Traders in Financial Futures - Futures Only Positions as of August 22, 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 166,147
Positions
50,834 17,180 104 30,420 68,606 4,129 38,188 32,287 5,993 4,688 1,994 45 31,746 35,809
Changes from: August 15, 2023 Total Change is: 8,320
5,451 -2,098 104 -91 11,060 359 -114 -4,917 1,296 65 -439 0 1,250 2,955
Percent of Open Interest Represented by Each Category of Trader
30.6 10.3 0.1 18.3 41.3 2.5 23.0 19.4 3.6 2.8 1.2 0.0 19.1 21.6
Number of Traders in Each Category Total Traders: 99
7 7 . 15 22 10 21 18 13 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 44,326
Positions
14,862 4,925 0 4,718 16,159 242 8,262 6,726 428 1,710 0 0 14,104 15,846
Changes from: August 15, 2023 Total Change is: 1,532
1,186 -133 0 -494 367 -37 1,479 589 355 201 0 0 -1,158 391
Percent of Open Interest Represented by Each Category of Trader
33.5 11.1 0.0 10.6 36.5 0.5 18.6 15.2 1.0 3.9 0.0 0.0 31.8 35.7
Number of Traders in Each Category Total Traders: 44
4 . 0 6 9 . 10 11 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 228,179
Positions
0 79,602 2,850 92,204 59,054 7,551 75,594 33,336 16,003 434 1,857 536 33,007 27,390
Changes from: August 15, 2023 Total Change is: 12,839
-487 8,781 -20 11,821 -434 -146 481 340 1,903 434 -21 536 -1,683 1,900
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 1.2 40.4 25.9 3.3 33.1 14.6 7.0 0.2 0.8 0.2 14.5 12.0
Number of Traders in Each Category Total Traders: 120
0 12 . 25 25 17 32 20 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 246,923
Positions
98,203 14,926 1,217 60,285 103,535 4,422 33,762 69,863 5,506 9,021 3,646 15 34,492 43,793
Changes from: August 15, 2023 Total Change is: -1,031
-1,868 -6,478 167 2,063 4,548 -173 -1,116 1,140 -426 22 126 0 300 65
Percent of Open Interest Represented by Each Category of Trader
39.8 6.0 0.5 24.4 41.9 1.8 13.7 28.3 2.2 3.7 1.5 0.0 14.0 17.7
Number of Traders in Each Category Total Traders: 132
11 5 4 22 28 15 20 33 15 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 750,486
Positions
27,512 503,905 2,062 467,608 85,738 22,755 91,721 60,015 15,693 30,689 9,511 4,521 87,925 46,286
Changes from: August 15, 2023 Total Change is: -9,747
5,974 -21,206 337 -24,731 5,651 386 14,966 6,315 -3,636 3 1,670 -76 -2,970 812
Percent of Open Interest Represented by Each Category of Trader
3.7 67.1 0.3 62.3 11.4 3.0 12.2 8.0 2.1 4.1 1.3 0.6 11.7 6.2
Number of Traders in Each Category Total Traders: 298
15 16 6 117 28 48 51 40 27 20 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 29,302
Positions
0 11,947 0 14,591 5,129 2,490 709 3,641 0 0 0 0 11,512 6,095
Changes from: August 15, 2023 Total Change is: 228
0 10 0 -42 254 -11 0 -326 0 0 0 0 281 301
Percent of Open Interest Represented by Each Category of Trader
0.0 40.8 0.0 49.8 17.5 8.5 2.4 12.4 0.0 0.0 0.0 0.0 39.3 20.8
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 22, 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 22,269
Positions
2,915 5,487 47 4,820 7,898 1,076 4,738 0 2 0 1,820 0 8,671 5,939
Changes from: August 15, 2023 Total Change is: -315
0 -2 0 -500 -440 -17 -85 0 0 0 0 0 287 144
Percent of Open Interest Represented by Each Category of Trader
13.1 24.6 0.2 21.6 35.5 4.8 21.3 0.0 0.0 0.0 8.2 0.0 38.9 26.7
Number of Traders in Each Category Total Traders: 20
. . . 5 6 . 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 226,955
