Traders in Financial Futures - Futures Only Positions as of August 29, 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 177,048
Positions
51,714 14,499 192 29,311 79,980 4,324 46,911 33,493 7,411 4,192 1,978 43 32,950 35,128
Changes from: August 22, 2023 Total Change is: 10,901
880 -2,681 88 -1,109 11,374 195 8,723 1,206 1,418 -496 -16 -2 1,204 -681
Percent of Open Interest Represented by Each Category of Trader
29.2 8.2 0.1 16.6 45.2 2.4 26.5 18.9 4.2 2.4 1.1 0.0 18.6 19.8
Number of Traders in Each Category Total Traders: 103
7 8 . 14 22 11 21 23 14 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 43,242
Positions
14,643 4,980 0 5,285 16,063 114 7,000 5,725 64 1,710 0 0 14,426 16,296
Changes from: August 22, 2023 Total Change is: -1,084
-219 55 0 567 -96 -128 -1,262 -1,001 -364 0 0 0 322 450
Percent of Open Interest Represented by Each Category of Trader
33.9 11.5 0.0 12.2 37.1 0.3 16.2 13.2 0.1 4.0 0.0 0.0 33.4 37.7
Number of Traders in Each Category Total Traders: 42
. 4 0 6 9 . 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 228,616
Positions
3,749 70,807 3,021 84,704 65,027 7,540 79,582 39,052 16,639 0 1,357 536 32,845 24,637
Changes from: August 22, 2023 Total Change is: 437
3,749 -8,795 171 -7,500 5,973 -11 3,988 5,716 636 -434 -500 0 -162 -2,753
Percent of Open Interest Represented by Each Category of Trader
1.6 31.0 1.3 37.1 28.4 3.3 34.8 17.1 7.3 0.0 0.6 0.2 14.4 10.8
Number of Traders in Each Category Total Traders: 127
. 12 5 23 26 17 30 29 20 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 245,452
Positions
93,017 20,552 1,181 65,309 101,629 4,781 29,062 66,941 6,866 9,378 3,049 15 35,843 40,438
Changes from: August 22, 2023 Total Change is: -1,471
-5,186 5,626 -36 5,024 -1,906 359 -4,700 -2,922 1,360 357 -597 0 1,351 -3,355
Percent of Open Interest Represented by Each Category of Trader
37.9 8.4 0.5 26.6 41.4 1.9 11.8 27.3 2.8 3.8 1.2 0.0 14.6 16.5
Number of Traders in Each Category Total Traders: 140
10 7 . 22 28 15 23 35 14 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 748,127
Positions
26,259 483,727 2,792 464,262 98,767 22,253 87,774 59,359 21,434 30,664 8,578 4,610 88,079 46,607
Changes from: August 22, 2023 Total Change is: -2,359
-1,253 -20,178 730 -3,346 13,029 -502 -3,947 -656 5,741 -25 -933 89 154 321
Percent of Open Interest Represented by Each Category of Trader
3.5 64.7 0.4 62.1 13.2 3.0 11.7 7.9 2.9 4.1 1.1 0.6 11.8 6.2
Number of Traders in Each Category Total Traders: 292
13 17 7 117 28 45 49 37 28 21 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,483
Positions
0 11,950 0 14,729 5,187 2,508 709 2,963 0 0 0 0 11,537 6,875
Changes from: August 22, 2023 Total Change is: 181
0 3 0 138 58 18 0 -678 0 0 0 0 25 780
Percent of Open Interest Represented by Each Category of Trader
0.0 40.5 0.0 50.0 17.6 8.5 2.4 10.0 0.0 0.0 0.0 0.0 39.1 23.3
Number of Traders in Each Category Total Traders: 27
0 . 0 16 4 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 22,052
Positions
2,915 5,483 49 4,818 7,686 1,053 4,595 0 5 0 1,820 0 8,617 5,956
Changes from: August 22, 2023 Total Change is: -217
0 -4 2 -2 -212 -23 -143 0 3 0 0 0 -54 17
Percent of Open Interest Represented by Each Category of Trader
13.2 24.9 0.2 21.8 34.9 4.8 20.8 0.0 0.0 0.0 8.3 0.0 39.1 27.0
