Traders in Financial Futures - Futures Only Positions as of August 15, 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 157,827
Positions
45,383 19,278 0 30,511 57,546 3,770 38,302 37,204 4,697 4,623 2,433 45 30,496 32,854
Changes from: August 8, 2023 Total Change is: 16,867
14,986 -6,449 0 -2,803 12,422 319 9,924 6,475 -226 -1,773 288 -282 -3,278 4,320
Percent of Open Interest Represented by Each Category of Trader
28.8 12.2 0.0 19.3 36.5 2.4 24.3 23.6 3.0 2.9 1.5 0.0 19.3 20.8
Number of Traders in Each Category Total Traders: 104
6 8 0 15 21 9 24 20 15 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 42,794
Positions
13,676 5,058 0 5,212 15,792 279 6,783 6,137 73 1,509 0 0 15,262 15,455
Changes from: August 8, 2023 Total Change is: -328
324 377 0 -762 -818 129 305 355 -321 0 -1,600 0 -3 1,550
Percent of Open Interest Represented by Each Category of Trader
32.0 11.8 0.0 12.2 36.9 0.7 15.9 14.3 0.2 3.5 0.0 0.0 35.7 36.1
Number of Traders in Each Category Total Traders: 41
. . 0 6 9 . 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 215,340
Positions
487 70,821 2,870 80,383 59,488 7,697 75,113 32,996 14,100 0 1,878 0 34,690 25,490
Changes from: August 8, 2023 Total Change is: 8,386
-6,262 2,926 957 5,835 933 -227 8,906 2,961 -1,008 0 0 0 185 1,844
Percent of Open Interest Represented by Each Category of Trader
0.2 32.9 1.3 37.3 27.6 3.6 34.9 15.3 6.5 0.0 0.9 0.0 16.1 11.8
Number of Traders in Each Category Total Traders: 117
. 12 . 23 26 17 31 21 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 247,954
Positions
100,071 21,404 1,050 58,222 98,987 4,595 34,878 68,723 5,932 8,999 3,520 15 34,192 43,728
Changes from: August 8, 2023 Total Change is: 18,105
8,124 -6,429 -121 -2,881 16,242 628 10,065 3,581 -131 1,640 -41 0 781 4,376
Percent of Open Interest Represented by Each Category of Trader
40.4 8.6 0.4 23.5 39.9 1.9 14.1 27.7 2.4 3.6 1.4 0.0 13.8 17.6
Number of Traders in Each Category Total Traders: 141
11 6 . 23 28 14 25 35 14 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 760,233
Positions
21,538 525,111 1,725 492,339 80,087 22,369 76,755 53,700 19,329 30,686 7,841 4,597 90,895 45,474
Changes from: August 8, 2023 Total Change is: -735
-1,942 5,090 -67 -4,327 283 298 5,353 -6,692 2,142 -908 -723 61 -1,345 -1,127
Percent of Open Interest Represented by Each Category of Trader
2.8 69.1 0.2 64.8 10.5 2.9 10.1 7.1 2.5 4.0 1.0 0.6 12.0 6.0
Number of Traders in Each Category Total Traders: 287
14 15 4 121 25 44 47 36 26 20 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 29,074
Positions
0 11,937 0 14,633 4,875 2,501 709 3,967 0 0 0 0 11,231 5,794
Changes from: August 8, 2023 Total Change is: 210
0 1 0 44 -253 -2 0 -480 0 0 0 0 168 944
Percent of Open Interest Represented by Each Category of Trader
0.0 41.1 0.0 50.3 16.8 8.6 2.4 13.6 0.0 0.0 0.0 0.0 38.6 19.9
Number of Traders in Each Category Total Traders: 28
0 . 0 16 4 6 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,584
Positions
2,915 5,489 47 5,320 8,338 1,093 4,823 0 2 0 1,820 0 8,384 5,795
Changes from: August 8, 2023 Total Change is: 139
0 -25 1 -45 -100 10 -357 0 0 0 0 0 530 253
Percent of Open Interest Represented by Each Category of Trader
12.9 24.3 0.2 23.6 36.9 4.8 21.4 0.0 0.0 0.0 8.1 0.0 37.1 25.7
Number of Traders in Each Category Total Traders: 21
. . . 5 7 . 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 204,458
Positions
