Traders in Financial Futures - Futures Only Positions as of August 1, 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 152,606
Positions
29,095 45,829 308 45,992 48,046 3,466 25,055 26,059 2,449 5,280 2,392 45 40,916 24,012
Changes from: July 25, 2023 Total Change is: -3,789
820 -1,942 2 -6,566 1,624 140 -1,430 -7,811 1,758 -11 1,280 -5 1,503 1,165
Percent of Open Interest Represented by Each Category of Trader
19.1 30.0 0.2 30.1 31.5 2.3 16.4 17.1 1.6 3.5 1.6 0.0 26.8 15.7
Number of Traders in Each Category Total Traders: 100
5 8 . 20 18 8 23 17 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 43,983
Positions
11,066 4,023 0 8,216 17,207 510 4,400 6,957 458 1,566 1,600 0 17,767 13,228
Changes from: July 25, 2023 Total Change is: -197
3 294 -4 1,070 669 -65 -167 -528 243 0 0 0 -1,277 -806
Percent of Open Interest Represented by Each Category of Trader
25.2 9.1 0.0 18.7 39.1 1.2 10.0 15.8 1.0 3.6 3.6 0.0 40.4 30.1
Number of Traders in Each Category Total Traders: 44
4 . 0 6 10 . 8 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 220,906
Positions
2,242 73,694 2,964 87,200 62,920 4,606 69,165 35,566 14,982 0 3,584 0 39,747 22,590
Changes from: July 25, 2023 Total Change is: -16,434
2,242 -9,074 0 -9,287 1,102 -206 -5,928 -6,351 -1,240 0 518 0 -2,015 -1,183
Percent of Open Interest Represented by Each Category of Trader
1.0 33.4 1.3 39.5 28.5 2.1 31.3 16.1 6.8 0.0 1.6 0.0 18.0 10.2
Number of Traders in Each Category Total Traders: 120
. 10 . 24 27 12 28 23 12 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 229,015
Positions
89,647 32,047 601 62,030 78,296 3,946 27,311 67,491 4,747 6,534 3,616 15 34,184 38,256
Changes from: July 25, 2023 Total Change is: 5,255
683 3,319 11 125 -597 -230 -3,146 403 2,296 1,372 640 0 4,144 -587
Percent of Open Interest Represented by Each Category of Trader
39.1 14.0 0.3 27.1 34.2 1.7 11.9 29.5 2.1 2.9 1.6 0.0 14.9 16.7
Number of Traders in Each Category Total Traders: 137
9 9 . 22 26 12 23 39 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 755,156
Positions
18,786 521,753 1,751 492,126 79,699 23,286 70,631 51,919 19,182 31,020 8,701 4,481 93,893 44,384
Changes from: July 25, 2023 Total Change is: -17,252
645 -14,989 -190 276 2,765 -1,427 -9,462 -2,120 -3,510 132 -1,595 -64 -3,652 3,878
Percent of Open Interest Represented by Each Category of Trader
2.5 69.1 0.2 65.2 10.6 3.1 9.4 6.9 2.5 4.1 1.2 0.6 12.4 5.9
Number of Traders in Each Category Total Traders: 298
13 14 5 124 26 46 52 39 31 20 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 28,612
Positions
0 11,965 0 14,020 5,625 2,503 679 4,038 0 0 0 0 11,410 4,481
Changes from: July 25, 2023 Total Change is: 427
0 2 0 398 480 -547 58 -43 0 0 0 0 518 535
Percent of Open Interest Represented by Each Category of Trader
0.0 41.8 0.0 49.0 19.7 8.7 2.4 14.1 0.0 0.0 0.0 0.0 39.9 15.7
Number of Traders in Each Category Total Traders: 29
0 . 0 15 5 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 161,298
Positions
56,335 4,057 641 47,026 96,482 1,588 28,781 27,928 4,119 1,803 0 0 21,005 26,483
Changes from: July 25, 2023 Total Change is: 14,875
7,305 -358 19 401 9,075 317 10,358 2,147 -713 -82 0 0 -2,730 4,388
Percent of Open Interest Represented by Each Category of Trader
34.9 2.5 0.4 29.2 59.8 1.0 17.8 17.3 2.6 1.1 0.0 0.0 13.0 16.4
