Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 168,387
Positions
64,265 2,930 3,660 27,886 74,468 4,804 15,502 36,553 10,470 8,778 2,922 34 32,987 32,545
Changes from: May 16, 2023 Total Change is: -2,141
5,287 0 -20 637 -2,054 415 -8,701 -698 290 -407 510 0 358 -585
Percent of Open Interest Represented by Each Category of Trader
38.2 1.7 2.2 16.6 44.2 2.9 9.2 21.7 6.2 5.2 1.7 0.0 19.6 19.3
Number of Traders in Each Category Total Traders: 104
13 . 6 15 22 12 15 26 12 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 50,858
Positions
14,599 10,685 1,189 7,173 12,084 69 7,569 7,636 4,361 1,667 0 0 14,230 14,835
Changes from: May 16, 2023 Total Change is: 3,375
91 4,612 -15 2,222 -194 -211 1,763 -17 302 0 0 0 -776 -1,101
Percent of Open Interest Represented by Each Category of Trader
28.7 21.0 2.3 14.1 23.8 0.1 14.9 15.0 8.6 3.3 0.0 0.0 28.0 29.2
Number of Traders in Each Category Total Traders: 44
. 5 4 8 8 . 11 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 270,678
Positions
55,425 64,192 9,172 67,967 61,868 6,572 52,146 53,384 44,706 1,775 2,888 705 32,209 27,191
Changes from: May 16, 2023 Total Change is: -10,538
534 1,496 -131 -7,932 -5,817 420 -2,747 -4,717 -1,092 85 -894 -60 385 258
Percent of Open Interest Represented by Each Category of Trader
20.5 23.7 3.4 25.1 22.9 2.4 19.3 19.7 16.5 0.7 1.1 0.3 11.9 10.0
Number of Traders in Each Category Total Traders: 126
. 11 6 17 27 16 28 30 24 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 252,564
Positions
74,515 4,598 7,636 79,289 84,685 5,255 28,526 82,232 23,212 4,032 3,932 0 30,099 41,014
Changes from: May 16, 2023 Total Change is: 31,464
24,325 -10,413 -1,899 -8,380 15,135 401 8,435 19,421 6,665 27 106 -2 1,893 2,049
Percent of Open Interest Represented by Each Category of Trader
29.5 1.8 3.0 31.4 33.5 2.1 11.3 32.6 9.2 1.6 1.6 0.0 11.9 16.2
Number of Traders in Each Category Total Traders: 150
14 6 9 22 25 17 22 48 22 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 892,595
Positions
20,753 554,108 18,171 536,624 76,762 24,728 59,348 63,703 97,297 36,426 10,088 4,251 94,996 43,486
Changes from: May 16, 2023 Total Change is: -3,766
-1,347 -13,340 15 -8,240 -1,677 635 -254 7,136 4,387 2,195 -310 -114 -1,043 -498
Percent of Open Interest Represented by Each Category of Trader
2.3 62.1 2.0 60.1 8.6 2.8 6.6 7.1 10.9 4.1 1.1 0.5 10.6 4.9
Number of Traders in Each Category Total Traders: 310
14 15 13 127 27 55 48 43 37 25 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 31,944
Positions
0 20,259 0 12,507 2,143 3,516 3,441 1,891 3 0 0 0 12,477 4,132
Changes from: May 16, 2023 Total Change is: 360
-400 -140 0 101 868 -10 609 -430 0 0 0 0 60 72
Percent of Open Interest Represented by Each Category of Trader
0.0 63.4 0.0 39.2 6.7 11.0 10.8 5.9 0.0 0.0 0.0 0.0 39.1 12.9
Number of Traders in Each Category Total Traders: 25
0 . 0 15 4 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 188,126
Positions
68,247 2,518 845 44,419 104,749 6,291 37,802 34,776 7,742 2,510 501 0 20,270 30,703
Changes from: May 16, 2023 Total Change is: 13,167
9,231 295 -146 -4,011 9,205 -140 8,657 1,906 439 -451 -419 0 -412 2,027
Percent of Open Interest Represented by Each Category of Trader
