Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 246,847
Positions
79,404 10,055 67,520 26,514 79,121 5,053 22,202 41,712 5,770 4,607 1,062 44 35,733 36,510
Changes from: September 12, 2023 Total Change is: 29,767
-3,849 2,321 57,935 205 -21,607 66 -23,637 -249 -5,614 694 -437 1 3,966 -2,649
Percent of Open Interest Represented by Each Category of Trader
32.2 4.1 27.4 10.7 32.1 2.0 9.0 16.9 2.3 1.9 0.4 0.0 14.5 14.8
Number of Traders in Each Category Total Traders: 108
8 5 6 15 25 11 18 28 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,638
Positions
17,897 0 0 6,129 21,899 10 11,739 7,548 14 1,591 0 0 9,258 17,167
Changes from: September 12, 2023 Total Change is: -3,307
1,071 -3,999 -1,846 1,349 1,686 -41 1,813 1,531 -1,021 -119 0 0 -4,513 383
Percent of Open Interest Represented by Each Category of Trader
38.4 0.0 0.0 13.1 47.0 0.0 25.2 16.2 0.0 3.4 0.0 0.0 19.9 36.8
Number of Traders in Each Category Total Traders: 48
6 0 0 6 11 . 13 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 191,117
Positions
7,166 35,289 983 56,653 74,327 4,501 84,793 35,063 9,511 0 2,831 0 27,510 28,612
Changes from: September 12, 2023 Total Change is: -36,320
3,370 -18,644 -9,255 -23,415 1,843 -619 6,364 -2,476 -8,142 0 -500 0 -4,623 1,473
Percent of Open Interest Represented by Each Category of Trader
3.7 18.5 0.5 29.6 38.9 2.4 44.4 18.3 5.0 0.0 1.5 0.0 14.4 15.0
Number of Traders in Each Category Total Traders: 124
5 8 4 18 31 14 37 21 17 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 265,860
Positions
94,027 6,459 907 70,008 120,315 3,649 49,757 81,156 6,460 8,247 4,283 15 32,790 42,616
Changes from: September 12, 2023 Total Change is: -4,994
-5,036 -9,297 -3,753 3,226 7,516 247 14,222 10,177 -7,787 -2,860 -739 0 -3,253 -1,358
Percent of Open Interest Represented by Each Category of Trader
35.4 2.4 0.3 26.3 45.3 1.4 18.7 30.5 2.4 3.1 1.6 0.0 12.3 16.0
Number of Traders in Each Category Total Traders: 145
11 . . 23 31 15 28 35 14 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 695,343
Positions
18,757 410,033 1,689 449,293 114,429 21,941 65,602 60,740 17,670 33,419 8,630 4,860 82,112 55,351
Changes from: September 12, 2023 Total Change is: -48,416
-7,176 -32,265 -16,471 -1,405 6,478 -751 -7,296 1,271 -5,885 1,628 127 -388 -10,672 -532
Percent of Open Interest Represented by Each Category of Trader
2.7 59.0 0.2 64.6 16.5 3.2 9.4 8.7 2.5 4.8 1.2 0.7 11.8 8.0
Number of Traders in Each Category Total Traders: 290
11 15 4 110 35 45 42 45 25 24 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,395
Positions
0 10,371 0 14,464 8,270 2,467 780 3,224 0 0 0 0 11,684 5,063
Changes from: September 12, 2023 Total Change is: -1,645
-443 -953 0 436 2,265 -346 -261 -500 -417 0 0 0 -614 -1,694
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.0 49.2 28.1 8.4 2.7 11.0 0.0 0.0 0.0 0.0 39.7 17.2
Number of Traders in Each Category Total Traders: 28
0 . 0 16 4 6 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,336
Positions
2,915 5,539 522 4,862 6,894 1,028 4,915 1,000 321 0 1,820 0 8,773 6,212
Changes from: September 12, 2023 Total Change is: -233
0 5 468 40 -865 -40 -453 0 291 0 0 0 -539 -92
Percent of Open Interest Represented by Each Category of Trader
12.5 23.7 2.2 20.8 29.5 4.4 21.1 4.3 1.4 0.0 7.8 0.0 37.6 26.6
Number of Traders in Each Category Total Traders: 21
. . . 5 5 . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 221,229
Positions
129,555 1,600 653 32,287 137,146 3,897 29,212 40,468 4,010 2,152 926 0 19,463 32,529
Changes from: September 12, 2023 Total Change is: -34,990
17,538 -1,919 -23,790 -5,376 1,923 545 -6,387 8,212 -14,744 34 -16 0 -2,810 -5,201
Percent of Open Interest Represented by Each Category of Trader
58.6 0.7 0.3 14.6 62.0 1.8 13.2 18.3 1.8 1.0 0.4 0.0 8.8 14.7
Number of Traders in Each Category Total Traders: 103
11 . . 10 27 9 19 29 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 220,707
Positions
1,570 51,720 233 132,351 8,575 1,947 70,701 39,223 2,366 4,897 114,096 0 6,642 2,547