Number of Traders in Each Category Total Traders: 88
7 4 . 14 18 7 21 22 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 236,446
Positions
2,587 68,914 266 136,999 8,300 1,574 81,937 41,615 755 3,570 110,808 11 8,747 4,203
Changes from: July 25, 2023 Total Change is: 2,897
-81 469 1 -1,347 -45 126 3,605 2,200 -32 475 355 11 139 -188
Percent of Open Interest Represented by Each Category of Trader
1.1 29.1 0.1 57.9 3.5 0.7 34.7 17.6 0.3 1.5 46.9 0.0 3.7 1.8
Number of Traders in Each Category Total Traders: 168
6 6 . 30 9 6 60 30 8 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 61,510
Positions
1,477 31,974 12,198 15,574 1,864 0 22,773 5,181 207 3,946 4,142 0 5,335 5,944
Changes from: July 25, 2023 Total Change is: 8,067
3 -76 8,406 808 47 -143 -396 -655 -734 -128 376 0 251 846
Percent of Open Interest Represented by Each Category of Trader
2.4 52.0 19.8 25.3 3.0 0.0 37.0 8.4 0.3 6.4 6.7 0.0 8.7 9.7
Number of Traders in Each Category Total Traders: 86
. 5 4 17 7 0 31 7 . 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 36,091
Positions
11,557 9,628 29 4,253 14,456 504 15,368 7,501 212 494 434 18 3,656 3,309
Changes from: July 25, 2023 Total Change is: -729
429 -1,482 25 -3,668 2,433 21 2,501 -1,485 67 320 -454 0 -424 146
Percent of Open Interest Represented by Each Category of Trader
32.0 26.7 0.1 11.8 40.1 1.4 42.6 20.8 0.6 1.4 1.2 0.0 10.1 9.2
Number of Traders in Each Category Total Traders: 76
7 4 . 11 15 4 16 17 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 37,743
Positions
20,833 6,961 51 13,461 1,819 0 1,535 27,364 0 216 309 1 1,646 1,238
Changes from: July 25, 2023 Total Change is: 10,489
-148 3,735 30 11,220 132 0 -594 6,648 -143 0 62 1 123 24
Percent of Open Interest Represented by Each Category of Trader
55.2 18.4 0.1 35.7 4.8 0.0 4.1 72.5 0.0 0.6 0.8 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 31
. . . 4 . 0 7 12 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 115,736
Positions
33,174 38,216 1,567 21,490 4,550 2,384 33,925 28,837 4,679 2,518 18,310 24 15,976 17,169
Changes from: July 25, 2023 Total Change is: 789
-689 3,460 -62 1,856 347 -807 3,326 -1,480 -327 -3,659 51 9 1,143 -401
Percent of Open Interest Represented by Each Category of Trader
28.7 33.0 1.4 18.6 3.9 2.1 29.3 24.9 4.0 2.2 15.8 0.0 13.8 14.8
Number of Traders in Each Category Total Traders: 121
13 18 4 19 6 6 29 26 12 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 113,039
Positions
33,107 38,216 1,567 21,468 4,569 2,345 33,495 29,379 3,220 2,439 18,221 9 15,389 15,513
Changes from: July 25, 2023 Total Change is: 1,074
-675 3,460 -62 1,856 327 -807 3,441 -1,295 -298 -3,561 95 9 1,171 -355
Percent of Open Interest Represented by Each Category of Trader
29.3 33.8 1.4 19.0 4.0 2.1 29.6 26.0 2.8 2.2 16.1 0.0 13.6 13.7
Number of Traders in Each Category Total Traders: 107
11 18 4 18 5 6 24 24 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 38,270
Positions
11,453 25,574 0 20,273 2,832 1,805 2,997 7,007 0 0 0 0 1,742 1,052
Changes from: July 25, 2023 Total Change is: -2,157
670 -1,685 0 -1,703 -317 -131 -925 -98 0 0 0 0 -68 74
Percent of Open Interest Represented by Each Category of Trader
29.9 66.8 0.0 53.0 7.4 4.7 7.8 18.3 0.0 0.0 0.0 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 39
7 . 0 19 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 26,971
