Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 167,636
Positions
50,234 28,426 4,429 43,922 56,512 3,895 13,114 37,239 8,025 10,348 2,067 613 33,055 26,430
Changes from: January 16, 2024 Total Change is: -10,443
1,502 -5,949 380 -8,694 4,306 -329 -1,619 -10,679 315 52 212 88 -2,140 1,212
Percent of Open Interest Represented by Each Category of Trader
30.0 17.0 2.6 26.2 33.7 2.3 7.8 22.2 4.8 6.2 1.2 0.4 19.7 15.8
Number of Traders in Each Category Total Traders: 103
6 6 5 18 24 12 17 20 12 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 56,427
Positions
9,413 6,786 929 13,960 16,755 654 11,275 11,450 4,623 1,394 0 0 14,179 15,229
Changes from: January 16, 2024 Total Change is: -674
2,057 -2,813 -93 -1,681 -37 144 1,999 2,068 174 -240 -1,600 0 -3,034 1,482
Percent of Open Interest Represented by Each Category of Trader
16.7 12.0 1.6 24.7 29.7 1.2 20.0 20.3 8.2 2.5 0.0 0.0 25.1 27.0
Number of Traders in Each Category Total Traders: 51
5 5 . 7 11 4 13 8 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 216,077
Positions
25,931 16,217 12,273 51,013 86,005 7,645 55,761 28,986 31,896 259 3,813 1,001 30,296 28,239
Changes from: January 16, 2024 Total Change is: 7,033
740 4,310 657 4,619 4,378 -280 851 -1,727 687 -134 1,399 232 -340 -2,623
Percent of Open Interest Represented by Each Category of Trader
12.0 7.5 5.7 23.6 39.8 3.5 25.8 13.4 14.8 0.1 1.8 0.5 14.0 13.1
Number of Traders in Each Category Total Traders: 111
5 7 7 12 31 14 25 24 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 278,432
Positions
65,388 9,913 6,324 67,232 92,917 7,943 41,569 76,590 33,609 13,751 3,620 4 42,612 47,513
Changes from: January 16, 2024 Total Change is: 33,397
17,759 948 564 -806 19,941 1,152 7,869 -1,189 7,846 -2,399 1,321 -4 1,416 2,819
Percent of Open Interest Represented by Each Category of Trader
23.5 3.6 2.3 24.1 33.4 2.9 14.9 27.5 12.1 4.9 1.3 0.0 15.3 17.1
Number of Traders in Each Category Total Traders: 157
14 4 7 25 29 20 31 36 22 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 804,703
Positions
19,159 443,965 22,053 493,756 97,223 32,098 58,606 77,465 63,385 28,654 11,101 4,010 82,981 53,402
Changes from: January 16, 2024 Total Change is: -5,061
99 -16,486 750 -3,056 727 662 -5,907 3,460 3,091 456 877 -65 -1,090 1,924
Percent of Open Interest Represented by Each Category of Trader
2.4 55.2 2.7 61.4 12.1 4.0 7.3 9.6 7.9 3.6 1.4 0.5 10.3 6.6
Number of Traders in Each Category Total Traders: 296
13 16 13 116 34 48 37 45 31 21 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,830
Positions
494 10,920 0 15,168 5,775 1,796 442 3,133 0 0 0 0 10,930 7,206
Changes from: January 16, 2024 Total Change is: -18
2 -432 0 -487 1,723 330 0 -2,007 0 0 0 0 137 368
Percent of Open Interest Represented by Each Category of Trader
1.7 37.9 0.0 52.6 20.0 6.2 1.5 10.9 0.0 0.0 0.0 0.0 37.9 25.0
Number of Traders in Each Category Total Traders: 24
. . 0 15 . 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 172,812
Positions
60,145 1,833 1,488 32,905 104,718 5,749 26,448 21,703 13,860 7,088 430 90 25,038 22,940
Changes from: January 16, 2024 Total Change is: -1,142
6,953 -9,996 216 -5,192 1,256 813 -1,957 1,584 1,415 145 -298 -217 -3,318 4,084
Percent of Open Interest Represented by Each Category of Trader
34.8 1.1 0.9 19.0 60.6 3.3 15.3 12.6 8.0 4.1 0.2 0.1 14.5 13.3
Number of Traders in Each Category Total Traders: 98