Positions
89,851 4,054 1,624 41,859 134,550 4,178 60,632 41,633 5,872 2,039 1,036 0 20,900 34,008
Changes from: August 15, 2023 Total Change is: 22,497
9,931 242 134 3,196 10,845 92 5,550 5,868 2,525 561 1,036 0 508 1,755
Percent of Open Interest Represented by Each Category of Trader
39.6 1.8 0.7 18.4 59.3 1.8 26.7 18.3 2.6 0.9 0.5 0.0 9.2 15.0
Number of Traders in Each Category Total Traders: 105
8 4 . 12 29 9 18 29 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 228,801
Positions
2,591 60,469 436 128,903 7,601 2,845 79,273 38,808 2,866 3,584 110,232 0 8,303 5,544
Changes from: August 15, 2023 Total Change is: -183
-863 -2,757 185 1,776 -798 -548 -1,803 1,874 275 689 1,035 0 106 551
Percent of Open Interest Represented by Each Category of Trader
1.1 26.4 0.2 56.3 3.3 1.2 34.6 17.0 1.3 1.6 48.2 0.0 3.6 2.4
Number of Traders in Each Category Total Traders: 168
. 6 . 28 10 7 70 22 9 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 46,576
Positions
2,037 30,287 297 11,457 5,297 6 22,194 5,453 0 4,357 3,341 0 6,228 1,895
Changes from: August 15, 2023 Total Change is: 4,545
325 0 0 -4,478 3,043 0 6,488 2,620 -510 266 -470 0 2,454 -138
Percent of Open Interest Represented by Each Category of Trader
4.4 65.0 0.6 24.6 11.4 0.0 47.7 11.7 0.0 9.4 7.2 0.0 13.4 4.1
Number of Traders in Each Category Total Traders: 80
. 4 . 14 8 . 24 10 0 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 51,035
Positions
21,712 215 67 3,821 31,418 347 21,443 12,001 411 175 815 18 3,041 5,743
Changes from: August 15, 2023 Total Change is: 4,254
3,997 -1,922 5 662 4,490 -114 -459 1,178 238 -174 111 0 99 268
Percent of Open Interest Represented by Each Category of Trader
42.5 0.4 0.1 7.5 61.6 0.7 42.0 23.5 0.8 0.3 1.6 0.0 6.0 11.3
Number of Traders in Each Category Total Traders: 88
10 . . 7 23 4 20 22 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 34,085
Positions
20,779 6,933 0 865 6,100 0 1,518 9,923 9,423 264 0 0 1,236 1,706
Changes from: August 15, 2023 Total Change is: 466
10 49 0 -3,339 3,436 0 742 -6,395 3,007 48 -110 0 -2 479
Percent of Open Interest Represented by Each Category of Trader
61.0 20.3 0.0 2.5 17.9 0.0 4.5 29.1 27.6 0.8 0.0 0.0 3.6 5.0
Number of Traders in Each Category Total Traders: 32
. . 0 . 7 0 6 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 97,208
Positions
40,770 26,519 1,125 15,121 12,675 569 11,204 21,641 4,100 9,007 18,032 0 15,312 12,547
Changes from: August 15, 2023 Total Change is: -7,008
4,002 -9,961 -425 -2,862 1,334 263 -6,697 3,394 -529 -1,653 446 0 893 -1,530
Percent of Open Interest Represented by Each Category of Trader
41.9 27.3 1.2 15.6 13.0 0.6 11.5 22.3 4.2 9.3 18.5 0.0 15.8 12.9
Number of Traders in Each Category Total Traders: 94
14 10 4 13 11 5 17 21 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 97,208
Positions
40,770 26,519 1,125 15,121 12,675 569 11,204 21,641 4,100 9,007 18,032 0 15,312 12,547
Changes from: August 15, 2023 Total Change is: -7,008
4,002 -9,961 -425 -2,862 1,334 263 -6,697 3,394 -529 -1,653 446 0 893 -1,530
Percent of Open Interest Represented by Each Category of Trader
41.9 27.3 1.2 15.6 13.0 0.6 11.5 22.3 4.2 9.3 18.5 0.0 15.8 12.9
Number of Traders in Each Category Total Traders: 94
14 10 4 13 11 5 17 21 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 41,861
Positions
