Traders in Financial Futures - Futures Only Positions as of January 17, 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 132,346
Positions
36,196 5,965 657 25,140 55,114 5,168 14,458 26,636 4,482 13,332 1,182 702 32,211 32,440
Changes from: January 10, 2023 Total Change is: -1,542
-1,851 1,435 8 -414 -196 180 507 -4,850 533 377 -1,689 190 -1,072 2,847
Percent of Open Interest Represented by Each Category of Trader
27.3 4.5 0.5 19.0 41.6 3.9 10.9 20.1 3.4 10.1 0.9 0.5 24.3 24.5
Number of Traders in Each Category Total Traders: 90
11 . . 8 21 7 14 21 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 34,300
Positions
13,025 787 11 2,272 8,028 103 5,259 10,507 19 2,182 0 0 11,429 14,845
Changes from: January 10, 2023 Total Change is: 1,034
887 -764 10 550 -398 -215 758 937 -3 160 0 0 -1,113 1,467
Percent of Open Interest Represented by Each Category of Trader
38.0 2.3 0.0 6.6 23.4 0.3 15.3 30.6 0.1 6.4 0.0 0.0 33.3 43.3
Number of Traders in Each Category Total Traders: 33
5 . . 4 5 . 7 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 201,956
Positions
56,350 32,252 223 43,374 69,709 4,525 61,449 50,950 11,024 960 2,483 0 24,051 30,790
Changes from: January 10, 2023 Total Change is: -757
5,425 -2,186 -254 -11,385 1,527 127 3,759 -2,901 1,512 -432 0 -1 492 1,419
Percent of Open Interest Represented by Each Category of Trader
27.9 16.0 0.1 21.5 34.5 2.2 30.4 25.2 5.5 0.5 1.2 0.0 11.9 15.2
Number of Traders in Each Category Total Traders: 122
7 5 . 14 31 13 28 31 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 176,862
Positions
37,003 38,165 15,276 55,978 53,770 3,099 31,349 36,833 2,350 1,046 1,485 0 30,761 25,884
Changes from: January 10, 2023 Total Change is: 1,117
-6,001 10,846 2,139 965 -12,692 316 1,779 2,183 431 -300 94 0 1,788 -2,200
Percent of Open Interest Represented by Each Category of Trader
20.9 21.6 8.6 31.7 30.4 1.8 17.7 20.8 1.3 0.6 0.8 0.0 17.4 14.6
Number of Traders in Each Category Total Traders: 114
7 10 4 20 23 11 21 29 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 753,915
Positions
43,087 494,265 6,657 459,449 76,813 17,600 71,486 85,373 14,999 41,713 11,374 4,448 94,476 42,386
Changes from: January 10, 2023 Total Change is: 7,752
-4,446 13,512 1,992 20,724 -304 192 -11,475 -3,962 -1,378 -1,044 -625 -14 3,201 -1,661
Percent of Open Interest Represented by Each Category of Trader
5.7 65.6 0.9 60.9 10.2 2.3 9.5 11.3 2.0 5.5 1.5 0.6 12.5 5.6
Number of Traders in Each Category Total Traders: 305
16 13 7 117 22 48 46 43 23 34 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 31,848
Positions
417 10,927 31 14,697 1,251 2,877 429 13,736 0 0 456 0 13,397 2,570
Changes from: January 10, 2023 Total Change is: 191
6 -8 6 198 -71 -289 -420 -147 0 0 456 0 690 244
Percent of Open Interest Represented by Each Category of Trader
1.3 34.3 0.1 46.1 3.9 9.0 1.3 43.1 0.0 0.0 1.4 0.0 42.1 8.1
Number of Traders in Each Category Total Traders: 30
. . . 16 4 5 . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 128,213
Positions
27,879 16,288 27 54,251 63,496 1,018 13,844 26,321 2,399 2,447 0 0 26,348 18,664
Changes from: January 10, 2023 Total Change is: 2,185
-481 4,950 -18 2,290 -87 -1,187 -3,303 -266 -778 -113 0 0 5,775 -429