9 . 5 17 17 13 26 18 18 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 251,217
Positions
4,396 83,954 1,235 142,070 3,827 867 84,015 56,671 9,458 2,216 92,539 27 6,934 2,639
Changes from: January 16, 2024 Total Change is: -13,420
870 -12,620 462 -4,395 -1,485 0 -9,690 352 -32 59 228 -3 -692 -323
Percent of Open Interest Represented by Each Category of Trader
1.7 33.4 0.5 56.6 1.5 0.3 33.4 22.6 3.8 0.9 36.8 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 165
5 8 4 31 7 . 63 23 12 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 59,206
Positions
2,778 37,684 2,275 32,576 2,651 110 12,155 10,890 733 4,997 3,442 50 3,532 1,371
Changes from: January 16, 2024 Total Change is: 443
1,437 -2,575 1,286 -190 491 109 -3,397 170 643 707 350 50 -202 -81
Percent of Open Interest Represented by Each Category of Trader
4.7 63.6 3.8 55.0 4.5 0.2 20.5 18.4 1.2 8.4 5.8 0.1 6.0 2.3
Number of Traders in Each Category Total Traders: 87
5 6 . 16 5 . 23 13 4 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,636
Positions
6,475 2,945 69 11,916 20,333 1,328 11,239 7,870 715 261 160 0 4,633 3,216
Changes from: January 16, 2024 Total Change is: -1,833
390 -2,069 8 -1,700 1,523 365 954 -1,518 -194 -192 50 0 -1,464 2
Percent of Open Interest Represented by Each Category of Trader
17.7 8.0 0.2 32.5 55.5 3.6 30.7 21.5 2.0 0.7 0.4 0.0 12.6 8.8
Number of Traders in Each Category Total Traders: 81
7 5 . 13 18 6 19 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,903
Positions
481 1,856 0 700 3,636 77 7,417 2,630 50 0 0 0 1,178 1,654
Changes from: January 16, 2024 Total Change is: 2,342
-8 -364 0 0 1,816 0 2,559 479 50 0 0 0 -259 361
Percent of Open Interest Represented by Each Category of Trader
4.9 18.7 0.0 7.1 36.7 0.8 74.9 26.6 0.5 0.0 0.0 0.0 11.9 16.7
Number of Traders in Each Category Total Traders: 34
. . 0 . 8 . 12 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 101,793
Positions
31,056 57,424 1,520 18,390 7,604 1,521 29,320 14,754 2,574 1,723 3,488 44 15,645 12,864
Changes from: January 16, 2024 Total Change is: 1,619
1,415 3,912 112 -475 -1,692 -510 -644 2,726 464 492 -938 44 722 -2,498
Percent of Open Interest Represented by Each Category of Trader
30.5 56.4 1.5 18.1 7.5 1.5 28.8 14.5 2.5 1.7 3.4 0.0 15.4 12.6
Number of Traders in Each Category Total Traders: 120
11 16 6 17 7 5 34 22 19 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 99,727
Positions
30,994 57,242 1,520 18,390 7,604 1,521 28,792 14,871 1,785 1,690 3,445 17 15,018 11,722
Changes from: January 16, 2024 Total Change is: 1,540
1,391 3,836 112 -475 -1,692 -510 -320 2,833 176 459 -849 17 690 -2,384
Percent of Open Interest Represented by Each Category of Trader
31.1 57.4 1.5 18.4 7.6 1.5 28.9 14.9 1.8 1.7 3.5 0.0 15.1 11.8
Number of Traders in Each Category Total Traders: 105
10 15 6 17 7 5 27 20 15 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 61,247
Positions
23,210 50,221 0 30,332 5,608 1,468 3,569 2,973 0 0 0 0 2,668 977
Changes from: January 16, 2024 Total Change is: 2,434
2,442 1,529 0 -34 874 59 209 -104 0 0 0 0 -242 76
Percent of Open Interest Represented by Each Category of Trader
37.9 82.0 0.0 49.5 9.2 2.4 5.8 4.9 0.0 0.0 0.0 0.0 4.4 1.6
Number of Traders in Each Category Total Traders: 37
5 6 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,661
Positions
616 1,820 0 0 0 0 12,952 6,499 221 600 701 0 6,272 11,420
