Traders in Financial Futures - Futures Only Positions as of February 7, 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 149,621
Positions
45,624 3,439 684 24,181 65,628 5,214 25,887 37,042 4,060 11,062 1,790 11 32,898 31,753
Changes from: January 31, 2023 Total Change is: 9,454
5,671 -891 7 -1,314 6,331 -21 7,535 4,023 -663 -475 552 -802 -484 918
Percent of Open Interest Represented by Each Category of Trader
30.5 2.3 0.5 16.2 43.9 3.5 17.3 24.8 2.7 7.4 1.2 0.0 22.0 21.2
Number of Traders in Each Category Total Traders: 97
11 . . 8 24 8 15 26 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 38,842
Positions
13,616 1,690 102 3,101 8,656 518 8,715 12,832 832 2,182 0 0 9,776 14,212
Changes from: January 31, 2023 Total Change is: 497
814 -322 -22 -974 725 12 1,631 134 809 0 0 0 -1,773 -839
Percent of Open Interest Represented by Each Category of Trader
35.1 4.4 0.3 8.0 22.3 1.3 22.4 33.0 2.1 5.6 0.0 0.0 25.2 36.6
Number of Traders in Each Category Total Traders: 43
4 4 . . 6 . 12 13 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 203,720
Positions
63,174 33,123 433 31,993 71,442 4,835 74,244 45,540 7,440 1,387 3,468 0 20,214 37,439
Changes from: January 31, 2023 Total Change is: 7,607
7,039 1,088 115 -10,894 5,348 174 18,417 1,679 -3,426 427 0 0 -4,245 2,629
Percent of Open Interest Represented by Each Category of Trader
31.0 16.3 0.2 15.7 35.1 2.4 36.4 22.4 3.7 0.7 1.7 0.0 9.9 18.4
Number of Traders in Each Category Total Traders: 127
8 5 . 12 35 15 30 32 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 164,069
Positions
34,473 32,675 14,824 66,337 47,162 3,317 13,576 31,302 1,869 1,502 492 0 28,171 32,428
Changes from: January 31, 2023 Total Change is: -4,471
-536 -7,184 -739 6,450 820 -173 -7,395 -806 811 48 -401 0 -2,937 3,201
Percent of Open Interest Represented by Each Category of Trader
21.0 19.9 9.0 40.4 28.7 2.0 8.3 19.1 1.1 0.9 0.3 0.0 17.2 19.8
Number of Traders in Each Category Total Traders: 105
7 13 . 19 22 14 12 27 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 781,287
Positions
40,285 538,639 9,159 489,504 78,631 18,279 73,795 58,220 16,176 38,614 13,416 4,973 90,502 43,794
Changes from: January 31, 2023 Total Change is: -15,451
-844 -326 -741 2,492 2,980 66 -11,701 -22,220 2,147 -1,588 1,553 -113 -5,169 1,203
Percent of Open Interest Represented by Each Category of Trader
5.2 68.9 1.2 62.7 10.1 2.3 9.4 7.5 2.1 4.9 1.7 0.6 11.6 5.6
Number of Traders in Each Category Total Traders: 305
15 15 7 118 23 47 52 36 24 31 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 32,891
Positions
430 11,116 53 14,996 1,268 3,512 429 14,183 34 0 544 0 13,437 2,181
Changes from: January 31, 2023 Total Change is: 1,085
430 -21 6 130 143 573 0 422 34 0 53 0 -88 -125
Percent of Open Interest Represented by Each Category of Trader
1.3 33.8 0.2 45.6 3.9 10.7 1.3 43.1 0.1 0.0 1.7 0.0 40.9 6.6
Number of Traders in Each Category Total Traders: 30
. . . 17 . 6 . 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 21,537
Positions
5,332 3,574 39 3,514 11,315 1,158 4,272 0 0 0 1,100 0 7,222 4,351