Changes from: September 12, 2023 Total Change is: -15,013
112 -6,997 -9,580 1,425 37 -108 -927 5,562 -8,665 3,368 4,850 -12 -626 -100
Percent of Open Interest Represented by Each Category of Trader
0.7 23.4 0.1 60.0 3.9 0.9 32.0 17.8 1.1 2.2 51.7 0.0 3.0 1.2
Number of Traders in Each Category Total Traders: 161
. 9 . 28 11 6 58 27 7 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,943
Positions
1,404 17,926 622 14,200 2,115 60 15,483 13,657 413 3,631 3,836 0 4,130 1,314
Changes from: September 12, 2023 Total Change is: 4,974
-231 447 57 1,894 -1,528 45 2,502 5,943 0 -118 18 0 825 -8
Percent of Open Interest Represented by Each Category of Trader
3.5 44.9 1.6 35.6 5.3 0.2 38.8 34.2 1.0 9.1 9.6 0.0 10.3 3.3
Number of Traders in Each Category Total Traders: 82
. 4 . 16 7 . 23 13 . 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,588
Positions
34,031 191 65 6,582 34,311 316 7,880 10,423 272 431 970 18 2,993 6,022
Changes from: September 12, 2023 Total Change is: -14,899
5,841 191 -8,431 1,806 685 55 -7,965 -1,661 -6,009 231 306 0 -427 -35
Percent of Open Interest Represented by Each Category of Trader
64.7 0.4 0.1 12.5 65.2 0.6 15.0 19.8 0.5 0.8 1.8 0.0 5.7 11.5
Number of Traders in Each Category Total Traders: 83
8 . . 6 23 . 16 22 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,085
Positions
725 120 28 1,843 2,573 77 2,748 2,332 135 268 0 0 1,261 1,820
Changes from: September 12, 2023 Total Change is: -18,625
-20,274 -7,031 -1 1,260 -641 0 830 -10,295 -592 -40 0 0 192 -65
Percent of Open Interest Represented by Each Category of Trader
10.2 1.7 0.4 26.0 36.3 1.1 38.8 32.9 1.9 3.8 0.0 0.0 17.8 25.7
Number of Traders in Each Category Total Traders: 28
. . . . 4 . 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 86,992
Positions
36,268 24,724 939 16,937 12,039 347 10,362 14,737 3,305 5,936 18,485 0 12,898 12,416
Changes from: September 12, 2023 Total Change is: -15,918
-5,825 -805 -3,953 595 1,923 181 381 -9,581 -1,930 -3,172 461 -515 -1,680 -1,699
Percent of Open Interest Represented by Each Category of Trader
41.7 28.4 1.1 19.5 13.8 0.4 11.9 16.9 3.8 6.8 21.2 0.0 14.8 14.3
Number of Traders in Each Category Total Traders: 95
13 10 4 19 9 5 18 18 11 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 86,992
Positions
36,268 24,724 939 16,937 12,039 347 10,362 14,737 3,305 5,936 18,485 0 12,898 12,416
Changes from: September 12, 2023 Total Change is: -15,918
-5,825 -805 -3,953 595 1,923 181 381 -9,581 -1,930 -3,172 461 -515 -1,680 -1,699
Percent of Open Interest Represented by Each Category of Trader
41.7 28.4 1.1 19.5 13.8 0.4 11.9 16.9 3.8 6.8 21.2 0.0 14.8 14.3
Number of Traders in Each Category Total Traders: 95
13 10 4 19 9 5 18 18 11 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,545
Positions
9,507 30,801 0 26,710 5,373 2,355 3,589 4,994 0 0 0 0 2,384 1,022
Changes from: September 12, 2023 Total Change is: -16,831
-649 184 -18,728 1,792 1,891 398 501 -515 -13 0 0 0 -132 -48
Percent of Open Interest Represented by Each Category of Trader
21.3 69.1 0.0 60.0 12.1 5.3 8.1 11.2 0.0 0.0 0.0 0.0 5.4 2.3
Number of Traders in Each Category Total Traders: 43
5 5 0 20 5 4 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,107,388
Positions
250,644 691,050 19,723 1,167,197 302,074 202,044 97,053 418,854 36,352 82,954 200,734 3,412 248,010 233,146
Changes from: September 12, 2023 Total Change is: -440,374
-27,194 -62,182 -118,799 66,696 -15,749 -37,646 -80,277 2,518 -106,794 -40,217 -4,675 -51,744 -44,399 -45,303
Percent of Open Interest Represented by Each Category of Trader
11.9 32.8 0.9 55.4 14.3 9.6 4.6 19.9 1.7 3.9 9.5 0.2 11.8 11.1
Number of Traders in Each Category Total Traders: 507
32 39 15 177 63 104 59 97 59 17 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,194
Positions
5,404 3,983 0 8,538 9,771 1,025 1,739 933 0 0 0 0 1,488 2,482
Changes from: September 12, 2023 Total Change is: -10,660
-4,913 -4,374 -5,534 554 -1,160 273 -451 67 -4 0 0 0 -585 72