Changes from: January 16, 2024 Total Change is: 794
244 758 0 0 0 0 -154 2,015 -216 600 -623 0 320 -1,140
Percent of Open Interest Represented by Each Category of Trader
3.0 8.8 0.0 0.0 0.0 0.0 62.7 31.5 1.1 2.9 3.4 0.0 30.4 55.3
Number of Traders in Each Category Total Traders: 21
. . 0 0 0 0 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,221,253
Positions
247,060 812,207 237,193 1,187,267 276,972 174,702 171,262 566,961 734,076 133,903 147,226 18,730 317,059 253,184
Changes from: January 16, 2024 Total Change is: 95,692
31,585 -5,569 18,169 3,371 14,346 -16,367 23,766 112,406 18,025 22,921 -25,133 -5,526 -252 -14,659
Percent of Open Interest Represented by Each Category of Trader
7.7 25.2 7.4 36.9 8.6 5.4 5.3 17.6 22.8 4.2 4.6 0.6 9.8 7.9
Number of Traders in Each Category Total Traders: 584
34 35 43 184 65 118 79 94 119 54 36 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,586
Positions
9,508 13,246 0 6,475 2,401 0 2,864 900 0 0 0 0 1,739 4,039
Changes from: January 16, 2024 Total Change is: 2,677
3,605 718 0 1,269 0 0 -633 -694 0 0 0 0 -1,564 2,653
Percent of Open Interest Represented by Each Category of Trader
46.2 64.3 0.0 31.5 11.7 0.0 13.9 4.4 0.0 0.0 0.0 0.0 8.4 19.6
Number of Traders in Each Category Total Traders: 25
6 5 0 4 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,135
Positions
5,931 19,007 12 11,644 2,068 226 2,732 564 0 0 0 0 2,590 1,258
Changes from: January 16, 2024 Total Change is: -30
251 -768 0 179 1,035 0 -427 -166 0 0 0 0 -33 -131
Percent of Open Interest Represented by Each Category of Trader
25.6 82.2 0.1 50.3 8.9 1.0 11.8 2.4 0.0 0.0 0.0 0.0 11.2 5.4
Number of Traders in Each Category Total Traders: 34
5 9 . 12 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,202,263
Positions
246,847 812,102 237,040 1,185,156 277,092 174,401 170,538 571,063 724,013 133,794 145,210 18,723 311,750 242,618
Changes from: January 16, 2024 Total Change is: 96,626
31,371 -5,402 18,016 3,459 14,466 -16,353 25,596 113,120 17,041 22,920 -25,905 -5,533 110 -12,823
Percent of Open Interest Represented by Each Category of Trader
7.7 25.4 7.4 37.0 8.7 5.4 5.3 17.8 22.6 4.2 4.5 0.6 9.7 7.6
Number of Traders in Each Category Total Traders: 571
33 34 42 181 65 117 77 90 115 53 35 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,072
Positions
26,118 33,985 0 7,643 722 0 807 1,352 0 0 0 0 2,504 1,013
Changes from: January 16, 2024 Total Change is: 500
318 -379 0 -91 192 0 210 1,046 0 0 0 0 63 -359
Percent of Open Interest Represented by Each Category of Trader
70.5 91.7 0.0 20.6 1.9 0.0 2.2 3.6 0.0 0.0 0.0 0.0 6.8 2.7
Number of Traders in Each Category Total Traders: 24
5 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,214
Positions
6,100 25,877 0 16,798 8,716 161 10,603 2,906 0 0 0 0 5,552 1,554
Changes from: January 16, 2024 Total Change is: 2,844
1,121 2,801 0 -1,267 1,708 0 135 -77 0 0 0 0 2,855 -1,588
Percent of Open Interest Represented by Each Category of Trader
15.6 66.0 0.0 42.8 22.2 0.4 27.0 7.4 0.0 0.0 0.0 0.0 14.2 4.0
Number of Traders in Each Category Total Traders: 35
6 6 0 11 4 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 189,899
Positions
3,631 2,554 32 22,993 683 1,120 71,011 22,758 36,859 1,091 20,159 71 53,091 105,663
Changes from: January 16, 2024 Total Change is: -9,337
3,631 -180 32 -107 -428 -905 108 11,274 -8,563 10 7,724 71 -3,613 -18,361