Changes from: January 31, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.8 16.6 0.2 16.3 52.5 5.4 19.8 0.0 0.0 0.0 5.1 0.0 33.5 20.2
Number of Traders in Each Category Total Traders: 20
. . . 4 9 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 124,006
Positions
19,190 14,115 53 59,488 60,035 1,094 13,007 25,253 4,214 2,354 0 0 24,606 19,242
Changes from: January 31, 2023 Total Change is: -12,298
-5,283 -2,502 49 -5,460 -2,175 -64 -3,674 -11,706 2,001 100 0 0 33 2,099
Percent of Open Interest Represented by Each Category of Trader
15.5 11.4 0.0 48.0 48.4 0.9 10.5 20.4 3.4 1.9 0.0 0.0 19.8 15.5
Number of Traders in Each Category Total Traders: 80
4 5 . 17 13 6 18 20 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 262,449
Positions
690 193,448 893 146,257 8,876 474 99,114 28,274 1,867 5,778 25,616 18 7,358 2,983
Changes from: January 31, 2023 Total Change is: -23,032
-1,016 966 3 -42 -175 -39 -19,612 -23,950 122 -1,965 433 0 -483 -392
Percent of Open Interest Represented by Each Category of Trader
0.3 73.7 0.3 55.7 3.4 0.2 37.8 10.8 0.7 2.2 9.8 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 166
. 10 . 35 7 . 59 27 9 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 52,238
Positions
193 34,311 351 31,544 1,153 0 15,632 12,313 0 985 1,797 0 3,533 2,313
Changes from: January 31, 2023 Total Change is: -19,858
13 12,510 -22,755 4,880 -432 0 -813 -8,773 -32 -703 546 -205 -243 -717
Percent of Open Interest Represented by Each Category of Trader
0.4 65.7 0.7 60.4 2.2 0.0 29.9 23.6 0.0 1.9 3.4 0.0 6.8 4.4
Number of Traders in Each Category Total Traders: 61
. 5 . 17 . 0 18 5 0 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 31,410
Positions
1,968 8,265 0 9,895 6,977 690 12,663 9,245 1,282 647 297 17 4,248 4,637
Changes from: January 31, 2023 Total Change is: -3,177
-2,917 -555 0 -891 -1,642 21 -411 -2,623 1,118 312 97 17 -426 390
Percent of Open Interest Represented by Each Category of Trader
6.3 26.3 0.0 31.5 22.2 2.2 40.3 29.4 4.1 2.1 0.9 0.1 13.5 14.8
Number of Traders in Each Category Total Traders: 82
5 7 0 15 14 5 22 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 8,346
Positions
2,568 2,297 43 947 3,341 0 3,190 1,261 0 0 0 0 1,598 1,404
Changes from: January 31, 2023 Total Change is: 488
-13 40 9 -390 518 0 1,102 -219 0 0 0 0 -220 140
Percent of Open Interest Represented by Each Category of Trader
30.8 27.5 0.5 11.3 40.0 0.0 38.2 15.1 0.0 0.0 0.0 0.0 19.1 16.8
Number of Traders in Each Category Total Traders: 28
. . . 4 4 0 8 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 43,150
Positions
12,215 10,944 716 9,472 4,697 430 11,882 7,442 1,874 497 9,948 0 6,065 7,101
Changes from: January 31, 2023 Total Change is: 2,957
2,338 2,312 6 1,011 824 -94 334 574 181 -111 151 0 -708 -997
Percent of Open Interest Represented by Each Category of Trader
28.3 25.4 1.7 22.0 10.9 1.0 27.5 17.2 4.3 1.2 23.1 0.0 14.1 16.5
Number of Traders in Each Category Total Traders: 101
11 17 4 17 8 4 18 21 10 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 86,299
Positions
24,430 21,887 1,431 18,943 9,394 860 23,764 14,883 3,747 994 19,896 0 12,130 14,201
