Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 156,395
Positions
28,275 47,771 306 52,558 46,422 3,326 26,485 33,870 691 5,291 1,112 50 39,413 22,847
Changes from: July 18, 2023 Total Change is: 10,224
-159 8,099 12 3,814 2,019 -171 4,639 2,953 -1,693 276 -405 0 3,506 -590
Percent of Open Interest Represented by Each Category of Trader
18.1 30.5 0.2 33.6 29.7 2.1 16.9 21.7 0.4 3.4 0.7 0.0 25.2 14.6
Number of Traders in Each Category Total Traders: 97
. 7 . 18 18 7 26 18 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,180
Positions
11,063 3,729 4 7,146 16,538 575 4,567 7,485 215 1,566 1,600 0 19,044 14,034
Changes from: July 18, 2023 Total Change is: 967
-1,723 383 -2 746 157 457 494 -297 109 0 0 0 886 160
Percent of Open Interest Represented by Each Category of Trader
25.0 8.4 0.0 16.2 37.4 1.3 10.3 16.9 0.5 3.5 3.6 0.0 43.1 31.8
Number of Traders in Each Category Total Traders: 46
4 . . 8 9 . 8 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 237,340
Positions
0 82,768 2,964 96,487 61,818 4,812 75,093 41,917 16,222 0 3,066 0 41,762 23,773
Changes from: July 18, 2023 Total Change is: -28,426
-1,484 -7,593 -317 -13,660 -582 -2,129 -12,744 -19,829 536 -628 -400 0 2,000 1,888
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 1.2 40.7 26.0 2.0 31.6 17.7 6.8 0.0 1.3 0.0 17.6 10.0
Number of Traders in Each Category Total Traders: 123
0 12 . 22 26 11 33 25 13 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 223,760
Positions
88,964 28,728 590 61,905 78,893 4,176 30,457 67,088 2,451 5,162 2,976 15 30,040 38,843
Changes from: July 18, 2023 Total Change is: -7,172
-2,331 1,076 -76 -9,809 5,500 30 2,735 -15,388 -405 792 -648 0 1,892 2,739
Percent of Open Interest Represented by Each Category of Trader
39.8 12.8 0.3 27.7 35.3 1.9 13.6 30.0 1.1 2.3 1.3 0.0 13.4 17.4
Number of Traders in Each Category Total Traders: 124
11 7 . 21 26 12 19 34 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 772,408
Positions
18,141 536,742 1,941 491,850 76,934 24,713 80,093 54,039 22,692 30,888 10,296 4,545 97,545 40,506
Changes from: July 18, 2023 Total Change is: -10,724
-2,162 -1,849 -154 -9,819 -548 3,052 -6,103 -10,666 3,730 101 1,608 136 495 -6,033
Percent of Open Interest Represented by Each Category of Trader
2.3 69.5 0.3 63.7 10.0 3.2 10.4 7.0 2.9 4.0 1.3 0.6 12.6 5.2
Number of Traders in Each Category Total Traders: 301
13 14 4 124 25 46 56 39 27 19 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,185
Positions
0 11,963 0 13,622 5,145 3,050 621 4,081 0 0 0 0 10,892 3,946
Changes from: July 18, 2023 Total Change is: -555
0 -135 0 -919 -333 581 621 1,291 0 0 0 0 -838 -1,959
Percent of Open Interest Represented by Each Category of Trader
0.0 42.4 0.0 48.3 18.3 10.8 2.2 14.5 0.0 0.0 0.0 0.0 38.6 14.0
Number of Traders in Each Category Total Traders: 30
0 . 0 16 5 7 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 21,058
Positions
2,915 5,515 53 4,963 8,603 922 3,377 0 4 0 1,120 0 8,824 4,841
Changes from: July 18, 2023 Total Change is: -979
0 -2 2 -12 -463 0 -1,385 0 0 0 0 0 416 -516
Percent of Open Interest Represented by Each Category of Trader
13.8 26.2 0.3 23.6 40.9 4.4 16.0 0.0 0.0 0.0 5.3 0.0 41.9 23.0