11,974 29,063 0 23,197 2,923 2,311 2,782 6,659 5 0 0 0 1,592 900
Changes from: August 15, 2023 Total Change is: 322
-56 1,091 0 328 28 79 70 -735 5 0 0 0 -104 -146
Percent of Open Interest Represented by Each Category of Trader
28.6 69.4 0.0 55.4 7.0 5.5 6.6 15.9 0.0 0.0 0.0 0.0 3.8 2.1
Number of Traders in Each Category Total Traders: 41
6 4 0 20 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 2,253,916
Positions
313,275 704,606 28,946 1,110,243 353,398 203,266 120,968 447,187 57,506 138,745 202,292 8,828 272,139 247,887
Changes from: August 15, 2023 Total Change is: 7,818
725 -1,013 294 5,164 29,782 -3,684 -26,580 14,894 -8,136 44,435 -5,073 -6,625 2,224 -12,621
Percent of Open Interest Represented by Each Category of Trader
13.9 31.3 1.3 49.3 15.7 9.0 5.4 19.8 2.6 6.2 9.0 0.4 12.1 11.0
Number of Traders in Each Category Total Traders: 514
35 39 25 168 76 104 59 98 64 23 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 22,632
Positions
10,597 10,471 0 8,000 8,313 503 1,528 754 0 0 0 0 2,004 2,591
Changes from: August 15, 2023 Total Change is: 769
751 -1,383 0 102 505 112 206 0 0 0 0 0 -402 1,535
Percent of Open Interest Represented by Each Category of Trader
46.8 46.3 0.0 35.3 36.7 2.2 6.8 3.3 0.0 0.0 0.0 0.0 8.9 11.4
Number of Traders in Each Category Total Traders: 24
6 5 0 4 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 29,082
Positions
4,529 24,673 0 12,369 1,727 0 9,840 1,231 0 0 0 0 2,344 1,451
Changes from: August 15, 2023 Total Change is: 2,617
925 1,721 0 -1,308 943 0 3,073 -111 0 0 0 0 -73 64
Percent of Open Interest Represented by Each Category of Trader
15.6 84.8 0.0 42.5 5.9 0.0 33.8 4.2 0.0 0.0 0.0 0.0 8.1 5.0
Number of Traders in Each Category Total Traders: 37
. 7 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 2,232,226
Positions
313,195 704,606 28,073 1,108,490 353,508 202,586 120,216 452,038 49,180 138,745 202,082 5,895 265,846 234,258
Changes from: August 15, 2023 Total Change is: 12,142
354 -1,013 255 5,221 29,766 -3,715 -26,199 9,591 -3,544 44,435 -5,206 -6,890 2,225 -7,102
Percent of Open Interest Represented by Each Category of Trader
14.0 31.6 1.3 49.7 15.8 9.1 5.4 20.3 2.2 6.2 9.1 0.3 11.9 10.5
Number of Traders in Each Category Total Traders: 502
34 39 24 163 75 101 58 94 60 23 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 37,893
Positions
19,852 32,557 0 14,489 636 0 1,487 3,954 0 0 0 0 2,065 746
Changes from: August 15, 2023 Total Change is: 520
-685 -186 0 1,230 80 0 49 1,510 0 0 0 0 -74 -884
Percent of Open Interest Represented by Each Category of Trader
52.4 85.9 0.0 38.2 1.7 0.0 3.9 10.4 0.0 0.0 0.0 0.0 5.4 2.0
Number of Traders in Each Category Total Traders: 29
5 8 0 6 . 0 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 16,848
Positions
5,767 13,880 0 5,913 241 0 1,943 318 0 0 0 0 3,225 2,409
Changes from: August 15, 2023 Total Change is: 1,350
190 0 0 -13 -97 0 1,285 -207 0 0 0 0 -112 1,654
Percent of Open Interest Represented by Each Category of Trader
34.2 82.4 0.0 35.1 1.4 0.0 11.5 1.9 0.0 0.0 0.0 0.0 19.1 14.3
Number of Traders in Each Category Total Traders: 22
7 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 46,793
Positions
18,557 15,817 0 24,852 6,280 132 1,431 22,945 51 0 0 0 1,770 1,568
Changes from: August 15, 2023 Total Change is: 948
490 426 0 496 -52 0 -292 662 8 0 0 0 246 -96
Percent of Open Interest Represented by Each Category of Trader