Changes from: January 31, 2023 Total Change is: 5,913
4,676 4,624 12 2,021 1,648 -188 668 1,148 361 -221 302 0 -1,416 -1,994
Percent of Open Interest Represented by Each Category of Trader
28.3 25.4 1.7 22.0 10.9 1.0 27.5 17.2 4.3 1.2 23.1 0.0 14.1 16.5
Number of Traders in Each Category Total Traders: 101
11 17 4 17 8 4 18 21 10 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 45,751
Positions
18,961 38,943 0 18,303 119 2,285 3,550 3,633 0 0 0 0 2,652 771
Changes from: January 31, 2023 Total Change is: -2,231
2,728 6,077 0 1,259 -8,725 176 400 517 0 0 0 0 -6,794 -276
Percent of Open Interest Represented by Each Category of Trader
41.4 85.1 0.0 40.0 0.3 5.0 7.8 7.9 0.0 0.0 0.0 0.0 5.8 1.7
Number of Traders in Each Category Total Traders: 31
5 4 0 15 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 410,617
Positions
54,240 80,859 9,246 188,770 76,075 50,185 27,405 105,871 8,922 21,482 29,627 1,204 49,162 48,628
Changes from: January 31, 2023 Total Change is: -1,667
3,415 1,838 -1,034 -1,046 1,049 -1,058 -1,474 -2,261 1,189 -1,040 2,269 -655 36 -3,003
Percent of Open Interest Represented by Each Category of Trader
13.2 19.7 2.3 46.0 18.5 12.2 6.7 25.8 2.2 5.2 7.2 0.3 12.0 11.8
Number of Traders in Each Category Total Traders: 521
30 31 18 143 97 109 70 95 59 35 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 22,684
Positions
5,006 20,204 0 8,928 695 0 3,330 241 0 0 0 0 5,420 1,544
Changes from: January 31, 2023 Total Change is: -1,052
79 -561 0 -1,566 360 0 -828 16 0 0 0 0 1,263 -867
Percent of Open Interest Represented by Each Category of Trader
22.1 89.1 0.0 39.4 3.1 0.0 14.7 1.1 0.0 0.0 0.0 0.0 23.9 6.8
Number of Traders in Each Category Total Traders: 23
4 5 0 7 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 2,053,086
Positions
271,202 404,295 46,232 943,852 380,377 250,924 137,027 529,353 44,610 107,410 148,135 6,019 245,810 243,141
Changes from: January 31, 2023 Total Change is: -8,333
17,075 9,188 -5,172 -5,232 5,244 -5,289 -7,368 -11,304 5,946 -5,202 11,343 -3,273 182 -15,016
Percent of Open Interest Represented by Each Category of Trader
13.2 19.7 2.3 46.0 18.5 12.2 6.7 25.8 2.2 5.2 7.2 0.3 12.0 11.8
Number of Traders in Each Category Total Traders: 521
30 31 18 143 97 109 70 95 59 35 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 34,320
Positions
12,248 31,674 0 19,154 0 90 399 1,511 0 0 0 0 2,429 1,045
Changes from: January 31, 2023 Total Change is: 7,815
-2 8,322 0 8,040 0 0 -248 12 0 0 0 0 25 -519
Percent of Open Interest Represented by Each Category of Trader
35.7 92.3 0.0 55.8 0.0 0.3 1.2 4.4 0.0 0.0 0.0 0.0 7.1 3.0
Number of Traders in Each Category Total Traders: 25
4 10 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 13,560
Positions
1,483 11,759 0 7,725 602 0 1,979 208 9 0 0 0 2,364 982
Changes from: January 31, 2023 Total Change is: -80
0 -838 0 257 229 0 225 208 9 0 0 0 -571 312
Percent of Open Interest Represented by Each Category of Trader
10.9 86.7 0.0 57.0 4.4 0.0 14.6 1.5 0.1 0.0 0.0 0.0 17.4 7.2
Number of Traders in Each Category Total Traders: 23