36.3 1.3 0.4 23.6 55.7 3.3 20.1 18.5 4.1 1.3 0.3 0.0 10.8 16.3
Number of Traders in Each Category Total Traders: 95
8 . 5 15 21 15 22 22 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 233,643
Positions
8,715 112,604 1,081 140,178 7,099 373 70,588 52,008 1,138 3,271 56,666 127 8,171 2,547
Changes from: May 16, 2023 Total Change is: -20,454
-450 101 238 -5,096 -1,107 0 -13,735 -17,629 -813 204 -630 14 -816 -628
Percent of Open Interest Represented by Each Category of Trader
3.7 48.2 0.5 60.0 3.0 0.2 30.2 22.3 0.5 1.4 24.3 0.1 3.5 1.1
Number of Traders in Each Category Total Traders: 165
5 13 4 30 6 . 55 26 10 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 53,223
Positions
1,640 35,766 883 23,071 6,216 0 18,736 5,395 42 3,115 3,164 0 5,736 1,757
Changes from: May 16, 2023 Total Change is: 2,590
783 -78 710 -506 854 0 356 865 -6 2 -320 0 1,251 565
Percent of Open Interest Represented by Each Category of Trader
3.1 67.2 1.7 43.3 11.7 0.0 35.2 10.1 0.1 5.9 5.9 0.0 10.8 3.3
Number of Traders in Each Category Total Traders: 79
4 4 4 15 7 0 29 6 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 39,346
Positions
9,265 6,301 8 9,630 17,673 111 15,263 10,877 603 295 448 0 4,171 3,325
Changes from: May 16, 2023 Total Change is: 2,856
-1,173 3,232 0 1,180 -2,437 -83 2,199 2,097 435 -55 38 -1 353 -425
Percent of Open Interest Represented by Each Category of Trader
23.5 16.0 0.0 24.5 44.9 0.3 38.8 27.6 1.5 0.7 1.1 0.0 10.6 8.5
Number of Traders in Each Category Total Traders: 77
8 . . 17 13 4 21 11 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 41,747
Positions
19,042 255 40 831 35,317 0 20,202 3,802 14 468 504 0 1,150 1,815
Changes from: May 16, 2023 Total Change is: 4,846
617 128 3 -3 4,671 0 3,949 444 7 0 -55 0 273 -352
Percent of Open Interest Represented by Each Category of Trader
45.6 0.6 0.1 2.0 84.6 0.0 48.4 9.1 0.0 1.1 1.2 0.0 2.8 4.3
Number of Traders in Each Category Total Traders: 49
4 . . 4 8 0 12 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 97,203
Positions
38,807 20,684 979 14,534 10,934 459 18,087 25,333 3,726 6,528 18,150 488 13,594 16,450
Changes from: May 16, 2023 Total Change is: -2,433
387 1,031 -160 -1,264 -389 -1 383 -612 -355 -2,124 -623 21 681 -1,344
Percent of Open Interest Represented by Each Category of Trader
39.9 21.3 1.0 15.0 11.2 0.5 18.6 26.1 3.8 6.7 18.7 0.5 14.0 16.9
Number of Traders in Each Category Total Traders: 108
14 14 5 14 11 . 21 25 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 94,009
Positions
38,770 20,502 979 14,508 10,884 459 18,210 25,790 2,004 6,996 18,113 0 12,084 15,278
Changes from: May 16, 2023 Total Change is: -2,352
384 980 -160 -1,264 -389 -1 996 -113 -842 -2,103 -574 0 638 -1,253
Percent of Open Interest Represented by Each Category of Trader
41.2 21.8 1.0 15.4 11.6 0.5 19.4 27.4 2.1 7.4 19.3 0.0 12.9 16.3
Number of Traders in Each Category Total Traders: 95
13 12 5 13 10 . 17 23 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 39,779
Positions
11,236 27,705 0 21,583 2,868 2,163 2,436 5,368 100 0 0 0 2,261 1,575
Changes from: May 16, 2023 Total Change is: 1,732
-10 -164 0 1,432 966 -19 -11 988 0 0 0 0 340 -39
Percent of Open Interest Represented by Each Category of Trader
