Traders in Financial Futures - Futures Only Positions as of September 5, 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 189,660
Positions
59,896 12,002 1,062 28,628 83,916 5,321 50,780 40,487 7,343 4,125 2,526 43 32,462 36,960
Changes from: August 29, 2023 Total Change is: 12,612
8,182 -2,497 870 -683 3,936 997 3,869 6,994 -68 -67 548 0 -488 1,832
Percent of Open Interest Represented by Each Category of Trader
31.6 6.3 0.6 15.1 44.2 2.8 26.8 21.3 3.9 2.2 1.3 0.0 17.1 19.5
Number of Traders in Each Category Total Traders: 108
9 4 . 13 22 10 22 29 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 46,670
Positions
16,203 4,060 0 5,493 17,733 115 10,435 6,686 546 1,710 0 0 12,168 17,530
Changes from: August 29, 2023 Total Change is: 3,428
1,560 -920 0 208 1,670 1 3,435 961 482 0 0 0 -2,258 1,234
Percent of Open Interest Represented by Each Category of Trader
34.7 8.7 0.0 11.8 38.0 0.2 22.4 14.3 1.2 3.7 0.0 0.0 26.1 37.6
Number of Traders in Each Category Total Traders: 44
5 . 0 6 8 . 12 9 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 225,404
Positions
4,692 62,147 4,292 83,069 69,954 7,342 75,835 33,187 15,771 0 1,879 536 33,867 30,296
Changes from: August 29, 2023 Total Change is: -3,212
943 -8,660 1,271 -1,635 4,927 -198 -3,747 -5,865 -868 0 522 0 1,022 5,659
Percent of Open Interest Represented by Each Category of Trader
2.1 27.6 1.9 36.9 31.0 3.3 33.6 14.7 7.0 0.0 0.8 0.2 15.0 13.4
Number of Traders in Each Category Total Traders: 118
4 12 6 21 26 17 31 19 15 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 268,344
Positions
102,790 15,737 3,939 66,176 108,909 4,555 36,609 77,972 8,816 10,514 4,740 15 34,930 43,661
Changes from: August 29, 2023 Total Change is: 22,892
9,773 -4,815 2,758 867 7,280 -226 7,547 11,031 1,950 1,136 1,691 0 -913 3,223
Percent of Open Interest Represented by Each Category of Trader
38.3 5.9 1.5 24.7 40.6 1.7 13.6 29.1 3.3 3.9 1.8 0.0 13.0 16.3
Number of Traders in Each Category Total Traders: 149
12 6 . 23 29 14 24 39 15 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 754,263
Positions
29,754 470,397 2,242 461,039 107,353 21,877 89,527 65,457 23,704 31,437 8,173 4,680 90,003 50,380
Changes from: August 29, 2023 Total Change is: 6,136
3,495 -13,330 -550 -3,223 8,586 -376 1,753 6,098 2,270 773 -405 70 1,924 3,773
Percent of Open Interest Represented by Each Category of Trader
3.9 62.4 0.3 61.1 14.2 2.9 11.9 8.7 3.1 4.2 1.1 0.6 11.9 6.7
Number of Traders in Each Category Total Traders: 295
13 17 8 116 29 46 47 42 29 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 29,558
Positions
0 11,952 0 14,331 5,204 2,911 709 2,950 0 0 0 0 11,607 6,541
Changes from: August 29, 2023 Total Change is: 75
0 2 0 -398 17 403 0 -13 0 0 0 0 70 -334
Percent of Open Interest Represented by Each Category of Trader
0.0 40.4 0.0 48.5 17.6 9.8 2.4 10.0 0.0 0.0 0.0 0.0 39.3 22.1
Number of Traders in Each Category Total Traders: 27
0 . 0 16 4 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 241,201
Positions
109,013 3,835 5,836 38,379 134,857 4,141 44,158 42,581 13,145 2,494 942 0 24,035 35,864
Changes from: August 29, 2023 Total Change is: 17,712
11,991 -1,245 4,132 811 2,270 130 -8,124 2,372 7,307 533 406 0 932 2,340
Percent of Open Interest Represented by Each Category of Trader
