12.1 5.9 6.6 7.4 3.2 24.5 33.4 22.8 31.3 13.8 0.4 5.3 1.0 Number of Traders in Each Category Total Traders: 103 0 . . 4 . . 14 5 5 61 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 25,785 Positions 168 3,602 0 11,022 2,992 685 7,146 12,958 1,177 2,671 1,842 7 2,909 2,522 Changes from: January 23, 2024 Total Change is: 1,074 168 -383 0 847 708 17 446 1,320 -306 325 -218 0 -422 -64 Percent of Open Interest Represented by Each Category of Trader 0.7 14.0 0.0 42.7 11.6 2.7 27.7 50.3 4.6 10.4 7.1 0.0 11.3 9.8 Number of Traders in Each Category Total Traders: 102 . . 0 14 5 . 26 26 7 15 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 02, 2024