Traders in Financial Futures - Futures Only Positions as of October 17, 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 183,938
Positions
88,529 26,291 141 31,008 59,868 4,724 16,133 53,192 3,430 6,707 1,459 31 33,235 34,802
Changes from: October 10, 2023 Total Change is: 4,581
139 1,758 6 -569 -25 749 1,885 879 -354 1,205 412 -30 1,550 1,186
Percent of Open Interest Represented by Each Category of Trader
48.1 14.3 0.1 16.9 32.5 2.6 8.8 28.9 1.9 3.6 0.8 0.0 18.1 18.9
Number of Traders in Each Category Total Traders: 108
8 5 . 13 25 10 19 28 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 61,346
Positions
29,349 714 1,147 5,624 24,984 59 14,898 12,431 32 1,513 0 0 8,724 21,979
Changes from: October 10, 2023 Total Change is: -396
-178 -77 350 -431 -1,418 37 -229 39 0 -118 0 0 173 673
Percent of Open Interest Represented by Each Category of Trader
47.8 1.2 1.9 9.2 40.7 0.1 24.3 20.3 0.1 2.5 0.0 0.0 14.2 35.8
Number of Traders in Each Category Total Traders: 55
6 . . 4 13 . 13 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 222,945
Positions
63,493 19,467 4,615 42,402 108,970 3,567 75,265 40,841 7,455 0 3,120 0 26,148 34,910
Changes from: October 10, 2023 Total Change is: -8,565
-1,034 -3,916 -27 -3,974 -624 515 -5,122 -2,993 -407 0 0 0 1,484 -1,113
Percent of Open Interest Represented by Each Category of Trader
28.5 8.7 2.1 19.0 48.9 1.6 33.8 18.3 3.3 0.0 1.4 0.0 11.7 15.7
Number of Traders in Each Category Total Traders: 117
5 6 . 12 36 12 30 24 15 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 267,521
Positions
95,733 10,590 488 69,103 109,679 3,831 45,803 86,136 7,874 8,231 2,764 32 36,426 46,127
Changes from: October 10, 2023 Total Change is: 7,584
11,061 -6,855 -122 -2,561 11,578 1,556 -1,564 -1,881 196 162 1,231 0 -1,144 1,881
Percent of Open Interest Represented by Each Category of Trader
35.8 4.0 0.2 25.8 41.0 1.4 17.1 32.2 2.9 3.1 1.0 0.0 13.6 17.2
Number of Traders in Each Category Total Traders: 153
13 5 . 23 33 14 29 36 14 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 695,676
Positions
19,212 384,515 3,789 447,860 130,472 22,636 75,357 71,058 11,142 33,392 8,989 4,410 77,878 58,665
Changes from: October 10, 2023 Total Change is: 8,294
2,416 4,243 866 3,445 4,690 153 7,356 2,095 -2,300 1,225 -134 -354 -4,513 -965
Percent of Open Interest Represented by Each Category of Trader
2.8 55.3 0.5 64.4 18.8 3.3 10.8 10.2 1.6 4.8 1.3 0.6 11.2 8.4
Number of Traders in Each Category Total Traders: 303
12 18 6 110 40 44 42 48 26 27 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 28,810
Positions
0 10,654 0 13,914 2,271 2,684 552 9,226 0 0 0 0 11,660 3,975
Changes from: October 10, 2023 Total Change is: -260
0 278 0 240 -1,211 0 -120 522 0 0 0 0 -380 151
Percent of Open Interest Represented by Each Category of Trader
0.0 37.0 0.0 48.3 7.9 9.3 1.9 32.0 0.0 0.0 0.0 0.0 40.5 13.8
Number of Traders in Each Category Total Traders: 31
0 . 0 15 4 7 . 8 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 196,044
Positions
113,980 3,668 0 32,714 113,430 5,079 23,119 38,230 633 2,445 537 0 18,074 34,467
Changes from: October 10, 2023 Total Change is: 5,911
4,591 -1,408 0 -1,109 6,290 477 3,666 6 -506 138 537 0 -1,346 515
