Traders in Financial Futures - Futures Only Positions as of August 8, 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 140,960
Positions
30,397 25,727 0 33,314 45,124 3,451 28,378 30,729 4,923 6,396 2,145 327 33,774 28,534
Changes from: August 1, 2023 Total Change is: -11,646
1,302 -20,102 -308 -12,678 -2,922 -15 3,323 4,670 2,474 1,116 -247 282 -7,142 4,522
Percent of Open Interest Represented by Each Category of Trader
21.6 18.3 0.0 23.6 32.0 2.4 20.1 21.8 3.5 4.5 1.5 0.2 24.0 20.2
Number of Traders in Each Category Total Traders: 100
4 10 0 16 18 9 24 17 12 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 43,122
Positions
13,352 4,681 0 5,974 16,610 150 6,478 5,782 394 1,509 1,600 0 15,265 13,905
Changes from: August 1, 2023 Total Change is: -861
2,286 658 0 -2,242 -597 -360 2,078 -1,175 -64 -57 0 0 -2,502 677
Percent of Open Interest Represented by Each Category of Trader
31.0 10.9 0.0 13.9 38.5 0.3 15.0 13.4 0.9 3.5 3.7 0.0 35.4 32.2
Number of Traders in Each Category Total Traders: 45
. . 0 6 10 . 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 206,954
Positions
6,749 67,895 1,913 74,548 58,555 7,924 66,207 30,035 15,108 0 1,878 0 34,505 23,646
Changes from: August 1, 2023 Total Change is: -13,952
4,507 -5,799 -1,051 -12,652 -4,365 3,318 -2,958 -5,531 126 0 -1,706 0 -5,242 1,056
Percent of Open Interest Represented by Each Category of Trader
3.3 32.8 0.9 36.0 28.3 3.8 32.0 14.5 7.3 0.0 0.9 0.0 16.7 11.4
Number of Traders in Each Category Total Traders: 113
. 11 . 21 26 16 28 20 15 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 229,849
Positions
91,947 27,833 1,171 61,103 82,745 3,967 24,813 65,142 6,063 7,359 3,561 15 33,411 39,352
Changes from: August 1, 2023 Total Change is: 834
2,300 -4,214 570 -927 4,449 21 -2,498 -2,349 1,316 825 -55 0 -773 1,096
Percent of Open Interest Represented by Each Category of Trader
40.0 12.1 0.5 26.6 36.0 1.7 10.8 28.3 2.6 3.2 1.5 0.0 14.5 17.1
Number of Traders in Each Category Total Traders: 132
10 7 5 23 27 13 20 35 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 760,968
Positions
23,480 520,021 1,792 496,666 79,804 22,071 71,402 60,392 17,187 31,594 8,564 4,536 92,240 46,601
Changes from: August 1, 2023 Total Change is: 5,812
4,694 -1,732 41 4,540 105 -1,215 771 8,473 -1,995 574 -137 55 -1,653 2,217
Percent of Open Interest Represented by Each Category of Trader
3.1 68.3 0.2 65.3 10.5 2.9 9.4 7.9 2.3 4.2 1.1 0.6 12.1 6.1
Number of Traders in Each Category Total Traders: 287
13 15 5 120 26 48 44 39 24 20 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 28,864
Positions
0 11,936 0 14,589 5,128 2,503 709 4,447 0 0 0 0 11,063 4,850
Changes from: August 1, 2023 Total Change is: 252
0 -29 0 569 -497 0 30 409 0 0 0 0 -347 369
Percent of Open Interest Represented by Each Category of Trader
0.0 41.4 0.0 50.5 17.8 8.7 2.5 15.4 0.0 0.0 0.0 0.0 38.3 16.8
Number of Traders in Each Category Total Traders: 29
0 . 0 16 4 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 22,445
Positions
2,915 5,514 46 5,365 8,438 1,083 5,180 0 2 0 1,820 0 7,854 5,542
Changes from: August 1, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.0 24.6 0.2 23.9 37.6 4.8 23.1 0.0 0.0 0.0 8.1 0.0 35.0 24.7
Number of Traders in Each Category Total Traders: 21
. . . 5 7 . 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 182,842