Number of Traders in Each Category Total Traders: 20
. . . 4 8 . 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 146,423
Positions
49,030 4,415 622 46,625 87,407 1,271 18,423 25,781 4,832 1,885 0 0 23,735 22,095
Changes from: July 18, 2023 Total Change is: -2,169
-8,182 173 -3 2,955 -2,191 -204 530 -315 459 80 0 0 2,196 -88
Percent of Open Interest Represented by Each Category of Trader
33.5 3.0 0.4 31.8 59.7 0.9 12.6 17.6 3.3 1.3 0.0 0.0 16.2 15.1
Number of Traders in Each Category Total Traders: 83
6 4 . 17 16 7 15 23 14 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 233,549
Positions
2,668 68,445 265 138,346 8,345 1,448 78,332 39,415 787 3,095 110,453 0 8,608 4,391
Changes from: July 18, 2023 Total Change is: -4,457
-1,077 -1,377 -10 -595 -690 423 -2,217 -1,007 -965 14 -331 0 -30 -500
Percent of Open Interest Represented by Each Category of Trader
1.1 29.3 0.1 59.2 3.6 0.6 33.5 16.9 0.3 1.3 47.3 0.0 3.7 1.9
Number of Traders in Each Category Total Traders: 165
. 6 . 29 7 6 67 26 10 11 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 53,443
Positions
1,474 32,050 3,792 14,766 1,817 143 23,169 5,836 941 4,074 3,766 0 5,084 5,098
Changes from: July 18, 2023 Total Change is: 5,297
78 -8 3,526 -1,612 23 143 708 1,765 754 1,052 169 -7 655 -1,068
Percent of Open Interest Represented by Each Category of Trader
2.8 60.0 7.1 27.6 3.4 0.3 43.4 10.9 1.8 7.6 7.0 0.0 9.5 9.5
Number of Traders in Each Category Total Traders: 88
. 5 . 17 7 . 33 5 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,820
Positions
11,128 11,110 4 7,921 12,023 483 12,867 8,986 145 174 888 18 4,080 3,163
Changes from: July 18, 2023 Total Change is: -2,582
-192 1,017 4 -788 -5 -66 163 -4,595 -246 -420 575 0 -1,037 734
Percent of Open Interest Represented by Each Category of Trader
30.2 30.2 0.0 21.5 32.7 1.3 34.9 24.4 0.4 0.5 2.4 0.0 11.1 8.6
Number of Traders in Each Category Total Traders: 80
8 4 . 13 10 5 21 17 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,254
Positions
20,981 3,226 21 2,241 1,687 0 2,129 20,716 143 216 247 0 1,523 1,214
Changes from: July 18, 2023 Total Change is: 214
-129 1,069 21 1,479 -6,024 0 -1,475 5,301 53 55 -84 0 210 -122
Percent of Open Interest Represented by Each Category of Trader
77.0 11.8 0.1 8.2 6.2 0.0 7.8 76.0 0.5 0.8 0.9 0.0 5.6 4.5
Number of Traders in Each Category Total Traders: 37
. . . 4 . 0 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 114,947
Positions
33,863 34,756 1,629 19,634 4,203 3,191 30,599 30,317 5,006 6,177 18,260 15 14,833 17,571
Changes from: July 18, 2023 Total Change is: 12,680
-3,331 5,358 46 1,854 -3,234 1,689 10,516 3,424 2,736 -765 -203 15 -80 2,850
Percent of Open Interest Represented by Each Category of Trader
29.5 30.2 1.4 17.1 3.7 2.8 26.6 26.4 4.4 5.4 15.9 0.0 12.9 15.3
Number of Traders in Each Category Total Traders: 123
12 16 4 21 6 6 31 25 15 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 111,965
Positions
33,782 34,756 1,629 19,612 4,242 3,152 30,054 30,674 3,518 6,000 18,126 0 14,218 15,868
Changes from: July 18, 2023 Total Change is: 9,698
-3,412 5,358 46 1,832 -3,195 1,650 9,971 3,781 1,248 -942 -337 0 -695 1,147