45.2 1.6 2.4 15.9 55.9 1.7 18.3 17.7 5.4 1.0 0.4 0.0 10.0 14.9
Number of Traders in Each Category Total Traders: 110
10 . 7 12 25 9 22 32 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 246,061
Positions
1,434 65,635 3,748 142,522 8,621 2,260 75,007 41,808 10,751 3,255 110,365 0 7,084 2,873
Changes from: August 29, 2023 Total Change is: 7,294
-20 1,844 2,349 5,332 595 -792 -4,294 -2,762 6,165 57 451 0 -1,503 -556
Percent of Open Interest Represented by Each Category of Trader
0.6 26.7 1.5 57.9 3.5 0.9 30.5 17.0 4.4 1.3 44.9 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 167
4 9 5 29 10 6 56 30 15 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 34,871
Positions
1,887 18,055 568 12,476 3,604 12 12,496 6,744 418 3,696 3,788 0 3,318 1,682
Changes from: August 29, 2023 Total Change is: -18,289
-4,103 -12,232 -4,291 857 -633 -105 -6,732 1,908 -2,992 -795 339 0 -128 -283
Percent of Open Interest Represented by Each Category of Trader
5.4 51.8 1.6 35.8 10.3 0.0 35.8 19.3 1.2 10.6 10.9 0.0 9.5 4.8
Number of Traders in Each Category Total Traders: 81
. 4 . 14 9 . 22 12 . 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 56,462
Positions
27,456 0 70 5,688 33,751 395 17,246 12,898 2,481 161 611 18 2,947 6,238
Changes from: August 29, 2023 Total Change is: -155
922 -126 2 1,040 593 197 -2,702 -1,091 37 161 -325 0 188 558
Percent of Open Interest Represented by Each Category of Trader
48.6 0.0 0.1 10.1 59.8 0.7 30.5 22.8 4.4 0.3 1.1 0.0 5.2 11.0
Number of Traders in Each Category Total Traders: 93
11 0 . 7 25 . 20 24 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 25,151
Positions
21,004 7,135 0 608 3,322 77 2,014 12,839 9 291 0 0 1,148 1,769
Changes from: August 29, 2023 Total Change is: 564
-27 57 0 195 -1,081 0 510 1,518 -154 0 0 0 40 224
Percent of Open Interest Represented by Each Category of Trader
83.5 28.4 0.0 2.4 13.2 0.3 8.0 51.0 0.0 1.2 0.0 0.0 4.6 7.0
Number of Traders in Each Category Total Traders: 35
. . 0 . 5 . 9 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 93,933
Positions
39,216 26,429 1,525 17,035 7,554 730 8,272 23,487 3,780 8,785 17,339 0 14,590 13,089
Changes from: August 29, 2023 Total Change is: -3,027
-739 -1,089 -330 1,307 -1,076 560 -3,445 -1,057 94 -756 -732 0 282 603
Percent of Open Interest Represented by Each Category of Trader
41.7 28.1 1.6 18.1 8.0 0.8 8.8 25.0 4.0 9.4 18.5 0.0 15.5 13.9
Number of Traders in Each Category Total Traders: 89
13 12 4 16 9 6 17 16 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 93,933
Positions
39,216 26,429 1,525 17,035 7,554 730 8,272 23,487 3,780 8,785 17,339 0 14,590 13,089
Changes from: August 29, 2023 Total Change is: -3,027
-739 -1,089 -330 1,307 -1,076 560 -3,445 -1,057 94 -756 -732 0 282 603
Percent of Open Interest Represented by Each Category of Trader
41.7 28.1 1.6 18.1 8.0 0.8 8.8 25.0 4.0 9.4 18.5 0.0 15.5 13.9
Number of Traders in Each Category Total Traders: 89
13 12 4 16 9 6 17 16 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 42,486
Positions
10,055 29,646 0 25,297 3,619 1,857 2,913 6,276 9 0 0 0 2,355 1,079
Changes from: August 29, 2023 Total Change is: 558
-1,793 375 0 2,151 518 -281 15 -93 9 0 0 0 457 30
Percent of Open Interest Represented by Each Category of Trader
23.7 69.8 0.0 59.5 8.5 4.4 6.9 14.8 0.0 0.0 0.0 0.0 5.5 2.5
Number of Traders in Each Category Total Traders: 40