79,920 3,812 1,490 38,663 123,705 4,086 55,082 35,765 3,347 1,478 0 0 20,392 32,253
Changes from: August 8, 2023 Total Change is: 21,616
12,746 137 608 -1,194 11,861 67 8,357 8,378 -135 -325 0 0 1,492 700
Percent of Open Interest Represented by Each Category of Trader
39.1 1.9 0.7 18.9 60.5 2.0 26.9 17.5 1.6 0.7 0.0 0.0 10.0 15.8
Number of Traders in Each Category Total Traders: 98
8 4 . 11 26 8 22 25 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 228,984
Positions
3,454 63,226 251 127,127 8,399 3,393 81,076 36,934 2,591 2,895 109,197 0 8,197 4,993
Changes from: August 8, 2023 Total Change is: 1,239
-461 -1,726 13 -2,295 -199 956 553 483 1,587 33 -513 0 853 638
Percent of Open Interest Represented by Each Category of Trader
1.5 27.6 0.1 55.5 3.7 1.5 35.4 16.1 1.1 1.3 47.7 0.0 3.6 2.2
Number of Traders in Each Category Total Traders: 158
. 8 . 25 10 7 64 21 8 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 42,031
Positions
1,712 30,287 297 15,935 2,254 6 15,706 2,833 510 4,091 3,811 0 3,774 2,033
Changes from: August 8, 2023 Total Change is: -3,678
258 -170 27 -219 758 6 -3,794 -1,785 -15 -52 -99 0 111 -2,400
Percent of Open Interest Represented by Each Category of Trader
4.1 72.1 0.7 37.9 5.4 0.0 37.4 6.7 1.2 9.7 9.1 0.0 9.0 4.8
Number of Traders in Each Category Total Traders: 75
. 4 . 15 8 . 24 5 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 46,781
Positions
17,715 2,137 62 3,159 26,928 461 21,902 10,823 173 349 704 18 2,942 5,475
Changes from: August 8, 2023 Total Change is: 5,795
3,568 -2,659 14 -288 5,161 33 2,830 2,038 27 -25 98 0 -364 1,083
Percent of Open Interest Represented by Each Category of Trader
37.9 4.6 0.1 6.8 57.6 1.0 46.8 23.1 0.4 0.7 1.5 0.0 6.3 11.7
Number of Traders in Each Category Total Traders: 86
10 . . 7 22 5 21 18 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 33,619
Positions
20,769 6,884 0 4,204 2,664 0 776 16,318 6,416 216 110 0 1,238 1,227
Changes from: August 8, 2023 Total Change is: -1,869
-64 -31 -11 -8,019 873 0 -169 -9,198 6,396 0 11 -1 -1 92
Percent of Open Interest Represented by Each Category of Trader
61.8 20.5 0.0 12.5 7.9 0.0 2.3 48.5 19.1 0.6 0.3 0.0 3.7 3.6
Number of Traders in Each Category Total Traders: 33
. . 0 4 4 0 4 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 104,216
Positions
36,768 36,480 1,550 17,983 11,341 306 17,901 18,247 4,629 10,660 17,586 0 14,419 14,077
Changes from: August 8, 2023 Total Change is: -2,350
4,331 -3,951 -27 -1,499 4,394 -2,032 -12,125 -332 1,503 7,416 -82 0 83 -1,823
Percent of Open Interest Represented by Each Category of Trader
35.3 35.0 1.5 17.3 10.9 0.3 17.2 17.5 4.4 10.2 16.9 0.0 13.8 13.5
Number of Traders in Each Category Total Traders: 94
12 14 4 18 8 4 18 18 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 104,216
Positions
36,768 36,480 1,550 17,983 11,341 306 17,901 18,247 4,629 10,660 17,586 0 14,419 14,077
Changes from: August 8, 2023 Total Change is: -2,350
4,331 -3,951 -27 -1,499 4,394 -2,032 -12,125 -332 1,503 7,416 -82 0 83 -1,823
Percent of Open Interest Represented by Each Category of Trader
35.3 35.0 1.5 17.3 10.9 0.3 17.2 17.5 4.4 10.2 16.9 0.0 13.8 13.5
Number of Traders in Each Category Total Traders: 94
12 14 4 18 8 4 18 18 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 41,539
Positions
12,030 27,972 0 22,869 2,895 2,232 2,712 7,394 0 0 0 0 1,696 1,046
Changes from: August 8, 2023 Total Change is: 1,160
-138 981 0 1,088 73 26 75 50 0 0 0 0 109 30