Percent of Open Interest Represented by Each Category of Trader
30.2 31.0 1.5 17.5 3.8 2.8 26.8 27.4 3.1 5.4 16.2 0.0 12.7 14.2
Number of Traders in Each Category Total Traders: 108
10 16 4 20 6 6 26 22 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,427
Positions
10,783 27,259 0 21,976 3,149 1,936 3,922 7,105 0 0 0 0 1,810 978
Changes from: July 18, 2023 Total Change is: -949
2,390 -176 0 -1,224 617 -117 -178 -1,185 0 -1,617 0 0 -203 -88
Percent of Open Interest Represented by Each Category of Trader
26.7 67.4 0.0 54.4 7.8 4.8 9.7 17.6 0.0 0.0 0.0 0.0 4.5 2.4
Number of Traders in Each Category Total Traders: 41
8 . 0 20 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 29,818
Positions
810 0 0 608 0 0 20,315 11,292 13 1,772 1,338 150 6,150 17,025
Changes from: July 18, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 2.0 0.0 0.0 68.1 37.9 0.0 5.9 4.5 0.5 20.6 57.1
Number of Traders in Each Category Total Traders: 22
. 0 0 . 0 0 7 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,265,346
Positions
297,103 644,467 34,593 1,123,597 319,602 217,733 157,181 549,819 58,443 108,898 178,957 4,875 262,924 256,858
Changes from: July 18, 2023 Total Change is: -36,500
-17,016 -32,600 9 -1,082 16,123 -7,263 -17,180 1,330 6,665 4,505 -25,976 175 -5,313 5,037
Percent of Open Interest Represented by Each Category of Trader
13.1 28.4 1.5 49.6 14.1 9.6 6.9 24.3 2.6 4.8 7.9 0.2 11.6 11.3
Number of Traders in Each Category Total Traders: 539
34 38 21 170 78 104 61 109 67 20 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,054
Positions
1,512 13,592 0 9,987 242 0 2,599 754 0 0 0 0 1,956 1,466
Changes from: July 18, 2023 Total Change is: 2,425
0 2,439 0 2,440 0 0 0 36 0 0 0 0 -15 -50
Percent of Open Interest Represented by Each Category of Trader
9.4 84.7 0.0 62.2 1.5 0.0 16.2 4.7 0.0 0.0 0.0 0.0 12.2 9.1
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,873
Positions
3,341 17,851 0 12,040 3,719 0 5,648 789 0 0 0 0 2,844 1,514
Changes from: July 18, 2023 Total Change is: 205
-22 8 0 -64 -163 0 114 163 0 0 0 0 177 197
Percent of Open Interest Represented by Each Category of Trader
14.0 74.8 0.0 50.4 15.6 0.0 23.7 3.3 0.0 0.0 0.0 0.0 11.9 6.3
Number of Traders in Each Category Total Traders: 28
. 5 0 11 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,243,361
Positions
297,103 643,503 34,593 1,122,082 319,776 217,012 157,662 560,994 44,292 108,898 178,674 3,349 258,370 241,168
Changes from: July 18, 2023 Total Change is: -37,316
-17,016 -32,442 9 -1,165 16,316 -7,239 -16,604 1,575 5,752 4,611 -26,109 12 -5,676 4,810
Percent of Open Interest Represented by Each Category of Trader
13.2 28.7 1.5 50.0 14.3 9.7 7.0 25.0 2.0 4.9 8.0 0.1 11.5 10.8
Number of Traders in Each Category Total Traders: 528
34 36 21 166 77 101 59 108 63 20 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,300
Positions
18,574 31,581 0 14,440 379 0 1,111 2,515 0 0 0 0 2,175 1,825
Changes from: July 18, 2023 Total Change is: 235
-328 135 0 329 0 0 9 -40 0 0 0 0 225 140
Percent of Open Interest Represented by Each Category of Trader
51.2 87.0 0.0 39.8 1.0 0.0 3.1 6.9 0.0 0.0 0.0 0.0 6.0 5.0
Number of Traders in Each Category Total Traders: 26
