Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 140,544
Positions
38,857 5,152 645 29,863 56,104 5,510 16,329 35,658 4,264 14,297 4,039 504 30,275 28,668
Changes from: December 20, 2022 Total Change is: -40,313
1,179 -10,386 -18,570 1,741 -7,683 87 -19,415 1,957 -448 -380 -3,131 -14 -4,493 -2,125
Percent of Open Interest Represented by Each Category of Trader
27.6 3.7 0.5 21.2 39.9 3.9 11.6 25.4 3.0 10.2 2.9 0.4 21.5 20.4
Number of Traders in Each Category Total Traders: 108
12 . . 12 23 10 11 33 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,851
Positions
10,917 1,057 12 2,259 9,503 487 3,939 6,519 19 0 0 0 12,218 12,254
Changes from: December 20, 2022 Total Change is: -189
184 17 0 -34 1,083 -91 -1,087 -965 -3 0 0 0 842 -230
Percent of Open Interest Represented by Each Category of Trader
36.6 3.5 0.0 7.6 31.8 1.6 13.2 21.8 0.1 0.0 0.0 0.0 40.9 41.1
Number of Traders in Each Category Total Traders: 35
5 . . 5 8 . 8 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 195,440
Positions
50,819 35,305 1,246 47,666 60,134 6,670 57,734 50,503 8,766 960 2,863 0 21,579 29,953
Changes from: December 20, 2022 Total Change is: 7,674
2,271 -679 673 813 -174 158 6,624 9,251 -1,571 0 -10 0 -1,294 26
Percent of Open Interest Represented by Each Category of Trader
26.0 18.1 0.6 24.4 30.8 3.4 29.5 25.8 4.5 0.5 1.5 0.0 11.0 15.3
Number of Traders in Each Category Total Traders: 126
6 8 . 14 31 11 27 35 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 173,136
Positions
60,729 7,411 514 53,316 77,069 3,303 28,810 49,437 2,445 1,032 1,699 0 22,987 31,258
Changes from: December 20, 2022 Total Change is: -8,898
-3,308 1,848 242 -271 -10,766 31 -5,025 -2,805 1,338 1,032 722 0 -2,937 492
Percent of Open Interest Represented by Each Category of Trader
35.1 4.3 0.3 30.8 44.5 1.9 16.6 28.6 1.4 0.6 1.0 0.0 13.3 18.1
Number of Traders in Each Category Total Traders: 113
8 7 . 17 23 15 17 35 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 728,387
Positions
32,479 455,413 1,941 451,326 85,682 17,576 81,740 92,874 14,625 40,360 12,594 4,514 83,826 43,168
Changes from: December 20, 2022 Total Change is: 2,419
-910 7,214 95 777 -4,200 -120 3,286 -2,274 684 -443 -1,114 91 -1,041 2,043
Percent of Open Interest Represented by Each Category of Trader
4.5 62.5 0.3 62.0 11.8 2.4 11.2 12.8 2.0 5.5 1.7 0.6 11.5 5.9
Number of Traders in Each Category Total Traders: 301
15 15 6 111 24 47 51 38 21 32 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,699
Positions
0 10,153 22 13,297 1,138 2,733 429 12,522 1 0 0 0 13,217 3,130
Changes from: December 20, 2022 Total Change is: 825
0 -15 15 181 76 -137 0 821 1 0 0 0 765 64
Percent of Open Interest Represented by Each Category of Trader
0.0 34.2 0.1 44.8 3.8 9.2 1.4 42.2 0.0 0.0 0.0 0.0 44.5 10.5
Number of Traders in Each Category Total Traders: 27
0 . . 15 4 5 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 129,195
Positions
29,026 5,834 54 54,004 67,853 3,145 18,771 28,834 3,972 2,210 0 0 18,013 19,503
Changes from: December 20, 2022 Total Change is: -61
-742 -1,486 -3 3,214 2,359 -10 -3,832 945 -323 -165 -520 0 1,800 -1,023
Percent of Open Interest Represented by Each Category of Trader