Percent of Open Interest Represented by Each Category of Trader
21.7 12.7 0.0 42.3 49.5 0.8 10.8 20.5 1.9 1.9 0.0 0.0 20.6 14.6
Number of Traders in Each Category Total Traders: 75
4 5 . 17 13 6 14 18 6 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 274,227
Positions
1,141 186,127 805 141,779 9,924 416 112,598 48,302 1,498 7,291 24,796 18 8,681 2,341
Changes from: January 10, 2023 Total Change is: 3,401
-309 5,735 30 2,817 1,602 -74 -352 -5,167 304 897 1,048 0 88 -77
Percent of Open Interest Represented by Each Category of Trader
0.4 67.9 0.3 51.7 3.6 0.2 41.1 17.6 0.5 2.7 9.0 0.0 3.2 0.9
Number of Traders in Each Category Total Traders: 181
. 8 . 35 6 4 70 30 9 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 40,800
Positions
180 21,905 218 21,558 2,567 28 13,526 12,311 5 1,189 1,225 0 4,096 2,541
Changes from: January 10, 2023 Total Change is: 7,371
0 -30 63 4,797 -1,173 0 2,576 8,119 -715 115 254 0 535 853
Percent of Open Interest Represented by Each Category of Trader
0.4 53.7 0.5 52.8 6.3 0.1 33.2 30.2 0.0 2.9 3.0 0.0 10.0 6.2
Number of Traders in Each Category Total Traders: 71
. 6 . 16 6 . 21 8 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 31,579
Positions
9,325 5,537 136 7,591 11,605 401 9,684 9,890 170 356 552 13 3,903 3,275
Changes from: January 10, 2023 Total Change is: 4,013
4,836 -190 15 -350 570 199 -535 3,235 -82 233 48 0 -303 218
Percent of Open Interest Represented by Each Category of Trader
29.5 17.5 0.4 24.0 36.7 1.3 30.7 31.3 0.5 1.1 1.7 0.0 12.4 10.4
Number of Traders in Each Category Total Traders: 85
10 . . 16 16 4 24 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 12,821
Positions
2,342 2,350 3 5,756 2,113 0 2,840 7,373 0 0 0 0 1,880 982
Changes from: January 10, 2023 Total Change is: 2,070
1,302 426 -8 -125 -42 0 607 1,895 0 0 0 0 294 -201
Percent of Open Interest Represented by Each Category of Trader
18.3 18.3 0.0 44.9 16.5 0.0 22.2 57.5 0.0 0.0 0.0 0.0 14.7 7.7
Number of Traders in Each Category Total Traders: 27
. . . 4 . 0 8 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 41,330
Positions
7,566 9,885 774 9,419 3,873 573 14,607 5,766 1,434 126 11,355 6 6,827 7,666
Changes from: January 10, 2023 Total Change is: 2,516
25 648 316 -188 670 106 979 1,056 474 126 -518 2 679 -235
Percent of Open Interest Represented by Each Category of Trader
18.3 23.9 1.9 22.8 9.4 1.4 35.3 14.0 3.5 0.3 27.5 0.0 16.5 18.5
Number of Traders in Each Category Total Traders: 90
8 15 4 17 7 4 16 19 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 82,660
Positions
15,132 19,769 1,548 18,838 7,746 1,145 29,213 11,532 2,868 251 22,710 11 13,654 15,331
Changes from: January 10, 2023 Total Change is: 5,032
49 1,295 631 -376 1,340 211 1,958 2,111 947 251 -1,036 3 1,358 -470
Percent of Open Interest Represented by Each Category of Trader
18.3 23.9 1.9 22.8 9.4 1.4 35.3 14.0 3.5 0.3 27.5 0.0 16.5 18.5
Number of Traders in Each Category Total Traders: 90
8 15 4 17 7 4 16 19 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 45,656
Positions
16,042 30,013 0 21,096 8,883 2,346 3,316 3,659 0 0 0 0 2,856 755
Changes from: January 10, 2023 Total Change is: -2,264
-133 -713 0 -2,525 -77 29 -109 -1,279 0 0 0 0 474 -224
Percent of Open Interest Represented by Each Category of Trader