39.7 33.8 0.0 53.1 13.4 0.3 3.1 49.0 0.1 0.0 0.0 0.0 3.8 3.4
Number of Traders in Each Category Total Traders: 36
5 8 0 8 4 . . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 216,895
Positions
9,534 8,733 0 22,701 4,071 1,626 80,343 24,312 10,435 29,330 31,428 0 62,926 136,290
Changes from: August 15, 2023 Total Change is: -43,240
4,108 394 0 -438 290 179 -49,258 7,579 -469 2,650 3,980 0 -12 -55,193
Percent of Open Interest Represented by Each Category of Trader
4.4 4.0 0.0 10.5 1.9 0.7 37.0 11.2 4.8 13.5 14.5 0.0 29.0 62.8
Number of Traders in Each Category Total Traders: 29
. . 0 12 . 5 6 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 372,008
Positions
109,587 115,430 154,877 0 38,000 0 33,605 10,082 45,956 23,285 0 0 4,698 7,663
Changes from: August 15, 2023 Total Change is: -2,487
-2,215 -1,148 1,343 0 0 0 790 500 -1,882 0 0 0 -523 -1,300
Percent of Open Interest Represented by Each Category of Trader
29.5 31.0 41.6 0.0 10.2 0.0 9.0 2.7 12.4 6.3 0.0 0.0 1.3 2.1
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 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 37,819
Positions
3,605 5,567 118 20,069 23,108 2,393 2,610 2,188 12 0 0 0 9,012 4,433
Changes from: August 15, 2023 Total Change is: -2,356
304 -880 2 -4,125 -750 196 524 -1,144 -12 -220 0 0 975 232
Percent of Open Interest Represented by Each Category of Trader
9.5 14.7 0.3 53.1 61.1 6.3 6.9 5.8 0.0 0.0 0.0 0.0 23.8 11.7
Number of Traders in Each Category Total Traders: 59
4 4 . 26 14 10 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 278,608
Positions
49,997 61,932 4,050 85,062 29,046 7,521 39,913 71,641 28,881 11,447 28,108 3,408 48,330 44,022
Changes from: August 15, 2023 Total Change is: -2,685
-1,413 -5,830 -26 -6,643 216 1,364 959 -5,893 2,938 -1,047 4,552 91 1,093 -96
Percent of Open Interest Represented by Each Category of Trader
17.9 22.2 1.5 30.5 10.4 2.7 14.3 25.7 10.4 4.1 10.1 1.2 17.3 15.8
Number of Traders in Each Category Total Traders: 335
22 31 13 73 39 33 48 65 34 22 33 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 263,420
Positions
50,150 61,876 3,450 84,561 29,117 7,443 46,240 74,750 15,326 11,947 27,759 2,648 41,655 41,051
Changes from: August 15, 2023 Total Change is: -4,075
-1,452 -5,829 14 -6,775 219 1,361 452 -6,388 2,279 -866 4,414 -61 973 -84
Percent of Open Interest Represented by Each Category of Trader
19.0 23.5 1.3 32.1 11.1 2.8 17.6 28.4 5.8 4.5 10.5 1.0 15.8 15.6
Number of Traders in Each Category Total Traders: 298
21 27 11 69 39 32 42 62 29 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 151,884
Positions
4,467 6,558 0 5,716 0 73 68,671 100,851 3,610 2,547 11,033 54 66,746 29,705
Changes from: August 15, 2023 Total Change is: 13,902
-9 -405 0 1,352 0 -3 10,892 10,767 765 -290 2,900 0 1,195 -122
Percent of Open Interest Represented by Each Category of Trader
2.9 4.3 0.0 3.8 0.0 0.0 45.2 66.4 2.4 1.7 7.3 0.0 43.9 19.6
Number of Traders in Each Category Total Traders: 54
4 4 0 7 0 . 12 9 5 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 519,058
Positions
134,893 113,322 6,638 190,559 163,296 38,007 80,604 129,281 9,666 32,846 37,419 212 25,633 21,217
Changes from: August 15, 2023 Total Change is: -7,864
5,094 -2,698 439 -14,771 -2,582 -795 -2,388 9,126 -780 5,990 -8,957 -226 -427 -1,391
Percent of Open Interest Represented by Each Category of Trader