22.5 4.5 0.0 41.8 52.5 2.4 14.5 22.3 3.1 1.7 0.0 0.0 13.9 15.1
Number of Traders in Each Category Total Traders: 80
6 . . 14 19 6 19 17 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 232,407
Positions
1,674 174,229 747 120,821 7,952 592 95,271 23,906 755 4,656 22,197 18 7,873 2,011
Changes from: December 20, 2022 Total Change is: 3,132
859 3,693 -3 -6,995 1,025 -73 9,139 -2,083 177 -237 489 18 247 -111
Percent of Open Interest Represented by Each Category of Trader
0.7 75.0 0.3 52.0 3.4 0.3 41.0 10.3 0.3 2.0 9.6 0.0 3.4 0.9
Number of Traders in Each Category Total Traders: 161
5 7 . 31 7 6 65 24 6 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 60,835
Positions
4,357 4,323 16,516 24,697 3,690 28 9,462 32,552 422 1,267 1,233 0 4,086 2,071
Changes from: December 20, 2022 Total Change is: 25,532
-304 464 16,057 6,381 -170 0 2,845 8,842 291 -200 62 0 462 -14
Percent of Open Interest Represented by Each Category of Trader
7.2 7.1 27.1 40.6 6.1 0.0 15.6 53.5 0.7 2.1 2.0 0.0 6.7 3.4
Number of Traders in Each Category Total Traders: 68
. 5 . 16 5 . 14 14 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,552
Positions
5,966 7,064 20 13,727 9,802 227 9,013 12,778 375 150 577 13 4,061 2,696
Changes from: December 20, 2022 Total Change is: 4,508
1,436 345 20 -209 2,290 112 2,956 1,671 124 150 -29 12 -93 -37
Percent of Open Interest Represented by Each Category of Trader
17.8 21.1 0.1 40.9 29.2 0.7 26.9 38.1 1.1 0.4 1.7 0.0 12.1 8.0
Number of Traders in Each Category Total Traders: 75
6 4 . 18 14 6 11 18 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 8,196
Positions
1,613 1,729 24 1,821 4,317 0 3,108 774 0 100 0 0 1,530 1,352
Changes from: December 20, 2022 Total Change is: -1,150
80 0 -4 -119 -1,372 0 -1,497 151 0 100 0 0 290 75
Percent of Open Interest Represented by Each Category of Trader
19.7 21.1 0.3 22.2 52.7 0.0 37.9 9.4 0.0 1.2 0.0 0.0 18.7 16.5
Number of Traders in Each Category Total Traders: 29
4 . . . 6 0 11 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 37,475
Positions
8,018 9,113 369 9,015 3,614 540 12,629 4,066 324 225 11,638 1 6,355 7,811
Changes from: December 20, 2022 Total Change is: 1,173
1,399 -338 -157 -317 679 431 -702 808 -63 225 -35 1 355 -154
Percent of Open Interest Represented by Each Category of Trader
21.4 24.3 1.0 24.1 9.6 1.4 33.7 10.8 0.9 0.6 31.1 0.0 17.0 20.8
Number of Traders in Each Category Total Traders: 84
10 11 4 17 9 . 16 13 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 74,950
Positions
16,036 18,226 738 18,030 7,228 1,080 25,258 8,132 647 450 23,276 2 12,709 15,621
Changes from: December 20, 2022 Total Change is: 2,345
2,798 -675 -313 -634 1,357 861 -1,404 1,615 -125 450 -70 2 710 -307
Percent of Open Interest Represented by Each Category of Trader
21.4 24.3 1.0 24.1 9.6 1.4 33.7 10.8 0.9 0.6 31.1 0.0 17.0 20.8
Number of Traders in Each Category Total Traders: 84
10 11 4 17 9 . 16 13 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,412
Positions
11,054 27,543 0 26,405 9,275 1,984 2,605 4,605 2 0 0 0 2,362 1,003
Changes from: December 20, 2022 Total Change is: 1,619
103 1,000 0 1,772 -340 14 87 863 2 0 0 0 -359 80
