Traders in Financial Futures - Futures Only Positions as of February 21, 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 151,896
Positions
53,827 3,469 946 22,200 62,329 5,917 14,676 33,410 6,346 12,535 1,780 482 34,967 37,217
Changes from: February 14, 2023 Total Change is: 2,837
-458 30 246 -1,391 -4,926 343 -1,284 2,478 2,105 1,599 -502 73 1,604 2,990
Percent of Open Interest Represented by Each Category of Trader
35.4 2.3 0.6 14.6 41.0 3.9 9.7 22.0 4.2 8.3 1.2 0.3 23.0 24.5
Number of Traders in Each Category Total Traders: 105
12 . . 6 27 9 14 31 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 39,087
Positions
14,305 1,418 156 3,723 10,114 475 9,301 11,802 37 1,980 437 0 9,110 14,648
Changes from: February 14, 2023 Total Change is: 1,496
431 -26 56 -72 1,051 -458 2,975 746 -410 -202 437 0 -824 100
Percent of Open Interest Represented by Each Category of Trader
36.6 3.6 0.4 9.5 25.9 1.2 23.8 30.2 0.1 5.1 1.1 0.0 23.3 37.5
Number of Traders in Each Category Total Traders: 44
4 . . . 7 . 12 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 213,502
Positions
74,664 29,718 505 30,041 84,906 4,701 72,880 44,655 9,093 1,387 3,468 0 20,231 36,456
Changes from: February 14, 2023 Total Change is: 8,186
5,910 -2,347 72 -116 5,406 -308 1,838 2,568 1,527 0 0 0 -737 1,268
Percent of Open Interest Represented by Each Category of Trader
35.0 13.9 0.2 14.1 39.8 2.2 34.1 20.9 4.3 0.6 1.6 0.0 9.5 17.1
Number of Traders in Each Category Total Traders: 124
8 5 . 10 40 13 29 27 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 186,100
Positions
36,758 17,402 14,670 71,320 70,232 3,963 30,808 37,896 4,526 1,011 1,507 0 23,044 35,904
Changes from: February 14, 2023 Total Change is: 11,145
3,550 -15,336 -1,036 -717 19,384 107 9,819 3,246 3,080 -391 33 0 -3,267 1,667
Percent of Open Interest Represented by Each Category of Trader
19.8 9.4 7.9 38.3 37.7 2.1 16.6 20.4 2.4 0.5 0.8 0.0 12.4 19.3
Number of Traders in Each Category Total Traders: 123
9 11 5 19 27 15 18 33 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 789,898
Positions
43,630 544,967 7,616 484,939 77,011 21,213 79,329 56,100 18,535 37,931 16,501 5,001 91,704 42,954
Changes from: February 14, 2023 Total Change is: 1,265
1,846 -1,984 -1,010 -755 4,154 131 237 -1,584 3,250 -538 1,070 -25 -1,871 -2,737
Percent of Open Interest Represented by Each Category of Trader
5.5 69.0 1.0 61.4 9.7 2.7 10.0 7.1 2.3 4.8 2.1 0.6 11.6 5.4
Number of Traders in Each Category Total Traders: 311
14 16 7 118 24 45 51 40 26 32 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 34,071
Positions
400 11,110 58 15,383 1,226 3,525 870 15,385 25 0 0 0 13,810 2,742
Changes from: February 14, 2023 Total Change is: 1,269
400 -3 -2 113 99 165 441 1,011 11 0 -544 0 141 532
Percent of Open Interest Represented by Each Category of Trader
1.2 32.6 0.2 45.1 3.6 10.3 2.6 45.2 0.1 0.0 0.0 0.0 40.5 8.0
Number of Traders in Each Category Total Traders: 29
. . . 17 . 6 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 123,456
Positions
20,644 12,443 98 49,445 61,322 1,194 24,107 22,874 3,270 2,704 0 0 21,994 22,255
Changes from: February 14, 2023 Total Change is: -2,577
-296 -1,321 24 -7,323 -117 -15 8,278 -3,336 -793 0 0 0 -2,452 2,981