28.2 69.6 0.0 54.3 7.2 5.4 6.1 13.5 0.3 0.0 0.0 0.0 5.7 4.0
Number of Traders in Each Category Total Traders: 36
6 5 0 16 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 31,944
Positions
371 1,824 0 263 500 0 14,373 11,024 1,631 75 5,121 125 15,106 11,719
Changes from: May 16, 2023 Total Change is: -809
30 510 0 0 0 0 66 1,203 -1,333 0 -280 0 428 -909
Percent of Open Interest Represented by Each Category of Trader
1.2 5.7 0.0 0.8 1.6 0.0 45.0 34.5 5.1 0.2 16.0 0.4 47.3 36.7
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 $50.00)
CFTC Code #13874+ Open Interest is 3,392,936
Positions
489,966 428,035 127,952 1,050,620 426,697 232,641 155,008 643,110 925,585 88,620 238,427 20,051 302,493 350,439
Changes from: May 16, 2023 Total Change is: 41,186
48,337 74,323 -6,675 4,585 -8,109 -9,935 38,896 57,344 -47,275 2,620 -18,452 1,645 8,989 -1,679
Percent of Open Interest Represented by Each Category of Trader
14.4 12.6 3.8 31.0 12.6 6.9 4.6 19.0 27.3 2.6 7.0 0.6 8.9 10.3
Number of Traders in Each Category Total Traders: 593
37 35 47 160 89 126 60 122 119 46 41 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 16,972
Positions
866 12,219 0 9,321 1,915 333 3,822 1,128 200 0 0 0 2,430 1,177
Changes from: May 16, 2023 Total Change is: -1,029
-52 -924 0 -724 0 0 20 -215 0 0 0 0 -273 110
Percent of Open Interest Represented by Each Category of Trader
5.1 72.0 0.0 54.9 11.3 2.0 22.5 6.6 1.2 0.0 0.0 0.0 14.3 6.9
Number of Traders in Each Category Total Traders: 28
. 9 0 7 . . 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 26,988
Positions
7,568 14,884 0 13,729 8,758 0 1,907 1,277 324 0 0 0 3,460 1,745
Changes from: May 16, 2023 Total Change is: 823
460 -369 0 -780 1,223 0 25 33 -15 0 0 0 1,133 -49
Percent of Open Interest Represented by Each Category of Trader
28.0 55.2 0.0 50.9 32.5 0.0 7.1 4.7 1.2 0.0 0.0 0.0 12.8 6.5
Number of Traders in Each Category Total Traders: 34
5 6 0 12 . 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 3,356,875
Positions
490,743 431,526 123,143 1,048,932 426,566 231,964 160,859 662,356 896,284 88,516 235,932 20,051 296,383 329,052
Changes from: May 16, 2023 Total Change is: 39,698
48,265 74,314 -6,696 4,368 -8,146 -9,833 40,104 59,317 -49,168 2,620 -18,786 1,645 8,393 -2,949
Percent of Open Interest Represented by Each Category of Trader
14.6 12.9 3.7 31.2 12.7 6.9 4.8 19.7 26.7 2.6 7.0 0.6 8.8 9.8
Number of Traders in Each Category Total Traders: 584
36 36 46 158 88 123 61 116 117 45 41 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 30,440
Positions
16,977 27,678 0 10,712 0 0 0 1,043 0 0 0 0 2,751 1,719
Changes from: May 16, 2023 Total Change is: -996
-3,047 971 0 1,205 0 0 -197 -2,188 -191 0 0 0 1,234 412
Percent of Open Interest Represented by Each Category of Trader
55.8 90.9 0.0 35.2 0.0 0.0 0.0 3.4 0.0 0.0 0.0 0.0 9.0 5.6
Number of Traders in Each Category Total Traders: 20
5 6 0 7 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 18,164
Positions
14,044 10,679 0 1,618 5,033 0 1,046 1,302 0 0 0 0 1,456 1,150
Changes from: May 16, 2023 Total Change is: -14
98 270 0 210 -51 -213 61 116 0 0 0 0 -170 -136
Percent of Open Interest Represented by Each Category of Trader