4 8 0 7 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,077
Positions
5,506 7,722 0 4,399 2,557 0 256 790 0 0 0 0 1,916 1,008
Changes from: July 18, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.6 63.9 0.0 36.4 21.2 0.0 2.1 6.5 0.0 0.0 0.0 0.0 15.9 8.3
Number of Traders in Each Category Total Traders: 20
4 5 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,664
Positions
11,174 7,091 0 23,360 10,906 143 1,271 18,133 58 0 0 0 1,658 1,333
Changes from: July 18, 2023 Total Change is: -193
15 -195 0 -604 187 -7 353 28 -1 0 0 0 51 -205
Percent of Open Interest Represented by Each Category of Trader
29.7 18.8 0.0 62.0 29.0 0.4 3.4 48.1 0.2 0.0 0.0 0.0 4.4 3.5
Number of Traders in Each Category Total Traders: 33
5 6 0 8 4 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 219,854
Positions
0 9,638 0 20,715 3,828 1,641 124,073 17,135 12,623 15,260 18,090 0 45,542 156,899
Changes from: July 18, 2023 Total Change is: 8,158
0 -1,575 0 2,805 43 -2,216 2,476 5,785 892 571 2,963 0 3,630 2,266
Percent of Open Interest Represented by Each Category of Trader
0.0 4.4 0.0 9.4 1.7 0.7 56.4 7.8 5.7 6.9 8.2 0.0 20.7 71.4
Number of Traders in Each Category Total Traders: 33
0 . 0 11 . 4 13 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 354,132
Positions
112,827 113,055 141,003 0 38,000 0 27,075 8,332 46,883 23,285 0 0 3,059 6,859
Changes from: July 18, 2023 Total Change is: 3,269
-718 -750 3,536 0 0 0 460 0 1,040 0 0 0 -1,049 -557
Percent of Open Interest Represented by Each Category of Trader
31.9 31.9 39.8 0.0 10.7 0.0 7.6 2.4 13.2 6.6 0.0 0.0 0.9 1.9
Number of Traders in Each Category Total Traders: 31
8 9 17 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 37,377
Positions
2,828 6,340 111 22,653 22,547 1,984 844 1,661 3 0 0 0 8,954 4,731
Changes from: July 18, 2023 Total Change is: -1,019
85 502 -4 -595 -164 -21 -772 -515 0 0 -664 -74 362 -79
Percent of Open Interest Represented by Each Category of Trader
7.6 17.0 0.3 60.6 60.3 5.3 2.3 4.4 0.0 0.0 0.0 0.0 24.0 12.7
Number of Traders in Each Category Total Traders: 56
. 6 . 28 14 10 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 272,910
Positions
44,688 72,557 3,355 94,940 30,870 6,146 39,912 79,516 24,900 12,153 11,820 630 46,186 43,116
Changes from: July 18, 2023 Total Change is: -5,558
7,155 -2,936 92 -1,483 5,891 -1,493 -6,908 3,131 -2,573 -4,275 -887 272 3,656 -7,055
Percent of Open Interest Represented by Each Category of Trader
16.4 26.6 1.2 34.8 11.3 2.3 14.6 29.1 9.1 4.5 4.3 0.2 16.9 15.8
Number of Traders in Each Category Total Traders: 326
20 31 11 80 35 44 52 57 35 17 31 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 260,623
Positions
44,825 72,457 2,928 94,651 30,938 6,008 44,967 85,132 12,142 12,496 11,455 219 42,387 39,344
Changes from: July 18, 2023 Total Change is: -3,496
7,105 -2,938 -24 -1,374 5,959 -1,576 -7,207 848 430 -4,029 -739 114 3,065 -5,570
Percent of Open Interest Represented by Each Category of Trader
17.2 27.8 1.1 36.3 11.9 2.3 17.3 32.7 4.7 4.8 4.4 0.1 16.3 15.1
Number of Traders in Each Category Total Traders: 296
18 28 10 77 35 42 44 55 29 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 122,874
Positions