35.1 65.7 0.0 46.2 19.5 5.1 7.3 8.0 0.0 0.0 0.0 0.0 6.3 1.7
Number of Traders in Each Category Total Traders: 32
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 22,421
Positions
279 456 0 975 0 0 9,726 1,292 2,753 271 1,520 100 8,317 16,300
Changes from: January 10, 2023 Total Change is: 266
-103 17 0 317 0 -317 -2,574 30 820 0 15 0 2,123 -299
Percent of Open Interest Represented by Each Category of Trader
1.2 2.0 0.0 4.3 0.0 0.0 43.4 5.8 12.3 1.2 6.8 0.4 37.1 72.7
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 6 . 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 411,294
Positions
52,971 74,837 8,384 194,790 88,935 48,499 28,136 105,385 7,666 22,361 28,232 1,514 46,973 47,842
Changes from: January 10, 2023 Total Change is: 4,781
4,551 3,595 -50 5,067 -8,169 -153 -1,919 12,264 -384 -1,992 -4,900 76 -416 2,501
Percent of Open Interest Represented by Each Category of Trader
12.9 18.2 2.0 47.4 21.6 11.8 6.8 25.6 1.9 5.4 6.9 0.4 11.4 11.6
Number of Traders in Each Category Total Traders: 534
29 35 24 150 100 109 61 97 51 35 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,431
Positions
0 6,923 0 10,729 5,393 0 1,935 272 0 0 0 0 1,767 1,843
Changes from: January 10, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 48.0 0.0 74.3 37.4 0.0 13.4 1.9 0.0 0.0 0.0 0.0 12.2 12.8
Number of Traders in Each Category Total Traders: 21
0 6 0 6 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 24,917
Positions
4,932 22,552 0 11,739 459 0 4,812 275 0 0 0 0 3,434 1,631
Changes from: January 10, 2023 Total Change is: 121
800 157 0 -1,017 0 0 310 -222 0 0 0 0 28 186
Percent of Open Interest Represented by Each Category of Trader
19.8 90.5 0.0 47.1 1.8 0.0 19.3 1.1 0.0 0.0 0.0 0.0 13.8 6.5
Number of Traders in Each Category Total Traders: 26
. 5 0 11 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 2,056,472
Positions
264,856 374,186 41,922 973,948 444,676 242,496 140,680 526,923 38,329 111,806 141,160 7,570 234,865 239,210
Changes from: January 10, 2023 Total Change is: 23,906
22,754 17,974 -248 25,336 -40,845 -763 -9,597 61,321 -1,919 -9,958 -24,501 382 -2,081 12,505
Percent of Open Interest Represented by Each Category of Trader
12.9 18.2 2.0 47.4 21.6 11.8 6.8 25.6 1.9 5.4 6.9 0.4 11.4 11.6
Number of Traders in Each Category Total Traders: 534
29 35 24 150 100 109 61 97 51 35 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 26,004
Positions
12,022 23,322 0 10,953 337 189 630 1,283 0 0 0 0 2,210 873
Changes from: January 10, 2023 Total Change is: -121
1 271 0 -68 0 -1 4 -251 0 0 0 0 -57 -140
Percent of Open Interest Represented by Each Category of Trader
46.2 89.7 0.0 42.1 1.3 0.7 2.4 4.9 0.0 0.0 0.0 0.0 8.5 3.4
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 13,870
Positions
1,261 13,210 0 7,719 0 0 1,929 0 0 0 0 0 2,961 660
Changes from: January 10, 2023 Total Change is: 1,620
237 1,472 0 1,269 0 0 -28 0 0 0 0 0 142 148
Percent of Open Interest Represented by Each Category of Trader
9.1 95.2 0.0 55.7 0.0 0.0 13.9 0.0 0.0 0.0 0.0 0.0 21.3 4.8
Number of Traders in Each Category Total Traders: 22
. 9 0 6 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 21,361
Positions
4,827 12,145 0 14,086 6,608 0 996 1,162 0 0 0 0 1,452 1,446