6 4 0 18 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 2,284,667
Positions
322,703 720,246 35,478 1,109,586 327,902 202,589 125,462 451,616 78,655 132,053 200,669 15,814 262,325 251,699
Changes from: August 29, 2023 Total Change is: -7,003
-7,051 21,165 3,042 13,159 -11,484 -2,753 -13,693 -31,707 9,283 -10,597 7,040 -10 1,617 -1,578
Percent of Open Interest Represented by Each Category of Trader
14.1 31.5 1.6 48.6 14.4 8.9 5.5 19.8 3.4 5.8 8.8 0.7 11.5 11.0
Number of Traders in Each Category Total Traders: 516
36 37 26 171 70 100 70 91 67 20 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 22,836
Positions
10,846 8,236 0 7,867 10,834 648 1,849 1,073 0 0 0 0 1,626 2,045
Changes from: August 29, 2023 Total Change is: 104
202 -166 0 -169 -164 145 384 137 0 0 0 0 -458 152
Percent of Open Interest Represented by Each Category of Trader
47.5 36.1 0.0 34.4 47.4 2.8 8.1 4.7 0.0 0.0 0.0 0.0 7.1 9.0
Number of Traders in Each Category Total Traders: 27
7 5 0 4 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 31,815
Positions
5,561 26,375 0 12,705 2,937 0 10,688 1,145 0 0 0 0 2,861 1,358
Changes from: August 29, 2023 Total Change is: 1,708
290 1,705 0 565 110 0 880 -230 0 0 0 0 -27 123
Percent of Open Interest Represented by Each Category of Trader
17.5 82.9 0.0 39.9 9.2 0.0 33.6 3.6 0.0 0.0 0.0 0.0 9.0 4.3
Number of Traders in Each Category Total Traders: 38
4 7 0 13 . 0 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 2,259,160
Positions
323,519 721,271 33,298 1,107,940 327,801 201,842 126,248 461,550 64,767 133,559 201,288 11,117 256,870 236,226
Changes from: August 29, 2023 Total Change is: -8,412
-7,174 21,163 2,827 13,143 -11,589 -2,801 -11,820 -30,241 6,749 -12,748 4,475 2,147 1,265 -1,142
Percent of Open Interest Represented by Each Category of Trader
14.3 31.9 1.5 49.0 14.5 8.9 5.6 20.4 2.9 5.9 8.9 0.5 11.4 10.5
Number of Traders in Each Category Total Traders: 503
35 38 24 167 68 96 65 90 66 21 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 38,242
Positions
22,359 32,014 0 13,072 880 0 1,044 3,526 0 0 0 0 1,767 1,822
Changes from: August 29, 2023 Total Change is: 242
1,133 1 0 -1,079 244 0 156 -352 0 0 0 0 32 349
Percent of Open Interest Represented by Each Category of Trader
58.5 83.7 0.0 34.2 2.3 0.0 2.7 9.2 0.0 0.0 0.0 0.0 4.6 4.8
Number of Traders in Each Category Total Traders: 28
7 7 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 15,595
Positions
4,723 12,920 0 5,913 1,133 0 1,987 386 0 0 0 0 2,972 1,156
Changes from: August 29, 2023 Total Change is: -277
-179 -201 -2 0 -241 0 28 79 0 0 0 0 -124 88
Percent of Open Interest Represented by Each Category of Trader
30.3 82.8 0.0 37.9 7.3 0.0 12.7 2.5 0.0 0.0 0.0 0.0 19.1 7.4
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 September 5, 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 47,436
Positions
23,511 15,746 0 20,669 5,925 132 1,450 23,691 57 0 0 0 1,617 1,885
Changes from: August 29, 2023 Total Change is: 399
4,934 -100 0 -4,450 -361 0 61 607 2 0 0 0 -148 251
Percent of Open Interest Represented by Each Category of Trader
49.6 33.2 0.0 43.6 12.5 0.3 3.1 49.9 0.1 0.0 0.0 0.0 3.4 4.0
Number of Traders in Each Category Total Traders: 34
5 7 0 9 . . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 255,069
Positions