Percent of Open Interest Represented by Each Category of Trader
58.1 1.9 0.0 16.7 57.9 2.6 11.8 19.5 0.3 1.2 0.3 0.0 9.2 17.6
Number of Traders in Each Category Total Traders: 104
10 . 0 14 24 8 19 31 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 197,037
Positions
24,227 42,429 145 100,545 4,468 749 61,885 31,962 839 2,671 113,169 0 5,976 3,276
Changes from: October 10, 2023 Total Change is: -4,960
993 -1,580 -23 -3,566 -623 -1 236 1,823 -3,537 184 -415 0 754 -604
Percent of Open Interest Represented by Each Category of Trader
12.3 21.5 0.1 51.0 2.3 0.4 31.4 16.2 0.4 1.4 57.4 0.0 3.0 1.7
Number of Traders in Each Category Total Traders: 144
6 7 . 21 9 5 46 28 10 11 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 51,070
Positions
14,612 23,950 2,111 11,601 11,804 32 14,919 8,600 129 4,289 2,637 0 3,377 1,807
Changes from: October 10, 2023 Total Change is: -3,453
299 41 72 812 -3,006 0 -4,983 -494 129 -22 -36 0 240 -159
Percent of Open Interest Represented by Each Category of Trader
28.6 46.9 4.1 22.7 23.1 0.1 29.2 16.8 0.3 8.4 5.2 0.0 6.6 3.5
Number of Traders in Each Category Total Traders: 71
5 . . 11 7 . 15 11 . 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 54,135
Positions
26,242 9,829 63 5,384 25,854 954 16,750 11,321 273 1,015 624 17 3,437 5,200
Changes from: October 10, 2023 Total Change is: -559
539 -2,326 3 -1,447 3,196 234 -70 -1,143 -304 153 -58 0 333 -161
Percent of Open Interest Represented by Each Category of Trader
48.5 18.2 0.1 9.9 47.8 1.8 30.9 20.9 0.5 1.9 1.2 0.0 6.3 9.6
Number of Traders in Each Category Total Traders: 90
8 . . 12 21 7 19 19 5 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 13,335
Positions
583 813 24 8,954 2,376 77 1,815 8,179 148 268 0 0 1,466 1,718
Changes from: October 10, 2023 Total Change is: 998
-55 657 -4 511 -328 0 489 975 -9 -100 0 0 166 -293
Percent of Open Interest Represented by Each Category of Trader
4.4 6.1 0.2 67.1 17.8 0.6 13.6 61.3 1.1 2.0 0.0 0.0 11.0 12.9
Number of Traders in Each Category Total Traders: 37
. . . . 7 . 8 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 96,554
Positions
48,285 12,380 1,016 15,625 16,237 332 9,806 32,436 722 9,850 17,468 3 10,915 15,960
Changes from: October 10, 2023 Total Change is: 1,947
1,021 827 -320 279 1,394 -77 1,075 -1,622 -259 483 -225 0 -255 2,229
Percent of Open Interest Represented by Each Category of Trader
50.0 12.8 1.1 16.2 16.8 0.3 10.2 33.6 0.7 10.2 18.1 0.0 11.3 16.5
Number of Traders in Each Category Total Traders: 92
14 9 . 18 7 4 19 17 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 96,554
Positions
48,285 12,380 1,016 15,625 16,237 332 9,806 32,436 722 9,850 17,468 3 10,915 15,960
Changes from: October 10, 2023 Total Change is: 1,947
1,021 827 -320 279 1,394 -77 1,075 -1,622 -259 483 -225 0 -255 2,229
Percent of Open Interest Represented by Each Category of Trader
50.0 12.8 1.1 16.2 16.8 0.3 10.2 33.6 0.7 10.2 18.1 0.0 11.3 16.5
Number of Traders in Each Category Total Traders: 92
14 9 . 18 7 4 19 17 6 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 43,890
Positions
9,594 22,932 0 25,733 11,491 2,832 3,655 5,432 0 0 0 0 2,076 1,203