Percent of Open Interest Represented by Each Category of Trader
29.0 67.3 0.0 55.1 7.0 5.4 6.5 17.8 0.0 0.0 0.0 0.0 4.1 2.5
Number of Traders in Each Category Total Traders: 40
6 4 0 19 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 2,246,098
Positions
312,550 705,619 28,652 1,105,079 323,616 206,950 147,548 432,293 65,642 94,310 207,365 15,453 269,915 260,508
Changes from: August 8, 2023 Total Change is: 353
-1,039 14,698 152 9,598 4,341 -3,459 -23,211 -55,637 -4,514 9,400 32,552 9,874 3,552 2,346
Percent of Open Interest Represented by Each Category of Trader
13.9 31.4 1.3 49.2 14.4 9.2 6.6 19.2 2.9 4.2 9.2 0.7 12.0 11.6
Number of Traders in Each Category Total Traders: 528
33 40 24 174 71 102 66 99 66 22 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 21,863
Positions
9,846 11,854 0 7,898 7,808 391 1,322 754 0 0 0 0 2,406 1,056
Changes from: August 8, 2023 Total Change is: 2,864
3,700 898 0 -400 2,287 0 -572 0 0 0 0 0 136 -321
Percent of Open Interest Represented by Each Category of Trader
45.0 54.2 0.0 36.1 35.7 1.8 6.0 3.4 0.0 0.0 0.0 0.0 11.0 4.8
Number of Traders in Each Category Total Traders: 23
6 6 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 26,465
Positions
3,604 22,952 0 13,677 784 0 6,767 1,342 0 0 0 0 2,417 1,387
Changes from: August 8, 2023 Total Change is: 210
273 -81 0 -445 0 0 522 477 0 0 0 0 -140 -186
Percent of Open Interest Represented by Each Category of Trader
13.6 86.7 0.0 51.7 3.0 0.0 25.6 5.1 0.0 0.0 0.0 0.0 9.1 5.2
Number of Traders in Each Category Total Traders: 36
. 6 0 14 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,220,084
Positions
312,841 705,619 27,818 1,103,269 323,742 206,301 146,415 442,447 52,724 94,310 207,288 12,785 263,621 241,360
Changes from: August 8, 2023 Total Change is: -1,625
-1,183 15,098 77 9,549 4,372 -3,485 -24,598 -56,092 -3,475 9,648 32,624 9,422 2,420 -166
Percent of Open Interest Represented by Each Category of Trader
14.1 31.8 1.3 49.7 14.6 9.3 6.6 19.9 2.4 4.2 9.3 0.6 11.9 10.9
Number of Traders in Each Category Total Traders: 518
32 40 23 169 70 100 63 99 63 22 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 37,373
Positions
20,537 32,743 0 13,259 556 0 1,438 2,444 0 0 0 0 2,139 1,630
Changes from: August 8, 2023 Total Change is: 2,857
1,494 2,900 0 1,167 247 -70 92 29 0 0 0 0 174 -249
Percent of Open Interest Represented by Each Category of Trader
55.0 87.6 0.0 35.5 1.5 0.0 3.8 6.5 0.0 0.0 0.0 0.0 5.7 4.4
Number of Traders in Each Category Total Traders: 29
6 8 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,498
Positions
5,577 13,880 0 5,926 338 0 658 525 0 0 0 0 3,337 755
Changes from: August 8, 2023 Total Change is: 500
2,254 92 0 -2,239 0 0 8 207 0 0 0 0 477 201
Percent of Open Interest Represented by Each Category of Trader
36.0 89.6 0.0 38.2 2.2 0.0 4.2 3.4 0.0 0.0 0.0 0.0 21.5 4.9
Number of Traders in Each Category Total Traders: 21
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 10,640
Positions
4,208 7,975 0 4,517 0 0 0 1,811 0 0 0 0 1,915 854
Changes from: August 8, 2023 Total Change is: -1,284
-1,501 150 0 140 -2,557 0 0 1,094 0 0 0 0 77 29
Percent of Open Interest Represented by Each Category of Trader
39.5 75.0 0.0 42.5 0.0 0.0 0.0 17.0 0.0 0.0 0.0 0.0 18.0 8.0
Number of Traders in Each Category Total Traders: 20
5 5 0 6 0 0 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 45,845
Positions
18,067 15,391 0 24,356 6,332 132 1,723 22,283 43 0 0 0 1,524 1,664