Positions
669 0 0 608 200 0 18,610 8,891 276 791 893 150 5,867 16,561
Changes from: July 25, 2023 Total Change is: -2,847
-141 0 0 0 200 0 -1,705 -2,401 263 -981 -445 0 -283 -464
Percent of Open Interest Represented by Each Category of Trader
2.5 0.0 0.0 2.3 0.7 0.0 69.0 33.0 1.0 2.9 3.3 0.6 21.8 61.4
Number of Traders in Each Category Total Traders: 23
. 0 0 . . 0 8 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 2,263,529
Positions
307,721 672,712 34,625 1,126,246 304,082 217,212 149,033 520,351 65,086 90,327 178,700 7,178 266,101 263,584
Changes from: July 25, 2023 Total Change is: -1,818
10,618 28,245 32 2,649 -15,520 -521 -8,148 -29,469 6,644 -18,571 -257 2,303 3,177 6,726
Percent of Open Interest Represented by Each Category of Trader
13.6 29.7 1.5 49.8 13.4 9.6 6.6 23.0 2.9 4.0 7.9 0.3 11.8 11.6
Number of Traders in Each Category Total Traders: 535
34 38 24 169 77 105 64 105 68 22 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 15,453
Positions
2,561 11,005 0 8,131 1,590 391 2,033 1,003 0 0 0 0 2,337 1,464
Changes from: July 25, 2023 Total Change is: -601
1,049 -2,587 0 -1,856 1,348 391 -566 249 0 0 0 0 381 -2
Percent of Open Interest Represented by Each Category of Trader
16.6 71.2 0.0 52.6 10.3 2.5 13.2 6.5 0.0 0.0 0.0 0.0 15.1 9.5
Number of Traders in Each Category Total Traders: 21
. 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 24,855
Positions
3,341 19,839 0 11,738 2,649 0 5,648 997 0 0 0 0 4,128 1,370
Changes from: July 25, 2023 Total Change is: 982
0 1,988 0 -302 -1,070 0 0 208 0 0 0 0 1,284 -144
Percent of Open Interest Represented by Each Category of Trader
13.4 79.8 0.0 47.2 10.7 0.0 22.7 4.0 0.0 0.0 0.0 0.0 16.6 5.5
Number of Traders in Each Category Total Traders: 29
. 6 0 11 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 2,241,749
Positions
308,191 672,712 33,962 1,124,571 304,219 216,581 147,697 530,202 53,686 92,394 180,465 3,346 261,321 246,576
Changes from: July 25, 2023 Total Change is: -1,612
11,088 29,209 -631 2,489 -15,557 -431 -9,965 -30,792 9,394 -16,504 1,791 -3 2,951 5,408
Percent of Open Interest Represented by Each Category of Trader
13.7 30.0 1.5 50.2 13.6 9.7 6.6 23.7 2.4 4.1 8.1 0.1 11.7 11.0
Number of Traders in Each Category Total Traders: 524
33 38 23 165 76 102 60 104 66 22 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 34,135
Positions
18,832 29,215 0 12,041 379 0 1,065 2,705 0 0 0 0 2,197 1,836
Changes from: July 25, 2023 Total Change is: -2,165
258 -2,366 0 -2,399 0 0 -46 190 0 0 0 0 22 11
Percent of Open Interest Represented by Each Category of Trader
55.2 85.6 0.0 35.3 1.1 0.0 3.1 7.9 0.0 0.0 0.0 0.0 6.4 5.4
Number of Traders in Each Category Total Traders: 26
4 8 0 6 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,936
Positions
3,310 13,783 0 8,023 0 0 647 318 0 0 0 0 2,956 835
Changes from: July 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.2 92.3 0.0 53.7 0.0 0.0 4.3 2.1 0.0 0.0 0.0 0.0 19.8 5.6
Number of Traders in Each Category Total Traders: 20
5 8 0 4 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 11,906
Positions
5,717 7,722 0 4,423 2,557 0 0 772 0 0 0 0 1,766 855
Changes from: July 25, 2023 Total Change is: -171
211 0 0 24 0 0 -256 -18 0 0 0 0 -150 -153
Percent of Open Interest Represented by Each Category of Trader