. 9 0 5 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 22,327
Positions
6,891 16,504 0 13,005 3,333 0 773 935 0 0 0 0 1,658 1,555
Changes from: January 31, 2023 Total Change is: -1,755
800 314 0 -1,064 -2,146 0 -269 -86 0 0 0 0 -1,222 163
Percent of Open Interest Represented by Each Category of Trader
30.9 73.9 0.0 58.2 14.9 0.0 3.5 4.2 0.0 0.0 0.0 0.0 7.4 7.0
Number of Traders in Each Category Total Traders: 24
6 5 0 . 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 19,232
Positions
9,581 4,195 0 2,562 9,761 2,159 3,332 1,193 0 0 300 0 1,598 1,624
Changes from: January 31, 2023 Total Change is: -2,326
5,128 -5,535 0 -6,504 2,283 0 -869 369 0 0 0 0 -81 557
Percent of Open Interest Represented by Each Category of Trader
49.8 21.8 0.0 13.3 50.8 11.2 17.3 6.2 0.0 0.0 1.6 0.0 8.3 8.4
Number of Traders in Each Category Total Traders: 28
7 4 0 5 . . 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 193,741
Positions
0 7,600 0 26,718 4,821 1,816 114,618 73,295 1,602 0 11,358 0 48,987 93,249
Changes from: January 31, 2023 Total Change is: 15,154
0 3,369 0 -3,506 -94 383 21,913 15,064 -5,743 0 2,649 0 2,107 -474
Percent of Open Interest Represented by Each Category of Trader
0.0 3.9 0.0 13.8 2.5 0.9 59.2 37.8 0.8 0.0 5.9 0.0 25.3 48.1
Number of Traders in Each Category Total Traders: 32
0 . 0 9 . . 9 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 247,423
Positions
95,853 56,339 111,707 0 32,000 0 3,750 13,492 31,727 0 0 0 4,386 2,158
Changes from: January 31, 2023 Total Change is: 2,550
0 0 2,600 0 0 0 0 0 -500 0 0 0 450 450
Percent of Open Interest Represented by Each Category of Trader
38.7 22.8 45.1 0.0 12.9 0.0 1.5 5.5 12.8 0.0 0.0 0.0 1.8 0.9
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 February 7, 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 43,466
Positions
7,698 8,348 189 24,337 24,532 2,760 1,270 2,893 3 0 499 0 7,209 4,242
Changes from: January 31, 2023 Total Change is: 890
-503 2,773 5 1,169 -1,411 -5 -78 -681 -130 0 499 0 432 -160
Percent of Open Interest Represented by Each Category of Trader
17.7 19.2 0.4 56.0 56.4 6.3 2.9 6.7 0.0 0.0 1.1 0.0 16.6 9.8
Number of Traders in Each Category Total Traders: 68
4 8 . 28 17 13 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 55,861
Positions
14,376 10,392 293 17,658 7,878 1,573 13,475 21,268 738 1,455 4,379 14 6,280 9,326
Changes from: January 31, 2023 Total Change is: 171
-227 670 33 -206 -2,380 23 1,152 3,280 -472 -234 -893 11 93 -100
Percent of Open Interest Represented by Each Category of Trader
25.7 18.6 0.5 31.6 14.1 2.8 24.1 38.1 1.3 2.6 7.8 0.0 11.2 16.7
Number of Traders in Each Category Total Traders: 286
28 18 5 68 40 34 38 59 27 9 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 279,306
Positions
71,879 51,959 1,464 88,290 39,391 7,865 67,375 106,342 3,690 7,274 21,893 71 31,398 46,631
Changes from: January 31, 2023 Total Change is: 857
-1,137 3,349 165 -1,031 -11,899 115 5,761 16,399 -2,362 -1,170 -4,464 53 463 -499
Percent of Open Interest Represented by Each Category of Trader
25.7 18.6 0.5 31.6 14.1 2.8 24.1 38.1 1.3 2.6 7.8 0.0 11.2 16.7