Changes from: January 10, 2023 Total Change is: 2,117
2,003 2,450 0 0 -38 0 0 -57 0 0 0 0 114 -238
Percent of Open Interest Represented by Each Category of Trader
22.6 56.9 0.0 65.9 30.9 0.0 4.7 5.4 0.0 0.0 0.0 0.0 6.8 6.8
Number of Traders in Each Category Total Traders: 23
5 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 18,230
Positions
1,329 11,881 0 9,627 2,388 2,159 2,742 786 0 0 0 0 2,373 1,016
Changes from: January 10, 2023 Total Change is: 509
576 -1,571 0 -349 1,980 -142 328 -12 0 0 0 0 96 254
Percent of Open Interest Represented by Each Category of Trader
7.3 65.2 0.0 52.8 13.1 11.8 15.0 4.3 0.0 0.0 0.0 0.0 13.0 5.6
Number of Traders in Each Category Total Traders: 26
. 6 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 144,285
Positions
0 4,086 0 34,068 4,849 112 59,875 45,708 7,700 0 3,477 0 42,530 78,353
Changes from: January 10, 2023 Total Change is: 16,888
0 727 0 -399 -1,172 21 21,588 4,762 1,883 -1,781 773 0 -4,424 9,894
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 23.6 3.4 0.1 41.5 31.7 5.3 0.0 2.4 0.0 29.5 54.3
Number of Traders in Each Category Total Traders: 26
0 . 0 10 . 4 4 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 252,118
Positions
95,948 56,084 111,252 0 32,000 0 2,750 12,842 38,232 0 0 0 3,936 1,708
Changes from: January 10, 2023 Total Change is: 1,232
-500 482 1,250 0 0 0 0 -500 0 0 0 0 482 0
Percent of Open Interest Represented by Each Category of Trader
38.1 22.2 44.1 0.0 12.7 0.0 1.1 5.1 15.2 0.0 0.0 0.0 1.6 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 17, 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 42,653
Positions
8,871 3,944 183 22,831 29,357 2,366 474 2,325 71 561 0 0 7,296 4,407
Changes from: January 10, 2023 Total Change is: 112
-570 963 2 691 -2,033 -133 7 931 -37 -186 0 0 338 419
Percent of Open Interest Represented by Each Category of Trader
20.8 9.2 0.4 53.5 68.8 5.5 1.1 5.5 0.2 1.3 0.0 0.0 17.1 10.3
Number of Traders in Each Category Total Traders: 63
4 7 . 25 20 10 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 55,003
Positions
13,417 9,099 272 17,126 11,496 1,899 12,546 16,141 1,258 1,930 6,301 3 6,552 8,534
Changes from: January 10, 2023 Total Change is: 4,278
1,937 -163 -70 1,119 -1,020 180 920 2,060 183 287 2,560 -238 -40 786
Percent of Open Interest Represented by Each Category of Trader
24.4 16.5 0.5 31.1 20.9 3.5 22.8 29.3 2.3 3.5 11.5 0.0 11.9 15.5
Number of Traders in Each Category Total Traders: 295
31 19 6 62 45 32 45 53 22 17 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 275,015
Positions
67,087 45,495 1,360 85,630 57,478 9,495 62,729 80,707 6,288 9,650 31,505 16 32,760 42,671
Changes from: January 10, 2023 Total Change is: 21,390
9,685 -815 -348 5,595 -5,100 902 4,599 10,299 913 1,437 12,798 -1,191 -202 3,932
Percent of Open Interest Represented by Each Category of Trader
24.4 16.5 0.5 31.1 20.9 3.5 22.8 29.3 2.3 3.5 11.5 0.0 11.9 15.5
Number of Traders in Each Category Total Traders: 295
31 19 6 62 45 32 45 53 22 17 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 92,297
Positions
4,181 3,231 0 2,169 0 1,389 20,818 51,225 1,822 5,909 1,918 120 55,889 32,592
Changes from: January 10, 2023 Total Change is: 18,720
-1,981 1,136 0 132 0 -34 10,058 9,326 753 994 1,043 120 8,678 6,376
