Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 133,888
Positions
38,047 4,530 649 25,554 55,310 4,988 13,951 31,486 3,949 12,955 2,871 512 33,283 29,593
Changes from: January 3, 2023 Total Change is: -5,107
74 -747 -2 -1,004 -5,048 -1,058 -1,959 3,372 -823 -1,761 -762 13 1,413 -52
Percent of Open Interest Represented by Each Category of Trader
28.4 3.4 0.5 19.1 41.3 3.7 10.4 23.5 2.9 9.7 2.1 0.4 24.9 22.1
Number of Traders in Each Category Total Traders: 93
12 . . 8 22 6 12 25 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,266
Positions
12,138 1,551 1 1,722 8,426 318 4,501 9,570 22 2,022 0 0 12,542 13,378
Changes from: January 3, 2023 Total Change is: 16
-343 539 -11 -58 -1,891 -167 -2,902 2,067 0 1,277 0 0 2,220 -521
Percent of Open Interest Represented by Each Category of Trader
36.5 4.7 0.0 5.2 25.3 1.0 13.5 28.8 0.1 6.1 0.0 0.0 37.7 40.2
Number of Traders in Each Category Total Traders: 32
4 . . 4 6 . 6 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 202,713
Positions
50,925 34,438 477 54,759 68,182 4,398 57,690 53,851 9,512 1,392 2,483 1 23,559 29,371
Changes from: January 3, 2023 Total Change is: -3,009
-2,692 564 141 6,151 4,790 -865 -8,924 -6,358 1,356 432 -450 1 1,391 -2,188
Percent of Open Interest Represented by Each Category of Trader
25.1 17.0 0.2 27.0 33.6 2.2 28.5 26.6 4.7 0.7 1.2 0.0 11.6 14.5
Number of Traders in Each Category Total Traders: 124
7 6 . 14 33 13 26 32 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 175,745
Positions
43,004 27,319 13,137 55,013 66,462 2,783 29,570 34,650 1,919 1,346 1,391 0 28,973 28,084
Changes from: January 3, 2023 Total Change is: 3,155
-2,771 16,219 921 767 -3,138 -134 2,639 -10,795 -873 900 47 0 1,706 908
Percent of Open Interest Represented by Each Category of Trader
24.5 15.5 7.5 31.3 37.8 1.6 16.8 19.7 1.1 0.8 0.8 0.0 16.5 16.0
Number of Traders in Each Category Total Traders: 107
6 10 . 18 22 12 20 25 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 746,163
Positions
47,533 480,753 4,665 438,725 77,117 17,408 82,961 89,335 16,377 42,757 11,999 4,462 91,275 44,047
Changes from: January 3, 2023 Total Change is: 34,133
2,283 20,891 3,266 6,703 -5,362 553 11,472 12,157 569 3,247 -919 -26 6,066 3,004
Percent of Open Interest Represented by Each Category of Trader
6.4 64.4 0.6 58.8 10.3 2.3 11.1 12.0 2.2 5.7 1.6 0.6 12.2 5.9
Number of Traders in Each Category Total Traders: 304
16 13 6 114 21 50 53 39 24 33 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,657
Positions
411 10,935 25 14,499 1,322 3,166 849 13,883 0 0 0 0 12,707 2,326
Changes from: January 3, 2023 Total Change is: 90
11 -6 3 -14 183 -63 -25 -51 -1 0 0 0 179 25
Percent of Open Interest Represented by Each Category of Trader
1.3 34.5 0.1 45.8 4.2 10.0 2.7 43.9 0.0 0.0 0.0 0.0 40.1 7.3
Number of Traders in Each Category Total Traders: 31
. . . 16 4 6 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 126,028
Positions
28,360 11,338 45 51,961 63,583 2,205 17,147 26,587 3,177 2,560 0 0 20,573 19,093
Changes from: January 3, 2023 Total Change is: -6,932
-2,459 6,353 -11 -566 -5,443 -885 -5,244 -4,271 -593 100 0 0 2,726 -2,082