Percent of Open Interest Represented by Each Category of Trader
24.9 62.0 0.0 59.5 20.9 4.5 5.9 10.4 0.0 0.0 0.0 0.0 5.3 2.3
Number of Traders in Each Category Total Traders: 31
. 5 0 17 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 20,549
Positions
635 636 0 608 0 367 11,093 2,152 55 538 1,291 100 7,153 15,948
Changes from: December 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.1 3.1 0.0 3.0 0.0 1.8 54.0 10.5 0.3 2.6 6.3 0.5 34.8 77.6
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 . 6 . . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $250.00)
CFTC Code #13874+ Open Interest is 392,262
Positions
38,521 69,672 8,117 190,934 101,678 48,829 28,584 77,939 9,081 22,026 29,836 1,194 44,975 45,916
Changes from: December 20, 2022 Total Change is: -5,107
2,437 -4,921 127 -1,124 -1,584 441 -3,545 2,113 -445 -1,106 306 -173 -1,719 -971
Percent of Open Interest Represented by Each Category of Trader
9.8 17.8 2.1 48.7 25.9 12.4 7.3 19.9 2.3 5.6 7.6 0.3 11.5 11.7
Number of Traders in Each Category Total Traders: 528
28 31 20 143 109 107 65 95 50 32 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,434
Positions
563 15,791 0 14,673 1,366 0 1,670 261 0 0 0 0 1,528 1,016
Changes from: December 20, 2022 Total Change is: 218
0 505 0 191 0 0 335 -228 0 0 0 0 -308 -59
Percent of Open Interest Represented by Each Category of Trader
3.1 85.7 0.0 79.6 7.4 0.0 9.1 1.4 0.0 0.0 0.0 0.0 8.3 5.5
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,220
Positions
6,381 20,580 0 11,801 3,317 4 4,698 758 0 0 0 0 3,336 1,561
Changes from: December 20, 2022 Total Change is: 111
352 137 0 191 -279 0 -133 7 0 0 0 0 -299 246
Percent of Open Interest Represented by Each Category of Trader
24.3 78.5 0.0 45.0 12.7 0.0 17.9 2.9 0.0 0.0 0.0 0.0 12.7 6.0
Number of Traders in Each Category Total Traders: 31
4 4 0 10 5 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,961,310
Positions
192,605 348,359 40,586 954,670 508,391 244,145 142,921 389,695 45,406 110,132 149,178 5,969 224,876 229,581
Changes from: December 20, 2022 Total Change is: -25,537
12,183 -24,605 635 -5,621 -7,921 2,206 -17,723 10,563 -2,223 -5,532 1,532 -867 -8,595 -4,857
Percent of Open Interest Represented by Each Category of Trader
9.8 17.8 2.1 48.7 25.9 12.4 7.3 19.9 2.3 5.6 7.6 0.3 11.5 11.7
Number of Traders in Each Category Total Traders: 528
28 31 20 143 109 107 65 95 50 32 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,494
Positions
12,023 20,420 0 9,212 337 190 456 1,283 0 0 0 0 1,613 1,264
Changes from: December 20, 2022 Total Change is: 499
-2 1,350 0 646 -680 0 13 0 0 0 0 0 -158 -171
Percent of Open Interest Represented by Each Category of Trader
51.2 86.9 0.0 39.2 1.4 0.8 1.9 5.5 0.0 0.0 0.0 0.0 6.9 5.4
Number of Traders in Each Category Total Traders: 20
4 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,471
Positions
703 11,983 0 6,484 0 0 2,593 0 3 0 0 0 2,688 485
Changes from: December 20, 2022 Total Change is: -34
0 0 0 -43 0 0 143 0 0 0 0 0 -134 -34
Percent of Open Interest Represented by Each Category of Trader
5.6 96.1 0.0 52.0 0.0 0.0 20.8 0.0 0.0 0.0 0.0 0.0 21.6 3.9
Number of Traders in Each Category Total Traders: 22