Positions
67,174 3,675 882 39,857 111,844 4,019 46,725 27,387 3,482 1,803 0 0 18,900 31,553
Changes from: August 1, 2023 Total Change is: 21,544
10,839 -382 241 -7,169 15,362 2,431 17,944 -541 -637 0 0 0 -2,105 5,070
Percent of Open Interest Represented by Each Category of Trader
36.7 2.0 0.5 21.8 61.2 2.2 25.6 15.0 1.9 1.0 0.0 0.0 10.3 17.3
Number of Traders in Each Category Total Traders: 91
8 4 . 14 21 9 19 22 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 227,745
Positions
3,915 64,952 238 129,422 8,598 2,437 80,523 36,451 1,004 2,862 109,710 0 7,344 4,355
Changes from: August 1, 2023 Total Change is: -8,701
1,328 -3,962 -28 -7,577 298 863 -1,414 -5,164 249 -708 -1,098 -11 -1,403 152
Percent of Open Interest Represented by Each Category of Trader
1.7 28.5 0.1 56.8 3.8 1.1 35.4 16.0 0.4 1.3 48.2 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 156
4 8 . 26 11 7 62 23 9 7 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 45,709
Positions
1,454 30,457 270 16,154 1,496 0 19,500 4,618 525 4,143 3,910 0 3,663 4,433
Changes from: August 1, 2023 Total Change is: -15,801
-23 -1,517 -11,928 580 -368 0 -3,273 -563 318 197 -232 0 -1,672 -1,511
Percent of Open Interest Represented by Each Category of Trader
3.2 66.6 0.6 35.3 3.3 0.0 42.7 10.1 1.1 9.1 8.6 0.0 8.0 9.7
Number of Traders in Each Category Total Traders: 82
4 5 . 15 5 0 27 9 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 40,986
Positions
14,147 4,796 48 3,447 21,767 428 19,072 8,785 146 374 606 18 3,306 4,392
Changes from: August 1, 2023 Total Change is: 4,895
2,590 -4,832 19 -806 7,311 -76 3,704 1,284 -66 -120 172 0 -350 1,083
Percent of Open Interest Represented by Each Category of Trader
34.5 11.7 0.1 8.4 53.1 1.0 46.5 21.4 0.4 0.9 1.5 0.0 8.1 10.7
Number of Traders in Each Category Total Traders: 78
8 . . 7 21 4 17 17 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 35,488
Positions
20,833 6,915 11 12,223 1,791 0 945 25,516 20 216 99 1 1,239 1,135
Changes from: August 1, 2023 Total Change is: -2,255
0 -46 -40 -1,238 -28 0 -590 -1,848 20 0 -210 0 -407 -103
Percent of Open Interest Represented by Each Category of Trader
58.7 19.5 0.0 34.4 5.0 0.0 2.7 71.9 0.1 0.6 0.3 0.0 3.5 3.2
Number of Traders in Each Category Total Traders: 27
. . . 4 . 0 4 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 106,566
Positions
32,437 40,431 1,577 19,482 6,947 2,338 30,026 18,579 3,126 3,244 17,668 0 14,336 15,900
Changes from: August 1, 2023 Total Change is: -9,170
-737 2,215 10 -2,008 2,397 -46 -3,899 -10,258 -1,553 726 -642 -24 -1,640 -1,269
Percent of Open Interest Represented by Each Category of Trader
30.4 37.9 1.5 18.3 6.5 2.2 28.2 17.4 2.9 3.0 16.6 0.0 13.5 14.9
Number of Traders in Each Category Total Traders: 82
10 16 4 15 5 5 15 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 106,566
Positions
32,437 40,431 1,577 19,482 6,947 2,338 30,026 18,579 3,126 3,244 17,668 0 14,336 15,900
Changes from: August 1, 2023 Total Change is: -6,473
-670 2,215 10 -1,986 2,378 -7 -3,469 -10,800 -94 805 -553 -9 -1,053 387
Percent of Open Interest Represented by Each Category of Trader
30.4 37.9 1.5 18.3 6.5 2.2 28.2 17.4 2.9 3.0 16.6 0.0 13.5 14.9
Number of Traders in Each Category Total Traders: 82
10 16 4 15 5 5 15 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 40,379
Positions