Percent of Open Interest Represented by Each Category of Trader
22.5 9.0 0.0 41.2 50.5 1.7 13.6 21.1 2.5 2.0 0.0 0.0 16.3 15.1
Number of Traders in Each Category Total Traders: 80
4 5 . 16 16 7 18 18 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 270,826
Positions
1,450 180,392 775 138,962 8,322 490 112,950 53,469 1,194 6,394 23,748 18 8,593 2,418
Changes from: January 3, 2023 Total Change is: 25,797
-357 4,001 10 14,407 554 206 9,021 18,936 369 1,626 1,267 0 515 454
Percent of Open Interest Represented by Each Category of Trader
0.5 66.6 0.3 51.3 3.1 0.2 41.7 19.7 0.4 2.4 8.8 0.0 3.2 0.9
Number of Traders in Each Category Total Traders: 182
4 8 . 34 6 6 73 29 7 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,429
Positions
180 21,935 155 16,761 3,740 28 10,950 4,192 720 1,074 971 0 3,561 1,688
Changes from: January 3, 2023 Total Change is: -4,558
0 -14 -6 -7,428 -64 0 2,042 -4,948 703 -334 -258 0 465 29
Percent of Open Interest Represented by Each Category of Trader
0.5 65.6 0.5 50.1 11.2 0.1 32.8 12.5 2.2 3.2 2.9 0.0 10.7 5.0
Number of Traders in Each Category Total Traders: 68
. 6 . 13 7 . 22 9 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,566
Positions
4,489 5,727 121 7,941 11,035 202 10,219 6,655 252 123 504 13 4,206 3,057
Changes from: January 3, 2023 Total Change is: -2,207
-1,494 -361 107 -3,087 170 88 2,018 -2,167 110 -313 -59 0 364 -95
Percent of Open Interest Represented by Each Category of Trader
16.3 20.8 0.4 28.8 40.0 0.7 37.1 24.1 0.9 0.4 1.8 0.0 15.3 11.1
Number of Traders in Each Category Total Traders: 70
7 4 . 12 15 5 18 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 10,751
Positions
1,040 1,924 11 5,881 2,155 0 2,233 5,478 0 0 0 0 1,586 1,183
Changes from: January 3, 2023 Total Change is: 2,802
-430 195 -7 4,034 -548 0 -814 3,202 0 0 0 0 19 -40
Percent of Open Interest Represented by Each Category of Trader
9.7 17.9 0.1 54.7 20.0 0.0 20.8 51.0 0.0 0.0 0.0 0.0 14.8 11.0
Number of Traders in Each Category Total Traders: 26
. . . . . 0 9 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,814
Positions
7,542 9,237 459 9,607 3,203 467 13,628 4,711 961 0 11,873 4 6,148 7,901
Changes from: January 3, 2023 Total Change is: -1,052
-629 334 -134 337 -633 55 -309 -112 -749 0 131 0 378 56
Percent of Open Interest Represented by Each Category of Trader
19.4 23.8 1.2 24.8 8.3 1.2 35.1 12.1 2.5 0.0 30.6 0.0 15.8 20.4
Number of Traders in Each Category Total Traders: 87
10 12 4 20 8 . 18 13 9 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 77,628
Positions
15,083 18,474 917 19,214 6,406 934 27,255 9,421 1,921 0 23,746 8 12,296 15,801
Changes from: January 3, 2023 Total Change is: -2,103
-1,258 668 -267 673 -1,266 109 -617 -223 -1,498 0 262 0 755 112
Percent of Open Interest Represented by Each Category of Trader
19.4 23.8 1.2 24.8 8.3 1.2 35.1 12.1 2.5 0.0 30.6 0.0 15.8 20.4
Number of Traders in Each Category Total Traders: 87
10 12 4 20 8 . 18 13 9 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,920
Positions
16,175 30,726 0 23,621 8,960 2,317 3,425 4,938 0 0 0 0 2,382 979
Changes from: January 3, 2023 Total Change is: -2,066
-1,283 -2,184 0 -1,226 607 113 110 -482 0 0 0 0 220 -120
