Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 142,254
Positions
36,383 6,167 1,940 23,971 55,237 6,630 15,664 26,505 9,842 13,332 1,855 702 33,791 33,377
Changes from: January 10, 2023 Total Change is: -2,000
-1,768 1,476 -356 -475 -147 271 427 -4,776 474 377 -1,910 190 -1,139 2,779
Percent of Open Interest Represented by Each Category of Trader
25.6 4.3 1.4 16.9 38.8 4.7 11.0 18.6 6.9 9.4 1.3 0.5 23.8 23.5
Number of Traders in Each Category Total Traders: 92
10 4 5 7 23 11 14 21 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 37,973
Positions
12,944 787 1,301 2,340 8,028 103 5,166 10,417 2,313 2,182 0 0 11,624 15,024
Changes from: January 10, 2023 Total Change is: 2,864
909 -764 901 527 -398 -215 776 986 1,391 160 0 0 -1,585 964
Percent of Open Interest Represented by Each Category of Trader
34.1 2.1 3.4 6.2 21.1 0.3 13.6 27.4 6.1 5.7 0.0 0.0 30.6 39.6
Number of Traders in Each Category Total Traders: 34
5 . 5 4 5 . 7 11 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 236,400
Positions
55,780 29,439 10,835 43,732 69,908 5,726 58,466 50,311 34,492 1,301 2,583 834 25,235 32,273
Changes from: January 10, 2023 Total Change is: 965
5,068 -2,561 342 -11,360 2,105 -164 3,196 -4,175 3,740 -614 -18 180 576 1,515
Percent of Open Interest Represented by Each Category of Trader
23.6 12.5 4.6 18.5 29.6 2.4 24.7 21.3 14.6 0.6 1.1 0.4 10.7 13.7
Number of Traders in Each Category Total Traders: 127
7 5 7 13 33 16 30 30 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 202,717
Positions
36,370 41,414 18,520 55,799 53,881 5,174 33,515 35,866 18,559 1,121 1,580 0 33,658 27,723
Changes from: January 10, 2023 Total Change is: 10,102
-6,589 12,563 3,254 218 -12,438 1,274 3,861 1,294 6,042 -557 29 0 2,599 -1,916
Percent of Open Interest Represented by Each Category of Trader
17.9 20.4 9.1 27.5 26.6 2.6 16.5 17.7 9.2 0.6 0.8 0.0 16.6 13.7
Number of Traders in Each Category Total Traders: 123
6 11 10 19 24 15 26 28 23 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 867,476
Positions
41,033 521,644 22,646 490,152 76,830 27,971 69,978 84,720 72,121 41,726 11,325 4,678 97,170 45,541
Changes from: January 10, 2023 Total Change is: 13,258
-3,448 14,140 3,006 21,092 -903 967 -14,532 -5,904 3,588 -1,035 -303 -180 3,800 -1,152
Percent of Open Interest Represented by Each Category of Trader
4.7 60.1 2.6 56.5 8.9 3.2 8.1 9.8 8.3 4.8 1.3 0.5 11.2 5.2
Number of Traders in Each Category Total Traders: 318
17 13 11 119 23 52 49 44 33 35 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,848
Positions
417 10,927 31 14,697 1,251 2,877 429 13,736 0 0 456 0 13,397 2,570
Changes from: January 10, 2023 Total Change is: 191
6 -8 6 198 -71 -289 -420 -147 0 0 456 0 690 244
Percent of Open Interest Represented by Each Category of Trader
1.3 34.3 0.1 46.1 3.9 9.0 1.3 43.1 0.0 0.0 1.4 0.0 42.1 8.1
Number of Traders in Each Category Total Traders: 30
. . . 16 4 5 . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 139,733
Positions
27,667 16,715 555 53,269 63,791 3,121 14,126 25,069 11,002 2,567 0 72 27,354 19,409
Changes from: January 10, 2023 Total Change is: 4,021
-482 5,221 64 2,125 139 -872 -3,311 -784 642 7 0 72 5,776 -460