2,904 5,269 0 4,225 649 41 74,745 69,138 2,288 630 7,716 50 37,991 37,723
Changes from: July 18, 2023 Total Change is: -20,617
1,663 1,185 0 -253 153 -6 -28,174 -8,327 1,126 -883 102 0 5,910 -14,850
Percent of Open Interest Represented by Each Category of Trader
2.4 4.3 0.0 3.4 0.5 0.0 60.8 56.3 1.9 0.5 6.3 0.0 30.9 30.7
Number of Traders in Each Category Total Traders: 46
4 . 0 6 . . 16 5 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 526,364
Positions
113,954 118,128 7,064 210,696 173,934 37,463 97,831 107,210 6,565 21,870 50,204 191 30,730 25,605
Changes from: July 18, 2023 Total Change is: 254
5,528 -2,428 -165 -7,492 -1,898 -138 -1,492 -2,319 67 -902 2,667 0 4,848 4,468
Percent of Open Interest Represented by Each Category of Trader
21.6 22.4 1.3 40.0 33.0 7.1 18.6 20.4 1.2 4.2 9.5 0.0 5.8 4.9
Number of Traders in Each Category Total Traders: 346
29 21 7 95 60 47 58 58 28 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 13,792
Positions
4,423 6,301 0 7,939 6,329 0 515 442 0 0 0 0 915 720
Changes from: July 18, 2023 Total Change is: 43
117 0 0 109 2 0 0 0 0 0 0 0 -183 41
Percent of Open Interest Represented by Each Category of Trader
32.1 45.7 0.0 57.6 45.9 0.0 3.7 3.2 0.0 0.0 0.0 0.0 6.6 5.2
Number of Traders in Each Category Total Traders: 22
. 4 0 7 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,314
Positions
0 8,704 0 9,910 0 12 1,577 953 0 579 3,205 0 4,236 3,440
Changes from: July 18, 2023 Total Change is: 269
0 27 0 -13 0 -1 450 86 0 0 -180 0 -167 337
Percent of Open Interest Represented by Each Category of Trader
0.0 53.4 0.0 60.7 0.0 0.1 9.7 5.8 0.0 3.5 19.6 0.0 26.0 21.1
Number of Traders in Each Category Total Traders: 22
0 4 0 9 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,636
Positions
8,498 12,036 845 21,601 1,395 557 8,814 3,802 23 4,628 1,215 0 6,670 31,763
Changes from: July 18, 2023 Total Change is: 249
926 -725 96 -661 0 5 486 -1,170 -96 -98 -335 0 -409 2,474
Percent of Open Interest Represented by Each Category of Trader
16.5 23.3 1.6 41.8 2.7 1.1 17.1 7.4 0.0 9.0 2.4 0.0 12.9 61.5
Number of Traders in Each Category Total Traders: 57
8 6 . 12 . 5 12 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 406,008
Positions
34,320 231,585 4,048 266,621 63,415 38,745 28,981 21,912 1,897 18,326 38,765 505 12,565 5,136
Changes from: July 18, 2023 Total Change is: 11,883
1,523 3,682 -115 5,231 -2,769 -411 4,680 2,943 -260 747 9,101 19 469 -307
Percent of Open Interest Represented by Each Category of Trader
8.5 57.0 1.0 65.7 15.6 9.5 7.1 5.4 0.5 4.5 9.5 0.1 3.1 1.3
Number of Traders in Each Category Total Traders: 199
12 15 6 82 42 32 19 18 8 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,149,199
Positions
87,284 560,509 10,204 748,294 303,078 106,219 103,734 87,526 7,393 50,331 55,024 1,565 34,175 17,681
Changes from: July 18, 2023 Total Change is: 1,931
-6,580 -13,655 -14 17,256 13,610 913 1,929 -7,875 -220 -5,245 3,918 19 -6,127 5,235
Percent of Open Interest Represented by Each Category of Trader
7.6 48.8 0.9 65.1 26.4 9.2 9.0 7.6 0.6 4.4 4.8 0.1 3.0 1.5
Number of Traders in Each Category Total Traders: 431
28 18 12 174 62 76 60 43 27 34 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 203,760