Percent of Open Interest Represented by Each Category of Trader
33.8 64.1 0.0 49.3 18.7 4.8 7.1 10.3 0.0 0.0 0.0 0.0 5.0 2.0
Number of Traders in Each Category Total Traders: 33
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,155
Positions
382 439 0 658 0 317 12,300 1,262 1,933 271 1,505 100 6,194 16,599
Changes from: January 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.7 2.0 0.0 3.0 0.0 1.4 55.5 5.7 8.7 1.2 6.8 0.5 28.0 74.9
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 . 7 . . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 406,513
Positions
48,420 71,242 8,434 189,722 97,104 48,652 30,055 93,120 8,050 24,353 33,132 1,438 47,389 45,341
Changes from: January 3, 2023 Total Change is: 4,314
5,252 4,988 83 875 -4,451 -1,295 -1,031 6,791 600 -937 -1,270 -53 819 -1,080
Percent of Open Interest Represented by Each Category of Trader
11.9 17.5 2.1 46.7 23.9 12.0 7.4 22.9 2.0 6.0 8.2 0.4 11.7 11.2
Number of Traders in Each Category Total Traders: 528
27 34 22 141 108 112 61 100 51 32 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,796
Positions
4,132 22,395 0 12,756 459 0 4,502 497 0 0 0 0 3,406 1,445
Changes from: January 3, 2023 Total Change is: -1,312
-1,141 1,617 0 286 -2,843 -4 -42 -235 0 0 0 0 -411 153
Percent of Open Interest Represented by Each Category of Trader
16.7 90.3 0.0 51.4 1.9 0.0 18.2 2.0 0.0 0.0 0.0 0.0 13.7 5.8
Number of Traders in Each Category Total Traders: 27
. 4 0 12 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,032,566
Positions
242,102 356,212 42,170 948,612 485,521 243,259 150,277 465,602 40,248 121,764 165,661 7,188 236,946 226,705
Changes from: January 3, 2023 Total Change is: 21,570
26,262 24,938 415 4,375 -22,255 -6,473 -5,154 33,957 3,001 -4,683 -6,348 -266 4,093 -5,399
Percent of Open Interest Represented by Each Category of Trader
11.9 17.5 2.1 46.7 23.9 12.0 7.4 22.9 2.0 6.0 8.2 0.4 11.7 11.2
Number of Traders in Each Category Total Traders: 528
27 34 22 141 108 112 61 100 51 32 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,125
Positions
12,021 23,051 0 11,021 337 190 626 1,534 0 0 0 0 2,267 1,013
Changes from: January 3, 2023 Total Change is: 3,112
-1 3,276 0 2,624 0 0 165 -7 0 0 0 0 324 -157
Percent of Open Interest Represented by Each Category of Trader
46.0 88.2 0.0 42.2 1.3 0.7 2.4 5.9 0.0 0.0 0.0 0.0 8.7 3.9
Number of Traders in Each Category Total Traders: 23
4 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,250
Positions
1,024 11,738 0 6,450 0 0 1,957 0 0 0 0 0 2,819 512
Changes from: January 3, 2023 Total Change is: 38
321 105 0 -60 0 0 -389 0 -3 0 0 0 169 -64
Percent of Open Interest Represented by Each Category of Trader
8.4 95.8 0.0 52.7 0.0 0.0 16.0 0.0 0.0 0.0 0.0 0.0 23.0 4.2
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,244
Positions
2,824 9,695 0 14,086 6,646 0 996 1,219 0 0 0 0 1,338 1,684
Changes from: January 3, 2023 Total Change is: 5,925
4 5,732 0 5,828 -145 0 -2 -76 0 0 0 0 95 414
Percent of Open Interest Represented by Each Category of Trader
14.7 50.4 0.0 73.2 34.5 0.0 5.2 6.3 0.0 0.0 0.0 0.0 7.0 8.8
Number of Traders in Each Category Total Traders: 22