77.3 58.8 0.0 8.9 27.7 0.0 5.8 7.2 0.0 0.0 0.0 0.0 8.0 6.3
Number of Traders in Each Category Total Traders: 25
8 4 0 . 4 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,586
Positions
3,385 10,962 0 8,294 0 0 0 555 0 0 0 0 1,907 2,069
Changes from: May 16, 2023 Total Change is: -300
0 -1,276 0 -232 0 0 0 48 0 0 0 0 -68 928
Percent of Open Interest Represented by Each Category of Trader
24.9 80.7 0.0 61.0 0.0 0.0 0.0 4.1 0.0 0.0 0.0 0.0 14.0 15.2
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 26,796
Positions
12,726 8,532 0 8,806 13,263 1,752 1,991 1,554 0 0 0 0 1,521 1,695
Changes from: May 16, 2023 Total Change is: 2,359
3,066 -1,234 0 -867 3,282 0 -45 -401 0 0 0 0 205 712
Percent of Open Interest Represented by Each Category of Trader
47.5 31.8 0.0 32.9 49.5 6.5 7.4 5.8 0.0 0.0 0.0 0.0 5.7 6.3
Number of Traders in Each Category Total Traders: 28
4 8 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 360,614
Positions
40,324 13,173 0 22,761 7,184 892 223,098 89,142 11,398 1,044 24,957 0 61,096 213,868
Changes from: May 16, 2023 Total Change is: 14,884
930 296 0 2,312 511 -1,165 6,245 -1,409 605 0 3,347 0 5,957 12,699
Percent of Open Interest Represented by Each Category of Trader
11.2 3.7 0.0 6.3 2.0 0.2 61.9 24.7 3.2 0.3 6.9 0.0 16.9 59.3
Number of Traders in Each Category Total Traders: 29
. . 0 9 . . 4 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 336,111
Positions
121,200 107,080 140,836 0 36,000 0 10,496 4,082 44,654 14,221 0 0 4,704 3,459
Changes from: May 16, 2023 Total Change is: 7,300
2,171 2,671 629 0 2,500 0 2,501 250 1,499 0 0 0 500 -249
Percent of Open Interest Represented by Each Category of Trader
36.1 31.9 41.9 0.0 10.7 0.0 3.1 1.2 13.3 4.2 0.0 0.0 1.4 1.0
Number of Traders in Each Category Total Traders: 29
10 6 12 0 . 0 . . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 37,791
Positions
4,370 3,838 210 22,415 24,424 2,393 1,795 1,556 236 0 0 0 6,372 5,134
Changes from: May 16, 2023 Total Change is: 463
-636 476 131 199 412 -175 1,309 -6 11 0 0 0 -376 -386
Percent of Open Interest Represented by Each Category of Trader
11.6 10.2 0.6 59.3 64.6 6.3 4.7 4.1 0.6 0.0 0.0 0.0 16.9 13.6
Number of Traders in Each Category Total Traders: 60
. 6 . 26 16 14 4 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 $20)
CFTC Code #20974+ Open Interest is 330,629
Positions
42,255 55,839 7,658 91,023 32,608 8,791 63,961 95,376 55,902 12,708 14,266 2,306 46,026 57,884
Changes from: May 16, 2023 Total Change is: 6,216
1,966 4,353 1,939 1,924 -5,515 -888 1,198 7,516 2,169 -5,926 -1,415 638 3,197 -2,581
Percent of Open Interest Represented by Each Category of Trader
12.8 16.9 2.3 27.5 9.9 2.7 19.3 28.8 16.9 3.8 4.3 0.7 13.9 17.5
Number of Traders in Each Category Total Traders: 332
20 29 16 72 39 40 47 66 46 23 36 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 319,931
Positions
43,210 55,858 6,154 90,750 32,608 8,790 63,945 98,624 49,847 13,157 14,187 1,636 42,442 52,226
Changes from: May 16, 2023 Total Change is: 6,173
2,244 4,168 1,791 1,959 -5,515 -889 739 6,558 3,005 -5,762 -1,321 480 2,604 -2,106
Percent of Open Interest Represented by Each Category of Trader