Changes from: October 10, 2023 Total Change is: -2,698
769 -4,216 0 -2,814 1,971 12 -235 -524 0 0 0 0 -430 59
Percent of Open Interest Represented by Each Category of Trader
21.9 52.2 0.0 58.6 26.2 6.5 8.3 12.4 0.0 0.0 0.0 0.0 4.7 2.7
Number of Traders in Each Category Total Traders: 46
4 7 0 19 8 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 2,128,482
Positions
267,345 626,110 20,481 1,080,972 406,688 195,243 118,831 384,178 58,377 127,623 203,330 7,983 251,627 226,091
Changes from: October 10, 2023 Total Change is: 40,161
9,874 17,964 1,626 10,955 5,275 -2,717 6,662 -15,201 -1,033 11,208 27,970 326 3,261 5,951
Percent of Open Interest Represented by Each Category of Trader
12.6 29.4 1.0 50.8 19.1 9.2 5.6 18.0 2.7 6.0 9.6 0.4 11.8 10.6
Number of Traders in Each Category Total Traders: 530
33 37 20 171 73 103 68 94 68 24 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 21,723
Positions
5,706 8,941 0 8,765 8,462 1,188 4,689 565 0 0 0 0 1,375 2,567
Changes from: October 10, 2023 Total Change is: 24
-578 3,667 0 246 -3,883 163 115 -75 0 0 0 0 78 152
Percent of Open Interest Represented by Each Category of Trader
26.3 41.2 0.0 40.3 39.0 5.5 21.6 2.6 0.0 0.0 0.0 0.0 6.3 11.8
Number of Traders in Each Category Total Traders: 27
4 7 0 5 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,487
Positions
2,931 22,652 0 15,088 672 0 5,176 1,920 0 0 0 0 3,292 1,243
Changes from: October 10, 2023 Total Change is: 454
-40 1,049 0 264 -337 0 -21 -213 0 0 0 0 251 -45
Percent of Open Interest Represented by Each Category of Trader
11.1 85.5 0.0 57.0 2.5 0.0 19.5 7.2 0.0 0.0 0.0 0.0 12.4 4.7
Number of Traders in Each Category Total Traders: 38
4 9 0 13 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 2,112,419
Positions
266,853 625,759 20,356 1,078,968 406,798 194,763 119,552 380,190 54,030 130,436 203,130 5,170 242,291 222,223
Changes from: October 10, 2023 Total Change is: 38,489
9,887 17,862 1,634 10,685 5,437 -2,703 2,818 -21,367 3,423 11,548 28,055 -14 1,211 6,162
Percent of Open Interest Represented by Each Category of Trader
12.6 29.6 1.0 51.1 19.3 9.2 5.7 18.0 2.6 6.2 9.6 0.2 11.5 10.5
Number of Traders in Each Category Total Traders: 519
31 38 20 167 73 100 63 94 64 24 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 34,843
Positions
24,413 31,076 0 7,980 981 0 232 1,335 0 0 0 0 2,218 1,451
Changes from: October 10, 2023 Total Change is: 21
649 -209 0 -526 101 0 -16 441 0 0 0 0 -86 -312
Percent of Open Interest Represented by Each Category of Trader
70.1 89.2 0.0 22.9 2.8 0.0 0.7 3.8 0.0 0.0 0.0 0.0 6.4 4.2
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 33,406
Positions
12,729 17,031 0 16,380 1,058 132 1,964 13,522 16 0 0 0 2,185 1,647
Changes from: October 10, 2023 Total Change is: -2,180
-1,729 -435 -33 39 -4,510 0 -503 2,747 -3 0 0 0 49 54
Percent of Open Interest Represented by Each Category of Trader
38.1 51.0 0.0 49.0 3.2 0.4 5.9 40.5 0.0 0.0 0.0 0.0 6.5 4.9
Number of Traders in Each Category Total Traders: 32
6 6 0 9 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 160,628
Positions
6,170 4,763 0 22,470 1,331 2,369 33,062 80,154 3,201 0 30,133 0 93,356 38,677