Percent of Open Interest Represented by Each Category of Trader
1.9 1.3 0.0 12.1 0.4 0.6 37.4 12.0 19.4 0.6 10.6 0.0 28.0 55.6
Number of Traders in Each Category Total Traders: 34
. . . 11 . 5 9 7 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 373,782
Positions
145,020 145,889 115,688 1,634 38,000 0 29,682 16,815 53,719 25,277 0 250 2,512 3,421
Changes from: January 16, 2024 Total Change is: -12,056
5,239 6,520 -14,376 0 0 0 1,031 0 -4,700 1,000 0 -1,000 750 1,500
Percent of Open Interest Represented by Each Category of Trader
38.8 39.0 31.0 0.4 10.2 0.0 7.9 4.5 14.4 6.8 0.0 0.1 0.7 0.9
Number of Traders in Each Category Total Traders: 36
10 11 18 . . 0 4 4 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,291
Positions
4,844 9,741 119 25,254 22,327 1,959 1,507 2,877 3 0 251 0 7,605 4,014
Changes from: January 16, 2024 Total Change is: -612
121 -675 -2 563 489 -141 -754 588 -64 0 -14 0 -335 -793
Percent of Open Interest Represented by Each Category of Trader
11.7 23.6 0.3 61.2 54.1 4.7 3.6 7.0 0.0 0.0 0.6 0.0 18.4 9.7
Number of Traders in Each Category Total Traders: 70
6 5 . 33 15 11 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 349,478
Positions
53,469 112,852 14,559 118,395 24,219 4,713 53,493 88,336 46,957 9,368 11,826 1,553 46,972 44,464
Changes from: January 16, 2024 Total Change is: 24,282
5,319 16,698 -639 6,019 -3,104 -114 3,029 4,671 7,833 428 -1,440 350 2,056 27
Percent of Open Interest Represented by Each Category of Trader
15.3 32.3 4.2 33.9 6.9 1.3 15.3 25.3 13.4 2.7 3.4 0.4 13.4 12.7
Number of Traders in Each Category Total Traders: 327
25 31 13 80 25 29 57 48 47 19 40 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 336,192
Positions
53,266 112,634 14,318 118,148 24,219 4,704 57,618 94,569 34,030 9,535 10,600 1,298 43,274 39,818
Changes from: January 16, 2024 Total Change is: 22,388
5,179 16,353 -477 5,938 -3,167 -50 2,082 5,222 6,612 652 -1,748 120 2,333 -476
Percent of Open Interest Represented by Each Category of Trader
15.8 33.5 4.3 35.1 7.2 1.4 17.1 28.1 10.1 2.8 3.2 0.4 12.9 11.8
Number of Traders in Each Category Total Traders: 303
23 29 12 77 25 28 54 44 42 18 33 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 132,863
Positions
4,411 4,560 24 2,463 0 85 85,823 64,739 2,192 359 14,287 521 36,985 46,455
Changes from: January 16, 2024 Total Change is: 18,941
-210 1,831 0 185 0 -9 21,356 6,379 325 -209 5,118 269 -2,766 5,028
Percent of Open Interest Represented by Each Category of Trader
3.3 3.4 0.0 1.9 0.0 0.1 64.6 48.7 1.6 0.3 10.8 0.4 27.8 35.0
Number of Traders in Each Category Total Traders: 41
4 . . 4 0 . 12 7 8 . 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 522,675
Positions
88,654 127,652 13,548 207,434 160,512 30,729 116,559 126,637 14,764 17,110 26,432 1,045 32,832 21,356
Changes from: January 16, 2024 Total Change is: 9,264
3,047 1,308 -2,410 641 -4,682 5,013 6,495 9,219 -153 -3,169 3,372 -468 268 -1,935
Percent of Open Interest Represented by Each Category of Trader
17.0 24.4 2.6 39.7 30.7 5.9 22.3 24.2 2.8 3.3 5.1 0.2 6.3 4.1
Number of Traders in Each Category Total Traders: 362
31 19 7 102 57 42 55 70 35 13 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,347
Positions
15,792 15,513 0 13,654 13,976 248 570 828 0 0 0 0 1,083 782
Changes from: January 16, 2024 Total Change is: 2,228
2,554 688 0 -579 1,493 5 212 279 0 0 0 0 36 -237
