Traders in Financial Futures - Futures Only Positions as of October 24, 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 184,747
Positions
88,851 25,953 491 30,958 60,322 5,109 17,289 51,787 2,830 7,383 1,458 21 31,815 36,776
Changes from: October 17, 2023 Total Change is: 809
322 -338 350 -50 454 385 1,156 -1,405 -600 676 -1 -10 -1,420 1,974
Percent of Open Interest Represented by Each Category of Trader
48.1 14.0 0.3 16.8 32.7 2.8 9.4 28.0 1.5 4.0 0.8 0.0 17.2 19.9
Number of Traders in Each Category Total Traders: 112
9 4 . 13 26 11 18 31 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 59,266
Positions
29,292 891 960 2,975 24,382 458 14,344 10,810 32 1,513 0 0 9,692 21,733
Changes from: October 17, 2023 Total Change is: -2,080
-57 177 -187 -2,649 -602 399 -554 -1,621 0 0 0 0 968 -246
Percent of Open Interest Represented by Each Category of Trader
49.4 1.5 1.6 5.0 41.1 0.8 24.2 18.2 0.1 2.6 0.0 0.0 16.4 36.7
Number of Traders in Each Category Total Traders: 51
7 . . . 14 . 12 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 233,259
Positions
72,678 16,056 4,317 45,474 117,031 3,430 72,274 45,518 8,546 0 3,120 0 26,540 35,241
Changes from: October 17, 2023 Total Change is: 10,314
9,185 -3,411 -298 3,072 8,061 -137 -2,991 4,677 1,091 0 0 0 392 331
Percent of Open Interest Represented by Each Category of Trader
31.2 6.9 1.9 19.5 50.2 1.5 31.0 19.5 3.7 0.0 1.3 0.0 11.4 15.1
Number of Traders in Each Category Total Traders: 121
7 5 . 14 36 12 27 28 16 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 260,909
Positions
93,007 11,911 578 69,055 104,615 5,212 38,333 85,257 8,769 8,488 1,920 32 37,435 42,615
Changes from: October 17, 2023 Total Change is: -6,612
-2,726 1,321 90 -48 -5,064 1,381 -7,470 -879 895 257 -844 0 1,009 -3,512
Percent of Open Interest Represented by Each Category of Trader
35.6 4.6 0.2 26.5 40.1 2.0 14.7 32.7 3.4 3.3 0.7 0.0 14.3 16.3
Number of Traders in Each Category Total Traders: 151
14 5 4 23 32 16 24 39 13 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 702,668
Positions
18,287 400,227 3,479 448,774 122,822 23,217 81,600 72,575 9,546 33,261 9,041 4,271 80,233 57,490
Changes from: October 17, 2023 Total Change is: 6,992
-925 15,712 -310 914 -7,650 581 6,243 1,517 -1,596 -131 52 -139 2,355 -1,175
Percent of Open Interest Represented by Each Category of Trader
2.6 57.0 0.5 63.9 17.5 3.3 11.6 10.3 1.4 4.7 1.3 0.6 11.4 8.2
Number of Traders in Each Category Total Traders: 298
11 18 5 110 38 44 42 48 25 25 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 29,625
Positions
0 11,206 0 13,824 1,554 2,604 432 10,563 0 0 0 0 12,765 3,698
Changes from: October 17, 2023 Total Change is: 815
0 552 0 -90 -717 -80 -120 1,337 0 0 0 0 1,105 -277
Percent of Open Interest Represented by Each Category of Trader
0.0 37.8 0.0 46.7 5.2 8.8 1.5 35.7 0.0 0.0 0.0 0.0 43.1 12.5
Number of Traders in Each Category Total Traders: 29
0 . 0 15 . 6 . 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 194,666
Positions
115,530 4,367 273 30,591 109,575 5,155 21,531 40,109 809 2,171 0 0 18,606 34,378
Changes from: October 17, 2023 Total Change is: -1,378
1,550 699 273 -2,123 -3,855 76 -1,588 1,879 176 -274 -537 0 532 -89
Percent of Open Interest Represented by Each Category of Trader