Percent of Open Interest Represented by Each Category of Trader
16.7 10.1 0.1 40.1 49.7 1.0 19.5 18.5 2.6 2.2 0.0 0.0 17.8 18.0
Number of Traders in Each Category Total Traders: 77
4 5 . 16 11 6 23 15 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 277,353
Positions
562 199,162 908 153,626 9,434 633 101,459 35,500 2,677 8,779 25,745 20 8,689 3,274
Changes from: February 14, 2023 Total Change is: -1,651
-119 3,290 11 6,635 -390 120 -8,953 -4,750 160 693 -330 2 -200 236
Percent of Open Interest Represented by Each Category of Trader
0.2 71.8 0.3 55.4 3.4 0.2 36.6 12.8 1.0 3.2 9.3 0.0 3.1 1.2
Number of Traders in Each Category Total Traders: 173
. 12 . 29 9 . 71 25 12 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 47,247
Positions
193 34,905 384 30,122 1,259 0 11,066 6,213 750 999 1,585 0 3,733 2,151
Changes from: February 14, 2023 Total Change is: -193
0 50 -12 -1,314 0 0 -75 -1,130 750 99 -13 0 359 162
Percent of Open Interest Represented by Each Category of Trader
0.4 73.9 0.8 63.8 2.7 0.0 23.4 13.2 1.6 2.1 3.4 0.0 7.9 4.6
Number of Traders in Each Category Total Traders: 63
. 6 . 16 4 0 17 7 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 29,888
Positions
4,484 5,773 215 7,379 8,675 239 11,651 9,576 1,160 720 446 14 4,026 3,790
Changes from: February 14, 2023 Total Change is: -12
1,179 -911 203 -709 702 -66 298 485 27 545 10 0 -1,489 -462
Percent of Open Interest Represented by Each Category of Trader
15.0 19.3 0.7 24.7 29.0 0.8 39.0 32.0 3.9 2.4 1.5 0.0 13.5 12.7
Number of Traders in Each Category Total Traders: 83
8 4 . 14 15 5 18 17 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 14,953
Positions
4,234 1,729 136 499 10,129 0 8,311 1,097 3 0 277 0 1,770 1,582
Changes from: February 14, 2023 Total Change is: 4,097
451 -270 18 1 3,827 0 3,668 203 3 0 25 0 -44 291
Percent of Open Interest Represented by Each Category of Trader
28.3 11.6 0.9 3.3 67.7 0.0 55.6 7.3 0.0 0.0 1.9 0.0 11.8 10.6
Number of Traders in Each Category Total Traders: 32
4 . . . 6 0 7 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 45,644
Positions
12,977 9,039 824 8,345 7,445 393 13,504 9,087 2,157 487 9,067 0 6,959 7,634
Changes from: February 14, 2023 Total Change is: 1,919
716 -1,468 113 -952 2,700 -29 1,203 1,234 231 44 -435 0 593 -427
Percent of Open Interest Represented by Each Category of Trader
28.4 19.8 1.8 18.3 16.3 0.9 29.6 19.9 4.7 1.1 19.9 0.0 15.2 16.7
Number of Traders in Each Category Total Traders: 91
12 10 4 16 9 . 16 22 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 91,288
Positions
25,954 18,078 1,647 16,689 14,890 786 27,007 18,173 4,314 973 18,133 0 13,918 15,267
Changes from: February 14, 2023 Total Change is: 3,838
1,432 -2,936 226 -1,903 5,399 -57 2,406 2,467 462 87 -870 0 1,185 -853
Percent of Open Interest Represented by Each Category of Trader
28.4 19.8 1.8 18.3 16.3 0.9 29.6 19.9 4.7 1.1 19.9 0.0 15.2 16.7
Number of Traders in Each Category Total Traders: 91
12 10 4 16 9 . 16 22 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 44,575
Positions
17,319 37,871 0 19,455 753 1,633 3,712 3,429 0 0 0 0 2,456 889
Changes from: February 14, 2023 Total Change is: -74
-1,165 112 0 1,398 -11 -7 -45 -215 0 0 0 0 -255 47