Number of Traders in Each Category Total Traders: 20
. . . 5 6 . 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 223,489
Positions
97,022 5,080 1,704 37,568 132,587 4,011 52,282 40,209 5,838 1,961 536 0 23,103 33,524
Changes from: August 22, 2023 Total Change is: -3,466
7,171 1,026 80 -4,291 -1,963 -167 -8,350 -1,424 -34 -78 -500 0 2,203 -484
Percent of Open Interest Represented by Each Category of Trader
43.4 2.3 0.8 16.8 59.3 1.8 23.4 18.0 2.6 0.9 0.2 0.0 10.3 15.0
Number of Traders in Each Category Total Traders: 102
8 4 . 11 28 8 20 27 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 238,767
Positions
1,454 63,791 1,399 137,190 8,026 3,052 79,301 44,570 4,586 3,198 109,914 0 8,587 3,429
Changes from: August 22, 2023 Total Change is: 9,966
-1,137 3,322 963 8,287 425 207 28 5,762 1,720 -386 -318 0 284 -2,115
Percent of Open Interest Represented by Each Category of Trader
0.6 26.7 0.6 57.5 3.4 1.3 33.2 18.7 1.9 1.3 46.0 0.0 3.6 1.4
Number of Traders in Each Category Total Traders: 170
. 10 . 29 10 7 65 27 11 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 53,160
Positions
5,990 30,287 4,859 11,619 4,237 117 19,228 4,836 3,410 4,491 3,449 0 3,446 1,965
Changes from: August 22, 2023 Total Change is: 6,584
3,953 0 4,562 162 -1,060 111 -2,966 -617 3,410 134 108 0 -2,782 70
Percent of Open Interest Represented by Each Category of Trader
11.3 57.0 9.1 21.9 8.0 0.2 36.2 9.1 6.4 8.4 6.5 0.0 6.5 3.7
Number of Traders in Each Category Total Traders: 85
4 4 . 15 8 . 27 8 5 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 56,617
Positions
26,534 126 68 4,648 33,158 198 19,948 13,989 2,444 0 936 18 2,759 5,680
Changes from: August 22, 2023 Total Change is: 5,582
4,822 -89 1 827 1,740 -149 -1,495 1,988 2,033 -175 121 0 -282 -63
Percent of Open Interest Represented by Each Category of Trader
46.9 0.2 0.1 8.2 58.6 0.3 35.2 24.7 4.3 0.0 1.7 0.0 4.9 10.0
Number of Traders in Each Category Total Traders: 91
10 . . 7 22 . 21 24 8 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 24,587
Positions
21,031 7,078 0 413 4,403 77 1,504 11,321 163 291 0 0 1,108 1,545
Changes from: August 22, 2023 Total Change is: -9,498
252 145 0 -452 -1,697 77 -14 1,398 -9,260 27 0 0 -128 -161
Percent of Open Interest Represented by Each Category of Trader
85.5 28.8 0.0 1.7 17.9 0.3 6.1 46.0 0.7 1.2 0.0 0.0 4.5 6.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 5 . 6 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 96,960
Positions
39,955 27,518 1,855 15,728 8,630 170 11,717 24,544 3,686 9,541 18,071 0 14,308 12,486
Changes from: August 22, 2023 Total Change is: -248
-815 999 730 607 -4,045 -399 513 2,903 -414 534 39 0 -1,004 -61
Percent of Open Interest Represented by Each Category of Trader
41.2 28.4 1.9 16.2 8.9 0.2 12.1 25.3 3.8 9.8 18.6 0.0 14.8 12.9
Number of Traders in Each Category Total Traders: 93
13 13 . 14 8 7 18 20 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 96,960
Positions
39,955 27,518 1,855 15,728 8,630 170 11,717 24,544 3,686 9,541 18,071 0 14,308 12,486
Changes from: August 22, 2023 Total Change is: -248
-815 999 730 607 -4,045 -399 513 2,903 -414 534 39 0 -1,004 -61
Percent of Open Interest Represented by Each Category of Trader
41.2 28.4 1.9 16.2 8.9 0.2 12.1 25.3 3.8 9.8 18.6 0.0 14.8 12.9