48.0 64.9 0.0 37.1 21.5 0.0 0.0 6.5 0.0 0.0 0.0 0.0 14.8 7.2
Number of Traders in Each Category Total Traders: 20
5 5 0 6 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 39,988
Positions
13,281 9,356 0 23,543 9,348 143 1,397 17,926 55 0 0 0 1,569 3,160
Changes from: July 25, 2023 Total Change is: 2,324
2,107 2,265 0 183 -1,558 0 126 -207 -3 0 0 0 -89 1,827
Percent of Open Interest Represented by Each Category of Trader
33.2 23.4 0.0 58.9 23.4 0.4 3.5 44.8 0.1 0.0 0.0 0.0 3.9 7.9
Number of Traders in Each Category Total Traders: 34
5 7 0 8 4 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 217,798
Positions
1,931 6,634 0 21,920 3,800 1,136 118,086 6,212 9,273 17,650 20,667 0 47,802 170,076
Changes from: July 25, 2023 Total Change is: -2,056
1,931 -3,004 0 1,205 -28 -505 -5,987 -10,923 -3,350 2,390 2,577 0 2,260 13,177
Percent of Open Interest Represented by Each Category of Trader
0.9 3.0 0.0 10.1 1.7 0.5 54.2 2.9 4.3 8.1 9.5 0.0 21.9 78.1
Number of Traders in Each Category Total Traders: 29
. . 0 11 . 4 10 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 367,352
Positions
112,272 118,875 149,129 0 38,000 0 32,725 8,332 45,983 23,285 0 0 3,958 7,033
Changes from: July 25, 2023 Total Change is: 13,220
-555 5,820 8,126 0 0 0 5,650 0 -900 0 0 0 899 174
Percent of Open Interest Represented by Each Category of Trader
30.6 32.4 40.6 0.0 10.3 0.0 8.9 2.3 12.5 6.3 0.0 0.0 1.1 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 August 1, 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 39,112
Positions
2,793 7,175 111 23,509 22,662 2,238 1,805 2,575 3 535 0 0 8,118 4,348
Changes from: July 25, 2023 Total Change is: 1,735
-35 835 0 856 115 254 961 914 0 535 0 0 -836 -383
Percent of Open Interest Represented by Each Category of Trader
7.1 18.3 0.3 60.1 57.9 5.7 4.6 6.6 0.0 1.4 0.0 0.0 20.8 11.1
Number of Traders in Each Category Total Traders: 62
. 6 . 29 15 11 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 276,532
Positions
47,696 61,185 3,769 95,911 30,754 5,240 40,282 93,951 26,104 13,164 11,176 644 43,722 43,709
Changes from: July 25, 2023 Total Change is: 3,621
3,008 -11,372 414 971 -116 -905 370 14,435 1,204 1,012 -644 14 -2,465 593
Percent of Open Interest Represented by Each Category of Trader
17.2 22.1 1.4 34.7 11.1 1.9 14.6 34.0 9.4 4.8 4.0 0.2 15.8 15.8
Number of Traders in Each Category Total Traders: 333
23 31 11 81 34 41 47 64 37 18 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 262,908
Positions
47,734 61,088 3,358 95,570 30,815 5,176 44,192 98,062 13,882 13,717 10,786 0 39,279 39,741
Changes from: July 25, 2023 Total Change is: 2,285
2,909 -11,369 430 919 -123 -832 -775 12,930 1,740 1,221 -669 -219 -3,108 397
Percent of Open Interest Represented by Each Category of Trader
18.2 23.2 1.3 36.4 11.7 2.0 16.8 37.3 5.3 5.2 4.1 0.0 14.9 15.1
Number of Traders in Each Category Total Traders: 306
21 28 10 79 34 40 40 64 34 16 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 136,237
Positions
3,729 5,079 0 4,020 0 30 81,442 79,430 1,681 860 10,288 50 44,425 39,679
Changes from: July 25, 2023 Total Change is: 13,363
825 -190 0 -205 -649 -11 6,697 10,292 -607 230 2,572 0 6,434 1,956
Percent of Open Interest Represented by Each Category of Trader
2.7 3.7 0.0 3.0 0.0 0.0 59.8 58.3 1.2 0.6 7.6 0.0 32.6 29.1