Percent of Open Interest Represented by Each Category of Trader
38.9 85.0 0.0 43.6 1.7 3.7 8.3 7.7 0.0 0.0 0.0 0.0 5.5 2.0
Number of Traders in Each Category Total Traders: 32
5 5 0 15 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 22,517
Positions
750 228 0 271 0 0 7,280 6,914 127 465 3,162 100 13,524 11,986
Changes from: February 14, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.3 1.0 0.0 1.2 0.0 0.0 32.3 30.7 0.6 2.1 14.0 0.4 60.1 53.2
Number of Traders in Each Category Total Traders: 21
. . 0 . 0 0 5 5 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 414,897
Positions
56,701 77,046 10,044 191,539 82,522 47,882 28,786 99,749 9,635 18,580 34,918 1,399 50,331 51,703
Changes from: February 14, 2023 Total Change is: -372
-1,032 687 -403 69 4,038 -563 2,976 -8,738 866 -1,168 4,422 310 -1,427 -991
Percent of Open Interest Represented by Each Category of Trader
13.7 18.6 2.4 46.2 19.9 11.5 6.9 24.0 2.3 4.5 8.4 0.3 12.1 12.5
Number of Traders in Each Category Total Traders: 528
29 31 18 145 95 113 62 112 61 29 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 15,770
Positions
9,577 7,707 13 3,380 4,465 0 1,113 1,482 0 0 0 0 1,687 2,103
Changes from: February 14, 2023 Total Change is: 679
-36 403 0 1,017 -479 0 0 594 0 0 0 0 -302 161
Percent of Open Interest Represented by Each Category of Trader
60.7 48.9 0.1 21.4 28.3 0.0 7.1 9.4 0.0 0.0 0.0 0.0 10.7 13.3
Number of Traders in Each Category Total Traders: 22
4 5 . . 5 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 25,292
Positions
4,652 21,968 0 13,142 695 0 3,210 899 0 0 0 0 4,288 1,730
Changes from: February 14, 2023 Total Change is: -18
-108 15 0 465 0 0 -102 -369 0 0 0 0 -273 336
Percent of Open Interest Represented by Each Category of Trader
18.4 86.9 0.0 52.0 2.7 0.0 12.7 3.6 0.0 0.0 0.0 0.0 17.0 6.8
Number of Traders in Each Category Total Traders: 28
. 5 0 12 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 2,074,486
Positions
283,507 385,229 50,219 957,697 412,608 239,411 143,931 498,746 48,175 92,898 174,588 6,994 251,654 258,516
Changes from: February 14, 2023 Total Change is: -1,861
-5,162 3,435 -2,017 347 20,192 -2,815 14,882 -43,690 4,331 -5,840 22,109 1,550 -7,137 -4,956
Percent of Open Interest Represented by Each Category of Trader
13.7 18.6 2.4 46.2 19.9 11.5 6.9 24.0 2.3 4.5 8.4 0.3 12.1 12.5
Number of Traders in Each Category Total Traders: 528
29 31 18 145 95 113 62 112 61 29 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 38,104
Positions
15,517 35,333 0 19,304 0 177 368 1,744 0 0 0 0 2,738 850
Changes from: February 14, 2023 Total Change is: 416
272 656 0 178 0 -83 -26 -239 0 0 0 0 75 82
Percent of Open Interest Represented by Each Category of Trader
40.7 92.7 0.0 50.7 0.0 0.5 1.0 4.6 0.0 0.0 0.0 0.0 7.2 2.2
Number of Traders in Each Category Total Traders: 27
4 11 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 14,488
Positions
1,483 13,277 0 8,261 0 0 1,948 257 10 0 0 0 2,786 944
Changes from: February 14, 2023 Total Change is: 640
0 1,518 0 502 -752 0 -16 -2 -1 0 0 0 155 -123
Percent of Open Interest Represented by Each Category of Trader
10.2 91.6 0.0 57.0 0.0 0.0 13.4 1.8 0.1 0.0 0.0 0.0 19.2 6.5