Positions
13,555 139,973 39,899 37,761 0 2,048 94,116 5,601 10,531 5,389 5,469 140 321 99
Changes from: July 18, 2023 Total Change is: 528
-1,095 5,625 408 151 0 0 6,858 250 -5,755 -40 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
6.7 68.7 19.6 18.5 0.0 1.0 46.2 2.7 5.2 2.6 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 99
9 25 16 16 0 . 36 4 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,254,582
Positions
24,177 170,158 2,715 703,013 270,058 181,116 39,069 405,565 28,076 88,018 59,101 0 188,398 137,793
Changes from: July 18, 2023 Total Change is: 6,576
452 6,324 1,829 9,272 -5,465 -8,802 -4,278 22,781 -343 1,318 -6,666 0 7,128 -3,082
Percent of Open Interest Represented by Each Category of Trader
1.9 13.6 0.2 56.0 21.5 14.4 3.1 32.3 2.2 7.0 4.7 0.0 15.0 11.0
Number of Traders in Each Category Total Traders: 180
8 15 . 61 30 56 18 35 18 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,506,536
Positions
6,611 76,520 346 900,882 271,882 270,499 68,751 726,235 19,160 65,182 23,808 0 175,105 118,086
Changes from: July 18, 2023 Total Change is: -7,208
279 -11,117 -2,220 6,068 -790 -2,720 -4,457 13,417 -2,866 256 -3,848 0 -1,548 2,936
Percent of Open Interest Represented by Each Category of Trader
0.4 5.1 0.0 59.8 18.0 18.0 4.6 48.2 1.3 4.3 1.6 0.0 11.6 7.8
Number of Traders in Each Category Total Traders: 170
. 9 . 80 29 60 14 24 13 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,631,663
Positions
132,570 234,776 16,600 1,768,051 491,603 308,603 680,052 2,161,324 56,865 395,361 183,429 22,905 250,656 155,558
Changes from: July 18, 2023 Total Change is: -23,323
6,544 -28,133 -1,591 -16,593 -9,946 -2,029 -30,716 23,220 -11,822 33,712 2,624 875 -1,703 3,479
Percent of Open Interest Represented by Each Category of Trader
3.7 6.5 0.5 48.7 13.5 8.5 18.7 59.5 1.6 10.9 5.1 0.6 6.9 4.3
Number of Traders in Each Category Total Traders: 424
36 23 9 157 38 92 59 55 34 44 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,733,680
Positions
136,957 376,577 24,776 2,644,792 1,353,354 600,855 387,783 1,621,127 108,902 425,291 267,700 1,831 402,493 378,558
Changes from: July 18, 2023 Total Change is: -12,977
-23,246 38,990 -10,865 8,157 -43,567 -9,472 2,794 -5,762 6,884 -8,063 11,363 414 20,420 -962
Percent of Open Interest Represented by Each Category of Trader
2.9 8.0 0.5 55.9 28.6 12.7 8.2 34.2 2.3 9.0 5.7 0.0 8.5 8.0
Number of Traders in Each Category Total Traders: 398
21 30 13 128 58 103 51 66 54 29 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,753,301
Positions
64,281 72,075 2,035 880,736 658,386 258,381 172,969 413,444 27,071 177,625 57,098 875 169,328 263,936
Changes from: July 18, 2023 Total Change is: 9,485
-3,491 -7,443 758 32,842 11,598 -4,976 -10,887 -663 1,224 -5,144 625 -128 -713 8,490
Percent of Open Interest Represented by Each Category of Trader
3.7 4.1 0.1 50.2 37.6 14.7 9.9 23.6 1.5 10.1 3.3 0.0 9.7 15.1
Number of Traders in Each Category Total Traders: 173
4 10 4 54 51 59 12 25 16 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,348,725
Positions
81,067 677,302 30,678 2,661,403 1,085,499 633,608 938,442 2,397,062 35,515 581,070 146,880 3,311 383,631 338,870