13,494 11,400 153 20,812 5,358 3,120 120,333 28,845 10,693 31,910 40,775 0 54,554 154,725
Changes from: August 29, 2023 Total Change is: 14,086
3,228 2,010 153 -530 364 1,168 6,594 10,661 14 -60 4,076 0 3,519 -4,360
Percent of Open Interest Represented by Each Category of Trader
5.3 4.5 0.1 8.2 2.1 1.2 47.2 11.3 4.2 12.5 16.0 0.0 21.4 60.7
Number of Traders in Each Category Total Traders: 32
. . . 10 4 6 8 4 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 371,290
Positions
106,247 116,190 156,448 0 38,000 0 36,455 8,832 43,657 23,285 0 0 5,198 8,163
Changes from: August 29, 2023 Total Change is: -495
-2,750 -2,520 2,525 0 0 0 230 0 -500 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
28.6 31.3 42.1 0.0 10.2 0.0 9.8 2.4 11.8 6.3 0.0 0.0 1.4 2.2
Number of Traders in Each Category Total Traders: 33
8 10 18 0 . 0 5 . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 38,527
Positions
3,831 4,954 155 21,259 22,845 2,315 2,298 1,080 74 0 2,486 0 8,595 4,618
Changes from: August 29, 2023 Total Change is: 366
236 -380 36 449 808 -220 -294 -1,558 56 0 1,711 0 103 -87
Percent of Open Interest Represented by Each Category of Trader
9.9 12.9 0.4 55.2 59.3 6.0 6.0 2.8 0.2 0.0 6.5 0.0 22.3 12.0
Number of Traders in Each Category Total Traders: 60
4 4 . 27 15 10 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 291,708
Positions
57,637 62,500 5,803 86,894 25,186 7,764 46,239 74,642 32,140 6,566 29,368 3,865 44,800 50,440
Changes from: August 29, 2023 Total Change is: 9,436
5,682 -259 729 -1,184 1,145 366 3,264 3,274 2,154 -646 524 285 -1,213 1,218
Percent of Open Interest Represented by Each Category of Trader
19.8 21.4 2.0 29.8 8.6 2.7 15.9 25.6 11.0 2.3 10.1 1.3 15.4 17.3
Number of Traders in Each Category Total Traders: 334
26 29 15 83 34 38 46 62 31 16 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 274,701
Positions
57,498 62,120 5,481 86,327 25,255 7,686 55,291 82,511 14,121 7,606 28,982 2,656 38,035 45,889
Changes from: August 29, 2023 Total Change is: 8,733
5,468 -492 892 -1,239 1,143 366 4,787 4,967 26 -269 529 -13 -1,285 1,315
Percent of Open Interest Represented by Each Category of Trader
20.9 22.6 2.0 31.4 9.2 2.8 20.1 30.0 5.1 2.8 10.6 1.0 13.8 16.7
Number of Traders in Each Category Total Traders: 305
23 26 14 78 34 37 44 58 28 12 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 170,074
Positions
4,609 7,021 0 6,361 0 97 86,134 97,960 3,539 1,587 15,845 101 67,646 45,511
Changes from: August 29, 2023 Total Change is: 7,034
507 706 -5 526 0 19 6,232 4,535 -181 -786 2,931 0 722 -971
Percent of Open Interest Represented by Each Category of Trader
2.7 4.1 0.0 3.7 0.0 0.1 50.6 57.6 2.1 0.9 9.3 0.1 39.8 26.8
Number of Traders in Each Category Total Traders: 46
. 5 0 8 0 . 11 8 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 512,207
Positions
138,564 114,285 8,744 189,439 160,513 37,464 72,824 113,177 7,577 30,535 44,292 216 26,844 25,939
Changes from: August 29, 2023 Total Change is: 1,971
4,523 -1,996 612 537 4,973 -2,149 -2,055 -10,761 1,190 -1,758 6,394 -3 1,074 3,711
Percent of Open Interest Represented by Each Category of Trader
27.1 22.3 1.7 37.0 31.3 7.3 14.2 22.1 1.5 6.0 8.6 0.0 5.2 5.1
Number of Traders in Each Category Total Traders: 338
29 20 6 90 61 48 45 67 28 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 13,996