12,168 26,991 0 21,781 2,822 2,206 2,637 7,344 0 0 0 0 1,587 1,016
Changes from: August 1, 2023 Total Change is: 2,109
715 1,417 0 1,508 -10 401 -360 337 0 0 0 0 -155 -36
Percent of Open Interest Represented by Each Category of Trader
30.1 66.8 0.0 53.9 7.0 5.5 6.5 18.2 0.0 0.0 0.0 0.0 3.9 2.5
Number of Traders in Each Category Total Traders: 40
6 4 0 19 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 2,245,745
Positions
313,589 690,921 28,500 1,095,481 319,275 210,409 170,759 487,930 70,155 84,910 174,813 5,579 266,363 258,162
Changes from: August 1, 2023 Total Change is: -17,784
5,868 18,209 -6,125 -30,764 15,194 -6,803 21,726 -32,421 5,069 -5,418 -3,887 -1,599 262 -5,422
Percent of Open Interest Represented by Each Category of Trader
14.0 30.8 1.3 48.8 14.2 9.4 7.6 21.7 3.1 3.8 7.8 0.2 11.9 11.5
Number of Traders in Each Category Total Traders: 527
34 39 24 173 74 104 64 97 66 22 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 18,999
Positions
6,146 10,956 0 8,298 5,521 391 1,894 754 0 0 0 0 2,270 1,377
Changes from: August 1, 2023 Total Change is: 3,546
3,585 -49 0 167 3,931 0 -139 -249 0 0 0 0 -67 -87
Percent of Open Interest Represented by Each Category of Trader
32.3 57.7 0.0 43.7 29.1 2.1 10.0 4.0 0.0 0.0 0.0 0.0 11.9 7.2
Number of Traders in Each Category Total Traders: 23
4 6 0 5 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,255
Positions
3,331 23,033 0 14,122 784 0 6,245 865 0 0 0 0 2,557 1,573
Changes from: August 1, 2023 Total Change is: 1,400
-10 3,194 0 2,384 -1,865 0 597 -132 0 0 0 0 -1,571 203
Percent of Open Interest Represented by Each Category of Trader
12.7 87.7 0.0 53.8 3.0 0.0 23.8 3.3 0.0 0.0 0.0 0.0 9.7 6.0
Number of Traders in Each Category Total Traders: 32
. 6 0 13 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 2,221,709
Positions
314,024 690,521 27,741 1,093,720 319,370 209,786 171,013 498,539 56,199 84,662 174,664 3,363 261,201 241,526
Changes from: August 1, 2023 Total Change is: -20,040
5,833 17,809 -6,221 -30,851 15,151 -6,795 23,316 -31,663 2,513 -7,732 -5,801 17 -120 -5,050
Percent of Open Interest Represented by Each Category of Trader
14.1 31.1 1.2 49.2 14.4 9.4 7.7 22.4 2.5 3.8 7.9 0.2 11.8 10.9
Number of Traders in Each Category Total Traders: 515
33 38 23 168 73 102 63 95 61 22 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 34,516
Positions
19,043 29,843 0 12,092 309 70 1,346 2,415 0 0 0 0 1,965 1,879
Changes from: August 1, 2023 Total Change is: 381
211 628 0 51 -70 70 281 -290 0 0 0 0 -232 43
Percent of Open Interest Represented by Each Category of Trader
55.2 86.5 0.0 35.0 0.9 0.2 3.9 7.0 0.0 0.0 0.0 0.0 5.7 5.4
Number of Traders in Each Category Total Traders: 27
5 8 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 14,998
Positions
3,323 13,788 0 8,165 338 0 650 318 0 0 0 0 2,860 554
Changes from: August 1, 2023 Total Change is: 62
13 5 0 142 338 0 3 0 0 0 0 0 -96 -281
Percent of Open Interest Represented by Each Category of Trader
22.2 91.9 0.0 54.4 2.3 0.0 4.3 2.1 0.0 0.0 0.0 0.0 19.1 3.7
Number of Traders in Each Category Total Traders: 21
5 8 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 11,924
Positions
5,709 7,825 0 4,377 2,557 0 0 717 0 0 0 0 1,838 825
Changes from: August 1, 2023 Total Change is: 18
-8 103 0 -46 0 0 0 -55 0 0 0 0 72 -30