59.3 2.2 0.1 15.7 56.3 2.6 11.1 20.6 0.4 1.1 0.0 0.0 9.6 17.7
Number of Traders in Each Category Total Traders: 100
8 . . 14 25 9 18 29 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 194,530
Positions
25,115 40,720 198 96,120 5,681 748 63,336 30,778 1,246 1,996 111,715 0 5,771 3,444
Changes from: October 17, 2023 Total Change is: -2,507
888 -1,709 53 -4,425 1,213 -1 1,451 -1,184 407 -675 -1,454 0 -205 168
Percent of Open Interest Represented by Each Category of Trader
12.9 20.9 0.1 49.4 2.9 0.4 32.6 15.8 0.6 1.0 57.4 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 141
6 7 . 22 11 5 43 30 11 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 51,454
Positions
10,023 23,746 3,759 16,420 3,226 32 12,489 15,608 759 4,467 2,537 0 3,505 1,787
Changes from: October 17, 2023 Total Change is: 384
-4,589 -204 1,648 4,819 -8,578 0 -2,430 7,008 630 178 -100 0 128 -20
Percent of Open Interest Represented by Each Category of Trader
19.5 46.1 7.3 31.9 6.3 0.1 24.3 30.3 1.5 8.7 4.9 0.0 6.8 3.5
Number of Traders in Each Category Total Traders: 73
5 . . 11 6 . 18 10 . 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 57,243
Positions
32,439 5,462 94 3,994 29,663 1,092 15,706 12,824 629 330 1,320 17 2,942 6,142
Changes from: October 17, 2023 Total Change is: 3,108
6,197 -4,367 31 -1,390 3,809 138 -1,044 1,503 356 -685 696 0 -495 942
Percent of Open Interest Represented by Each Category of Trader
56.7 9.5 0.2 7.0 51.8 1.9 27.4 22.4 1.1 0.6 2.3 0.0 5.1 10.7
Number of Traders in Each Category Total Traders: 98
11 . . 10 22 6 18 28 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 13,610
Positions
384 999 23 9,448 2,371 77 1,946 8,439 0 366 0 0 1,366 1,701
Changes from: October 17, 2023 Total Change is: 275
-199 186 -1 494 -5 0 131 260 -148 98 0 0 -100 -17
Percent of Open Interest Represented by Each Category of Trader
2.8 7.3 0.2 69.4 17.4 0.6 14.3 62.0 0.0 2.7 0.0 0.0 10.0 12.5
Number of Traders in Each Category Total Traders: 34
. . . . 7 . 7 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 104,581
Positions
51,095 11,268 691 13,060 23,309 480 10,928 35,405 900 16,531 17,943 3 10,893 14,582
Changes from: October 17, 2023 Total Change is: 8,027
2,810 -1,112 -325 -2,565 7,072 148 1,122 2,969 178 6,681 475 0 -22 -1,378
Percent of Open Interest Represented by Each Category of Trader
48.9 10.8 0.7 12.5 22.3 0.5 10.4 33.9 0.9 15.8 17.2 0.0 10.4 13.9
Number of Traders in Each Category Total Traders: 95
16 7 . 15 11 . 16 24 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,581
Positions
51,095 11,268 691 13,060 23,309 480 10,928 35,405 900 16,531 17,943 3 10,893 14,582
Changes from: October 17, 2023 Total Change is: 8,027
2,810 -1,112 -325 -2,565 7,072 148 1,122 2,969 178 6,681 475 0 -22 -1,378
Percent of Open Interest Represented by Each Category of Trader
48.9 10.8 0.7 12.5 22.3 0.5 10.4 33.9 0.9 15.8 17.2 0.0 10.4 13.9
Number of Traders in Each Category Total Traders: 95
16 7 . 15 11 . 16 24 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 40,986
Positions
7,728 21,379 0 24,310 9,897 2,916 3,403 5,560 0 0 0 0 2,629 1,234
Changes from: October 17, 2023 Total Change is: -2,904
-1,866 -1,553 0 -1,423 -1,594 84 -252 128 0 0 0 0 553 31