Percent of Open Interest Represented by Each Category of Trader
4.5 3.5 0.0 2.4 0.0 1.5 22.6 55.5 2.0 6.4 2.1 0.1 60.6 35.3
Number of Traders in Each Category Total Traders: 37
. . 0 6 0 . 6 12 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 428,935
Positions
79,511 41,361 5,972 171,716 161,075 40,844 77,882 127,865 5,360 23,274 25,574 24 24,352 20,860
Changes from: January 10, 2023 Total Change is: -3,473
-7,831 11,795 -402 4,855 -22,400 -806 -373 7,336 1,051 437 260 0 -404 -307
Percent of Open Interest Represented by Each Category of Trader
18.5 9.6 1.4 40.0 37.6 9.5 18.2 29.8 1.2 5.4 6.0 0.0 5.7 4.9
Number of Traders in Each Category Total Traders: 314
25 17 4 87 66 43 43 53 27 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 18,937
Positions
1,201 17,816 0 13,641 655 0 2,844 282 0 0 0 0 1,251 184
Changes from: January 10, 2023 Total Change is: -112
0 -20 0 -357 0 0 0 -6 0 0 0 0 245 -86
Percent of Open Interest Represented by Each Category of Trader
6.3 94.1 0.0 72.0 3.5 0.0 15.0 1.5 0.0 0.0 0.0 0.0 6.6 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 January 17, 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 14,138
Positions
425 3,124 0 8,895 2,462 23 639 2,767 0 1,242 2,333 0 2,914 3,429
Changes from: January 10, 2023 Total Change is: 2,147
-132 115 0 1,933 1,941 13 267 -1,190 0 0 685 0 66 583
Percent of Open Interest Represented by Each Category of Trader
3.0 22.1 0.0 62.9 17.4 0.2 4.5 19.6 0.0 8.8 16.5 0.0 20.6 24.3
Number of Traders in Each Category Total Traders: 25
. . 0 8 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 37,043
Positions
6,227 11,903 787 7,956 3,856 2,014 10,098 4,982 56 3,075 884 0 6,830 12,561
Changes from: January 10, 2023 Total Change is: -4,118
457 315 19 556 227 -681 -5,953 -1,167 10 826 -1,036 -5 653 -1,800
Percent of Open Interest Represented by Each Category of Trader
16.8 32.1 2.1 21.5 10.4 5.4 27.3 13.4 0.2 8.3 2.4 0.0 18.4 33.9
Number of Traders in Each Category Total Traders: 50
5 7 . 9 5 5 11 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 356,551
Positions
30,383 146,861 4,313 225,949 98,142 49,780 19,898 27,910 1,070 13,877 22,956 5 11,276 5,514
Changes from: January 10, 2023 Total Change is: 8,078
-3,011 -2,716 34 11,065 -11,211 667 536 11,110 287 -315 10,413 -162 -1,023 -344
Percent of Open Interest Represented by Each Category of Trader
8.5 41.2 1.2 63.4 27.5 14.0 5.6 7.8 0.3 3.9 6.4 0.0 3.2 1.5
Number of Traders in Each Category Total Traders: 190
11 16 8 65 50 34 19 17 5 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 1,147,482
Positions
67,045 527,987 14,340 717,222 262,527 114,238 120,954 128,778 7,329 64,959 81,439 3,184 38,211 7,660
Changes from: January 10, 2023 Total Change is: 21,728
-5,420 21,307 1,591 20,791 -19,060 -2,054 711 5,779 785 5,136 21,803 -165 353 -8,258
Percent of Open Interest Represented by Each Category of Trader
5.8 46.0 1.2 62.5 22.9 10.0 10.5 11.2 0.6 5.7 7.1 0.3 3.3 0.7
Number of Traders in Each Category Total Traders: 414
25 20 11 163 60 77 66 34 31 35 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 179,916
Positions
15,131 124,613 30,633 28,145 0 1,013 84,410 5,150 12,245 7,514 5,660 455 370 147
Changes from: January 10, 2023 Total Change is: -2,368