26.0 21.8 1.3 36.7 31.5 7.3 15.5 24.9 1.9 6.3 7.2 0.0 4.9 4.1
Number of Traders in Each Category Total Traders: 339
31 20 7 88 66 52 45 65 27 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 13,706
Positions
4,321 6,931 0 7,978 6,277 0 515 0 0 0 0 0 892 498
Changes from: August 15, 2023 Total Change is: 6
-125 0 0 62 0 0 0 0 0 0 0 0 69 6
Percent of Open Interest Represented by Each Category of Trader
31.5 50.6 0.0 58.2 45.8 0.0 3.8 0.0 0.0 0.0 0.0 0.0 6.5 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 22, 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 17,476
Positions
0 10,807 0 9,852 0 13 3,474 2,355 0 364 1,609 0 3,773 2,692
Changes from: August 15, 2023 Total Change is: 502
0 -13 0 -27 0 0 999 747 0 0 23 0 -470 -255
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 56.4 0.0 0.1 19.9 13.5 0.0 2.1 9.2 0.0 21.6 15.4
Number of Traders in Each Category Total Traders: 24
0 4 0 9 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 52,521
Positions
9,300 11,774 643 19,810 1,565 536 12,042 6,576 352 2,560 4,511 0 7,278 26,564
Changes from: August 15, 2023 Total Change is: 822
-474 765 -121 -199 39 10 1,674 737 301 70 833 0 -439 -1,742
Percent of Open Interest Represented by Each Category of Trader
17.7 22.4 1.2 37.7 3.0 1.0 22.9 12.5 0.7 4.9 8.6 0.0 13.9 50.6
Number of Traders in Each Category Total Traders: 62
10 7 . 12 . 5 14 9 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 393,860
Positions
37,149 220,225 4,270 257,419 72,891 39,073 23,587 47,875 1,769 19,027 1,195 623 10,943 5,939
Changes from: August 15, 2023 Total Change is: -5,975
2,316 -6,929 -73 -5,915 3,609 993 -2,841 1,309 -167 294 -5,789 94 -676 978
Percent of Open Interest Represented by Each Category of Trader
9.4 55.9 1.1 65.4 18.5 9.9 6.0 12.2 0.4 4.8 0.3 0.2 2.8 1.5
Number of Traders in Each Category Total Traders: 189
14 14 6 72 45 32 21 13 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,110,356
Positions
88,427 504,641 10,795 653,326 350,013 109,783 136,784 74,240 4,848 74,461 40,468 1,589 30,343 13,979
Changes from: August 15, 2023 Total Change is: 9,581
-1,346 -19,280 -130 -16,339 39,913 205 13,073 -8,018 -1,534 17,827 -2,140 49 -2,224 516
Percent of Open Interest Represented by Each Category of Trader
8.0 45.4 1.0 58.8 31.5 9.9 12.3 6.7 0.4 6.7 3.6 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 419
28 20 12 160 73 75 57 37 22 31 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 214,789
Positions
14,760 147,657 36,723 42,508 0 2,048 94,186 4,778 17,920 6,155 5,469 140 349 54
Changes from: August 15, 2023 Total Change is: 2,702
585 2,299 -442 1,783 0 0 -995 -350 1,206 560 0 0 5 -11
Percent of Open Interest Represented by Each Category of Trader
6.9 68.7 17.1 19.8 0.0 1.0 43.9 2.2 8.3 2.9 2.5 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
9 27 14 16 0 . 36 4 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,431,389
Positions
38,712 175,573 8,659 756,392 260,504 187,819 54,076 471,238 94,842 86,803 70,610 5,858 198,228 156,286
Changes from: August 15, 2023 Total Change is: 61,063
4,119 14,241 -520 1,508 -14,923 10,131 9,037 15,386 29,314 -374 2,497 5,237 2,611 -300
Percent of Open Interest Represented by Each Category of Trader
2.7 12.3 0.6 52.8 18.2 13.1 3.8 32.9 6.6 6.1 4.9 0.4 13.8 10.9
Number of Traders in Each Category Total Traders: 206