4 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,721
Positions
753 13,452 0 9,976 408 2,301 2,414 798 0 0 0 0 2,277 762
Changes from: January 3, 2023 Total Change is: -1,599
-16 -1,224 0 -1,496 -210 0 -44 -64 0 0 0 0 -43 -101
Percent of Open Interest Represented by Each Category of Trader
4.2 75.9 0.0 56.3 2.3 13.0 13.6 4.5 0.0 0.0 0.0 0.0 12.8 4.3
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 January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 127,397
Positions
0 3,359 0 34,467 6,021 91 38,287 40,946 5,817 1,781 2,704 0 46,954 68,459
Changes from: January 3, 2023 Total Change is: 4,648
-5,456 3,359 0 -2,136 -31 32 12,033 -9,057 408 1,781 645 0 -2,014 9,292
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 27.1 4.7 0.1 30.1 32.1 4.6 1.4 2.1 0.0 36.9 53.7
Number of Traders in Each Category Total Traders: 28
0 . 0 10 . 4 . 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 250,886
Positions
96,448 55,602 110,002 0 32,000 0 2,750 13,342 38,232 0 0 0 3,454 1,708
Changes from: January 3, 2023 Total Change is: -2,500
99 1,399 1,351 0 0 0 -500 -1,800 -3,450 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.4 22.2 43.8 0.0 12.8 0.0 1.1 5.3 15.2 0.0 0.0 0.0 1.4 0.7
Number of Traders in Each Category Total Traders: 22
11 . 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,541
Positions
9,441 2,981 181 22,140 31,390 2,499 467 1,394 108 747 0 0 6,958 3,988
Changes from: January 3, 2023 Total Change is: -601
653 234 1 -173 -775 41 -1,279 -104 3 12 0 0 141 -1
Percent of Open Interest Represented by Each Category of Trader
22.2 7.0 0.4 52.0 73.8 5.9 1.1 3.3 0.3 1.8 0.0 0.0 16.4 9.4
Number of Traders in Each Category Total Traders: 61
4 6 . 24 20 11 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 50,725
Positions
11,480 9,262 342 16,007 12,516 1,719 11,626 14,082 1,075 1,643 3,741 241 6,592 7,748
Changes from: January 3, 2023 Total Change is: 1,793
1,535 980 -403 1,195 -1,147 -76 -95 1,998 129 -427 330 239 -304 -257
Percent of Open Interest Represented by Each Category of Trader
22.6 18.3 0.7 31.6 24.7 3.4 22.9 27.8 2.1 3.2 7.4 0.5 13.0 15.3
Number of Traders in Each Category Total Traders: 291
30 20 5 61 42 30 45 59 22 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 253,625
Positions
57,402 46,310 1,708 80,035 62,578 8,593 58,130 70,408 5,375 8,213 18,707 1,207 32,962 38,739
Changes from: January 3, 2023 Total Change is: 8,967
7,673 4,902 -2,014 5,975 -5,737 -378 -474 9,989 643 -2,133 1,649 1,197 -1,522 -1,284
Percent of Open Interest Represented by Each Category of Trader
22.6 18.3 0.7 31.6 24.7 3.4 22.9 27.8 2.1 3.2 7.4 0.5 13.0 15.3
Number of Traders in Each Category Total Traders: 291
30 20 5 61 42 30 45 59 22 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 73,577
Positions
6,162 2,095 0 2,037 0 1,423 10,760 41,899 1,069 4,915 875 0 47,211 26,216
Changes from: January 3, 2023 Total Change is: -1,710
1,739 1,023 0 -639 0 255 886 -7,598 -908 1,694 24 0 -4,737 5,494
Percent of Open Interest Represented by Each Category of Trader
8.4 2.8 0.0 2.8 0.0 1.9 14.6 56.9 1.5 6.7 1.2 0.0 64.2 35.6
Number of Traders in Each Category Total Traders: 38