Number of Traders in Each Category Total Traders: 286
28 18 5 68 40 34 38 59 27 9 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 141,198
Positions
7,556 6,238 0 2,113 826 1,231 42,688 86,294 1,738 2,265 1,249 100 83,507 43,522
Changes from: January 31, 2023 Total Change is: 20,927
-220 2,209 0 330 481 -79 17,655 13,159 696 -2,944 669 0 5,489 3,792
Percent of Open Interest Represented by Each Category of Trader
5.4 4.4 0.0 1.5 0.6 0.9 30.2 61.1 1.2 1.6 0.9 0.1 59.1 30.8
Number of Traders in Each Category Total Traders: 41
. 6 0 5 . . 8 12 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 437,574
Positions
73,734 52,132 4,618 192,893 152,812 38,267 70,467 134,369 6,909 23,674 30,707 25 26,987 17,735
Changes from: January 31, 2023 Total Change is: 6,746
-2,260 6,541 -951 14,138 -3,155 -1,496 -4,024 2,457 1,377 -1,532 3,850 0 1,494 -1,877
Percent of Open Interest Represented by Each Category of Trader
16.9 11.9 1.1 44.1 34.9 8.7 16.1 30.7 1.6 5.4 7.0 0.0 6.2 4.1
Number of Traders in Each Category Total Traders: 326
26 18 5 85 66 45 43 62 25 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 18,337
Positions
2,951 16,784 0 11,708 636 0 2,529 596 0 0 0 0 1,149 321
Changes from: January 31, 2023 Total Change is: -407
0 -488 0 412 -10 0 -7 0 0 0 0 0 -812 91
Percent of Open Interest Represented by Each Category of Trader
16.1 91.5 0.0 63.8 3.5 0.0 13.8 3.3 0.0 0.0 0.0 0.0 6.3 1.8
Number of Traders in Each Category Total Traders: 24
. 4 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 12,652
Positions
425 1,697 0 7,380 2,208 14 437 2,423 0 1,433 2,958 11 2,952 3,341
Changes from: January 31, 2023 Total Change is: -1,678
0 -761 0 -2,010 0 1 0 -1,339 0 0 81 0 331 340
Percent of Open Interest Represented by Each Category of Trader
3.4 13.4 0.0 58.3 17.5 0.1 3.5 19.2 0.0 11.3 23.4 0.1 23.3 26.4
Number of Traders in Each Category Total Traders: 24
. . 0 8 4 . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 39,342
Positions
3,334 13,413 563 10,808 4,304 2,075 10,154 5,499 43 6,216 0 0 6,149 13,445
Changes from: January 31, 2023 Total Change is: 2,846
-117 603 -193 1,436 -167 -203 627 361 -14 1,236 0 -1 75 2,460
Percent of Open Interest Represented by Each Category of Trader
8.5 34.1 1.4 27.5 10.9 5.3 25.8 14.0 0.1 15.8 0.0 0.0 15.6 34.2
Number of Traders in Each Category Total Traders: 54
6 9 . 9 5 5 9 11 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 382,862
Positions
28,341 171,815 4,020 259,159 79,273 41,065 22,887 32,198 1,981 13,266 46,392 0 12,143 6,118
Changes from: January 31, 2023 Total Change is: 8,358
-47 6,743 -83 17,386 -6,879 -4,212 2,291 677 -698 554 11,562 -9 -6,824 1,257
Percent of Open Interest Represented by Each Category of Trader
7.4 44.9 1.0 67.7 20.7 10.7 6.0 8.4 0.5 3.5 12.1 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 194
11 15 6 72 45 36 22 16 10 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,186,026
Positions
75,693 601,032 10,802 767,668 246,622 115,706 109,602 138,860 8,822 52,265 46,895 2,748 42,720 14,539
Changes from: January 31, 2023 Total Change is: -3,548