Percent of Open Interest Represented by Each Category of Trader
18.9 52.2 0.0 59.3 24.1 7.1 8.3 13.6 0.0 0.0 0.0 0.0 6.4 3.0
Number of Traders in Each Category Total Traders: 44
4 7 0 17 8 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 2,176,852
Positions
253,470 646,896 24,476 1,066,328 453,308 192,572 160,102 363,319 58,840 155,088 203,794 6,306 259,671 227,343
Changes from: October 17, 2023 Total Change is: 48,371
-13,875 20,785 3,995 -14,644 46,621 -2,671 41,271 -20,860 463 27,466 464 -1,678 8,044 1,252
Percent of Open Interest Represented by Each Category of Trader
11.6 29.7 1.1 49.0 20.8 8.8 7.4 16.7 2.7 7.1 9.4 0.3 11.9 10.4
Number of Traders in Each Category Total Traders: 521
33 37 20 165 74 106 78 85 67 22 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 19,848
Positions
4,688 10,920 0 8,766 4,262 1,188 3,957 650 0 0 0 0 1,249 2,828
Changes from: October 17, 2023 Total Change is: -1,875
-1,018 1,979 0 1 -4,200 0 -732 85 0 0 0 0 -126 261
Percent of Open Interest Represented by Each Category of Trader
23.6 55.0 0.0 44.2 21.5 6.0 19.9 3.3 0.0 0.0 0.0 0.0 6.3 14.2
Number of Traders in Each Category Total Traders: 28
. 8 0 5 5 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 27,984
Positions
2,760 23,894 0 16,589 681 0 5,176 2,152 0 0 0 0 3,459 1,257
Changes from: October 17, 2023 Total Change is: 1,497
-171 1,242 0 1,501 9 0 0 232 0 0 0 0 167 14
Percent of Open Interest Represented by Each Category of Trader
9.9 85.4 0.0 59.3 2.4 0.0 18.5 7.7 0.0 0.0 0.0 0.0 12.4 4.5
Number of Traders in Each Category Total Traders: 41
4 10 0 14 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 2,158,452
Positions
252,603 646,579 24,223 1,064,135 453,421 192,140 167,078 362,922 48,473 158,169 203,614 3,224 248,407 223,856
Changes from: October 17, 2023 Total Change is: 46,033
-14,250 20,820 3,867 -14,833 46,623 -2,623 47,526 -17,268 -5,557 27,733 484 -1,946 6,116 1,633
Percent of Open Interest Represented by Each Category of Trader
11.7 30.0 1.1 49.3 21.0 8.9 7.7 16.8 2.2 7.3 9.4 0.1 11.5 10.4
Number of Traders in Each Category Total Traders: 509
32 37 20 161 74 103 73 84 62 22 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 34,777
Positions
24,563 31,102 0 7,971 981 0 219 1,201 0 0 0 0 2,024 1,493
Changes from: October 17, 2023 Total Change is: -66
150 26 0 -9 0 0 -13 -134 0 0 0 0 -194 42
Percent of Open Interest Represented by Each Category of Trader
70.6 89.4 0.0 22.9 2.8 0.0 0.6 3.5 0.0 0.0 0.0 0.0 5.8 4.3
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 24, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 19,783
Positions
4,765 1,744 0 13,648 4,138 0 428 12,468 0 0 0 0 942 1,433
Changes from: October 17, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.1 8.8 0.0 69.0 20.9 0.0 2.2 63.0 0.0 0.0 0.0 0.0 4.8 7.2
Number of Traders in Each Category Total Traders: 20
6 . 0 . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 32,965
Positions
12,730 17,021 4 16,178 975 132 1,959 13,462 21 0 0 0 1,941 1,350
Changes from: October 17, 2023 Total Change is: -441
1 -10 4 -202 -83 0 -5 -60 5 0 0 0 -244 -297
Percent of Open Interest Represented by Each Category of Trader
38.6 51.6 0.0 49.1 3.0 0.4 5.9 40.8 0.1 0.0 0.0 0.0 5.9 4.1
Number of Traders in Each Category Total Traders: 32