. 8 0 6 0 0 6 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 13,306
Positions
2,820 3,963 0 8,258 6,791 0 998 1,275 0 0 0 0 1,230 1,277
Changes from: December 20, 2022 Total Change is: 46
-4 0 0 -27 215 0 0 21 0 0 0 0 77 -190
Percent of Open Interest Represented by Each Category of Trader
21.2 29.8 0.0 62.1 51.0 0.0 7.5 9.6 0.0 0.0 0.0 0.0 9.2 9.6
Number of Traders in Each Category Total Traders: 23
4 5 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,086
Positions
771 13,582 0 10,622 618 2,301 2,118 868 0 0 0 0 2,274 717
Changes from: December 20, 2022 Total Change is: 35
4 0 0 129 0 0 -89 15 0 0 0 0 -9 20
Percent of Open Interest Represented by Each Category of Trader
4.3 75.1 0.0 58.7 3.4 12.7 11.7 4.8 0.0 0.0 0.0 0.0 12.6 4.0
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 114,360
Positions
6,096 0 0 33,213 6,011 80 22,070 45,533 4,734 0 1,175 0 48,167 56,827
Changes from: December 20, 2022 Total Change is: 5,685
6,096 0 0 538 0 68 2,209 2,538 1,396 0 -825 0 -4,622 2,508
Percent of Open Interest Represented by Each Category of Trader
5.3 0.0 0.0 29.0 5.3 0.1 19.3 39.8 4.1 0.0 1.0 0.0 42.1 49.7
Number of Traders in Each Category Total Traders: 26
. 0 0 11 . . 4 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 251,060
Positions
95,623 53,953 106,601 0 32,000 0 2,250 12,916 42,382 0 0 0 4,204 3,208
Changes from: December 20, 2022 Total Change is: 3,450
14,500 250 2,200 0 0 0 0 0 1,000 0 0 0 -14,250 0
Percent of Open Interest Represented by Each Category of Trader
38.1 21.5 42.5 0.0 12.7 0.0 0.9 5.1 16.9 0.0 0.0 0.0 1.7 1.3
Number of Traders in Each Category Total Traders: 21
9 4 12 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,536
Positions
8,416 3,109 180 22,914 30,729 2,498 1,063 810 135 678 0 0 6,652 5,075
Changes from: December 20, 2022 Total Change is: -451
16 47 -130 -89 -360 51 70 -519 83 -138 0 0 -314 377
Percent of Open Interest Represented by Each Category of Trader
19.8 7.3 0.4 53.9 72.2 5.9 2.5 1.9 0.3 1.6 0.0 0.0 15.6 11.9
Number of Traders in Each Category Total Traders: 63
. 7 . 25 21 10 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $100)
CFTC Code #20974+ Open Interest is 50,156
Positions
11,424 7,975 169 15,542 13,665 1,878 11,098 14,159 976 1,911 3,358 253 6,905 7,723
Changes from: December 20, 2022 Total Change is: 1,147
662 -622 -43 -391 -67 235 156 1,601 74 452 -203 247 -245 -74
Percent of Open Interest Represented by Each Category of Trader
22.8 15.9 0.3 31.0 27.2 3.7 22.1 28.2 1.9 3.8 6.7 0.5 13.8 15.4
Number of Traders in Each Category Total Traders: 283
30 18 6 55 45 32 38 59 24 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 250,781
Positions
57,119 39,875 844 77,709 68,324 9,390 55,492 70,797 4,881 9,554 16,792 1,265 34,527 38,613
Changes from: December 20, 2022 Total Change is: 5,736
3,312 -3,108 -216 -1,953 -334 1,173 780 8,003 368 2,262 -1,015 1,237 -1,227 -372
Percent of Open Interest Represented by Each Category of Trader
22.8 15.9 0.3 31.0 27.2 3.7 22.1 28.2 1.9 3.8 6.7 0.5 13.8 15.4
Number of Traders in Each Category Total Traders: 283
30 18 6 55 45 32 38 59 24 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 77,345