Number of Traders in Each Category Total Traders: 23
. 9 0 6 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 22,239
Positions
7,094 16,108 0 12,786 3,613 0 569 935 0 0 0 0 1,790 1,583
Changes from: February 14, 2023 Total Change is: -113
201 -496 0 -65 375 0 0 204 0 0 0 0 -249 -196
Percent of Open Interest Represented by Each Category of Trader
31.9 72.4 0.0 57.5 16.2 0.0 2.6 4.2 0.0 0.0 0.0 0.0 8.0 7.1
Number of Traders in Each Category Total Traders: 23
7 5 0 . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 20,244
Positions
9,887 2,894 0 3,462 12,112 2,234 3,141 1,262 0 0 0 0 1,520 1,742
Changes from: February 14, 2023 Total Change is: 98
-301 -140 0 604 197 75 -227 -17 0 0 -300 0 -53 283
Percent of Open Interest Represented by Each Category of Trader
48.8 14.3 0.0 17.1 59.8 11.0 15.5 6.2 0.0 0.0 0.0 0.0 7.5 8.6
Number of Traders in Each Category Total Traders: 28
8 4 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 193,954
Positions
8,117 5,195 0 28,935 4,517 1,483 85,392 91,596 3,313 0 15,287 0 66,714 72,563
Changes from: February 14, 2023 Total Change is: 6,891
8,117 -1,258 0 775 -37 49 -20,290 18,767 1,594 -1,220 1,703 0 17,866 -13,927
Percent of Open Interest Represented by Each Category of Trader
4.2 2.7 0.0 14.9 2.3 0.8 44.0 47.2 1.7 0.0 7.9 0.0 34.4 37.4
Number of Traders in Each Category Total Traders: 31
. . 0 10 . . 9 7 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 268,107
Positions
98,919 70,339 122,391 0 32,000 0 3,750 11,692 28,727 9,666 0 0 4,654 2,958
Changes from: February 14, 2023 Total Change is: 15,434
-2,184 5,000 12,184 0 0 0 -1,340 610 -3,160 9,666 0 0 268 800
Percent of Open Interest Represented by Each Category of Trader
36.9 26.2 45.7 0.0 11.9 0.0 1.4 4.4 10.7 3.6 0.0 0.0 1.7 1.1
Number of Traders in Each Category Total Traders: 24
11 4 12 0 . 0 . . 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 44,700
Positions
7,210 10,389 184 25,752 25,080 2,274 1,724 2,441 3 0 0 0 7,553 4,329
Changes from: February 14, 2023 Total Change is: -69
-117 851 -11 1,108 136 -413 -642 -353 0 0 -495 0 6 216
Percent of Open Interest Represented by Each Category of Trader
16.1 23.2 0.4 57.6 56.1 5.1 3.9 5.5 0.0 0.0 0.0 0.0 16.9 9.7
Number of Traders in Each Category Total Traders: 64
4 8 . 27 17 12 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 53,659
Positions
15,171 8,014 190 15,121 8,426 2,050 11,660 18,627 992 1,463 4,237 32 6,979 11,089
Changes from: February 14, 2023 Total Change is: -1,577
-558 -533 -16 -1,545 955 492 -136 -2,338 172 -10 -342 25 -2 6
Percent of Open Interest Represented by Each Category of Trader
28.3 14.9 0.4 28.2 15.7 3.8 21.7 34.7 1.8 2.7 7.9 0.1 13.0 20.7
Number of Traders in Each Category Total Traders: 293
31 15 5 62 42 35 35 68 25 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 268,297
Positions
75,857 40,071 952 75,605 42,130 10,251 58,301 93,137 4,960 7,313 21,187 162 34,896 55,447
Changes from: February 14, 2023 Total Change is: -7,887
-2,790 -2,663 -78 -7,727 4,776 2,462 -681 -11,691 862 -52 -1,710 125 -8 30
Percent of Open Interest Represented by Each Category of Trader
28.3 14.9 0.4 28.2 15.7 3.8 21.7 34.7 1.8 2.7 7.9 0.1 13.0 20.7
Number of Traders in Each Category Total Traders: 293