13.5 17.5 1.9 28.4 10.2 2.7 20.0 30.8 15.6 4.1 4.4 0.5 13.3 16.3
Number of Traders in Each Category Total Traders: 305
20 27 14 69 39 39 42 58 42 17 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 106,980
Positions
5,495 14,853 0 2,730 0 7 55,931 23,292 4,773 1,975 7,258 224 35,844 56,573
Changes from: May 16, 2023 Total Change is: 432
-1,310 3,315 0 -353 0 7 -4,272 722 501 -53 653 -10 5,921 -4,757
Percent of Open Interest Represented by Each Category of Trader
5.1 13.9 0.0 2.6 0.0 0.0 52.3 21.8 4.5 1.8 6.8 0.2 33.5 52.9
Number of Traders in Each Category Total Traders: 43
. 4 0 4 0 . 12 12 8 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 528,812
Positions
119,197 83,269 11,661 188,550 177,134 44,805 99,353 119,135 15,794 26,867 47,789 195 22,392 29,031
Changes from: May 16, 2023 Total Change is: -31,590
-21,923 11,385 5,707 6,352 -24,119 -1,763 -20,021 -22,589 -2,105 2,152 1,732 -154 165 315
Percent of Open Interest Represented by Each Category of Trader
22.5 15.7 2.2 35.7 33.5 8.5 18.8 22.5 3.0 5.1 9.0 0.0 4.2 5.5
Number of Traders in Each Category Total Traders: 375
29 19 10 83 75 49 56 82 37 11 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 14,013
Positions
3,492 6,827 0 9,235 5,287 0 0 1,221 0 0 0 0 1,286 678
Changes from: May 16, 2023 Total Change is: -165
-98 -22 0 -261 -81 0 0 1 0 0 0 0 194 -63
Percent of Open Interest Represented by Each Category of Trader
24.9 48.7 0.0 65.9 37.7 0.0 0.0 8.7 0.0 0.0 0.0 0.0 9.2 4.8
Number of Traders in Each Category Total Traders: 26
4 4 0 11 5 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 15,929
Positions
491 1,776 0 8,179 939 9 794 6,142 59 1,130 2,343 11 5,256 4,650
Changes from: May 16, 2023 Total Change is: 1,799
198 -755 0 695 -562 -1 357 876 59 211 802 11 269 1,369
Percent of Open Interest Represented by Each Category of Trader
3.1 11.1 0.0 51.3 5.9 0.1 5.0 38.6 0.4 7.1 14.7 0.1 33.0 29.2
Number of Traders in Each Category Total Traders: 26
. . 0 9 . . . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 60,692
Positions
5,960 8,823 1,654 24,203 2,317 1,205 13,924 10,176 485 5,545 466 0 7,716 35,566
Changes from: May 16, 2023 Total Change is: 6,573
826 499 979 538 261 -76 420 1,174 398 2,669 0 0 819 3,338
Percent of Open Interest Represented by Each Category of Trader
9.8 14.5 2.7 39.9 3.8 2.0 22.9 16.8 0.8 9.1 0.8 0.0 12.7 58.6
Number of Traders in Each Category Total Traders: 66
9 7 . 13 . 4 18 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 431,010
Positions
32,980 241,571 3,784 293,589 83,860 38,875 26,761 20,739 1,725 19,559 31,600 41 13,696 8,815
Changes from: May 16, 2023 Total Change is: 9,908
-1,751 16,274 0 12,952 -7,636 2 -2,061 306 -180 -143 -842 -120 1,209 2,104
Percent of Open Interest Represented by Each Category of Trader
7.7 56.0 0.9 68.1 19.5 9.0 6.2 4.8 0.4 4.5 7.3 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 194
10 16 4 74 48 32 20 15 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 1,127,375
Positions
85,711 551,247 8,230 730,709 299,127 118,642 95,606 77,326 5,820 51,886 52,585 1,283 29,488 13,115
Changes from: May 16, 2023 Total Change is: -15,984
702 -7,766 625 -6,078 -4,011 -1,489 -6,798 4,906 -1,089 -1,112 -5,822 -28 -717 -1,310