1,366 -4,682 2,156 250 0 0 -5,949 172 -224 28 102 8 -3 100
Percent of Open Interest Represented by Each Category of Trader
8.4 69.3 17.0 15.6 0.0 0.6 46.9 2.9 6.8 4.2 3.1 0.3 0.2 0.1
Number of Traders in Each Category Total Traders: 97
8 24 13 15 0 . 30 5 8 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 1,222,141
Positions
27,484 136,765 1,669 690,498 252,854 172,299 64,732 428,651 8,359 84,936 70,841 517 171,647 150,186
Changes from: January 10, 2023 Total Change is: 37,175
3,032 20,790 488 47,062 -14,437 6,117 -15,294 21,753 -1,593 -781 -277 -111 -1,745 4,445
Percent of Open Interest Represented by Each Category of Trader
2.2 11.2 0.1 56.5 20.7 14.1 5.3 35.1 0.7 6.9 5.8 0.0 14.0 12.3
Number of Traders in Each Category Total Traders: 189
8 14 6 65 33 60 19 35 18 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 1,424,847
Positions
5,009 77,332 1,298 880,085 268,202 228,476 71,617 698,884 19,484 55,406 11,035 0 163,472 120,136
Changes from: January 10, 2023 Total Change is: 19,481
-47 6,446 -558 11,863 -5,084 4,453 2,009 20,696 -349 -85 2,021 0 2,195 -8,144
Percent of Open Interest Represented by Each Category of Trader
0.4 5.4 0.1 61.8 18.8 16.0 5.0 49.0 1.4 3.9 0.8 0.0 11.5 8.4
Number of Traders in Each Category Total Traders: 158
. 12 . 78 21 56 15 21 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 2,335,967
Positions
52,824 286,541 17,983 1,238,277 448,688 321,767 326,169 887,580 44,203 130,618 135,708 88 204,038 193,409
Changes from: January 10, 2023 Total Change is: 16,070
13,682 598 1,649 2,917 23,781 97 15,333 -11,200 447 -23,001 2,802 0 4,946 -2,104
Percent of Open Interest Represented by Each Category of Trader
2.3 12.3 0.8 53.0 19.2 13.8 14.0 38.0 1.9 5.6 5.8 0.0 8.7 8.3
Number of Traders in Each Category Total Traders: 370
16 37 11 116 57 92 44 58 27 23 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 4,018,107
Positions
125,214 293,492 35,633 2,126,402 865,395 808,019 277,580 1,167,078 121,182 137,072 269,505 26,734 360,271 431,069
Changes from: January 10, 2023 Total Change is: 123,169
-11,970 13,997 3,802 141,642 -22,543 -1,518 -28,122 127,695 10,689 2,769 -8,532 -3,764 9,641 3,343
Percent of Open Interest Represented by Each Category of Trader
3.1 7.3 0.9 52.9 21.5 20.1 6.9 29.0 3.0 3.4 6.7 0.7 9.0 10.7
Number of Traders in Each Category Total Traders: 398
23 24 9 118 77 107 37 75 41 20 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 1,503,689
Positions
46,959 36,605 4,838 734,049 612,585 203,938 191,883 338,614 20,082 150,939 37,707 4 150,997 249,316
Changes from: January 10, 2023 Total Change is: 55,437
553 3,948 1,953 30,569 22,850 3,418 2,506 8,786 6,130 2,230 -2,927 2 8,076 11,277
Percent of Open Interest Represented by Each Category of Trader
3.1 2.4 0.3 48.8 40.7 13.6 12.8 22.5 1.3 10.0 2.5 0.0 10.0 16.6
Number of Traders in Each Category Total Traders: 156
5 8 4 40 52 56 20 19 14 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 2,399
Positions
0 0 0 0 0 0 219 1,758 24 958 192 0 1,198 425
Changes from: January 10, 2023 Total Change is: 425
0 0 0 0 0 0 139 430 24 60 50 0 202 -79
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 9.1 73.3 1.0 39.9 8.0 0.0 49.9 17.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 4,159,392