Positions
3,756 6,533 0 8,788 6,293 0 800 387 0 0 0 0 652 783
Changes from: August 29, 2023 Total Change is: 169
-512 -264 0 861 8 0 285 387 0 0 0 0 -465 38
Percent of Open Interest Represented by Each Category of Trader
26.8 46.7 0.0 62.8 45.0 0.0 5.7 2.8 0.0 0.0 0.0 0.0 4.7 5.6
Number of Traders in Each Category Total Traders: 26
. 5 0 9 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 26,111
Positions
1,839 218 0 374 215 42 6,281 13,519 2,359 2,323 1,530 0 12,893 8,228
Changes from: August 29, 2023 Total Change is: 3,871
59 -649 0 -477 -10 0 1,083 1,144 1,982 -258 65 0 1,482 1,339
Percent of Open Interest Represented by Each Category of Trader
7.0 0.8 0.0 1.4 0.8 0.2 24.1 51.8 9.0 8.9 5.9 0.0 49.4 31.5
Number of Traders in Each Category Total Traders: 21
. . 0 . . . 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 24,684
Positions
0 11,803 4,257 10,348 0 8 4,363 3,647 679 565 1,167 11 4,453 3,112
Changes from: August 29, 2023 Total Change is: 6,898
0 996 4,257 485 0 1 808 563 679 201 13 1 466 388
Percent of Open Interest Represented by Each Category of Trader
0.0 47.8 17.2 41.9 0.0 0.0 17.7 14.8 2.8 2.3 4.7 0.0 18.0 12.6
Number of Traders in Each Category Total Traders: 30
0 4 . 11 0 . 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 66,338
Positions
10,647 11,016 9,927 20,449 1,568 568 12,458 7,893 2,293 1,937 4,431 139 7,920 28,503
Changes from: August 29, 2023 Total Change is: 14,466
653 -618 9,316 -321 -43 32 2,354 521 2,014 -18 -172 139 297 3,277
Percent of Open Interest Represented by Each Category of Trader
16.0 16.6 15.0 30.8 2.4 0.9 18.8 11.9 3.5 2.9 6.7 0.2 11.9 43.0
Number of Traders in Each Category Total Traders: 69
11 8 7 14 . 5 15 11 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 390,404
Positions
35,355 204,079 4,112 259,713 67,591 40,723 19,302 54,216 2,143 18,757 10,974 612 9,687 5,954
Changes from: August 29, 2023 Total Change is: -157
-553 -10,068 -76 1,968 -2,790 371 -2,376 6,237 669 -3 5,810 33 -190 -343
Percent of Open Interest Represented by Each Category of Trader
9.1 52.3 1.1 66.5 17.3 10.4 4.9 13.9 0.5 4.8 2.8 0.2 2.5 1.5
Number of Traders in Each Category Total Traders: 192
12 15 7 77 44 34 17 17 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,072,046
Positions
87,243 481,206 18,481 639,721 335,873 106,208 120,185 60,316 6,156 61,869 47,415 1,769 30,414 14,622
Changes from: August 29, 2023 Total Change is: -14,033
-1,776 2,289 8,274 -3,851 -12,373 -11,571 2,088 -2,651 -1,040 4,818 4,587 170 -11,145 -1,718
Percent of Open Interest Represented by Each Category of Trader
8.1 44.9 1.7 59.7 31.3 9.9 11.2 5.6 0.6 5.8 4.4 0.2 2.8 1.4
Number of Traders in Each Category Total Traders: 402
29 19 13 159 70 72 55 31 29 27 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 217,772
Positions
14,753 154,920 31,770 42,581 0 2,072 102,126 5,088 18,259 5,769 5,469 140 302 54
Changes from: August 29, 2023 Total Change is: -390
-743 889 -1,511 70 0 0 2,815 255 -23 -998 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
6.8 71.1 14.6 19.6 0.0 1.0 46.9 2.3 8.4 2.6 2.5 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
10 26 15 16 0 4 37 4 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,343,057
Positions
33,394 165,642 988 773,427 241,583 176,260 36,640 505,894 35,647 89,434 65,651 5,347 191,920 146,045