Number of Traders in Each Category Total Traders: 93
13 13 . 14 8 7 18 20 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 41,928
Positions
11,848 29,271 0 23,146 3,101 2,138 2,898 6,369 0 0 0 0 1,898 1,049
Changes from: August 22, 2023 Total Change is: 67
-126 208 0 -51 178 -173 116 -290 -5 0 0 0 306 149
Percent of Open Interest Represented by Each Category of Trader
28.3 69.8 0.0 55.2 7.4 5.1 6.9 15.2 0.0 0.0 0.0 0.0 4.5 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 29, 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 2,291,670
Positions
329,754 699,081 32,437 1,096,427 339,385 205,342 139,155 483,323 69,373 142,650 193,629 15,824 260,709 253,277
Changes from: August 22, 2023 Total Change is: 37,755
16,479 -5,525 3,490 -13,816 -14,012 2,076 18,187 36,136 11,867 3,905 -8,663 6,996 -11,430 5,390
Percent of Open Interest Represented by Each Category of Trader
14.4 30.5 1.4 47.8 14.8 9.0 6.1 21.1 3.0 6.2 8.4 0.7 11.4 11.1
Number of Traders in Each Category Total Traders: 516
33 40 27 170 73 107 67 91 66 22 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 22,732
Positions
10,644 8,402 0 8,036 10,998 503 1,465 936 0 0 0 0 2,084 1,893
Changes from: August 22, 2023 Total Change is: 100
47 -2,069 0 36 2,685 0 -63 182 0 0 0 0 80 -698
Percent of Open Interest Represented by Each Category of Trader
46.8 37.0 0.0 35.4 48.4 2.2 6.4 4.1 0.0 0.0 0.0 0.0 9.2 8.3
Number of Traders in Each Category Total Traders: 25
6 5 0 4 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 30,107
Positions
5,271 24,670 0 12,140 2,827 0 9,808 1,375 0 0 0 0 2,888 1,235
Changes from: August 22, 2023 Total Change is: 1,025
742 -3 0 -229 1,100 0 -32 144 0 0 0 0 544 -216
Percent of Open Interest Represented by Each Category of Trader
17.5 81.9 0.0 40.3 9.4 0.0 32.6 4.6 0.0 0.0 0.0 0.0 9.6 4.1
Number of Traders in Each Category Total Traders: 38
4 7 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 2,267,572
Positions
330,693 700,108 30,471 1,094,797 339,390 204,643 138,068 491,791 58,018 146,307 196,813 8,970 255,605 237,368
Changes from: August 22, 2023 Total Change is: 35,346
17,498 -4,498 2,398 -13,693 -14,118 2,057 17,852 39,753 8,838 7,562 -5,269 3,075 -10,241 3,110
Percent of Open Interest Represented by Each Category of Trader
14.6 30.9 1.3 48.3 15.0 9.0 6.1 21.7 2.6 6.5 8.7 0.4 11.3 10.5
Number of Traders in Each Category Total Traders: 503
33 40 25 166 71 103 63 89 64 22 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 38,000
Positions
21,226 32,013 0 14,151 636 0 888 3,878 0 0 0 0 1,735 1,473
Changes from: August 22, 2023 Total Change is: 107
1,374 -544 0 -338 0 0 -599 -76 0 0 0 0 -330 727
Percent of Open Interest Represented by Each Category of Trader
55.9 84.2 0.0 37.2 1.7 0.0 2.3 10.2 0.0 0.0 0.0 0.0 4.6 3.9
Number of Traders in Each Category Total Traders: 29
7 7 0 6 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 15,872
Positions
4,902 13,121 2 5,913 1,374 0 1,959 307 0 0 0 0 3,096 1,068
Changes from: August 22, 2023 Total Change is: -976
-865 -759 2 0 1,133 0 16 -11 0 0 0 0 -129 -1,341
Percent of Open Interest Represented by Each Category of Trader
30.9 82.7 0.0 37.3 8.7 0.0 12.3 1.9 0.0 0.0 0.0 0.0 19.5 6.7
Number of Traders in Each Category Total Traders: 23