. 4 0 5 0 . 11 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 432,408
Positions
87,342 29,566 6,374 166,861 183,475 41,650 78,255 120,529 4,309 22,837 25,314 24 24,756 21,167
Changes from: January 3, 2023 Total Change is: -1,797
-6,382 2,543 464 2,630 -3,642 1,018 -2,202 -2,581 -260 155 1,188 -3 2,783 -524
Percent of Open Interest Represented by Each Category of Trader
20.2 6.8 1.5 38.6 42.4 9.6 18.1 27.9 1.0 5.3 5.9 0.0 5.7 4.9
Number of Traders in Each Category Total Traders: 302
26 13 4 83 65 43 41 52 20 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,049
Positions
1,201 17,836 0 13,998 655 0 2,844 288 0 0 0 0 1,006 270
Changes from: January 3, 2023 Total Change is: -700
0 -790 0 -370 3 0 0 0 0 0 0 0 -330 87
Percent of Open Interest Represented by Each Category of Trader
6.3 93.6 0.0 73.5 3.4 0.0 14.9 1.5 0.0 0.0 0.0 0.0 5.3 1.4
Number of Traders in Each Category Total Traders: 23
. 5 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,991
Positions
557 3,009 0 6,962 521 10 372 3,957 0 1,242 1,648 0 2,848 2,846
Changes from: January 3, 2023 Total Change is: 102
557 193 0 671 0 -3 -93 -152 0 -840 174 0 -190 -110
Percent of Open Interest Represented by Each Category of Trader
4.6 25.1 0.0 58.1 4.3 0.1 3.1 33.0 0.0 10.4 13.7 0.0 23.8 23.7
Number of Traders in Each Category Total Traders: 21
. 4 0 6 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,161
Positions
5,770 11,588 768 7,400 3,629 2,695 16,051 6,149 46 2,249 1,920 5 6,177 14,361
Changes from: January 3, 2023 Total Change is: 2,913
-402 1,524 26 32 -29 191 2,244 41 45 369 -1,197 5 403 2,307
Percent of Open Interest Represented by Each Category of Trader
14.0 28.2 1.9 18.0 8.8 6.5 39.0 14.9 0.1 5.5 4.7 0.0 15.0 34.9
Number of Traders in Each Category Total Traders: 50
6 7 . 10 5 5 10 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 348,473
Positions
33,394 149,577 4,279 214,884 109,353 49,113 19,362 16,800 783 14,192 12,543 167 12,299 5,858
Changes from: January 3, 2023 Total Change is: -867
-1,311 -51 246 3,403 -3,967 -2,727 -2,693 518 -8 834 4,169 -190 1,579 1,143
Percent of Open Interest Represented by Each Category of Trader
9.6 42.9 1.2 61.7 31.4 14.1 5.6 4.8 0.2 4.1 3.6 0.0 3.5 1.7
Number of Traders in Each Category Total Traders: 191
11 16 8 66 51 31 21 12 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,125,754
Positions
72,465 506,680 12,749 696,431 281,587 116,292 120,243 122,999 6,544 59,823 59,636 3,349 37,858 15,918
Changes from: January 3, 2023 Total Change is: 69,546
1,201 3,473 915 21,605 -31,602 9,170 34,157 43,933 -2,677 471 43,170 -762 5,466 3,926
Percent of Open Interest Represented by Each Category of Trader
6.4 45.0 1.1 61.9 25.0 10.3 10.7 10.9 0.6 5.3 5.3 0.3 3.4 1.4
Number of Traders in Each Category Total Traders: 409
27 18 12 154 70 80 62 35 29 31 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 182,284
Positions
13,765 129,295 28,477 27,895 0 1,013 90,359 4,978 12,469 7,486 5,558 447 373 47
Changes from: January 3, 2023 Total Change is: -2,660
-486 -3,634 38 1,496 0 -135 -4,666 -20 1,093 49 21 -23 -26 0
Percent of Open Interest Represented by Each Category of Trader
7.6 70.9 15.6 15.3 0.0 0.6 49.6 2.7 6.8 4.1 3.0 0.2 0.2 0.0