Changes from: August 29, 2023 Total Change is: 3,693
3,962 -6,257 -2,925 12,793 10,064 15 -40 26,651 -11,884 3,010 -2,237 -2,925 1,687 -6,809
Percent of Open Interest Represented by Each Category of Trader
2.5 12.3 0.1 57.6 18.0 13.1 2.7 37.7 2.7 6.7 4.9 0.4 14.3 10.9
Number of Traders in Each Category Total Traders: 209
12 15 4 61 38 57 18 47 18 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,548,219
Positions
6,287 79,777 5,193 915,136 271,492 281,427 88,971 702,358 23,125 56,297 34,543 60 171,723 150,244
Changes from: August 29, 2023 Total Change is: -2,044
-585 10,891 -4,584 6,277 5,656 3,193 11,179 -17,540 -9,121 -1,531 6,390 -513 -6,359 3,584
Percent of Open Interest Represented by Each Category of Trader
0.4 5.2 0.3 59.1 17.5 18.2 5.7 45.4 1.5 3.6 2.2 0.0 11.1 9.7
Number of Traders in Each Category Total Traders: 172
. 10 5 76 29 56 12 27 15 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 3,661,941
Positions
130,987 287,821 8,476 1,657,456 511,834 321,069 804,984 2,130,279 53,965 405,531 172,382 23,986 255,487 152,129
Changes from: August 29, 2023 Total Change is: -96,232
-2,668 -69,160 -14,562 -50,314 38,858 31,177 14,717 -16,224 -58,921 -2,950 -823 -1,936 -10,775 -4,641
Percent of Open Interest Represented by Each Category of Trader
3.6 7.9 0.2 45.3 14.0 8.8 22.0 58.2 1.5 11.1 4.7 0.7 7.0 4.2
Number of Traders in Each Category Total Traders: 429
30 23 11 156 43 96 60 62 29 45 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 4,718,782
Positions
96,421 332,317 36,315 2,630,721 1,194,739 628,526 350,909 1,759,557 131,432 425,965 238,253 1,627 416,866 396,016
Changes from: August 29, 2023 Total Change is: -106,462
-13,690 -25,602 -8,201 -22,425 -33,599 -3,035 8,672 1,038 -43,054 6,782 16,988 -1,400 -30,111 -9,597
Percent of Open Interest Represented by Each Category of Trader
2.0 7.0 0.8 55.8 25.3 13.3 7.4 37.3 2.8 9.0 5.0 0.0 8.8 8.4
Number of Traders in Each Category Total Traders: 412
21 30 13 132 61 100 44 81 42 25 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,772,231
Positions
66,188 108,031 2,106 907,199 601,376 276,888 172,755 416,915 20,379 146,521 74,512 716 179,479 271,308
Changes from: August 29, 2023 Total Change is: -80,513
2,319 -2,585 421 -1,743 -7,524 1,395 -37,438 -33,513 -37,561 -7,612 2,609 -150 -144 -3,605
Percent of Open Interest Represented by Each Category of Trader
3.7 6.1 0.1 51.2 33.9 15.6 9.7 23.5 1.1 8.3 4.2 0.0 10.1 15.3
Number of Traders in Each Category Total Traders: 177
5 12 . 52 51 59 14 24 14 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 7,177
Positions
0 0 0 0 0 0 1,992 878 3,864 405 822 0 916 1,613
Changes from: August 29, 2023 Total Change is: 855
0 0 0 0 0 0 -572 -465 1,368 38 -11 0 21 -37
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 27.8 12.2 53.8 5.6 11.5 0.0 12.8 22.5
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . . 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 5,415,832
Positions
102,149 743,941 21,648 2,645,914 939,188 691,004 855,354 2,512,302 44,607 636,726 131,567 3,520 414,910 328,055
Changes from: August 29, 2023 Total Change is: 34,095
7,999 -12,294 -4,287 108,609 -458 -393 30,165 166,919 -112,178 42,545 4,221 -2,815 -35,550 -4,620
Percent of Open Interest Represented by Each Category of Trader