Changes from: October 10, 2023 Total Change is: 16,718
-212 937 0 3,377 -944 -820 -6,058 17,171 -64 0 2,552 0 20,495 -2,114
Percent of Open Interest Represented by Each Category of Trader
3.8 3.0 0.0 14.0 0.8 1.5 20.6 49.9 2.0 0.0 18.8 0.0 58.1 24.1
Number of Traders in Each Category Total Traders: 29
. . 0 10 . 4 8 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 373,952
Positions
115,264 112,684 151,579 0 38,000 0 23,715 9,832 54,969 24,277 0 0 4,148 6,888
Changes from: October 10, 2023 Total Change is: 6,280
4,000 -750 3,030 0 0 0 -4,000 1,000 3,000 0 0 0 250 0
Percent of Open Interest Represented by Each Category of Trader
30.8 30.1 40.5 0.0 10.2 0.0 6.3 2.6 14.7 6.5 0.0 0.0 1.1 1.8
Number of Traders in Each Category Total Traders: 33
9 10 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 38,333
Positions
5,286 3,153 15 21,803 24,742 1,596 2,054 1,460 211 0 0 0 7,368 7,156
Changes from: October 10, 2023 Total Change is: -638
36 -18 1 -210 -1,024 -19 -156 175 161 -319 0 0 -132 86
Percent of Open Interest Represented by Each Category of Trader
13.8 8.2 0.0 56.9 64.5 4.2 5.4 3.8 0.6 0.0 0.0 0.0 19.2 18.7
Number of Traders in Each Category Total Traders: 61
7 4 . 27 13 10 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 265,176
Positions
44,161 80,399 2,117 84,789 23,022 8,343 45,499 57,301 9,939 30,600 41,042 347 39,382 42,666
Changes from: October 10, 2023 Total Change is: 803
-3,369 4,434 -860 1,446 -3,666 1,338 2,433 -2,720 508 1,154 1,839 200 -2,048 -269
Percent of Open Interest Represented by Each Category of Trader
16.7 30.3 0.8 32.0 8.7 3.1 17.2 21.6 3.7 11.5 15.5 0.1 14.9 16.1
Number of Traders in Each Category Total Traders: 319
23 31 11 74 32 43 51 55 27 25 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 256,786
Positions
44,440 80,733 1,249 84,676 23,093 8,134 45,427 59,306 5,686 30,584 39,687 180 36,410 38,718
Changes from: October 10, 2023 Total Change is: 258
-3,284 4,320 -926 1,573 -3,673 1,221 2,757 -1,545 -564 1,307 1,823 60 -1,886 -458
Percent of Open Interest Represented by Each Category of Trader
17.3 31.4 0.5 33.0 9.0 3.2 17.7 23.1 2.2 11.9 15.5 0.1 14.2 15.1
Number of Traders in Each Category Total Traders: 294
24 28 8 71 32 41 46 52 25 18 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 83,900
Positions
5,796 5,247 88 3,073 1,233 150 37,173 16,407 6,072 1,560 14,950 270 29,718 39,483
Changes from: October 10, 2023 Total Change is: 5,449
-278 1,709 88 -102 1,233 3 5,619 -2,899 1,869 -131 1,559 0 -1,619 1,887
Percent of Open Interest Represented by Each Category of Trader
6.9 6.3 0.1 3.7 1.5 0.2 44.3 19.6 7.2 1.9 17.8 0.3 35.4 47.1
Number of Traders in Each Category Total Traders: 45
. . . 5 . . 10 11 7 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 485,477
Positions
123,412 73,385 10,121 160,007 167,802 38,227 110,540 126,872 5,264 15,251 36,101 248 22,407 27,457
Changes from: October 10, 2023 Total Change is: 4,057
-6,749 -2,449 264 982 -4,519 -1,254 14,426 10,892 283 -2,091 -741 -152 -1,652 1,733
Percent of Open Interest Represented by Each Category of Trader
25.4 15.1 2.1 33.0 34.6 7.9 22.8 26.1 1.1 3.1 7.4 0.1 4.6 5.7
Number of Traders in Each Category Total Traders: 362