3,168 27,051 -2,357 19,612 -9,749 6,510 -19,201 5,402 -26 -6,048 -27,927 26 -5,232 -2,478
Percent of Open Interest Represented by Each Category of Trader
6.4 50.7 0.9 64.7 20.8 9.8 9.2 11.7 0.7 4.4 4.0 0.2 3.6 1.2
Number of Traders in Each Category Total Traders: 417
30 15 16 177 54 78 67 34 33 29 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 176,501
Positions
17,982 116,756 32,626 27,958 0 1,228 73,671 5,249 14,457 7,739 5,656 476 364 53
Changes from: January 31, 2023 Total Change is: -4,347
455 -5,095 242 304 0 215 -7,031 -1,942 2,547 41 -2 -3 -1,117 -309
Percent of Open Interest Represented by Each Category of Trader
10.2 66.2 18.5 15.8 0.0 0.7 41.7 3.0 8.2 4.4 3.2 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 93
9 22 13 15 0 . 27 6 8 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,206,862
Positions
28,679 115,595 5,312 672,393 253,447 158,751 59,574 443,979 22,484 84,969 68,507 513 174,187 138,274
Changes from: January 31, 2023 Total Change is: -19,568
1,028 -380 953 -24,096 -5,437 -58 860 -5,150 2,888 -2,468 -4,037 -200 1,525 -8,147
Percent of Open Interest Represented by Each Category of Trader
2.4 9.6 0.4 55.7 21.0 13.2 4.9 36.8 1.9 7.0 5.7 0.0 14.4 11.5
Number of Traders in Each Category Total Traders: 183
8 16 8 61 31 57 22 29 26 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,460,041
Positions
4,999 81,143 428 888,559 257,672 238,994 67,663 699,088 36,913 59,623 20,230 0 162,862 125,573
Changes from: January 31, 2023 Total Change is: 11,884
-1,787 8,540 -1,088 5,745 -12,223 -952 2,947 16,049 2,076 4,402 -3,252 0 541 2,734
Percent of Open Interest Represented by Each Category of Trader
0.3 5.6 0.0 60.9 17.6 16.4 4.6 47.9 2.5 4.1 1.4 0.0 11.2 8.6
Number of Traders in Each Category Total Traders: 158
. 11 . 76 22 55 13 23 16 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 2,553,998
Positions
73,749 229,745 26,124 1,310,464 540,282 313,196 398,533 1,112,032 48,168 187,161 133,483 1,609 194,994 149,359
Changes from: January 31, 2023 Total Change is: 125,295
14,198 -30,558 -1,698 34,352 68,630 -10,797 89,564 166,806 -17,239 20,453 -24,959 126 -3,664 -25,016
Percent of Open Interest Represented by Each Category of Trader
2.9 9.0 1.0 51.3 21.2 12.3 15.6 43.5 1.9 7.3 5.2 0.1 7.6 5.8
Number of Traders in Each Category Total Traders: 393
27 31 11 126 53 96 42 62 33 32 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 4,222,841
Positions
184,377 269,031 20,882 2,068,131 1,056,232 793,846 324,354 1,296,985 151,146 336,295 220,818 5,071 338,739 408,830
Changes from: January 31, 2023 Total Change is: 70,988
27,113 -19,000 2,795 -34,469 60,289 -28,196 -14,942 59,889 23,363 106,604 -18,491 -792 -10,488 -8,869
Percent of Open Interest Represented by Each Category of Trader
4.4 6.4 0.5 49.0 25.0 18.8 7.7 30.7 3.6 8.0 5.2 0.1 8.0 9.7
Number of Traders in Each Category Total Traders: 403
25 23 16 112 83 109 38 81 43 21 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,464,476
Positions
62,657 42,438 623 712,128 583,275 202,883 185,613 340,758 13,768 149,386 32,995 69 137,349 247,667
Changes from: January 31, 2023 Total Change is: 4,547