1.9 13.7 0.4 48.9 17.3 12.8 15.8 46.4 0.8 11.8 2.4 0.1 7.7 6.1
Number of Traders in Each Category Total Traders: 398
18 33 10 144 40 95 51 68 32 31 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,352,672
Positions
410,381 213,077 243,988 18,075 82,888 18,327 187,179 316,126 432,299 10,366 700 2,400 29,657 42,867
Changes from: August 29, 2023 Total Change is: -336,253
-101,776 55,142 -122,074 7,346 -14,390 -17,034 42,977 -83,223 -146,054 6,965 -5,272 0 -6,603 -3,348
Percent of Open Interest Represented by Each Category of Trader
30.3 15.8 18.0 1.3 6.1 1.4 13.8 23.4 32.0 0.8 0.1 0.2 2.2 3.2
Number of Traders in Each Category Total Traders: 137
27 27 46 . 4 7 33 30 53 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 12,132
Positions
3,786 2,437 4,578 199 0 343 263 1,497 2,802 0 335 23 138 117
Changes from: August 29, 2023 Total Change is: 10
-487 -882 955 -23 0 -26 -62 354 -396 0 0 0 49 5
Percent of Open Interest Represented by Each Category of Trader
31.2 20.1 37.7 1.6 0.0 2.8 2.2 12.3 23.1 0.0 2.8 0.2 1.1 1.0
Number of Traders in Each Category Total Traders: 30
6 7 8 . 0 . 6 8 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 is10,646,087
Positions
2,515,956 2,607,990 2,097,709 250,022 719,468 761,247 1,758,378 1,034,093 3,041,700 88,516 246,314 104,077 28,482 33,489
Changes from: August 29, 2023 Total Change is: 168,241
57,992 -62,662 36,325 -16,039 104,677 52,935 -54,095 -48,289 91,093 1,685 643 4,872 -6,527 -11,353
Percent of Open Interest Represented by Each Category of Trader
23.6 24.5 19.7 2.3 6.8 7.2 16.5 9.7 28.6 0.8 2.3 1.0 0.3 0.3
Number of Traders in Each Category Total Traders: 878
69 111 137 45 73 67 104 193 191 86 126 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 797,779
Positions
369,819 185,617 146,802 12,580 5,445 6,405 114,242 275,170 145,548 1,961 32,350 121 301 321
Changes from: August 29, 2023 Total Change is: -251,346
-154,743 -21,682 -48,400 11,632 -5,276 -10,860 -2,315 -107,807 -46,998 368 -10,422 -4 -26 103
Percent of Open Interest Represented by Each Category of Trader
46.4 23.3 18.4 1.6 0.7 0.8 14.3 34.5 18.2 0.2 4.1 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 177
32 49 52 . 6 . 26 51 44 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 74,367
Positions
2,743 1,529 31,388 40 180 0 4,179 18,976 21,391 14,623 879 0 3 24
Changes from: August 29, 2023 Total Change is: -252
0 0 0 0 0 0 50 -255 0 -302 3 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 2.1 42.2 0.1 0.2 0.0 5.6 25.5 28.8 19.7 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 September 5, 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 21,734
Positions
7,078 0 1,113 0 524 0 2,380 11,558 2,468 8,695 6,009 0 0 62
Changes from: August 29, 2023 Total Change is: -458
0 0 0 0 0 0 -501 -429 43 0 -72 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.6 0.0 5.1 0.0 2.4 0.0 11.0 53.2 11.4 40.0 27.6 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,962
Positions
520 2,077 200 7,624 1,539 345 1,670 8,755 1,066 2,224 162 95 1,218 723
Changes from: August 29, 2023 Total Change is: -1,210
-45 -708 23 -134 603 5 -813 -1,257 234 -293 -2 -128 -59 20
Percent of Open Interest Represented by Each Category of Trader
3.5 13.9 1.3 51.0 10.3 2.3 11.2 58.5 7.1 14.9 1.1 0.6 8.1 4.8
Number of Traders in Each Category Total Traders: 107
4 7 . 7 8 . 16 51 16 8 5 .
