Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 162,064
Positions
45,493 3,380 1,936 24,545 65,029 6,176 23,823 36,495 13,834 11,156 2,566 17 35,084 32,631
Changes from: January 31, 2023 Total Change is: 9,845
5,309 -903 59 -913 5,420 -771 6,084 3,788 1,638 -466 707 -801 -294 707
Percent of Open Interest Represented by Each Category of Trader
28.1 2.1 1.2 15.1 40.1 3.8 14.7 22.5 8.5 6.9 1.6 0.0 21.6 20.1
Number of Traders in Each Category Total Traders: 101
11 . 5 10 23 11 16 25 15 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,986
Positions
13,604 1,668 1,230 3,119 8,656 518 8,771 12,951 2,608 2,182 0 0 9,953 14,354
Changes from: January 31, 2023 Total Change is: -307
886 -324 -214 -1,003 725 12 1,774 284 52 0 0 0 -1,814 -843
Percent of Open Interest Represented by Each Category of Trader
32.4 4.0 2.9 7.4 20.6 1.2 20.9 30.8 6.2 5.2 0.0 0.0 23.7 34.2
Number of Traders in Each Category Total Traders: 45
4 4 6 4 6 . 12 14 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 236,623
Positions
65,057 31,623 9,636 32,680 70,679 6,145 69,760 46,726 29,288 2,307 3,484 268 21,482 38,773
Changes from: January 31, 2023 Total Change is: 1,554
10,109 1,829 -2,682 -9,742 5,202 -760 16,225 3,780 -7,731 1,201 -2 -771 -4,294 2,690
Percent of Open Interest Represented by Each Category of Trader
27.5 13.4 4.1 13.8 29.9 2.6 29.5 19.7 12.4 1.0 1.5 0.1 9.1 16.4
Number of Traders in Each Category Total Traders: 131
9 4 7 15 33 18 29 34 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 185,743
Positions
34,475 33,892 17,589 68,308 46,786 5,162 11,821 32,264 15,603 1,502 605 0 31,283 33,842
Changes from: January 31, 2023 Total Change is: -6,436
-520 -7,610 -356 7,187 632 -817 -8,384 570 -1,010 34 -419 0 -2,572 2,573
Percent of Open Interest Represented by Each Category of Trader
18.6 18.2 9.5 36.8 25.2 2.8 6.4 17.4 8.4 0.8 0.3 0.0 16.8 18.2
Number of Traders in Each Category Total Traders: 109
7 13 7 20 22 18 13 26 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 904,296
Positions
39,034 568,397 24,708 525,570 78,631 26,054 67,290 57,108 84,132 38,627 13,064 5,393 93,488 46,809
Changes from: January 31, 2023 Total Change is: -18,860
-456 918 -1,369 7,737 2,956 -4,233 -12,092 -18,311 -1,366 -1,582 1,550 -153 -5,347 1,148
Percent of Open Interest Represented by Each Category of Trader
4.3 62.9 2.7 58.1 8.7 2.9 7.4 6.3 9.3 4.3 1.4 0.6 10.3 5.2
Number of Traders in Each Category Total Traders: 314
15 16 12 120 23 50 52 39 34 32 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,891
Positions
430 11,116 53 14,996 1,268 3,512 429 14,183 34 0 544 0 13,437 2,181
Changes from: January 31, 2023 Total Change is: 1,085
430 -21 6 130 143 573 0 422 34 0 53 0 -88 -125
Percent of Open Interest Represented by Each Category of Trader
1.3 33.8 0.2 45.6 3.9 10.7 1.3 43.1 0.1 0.0 1.7 0.0 40.9 6.6
Number of Traders in Each Category Total Traders: 30
. . . 17 . 6 . 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 21,537
Positions
5,332 3,574 39 3,514 11,315 1,158 4,272 0 0 0 1,100 0 7,222 4,351
Changes from: January 31, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.8 16.6 0.2 16.3 52.5 5.4 19.8 0.0 0.0 0.0 5.1 0.0 33.5 20.2