31 15 5 62 42 35 35 68 25 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 176,984
Positions
14,784 8,087 0 2,416 1,544 1,277 29,449 128,912 2,471 760 1,655 9 125,818 33,029
Changes from: February 14, 2023 Total Change is: 25,687
6,166 1,130 0 -44 420 85 -1,501 31,873 761 70 121 9 20,141 -8,712
Percent of Open Interest Represented by Each Category of Trader
8.4 4.6 0.0 1.4 0.9 0.7 16.6 72.8 1.4 0.4 0.9 0.0 71.1 18.7
Number of Traders in Each Category Total Traders: 38
. 6 0 6 . . 8 8 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 434,533
Positions
71,210 51,012 3,988 183,817 159,067 38,857 70,058 122,158 9,051 32,295 30,833 43 25,214 19,524
Changes from: February 14, 2023 Total Change is: -35
-4,222 -1,208 318 -4,303 4,696 927 369 -8,457 1,863 6,045 1,175 17 -1,049 634
Percent of Open Interest Represented by Each Category of Trader
16.4 11.7 0.9 42.3 36.6 8.9 16.1 28.1 2.1 7.4 7.1 0.0 5.8 4.5
Number of Traders in Each Category Total Traders: 320
26 16 5 86 63 45 44 62 26 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 18,257
Positions
6,027 16,484 0 8,510 612 0 2,529 596 0 0 0 0 1,191 565
Changes from: February 14, 2023 Total Change is: 106
3,076 10 0 -2,849 0 0 0 0 0 0 0 0 -121 96
Percent of Open Interest Represented by Each Category of Trader
33.0 90.3 0.0 46.6 3.4 0.0 13.9 3.3 0.0 0.0 0.0 0.0 6.5 3.1
Number of Traders in Each Category Total Traders: 25
. 4 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 12,849
Positions
1,202 2,035 0 5,871 2,203 8 1,218 2,173 0 1,214 3,292 8 3,328 3,130
Changes from: February 14, 2023 Total Change is: 131
-63 144 0 -325 0 0 233 16 0 89 97 -3 200 -123
Percent of Open Interest Represented by Each Category of Trader
9.4 15.8 0.0 45.7 17.1 0.1 9.5 16.9 0.0 9.4 25.6 0.1 25.9 24.4
Number of Traders in Each Category Total Traders: 25
. . 0 6 4 . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 41,957
Positions
3,551 13,685 674 12,762 3,299 1,928 11,118 4,456 40 6,445 0 2 5,437 17,873
Changes from: February 14, 2023 Total Change is: -444
241 -308 -116 981 -338 4 -141 -373 -2 -497 0 0 -914 689
Percent of Open Interest Represented by Each Category of Trader
8.5 32.6 1.6 30.4 7.9 4.6 26.5 10.6 0.1 15.4 0.0 0.0 13.0 42.6
Number of Traders in Each Category Total Traders: 55
6 9 . 9 6 6 12 9 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 396,887
Positions
29,023 199,031 3,700 265,703 79,309 40,805 25,790 23,126 1,691 17,889 43,447 0 12,286 5,778
Changes from: February 14, 2023 Total Change is: 9,689
1,184 12,533 -323 8,308 3,613 -2,031 1,653 -4,279 -599 1,708 -493 0 -211 1,268
Percent of Open Interest Represented by Each Category of Trader
7.3 50.1 0.9 66.9 20.0 10.3 6.5 5.8 0.4 4.5 10.9 0.0 3.1 1.5
Number of Traders in Each Category Total Traders: 190
11 16 4 66 47 32 20 15 9 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,184,761
Positions
79,221 616,855 13,613 757,886 245,572 116,811 115,988 115,243 8,540 46,595 49,925 2,643 43,464 15,559
Changes from: February 14, 2023 Total Change is: -9,795
-450 9,081 -729 -14,532 -5,460 6,792 4,158 -14,361 2,614 -148 3,770 -34 -7,466 -11,468
Percent of Open Interest Represented by Each Category of Trader