6 6 . 9 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 184,003
Positions
11,197 5,693 0 24,274 1,219 1,974 30,389 104,115 3,519 0 32,608 10 112,640 34,865
Changes from: October 17, 2023 Total Change is: 23,375
5,027 930 0 1,804 -112 -395 -2,673 23,961 318 0 2,475 10 19,284 -3,812
Percent of Open Interest Represented by Each Category of Trader
6.1 3.1 0.0 13.2 0.7 1.1 16.5 56.6 1.9 0.0 17.7 0.0 61.2 18.9
Number of Traders in Each Category Total Traders: 32
. . 0 11 . 4 9 6 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 379,452
Positions
115,764 112,954 154,629 0 38,000 0 24,515 9,832 56,119 24,277 0 0 4,148 7,918
Changes from: October 17, 2023 Total Change is: 5,500
500 270 3,050 0 0 0 800 0 1,150 0 0 0 0 1,030
Percent of Open Interest Represented by Each Category of Trader
30.5 29.8 40.8 0.0 10.0 0.0 6.5 2.6 14.8 6.4 0.0 0.0 1.1 2.1
Number of Traders in Each Category Total Traders: 32
9 9 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 39,876
Positions
5,634 2,875 15 20,283 26,645 1,837 4,091 1,413 269 0 870 0 7,747 5,952
Changes from: October 17, 2023 Total Change is: 1,543
348 -278 0 -1,520 1,903 241 2,037 -47 58 0 870 0 379 -1,204
Percent of Open Interest Represented by Each Category of Trader
14.1 7.2 0.0 50.9 66.8 4.6 10.3 3.5 0.7 0.0 2.2 0.0 19.4 14.9
Number of Traders in Each Category Total Traders: 65
6 . . 25 17 14 9 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 262,564
Positions
50,946 74,949 2,544 86,158 24,870 7,750 45,162 58,236 12,168 15,847 42,178 336 41,653 39,533
Changes from: October 17, 2023 Total Change is: -2,612
6,786 -5,449 427 1,369 1,848 -593 -337 935 2,229 -14,753 1,136 -11 2,271 -3,134
Percent of Open Interest Represented by Each Category of Trader
19.4 28.5 1.0 32.8 9.5 3.0 17.2 22.2 4.6 6.0 16.1 0.1 15.9 15.1
Number of Traders in Each Category Total Traders: 331
26 30 11 77 29 41 53 61 30 24 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 253,055
Positions
51,220 75,249 1,569 85,950 24,944 7,659 47,805 61,689 4,908 15,804 40,566 193 37,947 36,278
Changes from: October 17, 2023 Total Change is: -3,731
6,780 -5,484 320 1,274 1,851 -475 2,378 2,383 -778 -14,780 879 13 1,537 -2,440
Percent of Open Interest Represented by Each Category of Trader
20.2 29.7 0.6 34.0 9.9 3.0 18.9 24.4 1.9 6.2 16.0 0.1 15.0 14.3
Number of Traders in Each Category Total Traders: 304
24 28 8 74 29 40 47 59 27 18 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 95,089
Positions
6,923 6,664 86 2,820 0 172 42,105 34,005 4,063 1,526 17,221 332 37,062 32,546
Changes from: October 17, 2023 Total Change is: 11,189
1,127 1,417 -2 -253 -1,233 22 4,932 17,598 -2,009 -34 2,271 62 7,344 -6,937
Percent of Open Interest Represented by Each Category of Trader
7.3 7.0 0.1 3.0 0.0 0.2 44.3 35.8 4.3 1.6 18.1 0.3 39.0 34.2
Number of Traders in Each Category Total Traders: 46
4 . . 5 0 . 11 11 6 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 518,056
Positions
127,234 74,259 10,662 169,636 180,770 40,576 124,790 132,261 7,395 13,900 47,904 243 23,620 23,986
Changes from: October 17, 2023 Total Change is: 32,579
3,822 874 541 9,629 12,968 2,349 14,250 5,389 2,131 -1,351 11,803 -5 1,213 -3,471
Percent of Open Interest Represented by Each Category of Trader