Percent of Open Interest Represented by Each Category of Trader
19.8 12.0 0.4 38.1 45.7 2.2 10.1 17.9 7.9 1.8 0.0 0.1 19.6 13.9
Number of Traders in Each Category Total Traders: 77
. 6 . 16 15 10 15 18 10 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 275,244
Positions
1,141 186,127 805 141,779 9,924 416 112,638 48,344 2,463 7,291 24,796 18 8,693 2,352
Changes from: January 10, 2023 Total Change is: 3,551
-309 5,735 30 2,817 1,602 -74 -367 -5,185 468 897 1,048 0 89 -73
Percent of Open Interest Represented by Each Category of Trader
0.4 67.6 0.3 51.5 3.6 0.2 40.9 17.6 0.9 2.6 9.0 0.0 3.2 0.9
Number of Traders in Each Category Total Traders: 181
. 8 . 35 6 4 71 29 12 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 40,816
Positions
180 21,905 218 21,558 2,551 44 13,526 12,311 5 1,189 1,225 0 4,096 2,557
Changes from: January 10, 2023 Total Change is: 7,376
0 -30 63 4,797 -1,178 5 2,576 8,119 -715 115 254 0 535 858
Percent of Open Interest Represented by Each Category of Trader
0.4 53.7 0.5 52.8 6.3 0.1 33.1 30.2 0.0 2.9 3.0 0.0 10.0 6.3
Number of Traders in Each Category Total Traders: 71
. 6 . 16 6 . 21 8 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 32,180
Positions
9,924 5,537 136 7,591 12,204 401 9,684 9,890 170 356 552 13 3,905 3,277
Changes from: January 10, 2023 Total Change is: 3,725
4,547 -190 15 -350 281 199 -535 3,235 -82 233 48 0 -302 219
Percent of Open Interest Represented by Each Category of Trader
30.8 17.2 0.4 23.6 37.9 1.2 30.1 30.7 0.5 1.1 1.7 0.0 12.1 10.2
Number of Traders in Each Category Total Traders: 86
10 . . 16 17 4 24 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,004
Positions
2,342 2,350 3 5,756 2,113 0 2,681 7,397 159 0 0 0 2,063 982
Changes from: January 10, 2023 Total Change is: 2,235
1,302 426 -8 -125 -42 0 466 1,919 141 0 0 0 459 -201
Percent of Open Interest Represented by Each Category of Trader
18.0 18.1 0.0 44.3 16.2 0.0 20.6 56.9 1.2 0.0 0.0 0.0 15.9 7.5
Number of Traders in Each Category Total Traders: 27
. . . 4 . 0 7 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,374
Positions
7,566 9,885 774 9,419 3,873 573 14,609 5,742 1,462 126 11,355 6 6,840 7,704
Changes from: January 10, 2023 Total Change is: 2,501
25 648 316 -188 670 106 970 1,032 501 126 -520 -5 652 -246
Percent of Open Interest Represented by Each Category of Trader
18.3 23.9 1.9 22.8 9.4 1.4 35.3 13.9 3.5 0.3 27.4 0.0 16.5 18.6
Number of Traders in Each Category Total Traders: 90
8 15 4 17 7 4 16 19 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,747
Positions
15,132 19,769 1,548 18,838 7,746 1,145 29,217 11,485 2,924 251 22,710 11 13,680 15,409
Changes from: January 10, 2023 Total Change is: 5,002
49 1,295 631 -376 1,340 211 1,940 2,064 1,002 251 -1,040 -11 1,304 -491
Percent of Open Interest Represented by Each Category of Trader
18.3 23.9 1.9 22.8 9.4 1.4 35.3 13.9 3.5 0.3 27.4 0.0 16.5 18.6
Number of Traders in Each Category Total Traders: 90
8 15 4 17 7 4 16 19 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 45,656
Positions
16,042 30,013 0 21,096 8,883 2,346 3,316 3,659 0 0 0 0 2,856 755
Changes from: January 10, 2023 Total Change is: -2,264