6.7 52.1 1.1 64.0 20.7 9.9 9.8 9.7 0.7 3.9 4.2 0.2 3.7 1.3
Number of Traders in Each Category Total Traders: 413
30 17 13 170 60 78 64 34 33 27 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 179,986
Positions
19,299 118,329 33,302 30,943 0 2,413 72,247 4,656 15,475 5,821 5,616 140 346 55
Changes from: February 14, 2023 Total Change is: 1,164
2,094 44 87 1,976 0 1,185 -2,024 -46 249 -1,982 -39 -318 -103 2
Percent of Open Interest Represented by Each Category of Trader
10.7 65.7 18.5 17.2 0.0 1.3 40.1 2.6 8.6 3.2 3.1 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 93
9 23 14 16 0 . 29 5 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,307,317
Positions
33,677 112,901 7,358 669,071 276,786 160,473 77,859 432,766 71,877 82,248 69,933 2,596 202,158 172,627
Changes from: February 14, 2023 Total Change is: 75,112
3,365 5,369 71 -19,566 12,323 6,792 13,571 -16,603 38,846 -3,044 2,640 1,529 33,548 24,145
Percent of Open Interest Represented by Each Category of Trader
2.6 8.6 0.6 51.2 21.2 12.3 6.0 33.1 5.5 6.3 5.3 0.2 15.5 13.2
Number of Traders in Each Category Total Traders: 187
6 17 8 62 32 59 24 32 33 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,502,191
Positions
6,650 85,547 1,727 897,358 242,827 272,608 57,030 702,001 33,923 52,291 22,352 171 180,433 141,035
Changes from: February 14, 2023 Total Change is: 23,296
1,693 -2,274 545 -9,038 -5,951 35,229 423 -12,672 -12,543 -4,868 1,651 171 11,684 19,140
Percent of Open Interest Represented by Each Category of Trader
0.4 5.7 0.1 59.7 16.2 18.1 3.8 46.7 2.3 3.5 1.5 0.0 12.0 9.4
Number of Traders in Each Category Total Traders: 163
. 10 . 77 24 59 15 23 19 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 2,884,053
Positions
64,747 262,933 56,045 1,360,327 554,244 304,361 505,316 1,184,644 96,943 162,011 126,956 9,284 325,019 288,643
Changes from: February 14, 2023 Total Change is: 161,858
-1,909 9,820 14,347 -5,892 -23,775 7,985 32,036 -1,104 23,572 -18,561 13,184 7,679 102,601 110,150
Percent of Open Interest Represented by Each Category of Trader
2.2 9.1 1.9 47.2 19.2 10.6 17.5 41.1 3.4 5.6 4.4 0.3 11.3 10.0
Number of Traders in Each Category Total Traders: 391
23 36 17 130 45 92 43 61 37 29 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 4,335,634
Positions
135,440 263,929 35,719 2,064,171 1,120,161 819,588 356,489 1,149,482 201,746 288,474 221,305 8,233 425,774 515,471
Changes from: February 14, 2023 Total Change is: 99,110
-19,356 7,071 7,828 -40,380 39,829 73,732 51,841 -115,574 17,261 -54,005 15,601 337 61,852 53,025
Percent of Open Interest Represented by Each Category of Trader
3.1 6.1 0.8 47.6 25.8 18.9 8.2 26.5 4.7 6.7 5.1 0.2 9.8 11.9
Number of Traders in Each Category Total Traders: 433
23 30 22 118 79 115 44 93 60 24 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,572,571
Positions
55,783 55,218 4,339 714,834 612,292 228,682 169,239 304,155 33,542 154,985 46,084 3,662 207,505 284,597
Changes from: February 14, 2023 Total Change is: 83,612
1,086 11,949 3,016 13,162 9,136 10,399 -11,919 2,870 11,316 7,710 9,831 3,593 45,249 21,502
Percent of Open Interest Represented by Each Category of Trader
3.5 3.5 0.3 45.5 38.9 14.5 10.8 19.3 2.1 9.9 2.9 0.2 13.2 18.1