Percent of Open Interest Represented by Each Category of Trader
47.9 65.6 0.0 36.7 21.4 0.0 0.0 6.0 0.0 0.0 0.0 0.0 15.4 6.9
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 8, 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 48,201
Positions
18,053 12,409 0 23,701 16,075 278 1,599 17,824 38 0 0 0 4,532 1,577
Changes from: August 1, 2023 Total Change is: 8,213
4,772 3,053 0 158 6,727 135 202 -102 -17 0 0 0 2,963 -1,583
Percent of Open Interest Represented by Each Category of Trader
37.5 25.7 0.0 49.2 33.3 0.6 3.3 37.0 0.1 0.0 0.0 0.0 9.4 3.3
Number of Traders in Each Category Total Traders: 35
5 8 0 8 4 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 240,360
Positions
3,242 11,597 0 22,502 3,941 1,337 126,347 22,801 10,672 24,638 23,653 0 51,622 166,359
Changes from: August 1, 2023 Total Change is: 22,562
1,311 4,963 0 582 141 201 8,261 16,589 1,399 6,988 2,986 0 3,820 -3,717
Percent of Open Interest Represented by Each Category of Trader
1.3 4.8 0.0 9.4 1.6 0.6 52.6 9.5 4.4 10.3 9.8 0.0 21.5 69.2
Number of Traders in Each Category Total Traders: 33
. . 0 12 . 5 8 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 375,496
Positions
111,902 117,325 154,678 0 38,000 0 33,115 7,832 46,798 23,285 0 0 5,718 10,863
Changes from: August 1, 2023 Total Change is: 8,144
-370 -1,550 5,549 0 0 0 390 -500 815 0 0 0 1,760 3,830
Percent of Open Interest Represented by Each Category of Trader
29.8 31.2 41.2 0.0 10.1 0.0 8.8 2.1 12.5 6.2 0.0 0.0 1.5 2.9
Number of Traders in Each Category Total Traders: 31
7 10 17 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 39,655
Positions
3,215 6,300 116 23,832 23,542 2,071 2,169 3,477 45 310 0 0 7,897 4,104
Changes from: August 1, 2023 Total Change is: 543
422 -875 5 323 880 -167 364 902 42 -225 0 0 -221 -244
Percent of Open Interest Represented by Each Category of Trader
8.1 15.9 0.3 60.1 59.4 5.2 5.5 8.8 0.1 0.8 0.0 0.0 19.9 10.3
Number of Traders in Each Category Total Traders: 64
. 6 . 29 14 11 5 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 281,647
Positions
52,803 62,768 3,543 93,838 27,319 6,136 37,985 97,053 27,136 14,038 11,525 563 45,605 45,604
Changes from: August 1, 2023 Total Change is: 5,115
5,107 1,583 -226 -2,073 -3,435 896 -2,297 3,102 1,031 874 349 -81 1,884 1,895
Percent of Open Interest Represented by Each Category of Trader
18.7 22.3 1.3 33.3 9.7 2.2 13.5 34.5 9.6 5.0 4.1 0.2 16.2 16.2
Number of Traders in Each Category Total Traders: 325
21 29 11 77 34 40 48 64 34 23 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 267,797
Positions
52,707 62,485 3,204 93,470 27,381 6,070 44,518 101,156 13,988 14,233 11,158 74 39,533 42,281
Changes from: August 1, 2023 Total Change is: 4,889
4,973 1,397 -154 -2,100 -3,434 894 326 3,094 106 516 372 74 254 2,540
Percent of Open Interest Represented by Each Category of Trader
19.7 23.3 1.2 34.9 10.2 2.3 16.6 37.8 5.2 5.3 4.2 0.0 14.8 15.8
Number of Traders in Each Category Total Traders: 290
19 25 10 75 34 39 42 61 30 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 138,496
Positions
4,348 6,215 0 4,299 0 42 64,436 88,738 1,709 2,891 8,513 50 60,721 33,229
Changes from: August 1, 2023 Total Change is: 2,259
619 1,136 0 279 0 12 -17,006 9,308 28 2,031 -1,775 0 16,296 -6,450
Percent of Open Interest Represented by Each Category of Trader
3.1 4.5 0.0 3.1 0.0 0.0 46.5 64.1 1.2 2.1 6.1 0.0 43.8 24.0