Positions
4,309 779 0 2,446 0 1,060 7,373 53,656 1,849 2,233 0 0 58,075 20,001
Changes from: December 20, 2022 Total Change is: 971
568 345 0 138 0 122 -1,776 396 195 305 -343 0 1,419 256
Percent of Open Interest Represented by Each Category of Trader
5.6 1.0 0.0 3.2 0.0 1.4 9.5 69.4 2.4 2.9 0.0 0.0 75.1 25.9
Number of Traders in Each Category Total Traders: 29
. . 0 6 0 . 7 9 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 434,774
Positions
92,838 27,742 3,725 166,434 182,269 41,257 79,046 125,951 5,849 23,101 25,866 30 22,494 22,085
Changes from: December 20, 2022 Total Change is: -3,641
3,190 -2,671 484 -1,071 -4,106 866 -5,654 1,293 659 -2,002 -1,506 0 -113 1,340
Percent of Open Interest Represented by Each Category of Trader
21.4 6.4 0.9 38.3 41.9 9.5 18.2 29.0 1.3 5.3 5.9 0.0 5.2 5.1
Number of Traders in Each Category Total Traders: 301
27 14 5 78 67 44 39 55 19 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,722
Positions
1,201 18,574 0 14,330 652 0 2,836 293 0 0 0 0 1,355 203
Changes from: December 20, 2022 Total Change is: 336
-236 563 0 397 -215 0 0 -4 0 0 0 0 175 -8
Percent of Open Interest Represented by Each Category of Trader
6.1 94.2 0.0 72.7 3.3 0.0 14.4 1.5 0.0 0.0 0.0 0.0 6.9 1.0
Number of Traders in Each Category Total Traders: 22
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,007
Positions
5,034 11,090 658 9,561 2,708 2,717 12,109 3,597 12 1,256 4,815 0 5,660 11,410
Changes from: December 20, 2022 Total Change is: -6,943
564 -252 -74 -1,848 0 -169 -4,539 -1,210 -14 -360 1,240 -1 -502 -6,463
Percent of Open Interest Represented by Each Category of Trader
13.6 30.0 1.8 25.8 7.3 7.3 32.7 9.7 0.0 3.4 13.0 0.0 15.3 30.8
Number of Traders in Each Category Total Traders: 48
4 7 . 10 . 5 10 7 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 360,601
Positions
35,965 149,960 3,962 225,347 114,255 51,092 17,115 18,023 752 13,282 15,341 355 12,731 6,861
Changes from: December 20, 2022 Total Change is: 252
1,953 -897 -43 2,866 -3,910 -79 -3,382 4,526 -376 -309 -96 1 -379 1,126
Percent of Open Interest Represented by Each Category of Trader
10.0 41.6 1.1 62.5 31.7 14.2 4.7 5.0 0.2 3.7 4.3 0.1 3.5 1.9
Number of Traders in Each Category Total Traders: 184
14 12 6 61 54 35 16 13 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,087,359
Positions
76,759 505,527 10,395 702,993 320,508 116,339 79,560 90,206 6,702 54,543 17,974 3,454 36,614 16,254
Changes from: December 20, 2022 Total Change is: 6,091
1,926 7,233 2,452 10,751 -920 -3,622 -2,723 -22 -10 -5,897 747 -9 3,223 242
Percent of Open Interest Represented by Each Category of Trader
7.1 46.5 1.0 64.7 29.5 10.7 7.3 8.3 0.6 5.0 1.7 0.3 3.4 1.5
Number of Traders in Each Category Total Traders: 394
27 17 11 143 76 84 52 38 34 27 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 183,308
Positions
10,132 133,655 26,918 26,220 0 1,287 100,070 5,033 10,371 7,457 5,507 470 383 67
Changes from: December 20, 2022 Total Change is: 783
-2,883 -282 1,412 6,762 0 0 1,110 15 -381 -5,255 1 12 6 6
Percent of Open Interest Represented by Each Category of Trader
5.5 72.9 14.7 14.3 0.0 0.7 54.6 2.7 5.7 4.1 3.0 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 98