Percent of Open Interest Represented by Each Category of Trader
7.6 48.9 0.7 64.8 26.5 10.5 8.5 6.9 0.5 4.6 4.7 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 413
28 19 11 151 74 77 55 45 26 30 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 203,265
Positions
28,414 133,012 41,723 36,452 0 1,723 71,862 3,653 17,213 5,394 5,671 170 314 100
Changes from: May 16, 2023 Total Change is: 2,097
-1,018 -9 1,328 -15 0 0 1,234 300 511 102 29 -45 0 -17
Percent of Open Interest Represented by Each Category of Trader
14.0 65.4 20.5 17.9 0.0 0.8 35.4 1.8 8.5 2.7 2.8 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 90
10 23 14 15 0 . 29 . 8 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 1,479,249
Positions
23,477 152,022 52,227 677,919 344,383 199,554 57,948 308,319 180,460 69,136 67,651 10,668 207,860 163,966
Changes from: May 16, 2023 Total Change is: 85,317
277 -14,233 12,313 -24,074 -8,827 16,119 27,716 -1,188 44,302 -7,734 -1,260 4,539 11,858 33,551
Percent of Open Interest Represented by Each Category of Trader
1.6 10.3 3.5 45.8 23.3 13.5 3.9 20.8 12.2 4.7 4.6 0.7 14.1 11.1
Number of Traders in Each Category Total Traders: 191
5 18 17 65 27 63 32 26 47 9 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 1,539,756
Positions
15,595 66,343 1,602 848,885 271,502 279,200 83,072 694,814 70,687 46,601 20,144 4,219 189,895 131,245
Changes from: May 16, 2023 Total Change is: 50,388
7,015 -12,032 -1,783 -24,706 1,352 7,360 12,902 -2,189 45,043 -4,970 1,411 4,219 5,307 7,007
Percent of Open Interest Represented by Each Category of Trader
1.0 4.3 0.1 55.1 17.6 18.1 5.4 45.1 4.6 3.0 1.3 0.3 12.3 8.5
Number of Traders in Each Category Total Traders: 169
6 7 4 78 25 61 18 23 22 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 3,363,846
Positions
82,910 285,640 35,726 1,388,874 392,600 433,783 705,040 1,755,680 140,591 307,541 143,266 16,932 252,448 159,627
Changes from: May 16, 2023 Total Change is: 135,392
3,172 28,643 7,636 27,704 -8,872 -5,964 47,291 53,591 58,005 -28,560 -12,364 5,487 20,623 9,232
Percent of Open Interest Represented by Each Category of Trader
2.5 8.5 1.1 41.3 11.7 12.9 21.0 52.2 4.2 9.1 4.3 0.5 7.5 4.7
Number of Traders in Each Category Total Traders: 390
24 33 18 127 44 90 47 58 54 41 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 5,719,771
Positions
146,292 369,364 173,885 2,485,744 1,104,214 856,650 262,429 1,824,395 762,793 456,950 153,710 89,644 485,384 385,116
Changes from: May 16, 2023 Total Change is: 185,107
5,227 24,932 -10,785 109,082 -27,786 33,230 -38,208 44,819 91,612 -6,220 2,250 -3,686 4,855 30,521
Percent of Open Interest Represented by Each Category of Trader
2.6 6.5 3.0 43.5 19.3 15.0 4.6 31.9 13.3 8.0 2.7 1.6 8.5 6.7
Number of Traders in Each Category Total Traders: 413
21 33 43 121 57 107 50 72 88 43 15 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 1,736,415
Positions
75,222 66,746 6,784 799,269 627,195 249,389 190,456 427,114 44,605 181,099 48,320 2,115 187,476 264,147
Changes from: May 16, 2023 Total Change is: 9,100
9,181 690 1,916 -34,114 16,841 5,635 -3,960 -38,179 5,956 480 -2,852 1,365 22,641 17,729
Percent of Open Interest Represented by Each Category of Trader