Percent of Open Interest Represented by Each Category of Trader
50.4 49.5 0.0 43.6 44.6 0.8 1.8 2.6 0.0 0.0 0.0 0.0 3.5 2.5
Number of Traders in Each Category Total Traders: 27
. 9 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,680
Positions
0 8,466 0 10,660 0 5 1,703 2,631 0 423 3,337 0 3,889 2,241
Changes from: January 16, 2024 Total Change is: -1,046
0 342 0 -869 0 -6 -391 -879 0 0 -236 0 220 -267
Percent of Open Interest Represented by Each Category of Trader
0.0 50.8 0.0 63.9 0.0 0.0 10.2 15.8 0.0 2.5 20.0 0.0 23.3 13.4
Number of Traders in Each Category Total Traders: 27
0 5 0 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,674
Positions
6,704 16,419 1,611 12,750 1,258 665 11,893 7,433 525 5,380 1,777 0 7,146 16,986
Changes from: January 16, 2024 Total Change is: -2,319
1,418 -825 15 -1,573 -166 0 -1,467 -1,429 145 -327 491 0 -530 -550
Percent of Open Interest Represented by Each Category of Trader
14.4 35.2 3.5 27.3 2.7 1.4 25.5 15.9 1.1 11.5 3.8 0.0 15.3 36.4
Number of Traders in Each Category Total Traders: 64
8 6 . 13 . 4 17 12 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 423,631
Positions
36,963 239,343 1,103 301,824 73,184 28,756 26,362 16,210 1,297 11,426 53,951 909 14,991 8,878
Changes from: January 16, 2024 Total Change is: -2,854
-453 -1,562 2 541 -140 279 -3,603 -2,443 272 -1,394 -60 287 1,215 511
Percent of Open Interest Represented by Each Category of Trader
8.7 56.5 0.3 71.2 17.3 6.8 6.2 3.8 0.3 2.7 12.7 0.2 3.5 2.1
Number of Traders in Each Category Total Traders: 192
10 17 7 78 37 35 26 15 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,029,888
Positions
105,088 319,395 9,335 589,142 375,084 122,498 103,814 154,024 6,329 55,469 26,658 3,187 35,026 13,378
Changes from: January 16, 2024 Total Change is: -7,166
2,428 -44,934 299 -3,699 14,561 121 -5,606 18,915 -2,402 -1,809 4,327 1,116 2,386 831
Percent of Open Interest Represented by Each Category of Trader
10.2 31.0 0.9 57.2 36.4 11.9 10.1 15.0 0.6 5.4 2.6 0.3 3.4 1.3
Number of Traders in Each Category Total Traders: 391
26 20 9 152 68 72 52 35 23 27 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 199,112
Positions
11,186 136,714 20,704 44,784 0 1,605 80,897 7,300 27,649 9,762 4,605 0 2,525 535
Changes from: January 16, 2024 Total Change is: -355
498 645 166 -601 0 0 504 -433 -743 -269 0 0 90 10
Percent of Open Interest Represented by Each Category of Trader
5.6 68.7 10.4 22.5 0.0 0.8 40.6 3.7 13.9 4.9 2.3 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 77
7 18 14 10 0 . 29 5 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,624,612
Positions
26,480 213,783 45,863 817,995 299,046 182,962 77,358 478,696 139,025 106,548 99,202 7,499 220,882 158,537
Changes from: January 16, 2024 Total Change is: 26,698
-2,658 12,215 2,579 -1,818 -1,443 3,858 1,447 -17,375 17,087 -4,231 1,460 256 10,178 8,062
Percent of Open Interest Represented by Each Category of Trader
1.6 13.2 2.8 50.4 18.4 11.3 4.8 29.5 8.6 6.6 6.1 0.5 13.6 9.8
Number of Traders in Each Category Total Traders: 213
11 21 23 63 33 58 24 38 43 7 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,666,436
Positions
17,591 90,886 2,090 1,036,317 307,885 291,238 91,092 756,996 23,274 38,482 41,378 14 166,338 152,674
Changes from: January 16, 2024 Total Change is: -18,348
2,533 2,102 -1 -4,267 -185 -758 -9,841 -1,768 2,112 -2,354 -17,843 0 -5,772 -2,007