Number of Traders in Each Category Total Traders: 50
4 4 0 5 0 . 13 6 6 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 513,817
Positions
118,989 117,063 6,780 204,245 167,286 37,058 90,787 109,353 9,849 21,327 42,904 194 24,588 23,330
Changes from: August 1, 2023 Total Change is: -1,888
4,349 375 -148 -2,772 -826 -2,238 -2,149 -128 2,331 22 -2,704 9 -1,292 1,441
Percent of Open Interest Represented by Each Category of Trader
23.2 22.8 1.3 39.8 32.6 7.2 17.7 21.3 1.9 4.2 8.4 0.0 4.8 4.5
Number of Traders in Each Category Total Traders: 346
30 19 7 93 66 50 54 63 30 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 13,734
Positions
4,446 6,468 0 7,500 6,280 0 515 442 0 0 0 0 1,273 544
Changes from: August 1, 2023 Total Change is: 201
-21 159 0 -7 47 0 0 0 0 0 0 0 229 -5
Percent of Open Interest Represented by Each Category of Trader
32.4 47.1 0.0 54.6 45.7 0.0 3.7 3.2 0.0 0.0 0.0 0.0 9.3 4.0
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 8, 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 16,187
Positions
0 10,820 0 10,022 0 12 1,826 856 0 254 1,545 0 4,073 2,954
Changes from: August 1, 2023 Total Change is: -267
0 -8 0 -60 0 0 30 -123 0 0 -27 0 -237 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 66.8 0.0 61.9 0.0 0.1 11.3 5.3 0.0 1.6 9.5 0.0 25.2 18.2
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 8, 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 48,866
Positions
9,376 11,611 712 20,148 1,392 568 8,161 3,377 237 2,199 2,169 0 7,465 28,800
Changes from: August 1, 2023 Total Change is: -2,013
-1,156 -873 -105 -1,237 -79 -351 412 -596 -103 -36 892 0 563 -798
Percent of Open Interest Represented by Each Category of Trader
19.2 23.8 1.5 41.2 2.8 1.2 16.7 6.9 0.5 4.5 4.4 0.0 15.3 58.9
Number of Traders in Each Category Total Traders: 57
10 6 . 12 . 5 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 398,818
Positions
34,218 231,807 3,624 258,644 68,168 38,462 29,128 46,169 1,892 19,917 4,060 529 12,404 4,107
Changes from: August 1, 2023 Total Change is: -7,106
746 -4,535 -357 -3,407 2,323 -188 -4,069 2,044 -777 892 -4,258 0 54 -1,358
Percent of Open Interest Represented by Each Category of Trader
8.6 58.1 0.9 64.9 17.1 9.6 7.3 11.6 0.5 5.0 1.0 0.1 3.1 1.0
Number of Traders in Each Category Total Traders: 193
12 14 5 77 42 33 22 14 8 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,102,577
Positions
86,103 557,234 11,065 685,750 295,217 104,212 124,616 68,358 6,709 48,338 42,592 1,621 34,163 15,569
Changes from: August 1, 2023 Total Change is: -29,703
-2,193 -21,789 599 -27,385 -2,508 -3,277 -3,878 -3,816 453 5,122 -2,649 185 671 3,099
Percent of Open Interest Represented by Each Category of Trader
7.8 50.5 1.0 62.2 26.8 9.5 11.3 6.2 0.6 4.4 3.9 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 420
29 20 12 172 57 76 66 34 23 32 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 205,223
Positions
15,390 140,497 36,747 39,310 0 2,048 90,647 5,177 15,077 5,549 5,469 140 315 68
Changes from: August 1, 2023 Total Change is: -1,348
189 -1,438 -1,318 918 0 0 -3,180 -499 1,943 100 0 0 0 -36
Percent of Open Interest Represented by Each Category of Trader
7.5 68.5 17.9 19.2 0.0 1.0 44.2 2.5 7.3 2.7 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