4.3 3.8 0.4 46.0 36.1 14.4 11.0 24.6 2.6 10.4 2.8 0.1 10.8 15.2
Number of Traders in Each Category Total Traders: 168
6 13 9 47 50 62 10 23 20 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 5,647,982
Positions
81,568 702,985 127,904 2,589,248 720,949 678,985 757,017 2,405,560 472,464 492,213 141,896 41,337 407,245 355,901
Changes from: May 16, 2023 Total Change is: 82,745
9,272 22,367 35,204 7,019 27,333 -14,571 -32,518 -15,337 -17,365 37,762 -12,321 28,903 29,040 28,533
Percent of Open Interest Represented by Each Category of Trader
1.4 12.4 2.3 45.8 12.8 12.0 13.4 42.6 8.4 8.7 2.5 0.7 7.2 6.3
Number of Traders in Each Category Total Traders: 371
13 31 30 132 35 99 41 70 68 29 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 1,735,674
Positions
494,963 278,668 434,579 4,863 91,127 18,852 314,965 422,064 426,643 6,314 10,449 975 33,520 52,317
Changes from: May 16, 2023 Total Change is: 150,096
55,280 -10,581 23,538 -6,388 56,694 -1,981 41,929 61,692 29,515 6,314 -8,670 -250 2,139 139
Percent of Open Interest Represented by Each Category of Trader
28.5 16.1 25.0 0.3 5.3 1.1 18.1 24.3 24.6 0.4 0.6 0.1 1.9 3.0
Number of Traders in Each Category Total Traders: 142
28 34 54 . 7 4 29 34 50 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 860,226
Positions
211,154 313,181 55,104 61,519 0 889 119,695 61,238 343,544 4,740 14,150 2,057 61,525 70,064
Changes from: May 16, 2023 Total Change is: 11,037
-8,761 965 -2,629 32 0 -2,211 11,575 904 19,598 -359 436 -1,016 -5,191 -5,010
Percent of Open Interest Represented by Each Category of Trader
24.5 36.4 6.4 7.2 0.0 0.1 13.9 7.1 39.9 0.6 1.6 0.2 7.2 8.1
Number of Traders in Each Category Total Traders: 74
11 21 13 4 0 . 22 11 22 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 is23,253,946
Positions
2,796,432 2,988,450 3,753,669 370,019 490,514 1,420,768 1,215,978 766,855 13,189,481 177,960 307,885 281,346 48,293 54,978
Changes from: May 16, 2023 Total Change is: 1,135,326
-23,467 241,180 -39,077 -57,766 -63,073 274,257 166,485 -64,812 803,629 -24,155 -48,519 35,602 -182 -3,861
Percent of Open Interest Represented by Each Category of Trader
12.0 12.9 16.1 1.6 2.1 6.1 5.2 3.3 56.7 0.8 1.3 1.2 0.2 0.2
Number of Traders in Each Category Total Traders: 1,059
59 115 137 39 72 76 137 186 230 186 201 215
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 887,594
Positions
225,456 291,636 260,244 15,217 3,188 7,515 195,930 117,717 181,569 536 24,347 754 373 624
Changes from: May 16, 2023 Total Change is: 70,692
17,168 45,072 6,480 602 755 1,410 23,175 -4,117 21,178 436 -628 605 -362 -63
Percent of Open Interest Represented by Each Category of Trader
25.4 32.9 29.3 1.7 0.4 0.8 22.1 13.3 20.5 0.1 2.7 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 179
34 50 56 . 6 . 33 37 50 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 20,480
Positions
3,200 0 0 45 572 0 397 16,983 8 16,830 2,895 0 0 22
Changes from: May 16, 2023 Total Change is: -3,557
0 0 0 45 0 0 -850 -3,551 -2 -2,750 -4 0 0 0
Percent of Open Interest Represented by Each Category of Trader
15.6 0.0 0.0 0.2 2.8 0.0 1.9 82.9 0.0 82.2 14.1 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 . 8 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 14,816