7 6 . 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 47,037
Positions
18,577 15,846 0 25,119 6,286 132 1,389 23,084 55 0 0 0 1,765 1,634
Changes from: August 22, 2023 Total Change is: 244
20 29 0 267 6 0 -42 139 4 0 0 0 -5 66
Percent of Open Interest Represented by Each Category of Trader
39.5 33.7 0.0 53.4 13.4 0.3 3.0 49.1 0.1 0.0 0.0 0.0 3.8 3.5
Number of Traders in Each Category Total Traders: 37
5 8 0 9 4 . . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 240,983
Positions
10,266 9,390 0 21,342 4,994 1,952 113,739 18,184 10,679 31,970 36,699 0 51,035 159,085
Changes from: August 22, 2023 Total Change is: 24,088
732 657 0 -1,359 923 326 33,396 -6,128 244 2,640 5,271 0 -11,891 22,795
Percent of Open Interest Represented by Each Category of Trader
4.3 3.9 0.0 8.9 2.1 0.8 47.2 7.5 4.4 13.3 15.2 0.0 21.2 66.0
Number of Traders in Each Category Total Traders: 31
. . 0 11 . 5 9 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 371,785
Positions
108,997 118,710 153,923 0 38,000 0 36,225 8,832 44,157 23,285 0 0 5,198 8,163
Changes from: August 22, 2023 Total Change is: -223
-590 3,280 -954 0 0 0 2,620 -1,250 -1,799 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
29.3 31.9 41.4 0.0 10.2 0.0 9.7 2.4 11.9 6.3 0.0 0.0 1.4 2.2
Number of Traders in Each Category Total Traders: 33
8 10 17 0 . 0 5 . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 38,161
Positions
3,595 5,334 119 20,810 22,037 2,535 2,592 2,638 18 0 775 0 8,492 4,705
Changes from: August 22, 2023 Total Change is: 342
-10 -233 1 741 -1,071 142 -18 450 6 0 775 0 -520 272
Percent of Open Interest Represented by Each Category of Trader
9.4 14.0 0.3 54.5 57.7 6.6 6.8 6.9 0.0 0.0 2.0 0.0 22.3 12.3
Number of Traders in Each Category Total Traders: 59
4 4 . 26 13 10 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 282,272
Positions
51,955 62,759 5,074 88,079 24,041 7,399 42,975 71,368 29,986 7,211 28,843 3,580 46,012 49,222
Changes from: August 22, 2023 Total Change is: 3,664
1,958 826 1,025 3,017 -5,005 -123 3,062 -274 1,105 -4,236 735 172 -2,317 5,201
Percent of Open Interest Represented by Each Category of Trader
18.4 22.2 1.8 31.2 8.5 2.6 15.2 25.3 10.6 2.6 10.2 1.3 16.3 17.4
Number of Traders in Each Category Total Traders: 325
25 30 14 75 34 38 48 59 31 19 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 265,968
Positions
52,030 62,612 4,589 87,566 24,112 7,320 50,504 77,544 14,095 7,875 28,453 2,669 39,320 44,574
Changes from: August 22, 2023 Total Change is: 2,548
1,880 736 1,139 3,005 -5,005 -123 4,264 2,794 -1,231 -4,072 694 21 -2,335 3,523
Percent of Open Interest Represented by Each Category of Trader
19.6 23.5 1.7 32.9 9.1 2.8 19.0 29.2 5.3 3.0 10.7 1.0 14.8 16.8
Number of Traders in Each Category Total Traders: 295
24 26 11 72 34 37 43 58 28 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 163,040
Positions
4,102 6,315 5 5,835 0 78 79,902 93,425 3,720 2,373 12,914 101 66,924 46,482
Changes from: August 22, 2023 Total Change is: 11,156
-365 -243 5 119 0 5 11,231 -7,426 110 -174 1,881 47 178 16,777
Percent of Open Interest Represented by Each Category of Trader
2.5 3.9 0.0 3.6 0.0 0.0 49.0 57.3 2.3 1.5 7.9 0.1 41.0 28.5
Number of Traders in Each Category Total Traders: 45
. 4 . 6 0 . 12 5 5 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 510,236