33 21 5 80 71 46 47 84 25 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 19,151
Positions
5,086 9,293 0 12,860 8,473 0 378 523 0 0 0 0 827 862
Changes from: October 10, 2023 Total Change is: 1,043
-953 846 0 2,591 23 0 -204 0 0 0 0 0 -391 174
Percent of Open Interest Represented by Each Category of Trader
26.6 48.5 0.0 67.2 44.2 0.0 2.0 2.7 0.0 0.0 0.0 0.0 4.3 4.5
Number of Traders in Each Category Total Traders: 25
. 7 0 9 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,736
Positions
1,492 9,930 0 8,941 0 9 1,093 1,582 0 364 1,349 0 3,837 2,866
Changes from: October 10, 2023 Total Change is: -176
0 -49 0 -423 0 2 -309 143 0 0 200 0 554 -472
Percent of Open Interest Represented by Each Category of Trader
9.5 63.1 0.0 56.8 0.0 0.1 6.9 10.1 0.0 2.3 8.6 0.0 24.4 18.2
Number of Traders in Each Category Total Traders: 22
. 5 0 8 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,303
Positions
13,310 20,022 707 15,522 1,725 546 11,009 2,820 605 2,228 2,323 0 7,376 22,555
Changes from: October 10, 2023 Total Change is: 1,998
623 -257 59 -48 91 -4 2,121 -1,298 322 310 -276 0 -1,385 3,361
Percent of Open Interest Represented by Each Category of Trader
25.9 39.0 1.4 30.3 3.4 1.1 21.5 5.5 1.2 4.3 4.5 0.0 14.4 44.0
Number of Traders in Each Category Total Traders: 57
11 5 . 11 . 5 14 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 386,570
Positions
30,881 188,132 3,402 261,382 86,733 35,708 22,974 26,610 1,409 19,308 35,552 1,077 10,429 7,947
Changes from: October 10, 2023 Total Change is: -395
512 2,125 -280 -1,137 -6,313 151 867 -578 -1,026 -414 4,071 -19 951 1,474
Percent of Open Interest Represented by Each Category of Trader
8.0 48.7 0.9 67.6 22.4 9.2 5.9 6.9 0.4 5.0 9.2 0.3 2.7 2.1
Number of Traders in Each Category Total Traders: 198
13 13 5 78 48 35 21 17 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,045,049
Positions
69,563 448,932 16,672 590,321 353,136 115,888 115,271 62,141 7,521 92,004 24,101 2,532 35,277 14,126
Changes from: October 10, 2023 Total Change is: -1,406
-5,383 -13,336 -1,333 665 -7,874 9,383 -9,699 3,753 698 5,724 7,399 17 -1,478 -113
Percent of Open Interest Represented by Each Category of Trader
6.7 43.0 1.6 56.5 33.8 11.1 11.0 5.9 0.7 8.8 2.3 0.2 3.4 1.4
Number of Traders in Each Category Total Traders: 392
23 18 8 146 77 78 50 36 23 26 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 238,747
Positions
12,893 159,408 36,199 49,832 0 1,908 101,822 6,084 29,462 6,154 5,469 140 337 77
Changes from: October 10, 2023 Total Change is: 173
466 -1,045 361 -1,400 0 0 8 182 653 58 0 0 27 22
Percent of Open Interest Represented by Each Category of Trader
5.4 66.8 15.2 20.9 0.0 0.8 42.6 2.5 12.3 2.6 2.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 106
10 26 16 18 0 . 32 7 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,386,678
Positions
54,375 156,851 4,934 796,629 323,519 173,724 55,286 443,503 44,706 69,316 94,803 0 187,708 144,638
Changes from: October 10, 2023 Total Change is: -4,192
5,242 5,309 2,117 -19,521 13,543 2,112 -947 -27,043 4,774 1,459 2,440 -231 803 -7,213
Percent of Open Interest Represented by Each Category of Trader
3.9 11.3 0.4 57.4 23.3 12.5 4.0 32.0 3.2 5.0 6.8 0.0 13.5 10.4