9 14 8 61 38 59 22 41 31 11 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,665,268
Positions
6,514 62,398 10,379 922,469 279,038 287,352 74,435 745,353 121,444 64,283 18,393 0 178,392 140,911
Changes from: August 15, 2023 Total Change is: 42,807
-2,772 -3,795 1,553 -8,334 -24,028 8,127 -3,708 10,125 46,442 847 -3,042 0 652 7,425
Percent of Open Interest Represented by Each Category of Trader
0.4 3.7 0.6 55.4 16.8 17.3 4.5 44.8 7.3 3.9 1.1 0.0 10.7 8.5
Number of Traders in Each Category Total Traders: 176
. 10 4 78 29 57 11 31 18 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 3,986,492
Positions
146,239 332,488 24,120 1,821,106 523,872 307,501 848,011 2,330,995 124,293 412,724 168,485 29,107 273,391 145,631
Changes from: August 15, 2023 Total Change is: 165,763
14,195 14,478 7,451 49,515 23,275 -27,661 74,256 112,877 46,539 7,851 -2,504 2,662 -9,045 -11,354
Percent of Open Interest Represented by Each Category of Trader
3.7 8.3 0.6 45.7 13.1 7.7 21.3 58.5 3.1 10.4 4.2 0.7 6.9 3.7
Number of Traders in Each Category Total Traders: 433
35 26 17 154 41 94 57 65 47 45 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 4,911,177
Positions
121,762 340,551 64,792 2,673,668 1,286,734 632,474 397,513 1,765,801 171,882 393,420 230,257 8,728 446,938 409,958
Changes from: August 15, 2023 Total Change is: 53,755
-21,417 -10,955 25,704 27,749 26,437 6,794 -35,397 19,472 43,098 -15,125 -70,788 6,288 16,061 7,705
Percent of Open Interest Represented by Each Category of Trader
2.5 6.9 1.3 54.4 26.2 12.9 8.1 36.0 3.5 8.0 4.7 0.2 9.1 8.3
Number of Traders in Each Category Total Traders: 419
22 31 18 131 59 103 50 80 56 29 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,903,313
Positions
65,675 100,543 1,806 933,541 660,699 268,720 212,517 452,283 71,567 169,197 66,685 1,070 179,220 279,940
Changes from: August 15, 2023 Total Change is: 56,203
1,709 -14,173 633 31,067 10,245 -3,034 -19,799 -7,540 39,288 -4,331 17,160 283 10,387 13,341
Percent of Open Interest Represented by Each Category of Trader
3.5 5.3 0.1 49.0 34.7 14.1 11.2 23.8 3.8 8.9 3.5 0.1 9.4 14.7
Number of Traders in Each Category Total Traders: 182
4 11 . 52 54 57 15 28 25 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 6,719
Positions
0 0 0 0 0 0 3,835 717 1,417 544 1,260 0 923 3,325
Changes from: August 15, 2023 Total Change is: 288
0 0 0 0 0 0 -312 -652 200 311 89 0 89 651
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 57.1 10.7 21.1 8.1 18.8 0.0 13.7 49.5
Number of Traders in Each Category Total Traders: 32
0 0 0 0 0 0 5 . . 6 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 5,810,640
Positions
74,101 721,617 102,175 2,675,657 1,070,953 708,740 1,074,607 2,565,265 133,085 604,092 127,867 15,025 423,158 365,913
Changes from: August 15, 2023 Total Change is: 41,922
-15,717 -37,697 33,097 -63,695 11,395 35,687 -2,351 -37,350 35,160 -2,593 -44,559 10,988 11,346 35,201
Percent of Open Interest Represented by Each Category of Trader
1.3 12.4 1.8 46.0 18.4 12.2 18.5 44.1 2.3 10.4 2.2 0.3 7.3 6.3
Number of Traders in Each Category Total Traders: 406
21 33 22 146 38 103 51 71 48 31 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,584,796
Positions
490,078 148,707 372,173 11,834 86,691 35,736 140,957 389,526 500,821 1,502 7,082 2,465 29,230 41,595
Changes from: August 15, 2023 Total Change is: 52,771