Positions
38,886 569,653 10,247 1,928,120 562,488 735,693 617,710 1,547,602 97,822 388,385 284,440 745 341,784 350,702
Changes from: January 10, 2023 Total Change is: 64,064
17,520 -13,038 664 49,532 -13,221 12,466 -23,847 59,131 -1,742 -6,244 29,664 51 15,664 -9,911
Percent of Open Interest Represented by Each Category of Trader
0.9 13.7 0.2 46.4 13.5 17.7 14.9 37.2 2.4 9.3 6.8 0.0 8.2 8.4
Number of Traders in Each Category Total Traders: 360
11 40 8 104 51 84 53 62 33 19 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 1,645,779
Positions
432,225 222,223 514,393 3,151 166,900 13,282 316,226 314,981 318,318 15,415 43,565 2,683 30,086 49,434
Changes from: January 10, 2023 Total Change is: 118,634
-12,171 -18,953 73,918 -111 9,353 -1,234 27,708 12,429 26,428 7,721 17,684 -2,580 -1,045 1,589
Percent of Open Interest Represented by Each Category of Trader
26.3 13.5 31.3 0.2 10.1 0.8 19.2 19.1 19.3 0.9 2.6 0.2 1.8 3.0
Number of Traders in Each Category Total Traders: 144
24 34 51 . 5 4 21 41 48 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 5,891,238
Positions
2,166,388 1,143,144 1,040,515 219,854 90,845 158,828 680,586 1,516,315 1,266,280 11,735 117,013 47,162 299,890 511,136
Changes from: January 10, 2023 Total Change is: -122,751
-93,862 -106,307 -1,465 -14,910 -39,689 -5,459 6,233 45,710 -7,212 -1,110 -11,340 1,738 -6,704 1,273
Percent of Open Interest Represented by Each Category of Trader
36.8 19.4 17.7 3.7 1.5 2.7 11.6 25.7 21.5 0.2 2.0 0.8 5.1 8.7
Number of Traders in Each Category Total Traders: 135
27 20 44 6 6 7 23 36 55 4 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 8,799,149
Positions
2,766,393 3,048,332 1,091,528 626,881 316,789 615,483 1,125,880 1,081,154 2,396,692 78,214 147,757 86,705 11,373 14,709
Changes from: January 10, 2023 Total Change is: 231,153
-77,424 -49,964 114,024 45,566 36,460 34,804 27,528 7,695 108,804 -14,411 -9,075 1,117 -8,855 -12,712
Percent of Open Interest Represented by Each Category of Trader
31.4 34.6 12.4 7.1 3.6 7.0 12.8 12.3 27.2 0.9 1.7 1.0 0.1 0.2
Number of Traders in Each Category Total Traders: 602
54 94 123 28 36 38 72 121 148 42 91 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 668,056
Positions
133,050 211,736 183,491 42,731 2,164 5,143 183,281 133,536 118,712 776 12,171 637 235 466
Changes from: January 10, 2023 Total Change is: 57,376
8,220 7,067 32,617 -12,006 918 -177 7,627 -3,945 20,592 328 29 92 83 183
Percent of Open Interest Represented by Each Category of Trader
19.9 31.7 27.5 6.4 0.3 0.8 27.4 20.0 17.8 0.1 1.8 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 166
25 51 50 . . . 37 32 47 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 15,885
Positions
203 3,622 91 7,027 306 576 5,291 6,490 475 769 3,162 13 1,440 1,150
Changes from: January 10, 2023 Total Change is: 994
-103 46 10 815 -574 -75 74 -122 140 68 1,171 -36 101 434
Percent of Open Interest Represented by Each Category of Trader
1.3 22.8 0.6 44.2 1.9 3.6 33.3 40.9 3.0 4.8 19.9 0.1 9.1 7.2
Number of Traders in Each Category Total Traders: 113
. 8 . 8 4 4 31 36 15 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 7,930
Positions
431 734 0 144 851 37 2,125 2,575 612 1,854 1,633 50 2,677 1,438