Number of Traders in Each Category Total Traders: 151
4 12 7 37 54 57 12 18 20 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 5,260
Positions
0 0 0 0 0 0 0 788 2,749 1,342 886 0 1,169 837
Changes from: February 14, 2023 Total Change is: -541
0 0 0 0 0 0 -236 -1,015 -186 -141 598 0 22 62
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 15.0 52.3 25.5 16.8 0.0 22.2 15.9
Number of Traders in Each Category Total Traders: 30
0 0 0 0 0 0 0 4 . 8 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 4,387,851
Positions
39,835 448,554 52,182 1,950,643 728,153 756,104 581,817 1,523,597 149,319 447,224 287,083 9,171 401,556 433,688
Changes from: February 14, 2023 Total Change is: 95,387
14,796 -7,604 9,286 -14,987 -8,465 73,252 -30,271 -26,437 -20,852 -20,534 -13,413 8,552 76,145 81,068
Percent of Open Interest Represented by Each Category of Trader
0.9 10.2 1.2 44.5 16.6 17.2 13.3 34.7 3.4 10.2 6.5 0.2 9.2 9.9
Number of Traders in Each Category Total Traders: 361
15 36 18 108 48 96 47 66 50 20 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,810,074
Positions
309,439 225,802 634,412 9,150 116,133 11,342 409,802 338,676 361,870 13,640 46,475 23,494 36,925 51,870
Changes from: February 14, 2023 Total Change is: 127,125
-60,894 49,866 23,824 0 -3,947 1,768 166,027 57,711 -7,301 358 278 464 2,879 4,462
Percent of Open Interest Represented by Each Category of Trader
17.1 12.5 35.0 0.5 6.4 0.6 22.6 18.7 20.0 0.8 2.6 1.3 2.0 2.9
Number of Traders in Each Category Total Traders: 148
25 37 59 5 4 . 24 41 51 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 5,785,434
Positions
2,282,810 1,127,608 943,056 121,792 60,276 134,255 674,918 1,556,489 1,267,852 31,926 114,785 65,007 263,818 516,106
Changes from: February 14, 2023 Total Change is: -16,453
9,631 10,427 8,618 -1,276 -5,278 -11,595 -19,390 -10,120 7,976 8,920 -3,370 6,308 -25,645 -19,419
Percent of Open Interest Represented by Each Category of Trader
39.5 19.5 16.3 2.1 1.0 2.3 11.7 26.9 21.9 0.6 2.0 1.1 4.6 8.9
Number of Traders in Each Category Total Traders: 132
26 19 42 6 5 8 24 33 55 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 9,599,721
Positions
3,177,054 2,819,112 1,300,651 371,772 581,385 360,396 1,584,414 1,662,121 2,593,760 82,617 158,565 87,384 41,673 36,347
Changes from: February 14, 2023 Total Change is: 219,317
146,646 52,619 43,241 -17,296 13,206 -26,423 21,182 85,380 54,311 -2,897 655 6,424 -5,871 -10,096
Percent of Open Interest Represented by Each Category of Trader
33.1 29.4 13.5 3.9 6.1 3.8 16.5 17.3 27.0 0.9 1.7 0.9 0.4 0.4
Number of Traders in Each Category Total Traders: 642
64 85 123 22 48 43 71 132 152 47 96 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 715,467
Positions
170,126 199,696 213,399 100 5,044 21,770 183,810 140,477 124,891 518 9,034 417 436 739
Changes from: February 14, 2023 Total Change is: 55,130
25,276 1,433 2,655 -2,018 903 2,696 13,305 34,391 13,132 247 -138 38 -201 20
Percent of Open Interest Represented by Each Category of Trader
23.8 27.9 29.8 0.0 0.7 3.0 25.7 19.6 17.5 0.1 1.3 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 166
29 46 49 . . . 29 41 45 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 16,501
Positions