7,284 8,835 -108 6,551 3,370 6,091 915 140 -863 -111 -7,726 -149 -15,063 -5,043
Percent of Open Interest Represented by Each Category of Trader
4.3 2.9 0.0 48.6 39.8 13.9 12.7 23.3 0.9 10.2 2.3 0.0 9.4 16.9
Number of Traders in Each Category Total Traders: 147
7 8 . 37 53 56 11 20 13 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 4,241,276
Positions
20,095 506,309 43,041 1,943,231 695,482 685,838 628,780 1,595,823 127,630 472,585 296,956 573 319,503 289,624
Changes from: January 31, 2023 Total Change is: 63,357
-19,738 -14,475 18,718 19,778 135,332 -46,771 38,308 -23,701 37,943 35,996 -2,944 -82 -20,795 -40,663
Percent of Open Interest Represented by Each Category of Trader
0.5 11.9 1.0 45.8 16.4 16.2 14.8 37.6 3.0 11.1 7.0 0.0 7.5 6.8
Number of Traders in Each Category Total Traders: 365
9 39 18 107 50 94 48 70 48 23 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1,619,917
Positions
334,554 201,711 610,824 9,150 102,770 12,407 218,700 249,263 368,235 34,105 32,225 2,294 29,648 40,188
Changes from: January 31, 2023 Total Change is: -269,735
-81,081 -28,350 -72,985 6,819 -87,038 -8,583 -133,031 -11,573 7,496 15,511 -45,002 769 -4,650 -24,469
Percent of Open Interest Represented by Each Category of Trader
20.7 12.5 37.7 0.6 6.3 0.8 13.5 15.4 22.7 2.1 2.0 0.1 1.8 2.5
Number of Traders in Each Category Total Traders: 141
25 32 57 5 4 . 28 33 49 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 5,820,860
Positions
2,232,702 1,112,555 995,472 101,907 69,072 172,569 703,840 1,522,803 1,253,896 22,043 115,081 54,486 283,945 524,926
Changes from: January 31, 2023 Total Change is: -59,058
38,658 -5,593 -45,724 -44,395 -2,943 4,017 7,427 2,268 -29,733 9,152 -23,467 6,610 -5,070 35,507
Percent of Open Interest Represented by Each Category of Trader
38.4 19.1 17.1 1.8 1.2 3.0 12.1 26.2 21.5 0.4 2.0 0.9 4.9 9.0
Number of Traders in Each Category Total Traders: 139
27 21 42 7 5 10 23 38 57 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 9,273,630
Positions
2,833,201 2,910,842 1,259,738 563,722 475,847 482,133 1,416,831 1,329,807 2,539,043 81,598 173,767 80,225 17,139 22,228
Changes from: January 31, 2023 Total Change is: 253,459
33,740 -42,887 109,581 -39,987 48,253 -31,836 229,920 214,740 -42,356 4,293 12,338 -3,743 -6,153 -10,631
Percent of Open Interest Represented by Each Category of Trader
30.6 31.4 13.6 6.1 5.1 5.2 15.3 14.3 27.4 0.9 1.9 0.9 0.2 0.2
Number of Traders in Each Category Total Traders: 648
63 87 127 21 44 48 71 131 159 47 100 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 630,284
Positions
122,304 185,743 210,129 12,150 3,956 10,745 164,454 100,945 109,080 371 8,595 706 345 385
Changes from: January 31, 2023 Total Change is: -137,355
27,970 10,780 -74,168 -27,502 356 2,732 -20,285 -20,590 -46,815 232 -10,066 314 167 102
Percent of Open Interest Represented by Each Category of Trader
19.4 29.5 33.3 1.9 0.6 1.7 26.1 16.0 17.3 0.1 1.4 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 159
29 45 49 . . . 27 39 40 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 16,843
Positions