Number of Traders in Each Category Total Traders: 20
. . . 4 9 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 135,024
Positions
19,194 14,368 415 60,850 59,947 1,768 12,477 26,482 12,242 2,475 0 0 25,603 19,801
Changes from: January 31, 2023 Total Change is: -15,729
-5,279 -2,833 104 -2,279 -2,348 -2,923 -2,400 -6,572 -2,933 109 0 -84 -43 1,861
Percent of Open Interest Represented by Each Category of Trader
14.2 10.6 0.3 45.1 44.4 1.3 9.2 19.6 9.1 1.8 0.0 0.0 19.0 14.7
Number of Traders in Each Category Total Traders: 84
4 5 . 19 13 9 18 21 17 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 263,488
Positions
690 193,448 893 146,257 8,876 474 99,170 28,324 2,837 5,778 25,616 18 7,371 3,001
Changes from: January 31, 2023 Total Change is: -23,046
-1,016 966 3 -42 -175 -39 -19,583 -23,920 75 -1,965 433 0 -479 -389
Percent of Open Interest Represented by Each Category of Trader
0.3 73.4 0.3 55.5 3.4 0.2 37.6 10.7 1.1 2.2 9.7 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 166
. 10 . 35 7 . 60 26 12 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 52,238
Positions
193 34,311 351 31,544 1,153 0 15,632 12,313 0 985 1,797 0 3,533 2,313
Changes from: January 31, 2023 Total Change is: -19,883
13 12,510 -22,755 4,880 -407 -25 -813 -8,773 -32 -703 546 -205 -243 -742
Percent of Open Interest Represented by Each Category of Trader
0.4 65.7 0.7 60.4 2.2 0.0 29.9 23.6 0.0 1.9 3.4 0.0 6.8 4.4
Number of Traders in Each Category Total Traders: 61
. 5 . 17 . 0 18 5 0 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 37,772
Positions
8,155 8,094 171 9,895 11,892 690 12,663 9,245 1,282 647 297 17 4,252 6,084
Changes from: January 31, 2023 Total Change is: 812
900 -726 171 -891 903 21 -411 -2,623 1,118 312 97 17 -425 1,834
Percent of Open Interest Represented by Each Category of Trader
21.6 21.4 0.5 26.2 31.5 1.8 33.5 24.5 3.4 1.7 0.8 0.0 11.3 16.1
Number of Traders in Each Category Total Traders: 83
6 6 . 15 15 5 22 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 8,346
Positions
2,568 2,297 43 947 3,341 0 3,190 1,261 0 0 0 0 1,598 1,404
Changes from: January 31, 2023 Total Change is: 268
-13 40 9 -390 518 0 1,261 -261 -159 0 0 0 -440 121
Percent of Open Interest Represented by Each Category of Trader
30.8 27.5 0.5 11.3 40.0 0.0 38.2 15.1 0.0 0.0 0.0 0.0 19.1 16.8
Number of Traders in Each Category Total Traders: 28
. . . 4 4 0 8 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 43,208
Positions
12,207 10,944 724 9,472 4,697 430 11,884 7,417 1,905 497 9,947 1 6,088 7,142
Changes from: January 31, 2023 Total Change is: 2,954
2,330 2,312 14 1,011 824 -94 334 579 172 -111 153 -2 -701 -1,005
Percent of Open Interest Represented by Each Category of Trader
28.3 25.3 1.7 21.9 10.9 1.0 27.5 17.2 4.4 1.2 23.0 0.0 14.1 16.5
Number of Traders in Each Category Total Traders: 101
11 17 5 17 8 4 18 21 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 86,415
Positions
24,413 21,887 1,448 18,943 9,394 860 23,769 14,835 3,811 994 19,894 2 12,175 14,285
Changes from: January 31, 2023 Total Change is: 5,907