-133 -713 0 -2,525 -77 29 -109 -1,279 0 0 0 0 474 -224
Percent of Open Interest Represented by Each Category of Trader
35.1 65.7 0.0 46.2 19.5 5.1 7.3 8.0 0.0 0.0 0.0 0.0 6.3 1.7
Number of Traders in Each Category Total Traders: 32
. 6 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 22,421
Positions
279 456 0 975 0 0 9,726 1,292 2,753 271 1,520 100 8,317 16,300
Changes from: January 10, 2023 Total Change is: 266
-103 17 0 317 0 -317 -2,574 30 820 0 15 0 2,123 -299
Percent of Open Interest Represented by Each Category of Trader
1.2 2.0 0.0 4.3 0.0 0.0 43.4 5.8 12.3 1.2 6.8 0.4 37.1 72.7
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 6 . 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 581,033
Positions
53,729 75,011 19,493 194,922 89,796 49,896 25,183 101,268 156,840 22,650 28,466 3,517 54,803 56,744
Changes from: January 10, 2023 Total Change is: 8,177
4,422 4,045 -408 5,180 -7,744 -80 -2,544 10,848 4,185 -2,161 -4,919 130 -547 2,119
Percent of Open Interest Represented by Each Category of Trader
9.2 12.9 3.4 33.5 15.5 8.6 4.3 17.4 27.0 3.9 4.9 0.6 9.4 9.8
Number of Traders in Each Category Total Traders: 577
30 34 42 148 104 120 63 104 105 55 36 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,431
Positions
0 6,923 0 10,729 5,393 0 1,935 272 0 0 0 0 1,767 1,843
Changes from: January 10, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 48.0 0.0 74.3 37.4 0.0 13.4 1.9 0.0 0.0 0.0 0.0 12.2 12.8
Number of Traders in Each Category Total Traders: 21
0 6 0 6 4 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 24,917
Positions
4,932 22,552 0 11,739 459 0 4,812 275 0 0 0 0 3,434 1,631
Changes from: January 10, 2023 Total Change is: 121
800 157 0 -1,017 0 0 310 -222 0 0 0 0 28 186
Percent of Open Interest Represented by Each Category of Trader
19.8 90.5 0.0 47.1 1.8 0.0 19.3 1.1 0.0 0.0 0.0 0.0 13.8 6.5
Number of Traders in Each Category Total Traders: 26
. 5 0 11 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,905,165
Positions
268,645 375,056 97,466 974,610 448,982 249,481 125,913 506,341 784,202 113,249 142,331 17,585 274,014 283,722
Changes from: January 10, 2023 Total Change is: 40,883
22,108 20,225 -2,042 25,898 -38,720 -398 -12,719 54,239 20,923 -10,803 -24,594 652 -2,736 10,597
Percent of Open Interest Represented by Each Category of Trader
9.2 12.9 3.4 33.5 15.5 8.6 4.3 17.4 27.0 3.9 4.9 0.6 9.4 9.8
Number of Traders in Each Category Total Traders: 577
30 34 42 148 104 120 63 104 105 55 36 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 26,004
Positions
12,022 23,322 0 10,953 337 189 630 1,283 0 0 0 0 2,210 873
Changes from: January 10, 2023 Total Change is: -121
1 271 0 -68 0 -1 4 -251 0 0 0 0 -57 -140
Percent of Open Interest Represented by Each Category of Trader
46.2 89.7 0.0 42.1 1.3 0.7 2.4 4.9 0.0 0.0 0.0 0.0 8.5 3.4
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,870
Positions
1,261 13,210 0 7,719 0 0 1,929 0 0 0 0 0 2,961 660
Changes from: January 10, 2023 Total Change is: 1,620
237 1,472 0 1,269 0 0 -28 0 0 0 0 0 142 148
Percent of Open Interest Represented by Each Category of Trader
9.1 95.2 0.0 55.7 0.0 0.0 13.9 0.0 0.0 0.0 0.0 0.0 21.3 4.8