Changes from: August 8, 2023 Total Change is: -2,356
14 2,982 0 655 -9,743 -146 124 4,459 5 0 0 0 -3,008 87
Percent of Open Interest Represented by Each Category of Trader
39.4 33.6 0.0 53.1 13.8 0.3 3.8 48.6 0.1 0.0 0.0 0.0 3.3 3.6
Number of Traders in Each Category Total Traders: 36
5 8 0 8 4 . 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 260,135
Positions
5,426 8,339 0 23,139 3,781 1,447 129,601 16,733 10,904 26,680 27,448 0 62,938 191,483
Changes from: August 8, 2023 Total Change is: 19,775
2,184 -3,258 0 637 -160 110 3,254 -6,068 232 2,042 3,795 0 11,316 25,124
Percent of Open Interest Represented by Each Category of Trader
2.1 3.2 0.0 8.9 1.5 0.6 49.8 6.4 4.2 10.3 10.6 0.0 24.2 73.6
Number of Traders in Each Category Total Traders: 28
. . 0 12 . 5 7 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 374,495
Positions
111,802 116,578 153,534 0 38,000 0 32,815 9,582 47,838 23,285 0 0 5,221 8,963
Changes from: August 8, 2023 Total Change is: -1,001
-100 -747 -1,144 0 0 0 -300 1,750 1,040 0 0 0 -497 -1,900
Percent of Open Interest Represented by Each Category of Trader
29.9 31.1 41.0 0.0 10.1 0.0 8.8 2.6 12.8 6.2 0.0 0.0 1.4 2.4
Number of Traders in Each Category Total Traders: 33
8 10 17 0 . 0 4 4 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 40,175
Positions
3,301 6,447 116 24,194 23,858 2,197 2,086 3,332 24 220 0 0 8,037 4,201
Changes from: August 8, 2023 Total Change is: 520
86 147 0 362 316 126 -83 -145 -21 -90 0 0 140 97
Percent of Open Interest Represented by Each Category of Trader
8.2 16.0 0.3 60.2 59.4 5.5 5.2 8.3 0.1 0.5 0.0 0.0 20.0 10.5
Number of Traders in Each Category Total Traders: 64
. 6 . 28 14 10 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 281,293
Positions
51,410 67,762 4,075 91,705 28,830 6,157 38,954 77,535 25,943 12,495 23,556 3,316 47,237 44,118
Changes from: August 8, 2023 Total Change is: -353
-1,393 4,995 532 -2,133 1,511 21 969 -19,518 -1,192 -1,543 12,031 2,753 1,632 -1,486
Percent of Open Interest Represented by Each Category of Trader
18.3 24.1 1.4 32.6 10.2 2.2 13.8 27.6 9.2 4.4 8.4 1.2 16.8 15.7
Number of Traders in Each Category Total Traders: 328
23 28 13 77 36 39 49 65 34 24 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 267,495
Positions
51,602 67,705 3,436 91,336 28,898 6,082 45,788 81,138 13,047 12,813 23,345 2,709 40,682 41,135
Changes from: August 8, 2023 Total Change is: -302
-1,105 5,220 232 -2,134 1,517 12 1,270 -20,018 -941 -1,420 12,187 2,635 1,149 -1,146
Percent of Open Interest Represented by Each Category of Trader
19.3 25.3 1.3 34.1 10.8 2.3 17.1 30.3 4.9 4.8 8.7 1.0 15.2 15.4
Number of Traders in Each Category Total Traders: 297
22 25 11 74 36 37 42 63 29 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 137,982
Positions
4,476 6,963 0 4,364 0 76 57,779 90,084 2,845 2,837 8,133 54 65,551 29,827
Changes from: August 8, 2023 Total Change is: -514
128 748 0 65 0 34 -6,657 1,346 1,136 -54 -380 4 4,830 -3,402
Percent of Open Interest Represented by Each Category of Trader
3.2 5.0 0.0 3.2 0.0 0.1 41.9 65.3 2.1 2.1 5.9 0.0 47.5 21.6
Number of Traders in Each Category Total Traders: 49
4 . 0 6 0 . 12 8 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 526,922
Positions
129,799 116,020 6,199 205,330 165,878 38,802 82,992 120,155 10,446 26,856 46,376 438 26,060 22,608
Changes from: August 8, 2023 Total Change is: 13,105
10,810 -1,043 -581 1,085 -1,408 1,744 -7,795 10,802 597 5,529 3,472 244 1,472 -722