303 5,827 92 7,721 28 698 5,274 6,690 477 796 2,160 38 1,444 833
Changes from: January 31, 2023 Total Change is: -699
11 30 16 -428 -30 18 -409 -511 248 30 -553 6 -191 77
Percent of Open Interest Represented by Each Category of Trader
1.8 34.6 0.5 45.8 0.2 4.1 31.3 39.7 2.8 4.7 12.8 0.2 8.6 4.9
Number of Traders in Each Category Total Traders: 108
. 9 . 10 . 4 29 35 10 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 11,301
Positions
319 846 0 465 17 13 5,809 8,239 373 1,761 647 60 2,501 1,106
Changes from: January 31, 2023 Total Change is: 5,525
9 -366 0 -15 -6 0 5,209 5,740 249 65 -60 24 -16 -56
Percent of Open Interest Represented by Each Category of Trader
2.8 7.5 0.0 4.1 0.2 0.1 51.4 72.9 3.3 15.6 5.7 0.5 22.1 9.8
Number of Traders in Each Category Total Traders: 78
. 4 0 . . . 14 10 5 29 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 4,659
Positions
167 427 121 531 134 97 2,007 2,447 343 446 621 16 931 453
Changes from: January 31, 2023 Total Change is: 328
9 -359 -16 253 -20 72 -29 272 113 -33 214 -8 -33 60
Percent of Open Interest Represented by Each Category of Trader
3.6 9.2 2.6 11.4 2.9 2.1 43.1 52.5 7.4 9.6 13.3 0.3 20.0 9.7
Number of Traders in Each Category Total Traders: 73
. 7 4 5 . . 19 18 9 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 19,014
Positions
0 2,504 0 1,318 0 0 2,928 9,942 2,705 11,071 3,576 7 985 280
Changes from: January 31, 2023 Total Change is: 4,831
-149 1,950 0 77 0 0 2,374 -890 2,358 -85 1,480 -10 266 -57
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.0 6.9 0.0 0.0 15.4 52.3 14.2 58.2 18.8 0.0 5.2 1.5
Number of Traders in Each Category Total Traders: 96
0 . 0 . 0 0 8 7 . 61 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,546
Positions
87 12,788 0 14,427 3,480 1,017 6,781 11,085 1,348 3,855 1,031 69 5,962 2,728
Changes from: January 31, 2023 Total Change is: -4,594
30 0 0 -1,076 -379 -93 -3,475 -4,271 800 -502 -378 69 -347 -342
Percent of Open Interest Represented by Each Category of Trader
0.3 38.1 0.0 43.0 10.4 3.0 20.2 33.0 4.0 11.5 3.1 0.2 17.8 8.1
Number of Traders in Each Category Total Traders: 82
. . 0 9 8 . 17 18 5 22 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 317,316
Positions
42,235 13,803 16,563 91,188 83,596 36,731 53,838 85,250 36,341 5,359 3,351 10,015 25,046 31,666
Changes from: January 31, 2023 Total Change is: 6,841
4,307 -1,920 238 296 -9,118 166 -296 11,739 3,246 -821 -1,046 -911 616 4,447
Percent of Open Interest Represented by Each Category of Trader
13.3 4.3 5.2 28.7 26.3 11.6 17.0 26.9 11.5 1.7 1.1 3.2 7.9 10.0
Number of Traders in Each Category Total Traders: 192
19 8 17 26 32 29 31 48 44 15 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 65,735
Positions
45,069 45,068 0 18,397 1,062 823 580 18,599 0 623 116 0 243 67
Changes from: January 31, 2023 Total Change is: -8,751
0 0 0 -9,166 0 -9 120 -7,575 0 337 -1,156 0 -33 -11
Percent of Open Interest Represented by Each Category of Trader
68.6 68.6 0.0 28.0 1.6 1.3 0.9 28.3 0.0 0.9 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 47
4 4 0 12 . . 7 9 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 03, 2023