Number of Traders in Each Category Total Traders: 22
. 9 0 6 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 21,361
Positions
4,827 12,145 0 14,086 6,608 0 996 1,162 0 0 0 0 1,452 1,446
Changes from: January 10, 2023 Total Change is: 2,117
2,003 2,450 0 0 -38 0 0 -57 0 0 0 0 114 -238
Percent of Open Interest Represented by Each Category of Trader
22.6 56.9 0.0 65.9 30.9 0.0 4.7 5.4 0.0 0.0 0.0 0.0 6.8 6.8
Number of Traders in Each Category Total Traders: 23
5 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 18,230
Positions
1,329 11,881 0 9,627 2,388 2,159 2,742 786 0 0 0 0 2,373 1,016
Changes from: January 10, 2023 Total Change is: 509
576 -1,571 0 -349 1,980 -142 328 -12 0 0 0 0 96 254
Percent of Open Interest Represented by Each Category of Trader
7.3 65.2 0.0 52.8 13.1 11.8 15.0 4.3 0.0 0.0 0.0 0.0 13.0 5.6
Number of Traders in Each Category Total Traders: 26
. 6 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 156,654
Positions
0 4,086 0 34,068 4,849 112 62,759 47,063 14,175 0 3,477 0 45,540 82,892
Changes from: January 10, 2023 Total Change is: 16,754
0 727 0 -399 -1,172 21 24,472 7,458 -957 -1,781 773 0 -4,601 9,904
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 21.7 3.1 0.1 40.1 30.0 9.0 0.0 2.2 0.0 29.1 52.9
Number of Traders in Each Category Total Traders: 26
0 . 0 10 . 4 4 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 252,118
Positions
95,948 56,084 111,252 0 32,000 0 2,750 12,842 38,232 0 0 0 3,936 1,708
Changes from: January 10, 2023 Total Change is: 1,232
-500 482 1,250 0 0 0 0 -500 0 0 0 0 482 0
Percent of Open Interest Represented by Each Category of Trader
38.1 22.2 44.1 0.0 12.7 0.0 1.1 5.1 15.2 0.0 0.0 0.0 1.6 0.7
Number of Traders in Each Category Total Traders: 22
11 . 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 42,653
Positions
8,871 3,944 183 22,831 29,357 2,366 474 2,325 71 561 0 0 7,296 4,407
Changes from: January 10, 2023 Total Change is: 112
-570 963 2 691 -2,033 -133 7 931 -37 -186 0 0 338 419
Percent of Open Interest Represented by Each Category of Trader
20.8 9.2 0.4 53.5 68.8 5.5 1.1 5.5 0.2 1.3 0.0 0.0 17.1 10.3
Number of Traders in Each Category Total Traders: 63
4 7 . 25 20 10 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 63,717
Positions
13,440 9,089 406 17,115 11,548 1,986 12,595 16,183 8,811 1,932 6,041 447 6,986 9,204
Changes from: January 10, 2023 Total Change is: 4,391
1,930 -169 -55 1,081 -1,219 231 826 2,268 201 281 2,264 42 -146 827
Percent of Open Interest Represented by Each Category of Trader
21.1 14.3 0.6 26.9 18.1 3.1 19.8 25.4 13.8 3.0 9.5 0.7 11.0 14.4
Number of Traders in Each Category Total Traders: 304
32 18 11 63 45 34 47 55 37 18 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 318,584
Positions
67,199 45,446 2,031 85,575 57,742 9,930 62,973 80,915 44,054 9,658 30,207 2,237 34,928 46,022
Changes from: January 10, 2023 Total Change is: 21,954
9,651 -846 -276 5,403 -6,097 1,157 4,132 11,342 1,007 1,404 11,321 209 -732 4,137
Percent of Open Interest Represented by Each Category of Trader
21.1 14.3 0.6 26.9 18.1 3.1 19.8 25.4 13.8 3.0 9.5 0.7 11.0 14.4
Number of Traders in Each Category Total Traders: 304