Positions
546 2,537 230 6,570 180 560 2,042 7,114 1,982 1,180 910 422 1,284 881
Changes from: May 16, 2023 Total Change is: 9
-12 -45 54 -1 11 -9 -148 -8 -132 197 0 184 -124 -47
Percent of Open Interest Represented by Each Category of Trader
3.7 17.1 1.6 44.3 1.2 3.8 13.8 48.0 13.4 8.0 6.1 2.8 8.7 5.9
Number of Traders in Each Category Total Traders: 105
6 7 4 6 . . 20 44 23 11 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 12,155
Positions
557 2,265 241 341 636 24 4,169 4,065 2,065 1,926 1,428 142 2,691 1,290
Changes from: May 16, 2023 Total Change is: -592
54 -164 59 -21 4 12 226 364 -657 -217 -10 -1 -47 -199
Percent of Open Interest Represented by Each Category of Trader
4.6 18.6 2.0 2.8 5.2 0.2 34.3 33.4 17.0 15.8 11.7 1.2 22.1 10.6
Number of Traders in Each Category Total Traders: 94
4 . . 5 . . 14 14 10 38 16 6
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,068
Positions
216 284 38 471 31 5 1,526 2,070 719 289 273 95 709 552
Changes from: May 16, 2023 Total Change is: 224
-44 -59 38 -66 0 -9 254 236 -12 153 -57 39 -129 47
Percent of Open Interest Represented by Each Category of Trader
5.3 7.0 0.9 11.6 0.8 0.1 37.5 50.9 17.7 7.1 6.7 2.3 17.4 13.6
Number of Traders in Each Category Total Traders: 58
4 . . 5 . . 18 17 14 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 20,681
Positions
97 2,645 0 2,298 53 0 721 6,120 6,876 8,913 3,607 981 795 398
Changes from: May 16, 2023 Total Change is: 1,422
-14 58 0 -126 53 0 -225 -1,257 2,438 -364 335 -213 -74 8
Percent of Open Interest Represented by Each Category of Trader
0.5 12.8 0.0 11.1 0.3 0.0 3.5 29.6 33.2 43.1 17.4 4.7 3.8 1.9
Number of Traders in Each Category Total Traders: 105
. . 0 . . 0 6 9 5 66 19 9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 30,275
Positions
58 11,163 0 10,402 2,779 866 9,207 9,386 769 3,339 2,312 215 5,418 2,784
Changes from: May 16, 2023 Total Change is: -661
58 0 0 994 -2,603 -52 -1,447 1,289 -212 255 957 -11 -246 -28
Percent of Open Interest Represented by Each Category of Trader
0.2 36.9 0.0 34.4 9.2 2.9 30.4 31.0 2.5 11.0 7.6 0.7 17.9 9.2
Number of Traders in Each Category Total Traders: 95
. . 0 10 6 . 23 16 8 23 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 388,769
Positions
42,251 20,159 14,441 121,275 97,704 49,946 62,819 100,888 53,995 6,456 10,527 12,294 25,292 28,815
Changes from: May 16, 2023 Total Change is: -14,254
895 -10,496 -3,247 5,322 9,419 5,113 -10,123 -4,499 -8,899 2,010 1,810 -2,147 -3,178 -1,308
Percent of Open Interest Represented by Each Category of Trader
10.9 5.2 3.7 31.2 25.1 12.8 16.2 26.0 13.9 1.7 2.7 3.2 6.5 7.4
Number of Traders in Each Category Total Traders: 202
16 10 16 30 30 26 41 41 45 12 11 17
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 57,623
Positions
41,603 42,699 0 4,712 4,913 860 8,588 8,844 44 1,528 158 0 288 105
Changes from: May 16, 2023 Total Change is: -94
0 0 0 -325 471 -543 504 2 -10 281 -8 0 -1 -6
Percent of Open Interest Represented by Each Category of Trader
72.2 74.1 0.0 8.2 8.5 1.5 14.9 15.3 0.1 2.7 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 35
4 . 0 9 4 . 8 4 . . . 0
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Updated May 26, 2023