4,659 4,624 29 2,021 1,648 -188 669 1,157 344 -221 306 -4 -1,402 -2,009
Percent of Open Interest Represented by Each Category of Trader
28.3 25.3 1.7 21.9 10.9 1.0 27.5 17.2 4.4 1.2 23.0 0.0 14.1 16.5
Number of Traders in Each Category Total Traders: 101
11 17 5 17 8 4 18 21 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 45,751
Positions
18,961 38,943 0 18,303 119 2,285 3,550 3,633 0 0 0 0 2,652 771
Changes from: January 31, 2023 Total Change is: -2,231
2,728 6,077 0 1,259 -8,725 176 400 517 0 0 0 0 -6,794 -276
Percent of Open Interest Represented by Each Category of Trader
41.4 85.1 0.0 40.0 0.3 5.0 7.8 7.9 0.0 0.0 0.0 0.0 5.8 1.7
Number of Traders in Each Category Total Traders: 31
5 4 0 15 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 621,227
Positions
54,664 80,772 21,113 187,150 76,927 53,657 23,099 95,971 198,562 21,074 30,006 3,437 58,471 60,783
Changes from: January 31, 2023 Total Change is: 26,124
2,820 1,528 181 -2,166 1,158 197 -846 -4,129 26,447 -1,437 2,414 -30 959 -1,642
Percent of Open Interest Represented by Each Category of Trader
8.8 13.0 3.4 30.1 12.4 8.6 3.7 15.4 32.0 3.4 4.8 0.6 9.4 9.8
Number of Traders in Each Category Total Traders: 568
33 28 38 143 100 122 68 109 121 49 36 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 22,684
Positions
5,006 20,204 0 8,928 695 0 3,330 241 0 0 0 0 5,420 1,544
Changes from: January 31, 2023 Total Change is: -1,052
79 -561 0 -1,566 360 0 -828 16 0 0 0 0 1,263 -867
Percent of Open Interest Represented by Each Category of Trader
22.1 89.1 0.0 39.4 3.1 0.0 14.7 1.1 0.0 0.0 0.0 0.0 23.9 6.8
Number of Traders in Each Category Total Traders: 23
4 5 0 7 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,106,134
Positions
273,321 403,858 105,563 935,752 384,633 268,286 115,497 479,857 992,808 105,368 150,032 17,184 292,355 303,913
Changes from: January 31, 2023 Total Change is: 130,621
14,099 7,640 907 -10,831 5,788 983 -4,231 -20,643 132,233 -7,184 12,072 -150 4,794 -8,211
Percent of Open Interest Represented by Each Category of Trader
8.8 13.0 3.4 30.1 12.4 8.6 3.7 15.4 32.0 3.4 4.8 0.6 9.4 9.8
Number of Traders in Each Category Total Traders: 568
33 28 38 143 100 122 68 109 121 49 36 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,320
Positions
12,248 31,674 0 19,154 0 90 399 1,511 0 0 0 0 2,429 1,045
Changes from: January 31, 2023 Total Change is: 7,815
-2 8,322 0 8,040 0 0 -248 12 0 0 0 0 25 -519
Percent of Open Interest Represented by Each Category of Trader
35.7 92.3 0.0 55.8 0.0 0.3 1.2 4.4 0.0 0.0 0.0 0.0 7.1 3.0
Number of Traders in Each Category Total Traders: 25
4 10 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,560
Positions
1,483 11,759 0 7,725 602 0 1,979 208 9 0 0 0 2,364 982
Changes from: January 31, 2023 Total Change is: -80
0 -838 0 257 229 0 225 208 9 0 0 0 -571 312
Percent of Open Interest Represented by Each Category of Trader
10.9 86.7 0.0 57.0 4.4 0.0 14.6 1.5 0.1 0.0 0.0 0.0 17.4 7.2
Number of Traders in Each Category Total Traders: 23
. 9 0 5 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,327
Positions