Number of Traders in Each Category Total Traders: 226
14 18 4 67 42 67 25 44 23 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,554,266
Positions
16,075 44,538 3,348 928,327 310,969 269,656 92,506 732,982 14,243 53,438 38,121 0 176,673 140,409
Changes from: October 10, 2023 Total Change is: 3,932
-2,546 -2,610 -1,741 -1,900 989 4,234 241 6,419 1,327 2,571 6,046 0 1,746 -10,732
Percent of Open Interest Represented by Each Category of Trader
1.0 2.9 0.2 59.7 20.0 17.3 6.0 47.2 0.9 3.4 2.5 0.0 11.4 9.0
Number of Traders in Each Category Total Traders: 173
4 7 . 72 32 59 13 32 11 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 4,034,161
Positions
140,213 361,996 8,421 1,895,498 528,546 275,777 902,041 2,456,368 72,381 446,414 161,613 25,255 268,161 143,804
Changes from: October 10, 2023 Total Change is: 21,375
109 -48,547 164 79,057 13,745 -42,588 -33,203 100,611 -3,352 25,744 547 65 -4,621 730
Percent of Open Interest Represented by Each Category of Trader
3.5 9.0 0.2 47.0 13.1 6.8 22.4 60.9 1.8 11.1 4.0 0.6 6.6 3.6
Number of Traders in Each Category Total Traders: 445
35 25 11 149 39 89 68 70 44 49 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 4,670,993
Positions
98,375 308,245 34,694 2,497,271 1,166,199 686,884 376,790 1,775,588 115,048 405,925 225,027 2,808 453,198 356,500
Changes from: October 10, 2023 Total Change is: -74,321
-17,402 25,460 -2,534 -61,800 -65,983 9,760 -37,946 -13,662 10,266 6,042 -3,574 1,632 17,661 -35,686
Percent of Open Interest Represented by Each Category of Trader
2.1 6.6 0.7 53.5 25.0 14.7 8.1 38.0 2.5 8.7 4.8 0.1 9.7 7.6
Number of Traders in Each Category Total Traders: 439
19 30 11 134 64 105 60 86 53 29 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,922,845
Positions
67,349 153,683 1,304 956,739 598,843 312,402 182,760 494,113 24,250 154,446 82,443 2,226 221,369 253,581
Changes from: October 10, 2023 Total Change is: 25,483
-1,679 12,504 28 22,922 27,910 -7,883 -2,761 7,982 3,552 4,600 -8,783 1,815 4,889 -11,642
Percent of Open Interest Represented by Each Category of Trader
3.5 8.0 0.1 49.8 31.1 16.2 9.5 25.7 1.3 8.0 4.3 0.1 11.5 13.2
Number of Traders in Each Category Total Traders: 184
6 16 4 54 48 59 11 30 14 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 6,794
Positions
0 0 0 0 0 0 3,800 1,242 1,696 446 1,593 0 852 2,263
Changes from: October 10, 2023 Total Change is: 1,374
0 0 0 0 0 0 704 -114 773 -8 263 -1 -94 453
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 55.9 18.3 25.0 6.6 23.4 0.0 12.5 33.3
Number of Traders in Each Category Total Traders: 36
0 0 0 0 0 0 . . . 7 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 5,702,366
Positions
103,780 711,919 13,980 2,767,216 960,983 778,346 970,314 2,723,469 60,970 609,234 120,642 960 397,566 331,097
Changes from: October 10, 2023 Total Change is: -44,064
-14,648 -59,203 1,869 16,648 -44,249 30,776 -71,455 20,678 -6,156 -2,091 6,245 57 936 5,919
Percent of Open Interest Represented by Each Category of Trader
1.8 12.5 0.2 48.5 16.9 13.6 17.0 47.8 1.1 10.7 2.1 0.0 7.0 5.8
Number of Traders in Each Category Total Traders: 402