Changes from: July 18, 2023 Total Change is: 14,745
6,216 -3,545 -6,737 427 18,003 22,360 1,925 -7,183 -18,717 4,715 4,294 -2,337 6,893 8,607
Percent of Open Interest Represented by Each Category of Trader
1.5 12.7 0.6 49.8 20.3 11.8 17.5 44.8 0.7 10.9 2.7 0.1 7.2 6.3
Number of Traders in Each Category Total Traders: 384
15 34 11 137 38 98 44 71 37 29 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,623,884
Positions
426,919 219,319 445,913 6,948 36,043 36,804 119,398 283,068 540,196 6,169 10,444 3,940 37,597 48,157
Changes from: July 18, 2023 Total Change is: 36,046
-4,451 -13,070 13,978 2,667 10,350 195 -7,412 -7,099 27,803 0 598 0 3,266 3,291
Percent of Open Interest Represented by Each Category of Trader
26.3 13.5 27.5 0.4 2.2 2.3 7.4 17.4 33.3 0.4 0.6 0.2 2.3 3.0
Number of Traders in Each Category Total Traders: 156
33 34 60 4 6 . 28 35 55 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,045
Positions
2,504 1,853 1,485 294 0 120 325 736 2,179 0 0 0 138 672
Changes from: July 18, 2023 Total Change is: -177
292 -1,060 205 -319 0 85 -671 152 389 0 0 0 -158 52
Percent of Open Interest Represented by Each Category of Trader
35.5 26.3 21.1 4.2 0.0 1.7 4.6 10.4 30.9 0.0 0.0 0.0 2.0 9.5
Number of Traders in Each Category Total Traders: 21
5 5 5 . 0 . 5 4 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,804,148
Positions
2,508,361 2,508,321 1,919,076 404,211 506,184 508,818 1,534,434 1,219,538 2,755,334 79,049 275,640 66,811 28,054 44,426
Changes from: July 18, 2023 Total Change is: 60,393
6,464 -12,585 34,256 46,985 49,111 -22,950 -12,116 -1,956 7,540 3,066 296 -4,270 1,418 10,951
Percent of Open Interest Represented by Each Category of Trader
25.6 25.6 19.6 4.1 5.2 5.2 15.7 12.4 28.1 0.8 2.8 0.7 0.3 0.5
Number of Traders in Each Category Total Traders: 852
73 109 136 32 79 59 98 204 182 72 119 81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 980,188
Positions
523,049 247,224 196,428 702 34,297 16,813 55,658 266,510 185,228 1,570 33,029 169 571 490
Changes from: July 18, 2023 Total Change is: 5,534
19,500 1,869 7,825 0 10 -830 -28,525 -1,527 6,559 652 -8,558 -5 358 191
Percent of Open Interest Represented by Each Category of Trader
53.4 25.2 20.0 0.1 3.5 1.7 5.7 27.2 18.9 0.2 3.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 189
38 50 61 . 9 4 27 50 51 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,158
Positions
7,078 0 1,113 0 524 0 555 12,818 2,460 10,952 5,181 0 0 62
Changes from: July 18, 2023 Total Change is: -88
-90 0 0 0 0 0 -225 -390 0 227 302 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.9 0.0 5.0 0.0 2.4 0.0 2.5 57.8 11.1 49.4 23.4 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,017
Positions
658 4,037 425 8,616 113 350 2,440 8,844 1,314 644 187 67 1,503 680
Changes from: July 18, 2023 Total Change is: 562
31 -140 255 -342 0 105 -47 14 617 151 -223 -54 -154 -12
Percent of Open Interest Represented by Each Category of Trader
4.1 25.2 2.7 53.8 0.7 2.2 15.2 55.2 8.2 4.0 1.2 0.4 9.4 4.2
Number of Traders in Each Category Total Traders: 112
5 11 6 13 . 4 30 36 20 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,416
Positions
5,114 4,801 21 1,516 0 0 3,013 9,073 157 2,520 622 806 3,269 936