6,891 16,504 0 13,005 3,333 0 773 935 0 0 0 0 1,658 1,555
Changes from: January 31, 2023 Total Change is: -1,755
800 314 0 -1,064 -2,146 0 -269 -86 0 0 0 0 -1,222 163
Percent of Open Interest Represented by Each Category of Trader
30.9 73.9 0.0 58.2 14.9 0.0 3.5 4.2 0.0 0.0 0.0 0.0 7.4 7.0
Number of Traders in Each Category Total Traders: 24
6 5 0 . 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 19,232
Positions
9,581 4,195 0 2,562 9,761 2,159 3,332 1,193 0 0 300 0 1,598 1,624
Changes from: January 31, 2023 Total Change is: -2,326
5,128 -5,535 0 -6,504 2,283 0 -869 369 0 0 0 0 -81 557
Percent of Open Interest Represented by Each Category of Trader
49.8 21.8 0.0 13.3 50.8 11.2 17.3 6.2 0.0 0.0 1.6 0.0 8.3 8.4
Number of Traders in Each Category Total Traders: 28
7 4 0 5 . . 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 208,838
Positions
0 7,600 0 26,718 4,821 1,816 118,356 73,413 9,532 0 11,358 0 52,416 100,299
Changes from: January 31, 2023 Total Change is: 16,863
0 3,369 0 -3,506 -94 383 22,285 14,653 -4,528 0 2,649 0 2,230 432
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 12.8 2.3 0.9 56.7 35.2 4.6 0.0 5.4 0.0 25.1 48.0
Number of Traders in Each Category Total Traders: 32
0 . 0 9 . . 9 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 247,423
Positions
95,853 56,339 111,707 0 32,000 0 3,750 13,492 31,727 0 0 0 4,386 2,158
Changes from: January 31, 2023 Total Change is: 2,550
0 0 2,600 0 0 0 0 0 -500 0 0 0 450 450
Percent of Open Interest Represented by Each Category of Trader
38.7 22.8 45.1 0.0 12.9 0.0 1.5 5.5 12.8 0.0 0.0 0.0 1.8 0.9
Number of Traders in Each Category Total Traders: 22
11 . 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 43,466
Positions
7,698 8,348 189 24,337 24,532 2,760 1,270 2,893 3 0 499 0 7,209 4,242
Changes from: January 31, 2023 Total Change is: 890
-503 2,773 5 1,169 -1,411 -5 -78 -681 -130 0 499 0 432 -160
Percent of Open Interest Represented by Each Category of Trader
17.7 19.2 0.4 56.0 56.4 6.3 2.9 6.7 0.0 0.0 1.1 0.0 16.6 9.8
Number of Traders in Each Category Total Traders: 68
4 8 . 28 17 13 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 66,695
Positions
14,343 10,368 484 17,741 7,888 1,645 13,146 20,595 10,741 1,408 4,347 392 6,794 10,235
Changes from: January 31, 2023 Total Change is: 2,075
-254 646 72 -226 -2,413 26 902 2,962 1,510 -279 -1,014 150 174 136
Percent of Open Interest Represented by Each Category of Trader
21.5 15.5 0.7 26.6 11.8 2.5 19.7 30.9 16.1 2.1 6.5 0.6 10.2 15.3
Number of Traders in Each Category Total Traders: 299
29 17 12 68 41 37 39 62 43 8 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 333,473
Positions
71,715 51,838 2,422 88,704 39,442 8,224 65,731 102,974 53,706 7,038 21,733 1,959 33,972 51,174
Changes from: January 31, 2023 Total Change is: 10,376
-1,272 3,231 358 -1,130 -12,063 130 4,511 14,810 7,552 -1,394 -5,070 749 871 678
Percent of Open Interest Represented by Each Category of Trader
21.5 15.5 0.7 26.6 11.8 2.5 19.7 30.9 16.1 2.1 6.5 0.6 10.2 15.3
Number of Traders in Each Category Total Traders: 299