Number of Traders in Each Category Total Traders: 99
8 24 13 15 0 . 32 5 7 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,184,966
Positions
24,452 115,975 1,181 643,436 267,291 166,182 80,026 406,898 9,952 85,717 71,118 628 173,392 145,741
Changes from: January 3, 2023 Total Change is: -13,459
-270 -10,290 -1,107 -13,105 -986 284 -7,674 1,254 219 4,940 -5,018 1 3,253 2,184
Percent of Open Interest Represented by Each Category of Trader
2.1 9.8 0.1 54.3 22.6 14.0 6.8 34.3 0.8 7.2 6.0 0.1 14.6 12.3
Number of Traders in Each Category Total Traders: 190
7 13 5 67 34 59 25 30 22 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,405,366
Positions
5,056 70,886 1,856 868,222 273,286 224,023 69,608 678,188 19,833 55,491 9,014 0 161,277 128,280
Changes from: January 3, 2023 Total Change is: -11,255
-1,617 -739 580 -4,463 318 -7,756 14,172 -704 -6,219 -708 -4,213 0 -5,244 7,478
Percent of Open Interest Represented by Each Category of Trader
0.4 5.0 0.1 61.8 19.4 15.9 5.0 48.3 1.4 3.9 0.6 0.0 11.5 9.1
Number of Traders in Each Category Total Traders: 153
. 11 . 78 21 56 14 19 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,319,897
Positions
39,142 285,943 16,334 1,235,360 424,907 321,670 310,836 898,780 43,756 153,619 132,906 88 199,092 195,513
Changes from: January 3, 2023 Total Change is: 100,085
6,245 63,841 -6,946 -42,773 38,283 37,883 161,866 11,912 -47,355 -15,242 3,069 16 6,391 -618
Percent of Open Interest Represented by Each Category of Trader
1.7 12.3 0.7 53.3 18.3 13.9 13.4 38.7 1.9 6.6 5.7 0.0 8.6 8.4
Number of Traders in Each Category Total Traders: 362
14 38 10 110 57 85 42 58 25 23 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,894,938
Positions
137,184 279,495 31,831 1,984,760 887,938 809,537 305,702 1,039,383 110,493 134,303 278,037 30,498 350,630 427,726
Changes from: January 3, 2023 Total Change is: 43,847
27,316 -19,327 -4,279 -50,318 13,056 42,342 97,601 10,668 870 -76,920 27 -327 7,562 817
Percent of Open Interest Represented by Each Category of Trader
3.5 7.2 0.8 51.0 22.8 20.8 7.8 26.7 2.8 3.4 7.1 0.8 9.0 11.0
Number of Traders in Each Category Total Traders: 386
21 23 10 112 77 101 37 72 39 20 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,448,252
Positions
46,406 32,657 2,885 703,480 589,735 200,520 189,377 329,828 13,952 148,709 40,634 2 142,921 238,039
Changes from: January 3, 2023 Total Change is: 25,728
4,366 -1,984 -3,450 32,874 13,421 -9,591 20,153 39,831 -4,769 -1,870 1,768 2 -11,987 -9,500
Percent of Open Interest Represented by Each Category of Trader
3.2 2.3 0.2 48.6 40.7 13.8 13.1 22.8 1.0 10.3 2.8 0.0 9.9 16.4
Number of Traders in Each Category Total Traders: 151
4 8 . 40 52 54 18 17 14 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,974
Positions
0 0 0 0 0 0 80 1,328 0 898 142 0 996 504
Changes from: January 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 4.1 67.3 0.0 45.5 7.2 0.0 50.5 25.5
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . 0 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,095,328
Positions
21,366 582,691 9,583 1,878,588 575,709 723,227 641,557 1,488,471 99,564 394,629 254,776 694 326,120 360,613