10 26 16 16 0 . 36 5 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,333,067
Positions
43,458 164,504 5,538 738,741 258,168 177,319 31,674 440,699 57,933 82,456 77,397 261 195,687 151,248
Changes from: August 1, 2023 Total Change is: 39,249
14,833 9,349 4,060 1,849 -9,304 -4,547 -9,760 13,464 26,004 -5,684 -1,933 -27 12,521 2,183
Percent of Open Interest Represented by Each Category of Trader
3.3 12.3 0.4 55.4 19.4 13.3 2.4 33.1 4.3 6.2 5.8 0.0 14.7 11.3
Number of Traders in Each Category Total Traders: 198
13 15 7 65 34 57 18 37 19 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,560,449
Positions
6,541 54,188 6,008 927,466 324,447 278,454 83,960 719,835 23,046 62,927 25,226 0 172,047 129,245
Changes from: August 1, 2023 Total Change is: 17,697
-4,920 -3,906 4,982 8,942 28,722 -1,607 7,749 -17,205 7,294 -5,532 -2,403 0 789 1,820
Percent of Open Interest Represented by Each Category of Trader
0.4 3.5 0.4 59.4 20.8 17.8 5.4 46.1 1.5 4.0 1.6 0.0 11.0 8.3
Number of Traders in Each Category Total Traders: 176
. 8 . 78 29 58 15 29 14 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,746,749
Positions
126,564 281,123 12,121 1,748,602 502,360 329,583 781,724 2,197,142 76,046 395,300 171,355 25,534 251,275 151,485
Changes from: August 1, 2023 Total Change is: 112,424
-16,665 38,810 -1,177 -4,101 20,015 9,283 106,320 36,944 13,347 8,754 -11,296 954 -4,291 5,544
Percent of Open Interest Represented by Each Category of Trader
3.4 7.5 0.3 46.7 13.4 8.8 20.9 58.6 2.0 10.6 4.6 0.7 6.7 4.0
Number of Traders in Each Category Total Traders: 430
33 26 10 155 42 92 57 62 41 44 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 4,872,433
Positions
145,119 315,908 44,070 2,630,637 1,327,387 624,548 445,219 1,732,339 144,438 420,161 283,675 2,447 415,794 397,621
Changes from: August 1, 2023 Total Change is: 42,277
7,374 -59,065 21,182 -51,444 -24,786 14,455 36,427 43,568 31,269 -37,145 18,703 732 19,427 -3,781
Percent of Open Interest Represented by Each Category of Trader
3.0 6.5 0.9 54.0 27.2 12.8 9.1 35.6 3.0 8.6 5.8 0.1 8.5 8.2
Number of Traders in Each Category Total Traders: 408
22 32 14 123 63 102 53 75 50 25 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,805,906
Positions
64,063 89,322 1,139 882,036 663,106 269,131 212,621 430,145 33,045 175,378 49,107 825 167,668 270,086
Changes from: August 1, 2023 Total Change is: 18,947
-3,154 13,762 -413 -1,727 1,603 -1,775 23,943 -10,775 12,046 -5,535 -1,177 -120 -4,318 5,796
Percent of Open Interest Represented by Each Category of Trader
3.5 4.9 0.1 48.8 36.7 14.9 11.8 23.8 1.8 9.7 2.7 0.0 9.3 15.0
Number of Traders in Each Category Total Traders: 178
4 12 4 53 54 59 13 27 21 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 5,151
Positions
0 0 0 0 0 0 3,874 2,415 102 295 902 0 880 1,732
Changes from: August 1, 2023 Total Change is: 1,000
0 0 0 0 0 0 917 635 102 -55 37 0 36 226
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 75.2 46.9 2.0 5.7 17.5 0.0 17.1 33.6
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . . . 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 5,711,857
Positions
113,917 718,156 43,447 2,787,022 1,119,432 632,367 1,080,716 2,648,269 70,056 597,734 137,963 3,562 383,036 338,605
Changes from: August 1, 2023 Total Change is: 154,381
18,576 41,278 8,800 9,583 -13,698 28,370 97,241 86,548 21,629 -16,794 -8,518 329 -13,353 -10,357