8 24 13 15 0 . 32 5 7 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,198,737
Positions
24,492 135,227 3,047 646,859 262,935 170,383 88,082 407,141 10,116 83,204 73,604 684 171,870 135,600
Changes from: December 20, 2022 Total Change is: 59
-583 -5,214 214 6,562 5,215 -1,893 -331 3,431 -919 -3,242 549 2 249 -1,326
Percent of Open Interest Represented by Each Category of Trader
2.0 11.3 0.3 54.0 21.9 14.2 7.3 34.0 0.8 6.9 6.1 0.1 14.3 11.3
Number of Traders in Each Category Total Traders: 190
5 15 . 68 32 60 25 30 21 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,412,482
Positions
4,932 74,891 1,006 879,413 248,904 234,412 52,415 697,079 27,575 47,338 13,934 0 165,391 114,681
Changes from: December 20, 2022 Total Change is: -1,853
-20 2,816 -139 -3,627 -9,946 966 1,384 4,551 -1,372 -246 1,145 0 1,201 126
Percent of Open Interest Represented by Each Category of Trader
0.3 5.3 0.1 62.3 17.6 16.6 3.7 49.4 2.0 3.4 1.0 0.0 11.7 8.1
Number of Traders in Each Category Total Traders: 151
. 11 . 76 21 55 14 19 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,234,850
Positions
34,197 219,606 14,282 1,301,559 352,801 294,777 161,100 958,954 85,967 157,352 130,002 563 185,053 177,898
Changes from: December 20, 2022 Total Change is: 11,643
-164 -20,412 -2,338 -3,936 7,099 8,088 8,647 38,497 -12,598 10,884 840 -296 3,356 -7,237
Percent of Open Interest Represented by Each Category of Trader
1.5 9.8 0.6 58.2 15.8 13.2 7.2 42.9 3.8 7.0 5.8 0.0 8.3 8.0
Number of Traders in Each Category Total Traders: 365
12 39 10 115 54 89 45 58 27 18 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,780,914
Positions
93,717 252,803 39,580 1,999,211 882,510 760,324 203,902 1,009,773 102,409 209,689 292,383 33,969 338,113 407,163
Changes from: December 20, 2022 Total Change is: 29,749
-1,952 -15,876 22,480 -11,664 4,169 31,546 -28,978 20,957 698 -2,294 -15,927 4,856 15,057 -23,154
Percent of Open Interest Represented by Each Category of Trader
2.5 6.7 1.0 52.9 23.3 20.1 5.4 26.7 2.7 5.5 7.7 0.9 8.9 10.8
Number of Traders in Each Category Total Traders: 389
20 26 11 114 78 103 34 72 40 19 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,426,743
Positions
42,895 34,143 5,383 664,486 579,564 209,235 192,931 286,136 16,124 143,493 53,694 0 152,196 242,464
Changes from: December 20, 2022 Total Change is: -799
-267 1,896 98 6,053 -14,121 -4,103 -2,729 9,083 220 -190 1,039 -535 654 5,624
Percent of Open Interest Represented by Each Category of Trader
3.0 2.4 0.4 46.6 40.6 14.7 13.5 20.1 1.1 10.1 3.8 0.0 10.7 17.0
Number of Traders in Each Category Total Traders: 142
4 8 . 40 45 53 11 20 9 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,364
Positions
0 0 0 0 0 0 0 1,058 220 900 401 30 1,214 655
Changes from: December 20, 2022 Total Change is: -124
0 0 0 0 0 0 0 -438 219 -163 63 30 -210 2
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 44.8 9.3 38.1 17.0 1.3 51.4 27.7
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 0 . . 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,134,572
Positions
30,723 537,403 4,840 1,871,054 608,320 736,494 661,859 1,538,680 79,307 440,100 250,632 309 309,886 378,587