348 5,345 189 7,406 70 1,020 4,614 6,405 461 624 1,546 441 1,398 1,024
Changes from: February 14, 2023 Total Change is: 1,343
-8 47 27 219 -2 276 407 246 67 -158 125 383 130 174
Percent of Open Interest Represented by Each Category of Trader
2.1 32.4 1.1 44.9 0.4 6.2 28.0 38.8 2.8 3.8 9.4 2.7 8.5 6.2
Number of Traders in Each Category Total Traders: 115
4 9 5 11 . 4 33 37 15 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 13,505
Positions
353 2,426 0 471 24 2 6,659 7,374 1,039 2,392 1,025 13 2,576 1,602
Changes from: February 14, 2023 Total Change is: 1,445
-83 1,921 -71 -23 -5 -21 294 -1,482 363 446 269 -12 552 483
Percent of Open Interest Represented by Each Category of Trader
2.6 18.0 0.0 3.5 0.2 0.0 49.3 54.6 7.7 17.7 7.6 0.1 19.1 11.9
Number of Traders in Each Category Total Traders: 91
. . 0 . . . 16 12 6 32 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,700
Positions
141 372 116 851 102 75 1,689 2,477 450 385 516 26 967 566
Changes from: February 14, 2023 Total Change is: 328
-26 -24 34 297 -44 -44 72 47 199 -348 95 26 118 39
Percent of Open Interest Represented by Each Category of Trader
3.0 7.9 2.5 18.1 2.2 1.6 35.9 52.7 9.6 8.2 11.0 0.6 20.6 12.0
Number of Traders in Each Category Total Traders: 69
. 5 . 6 . . 17 22 12 6 7 .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 19,953
Positions
296 5,642 0 1,154 166 0 2,515 5,292 5,560 9,557 2,872 7 864 414
Changes from: February 14, 2023 Total Change is: 2,095
296 934 0 124 -246 0 -49 -224 1,618 80 -61 0 26 74
Percent of Open Interest Represented by Each Category of Trader
1.5 28.3 0.0 5.8 0.8 0.0 12.6 26.5 27.9 47.9 14.4 0.0 4.3 2.1
Number of Traders in Each Category Total Traders: 100
. . 0 . . 0 10 7 . 57 19 .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 36,022
Positions
77 12,758 0 14,206 2,273 1,008 8,237 15,485 860 4,702 1,148 100 6,832 2,390
Changes from: February 14, 2023 Total Change is: 3,056
-230 0 0 541 -1,524 62 1,190 4,051 204 1,021 270 92 176 -99
Percent of Open Interest Represented by Each Category of Trader
0.2 35.4 0.0 39.4 6.3 2.8 22.9 43.0 2.4 13.1 3.2 0.3 19.0 6.6
Number of Traders in Each Category Total Traders: 89
. . 0 8 9 4 23 18 8 22 5 .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 333,082
Positions
38,069 15,431 16,836 91,903 68,108 44,523 48,262 83,512 52,055 5,192 10,075 12,837 23,405 29,705
Changes from: February 14, 2023 Total Change is: -8,520
-7,149 -3,003 -1,956 3,218 -12,222 3,040 -3,822 1,280 1,314 -137 5,069 -1,693 -1,335 -349
Percent of Open Interest Represented by Each Category of Trader
11.4 4.6 5.1 27.6 20.4 13.4 14.5 25.1 15.6 1.6 3.0 3.9 7.0 8.9
Number of Traders in Each Category Total Traders: 193
15 10 16 27 30 31 32 43 44 18 11 18
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 62,681
Positions
48,709 40,820 50 11,282 2,543 931 630 18,128 0 819 124 6 254 79
Changes from: February 14, 2023 Total Change is: -2,512
4,482 -2,457 50 -7,403 531 108 50 -778 0 198 5 6 -3 23
Percent of Open Interest Represented by Each Category of Trader
77.7 65.1 0.1 18.0 4.1 1.5 1.0 28.9 0.0 1.3 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 44
6 . . 10 . . 7 9 0 4 . .
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Updated March 10, 2023