24.6 14.3 2.1 32.7 34.9 7.8 24.1 25.5 1.4 2.7 9.2 0.0 4.6 4.6
Number of Traders in Each Category Total Traders: 363
35 21 5 81 70 46 46 82 32 6 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 19,073
Positions
5,086 9,313 0 12,393 8,491 0 333 523 0 0 0 0 1,261 746
Changes from: October 17, 2023 Total Change is: -78
0 20 0 -467 18 0 -45 0 0 0 0 0 434 -116
Percent of Open Interest Represented by Each Category of Trader
26.7 48.8 0.0 65.0 44.5 0.0 1.7 2.7 0.0 0.0 0.0 0.0 6.6 3.9
Number of Traders in Each Category Total Traders: 24
. 7 0 8 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 21,014
Positions
228 235 2 647 324 39 5,230 6,959 356 827 240 0 13,685 12,859
Changes from: October 17, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 1.1 0.0 3.1 1.5 0.2 24.9 33.1 1.7 3.9 1.1 0.0 65.1 61.2
Number of Traders in Each Category Total Traders: 20
. . . . . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 15,326
Positions
1,492 9,757 0 8,482 300 2 1,298 1,468 0 364 1,544 0 3,688 2,255
Changes from: October 17, 2023 Total Change is: -410
0 -173 0 -459 300 -7 205 -114 0 0 195 0 -149 -611
Percent of Open Interest Represented by Each Category of Trader
9.7 63.7 0.0 55.3 2.0 0.0 8.5 9.6 0.0 2.4 10.1 0.0 24.1 14.7
Number of Traders in Each Category Total Traders: 23
. 5 0 8 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 53,712
Positions
15,315 21,444 728 15,787 1,664 555 11,359 4,830 491 2,822 466 0 6,655 23,534
Changes from: October 17, 2023 Total Change is: 2,409
2,005 1,422 21 265 -61 9 350 2,010 -114 594 -1,857 0 -721 979
Percent of Open Interest Represented by Each Category of Trader
28.5 39.9 1.4 29.4 3.1 1.0 21.1 9.0 0.9 5.3 0.9 0.0 12.4 43.8
Number of Traders in Each Category Total Traders: 62
13 5 . 11 . 5 16 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 391,725
Positions
34,792 189,297 1,018 266,139 97,880 35,831 20,200 22,334 3,157 19,280 32,699 1,061 10,247 8,448
Changes from: October 17, 2023 Total Change is: 5,155
3,911 1,165 -2,384 4,757 11,147 123 -2,774 -4,276 1,748 -28 -2,853 -16 -182 501
Percent of Open Interest Represented by Each Category of Trader
8.9 48.3 0.3 67.9 25.0 9.1 5.2 5.7 0.8 4.9 8.3 0.3 2.6 2.2
Number of Traders in Each Category Total Traders: 198
14 14 5 77 50 33 21 14 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,054,006
Positions
69,654 412,611 17,076 584,925 369,396 116,430 114,412 82,910 7,122 107,291 27,628 2,366 34,730 18,467
Changes from: October 17, 2023 Total Change is: 8,957
91 -36,321 404 -5,396 16,260 542 -859 20,769 -399 15,287 3,527 -166 -547 4,341
Percent of Open Interest Represented by Each Category of Trader
6.6 39.1 1.6 55.5 35.0 11.0 10.9 7.9 0.7 10.2 2.6 0.2 3.3 1.8
Number of Traders in Each Category Total Traders: 399
23 20 8 145 81 83 48 39 23 27 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 237,078
Positions
11,263 159,396 38,019 50,086 0 1,908 102,773 5,204 26,517 6,176 5,979 0 336 55
Changes from: October 17, 2023 Total Change is: -1,669
-1,630 -12 1,820 254 0 0 951 -880 -2,945 22 510 -140 -1 -22
Percent of Open Interest Represented by Each Category of Trader
4.8 67.2 16.0 21.1 0.0 0.8 43.3 2.2 11.2 2.6 2.5 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 106