Percent of Open Interest Represented by Each Category of Trader
24.6 22.0 1.2 39.0 31.5 7.4 15.8 22.8 2.0 5.1 8.8 0.1 4.9 4.3
Number of Traders in Each Category Total Traders: 348
32 19 7 91 62 47 51 69 26 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 13,700
Positions
4,446 6,931 0 7,916 6,277 0 515 0 0 0 0 0 823 492
Changes from: August 8, 2023 Total Change is: -34
0 463 0 416 -3 0 0 -442 0 0 0 0 -450 -52
Percent of Open Interest Represented by Each Category of Trader
32.5 50.6 0.0 57.8 45.8 0.0 3.8 0.0 0.0 0.0 0.0 0.0 6.0 3.6
Number of Traders in Each Category Total Traders: 23
. 5 0 8 6 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 16,974
Positions
0 10,820 0 9,879 0 13 2,475 1,608 0 364 1,586 0 4,243 2,947
Changes from: August 8, 2023 Total Change is: 787
0 0 0 -143 0 1 649 752 0 110 41 0 170 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 63.7 0.0 58.2 0.0 0.1 14.6 9.5 0.0 2.1 9.3 0.0 25.0 17.4
Number of Traders in Each Category Total Traders: 23
0 4 0 9 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 51,699
Positions
9,774 11,009 764 20,009 1,526 526 10,368 5,839 51 2,490 3,678 0 7,717 28,306
Changes from: August 8, 2023 Total Change is: 2,833
398 -602 52 -139 134 -42 2,207 2,462 -186 291 1,509 0 252 -494
Percent of Open Interest Represented by Each Category of Trader
18.9 21.3 1.5 38.7 3.0 1.0 20.1 11.3 0.1 4.8 7.1 0.0 14.9 54.8
Number of Traders in Each Category Total Traders: 60
11 5 . 11 . 4 12 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 399,835
Positions
34,833 227,154 4,343 263,334 69,282 38,080 26,428 46,566 1,936 18,733 6,984 529 11,619 4,961
Changes from: August 8, 2023 Total Change is: 1,017
615 -4,653 719 4,690 1,114 -382 -2,700 397 44 -1,184 2,924 0 -785 854
Percent of Open Interest Represented by Each Category of Trader
8.7 56.8 1.1 65.9 17.3 9.5 6.6 11.6 0.5 4.7 1.7 0.1 2.9 1.2
Number of Traders in Each Category Total Traders: 194
14 14 6 75 43 32 24 13 10 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,100,775
Positions
89,773 523,921 10,925 669,665 310,100 109,578 123,711 82,258 6,382 56,634 42,608 1,540 32,567 13,463
Changes from: August 8, 2023 Total Change is: -1,802
3,670 -33,313 -140 -16,085 14,883 5,366 -905 13,900 -327 8,296 16 -81 -1,596 -2,106
Percent of Open Interest Represented by Each Category of Trader
8.2 47.6 1.0 60.8 28.2 10.0 11.2 7.5 0.6 5.1 3.9 0.1 3.0 1.2
Number of Traders in Each Category Total Traders: 415
30 20 12 164 62 76 56 39 28 34 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 212,087
Positions
14,175 145,358 37,165 40,725 0 2,048 95,181 5,128 16,714 5,595 5,469 140 344 65
Changes from: August 8, 2023 Total Change is: 6,864
-1,215 4,861 418 1,415 0 0 4,534 -49 1,637 46 0 0 29 -3
Percent of Open Interest Represented by Each Category of Trader
6.7 68.5 17.5 19.2 0.0 1.0 44.9 2.4 7.9 2.6 2.6 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
9 27 15 16 0 . 37 4 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,370,326
Positions
34,593 161,332 9,179 754,884 275,427 177,688 45,039 455,852 65,528 87,177 68,113 621 195,617 156,586
Changes from: August 8, 2023 Total Change is: 37,259
-8,865 -3,172 3,641 16,143 17,259 369 13,365 15,153 7,595 4,721 -9,284 360 -70 5,338
Percent of Open Interest Represented by Each Category of Trader
2.5 11.8 0.7 55.1 20.1 13.0 3.3 33.3 4.8 6.4 5.0 0.0 14.3 11.4
Number of Traders in Each Category Total Traders: 194