Positions
134,041 116,281 8,132 188,902 155,540 39,613 74,879 123,938 6,387 32,293 37,898 219 25,770 22,228
Changes from: August 22, 2023 Total Change is: -8,822
-852 2,959 1,494 -1,657 -7,756 1,606 -5,725 -5,343 -3,279 -553 479 7 137 1,011
Percent of Open Interest Represented by Each Category of Trader
26.3 22.8 1.6 37.0 30.5 7.8 14.7 24.3 1.3 6.3 7.4 0.0 5.1 4.4
Number of Traders in Each Category Total Traders: 329
30 21 7 85 62 50 44 62 25 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 13,827
Positions
4,268 6,797 0 7,927 6,285 0 515 0 0 0 0 0 1,117 745
Changes from: August 22, 2023 Total Change is: 121
-53 -134 0 -51 8 0 0 0 0 0 0 0 225 247
Percent of Open Interest Represented by Each Category of Trader
30.9 49.2 0.0 57.3 45.5 0.0 3.7 0.0 0.0 0.0 0.0 0.0 8.1 5.4
Number of Traders in Each Category Total Traders: 22
. 5 0 7 6 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 22,240
Positions
1,780 867 0 851 225 42 5,198 12,375 377 2,581 1,465 0 11,411 6,889
Changes from: August 22, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
8.0 3.9 0.0 3.8 1.0 0.2 23.4 55.6 1.7 11.6 6.6 0.0 51.3 31.0
Number of Traders in Each Category Total Traders: 23
. . 0 . . . . 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 17,786
Positions
0 10,807 0 9,863 0 7 3,555 3,084 0 364 1,154 10 3,987 2,724
Changes from: August 22, 2023 Total Change is: 310
0 0 0 11 0 -6 81 729 0 0 -455 10 214 32
Percent of Open Interest Represented by Each Category of Trader
0.0 60.8 0.0 55.5 0.0 0.0 20.0 17.3 0.0 2.0 6.5 0.1 22.4 15.3
Number of Traders in Each Category Total Traders: 23
0 4 0 9 0 . 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,872
Positions
9,994 11,634 611 20,770 1,611 536 10,104 7,372 279 1,955 4,603 0 7,623 25,226
Changes from: August 22, 2023 Total Change is: -649
694 -140 -32 960 46 0 -1,938 796 -73 -605 92 0 345 -1,338
Percent of Open Interest Represented by Each Category of Trader
19.3 22.4 1.2 40.0 3.1 1.0 19.5 14.2 0.5 3.8 8.9 0.0 14.7 48.6
Number of Traders in Each Category Total Traders: 59
11 6 . 12 . 5 12 9 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 390,561
Positions
35,908 214,147 4,188 257,745 70,381 40,352 21,678 47,979 1,474 18,760 5,164 579 9,877 6,297
Changes from: August 22, 2023 Total Change is: -3,299
-1,241 -6,078 -82 326 -2,510 1,279 -1,909 104 -295 -267 3,969 -44 -1,066 358
Percent of Open Interest Represented by Each Category of Trader
9.2 54.8 1.1 66.0 18.0 10.3 5.6 12.3 0.4 4.8 1.3 0.1 2.5 1.6
Number of Traders in Each Category Total Traders: 192
13 15 6 76 44 33 19 14 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,086,079
Positions
89,019 478,917 10,207 643,572 348,246 117,779 118,097 62,967 7,196 57,051 42,828 1,599 41,559 16,340
Changes from: August 22, 2023 Total Change is: -24,277
592 -25,724 -588 -9,754 -1,767 7,996 -18,687 -11,273 2,348 -17,410 2,360 10 11,216 2,361
Percent of Open Interest Represented by Each Category of Trader
8.2 44.1 0.9 59.3 32.1 10.8 10.9 5.8 0.7 5.3 3.9 0.1 3.8 1.5
Number of Traders in Each Category Total Traders: 406
27 19 11 161 71 74 52 33 25 31 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 218,162
Positions
15,496 154,031 33,281 42,511 0 2,072 99,311 4,833 18,282 6,767 5,469 140 302 54