32 18 11 63 45 34 47 55 37 18 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 93,792
Positions
4,181 3,231 0 2,169 0 1,389 20,818 50,950 2,766 5,909 1,918 120 56,440 33,418
Changes from: January 10, 2023 Total Change is: 18,659
-1,981 1,136 0 132 0 -34 10,058 9,251 768 994 1,043 120 8,602 6,375
Percent of Open Interest Represented by Each Category of Trader
4.5 3.4 0.0 2.3 0.0 1.5 22.2 54.3 2.9 6.3 2.0 0.1 60.2 35.6
Number of Traders in Each Category Total Traders: 37
. . 0 6 0 . 6 12 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 437,787
Positions
79,511 41,361 5,972 171,716 161,075 40,844 77,339 126,843 13,848 23,274 25,574 24 25,259 22,246
Changes from: January 10, 2023 Total Change is: -2,485
-7,831 11,795 -402 4,855 -22,456 -815 -1,678 5,983 2,974 437 256 0 -26 180
Percent of Open Interest Represented by Each Category of Trader
18.2 9.4 1.4 39.2 36.8 9.3 17.7 29.0 3.2 5.3 5.8 0.0 5.8 5.1
Number of Traders in Each Category Total Traders: 314
25 17 4 87 66 43 41 55 31 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 18,937
Positions
1,201 17,816 0 13,641 655 0 2,844 282 0 0 0 0 1,251 184
Changes from: January 10, 2023 Total Change is: -112
0 -20 0 -357 0 0 0 -6 0 0 0 0 245 -86
Percent of Open Interest Represented by Each Category of Trader
6.3 94.1 0.0 72.0 3.5 0.0 15.0 1.5 0.0 0.0 0.0 0.0 6.6 1.0
Number of Traders in Each Category Total Traders: 22
. 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 14,138
Positions
425 3,124 0 8,895 2,462 23 639 2,767 0 1,242 2,333 0 2,914 3,429
Changes from: January 10, 2023 Total Change is: 2,147
-132 115 0 1,933 1,941 13 267 -1,190 0 0 685 0 66 583
Percent of Open Interest Represented by Each Category of Trader
3.0 22.1 0.0 62.9 17.4 0.2 4.5 19.6 0.0 8.8 16.5 0.0 20.6 24.3
Number of Traders in Each Category Total Traders: 25
. . 0 8 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 37,043
Positions
6,227 11,903 787 7,956 3,856 2,014 10,098 4,982 56 3,075 884 0 6,830 12,561
Changes from: January 10, 2023 Total Change is: -4,118
457 315 19 556 227 -681 -5,953 -1,167 10 826 -1,036 -5 653 -1,800
Percent of Open Interest Represented by Each Category of Trader
16.8 32.1 2.1 21.5 10.4 5.4 27.3 13.4 0.2 8.3 2.4 0.0 18.4 33.9
Number of Traders in Each Category Total Traders: 50
5 7 . 9 5 5 11 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 356,551
Positions
30,383 146,861 4,313 225,949 98,142 49,780 19,898 27,910 1,070 13,877 22,956 5 11,276 5,514
Changes from: January 10, 2023 Total Change is: 8,078
-3,011 -2,716 34 11,065 -11,211 667 536 11,110 287 -315 10,413 -162 -1,023 -344
Percent of Open Interest Represented by Each Category of Trader
8.5 41.2 1.2 63.4 27.5 14.0 5.6 7.8 0.3 3.9 6.4 0.0 3.2 1.5
Number of Traders in Each Category Total Traders: 190
11 16 8 65 50 34 19 17 5 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,147,482
Positions
67,045 527,987 14,340 717,222 262,527 114,238 120,954 128,778 7,329 64,959 81,439 3,184 38,211 7,660
Changes from: January 10, 2023 Total Change is: 21,728
-5,420 21,307 1,591 20,791 -19,060 -2,054 711 5,779 785 5,136 21,803 -165 353 -8,258
Percent of Open Interest Represented by Each Category of Trader