Percent of Open Interest Represented by Each Category of Trader
1.1 5.5 0.1 62.2 18.5 17.5 5.5 45.4 1.4 2.3 2.5 0.0 10.0 9.2
Number of Traders in Each Category Total Traders: 185
6 12 4 78 34 61 14 31 18 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,998,349
Positions
130,410 438,702 14,020 1,697,554 486,396 347,918 883,216 2,305,658 121,895 523,624 136,634 17,302 262,410 129,825
Changes from: January 16, 2024 Total Change is: 51,614
3,560 7,244 4,136 -37,305 422 26,358 17,315 8,635 16,200 5,249 -7,822 4,405 11,696 -7,963
Percent of Open Interest Represented by Each Category of Trader
3.3 11.0 0.4 42.5 12.2 8.7 22.1 57.7 3.0 13.1 3.4 0.4 6.6 3.2
Number of Traders in Each Category Total Traders: 454
29 29 17 157 48 88 63 66 47 51 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,326,493
Positions
129,418 401,627 250,529 2,495,340 1,094,123 661,512 313,032 1,834,638 464,590 532,461 189,531 49,686 429,924 380,257
Changes from: January 16, 2024 Total Change is: -102,784
-12,155 53,137 -23,259 -38,449 -54,049 -25,993 -31,043 -28,744 -30,013 61,908 -2,282 -2,530 -1,252 10,949
Percent of Open Interest Represented by Each Category of Trader
2.4 7.5 4.7 46.8 20.5 12.4 5.9 34.4 8.7 10.0 3.6 0.9 8.1 7.1
Number of Traders in Each Category Total Traders: 423
23 29 35 130 58 107 62 74 88 32 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,132,154
Positions
79,351 191,562 4,478 954,752 690,893 294,179 409,347 557,469 31,302 164,111 68,550 6,008 188,626 287,714
Changes from: January 16, 2024 Total Change is: 36,694
454 19,316 216 44,600 18,827 -3,365 -16,546 -4,750 6,636 20,543 -7,397 10 -15,854 7,201
Percent of Open Interest Represented by Each Category of Trader
3.7 9.0 0.2 44.8 32.4 13.8 19.2 26.1 1.5 7.7 3.2 0.3 8.8 13.5
Number of Traders in Each Category Total Traders: 190
7 15 5 48 56 59 22 24 18 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,273,044
Positions
161,878 807,363 91,044 3,159,114 1,189,980 667,634 888,815 2,829,958 270,142 578,821 122,538 5,890 449,707 288,494
Changes from: January 16, 2024 Total Change is: 64,779
55,162 32,099 -10,063 72,537 77,001 -21,766 -48,788 -602 8,234 2,705 -15,028 -383 7,141 -4,713
Percent of Open Interest Represented by Each Category of Trader
2.6 12.9 1.5 50.4 19.0 10.6 14.2 45.1 4.3 9.2 2.0 0.1 7.2 4.6
Number of Traders in Each Category Total Traders: 390
23 30 27 151 34 100 50 65 57 26 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,891,792
Positions
399,279 196,565 512,515 26,534 41,919 42,259 364,814 459,967 495,708 6,644 79,159 12,223 31,816 51,477
Changes from: January 16, 2024 Total Change is: 80,527
-9,968 5,096 73,549 -768 8,828 -1,934 17,774 -56,499 3,994 1,170 49,713 1,588 -4,878 -3,808
Percent of Open Interest Represented by Each Category of Trader
21.1 10.4 27.1 1.4 2.2 2.2 19.3 24.3 26.2 0.4 4.2 0.6 1.7 2.7
Number of Traders in Each Category Total Traders: 167
31 29 50 4 9 . 38 40 55 . 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 32,598
Positions
15,422 13,863 6,817 477 250 63 1,254 2,655 8,456 0 323 64 45 107
Changes from: January 16, 2024 Total Change is: 2,286
552 -102 1,089 0 -4 -1 -268 241 960 -45 86 20 -21 -3
Percent of Open Interest Represented by Each Category of Trader
47.3 42.5 20.9 1.5 0.8 0.2 3.8 8.1 25.9 0.0 1.0 0.2 0.1 0.3
Number of Traders in Each Category Total Traders: 41