Changes from: December 20, 2022 Total Change is: -10,030
2,527 -10,602 586 -18,725 -25,648 -1,648 6,961 17,913 11,565 -4,503 -8,758 15 -6,808 6,547
Percent of Open Interest Represented by Each Category of Trader
0.7 13.0 0.1 45.3 14.7 17.8 16.0 37.2 1.9 10.6 6.1 0.0 7.5 9.2
Number of Traders in Each Category Total Traders: 328
8 31 5 99 51 86 37 66 28 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,556,477
Positions
419,633 276,458 425,048 1,581 132,412 8,559 310,373 331,554 319,809 39,105 20,875 855 31,514 40,907
Changes from: December 20, 2022 Total Change is: 25,428
2,746 -8,211 11,853 1,581 -3,014 941 -1,010 12,064 14,731 -251 0 -14 -5,149 -2,922
Percent of Open Interest Represented by Each Category of Trader
27.0 17.8 27.3 0.1 8.5 0.5 19.9 21.3 20.5 2.5 1.3 0.1 2.0 2.6
Number of Traders in Each Category Total Traders: 132
25 33 49 . 5 5 24 31 48 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 5,979,103
Positions
2,194,018 1,223,756 1,035,629 250,080 145,565 158,027 673,514 1,442,281 1,281,454 13,421 128,012 38,623 334,337 525,756
Changes from: December 20, 2022 Total Change is: 50,391
8,130 154,385 -1,591 -8,122 -3,108 -2,530 85,058 -38,841 -45,154 1,700 344 1,850 11,050 -14,964
Percent of Open Interest Represented by Each Category of Trader
36.7 20.5 17.3 4.2 2.4 2.6 11.3 24.1 21.4 0.2 2.1 0.6 5.6 8.8
Number of Traders in Each Category Total Traders: 136
25 20 42 7 8 7 22 39 55 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is 8,125,827
Positions
2,512,507 2,953,708 988,951 545,776 298,855 483,641 1,165,173 896,206 2,245,421 78,430 148,928 85,901 20,027 24,216
Changes from: December 20, 2022 Total Change is: -550,125
-218,770 19,872 -267,000 2,094 -46,814 118 71,908 -120,273 -129,520 -3,679 -3,542 -4,680 -596 1,714
Percent of Open Interest Represented by Each Category of Trader
30.9 36.3 12.2 6.7 3.7 6.0 14.3 11.0 27.6 1.0 1.8 1.1 0.2 0.3
Number of Traders in Each Category Total Traders: 556
52 89 120 18 44 37 68 118 140 43 72 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 747,293
Positions
94,549 267,804 198,143 51,545 5,915 4,569 269,935 127,382 126,274 1,068 16,018 942 268 246
Changes from: December 20, 2022 Total Change is: 33,346
-8,110 9,177 9,390 2,288 117 237 15,841 901 13,571 48 69 -31 112 -85
Percent of Open Interest Represented by Each Category of Trader
12.7 35.8 26.5 6.9 0.8 0.6 36.1 17.0 16.9 0.1 2.1 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 171
24 55 53 . 5 . 36 33 47 5 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,028
Positions
272 3,659 95 5,941 969 1,266 4,768 6,690 831 1,423 1,432 141 1,291 945
Changes from: December 20, 2022 Total Change is: 1,465
0 -95 29 -65 94 412 806 998 -33 249 -139 95 -28 104
Percent of Open Interest Represented by Each Category of Trader
1.7 22.8 0.6 37.1 6.0 7.9 29.7 41.7 5.2 8.9 8.9 0.9 8.1 5.9
Number of Traders in Each Category Total Traders: 106
. 4 . 4 8 . 25 40 14 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,146
Positions
200 507 0 121 1,223 39 5,854 5,282 691 1,855 1,796 98 2,288 1,510
Changes from: December 20, 2022 Total Change is: -999
0 113 0 11 -32 6 -659 -481 -369 114 -57 0 -102 -179