Changes from: January 3, 2023 Total Change is: -117,934
-13,773 40,945 3,407 -38,864 -77,684 2,994 -33,917 -99,773 29,997 -77,153 -5,549 372 9,003 -12,643
Percent of Open Interest Represented by Each Category of Trader
0.5 14.2 0.2 45.9 14.1 17.7 15.7 36.3 2.4 9.6 6.2 0.0 8.0 8.8
Number of Traders in Each Category Total Traders: 351
10 36 6 101 51 86 55 59 30 21 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,527,145
Positions
444,396 241,176 440,475 3,262 157,547 14,516 288,518 302,552 291,890 7,694 25,881 5,263 31,131 47,845
Changes from: January 3, 2023 Total Change is: 220,627
57,397 9,843 78,558 1,681 20,373 6,257 49,999 56,215 35,798 -11,965 5,006 4,663 -1,761 3,914
Percent of Open Interest Represented by Each Category of Trader
29.1 15.8 28.8 0.2 10.3 1.0 18.9 19.8 19.1 0.5 1.7 0.3 2.0 3.1
Number of Traders in Each Category Total Traders: 141
23 34 48 . 7 6 23 37 45 4 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,013,989
Positions
2,260,250 1,249,451 1,041,980 234,764 130,534 164,287 674,353 1,470,605 1,273,492 12,845 128,353 45,424 306,594 509,863
Changes from: January 3, 2023 Total Change is: 1,446
30,752 5,465 -4,520 -9,372 -11,976 5,330 -29,180 -9,629 4,868 -76 740 5,001 -1,357 6,167
Percent of Open Interest Represented by Each Category of Trader
37.6 20.8 17.3 3.9 2.2 2.7 11.2 24.5 21.2 0.2 2.1 0.8 5.1 8.5
Number of Traders in Each Category Total Traders: 138
28 19 45 5 8 7 24 37 56 4 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 8,567,996
Positions
2,843,817 3,098,296 977,504 581,315 280,329 580,679 1,098,352 1,073,459 2,287,888 92,625 156,832 85,588 20,228 27,421
Changes from: January 3, 2023 Total Change is: 431,098
171,771 152,896 34,666 34,341 -57,847 91,916 -28,908 88,396 113,978 14,642 4,669 -1,619 311 4,043
Percent of Open Interest Represented by Each Category of Trader
33.2 36.2 11.4 6.8 3.3 6.8 12.8 12.5 26.7 1.1 1.8 1.0 0.2 0.3
Number of Traders in Each Category Total Traders: 583
50 92 118 25 37 37 66 122 147 41 82 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 610,680
Positions
124,830 204,669 150,874 54,737 1,246 5,320 175,654 137,481 98,120 448 12,142 545 152 283
Changes from: January 3, 2023 Total Change is: 38,889
6,585 6,201 17,851 3,517 -546 -34 15,035 15,762 -3,204 -252 3,827 -633 24 -335
Percent of Open Interest Represented by Each Category of Trader
20.4 33.5 24.7 9.0 0.2 0.9 28.8 22.5 16.1 0.1 2.0 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 168
30 47 50 . . . 37 31 45 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,891
Positions
306 3,576 81 6,212 880 651 5,217 6,612 335 701 1,991 49 1,339 716
Changes from: January 3, 2023 Total Change is: 361
6 -67 18 446 -43 -80 764 962 -349 -596 202 -84 236 -198
Percent of Open Interest Represented by Each Category of Trader
2.1 24.0 0.5 41.7 5.9 4.4 35.0 44.4 2.2 4.7 13.4 0.3 9.0 4.8
Number of Traders in Each Category Total Traders: 111
4 4 . 5 8 4 27 42 16 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,262
Positions
389 534 0 143 1,244 0 1,910 2,698 575 1,687 986 93 2,465 1,132
Changes from: January 3, 2023 Total Change is: 833