59,572 1,576 -36,868 2,667 15,557 7,742 20,167 70,329 2,042 0 -4,260 -450 -2,101 -2,897
Percent of Open Interest Represented by Each Category of Trader
30.9 9.4 23.5 0.7 5.5 2.3 8.9 24.6 31.6 0.1 0.4 0.2 1.8 2.6
Number of Traders in Each Category Total Traders: 154
33 31 57 . 7 6 24 42 54 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 12,665
Positions
4,044 2,825 3,269 207 0 394 421 1,542 4,231 0 335 23 76 46
Changes from: August 15, 2023 Total Change is: 1,552
49 395 662 -37 0 0 -45 -413 913 0 0 0 10 -5
Percent of Open Interest Represented by Each Category of Trader
31.9 22.3 25.8 1.6 0.0 3.1 3.3 12.2 33.4 0.0 2.6 0.2 0.6 0.4
Number of Traders in Each Category Total Traders: 27
6 5 7 . 0 . 5 8 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 is10,302,583
Positions
2,601,847 2,501,117 1,991,069 255,977 629,052 617,469 1,650,772 1,216,811 2,947,681 92,929 251,093 112,207 32,632 36,084
Changes from: August 15, 2023 Total Change is: 38,772
-83,899 -64,350 8,280 -3,921 103,961 6,230 100,350 -7,985 -6,896 4,416 -2,744 7,871 6,341 -5,595
Percent of Open Interest Represented by Each Category of Trader
25.3 24.3 19.3 2.5 6.1 6.0 16.0 11.8 28.6 0.9 2.4 1.1 0.3 0.4
Number of Traders in Each Category Total Traders: 880
72 112 139 36 79 59 99 208 180 88 126 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 865,157
Positions
414,961 211,016 185,849 1,817 24,522 9,004 98,483 249,050 152,988 1,549 32,070 145 361 513
Changes from: August 15, 2023 Total Change is: 60,632
39,754 37,027 -6,446 1,324 -789 2,005 24,407 28,816 -258 -191 245 -12 49 44
Percent of Open Interest Represented by Each Category of Trader
48.0 24.4 21.5 0.2 2.8 1.0 11.4 28.8 17.7 0.2 3.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 189
32 53 53 4 7 4 26 52 44 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 74,544
Positions
2,743 1,529 31,388 40 180 0 4,054 19,119 21,391 14,925 913 0 3 24
Changes from: August 15, 2023 Total Change is: -1,072
0 0 0 0 0 0 -416 -1,207 0 -656 135 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 2.1 42.1 0.1 0.2 0.0 5.4 25.6 28.7 20.0 1.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 4 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 21,913
Positions
7,078 0 1,113 0 524 0 2,602 11,857 2,425 8,695 5,932 0 0 62
Changes from: August 15, 2023 Total Change is: -166
0 0 0 0 0 0 -126 -527 -33 -7 394 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.3 0.0 5.1 0.0 2.4 0.0 11.9 54.1 11.1 39.7 27.1 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 17,262
Positions
599 3,066 529 7,633 582 405 2,771 10,163 1,489 2,556 162 109 1,171 757
Changes from: August 15, 2023 Total Change is: 1,830
-15 -1,293 488 -838 582 87 640 1,469 328 1,192 -63 76 -128 156
Percent of Open Interest Represented by Each Category of Trader
3.5 17.8 3.1 44.2 3.4 2.3 16.1 58.9 8.6 14.8 0.9 0.6 6.8 4.4
Number of Traders in Each Category Total Traders: 106
5 7 . 7 6 . 20 47 16 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 10,738
Positions
426 1,690 184 456 82 29 2,473 4,040 1,430 2,983 2,114 95 2,662 1,074
Changes from: August 15, 2023 Total Change is: 1,539
173 -723 183 -750 82 29 586 -216 1,290 496 679 37 -505 178
Percent of Open Interest Represented by Each Category of Trader
4.0 15.7 1.7 4.2 0.8 0.3 23.0 37.6 13.3 27.8 19.7 0.9 24.8 10.0
Number of Traders in Each Category Total Traders: 95
4 . . 5 . . 17 9 5 46 10 .