Number of Traders in Each Category Total Traders: 44
4 . 0 5 0 . 13 5 6 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 515,705
Positions
114,640 116,688 6,928 207,017 168,112 39,296 92,936 109,481 7,518 21,305 45,608 185 25,880 21,889
Changes from: July 25, 2023 Total Change is: -10,659
686 -1,440 -136 -3,679 -5,822 1,833 -4,895 2,271 953 -565 -4,596 -6 -4,850 -3,716
Percent of Open Interest Represented by Each Category of Trader
22.2 22.6 1.3 40.1 32.6 7.6 18.0 21.2 1.5 4.1 8.8 0.0 5.0 4.2
Number of Traders in Each Category Total Traders: 344
30 20 7 97 60 46 53 62 28 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 13,533
Positions
4,467 6,309 0 7,507 6,233 0 515 442 0 0 0 0 1,044 549
Changes from: July 25, 2023 Total Change is: -259
44 8 0 -432 -96 0 0 0 0 0 0 0 129 -171
Percent of Open Interest Represented by Each Category of Trader
33.0 46.6 0.0 55.5 46.1 0.0 3.8 3.3 0.0 0.0 0.0 0.0 7.7 4.1
Number of Traders in Each Category Total Traders: 21
. 4 0 6 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 16,454
Positions
0 10,828 0 10,082 0 12 1,796 979 0 254 1,572 0 4,310 3,063
Changes from: July 25, 2023 Total Change is: 140
0 2,124 0 172 0 0 219 26 0 -325 -1,633 0 74 -377
Percent of Open Interest Represented by Each Category of Trader
0.0 65.8 0.0 61.3 0.0 0.1 10.9 5.9 0.0 1.5 9.6 0.0 26.2 18.6
Number of Traders in Each Category Total Traders: 22
0 4 0 9 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 50,879
Positions
10,532 12,484 817 21,385 1,471 919 7,749 3,973 340 2,235 1,277 0 6,902 29,598
Changes from: July 25, 2023 Total Change is: -757
2,034 448 -28 -216 76 362 -1,065 171 317 -2,393 62 0 232 -2,165
Percent of Open Interest Represented by Each Category of Trader
20.7 24.5 1.6 42.0 2.9 1.8 15.2 7.8 0.7 4.4 2.5 0.0 13.6 58.2
Number of Traders in Each Category Total Traders: 57
9 8 . 12 4 4 10 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 405,924
Positions
33,472 236,342 3,981 262,051 65,845 38,650 33,197 44,125 2,669 19,025 8,318 529 12,350 5,465
Changes from: July 25, 2023 Total Change is: -84
-848 4,757 -67 -4,570 2,430 -95 4,216 22,213 772 699 -30,447 24 -215 329
Percent of Open Interest Represented by Each Category of Trader
8.2 58.2 1.0 64.6 16.2 9.5 8.2 10.9 0.7 4.7 2.0 0.1 3.0 1.3
Number of Traders in Each Category Total Traders: 195
13 15 6 78 40 31 22 16 10 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,132,280
Positions
88,296 579,023 10,466 713,135 297,725 107,489 128,494 72,174 6,256 43,216 45,241 1,436 33,492 12,470
Changes from: July 25, 2023 Total Change is: -16,919
1,012 18,514 262 -35,159 -5,353 1,270 24,760 -15,352 -1,137 -7,115 -9,783 -129 -683 -5,211
Percent of Open Interest Represented by Each Category of Trader
7.8 51.1 0.9 63.0 26.3 9.5 11.3 6.4 0.6 3.8 4.0 0.1 3.0 1.1
Number of Traders in Each Category Total Traders: 435
29 19 12 179 58 74 73 30 25 35 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 206,571
Positions
15,201 141,935 38,065 38,392 0 2,048 93,827 5,676 13,134 5,449 5,469 140 315 104
Changes from: July 25, 2023 Total Change is: 2,811
1,646 1,962 -1,834 631 0 0 -289 75 2,603 60 0 0 -6 5
Percent of Open Interest Represented by Each Category of Trader
7.4 68.7 18.4 18.6 0.0 1.0 45.4 2.7 6.4 2.6 2.6 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 100