5.8 46.0 1.2 62.5 22.9 10.0 10.5 11.2 0.6 5.7 7.1 0.3 3.3 0.7
Number of Traders in Each Category Total Traders: 414
25 20 11 163 60 77 66 34 31 35 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 179,916
Positions
15,131 124,613 30,633 28,145 0 1,013 84,410 5,150 12,245 7,514 5,660 455 370 147
Changes from: January 10, 2023 Total Change is: -2,368
1,366 -4,682 2,156 250 0 0 -5,949 172 -224 28 102 8 -3 100
Percent of Open Interest Represented by Each Category of Trader
8.4 69.3 17.0 15.6 0.0 0.6 46.9 2.9 6.8 4.2 3.1 0.3 0.2 0.1
Number of Traders in Each Category Total Traders: 97
8 24 13 15 0 . 30 5 8 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,352,343
Positions
22,867 137,383 24,944 698,806 255,482 183,092 60,550 424,634 88,907 86,830 71,685 3,475 182,871 162,741
Changes from: January 10, 2023 Total Change is: 51,788
-188 18,734 4,950 47,930 -12,503 9,560 -14,526 18,253 5,659 -273 -110 745 -2,068 6,502
Percent of Open Interest Represented by Each Category of Trader
1.7 10.2 1.8 51.7 18.9 13.5 4.5 31.4 6.6 6.4 5.3 0.3 13.5 12.0
Number of Traders in Each Category Total Traders: 197
7 15 16 65 34 60 20 37 45 10 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,425,300
Positions
5,009 77,332 1,298 880,137 268,202 228,479 71,617 698,884 19,484 55,406 11,035 0 163,870 120,586
Changes from: January 10, 2023 Total Change is: 19,483
-47 6,446 -558 11,857 -5,084 4,454 2,009 20,696 -349 -85 2,021 0 2,202 -8,143
Percent of Open Interest Represented by Each Category of Trader
0.4 5.4 0.1 61.8 18.8 16.0 5.0 49.0 1.4 3.9 0.8 0.0 11.5 8.5
Number of Traders in Each Category Total Traders: 158
. 12 . 78 21 57 15 21 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,362,522
Positions
52,964 286,494 18,040 1,238,173 448,696 322,033 326,100 887,869 68,729 130,151 135,708 555 205,777 194,398
Changes from: January 10, 2023 Total Change is: 25,866
13,740 551 1,706 2,721 23,781 289 16,492 -9,733 8,666 -23,065 2,832 -150 5,468 -2,076
Percent of Open Interest Represented by Each Category of Trader
2.2 12.1 0.8 52.4 19.0 13.6 13.8 37.6 2.9 5.5 5.7 0.0 8.7 8.2
Number of Traders in Each Category Total Traders: 371
17 37 12 116 57 92 44 58 37 23 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,884,916
Positions
111,522 318,441 204,553 2,113,746 871,366 915,558 275,807 1,105,311 666,148 142,687 274,140 78,333 376,562 451,065
Changes from: January 10, 2023 Total Change is: 197,585
14,645 26,889 -30,033 132,384 -13,419 33,314 -35,844 114,854 66,440 2,125 -8,062 7,438 7,116 165
Percent of Open Interest Represented by Each Category of Trader
2.3 6.5 4.2 43.3 17.8 18.7 5.6 22.6 13.6 2.9 5.6 1.6 7.7 9.2
Number of Traders in Each Category Total Traders: 404
22 26 33 117 78 114 40 75 80 19 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,503,817
Positions
46,959 36,605 4,838 734,049 612,512 204,011 191,883 338,614 20,082 150,939 37,707 4 151,052 249,444
Changes from: January 10, 2023 Total Change is: 55,427
553 3,948 1,953 30,569 22,872 3,396 2,506 8,786 6,130 2,230 -2,927 2 8,088 11,267
Percent of Open Interest Represented by Each Category of Trader
3.1 2.4 0.3 48.8 40.7 13.6 12.8 22.5 1.3 10.0 2.5 0.0 10.0 16.6