Changes from: January 10, 2023 Total Change is: 668
42 200 0 1 -393 37 215 -123 37 167 647 -43 212 306
Percent of Open Interest Represented by Each Category of Trader
5.4 9.3 0.0 1.8 10.7 0.5 26.8 32.5 7.7 23.4 20.6 0.6 33.8 18.1
Number of Traders in Each Category Total Traders: 80
. . 0 4 . . 8 7 5 33 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 17, 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 5,585
Positions
167 822 117 454 164 134 2,859 1,837 97 673 1,875 52 1,032 487
Changes from: January 10, 2023 Total Change is: 143
-31 92 45 288 -102 19 71 -548 -46 -313 630 52 58 1
Percent of Open Interest Represented by Each Category of Trader
3.0 14.7 2.1 8.1 2.9 2.4 51.2 32.9 1.7 12.1 33.6 0.9 18.5 8.7
Number of Traders in Each Category Total Traders: 79
. 5 . 4 . . 25 17 6 12 9 .
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Traders in Financial Futures - Futures Only Positions as of January 17, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 19,274
Positions
0 2,752 0 536 146 310 3,917 7,206 1,595 11,749 6,783 65 1,102 417
Changes from: January 10, 2023 Total Change is: 2,130
-3,022 2,711 0 536 -2,463 310 1,572 748 608 1,984 172 30 112 14
Percent of Open Interest Represented by Each Category of Trader
0.0 14.3 0.0 2.8 0.8 1.6 20.3 37.4 8.3 61.0 35.2 0.3 5.7 2.2
Number of Traders in Each Category Total Traders: 104
0 . 0 . . . 10 7 . 57 26 4
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Traders in Financial Futures - Futures Only Positions as of January 17, 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 39,388
Positions
257 12,788 0 16,548 2,474 1,028 11,598 18,444 392 4,273 1,182 0 5,292 3,080
Changes from: January 10, 2023 Total Change is: -2,919
60 0 0 -487 399 61 -1,019 -3,459 -131 -911 175 0 -492 36
Percent of Open Interest Represented by Each Category of Trader
0.7 32.5 0.0 42.0 6.3 2.6 29.4 46.8 1.0 10.8 3.0 0.0 13.4 7.8
Number of Traders in Each Category Total Traders: 90
. . 0 9 9 4 21 22 4 17 10 0
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Traders in Financial Futures - Futures Only Positions as of January 17, 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 326,900
Positions
40,781 20,257 18,277 83,278 76,592 39,287 53,399 76,729 42,751 5,571 6,211 14,664 28,892 32,132
Changes from: January 10, 2023 Total Change is: 25,685
-1,337 3,659 3,771 -1,613 1,211 412 5,754 -1,882 5,563 105 3,684 3,345 9,685 5,922
Percent of Open Interest Represented by Each Category of Trader
12.5 6.2 5.6 25.5 23.4 12.0 16.3 23.5 13.1 1.7 1.9 4.5 8.8 9.8
Number of Traders in Each Category Total Traders: 190
14 15 17 21 35 25 28 45 48 14 9 14
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Traders in Financial Futures - Futures Only Positions as of January 17, 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 69,338
Positions
42,449 45,068 0 24,820 1,062 832 668 21,487 0 224 806 0 345 83
Changes from: January 10, 2023 Total Change is: 5,978
2,030 0 0 5,579 0 -81 -1,643 6,014 0 105 52 0 -12 -7
Percent of Open Interest Represented by Each Category of Trader
61.2 65.0 0.0 35.8 1.5 1.2 1.0 31.0 0.0 0.3 1.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 49
. 4 0 14 . . 7 10 0 . 5 0
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Updated January 20, 2023