11 7 11 . . . 8 9 14 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is20,811,289
Positions
1,613,762 1,984,618 3,647,958 286,720 783,325 1,627,254 1,909,000 795,206 11,030,997 119,570 355,829 540,207 35,821 45,895
Changes from: January 16, 2024 Total Change is: 224,485
-15,571 89,215 18,560 -19,030 78,533 -108,020 219,947 -19,808 101,386 2,822 38,172 27,055 -2,665 -609
Percent of Open Interest Represented by Each Category of Trader
7.8 9.5 17.5 1.4 3.8 7.8 9.2 3.8 53.0 0.6 1.7 2.6 0.2 0.2
Number of Traders in Each Category Total Traders: 1,071
67 115 148 58 79 82 173 163 231 189 181 199
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,098,322
Positions
264,477 101,871 303,182 88,262 4,068 27,011 227,880 482,305 159,165 21,018 13,943 6,584 743 193
Changes from: January 16, 2024 Total Change is: 11,047
24,594 -5,038 -3,301 -1,419 43 2,549 -987 24,860 -8,418 -2,399 -54 646 -218 -240
Percent of Open Interest Represented by Each Category of Trader
24.1 9.3 27.6 8.0 0.4 2.5 20.7 43.9 14.5 1.9 1.3 0.6 0.1 0.0
Number of Traders in Each Category Total Traders: 194
37 48 57 5 7 4 25 54 51 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 79,879
Positions
2,546 40 31,585 220 201 0 4,175 27,238 20,223 21,117 572 0 13 20
Changes from: January 16, 2024 Total Change is: 3,490
0 0 0 100 -196 0 0 1,499 1,875 1,515 312 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.2 0.0 39.5 0.3 0.3 0.0 5.2 34.1 25.3 26.4 0.7 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 26
. . . . . 0 . 4 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,788
Positions
6,968 0 1,253 60 348 0 1,834 17,721 10,161 14,506 5,243 0 6 62
Changes from: January 16, 2024 Total Change is: -2,857
0 0 0 22 0 0 -3,281 -2,963 -118 520 224 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.0 0.0 3.6 0.2 1.0 0.0 5.3 50.9 29.2 41.7 15.1 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 30
. 0 . . . 0 . 9 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,013
Positions
1,588 4,137 1,111 12,598 42 425 2,878 11,297 3,754 322 2,775 574 1,762 899
Changes from: January 16, 2024 Total Change is: -497
-333 -970 454 -307 27 227 -639 -2,150 431 -386 1,205 183 -129 95
Percent of Open Interest Represented by Each Category of Trader
6.3 16.5 4.4 50.4 0.2 1.7 11.5 45.2 15.0 1.3 11.1 2.3 7.0 3.6
Number of Traders in Each Category Total Traders: 128
8 7 5 18 . 6 34 36 30 10 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,850
Positions
3,433 6,582 444 818 4,733 46 8,821 7,826 4,784 3,686 792 511 4,307 1,132
Changes from: January 16, 2024 Total Change is: 3,898
3,183 58 -13 23 1,938 -64 674 1,260 328 -121 -29 244 -356 177
Percent of Open Interest Represented by Each Category of Trader
12.8 24.5 1.7 3.0 17.6 0.2 32.9 29.1 17.8 13.7 2.9 1.9 16.0 4.2
Number of Traders in Each Category Total Traders: 111
4 . . 5 . . 17 13 12 52 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 17,794
Positions
675 0 0 0 0 0 2,088 10,807 5 11,523 5,093 0 3,503 1,889
Changes from: January 16, 2024 Total Change is: -1,234
675 -2,451 -373 0 0 0 723 400 -1 -1,804 911 0 -454 280
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 0.0 0.0 0.0 0.0 11.7 60.7 0.0 64.8 28.6 0.0 19.7 10.6
Number of Traders in Each Category Total Traders: 147
. 0 0 0 0 0 . . . 101 42 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