Percent of Open Interest Represented by Each Category of Trader
1.8 4.5 0.0 1.1 11.0 0.3 52.5 47.4 6.2 16.6 16.1 0.9 20.5 13.5
Number of Traders in Each Category Total Traders: 90
. . 0 . . . 8 13 8 30 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,199
Positions
214 687 66 34 581 15 2,575 2,302 532 2,055 1,323 0 708 693
Changes from: December 20, 2022 Total Change is: 501
-17 15 8 0 -74 6 127 19 367 134 38 0 -124 122
Percent of Open Interest Represented by Each Category of Trader
3.5 11.1 1.1 0.5 9.4 0.2 41.5 37.1 8.6 33.2 21.3 0.0 11.4 11.2
Number of Traders in Each Category Total Traders: 69
. 4 . . 5 . 13 23 9 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,435
Positions
5,266 0 0 0 2,299 0 4,947 7,335 3,061 10,235 11,569 756 1,170 415
Changes from: December 20, 2022 Total Change is: 525
1,979 -103 0 0 -96 0 -1,913 -434 569 -362 313 260 -8 16
Percent of Open Interest Represented by Each Category of Trader
20.7 0.0 0.0 0.0 9.0 0.0 19.4 28.8 12.0 40.2 45.5 3.0 4.6 1.6
Number of Traders in Each Category Total Traders: 95
. 0 0 0 . 0 7 7 . 44 33 .
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Traders in Financial Futures - Futures Only Positions as of December 27, 2022
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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 41,653
Positions
260 12,788 0 18,253 2,100 991 11,829 22,095 503 4,254 792 0 5,563 2,384
Changes from: December 20, 2022 Total Change is: 264
23 0 0 -1,343 120 -18 1,076 69 -71 849 155 0 -252 9
Percent of Open Interest Represented by Each Category of Trader
0.6 30.7 0.0 43.8 5.0 2.4 28.4 53.0 1.2 10.2 1.9 0.0 13.4 5.7
Number of Traders in Each Category Total Traders: 89
. . 0 10 7 . 20 23 5 21 6 0
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Traders in Financial Futures - Futures Only Positions as of December 27, 2022
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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 289,519
Positions
38,179 11,605 15,211 83,984 86,856 33,383 39,336 57,223 46,426 5,059 2,408 9,886 18,055 26,521
Changes from: December 20, 2022 Total Change is: -41,713
-2,901 -3,287 -5,640 -3,376 1,616 -2,768 -13,321 -5,405 -10,740 2,928 -5,744 -4,739 -1,156 -5,006
Percent of Open Interest Represented by Each Category of Trader
13.2 4.0 5.3 29.0 30.0 11.5 13.6 19.8 16.0 1.7 0.8 3.4 6.2 9.2
Number of Traders in Each Category Total Traders: 160
16 9 17 18 31 19 26 39 42 8 6 11
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Traders in Financial Futures - Futures Only Positions as of December 27, 2022
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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 55,525
Positions
40,319 42,611 0 11,790 2,814 1,085 1,939 8,504 0 59 418 0 333 93
Changes from: December 20, 2022 Total Change is: -9,143
2,953 -3,507 -3,943 22 0 0 -4,118 718 -2,409 -1,287 294 -293 -68 -3
Percent of Open Interest Represented by Each Category of Trader
72.6 76.7 0.0 21.2 5.1 2.0 3.5 15.3 0.0 0.1 0.8 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 41
4 . 0 14 . . 5 9 0 . . 0
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Updated December 30, 2022