29 17 12 68 41 37 39 62 43 8 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 143,340
Positions
7,556 6,238 0 2,113 826 1,231 42,688 85,609 3,138 2,265 1,249 100 84,249 44,949
Changes from: January 31, 2023 Total Change is: 21,439
-220 2,209 0 330 481 -79 17,655 12,961 1,092 -2,944 669 0 5,605 4,106
Percent of Open Interest Represented by Each Category of Trader
5.3 4.4 0.0 1.5 0.6 0.9 29.8 59.7 2.2 1.6 0.9 0.1 58.8 31.4
Number of Traders in Each Category Total Traders: 41
. 6 0 5 . . 8 12 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 450,392
Positions
73,734 52,132 4,618 192,893 153,038 38,267 70,431 133,694 18,190 23,674 30,732 25 28,560 19,696
Changes from: January 31, 2023 Total Change is: 9,240
-2,260 6,541 -951 14,138 -3,200 -1,496 -4,012 2,555 3,466 -1,532 3,875 0 1,887 -1,550
Percent of Open Interest Represented by Each Category of Trader
16.4 11.6 1.0 42.8 34.0 8.5 15.6 29.7 4.0 5.3 6.8 0.0 6.3 4.4
Number of Traders in Each Category Total Traders: 326
26 18 5 85 66 45 43 62 28 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 18,337
Positions
2,951 16,784 0 11,708 636 0 2,529 596 0 0 0 0 1,149 321
Changes from: January 31, 2023 Total Change is: -407
0 -488 0 412 -10 0 -7 0 0 0 0 0 -812 91
Percent of Open Interest Represented by Each Category of Trader
16.1 91.5 0.0 63.8 3.5 0.0 13.8 3.3 0.0 0.0 0.0 0.0 6.3 1.8
Number of Traders in Each Category Total Traders: 24
. 4 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 12,652
Positions
425 1,697 0 7,380 2,208 14 437 2,423 0 1,433 2,958 11 2,952 3,341
Changes from: January 31, 2023 Total Change is: -1,678
0 -761 0 -2,010 0 1 0 -1,339 0 0 81 0 331 340
Percent of Open Interest Represented by Each Category of Trader
3.4 13.4 0.0 58.3 17.5 0.1 3.5 19.2 0.0 11.3 23.4 0.1 23.3 26.4
Number of Traders in Each Category Total Traders: 24
. . 0 8 4 . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 39,342
Positions
3,334 13,413 563 10,808 4,304 2,075 10,154 5,499 43 6,216 0 0 6,149 13,445
Changes from: January 31, 2023 Total Change is: 2,846
-117 603 -193 1,436 -167 -203 627 361 -14 1,236 0 -1 75 2,460
Percent of Open Interest Represented by Each Category of Trader
8.5 34.1 1.4 27.5 10.9 5.3 25.8 14.0 0.1 15.8 0.0 0.0 15.6 34.2
Number of Traders in Each Category Total Traders: 54
6 9 . 9 5 5 9 11 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 382,862
Positions
28,341 171,815 4,020 259,159 79,273 41,065 22,887 32,198 1,981 13,266 46,392 0 12,143 6,118
Changes from: January 31, 2023 Total Change is: 8,358
-47 6,743 -83 17,386 -6,879 -4,212 2,291 677 -698 554 11,562 -9 -6,824 1,257
Percent of Open Interest Represented by Each Category of Trader
7.4 44.9 1.0 67.7 20.7 10.7 6.0 8.4 0.5 3.5 12.1 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 194
11 15 6 72 45 36 22 16 10 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,186,026
Positions
75,693 601,032 10,802 767,668 246,622 115,706 109,602 138,860 8,822 52,265 46,895 2,748 42,720 14,539
Changes from: January 31, 2023 Total Change is: -3,548
3,168 27,051 -2,357 19,612 -9,749 6,510 -19,201 5,402 -26 -6,048 -27,927 26 -5,232 -2,478