9 26 16 18 0 . 33 7 12 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,366,758
Positions
48,052 174,703 3,997 760,349 305,446 180,191 66,014 409,361 51,249 67,768 96,788 2 189,136 145,021
Changes from: October 17, 2023 Total Change is: -19,920
-6,323 17,852 -937 -36,280 -18,073 6,467 10,728 -34,142 6,543 -1,548 1,985 2 1,428 383
Percent of Open Interest Represented by Each Category of Trader
3.5 12.8 0.3 55.6 22.3 13.2 4.8 30.0 3.7 5.0 7.1 0.0 13.8 10.6
Number of Traders in Each Category Total Traders: 226
14 19 6 68 41 66 25 41 22 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,554,351
Positions
14,858 43,075 8,684 917,153 287,014 281,677 93,257 734,196 15,617 52,670 38,379 0 170,435 145,709
Changes from: October 17, 2023 Total Change is: 85
-1,217 -1,463 5,336 -11,174 -23,955 12,021 751 1,214 1,374 -768 258 0 -6,238 5,300
Percent of Open Interest Represented by Each Category of Trader
1.0 2.8 0.6 59.0 18.5 18.1 6.0 47.2 1.0 3.4 2.5 0.0 11.0 9.4
Number of Traders in Each Category Total Traders: 175
5 9 6 69 33 58 15 32 13 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 4,207,274
Positions
159,776 374,833 9,656 1,896,825 528,169 258,775 1,064,841 2,640,137 71,790 452,129 156,884 26,335 267,147 140,695
Changes from: October 17, 2023 Total Change is: 173,113
19,563 12,837 1,235 1,327 -377 -17,002 162,800 183,769 -591 5,715 -4,729 1,080 -1,014 -3,109
Percent of Open Interest Represented by Each Category of Trader
3.8 8.9 0.2 45.1 12.6 6.2 25.3 62.8 1.7 10.7 3.7 0.6 6.3 3.3
Number of Traders in Each Category Total Traders: 444
38 22 9 149 41 90 73 63 42 45 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 4,626,649
Positions
73,511 322,546 32,453 2,506,226 1,171,366 690,621 412,253 1,764,091 78,982 391,700 222,048 2,101 438,802 342,441
Changes from: October 17, 2023 Total Change is: -44,344
-24,864 14,301 -2,241 8,955 5,167 3,737 35,463 -11,497 -36,066 -14,225 -2,979 -707 -14,396 -14,059
Percent of Open Interest Represented by Each Category of Trader
1.6 7.0 0.7 54.2 25.3 14.9 8.9 38.1 1.7 8.5 4.8 0.0 9.5 7.4
Number of Traders in Each Category Total Traders: 447
19 32 13 139 64 110 62 84 55 26 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,967,632
Positions
61,852 160,224 2,658 998,120 599,601 301,832 211,543 531,547 22,864 153,574 79,550 2,850 212,339 266,506
Changes from: October 17, 2023 Total Change is: 44,787
-5,497 6,541 1,354 41,381 758 -10,570 28,783 37,434 -1,386 -872 -2,893 624 -9,030 12,925
Percent of Open Interest Represented by Each Category of Trader
3.1 8.1 0.1 50.7 30.5 15.3 10.8 27.0 1.2 7.8 4.0 0.1 10.8 13.5
Number of Traders in Each Category Total Traders: 188
5 16 6 54 50 59 10 35 13 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 5,925
Positions
0 0 0 0 32 0 4,032 1,345 529 254 1,803 0 1,110 2,216
Changes from: October 17, 2023 Total Change is: -869
0 0 0 0 32 0 232 103 -1,167 -192 210 0 258 -47
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.5 0.0 68.1 22.7 8.9 4.3 30.4 0.0 18.7 37.4
Number of Traders in Each Category Total Traders: 36
0 0 0 0 . 0 4 . . 5 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 5,571,039
Positions
109,304 739,227 15,577 2,696,218 865,269 791,511 908,770 2,645,208 67,813 585,773 112,463 1,009 395,064 332,962