9 25 16 16 0 . 37 4 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,293,818
Positions
28,625 155,155 1,478 736,892 267,472 181,866 41,434 427,235 31,929 88,140 79,330 288 183,166 149,065
Changes from: July 25, 2023 Total Change is: 39,236
4,448 -15,003 -1,237 33,879 -2,586 750 2,365 21,670 3,853 122 20,229 288 -5,232 11,272
Percent of Open Interest Represented by Each Category of Trader
2.2 12.0 0.1 57.0 20.7 14.1 3.2 33.0 2.5 6.8 6.1 0.0 14.2 11.5
Number of Traders in Each Category Total Traders: 194
7 16 4 64 34 60 20 37 20 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,542,752
Positions
11,461 58,094 1,026 918,524 295,725 280,061 76,211 737,040 15,752 68,459 27,629 0 171,258 127,425
Changes from: July 25, 2023 Total Change is: 36,216
4,850 -18,426 680 17,642 23,843 9,562 7,460 10,805 -3,408 3,277 3,821 0 -3,847 9,339
Percent of Open Interest Represented by Each Category of Trader
0.7 3.8 0.1 59.5 19.2 18.2 4.9 47.8 1.0 4.4 1.8 0.0 11.1 8.3
Number of Traders in Each Category Total Traders: 176
. 8 . 78 29 57 16 27 14 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 3,634,325
Positions
143,229 242,313 13,298 1,752,703 482,345 320,300 675,404 2,160,198 62,699 386,546 182,651 24,580 255,566 145,941
Changes from: July 25, 2023 Total Change is: 2,662
10,659 7,537 -3,302 -15,348 -9,258 11,697 -4,648 -1,126 5,834 -8,815 -778 1,675 4,910 -9,617
Percent of Open Interest Represented by Each Category of Trader
3.9 6.7 0.4 48.2 13.3 8.8 18.6 59.4 1.7 10.6 5.0 0.7 7.0 4.0
Number of Traders in Each Category Total Traders: 433
39 24 9 157 38 89 63 54 37 48 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 4,830,156
Positions
137,745 374,973 22,888 2,682,081 1,352,173 610,093 408,792 1,688,771 113,169 457,306 264,972 1,715 396,367 401,402
Changes from: July 25, 2023 Total Change is: 96,476
788 -1,604 -1,888 37,289 -1,181 9,238 21,009 67,644 4,267 32,015 -2,728 -116 -6,126 22,844
Percent of Open Interest Represented by Each Category of Trader
2.9 7.8 0.5 55.5 28.0 12.6 8.5 35.0 2.3 9.5 5.5 0.0 8.2 8.3
Number of Traders in Each Category Total Traders: 411
19 34 13 125 63 105 54 76 50 26 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,786,959
Positions
67,217 75,560 1,552 883,763 661,503 270,906 188,678 440,920 20,999 180,913 50,284 945 171,986 264,290
Changes from: July 25, 2023 Total Change is: 33,658
2,936 3,485 -483 3,027 3,117 12,525 15,709 27,476 -6,072 3,288 -6,814 70 2,658 354
Percent of Open Interest Represented by Each Category of Trader
3.8 4.2 0.1 49.5 37.0 15.2 10.6 24.7 1.2 10.1 2.8 0.1 9.6 14.8
Number of Traders in Each Category Total Traders: 176
5 11 4 53 52 56 11 27 17 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 4,151
Positions
0 0 0 0 0 0 2,957 1,780 0 350 865 0 844 1,506
Changes from: July 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 71.2 42.9 0.0 8.4 20.8 0.0 20.3 36.3
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 . . 0 4 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 5,557,476
Positions
95,341 676,878 34,647 2,777,439 1,133,130 603,997 983,475 2,561,721 48,427 614,528 146,481 3,233 396,389 348,962
Changes from: July 25, 2023 Total Change is: 208,751
14,274 -424 3,969 116,036 47,631 -29,611 45,033 164,659 12,912 33,458 -399 -78 12,758 10,092
Percent of Open Interest Represented by Each Category of Trader