Percent of Open Interest Represented by Each Category of Trader
2.0 12.6 0.8 48.8 19.6 11.1 18.9 46.4 1.2 10.5 2.4 0.1 6.7 5.9
Number of Traders in Each Category Total Traders: 402
23 33 16 140 41 96 56 65 38 29 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,496,411
Positions
408,173 176,150 396,047 14,400 28,790 29,326 115,724 316,669 494,906 902 10,512 2,400 34,533 41,611
Changes from: August 1, 2023 Total Change is: 51,085
28,374 26,399 -9,673 1,943 3,207 2,230 15,856 16,105 14,457 200 -1,132 -9 -2,293 -499
Percent of Open Interest Represented by Each Category of Trader
27.3 11.8 26.5 1.0 1.9 2.0 7.7 21.2 33.1 0.1 0.7 0.2 2.3 2.8
Number of Traders in Each Category Total Traders: 142
32 31 56 4 7 . 27 33 47 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 9,558
Positions
3,456 2,055 2,574 229 0 393 573 1,883 2,235 0 335 23 75 60
Changes from: August 1, 2023 Total Change is: 2,046
716 206 568 -6 0 224 379 904 117 0 0 0 48 27
Percent of Open Interest Represented by Each Category of Trader
36.2 21.5 26.9 2.4 0.0 4.1 6.0 19.7 23.4 0.0 3.5 0.2 0.8 0.6
Number of Traders in Each Category Total Traders: 26
6 5 6 . 0 . 4 8 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 is10,208,505
Positions
2,672,438 2,532,932 2,006,052 370,652 518,505 553,356 1,546,817 1,341,287 2,880,417 79,154 261,104 77,672 21,947 37,180
Changes from: August 1, 2023 Total Change is: 94,938
-25,814 85,748 82,765 -18,505 -6,381 20,953 70,853 -39,061 -54,387 261 -4,477 18,351 461 -8,573
Percent of Open Interest Represented by Each Category of Trader
26.2 24.8 19.7 3.6 5.1 5.4 15.2 13.1 28.2 0.8 2.6 0.8 0.2 0.4
Number of Traders in Each Category Total Traders: 870
68 119 135 35 80 57 94 212 175 70 127 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 746,155
Positions
347,478 159,895 174,579 379 26,345 6,396 55,139 195,437 160,875 849 22,065 162 298 401
Changes from: August 1, 2023 Total Change is: 45,826
14,298 11,032 13,456 28 1,304 -1,855 25,235 23,083 -5,234 -127 4,071 2 23 -33
Percent of Open Interest Represented by Each Category of Trader
46.6 21.4 23.4 0.1 3.5 0.9 7.4 26.2 21.6 0.1 3.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 182
33 50 55 . 7 4 26 50 41 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 22,301
Positions
4,725 0 0 0 32 0 13,743 12,813 3,823 0 5,632 0 10 1
Changes from: August 1, 2023 Total Change is: -764
0 0 0 0 0 0 -764 42 0 0 -806 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.2 0.0 0.0 0.0 0.1 0.0 61.6 57.5 17.1 0.0 25.3 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 8, 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 22,685
Positions
7,078 0 1,113 0 524 0 1,834 12,919 2,458 10,202 5,609 0 0 62
Changes from: August 1, 2023 Total Change is: 597
0 0 0 0 0 0 1,349 241 -2 -750 358 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.2 0.0 4.9 0.0 2.3 0.0 8.1 56.9 10.8 45.0 24.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 16,743
Positions
587 4,372 63 8,748 50 334 3,637 10,164 847 1,092 171 185 1,250 557
Changes from: August 1, 2023 Total Change is: 1,883
4 892 -65 528 -71 -23 1,326 1,207 287 -77 -179 -121 24 -44
Percent of Open Interest Represented by Each Category of Trader
3.5 26.1 0.4 52.2 0.3 2.0 21.7 60.7 5.1 6.5 1.0 1.1 7.5 3.3
Number of Traders in Each Category Total Traders: 111