Percent of Open Interest Represented by Each Category of Trader
6.4 50.7 0.9 64.7 20.8 9.8 9.2 11.7 0.7 4.4 4.0 0.2 3.6 1.2
Number of Traders in Each Category Total Traders: 417
30 15 16 177 54 78 67 34 33 29 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 176,501
Positions
17,982 116,756 32,626 27,958 0 1,228 73,671 5,249 14,457 7,739 5,656 476 364 53
Changes from: January 31, 2023 Total Change is: -4,347
455 -5,095 242 304 0 215 -7,031 -1,942 2,547 41 -2 -3 -1,117 -309
Percent of Open Interest Represented by Each Category of Trader
10.2 66.2 18.5 15.8 0.0 0.7 41.7 3.0 8.2 4.4 3.2 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 93
9 22 13 15 0 . 27 6 8 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,339,748
Positions
27,272 114,641 33,038 683,410 254,257 164,864 49,889 446,883 104,380 86,998 68,082 3,693 186,205 149,909
Changes from: January 31, 2023 Total Change is: 10,973
2,469 -3,151 5,730 -20,122 -7,193 836 -7,373 -139 27,138 -2,704 -5,359 810 4,189 -7,699
Percent of Open Interest Represented by Each Category of Trader
2.0 8.6 2.5 51.0 19.0 12.3 3.7 33.4 7.8 6.5 5.1 0.3 13.9 11.2
Number of Traders in Each Category Total Traders: 187
9 15 17 61 31 58 21 31 39 10 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,460,361
Positions
4,999 81,143 428 888,558 257,672 238,996 67,663 699,088 36,913 59,623 20,230 0 163,181 125,891
Changes from: January 31, 2023 Total Change is: 11,935
-1,787 8,540 -1,088 5,746 -12,223 -953 2,947 16,049 2,076 4,402 -3,252 0 592 2,786
Percent of Open Interest Represented by Each Category of Trader
0.3 5.6 0.0 60.8 17.6 16.4 4.6 47.9 2.5 4.1 1.4 0.0 11.2 8.6
Number of Traders in Each Category Total Traders: 158
. 11 . 76 22 56 13 23 16 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,594,198
Positions
77,464 229,012 27,739 1,319,168 542,470 314,670 395,725 1,120,377 73,069 187,161 133,174 2,292 196,910 151,394
Changes from: January 31, 2023 Total Change is: 134,332
17,798 -29,164 -2,985 38,460 69,302 -9,492 88,128 171,544 -15,212 20,884 -25,388 378 -3,627 -24,650
Percent of Open Interest Represented by Each Category of Trader
3.0 8.8 1.1 50.9 20.9 12.1 15.3 43.2 2.8 7.2 5.1 0.1 7.6 5.8
Number of Traders in Each Category Total Traders: 395
29 30 13 126 53 96 41 63 45 32 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,083,297
Positions
135,931 270,104 253,542 2,075,525 1,080,636 843,592 322,627 1,235,258 691,875 348,309 229,390 49,693 362,204 429,207
Changes from: January 31, 2023 Total Change is: 318,984
22,759 -36,064 64,434 -25,029 64,358 -16,492 -19,151 92,794 158,149 120,432 -12,507 13,922 -39 -9,610
Percent of Open Interest Represented by Each Category of Trader
2.7 5.3 5.0 40.8 21.3 16.6 6.3 24.3 13.6 6.9 4.5 1.0 7.1 8.4
Number of Traders in Each Category Total Traders: 408
23 25 35 111 84 114 47 74 86 23 21 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,464,580
Positions
62,657 42,438 623 712,128 583,197 202,961 185,613 340,758 13,768 149,386 32,995 69 137,375 247,771
Changes from: January 31, 2023 Total Change is: 4,610
7,284 8,835 -108 6,551 3,333 6,128 915 140 -863 -111 -7,726 -149 -15,037 -4,980