Changes from: October 17, 2023 Total Change is: -131,327
5,524 27,308 1,597 -70,998 -95,714 13,165 -61,544 -78,261 6,843 -23,461 -8,179 49 -2,502 1,865
Percent of Open Interest Represented by Each Category of Trader
2.0 13.3 0.3 48.4 15.5 14.2 16.3 47.5 1.2 10.5 2.0 0.0 7.1 6.0
Number of Traders in Each Category Total Traders: 401
19 33 11 153 36 101 57 66 41 27 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 2,014,709
Positions
557,851 293,285 510,320 22,776 63,159 62,014 344,953 558,226 458,381 10,980 800 13,772 33,662 54,752
Changes from: October 17, 2023 Total Change is: -56,507
-88,542 14,100 46,583 -14,168 1,694 13,008 16,199 -107,173 -28,605 -6,874 -136 8,186 -2,294 -4,164
Percent of Open Interest Represented by Each Category of Trader
27.7 14.6 25.3 1.1 3.1 3.1 17.1 27.7 22.8 0.5 0.0 0.7 1.7 2.7
Number of Traders in Each Category Total Traders: 160
31 33 56 . 8 7 35 39 58 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 21,019
Positions
8,281 7,029 7,341 373 137 228 423 1,495 4,178 100 422 65 30 124
Changes from: October 17, 2023 Total Change is: 2,240
1,243 1,582 74 47 -342 0 -90 -205 996 0 74 0 -30 61
Percent of Open Interest Represented by Each Category of Trader
39.4 33.4 34.9 1.8 0.7 1.1 2.0 7.1 19.9 0.5 2.0 0.3 0.1 0.6
Number of Traders in Each Category Total Traders: 33
12 . 8 . . . 4 10 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 is10,262,756
Positions
2,124,417 2,503,123 1,697,526 568,249 747,954 974,006 1,857,634 1,134,798 2,826,419 68,510 233,187 106,604 39,391 39,139
Changes from: October 17, 2023 Total Change is: 287,757
-76,547 31,974 59,825 102,239 -6,396 59,931 -4,839 -32,861 146,597 -11,005 32,224 13,016 -1,460 -16,553
Percent of Open Interest Represented by Each Category of Trader
20.7 24.4 16.5 5.5 7.3 9.5 18.1 11.1 27.5 0.7 2.3 1.0 0.4 0.4
Number of Traders in Each Category Total Traders: 886
68 112 136 36 79 67 121 184 195 116 105 94
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,006,562
Positions
370,530 259,619 297,491 105,808 3,625 3,846 82,376 263,272 142,852 2,209 34,356 414 1,036 1,087
Changes from: October 17, 2023 Total Change is: 49,317
14,004 33,626 1,648 5,699 -701 1,432 13,503 -2,419 12,148 289 2,964 257 337 362
Percent of Open Interest Represented by Each Category of Trader
36.8 25.8 29.6 10.5 0.4 0.4 8.2 26.2 14.2 0.2 3.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 194
26 59 56 . 6 . 29 53 46 8 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 66,412
Positions
2,546 95 31,585 40 168 0 3,495 14,481 19,415 9,331 648 0 0 20
Changes from: October 17, 2023 Total Change is: -536
-992 0 242 0 0 0 -270 -1,031 0 484 243 0 0 10
Percent of Open Interest Represented by Each Category of Trader
3.8 0.1 47.6 0.1 0.3 0.0 5.3 21.8 29.2 14.1 1.0 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 24, 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 28,432
Positions
6,988 0 1,253 0 469 0 2,206 18,849 2,838 15,147 4,963 0 0 60
Changes from: October 17, 2023 Total Change is: 75
0 0 0 0 0 0 -949 -202 380 644 -103 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.6 0.0 4.4 0.0 1.6 0.0 7.8 66.3 10.0 53.3 17.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 9 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 19,678