5 10 . 13 . 4 28 39 12 9 6 .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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 9,344
Positions
251 2,045 1 1,600 0 0 1,786 4,677 192 2,237 1,426 52 3,225 951
Changes from: August 1, 2023 Total Change is: 47
-56 -355 1 13 0 0 -97 16 147 -417 132 -11 467 117
Percent of Open Interest Represented by Each Category of Trader
2.7 21.9 0.0 17.1 0.0 0.0 19.1 50.1 2.1 23.9 15.3 0.6 34.5 10.2
Number of Traders in Each Category Total Traders: 91
. . . 5 0 0 14 12 . 45 10 .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,194
Positions
202 330 28 681 0 13 458 2,103 100 1,043 101 0 669 519
Changes from: August 1, 2023 Total Change is: 178
2 -59 -11 -155 0 -4 154 75 -30 151 72 0 71 135
Percent of Open Interest Represented by Each Category of Trader
6.3 10.3 0.9 21.3 0.0 0.4 14.3 65.8 3.1 32.7 3.2 0.0 20.9 16.2
Number of Traders in Each Category Total Traders: 59
4 6 . 7 0 . 7 25 4 8 . 0
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Traders in Financial Futures - Futures Only Positions as of August 8, 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 12,196
Positions
551 1,220 357 2,172 0 0 276 4,792 793 7,378 4,705 140 529 189
Changes from: August 1, 2023 Total Change is: 762
413 1,205 108 -350 -82 0 -194 -2,142 663 47 939 0 75 71
Percent of Open Interest Represented by Each Category of Trader
4.5 10.0 2.9 17.8 0.0 0.0 2.3 39.3 6.5 60.5 38.6 1.1 4.3 1.5
Number of Traders in Each Category Total Traders: 80
. . . . 0 0 4 6 . 48 18 .
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Traders in Financial Futures - Futures Only Positions as of August 8, 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 28,930
Positions
0 6,071 0 7,379 3,960 761 15,222 11,997 1,412 768 1,395 105 3,283 3,229
Changes from: August 1, 2023 Total Change is: -2,505
0 -80 0 614 -2,566 -3 -2,379 577 -190 -304 -420 -22 -221 199
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 25.5 13.7 2.6 52.6 41.5 4.9 2.7 4.8 0.4 11.3 11.2
Number of Traders in Each Category Total Traders: 76
0 . 0 10 6 . 16 22 6 8 12 .
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Traders in Financial Futures - Futures Only Positions as of August 8, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 376,604
Positions
47,389 22,849 18,587 90,309 68,123 47,449 70,741 111,691 57,795 4,589 5,887 15,620 24,125 28,603
Changes from: August 1, 2023 Total Change is: -23,478
-4,424 -3,161 -3 -10,532 -10,908 -6,749 -4,529 -8,548 4,618 -716 35 1,083 -2,226 155
Percent of Open Interest Represented by Each Category of Trader
12.6 6.1 4.9 24.0 18.1 12.6 18.8 29.7 15.3 1.2 1.6 4.1 6.4 7.6
Number of Traders in Each Category Total Traders: 207
12 13 20 26 30 27 43 47 62 10 14 22
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Traders in Financial Futures - Futures Only Positions as of August 8, 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 60,061
Positions
46,984 46,219 0 8,880 2,728 657 3,047 10,096 0 163 280 0 330 81
Changes from: August 1, 2023 Total Change is: -7
0 0 0 -471 -92 92 427 -33 0 -27 19 0 -28 7
Percent of Open Interest Represented by Each Category of Trader
78.2 77.0 0.0 14.8 4.5 1.1 5.1 16.8 0.0 0.3 0.5 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 11 . . 6 5 0 . . 0
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Updated August 11, 2023