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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 6,916
Positions
258 1,398 105 1,291 1 138 2,308 3,594 917 804 251 65 1,030 447
Changes from: January 16, 2024 Total Change is: -571
-43 56 -35 -345 -42 123 -437 -1,118 342 -213 -86 46 -8 142
Percent of Open Interest Represented by Each Category of Trader
3.7 20.2 1.5 18.7 0.0 2.0 33.4 52.0 13.3 11.6 3.6 0.9 14.9 6.5
Number of Traders in Each Category Total Traders: 77
4 7 . 11 . . 25 19 18 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
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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 46,394
Positions
654 11,389 1,584 2,394 1,204 916 13,928 16,697 8,816 13,051 1,596 3,897 1,154 295
Changes from: January 16, 2024 Total Change is: -3,234
654 -4,981 112 -1,064 139 -9 -142 4,476 -2,369 33 -572 -92 -358 62
Percent of Open Interest Represented by Each Category of Trader
1.4 24.5 3.4 5.2 2.6 2.0 30.0 36.0 19.0 28.1 3.4 8.4 2.5 0.6
Number of Traders in Each Category Total Traders: 123
. . . 4 . . 13 6 7 77 19 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
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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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 7,638
Positions
0 3,050 126 0 0 0 242 2,926 0 6,440 1,240 0 830 296
Changes from: January 16, 2024 Total Change is: -299
0 275 126 0 0 0 242 -686 0 -514 47 0 -153 -61
Percent of Open Interest Represented by Each Category of Trader
0.0 39.9 1.6 0.0 0.0 0.0 3.2 38.3 0.0 84.3 16.2 0.0 10.9 3.9
Number of Traders in Each Category Total Traders: 70
0 . . 0 0 0 . . 0 50 15 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,711
Positions
0 3,985 0 10,175 2,284 668 6,700 11,638 1,483 2,346 2,059 7 3,331 2,586
Changes from: January 16, 2024 Total Change is: 1,168
-64 -50 0 3,423 -214 -21 -2,805 1,638 170 -52 -144 1 516 -212
Percent of Open Interest Represented by Each Category of Trader
0.0 16.1 0.0 41.2 9.2 2.7 27.1 47.1 6.0 9.5 8.3 0.0 13.5 10.5
Number of Traders in Each Category Total Traders: 99
0 . 0 14 5 . 26 22 8 15 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
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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 340,313
Positions
47,861 22,719 18,729 59,957 72,380 59,133 61,396 71,155 48,930 9,347 7,057 9,655 25,305 30,555
Changes from: January 16, 2024 Total Change is: -18,952
-9,158 -16,383 1,250 -7,177 3,942 2,059 -3,422 -8,249 -3,709 3,645 4,007 -1,377 -1,063 -492
Percent of Open Interest Represented by Each Category of Trader
14.1 6.7 5.5 17.6 21.3 17.4 18.0 20.9 14.4 2.7 2.1 2.8 7.4 9.0
Number of Traders in Each Category Total Traders: 209
15 11 20 21 34 28 46 48 54 15 8 17
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Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2024
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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 93,694
Positions
82,098 76,557 0 9,515 7,636 30 1,225 9,262 0 547 138 0 279 71
Changes from: January 16, 2024 Total Change is: 392
0 0 0 21 1,275 0 345 -946 0 33 14 0 -7 49
Percent of Open Interest Represented by Each Category of Trader
87.6 81.7 0.0 10.2 8.1 0.0 1.3 9.9 0.0 0.6 0.1 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 9 7 . 4 . 0 7 . 0
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Updated January 23, 2024