Changes from: August 22, 2023 Total Change is: 3,373
736 6,374 -3,442 3 0 24 5,125 55 362 612 0 0 -47 0
Percent of Open Interest Represented by Each Category of Trader
7.1 70.6 15.3 19.5 0.0 0.9 45.5 2.2 8.4 3.1 2.5 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
10 26 14 16 0 4 36 4 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,339,364
Positions
29,432 171,899 3,913 760,634 231,519 176,245 36,680 479,243 47,531 86,424 67,888 8,272 190,233 152,854
Changes from: August 22, 2023 Total Change is: -92,025
-9,280 -3,674 -4,746 4,242 -28,985 -11,574 -17,396 8,005 -47,311 -379 -2,722 2,414 -7,995 -3,432
Percent of Open Interest Represented by Each Category of Trader
2.2 12.8 0.3 56.8 17.3 13.2 2.7 35.8 3.5 6.5 5.1 0.6 14.2 11.4
Number of Traders in Each Category Total Traders: 197
8 14 7 60 36 57 18 43 26 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,550,263
Positions
6,872 68,886 9,777 908,859 265,836 278,234 77,792 719,898 32,246 57,828 28,153 573 178,082 146,660
Changes from: August 22, 2023 Total Change is: -115,005
358 6,488 -602 -13,610 -13,202 -9,118 3,357 -25,455 -89,198 -6,455 9,760 573 -310 5,749
Percent of Open Interest Represented by Each Category of Trader
0.4 4.4 0.6 58.6 17.1 17.9 5.0 46.4 2.1 3.7 1.8 0.0 11.5 9.5
Number of Traders in Each Category Total Traders: 169
. 9 8 77 27 57 12 26 14 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 3,758,173
Positions
133,655 356,981 23,038 1,707,770 472,976 289,892 790,267 2,146,503 112,886 408,481 173,205 25,922 266,262 156,770
Changes from: August 22, 2023 Total Change is: -228,319
-12,584 24,493 -1,082 -113,336 -50,896 -17,609 -57,744 -184,492 -11,407 -4,243 4,720 -3,185 -7,129 11,139
Percent of Open Interest Represented by Each Category of Trader
3.6 9.5 0.6 45.4 12.6 7.7 21.0 57.1 3.0 10.9 4.6 0.7 7.1 4.2
Number of Traders in Each Category Total Traders: 432
35 27 24 156 39 96 56 61 41 46 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 4,825,244
Positions
110,111 357,919 44,516 2,653,146 1,228,338 631,561 342,237 1,758,519 174,486 419,183 221,265 3,027 446,977 405,613
Changes from: August 22, 2023 Total Change is: -85,933
-11,651 17,368 -20,276 -20,522 -58,396 -913 -55,276 -7,282 2,604 25,763 -8,992 -5,701 39 -4,345
Percent of Open Interest Represented by Each Category of Trader
2.3 7.4 0.9 55.0 25.5 13.1 7.1 36.4 3.6 8.7 4.6 0.1 9.3 8.4
Number of Traders in Each Category Total Traders: 414
24 29 21 130 62 106 45 80 48 28 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,852,744
Positions
63,869 110,616 1,685 908,942 608,900 275,493 210,193 450,428 57,940 154,133 71,903 866 179,623 274,913
Changes from: August 22, 2023 Total Change is: -50,569
-1,806 10,073 -121 -24,599 -51,799 6,773 -2,324 -1,855 -13,627 -15,064 5,218 -204 403 -5,027
Percent of Open Interest Represented by Each Category of Trader
3.4 6.0 0.1 49.1 32.9 14.9 11.3 24.3 3.1 8.3 3.9 0.0 9.7 14.8
Number of Traders in Each Category Total Traders: 175
4 12 4 51 53 59 11 26 21 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 6,322
Positions
0 0 0 0 0 0 2,564 1,343 2,496 367 833 0 895 1,650
Changes from: August 22, 2023 Total Change is: -397
0 0 0 0 0 0 -1,271 626 1,079 -177 -427 0 -28 -1,675
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 40.6 21.2 39.5 5.8 13.2 0.0 14.2 26.1