Number of Traders in Each Category Total Traders: 156
5 8 4 40 52 56 20 19 14 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 2,399
Positions
0 0 0 0 0 0 219 1,758 24 958 192 0 1,198 425
Changes from: January 10, 2023 Total Change is: 425
0 0 0 0 0 0 139 430 24 60 50 0 202 -79
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 9.1 73.3 1.0 39.9 8.0 0.0 49.9 17.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,490,227
Positions
42,243 561,662 82,343 1,929,439 564,475 790,550 619,553 1,556,543 281,739 388,061 285,398 7,813 348,485 359,704
Changes from: January 10, 2023 Total Change is: 98,270
16,747 -10,299 14,643 45,153 -9,149 15,422 -8,083 59,230 5,501 -6,351 31,036 2,540 12,698 -10,654
Percent of Open Interest Represented by Each Category of Trader
0.9 12.5 1.8 43.0 12.6 17.6 13.8 34.7 6.3 8.6 6.4 0.2 7.8 8.0
Number of Traders in Each Category Total Traders: 360
13 38 28 103 52 84 51 64 61 18 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,645,779
Positions
432,225 222,223 514,393 3,151 166,900 13,282 316,226 314,981 318,318 15,415 43,565 2,683 30,086 49,434
Changes from: January 10, 2023 Total Change is: 118,634
-12,171 -18,953 73,918 -111 9,353 -1,234 27,708 12,429 26,428 7,721 17,684 -2,580 -1,045 1,589
Percent of Open Interest Represented by Each Category of Trader
26.3 13.5 31.3 0.2 10.1 0.8 19.2 19.1 19.3 0.9 2.6 0.2 1.8 3.0
Number of Traders in Each Category Total Traders: 144
24 34 51 . 5 4 21 41 48 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,403,201
Positions
2,023,581 1,246,676 1,517,406 365,775 59,892 235,562 482,738 1,264,888 3,343,622 15,938 107,866 96,437 322,143 530,852
Changes from: January 10, 2023 Total Change is: -381,348
-75,306 -88,801 -77,247 -21,520 -27,252 -20,569 21,731 54,145 -210,677 -1,054 -15,188 3,443 -149 798
Percent of Open Interest Represented by Each Category of Trader
24.1 14.8 18.1 4.4 0.7 2.8 5.7 15.1 39.8 0.2 1.3 1.1 3.8 6.3
Number of Traders in Each Category Total Traders: 151
26 22 46 9 . 10 29 41 61 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is15,444,910
Positions
2,687,382 3,168,022 1,834,763 666,062 312,501 900,138 1,292,805 1,067,077 7,750,142 83,509 172,986 215,176 14,934 24,106
Changes from: January 10, 2023 Total Change is: 610,366
-80,300 -42,103 139,074 59,662 28,144 33,995 113,369 100,439 356,168 -8,463 -4,538 3,622 -6,760 -4,433
Percent of Open Interest Represented by Each Category of Trader
17.4 20.5 11.9 4.3 2.0 5.8 8.4 6.9 50.2 0.5 1.1 1.4 0.1 0.2
Number of Traders in Each Category Total Traders: 670
55 98 128 32 39 45 85 130 170 76 103 115
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 668,056
Positions
133,050 211,736 183,491 42,731 2,164 5,143 183,281 133,536 118,712 776 12,171 637 235 466
Changes from: January 10, 2023 Total Change is: 57,376
8,220 7,067 32,617 -12,006 918 -177 7,627 -3,945 20,592 328 29 92 83 183
Percent of Open Interest Represented by Each Category of Trader
19.9 31.7 27.5 6.4 0.3 0.8 27.4 20.0 17.8 0.1 1.8 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 166
25 51 50 . . . 37 32 47 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 17,475
Positions
203 3,663 237 7,094 306 582 5,260 6,324 1,478 880 3,479 210 1,531 1,196