9 15 7 62 35 57 24 32 29 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,622,461
Positions
9,286 66,193 8,826 930,803 303,066 279,225 78,143 735,228 75,002 63,436 21,435 0 177,740 133,486
Changes from: August 8, 2023 Total Change is: 62,012
2,745 12,005 2,818 3,337 -21,381 771 -5,817 15,393 51,956 509 -3,791 0 5,693 4,241
Percent of Open Interest Represented by Each Category of Trader
0.6 4.1 0.5 57.4 18.7 17.2 4.8 45.3 4.6 3.9 1.3 0.0 11.0 8.2
Number of Traders in Each Category Total Traders: 175
. 9 4 77 29 58 14 28 18 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 3,820,729
Positions
132,044 318,010 16,669 1,771,591 500,597 335,162 773,755 2,218,118 77,754 404,873 170,989 26,445 282,436 156,985
Changes from: August 8, 2023 Total Change is: 73,980
5,480 36,887 4,548 22,989 -1,763 5,579 -7,969 20,976 1,708 9,573 -366 911 31,161 5,500
Percent of Open Interest Represented by Each Category of Trader
3.5 8.3 0.4 46.4 13.1 8.8 20.3 58.1 2.0 10.6 4.5 0.7 7.4 4.1
Number of Traders in Each Category Total Traders: 431
30 29 10 156 40 92 56 63 43 45 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,857,422
Positions
143,179 351,506 39,088 2,645,919 1,260,297 625,680 432,910 1,746,329 128,784 408,545 301,045 2,440 430,877 402,253
Changes from: August 8, 2023 Total Change is: -15,011
-1,940 35,598 -4,982 15,282 -67,090 1,132 -12,309 13,990 -15,654 -11,616 17,370 -7 15,083 4,632
Percent of Open Interest Represented by Each Category of Trader
2.9 7.2 0.8 54.5 25.9 12.9 8.9 36.0 2.7 8.4 6.2 0.1 8.9 8.3
Number of Traders in Each Category Total Traders: 422
24 31 16 131 60 103 56 75 53 30 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,847,110
Positions
63,966 114,716 1,173 902,474 650,454 271,754 232,316 459,823 32,279 173,528 49,525 787 168,833 266,599
Changes from: August 8, 2023 Total Change is: 41,204
-97 25,394 34 20,438 -12,652 2,623 19,695 29,678 -766 -1,850 418 -38 1,165 -3,487
Percent of Open Interest Represented by Each Category of Trader
3.5 6.2 0.1 48.9 35.2 14.7 12.6 24.9 1.7 9.4 2.7 0.0 9.1 14.4
Number of Traders in Each Category Total Traders: 186
4 15 . 53 53 57 16 30 25 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 6,431
Positions
0 0 0 0 0 0 4,147 1,369 1,217 233 1,171 0 834 2,674
Changes from: August 8, 2023 Total Change is: 1,280
0 0 0 0 0 0 273 -1,046 1,115 -62 269 0 -46 942
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 64.5 21.3 18.9 3.6 18.2 0.0 13.0 41.6
Number of Traders in Each Category Total Traders: 28
0 0 0 0 0 0 4 . . . 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 5,768,718
Positions
89,818 759,314 69,078 2,739,352 1,059,558 673,053 1,076,958 2,602,615 97,925 606,685 172,426 4,037 411,812 330,712
Changes from: August 8, 2023 Total Change is: 56,861
-24,099 41,158 25,631 -47,670 -59,874 40,686 -3,758 -45,654 27,869 8,951 34,463 475 28,776 -7,893
Percent of Open Interest Represented by Each Category of Trader
1.6 13.2 1.2 47.5 18.4 11.7 18.7 45.1 1.7 10.5 3.0 0.1 7.1 5.7
Number of Traders in Each Category Total Traders: 406
19 37 16 143 39 100 51 70 46 32 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,532,025
Positions
430,506 147,131 409,041 9,167 71,134 27,994 120,790 319,197 498,779 1,502 11,342 2,915 31,331 44,492
Changes from: August 8, 2023 Total Change is: 35,614
22,333 -29,019 12,994 -5,233 42,344 -1,332 5,066 2,528 3,873 600 830 515 -3,202 2,881
Percent of Open Interest Represented by Each Category of Trader