Percent of Open Interest Represented by Each Category of Trader
4.3 2.9 0.0 48.6 39.8 13.9 12.7 23.3 0.9 10.2 2.3 0.0 9.4 16.9
Number of Traders in Each Category Total Traders: 147
7 8 . 37 53 56 11 20 13 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,611,415
Positions
37,202 503,507 107,380 1,947,078 696,393 727,771 617,875 1,613,069 354,113 474,445 291,154 14,953 330,597 303,075
Changes from: January 31, 2023 Total Change is: 163,943
-7,774 -14,181 25,090 28,111 138,331 -47,621 32,778 -3,612 107,102 38,334 -10,042 4,581 -16,657 -35,704
Percent of Open Interest Represented by Each Category of Trader
0.8 10.9 2.3 42.2 15.1 15.8 13.4 35.0 7.7 10.3 6.3 0.3 7.2 6.6
Number of Traders in Each Category Total Traders: 367
10 38 32 108 50 95 46 73 68 24 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,619,917
Positions
334,554 201,711 610,824 9,150 102,770 12,407 218,700 249,263 368,235 34,105 32,225 2,294 29,648 40,188
Changes from: January 31, 2023 Total Change is: -269,735
-81,081 -28,350 -72,985 6,819 -87,038 -8,583 -133,031 -11,573 7,496 15,511 -45,002 769 -4,650 -24,469
Percent of Open Interest Represented by Each Category of Trader
20.7 12.5 37.7 0.6 6.3 0.8 13.5 15.4 22.7 2.1 2.0 0.1 1.8 2.5
Number of Traders in Each Category Total Traders: 141
25 32 57 5 4 . 28 33 49 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,054,356
Positions
2,055,390 1,263,800 1,448,077 239,540 60,084 220,127 566,913 1,220,165 3,104,352 26,157 98,675 87,272 306,527 551,803
Changes from: January 31, 2023 Total Change is: -134,414
15,328 13,934 -43,701 -38,529 4,621 -5,497 31,246 -16,009 -90,788 8,745 -33,592 -4,179 -7,040 40,796
Percent of Open Interest Represented by Each Category of Trader
25.5 15.7 18.0 3.0 0.7 2.7 7.0 15.1 38.5 0.3 1.2 1.1 3.8 6.9
Number of Traders in Each Category Total Traders: 153
25 23 43 10 4 13 35 36 61 7 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is20,038,031
Positions
2,728,262 3,183,256 2,350,570 554,951 479,525 863,356 1,613,929 1,228,588 11,426,273 169,634 167,773 297,352 33,705 41,339
Changes from: January 31, 2023 Total Change is: 2,293,409
-14,063 44,829 342,439 -129,866 81,663 -152,715 275,988 119,304 1,815,120 83,793 -29,656 65,774 6,938 6,650
Percent of Open Interest Represented by Each Category of Trader
13.6 15.9 11.7 2.8 2.4 4.3 8.1 6.1 57.0 0.8 0.8 1.5 0.2 0.2
Number of Traders in Each Category Total Traders: 730
63 91 130 20 51 56 88 143 187 95 112 142
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 630,284
Positions
122,304 185,743 210,129 12,150 3,956 10,745 164,454 100,945 109,080 371 8,595 706 345 385
Changes from: January 31, 2023 Total Change is: -137,355
27,970 10,780 -74,168 -27,502 356 2,732 -20,285 -20,590 -46,815 232 -10,066 314 167 102
Percent of Open Interest Represented by Each Category of Trader
19.4 29.5 33.3 1.9 0.6 1.7 26.1 16.0 17.3 0.1 1.4 0.1 0.1 0.1
Number of Traders in Each Category Total Traders: 159
29 45 49 . . . 27 39 40 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 18,378
Positions
303 5,933 284 7,845 28 700 5,275 6,793 1,360 845 2,129 292 1,474 860