1.7 12.2 0.6 50.0 20.4 10.9 17.7 46.1 0.9 11.1 2.6 0.1 7.1 6.3
Number of Traders in Each Category Total Traders: 384
16 30 11 140 37 94 46 69 41 31 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,445,326
Positions
379,799 149,751 405,720 12,457 25,583 27,096 99,868 300,564 480,449 702 11,644 2,409 36,826 42,110
Changes from: July 25, 2023 Total Change is: -178,558
-47,120 -69,568 -40,193 5,509 -10,460 -9,708 -19,530 17,496 -59,747 -5,467 1,200 -1,531 -771 -6,047
Percent of Open Interest Represented by Each Category of Trader
26.3 10.4 28.1 0.9 1.8 1.9 6.9 20.8 33.2 0.0 0.8 0.2 2.5 2.9
Number of Traders in Each Category Total Traders: 144
31 28 52 . 7 . 28 35 53 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 7,512
Positions
2,740 1,849 2,006 235 0 169 194 979 2,118 0 335 23 27 33
Changes from: July 25, 2023 Total Change is: 467
236 -4 521 -59 0 49 -131 243 -61 0 335 23 -111 -639
Percent of Open Interest Represented by Each Category of Trader
36.5 24.6 26.7 3.1 0.0 2.2 2.6 13.0 28.2 0.0 4.5 0.3 0.4 0.4
Number of Traders in Each Category Total Traders: 26
5 6 6 . 0 . . 10 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 is10,113,567
Positions
2,698,252 2,447,184 1,923,287 389,157 524,886 532,403 1,475,964 1,380,348 2,934,804 78,893 265,581 59,321 21,486 45,753
Changes from: July 25, 2023 Total Change is: 309,419
189,891 -61,137 4,211 -15,054 18,702 23,585 -58,470 160,810 179,470 -156 -10,059 -7,490 -6,568 1,327
Percent of Open Interest Represented by Each Category of Trader
26.7 24.2 19.0 3.8 5.2 5.3 14.6 13.6 29.0 0.8 2.6 0.6 0.2 0.5
Number of Traders in Each Category Total Traders: 868
72 113 131 32 80 58 86 220 181 76 128 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 700,329
Positions
333,180 148,863 161,123 351 25,041 8,251 29,904 172,354 166,109 976 17,994 160 275 434
Changes from: July 25, 2023 Total Change is: -279,859
-189,869 -98,361 -35,305 -351 -9,256 -8,562 -25,754 -94,156 -19,119 -594 -15,035 -9 -296 -56
Percent of Open Interest Represented by Each Category of Trader
47.6 21.3 23.0 0.1 3.6 1.2 4.3 24.6 23.7 0.1 2.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 180
38 45 53 . 7 . 22 55 42 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342603 Open Interest is 23,065
Positions
4,725 0 0 0 32 0 14,507 12,771 3,823 0 6,438 0 10 1
Changes from: July 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.5 0.0 0.0 0.0 0.1 0.0 62.9 55.4 16.6 0.0 27.9 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 6 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 22,088
Positions
7,078 0 1,113 0 524 0 485 12,678 2,460 10,952 5,251 0 0 62
Changes from: July 25, 2023 Total Change is: -70
0 0 0 0 0 0 -70 -140 0 0 70 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.0 0.0 5.0 0.0 2.4 0.0 2.2 57.4 11.1 49.6 23.8 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 August 1, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,860
Positions
583 3,480 128 8,220 121 357 2,311 8,957 560 1,169 350 306 1,226 601
Changes from: July 25, 2023 Total Change is: -1,157
-75 -557 -297 -396 8 7 -129 113 -754 525 163 239 -277 -79
Percent of Open Interest Represented by Each Category of Trader
3.9 23.4 0.9 55.3 0.8 2.4 15.6 60.3 3.8 7.9 2.4 2.1 8.3 4.0
Number of Traders in Each Category Total Traders: 105
5 8 . 13 . 4 24 39 12 7 6 .