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . . 5 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 5,381,737
Positions
94,150 756,235 25,935 2,537,305 939,646 691,397 825,189 2,345,383 156,785 594,181 127,346 6,335 450,460 332,675
Changes from: August 22, 2023 Total Change is: -428,903
20,049 34,618 -76,240 -138,352 -131,307 -17,343 -249,418 -219,882 23,700 -9,911 -521 -8,690 27,302 -33,238
Percent of Open Interest Represented by Each Category of Trader
1.7 14.1 0.5 47.1 17.5 12.8 15.3 43.6 2.9 11.0 2.4 0.1 8.4 6.2
Number of Traders in Each Category Total Traders: 398
20 33 19 146 36 99 51 68 40 31 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,688,925
Positions
512,157 157,935 366,062 10,729 97,278 35,361 144,202 399,349 578,353 3,401 5,972 2,400 36,260 46,215
Changes from: August 22, 2023 Total Change is: 104,129
22,079 9,228 -6,111 -1,105 10,587 -375 3,245 9,823 77,532 1,899 -1,110 -65 7,030 4,620
Percent of Open Interest Represented by Each Category of Trader
30.3 9.4 21.7 0.6 5.8 2.1 8.5 23.6 34.2 0.2 0.4 0.1 2.1 2.7
Number of Traders in Each Category Total Traders: 149
34 30 56 . 7 7 31 31 52 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 12,122
Positions
4,273 3,319 3,623 222 0 369 325 1,143 3,198 0 335 23 89 112
Changes from: August 22, 2023 Total Change is: -543
229 494 354 15 0 -25 -96 -399 -1,033 0 0 0 13 66
Percent of Open Interest Represented by Each Category of Trader
35.2 27.4 29.9 1.8 0.0 3.0 2.7 9.4 26.4 0.0 2.8 0.2 0.7 0.9
Number of Traders in Each Category Total Traders: 28
6 5 8 . 0 . 6 8 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 is10,477,846
Positions
2,457,964 2,670,652 2,061,384 266,061 614,791 708,312 1,812,473 1,082,382 2,950,607 86,831 245,671 99,205 35,009 44,842
Changes from: August 22, 2023 Total Change is: 175,263
-143,883 169,535 70,315 10,084 -14,261 90,843 161,701 -134,429 2,926 -6,098 -5,422 -13,002 2,377 8,758
Percent of Open Interest Represented by Each Category of Trader
23.5 25.5 19.7 2.5 5.9 6.8 17.3 10.3 28.2 0.8 2.3 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 876
70 111 138 39 75 60 108 196 184 84 126 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 1,049,125
Positions
524,562 207,299 195,202 948 10,721 17,265 116,557 382,977 192,546 1,593 42,772 125 327 218
Changes from: August 22, 2023 Total Change is: 183,968
109,601 -3,717 9,353 -869 -13,801 8,261 18,074 133,927 39,558 44 10,702 -20 -34 -295
Percent of Open Interest Represented by Each Category of Trader
50.0 19.8 18.6 0.1 1.0 1.6 11.1 36.5 18.4 0.2 4.1 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 183
33 51 54 4 6 4 22 55 42 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 74,619
Positions
2,743 1,529 31,388 40 180 0 4,129 19,231 21,391 14,925 876 0 3 24
Changes from: August 22, 2023 Total Change is: 75
0 0 0 0 0 0 75 112 0 0 -37 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 2.0 42.1 0.1 0.2 0.0 5.5 25.8 28.7 20.0 1.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 4 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 22,192
Positions
7,078 0 1,113 0 524 0 2,881 11,987 2,425 8,695 6,081 0 0 62
Changes from: August 22, 2023 Total Change is: 279