18 29 9 153 40 99 54 71 36 27 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 2,071,216
Positions
646,393 279,185 463,737 36,944 61,465 49,006 328,754 665,399 486,986 17,854 936 5,586 35,956 58,916
Changes from: October 10, 2023 Total Change is: 168,568
55,479 36,702 42,671 -9,004 11,407 -212 78,854 82,162 -10,312 8,849 -1,882 -943 3,186 8,975
Percent of Open Interest Represented by Each Category of Trader
31.2 13.5 22.4 1.8 3.0 2.4 15.9 32.1 23.5 0.9 0.0 0.3 1.7 2.8
Number of Traders in Each Category Total Traders: 156
35 27 55 . 7 6 40 32 49 8 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 18,779
Positions
7,038 5,447 7,267 326 479 228 513 1,700 3,182 100 348 65 60 63
Changes from: October 10, 2023 Total Change is: 1,794
1,036 536 2,068 -500 216 0 86 -226 -926 0 96 0 30 30
Percent of Open Interest Represented by Each Category of Trader
37.5 29.0 38.7 1.7 2.6 1.2 2.7 9.1 16.9 0.5 1.9 0.3 0.3 0.3
Number of Traders in Each Category Total Traders: 33
12 . 8 . . . 6 8 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 is 9,974,999
Positions
2,200,964 2,471,149 1,637,701 466,010 754,350 914,075 1,862,473 1,167,659 2,679,822 79,515 200,963 93,588 40,851 55,692
Changes from: October 10, 2023 Total Change is: 149,109
-4,321 -179,256 76,106 11,551 107,836 -43,979 11,520 77,598 96,905 4,888 7,196 5,561 -9,122 1,142
Percent of Open Interest Represented by Each Category of Trader
22.1 24.8 16.4 4.7 7.6 9.2 18.7 11.7 26.9 0.8 2.0 0.9 0.4 0.6
Number of Traders in Each Category Total Traders: 873
74 108 137 35 76 65 114 191 187 100 114 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 957,245
Positions
356,526 225,993 295,843 100,109 4,326 2,414 68,873 265,691 130,704 1,920 31,392 157 699 725
Changes from: October 10, 2023 Total Change is: 86,123
26,434 -9,002 50,142 28,604 29 0 -18,196 43,615 -491 2 2,200 -261 -111 -109
Percent of Open Interest Represented by Each Category of Trader
37.2 23.6 30.9 10.5 0.5 0.3 7.2 27.8 13.7 0.2 3.3 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 189
27 59 57 . 6 . 28 51 45 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 66,948
Positions
3,538 95 31,343 40 168 0 3,765 15,512 19,415 8,847 405 0 0 10
Changes from: October 10, 2023 Total Change is: 919
750 0 0 0 0 0 -70 893 0 242 16 0 -3 10
Percent of Open Interest Represented by Each Category of Trader
5.3 0.1 46.8 0.1 0.3 0.0 5.6 23.2 29.0 13.2 0.6 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 . 5 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 28,357
Positions
6,988 0 1,253 0 469 0 3,155 19,051 2,458 14,503 5,066 0 0 60
Changes from: October 10, 2023 Total Change is: 841
0 0 0 0 0 0 -611 876 0 1,452 -35 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.6 0.0 4.4 0.0 1.7 0.0 11.1 67.2 8.7 51.1 17.9 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 16,561
Positions
407 2,823 203 7,344 127 514 2,576 10,429 1,232 2,567 183 377 1,341 673
Changes from: October 10, 2023 Total Change is: 1,878
-22 223 105 -58 -390 70 630 1,315 256 471 30 371 55 -102
Percent of Open Interest Represented by Each Category of Trader
2.5 17.0 1.2 44.3 0.8 3.1 15.6 63.0 7.4 15.5 1.1 2.3 8.1 4.1
Number of Traders in Each Category Total Traders: 109