Changes from: January 31, 2023 Total Change is: -682
11 28 11 -422 -30 17 -365 -486 246 48 -506 -43 -186 81
Percent of Open Interest Represented by Each Category of Trader
1.6 32.3 1.5 42.7 0.2 3.8 28.7 37.0 7.4 4.6 11.6 1.6 8.0 4.7
Number of Traders in Each Category Total Traders: 115
. 9 . 12 . 5 29 36 16 15 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,617
Positions
319 846 0 465 17 13 5,515 7,987 1,903 1,806 642 65 2,531 1,143
Changes from: January 31, 2023 Total Change is: 652
9 -366 0 -15 -6 0 4,255 4,827 -3,675 64 -90 29 -15 -68
Percent of Open Interest Represented by Each Category of Trader
2.5 6.7 0.0 3.7 0.1 0.1 43.7 63.3 15.1 14.3 5.1 0.5 20.1 9.1
Number of Traders in Each Category Total Traders: 80
. 4 0 . . . 13 12 7 30 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,062
Positions
167 413 161 531 134 97 1,994 2,481 663 470 621 18 962 474
Changes from: January 31, 2023 Total Change is: 384
9 -363 -13 253 -20 72 -42 264 190 -40 238 -32 -12 49
Percent of Open Interest Represented by Each Category of Trader
3.3 8.2 3.2 10.5 2.6 1.9 39.4 49.0 13.1 9.3 12.3 0.4 19.0 9.4
Number of Traders in Each Category Total Traders: 76
. 7 4 5 . . 20 19 10 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 23,648
Positions
0 2,504 0 1,318 0 0 5,274 12,295 4,920 11,120 3,626 7 1,009 297
Changes from: January 31, 2023 Total Change is: 3,942
-149 1,950 0 77 0 0 1,119 -2,109 2,680 -36 1,487 -10 260 -57
Percent of Open Interest Represented by Each Category of Trader
0.0 10.6 0.0 5.6 0.0 0.0 22.3 52.0 20.8 47.0 15.3 0.0 4.3 1.3
Number of Traders in Each Category Total Traders: 101
0 . 0 . 0 0 9 8 6 63 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 33,591
Positions
87 12,788 0 14,427 3,480 1,017 6,781 11,088 1,351 3,865 1,061 74 5,989 2,733
Changes from: January 31, 2023 Total Change is: -4,605
30 0 0 -1,076 -379 -93 -3,475 -4,276 800 -497 -372 59 -353 -344
Percent of Open Interest Represented by Each Category of Trader
0.3 38.1 0.0 42.9 10.4 3.0 20.2 33.0 4.0 11.5 3.2 0.2 17.8 8.1
Number of Traders in Each Category Total Traders: 83
. . 0 9 8 . 17 18 5 23 6 4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 317,316
Positions
42,235 13,803 16,563 91,188 83,596 36,731 53,838 85,250 36,341 5,359 3,351 10,015 25,046 31,666
Changes from: January 31, 2023 Total Change is: 6,841
4,307 -1,920 238 296 -9,118 166 -296 11,739 3,246 -821 -1,046 -911 616 4,447
Percent of Open Interest Represented by Each Category of Trader
13.3 4.3 5.2 28.7 26.3 11.6 17.0 26.9 11.5 1.7 1.1 3.2 7.9 10.0
Number of Traders in Each Category Total Traders: 192
19 8 17 26 32 29 31 48 44 15 6 12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 65,735
Positions
45,069 45,068 0 18,397 1,062 823 580 18,599 0 623 116 0 243 67
Changes from: January 31, 2023 Total Change is: -8,751
0 0 0 -9,166 0 -9 120 -7,575 0 337 -1,156 0 -33 -11
Percent of Open Interest Represented by Each Category of Trader
68.6 68.6 0.0 28.0 1.6 1.3 0.9 28.3 0.0 0.9 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 47
4 4 0 12 . . 7 9 0 6 . 0
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Updated March 03, 2023