0 0 0 0 0 0 279 130 0 0 149 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.9 0.0 5.0 0.0 2.4 0.0 13.0 54.0 10.9 39.2 27.4 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 16,172
Positions
565 2,785 177 7,758 936 340 2,483 10,012 832 2,517 164 223 1,277 703
Changes from: August 22, 2023 Total Change is: -1,090
-34 -281 -352 125 354 -65 -288 -151 -657 -39 2 114 106 -54
Percent of Open Interest Represented by Each Category of Trader
3.5 17.2 1.1 48.0 5.8 2.1 15.4 61.9 5.1 15.6 1.0 1.4 7.9 4.3
Number of Traders in Each Category Total Traders: 112
5 10 . 5 7 . 22 47 15 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 8,778
Positions
298 131 411 333 693 15 1,475 2,236 1,568 2,262 2,829 83 2,333 812
Changes from: August 22, 2023 Total Change is: -1,960
-128 -1,559 227 -123 611 -14 -998 -1,804 138 -721 715 -12 -329 -262
Percent of Open Interest Represented by Each Category of Trader
3.4 1.5 4.7 3.8 7.9 0.2 16.8 25.5 17.9 25.8 32.2 0.9 26.6 9.3
Number of Traders in Each Category Total Traders: 99
. . . 5 . . 13 12 6 47 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,125
Positions
418 138 6 336 706 0 1,095 2,553 155 1,465 112 0 650 455
Changes from: August 22, 2023 Total Change is: -308
-42 7 6 26 244 0 -227 -120 -302 133 42 0 98 -185
Percent of Open Interest Represented by Each Category of Trader
10.1 3.3 0.1 8.1 17.1 0.0 26.5 61.9 3.8 35.5 2.7 0.0 15.8 11.0
Number of Traders in Each Category Total Traders: 62
5 . . . 4 0 11 26 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 10,932
Positions
611 1,925 692 0 0 0 2,729 3,581 73 6,273 4,265 135 419 261
Changes from: August 22, 2023 Total Change is: -2,370
203 1,789 -900 0 -80 0 2,471 -2,393 -1,185 -2,850 411 0 -109 -12
Percent of Open Interest Represented by Each Category of Trader
5.6 17.6 6.3 0.0 0.0 0.0 25.0 32.8 0.7 57.4 39.0 1.2 3.8 2.4
Number of Traders in Each Category Total Traders: 73
. . . 0 0 0 5 6 . 44 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,732
Positions
98 6,129 0 17,812 1,019 747 10,391 22,553 1,060 2,387 2,074 6 4,231 3,144
Changes from: August 22, 2023 Total Change is: 2,794
98 -13 0 3,540 -271 -22 -1,014 2,166 316 -207 593 -4 87 29
Percent of Open Interest Represented by Each Category of Trader
0.3 16.7 0.0 48.5 2.8 2.0 28.3 61.4 2.9 6.5 5.6 0.0 11.5 8.6
Number of Traders in Each Category Total Traders: 95
. . 0 11 5 . 21 27 7 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 384,844
Positions
43,903 33,194 14,603 96,689 72,970 51,903 71,036 108,836 55,917 11,367 3,212 15,405 24,021 28,804
Changes from: August 22, 2023 Total Change is: 31,168
6,807 10,848 -2,618 6,493 6,050 5,153 5,070 9,851 4,159 5,795 -3,643 -825 1,134 2,193
Percent of Open Interest Represented by Each Category of Trader
11.4 8.6 3.8 25.1 19.0 13.5 18.5 28.3 14.5 3.0 0.8 4.0 6.2 7.5
Number of Traders in Each Category Total Traders: 201
14 12 17 24 29 24 39 44 52 12 12 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,377
Positions
47,045 46,219 0 8,677 3,228 657 4,154 10,530 387 122 195 47 288 114
Changes from: August 22, 2023 Total Change is: 187
61 0 0 0 -83 0 -35 83 115 0 14 47 -1 11
Percent of Open Interest Represented by Each Category of Trader
76.6 75.3 0.0 14.1 5.3 1.1 6.8 17.2 0.6 0.2 0.3 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 38
5 . 0 10 4 . 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 1, 2023