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Traders in Financial Futures - Futures Only Positions as of August 1, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,297
Positions
307 2,400 0 1,587 0 0 1,883 4,661 45 2,654 1,294 63 2,758 834
Changes from: July 25, 2023 Total Change is: -7,119
-4,807 -2,401 -21 71 0 0 -1,130 -4,412 -112 134 672 -743 -511 -102
Percent of Open Interest Represented by Each Category of Trader
3.3 25.8 0.0 17.1 0.0 0.0 20.3 50.1 0.5 28.5 13.9 0.7 29.7 9.0
Number of Traders in Each Category Total Traders: 95
. . 0 5 0 0 14 16 . 45 10 .
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Traders in Financial Futures - Futures Only Positions as of August 1, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,016
Positions
200 389 39 836 0 17 304 2,028 130 892 29 0 598 384
Changes from: July 25, 2023 Total Change is: -616
-31 0 11 -213 0 -10 -114 -325 -232 148 -37 0 -175 -23
Percent of Open Interest Represented by Each Category of Trader
6.6 12.9 1.3 27.7 0.0 0.6 10.1 67.2 4.3 29.6 1.0 0.0 19.8 12.7
Number of Traders in Each Category Total Traders: 59
. 7 . 7 0 . 7 25 8 7 . 0
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Traders in Financial Futures - Futures Only Positions as of August 1, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 11,434
Positions
138 15 249 2,522 82 0 470 6,934 130 7,331 3,766 140 454 118
Changes from: July 25, 2023 Total Change is: -6,091
-1,782 -240 246 105 82 0 -2,166 -5,585 -1 -1,823 -125 -328 -342 -140
Percent of Open Interest Represented by Each Category of Trader
1.2 0.1 2.2 22.1 0.7 0.0 4.1 60.6 1.1 64.1 32.9 1.2 4.0 1.0
Number of Traders in Each Category Total Traders: 77
. . . . . 0 5 6 . 46 16 .
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Traders in Financial Futures - Futures Only Positions as of August 1, 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 31,435
Positions
0 6,151 0 6,765 6,526 764 17,601 11,420 1,602 1,072 1,815 127 3,504 3,030
Changes from: July 25, 2023 Total Change is: -3,079
0 -2,311 0 753 -831 -47 -3,867 -130 514 -197 150 -4 -231 -420
Percent of Open Interest Represented by Each Category of Trader
0.0 19.6 0.0 21.5 20.8 2.4 56.0 36.3 5.1 3.4 5.8 0.4 11.1 9.6
Number of Traders in Each Category Total Traders: 84
0 . 0 10 7 . 15 25 4 9 15 .
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Traders in Financial Futures - Futures Only Positions as of August 1, 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 400,082
Positions
51,813 26,010 18,590 100,841 79,031 54,198 75,270 120,239 53,177 5,305 5,852 14,537 26,351 28,448
Changes from: July 25, 2023 Total Change is: 2,387
-348 2,656 -1,877 6,314 -114 -4,669 -339 5,202 -244 237 273 723 2,590 437
Percent of Open Interest Represented by Each Category of Trader
13.0 6.5 4.6 25.2 19.8 13.5 18.8 30.1 13.3 1.3 1.5 3.6 6.6 7.1
Number of Traders in Each Category Total Traders: 216
14 12 19 27 31 27 45 46 49 14 13 24
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Traders in Financial Futures - Futures Only Positions as of August 1, 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 60,068
Positions
46,984 46,219 0 9,351 2,820 565 2,620 10,129 0 190 261 0 358 74
Changes from: July 25, 2023 Total Change is: 1,267
0 618 0 1,151 -26 -80 140 504 -4 -18 261 -1 79 -5
Percent of Open Interest Represented by Each Category of Trader
78.2 76.9 0.0 15.6 4.7 0.9 4.4 16.9 0.0 0.3 0.4 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 39
4 . 0 12 . . 7 5 0 4 . 0
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Updated August 04, 2023