-179 534 0 5 -5 -32 389 642 -201 362 -125 -1 490 21
Percent of Open Interest Represented by Each Category of Trader
5.4 7.4 0.0 2.0 17.1 0.0 26.3 37.2 7.9 23.2 13.6 1.3 33.9 15.6
Number of Traders in Each Category Total Traders: 75
. . 0 . . 0 10 7 5 29 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,442
Positions
198 730 72 166 266 115 2,788 2,385 143 986 1,245 0 974 486
Changes from: January 3, 2023 Total Change is: -535
0 41 -4 132 -387 84 -281 -108 30 -831 -58 0 335 -133
Percent of Open Interest Represented by Each Category of Trader
3.6 13.4 1.3 3.1 4.9 2.1 51.2 43.8 2.6 18.1 22.9 0.0 17.9 8.9
Number of Traders in Each Category Total Traders: 71
. 4 . . 4 . 19 19 7 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,144
Positions
3,022 41 0 0 2,609 0 2,345 6,458 987 9,765 6,611 35 990 403
Changes from: January 3, 2023 Total Change is: -694
105 41 0 0 132 0 -2,298 -2,164 -975 2,227 2,062 35 212 175
Percent of Open Interest Represented by Each Category of Trader
17.6 0.2 0.0 0.0 15.2 0.0 13.7 37.7 5.8 57.0 38.6 0.2 5.8 2.4
Number of Traders in Each Category Total Traders: 97
. . 0 0 . 0 9 4 . 46 33 .
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Traders in Financial Futures - Futures Only Positions as of January 10, 2023
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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 42,307
Positions
197 12,788 0 17,035 2,075 967 12,617 21,903 523 5,184 1,007 0 5,784 3,044
Changes from: January 3, 2023 Total Change is: 457
-68 0 0 -597 -184 -39 123 702 -68 860 97 0 246 -51
Percent of Open Interest Represented by Each Category of Trader
0.5 30.2 0.0 40.3 4.9 2.3 29.8 51.8 1.2 12.3 2.4 0.0 13.7 7.2
Number of Traders in Each Category Total Traders: 85
. . 0 9 8 . 22 20 . 16 8 0
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Traders in Financial Futures - Futures Only Positions as of January 10, 2023
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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 301,215
Positions
42,118 16,598 14,506 84,891 75,381 38,875 47,645 78,611 37,188 5,466 2,527 11,319 19,207 26,210
Changes from: January 3, 2023 Total Change is: 3,886
4,092 3,215 -1,488 1,461 -20,432 4,045 68 21,856 -6,697 -912 396 3,098 219 -107
Percent of Open Interest Represented by Each Category of Trader
14.0 5.5 4.8 28.2 25.0 12.9 15.8 26.1 12.3 1.8 0.8 3.8 6.4 8.7
Number of Traders in Each Category Total Traders: 175
15 10 17 22 32 25 29 42 40 12 5 13
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Traders in Financial Futures - Futures Only Positions as of January 10, 2023
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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 63,360
Positions
40,419 45,068 0 19,241 1,062 913 2,311 15,473 0 119 754 0 357 90
Changes from: January 3, 2023 Total Change is: 7,236
65 0 0 10,019 -1,752 -172 -1,759 8,902 0 60 282 0 -977 -24
Percent of Open Interest Represented by Each Category of Trader
63.8 71.1 0.0 30.4 1.7 1.4 3.6 24.4 0.0 0.2 1.2 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 51
4 4 0 14 . . 9 11 0 . 4 0
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Updated January 13, 2023