28.1 9.6 26.7 0.6 4.6 1.8 7.9 20.8 32.6 0.1 0.7 0.2 2.0 2.9
Number of Traders in Each Category Total Traders: 147
31 32 56 . 8 . 24 36 50 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 11,113
Positions
3,995 2,430 2,607 244 0 394 466 1,955 3,318 0 335 23 66 51
Changes from: August 8, 2023 Total Change is: 1,555
539 375 33 15 0 1 -107 72 1,083 0 0 0 -9 -9
Percent of Open Interest Represented by Each Category of Trader
35.9 21.9 23.5 2.2 0.0 3.5 4.2 17.6 29.9 0.0 3.0 0.2 0.6 0.5
Number of Traders in Each Category Total Traders: 28
6 5 6 . 0 . 4 10 13 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 is10,263,811
Positions
2,685,746 2,565,467 1,982,789 259,898 525,091 611,239 1,550,422 1,224,796 2,954,577 88,513 253,837 104,336 26,291 41,679
Changes from: August 8, 2023 Total Change is: 55,306
13,308 32,535 -23,263 -110,754 6,586 57,883 3,605 -116,491 74,160 9,359 -7,267 26,664 4,344 4,499
Percent of Open Interest Represented by Each Category of Trader
26.2 25.0 19.3 2.5 5.1 6.0 15.1 11.9 28.8 0.9 2.5 1.0 0.3 0.4
Number of Traders in Each Category Total Traders: 882
75 113 135 35 77 57 94 212 177 83 129 92
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 804,525
Positions
375,207 173,989 192,295 493 25,311 6,999 74,076 220,234 153,246 1,740 31,825 157 312 469
Changes from: August 8, 2023 Total Change is: 58,370
27,729 14,094 17,716 114 -1,034 603 18,937 24,797 -7,629 891 9,760 -5 14 68
Percent of Open Interest Represented by Each Category of Trader
46.6 21.6 23.9 0.1 3.1 0.9 9.2 27.4 19.0 0.2 4.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 186
32 52 55 . 7 5 24 54 45 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342603 Open Interest is 22,392
Positions
4,725 0 0 0 32 0 13,834 12,904 3,823 0 5,632 0 10 1
Changes from: August 8, 2023 Total Change is: 91
0 0 0 0 0 0 91 91 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.1 0.0 0.0 0.0 0.1 0.0 61.8 57.6 17.1 0.0 25.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 6 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 75,616
Positions
2,743 1,529 31,388 40 180 0 4,470 20,326 21,391 15,581 778 0 3 24
Changes from: August 8, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.6 2.0 41.5 0.1 0.2 0.0 5.9 26.9 28.3 20.6 1.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . . . 0 . 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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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5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 22,079
Positions
7,078 0 1,113 0 524 0 2,728 12,384 2,458 8,702 5,538 0 0 62
Changes from: August 8, 2023 Total Change is: -606
0 0 0 0 0 0 894 -535 0 -1,500 -71 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.1 0.0 5.0 0.0 2.4 0.0 12.4 56.1 11.1 39.4 25.1 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
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Traders in Financial Futures - Futures Only Positions as of August 15, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,432
Positions
614 4,359 41 8,471 0 318 2,131 8,694 1,161 1,364 225 33 1,299 601
Changes from: August 8, 2023 Total Change is: -1,311
27 -13 -22 -277 -50 -16 -1,506 -1,470 314 272 54 -152 49 44
Percent of Open Interest Represented by Each Category of Trader
4.0 28.2 0.3 54.9 0.0 2.1 13.8 56.3 7.5 8.8 1.5 0.2 8.4 3.9
Number of Traders in Each Category Total Traders: 103
5 8 . 12 0 . 23 38 12 7 8 .