Changes from: January 10, 2023 Total Change is: 1,394
-103 67 52 747 -574 -74 113 -138 361 153 1,260 -16 161 456
Percent of Open Interest Represented by Each Category of Trader
1.2 21.0 1.4 40.6 1.8 3.3 30.1 36.2 8.5 5.0 19.9 1.2 8.8 6.8
Number of Traders in Each Category Total Traders: 119
. 8 . 10 4 5 31 36 19 12 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 8,122
Positions
431 734 0 144 851 37 2,125 2,595 701 1,892 1,659 53 2,739 1,492
Changes from: January 10, 2023 Total Change is: 615
42 200 0 1 -393 37 167 -172 21 192 654 -55 210 323
Percent of Open Interest Represented by Each Category of Trader
5.3 9.0 0.0 1.8 10.5 0.5 26.2 32.0 8.6 23.3 20.4 0.7 33.7 18.4
Number of Traders in Each Category Total Traders: 83
. . 0 4 . . 8 7 5 35 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,884
Positions
167 805 157 454 164 134 2,844 1,857 307 684 1,865 80 1,056 514
Changes from: January 10, 2023 Total Change is: 222
-31 83 51 288 -102 19 61 -524 10 -293 630 40 77 15
Percent of Open Interest Represented by Each Category of Trader
2.8 13.7 2.7 7.7 2.8 2.3 48.3 31.6 5.2 11.6 31.7 1.4 18.0 8.7
Number of Traders in Each Category Total Traders: 80
. 5 . 4 . . 24 19 7 13 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 24,570
Positions
0 2,752 0 536 146 310 7,790 11,085 2,987 11,749 6,783 65 1,133 442
Changes from: January 10, 2023 Total Change is: -935
-3,022 2,711 0 536 -2,463 310 -912 -1,755 41 1,961 172 30 120 19
Percent of Open Interest Represented by Each Category of Trader
0.0 11.2 0.0 2.2 0.6 1.3 31.7 45.1 12.2 47.8 27.6 0.3 4.6 1.8
Number of Traders in Each Category Total Traders: 105
0 . 0 . . . 11 7 4 57 26 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 39,446
Positions
257 12,788 0 16,548 2,474 1,028 11,598 18,456 394 4,282 1,199 20 5,319 3,087
Changes from: January 10, 2023 Total Change is: -2,905
60 0 0 -487 399 61 -1,019 -3,447 -131 -915 162 13 -486 38
Percent of Open Interest Represented by Each Category of Trader
0.7 32.4 0.0 42.0 6.3 2.6 29.4 46.8 1.0 10.9 3.0 0.1 13.5 7.8
Number of Traders in Each Category Total Traders: 92
. . 0 9 9 4 21 23 5 18 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 326,900
Positions
40,781 20,257 18,277 83,278 76,592 39,287 53,399 76,729 42,751 5,571 6,211 14,664 28,892 32,132
Changes from: January 10, 2023 Total Change is: 25,685
-1,337 3,659 3,771 -1,613 1,211 412 5,754 -1,882 5,563 105 3,684 3,345 9,685 5,922
Percent of Open Interest Represented by Each Category of Trader
12.5 6.2 5.6 25.5 23.4 12.0 16.3 23.5 13.1 1.7 1.9 4.5 8.8 9.8
Number of Traders in Each Category Total Traders: 190
14 15 17 21 35 25 28 45 48 14 9 14
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 69,338
Positions
42,449 45,068 0 24,820 1,062 832 668 21,487 0 224 806 0 345 83
Changes from: January 10, 2023 Total Change is: 5,978
2,030 0 0 5,579 0 -81 -1,643 6,014 0 105 52 0 -12 -7
Percent of Open Interest Represented by Each Category of Trader
61.2 65.0 0.0 35.8 1.5 1.2 1.0 31.0 0.0 0.3 1.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 49
. 4 0 14 . . 7 10 0 . 5 0
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Updated January 20, 2023