4 10 6 8 4 5 27 41 13 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 8,511
Positions
521 32 586 322 1,062 72 1,677 4,391 395 2,037 1,089 60 2,841 824
Changes from: October 10, 2023 Total Change is: 1,272
106 -203 513 2 -24 7 16 1,325 -197 331 -204 35 459 20
Percent of Open Interest Represented by Each Category of Trader
6.1 0.4 6.9 3.8 12.5 0.8 19.7 51.6 4.6 23.9 12.8 0.7 33.4 9.7
Number of Traders in Each Category Total Traders: 78
. . . . . . 16 9 4 34 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,358
Positions
216 129 42 241 1,194 40 3,242 3,146 91 945 139 48 493 529
Changes from: October 10, 2023 Total Change is: 592
-60 -32 42 -124 215 33 605 362 -2 194 3 0 -96 -29
Percent of Open Interest Represented by Each Category of Trader
4.0 2.4 0.8 4.5 22.3 0.7 60.5 58.7 1.7 17.6 2.6 0.9 9.2 9.9
Number of Traders in Each Category Total Traders: 66
. . . . 7 . 17 25 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 22,383
Positions
8,091 0 315 0 3,706 457 6,635 10,277 85 6,114 7,220 50 636 273
Changes from: October 10, 2023 Total Change is: 7,319
6,562 0 -1,708 0 2,593 0 2,327 3,039 -65 -2 3,499 0 205 -39
Percent of Open Interest Represented by Each Category of Trader
36.1 0.0 1.4 0.0 16.6 2.0 29.6 45.9 0.4 27.3 32.3 0.2 2.8 1.2
Number of Traders in Each Category Total Traders: 85
. 0 . 0 . . 8 7 . 41 24 .
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Traders in Financial Futures - Futures Only Positions as of October 17, 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 43,051
Positions
0 24,034 0 19,504 605 640 14,942 12,465 657 2,842 1,789 0 4,466 2,861
Changes from: October 10, 2023 Total Change is: 1,763
0 -52 0 924 -430 -16 741 2,855 -17 8 -317 0 123 -260
Percent of Open Interest Represented by Each Category of Trader
0.0 55.8 0.0 45.3 1.4 1.5 34.7 29.0 1.5 6.6 4.2 0.0 10.4 6.6
Number of Traders in Each Category Total Traders: 96
0 . 0 13 . . 30 17 4 19 12 0
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Traders in Financial Futures - Futures Only Positions as of October 17, 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 376,083
Positions
41,539 38,852 17,962 75,369 68,467 52,650 70,720 78,962 66,317 9,239 2,109 19,832 22,455 30,932
Changes from: October 10, 2023 Total Change is: 15,114
4,161 6,174 1,436 705 5,657 921 6,973 -657 2,689 728 484 753 -3,252 -2,343
Percent of Open Interest Represented by Each Category of Trader
11.0 10.3 4.8 20.0 18.2 14.0 18.8 21.0 17.6 2.5 0.6 5.3 6.0 8.2
Number of Traders in Each Category Total Traders: 206
11 15 18 24 35 29 34 48 65 12 12 22
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Traders in Financial Futures - Futures Only Positions as of October 17, 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 62,547
Positions
50,507 46,805 0 9,368 3,909 487 1,230 10,834 349 335 127 3 268 33
Changes from: October 10, 2023 Total Change is: 143
184 0 0 56 258 0 -100 86 -3 -1 -178 0 7 -20
Percent of Open Interest Represented by Each Category of Trader
80.8 74.8 0.0 15.0 6.2 0.8 2.0 17.3 0.6 0.5 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
6 . 0 11 5 . 4 7 . . . .
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Updated October 20, 2023