Changes from: July 18, 2023 Total Change is: 2,529
1,465 1,378 21 -49 -22 -10 897 882 34 -305 -491 744 -268 -7
Percent of Open Interest Represented by Each Category of Trader
31.2 29.2 0.1 9.2 0.0 0.0 18.4 55.3 1.0 15.4 3.8 4.9 19.9 5.7
Number of Traders in Each Category Total Traders: 104
5 . . 4 0 0 16 12 . 51 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,632
Positions
231 389 28 1,049 0 27 418 2,353 362 744 66 0 773 407
Changes from: July 18, 2023 Total Change is: -464
23 -139 25 -65 0 14 -395 -60 108 -116 -297 0 -58 -115
Percent of Open Interest Represented by Each Category of Trader
6.4 10.7 0.8 28.9 0.0 0.7 11.5 64.8 10.0 20.5 1.8 0.0 21.3 11.2
Number of Traders in Each Category Total Traders: 57
4 6 . 8 0 . 11 21 9 5 . 0
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Traders in Financial Futures - Futures Only Positions as of July 25, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 17,525
Positions
1,920 255 3 2,417 0 0 2,636 12,519 131 9,154 3,891 468 796 258
Changes from: July 18, 2023 Total Change is: -3,035
1,248 -96 -2,248 55 -123 0 173 -1,039 -25 -2,477 117 328 -89 51
Percent of Open Interest Represented by Each Category of Trader
11.0 1.5 0.0 13.8 0.0 0.0 15.0 71.4 0.7 52.2 22.2 2.7 4.5 1.5
Number of Traders in Each Category Total Traders: 95
. . . . 0 0 9 4 . 61 16 .
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Traders in Financial Futures - Futures Only Positions as of July 25, 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 34,514
Positions
0 8,462 0 6,012 7,357 811 21,468 11,550 1,088 1,269 1,665 131 3,735 3,450
Changes from: July 18, 2023 Total Change is: -6,531
0 -5,624 0 -759 247 16 -3,323 -1,441 222 -2,219 252 -10 -458 -193
Percent of Open Interest Represented by Each Category of Trader
0.0 24.5 0.0 17.4 21.3 2.3 62.2 33.5 3.2 3.7 4.8 0.4 10.8 10.0
Number of Traders in Each Category Total Traders: 82
0 . 0 7 7 . 17 24 4 10 14 .
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Traders in Financial Futures - Futures Only Positions as of July 25, 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 397,695
Positions
52,161 23,354 20,467 94,527 79,145 58,867 75,609 115,037 53,421 5,068 5,579 13,814 23,761 28,011
Changes from: July 18, 2023 Total Change is: -41,241
-17,507 -13,378 -4,303 128 -8,052 1,291 -13,381 -10,568 -4,536 -2,502 -1,285 -711 280 301
Percent of Open Interest Represented by Each Category of Trader
13.1 5.9 5.1 23.8 19.9 14.8 19.0 28.9 13.4 1.3 1.4 3.5 6.0 7.0
Number of Traders in Each Category Total Traders: 213
17 9 18 28 30 27 40 48 50 13 15 23
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Traders in Financial Futures - Futures Only Positions as of July 25, 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 58,801
Positions
46,984 45,601 0 8,200 2,846 645 2,480 9,625 4 208 0 1 279 79
Changes from: July 18, 2023 Total Change is: 329
185 185 0 382 -229 0 -147 428 -1 -100 0 1 9 -55
Percent of Open Interest Represented by Each Category of Trader
79.9 77.6 0.0 13.9 4.8 1.1 4.2 16.4 0.0 0.4 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 10 4 . 7 5 . 4 0 .
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Updated July 28, 2023