Positions
509 3,596 195 8,383 25 374 3,536 11,489 1,457 3,021 1,231 586 1,617 725
Changes from: October 17, 2023 Total Change is: 3,117
102 773 -8 1,039 -102 -140 960 1,060 225 454 1,048 209 276 52
Percent of Open Interest Represented by Each Category of Trader
2.6 18.3 1.0 42.6 0.1 1.9 18.0 58.4 7.4 15.4 6.3 3.0 8.2 3.7
Number of Traders in Each Category Total Traders: 122
4 10 . 12 . . 32 43 15 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 10,260
Positions
1,290 954 284 335 548 60 2,943 5,822 431 1,731 913 24 3,162 1,224
Changes from: October 17, 2023 Total Change is: 1,749
769 922 -302 13 -514 -12 1,266 1,431 36 -306 -176 -36 321 400
Percent of Open Interest Represented by Each Category of Trader
12.6 9.3 2.8 3.3 5.3 0.6 28.7 56.7 4.2 16.9 8.9 0.2 30.8 11.9
Number of Traders in Each Category Total Traders: 79
. . . . . . 16 9 5 36 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 4,721
Positions
135 329 130 278 729 136 2,014 2,582 196 1,169 166 1 662 452
Changes from: October 17, 2023 Total Change is: -637
-81 200 88 37 -465 96 -1,228 -564 105 224 27 -47 169 -77
Percent of Open Interest Represented by Each Category of Trader
2.9 7.0 2.8 5.9 15.4 2.9 42.7 54.7 4.2 24.8 3.5 0.0 14.0 9.6
Number of Traders in Each Category Total Traders: 64
. 6 . . 5 4 18 21 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 23,915
Positions
9,902 827 567 0 3,634 457 2,893 11,573 447 9,133 5,992 50 466 368
Changes from: October 17, 2023 Total Change is: 1,532
1,811 827 252 0 -72 0 -3,742 1,296 362 3,019 -1,228 0 -170 95
Percent of Open Interest Represented by Each Category of Trader
41.4 3.5 2.4 0.0 15.2 1.9 12.1 48.4 1.9 38.2 25.1 0.2 1.9 1.5
Number of Traders in Each Category Total Traders: 83
. . . 0 . . 8 5 . 50 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,670
Positions
0 24,129 0 19,470 596 762 15,248 11,193 413 2,537 2,197 0 4,240 3,380
Changes from: October 17, 2023 Total Change is: -381
0 95 0 -34 -9 122 306 -1,272 -244 -305 408 0 -226 519
Percent of Open Interest Represented by Each Category of Trader
0.0 56.5 0.0 45.6 1.4 1.8 35.7 26.2 1.0 5.9 5.1 0.0 9.9 7.9
Number of Traders in Each Category Total Traders: 91
0 . 0 13 4 4 29 12 4 16 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 344,318
Positions
38,731 25,040 14,203 83,952 66,221 46,793 53,244 84,006 54,820 8,921 5,117 18,972 24,682 29,146
Changes from: October 17, 2023 Total Change is: -31,765
-2,808 -13,812 -3,759 8,583 -2,246 -5,857 -17,476 5,044 -11,497 -318 3,008 -860 2,227 -1,786
Percent of Open Interest Represented by Each Category of Trader
11.2 7.3 4.1 24.4 19.2 13.6 15.5 24.4 15.9 2.6 1.5 5.5 7.2 8.5
Number of Traders in Each Category Total Traders: 196
15 11 16 30 29 26 32 44 57 7 13 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 62,836
Positions
50,682 46,805 0 9,252 3,846 487 1,479 11,298 313 325 55 2 296 30
Changes from: October 17, 2023 Total Change is: 289
175 0 0 -116 -63 0 249 464 -36 -10 -72 -1 28 -3
Percent of Open Interest Represented by Each Category of Trader
80.7 74.5 0.0 14.7 6.1 0.8 2.4 18.0 0.5 0.5 0.1 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 40
7 . 0 11 4 . 4 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 27, 2023