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Traders in Financial Futures - Futures Only Positions as of August 15, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,199
Positions
253 2,413 1 1,206 0 0 1,887 4,256 140 2,487 1,435 58 3,167 896
Changes from: August 8, 2023 Total Change is: -145
2 368 0 -394 0 0 101 -421 -52 250 9 6 -58 -55
Percent of Open Interest Represented by Each Category of Trader
2.8 26.2 0.0 13.1 0.0 0.0 20.5 46.3 1.5 27.0 15.6 0.6 34.4 9.7
Number of Traders in Each Category Total Traders: 93
. . . 5 0 0 15 12 . 46 10 .
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Traders in Financial Futures - Futures Only Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,161
Positions
248 349 0 562 0 15 453 2,011 136 1,209 105 0 538 545
Changes from: August 8, 2023 Total Change is: -33
46 19 -28 -119 0 2 -5 -92 36 166 4 0 -131 26
Percent of Open Interest Represented by Each Category of Trader
7.8 11.0 0.0 17.8 0.0 0.5 14.3 63.6 4.3 38.2 3.3 0.0 17.0 17.2
Number of Traders in Each Category Total Traders: 61
4 6 0 6 0 . 7 29 9 7 . 0
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Traders in Financial Futures - Futures Only Positions as of August 15, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 10,408
Positions
696 0 197 293 0 0 278 4,046 735 7,559 5,021 140 510 269
Changes from: August 8, 2023 Total Change is: -1,788
145 -1,220 -160 -1,879 0 0 2 -746 -58 181 316 0 -19 80
Percent of Open Interest Represented by Each Category of Trader
6.7 0.0 1.9 2.8 0.0 0.0 2.7 38.9 7.1 72.6 48.2 1.3 4.9 2.6
Number of Traders in Each Category Total Traders: 84
. 0 . . 0 0 4 7 . 50 19 .
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Traders in Financial Futures - Futures Only Positions as of August 15, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 26,954
Positions
0 6,084 0 8,474 1,801 768 10,860 12,464 1,098 1,335 1,377 15 4,404 3,347
Changes from: August 8, 2023 Total Change is: -1,976
0 13 0 1,095 -2,159 7 -4,362 467 -314 567 -18 -90 1,121 118
Percent of Open Interest Represented by Each Category of Trader
0.0 22.6 0.0 31.4 6.7 2.8 40.3 46.2 4.1 5.0 5.1 0.1 16.3 12.4
Number of Traders in Each Category Total Traders: 81
0 . 0 11 5 . 25 16 5 14 8 .
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Traders in Financial Futures - Futures Only Positions as of August 15, 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 395,240
Positions
45,262 28,789 18,757 89,282 73,537 52,194 75,730 100,429 67,373 4,140 6,031 20,145 22,357 27,985
Changes from: August 8, 2023 Total Change is: 18,636
-2,127 5,940 170 -1,027 5,414 4,745 4,989 -11,262 9,578 -449 144 4,525 -1,768 -618
Percent of Open Interest Represented by Each Category of Trader
11.5 7.3 4.7 22.6 18.6 13.2 19.2 25.4 17.0 1.0 1.5 5.1 5.7 7.1
Number of Traders in Each Category Total Traders: 204
14 11 22 27 30 26 34 48 59 11 16 25
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Traders in Financial Futures - Futures Only Positions as of August 15, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,076
Positions
46,984 46,219 0 8,669 3,283 657 3,976 10,288 303 186 238 0 301 88
Changes from: August 8, 2023 Total Change is: 1,015
0 0 0 -211 555 0 929 192 303 23 -42 0 -29 7
Percent of Open Interest Represented by Each Category of Trader
76.9 75.7 0.0 14.2 5.4 1.1 6.5 16.8 0.5 0.3 0.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 38
4 . 0 10 5 . 7 5 . . . 0
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Updated August 18, 2023