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Traders in Financial Futures - Futures Only Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,433
Positions
460 131 0 310 462 0 1,322 2,673 457 1,332 70 0 552 640
Changes from: August 15, 2023 Total Change is: 1,272
212 -218 0 -252 462 -15 869 662 321 123 -35 0 14 95
Percent of Open Interest Represented by Each Category of Trader
10.4 3.0 0.0 7.0 10.4 0.0 29.8 60.3 10.3 30.0 1.6 0.0 12.5 14.4
Number of Traders in Each Category Total Traders: 59
4 . 0 . . 0 11 27 5 7 . 0
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Traders in Financial Futures - Futures Only Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 13,302
Positions
408 136 1,592 0 80 0 258 5,974 1,258 9,123 3,854 135 528 273
Changes from: August 15, 2023 Total Change is: 2,894
-288 136 1,395 -293 80 0 -20 1,928 523 1,564 -1,167 -5 18 4
Percent of Open Interest Represented by Each Category of Trader
3.1 1.0 12.0 0.0 0.6 0.0 1.9 44.9 9.5 68.6 29.0 1.0 4.0 2.1
Number of Traders in Each Category Total Traders: 82
. . . 0 . 0 4 7 . 50 17 .
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Traders in Financial Futures - Futures Only Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,938
Positions
0 6,142 0 14,272 1,290 769 11,405 20,387 744 2,594 1,481 10 4,144 3,115
Changes from: August 15, 2023 Total Change is: 6,984
0 58 0 5,798 -511 1 545 7,923 -354 1,259 104 -5 -260 -232
Percent of Open Interest Represented by Each Category of Trader
0.0 18.1 0.0 42.1 3.8 2.3 33.6 60.1 2.2 7.6 4.4 0.0 12.2 9.2
Number of Traders in Each Category Total Traders: 88
0 . 0 11 7 . 24 20 6 13 9 .
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Traders in Financial Futures - Futures Only Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 353,676
Positions
37,096 22,346 17,221 90,196 66,920 46,750 65,966 98,985 51,758 5,572 6,855 16,230 22,887 26,611
Changes from: August 15, 2023 Total Change is: -41,564
-8,166 -6,443 -1,536 914 -6,617 -5,444 -9,764 -1,444 -15,615 1,432 824 -3,915 530 -1,374
Percent of Open Interest Represented by Each Category of Trader
10.5 6.3 4.9 25.5 18.9 13.2 18.7 28.0 14.6 1.6 1.9 4.6 6.5 7.5
Number of Traders in Each Category Total Traders: 195
13 10 16 21 30 25 38 41 57 7 18 23
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Traders in Financial Futures - Futures Only Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,190
Positions
46,984 46,219 0 8,677 3,311 657 4,189 10,447 272 122 181 0 289 103
Changes from: August 15, 2023 Total Change is: 114
0 0 0 8 28 0 213 159 -31 -64 -57 0 -12 15
Percent of Open Interest Represented by Each Category of Trader
76.8 75.5 0.0 14.2 5.4 1.1 6.8 17.1 0.4 0.2 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 36
4 . 0 10 5 . 7 5 . . . 0
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Updated August 25, 2023