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Traders in Financial Futures - Futures Only Positions as of September 5, 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 8,998
Positions
239 999 288 360 757 29 1,311 2,168 1,694 2,599 1,818 70 2,408 1,175
Changes from: August 29, 2023 Total Change is: 220
-59 868 -123 27 64 14 -164 -68 126 337 -1,011 -13 75 363
Percent of Open Interest Represented by Each Category of Trader
2.7 11.1 3.2 4.0 8.4 0.3 14.6 24.1 18.8 28.9 20.2 0.8 26.8 13.1
Number of Traders in Each Category Total Traders: 101
. . . . . . 14 12 5 47 17 .
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Traders in Financial Futures - Futures Only Positions as of September 5, 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 4,515
Positions
474 152 44 248 905 5 1,786 2,596 195 1,313 143 0 450 475
Changes from: August 29, 2023 Total Change is: 390
56 14 38 -88 199 5 691 43 40 -152 31 0 -200 20
Percent of Open Interest Represented by Each Category of Trader
10.5 3.4 1.0 5.5 20.0 0.1 39.6 57.5 4.3 29.1 3.2 0.0 10.0 10.5
Number of Traders in Each Category Total Traders: 68
6 . . . 4 . 16 26 6 7 . 0
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Traders in Financial Futures - Futures Only Positions as of September 5, 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 11,331
Positions
1,047 0 765 0 712 0 2,490 4,307 83 6,373 5,034 135 438 295
Changes from: August 29, 2023 Total Change is: 399
436 -1,925 73 0 712 0 -239 726 10 100 769 0 19 34
Percent of Open Interest Represented by Each Category of Trader
9.2 0.0 6.8 0.0 6.3 0.0 22.0 38.0 0.7 56.2 44.4 1.2 3.9 2.6
Number of Traders in Each Category Total Traders: 76
. 0 . 0 . 0 6 5 . 43 19 .
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Traders in Financial Futures - Futures Only Positions as of September 5, 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 36,579
Positions
0 7,101 0 16,583 1,408 747 10,580 20,679 937 3,139 2,760 6 4,587 2,941
Changes from: August 29, 2023 Total Change is: -153
-98 972 0 -1,229 389 0 189 -1,874 -123 752 686 0 356 -203
Percent of Open Interest Represented by Each Category of Trader
0.0 19.4 0.0 45.3 3.8 2.0 28.9 56.5 2.6 8.6 7.5 0.0 12.5 8.0
Number of Traders in Each Category Total Traders: 103
0 . 0 10 7 . 26 26 9 17 14 .
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Traders in Financial Futures - Futures Only Positions as of September 5, 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 402,061
Positions
54,687 32,575 15,999 93,156 82,737 53,702 80,127 109,347 55,288 4,840 6,612 17,832 26,430 27,969
Changes from: August 29, 2023 Total Change is: 17,217
10,784 -619 1,396 -3,533 9,767 1,799 9,091 511 -629 -6,527 3,400 2,427 2,409 -835
Percent of Open Interest Represented by Each Category of Trader
13.6 8.1 4.0 23.2 20.6 13.4 19.9 27.2 13.8 1.2 1.6 4.4 6.6 7.0
Number of Traders in Each Category Total Traders: 205
14 13 22 25 31 27 38 48 53 10 14 22
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Traders in Financial Futures - Futures Only Positions as of September 5, 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 62,372
Positions
47,045 46,219 0 9,550 2,728 765 4,164 11,972 338 179 187 53 278 110
Changes from: August 29, 2023 Total Change is: 995
0 0 0 873 -500 108 10 1,442 -49 57 -8 6 -10 -4
Percent of Open Interest Represented by Each Category of Trader
75.4 74.1 0.0 15.3 4.4 1.2 6.7 19.2 0.5 0.3 0.3 0.1 0.4 0.2
Number of Traders in Each Category Total Traders: 40
5 . 0 13 . . 7 5 . . . .
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Updated September 8, 2023