Percent of Open Interest Represented by Each Category of Trader
29.7 21.9 0.0 46.9 53.7 5.6 9.6 5.1 0.0 0.0 0.0 0.0 8.2 13.6
Number of Traders in Each Category Total Traders: 24
5 5 0 5 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 23,336
Positions
2,011 18,547 0 14,320 1,848 0 3,663 1,683 0 0 0 0 3,342 1,258
Changes from: September 12, 2023 Total Change is: -10,159
-3,526 -9,915 -1,064 2,234 847 0 -7,108 253 -477 0 0 0 -218 197
Percent of Open Interest Represented by Each Category of Trader
8.6 79.5 0.0 61.4 7.9 0.0 15.7 7.2 0.0 0.0 0.0 0.0 14.3 5.4
Number of Traders in Each Category Total Traders: 37
. 7 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,097,946
Positions
250,328 690,924 19,723 1,165,542 301,861 201,486 98,445 418,743 33,314 82,954 200,071 3,412 242,742 228,412
Changes from: September 12, 2023 Total Change is: -422,218
-27,942 -62,631 -117,122 66,634 -15,749 -37,654 -77,903 -7,717 -95,289 -40,217 -8,289 -48,573 -44,152 -29,194
Percent of Open Interest Represented by Each Category of Trader
11.9 32.9 0.9 55.6 14.4 9.6 4.7 20.0 1.6 4.0 9.5 0.2 11.6 10.9
Number of Traders in Each Category Total Traders: 494
31 39 15 173 62 101 57 94 55 17 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,603
Positions
22,826 30,044 0 7,382 880 0 458 519 0 0 0 0 1,937 1,160
Changes from: September 12, 2023 Total Change is: -8,963
624 3,661 -8,733 -190 0 0 149 -3,083 -412 0 0 0 -401 -396
Percent of Open Interest Represented by Each Category of Trader
70.0 92.2 0.0 22.6 2.7 0.0 1.4 1.6 0.0 0.0 0.0 0.0 5.9 3.6
Number of Traders in Each Category Total Traders: 22
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,207
Positions
6,266 15,169 0 25,772 1,824 485 1,473 14,393 57 0 0 0 2,154 4,279
Changes from: September 12, 2023 Total Change is: -9,318
-8,867 4,376 -5,270 4,623 -1,324 353 -38 -9,223 0 0 0 0 -119 1,770
Percent of Open Interest Represented by Each Category of Trader
17.3 41.9 0.0 71.2 5.0 1.3 4.1 39.8 0.2 0.0 0.0 0.0 5.9 11.8
Number of Traders in Each Category Total Traders: 32
5 6 0 10 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 94,422
Positions
3,161 1,261 0 18,957 4,535 3,173 12,952 27,979 3,504 0 6,626 0 52,675 47,344
Changes from: September 12, 2023 Total Change is: -181,560
-8,240 -11,234 -1,044 629 14 62 -115,759 10,332 -23,031 -31,710 4,435 0 -2,467 -161,094
Percent of Open Interest Represented by Each Category of Trader
3.3 1.3 0.0 20.1 4.8 3.4 13.7 29.6 3.7 0.0 7.0 0.0 55.8 50.1
Number of Traders in Each Category Total Traders: 27
. . 0 9 . 5 4 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 354,623
Positions
105,919 112,339 142,545 0 38,000 0 32,215 8,832 46,019 24,277 0 0 3,648 6,888
Changes from: September 12, 2023 Total Change is: -21,756
-1,275 -6,085 -15,284 0 0 0 -4,540 0 893 0 0 0 -1,550 -1,280
Percent of Open Interest Represented by Each Category of Trader
29.9 31.7 40.2 0.0 10.7 0.0 9.1 2.5 13.0 6.8 0.0 0.0 1.0 1.9
Number of Traders in Each Category Total Traders: 34
10 9 17 0 . 0 5 . 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,449
Positions
4,748 8,719 0 23,028 21,195 2,233 1,772 2,219 4 0 439 0 7,664 4,640
Changes from: September 12, 2023 Total Change is: -2,669
543 2,435 -2,206 72 -1,074 63 -1,116 354 -72 0 -1,676 0 47 -493
Percent of Open Interest Represented by Each Category of Trader
12.0 22.1 0.0 58.4 53.7 5.7 4.5 5.6 0.0 0.0 1.1 0.0 19.4 11.8
Number of Traders in Each Category Total Traders: 64
5 7 0 29 12 10 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 241,955
Positions
41,754 72,958 2,819 87,878 19,446 7,897 44,866 65,435 4,611 11,483 28,149 73 40,574 40,568
Changes from: September 12, 2023 Total Change is: -77,670
-11,022 15,799 -34,731 6,496 -10,979 -2,206 5,778 -6,237 -27,252 3,570 2,771 -7,686 -10,618 -7,150
Percent of Open Interest Represented by Each Category of Trader
17.3 30.2 1.2 36.3 8.0 3.3 18.5 27.0 1.9 4.7 11.6 0.0 16.8 16.8
Number of Traders in Each Category Total Traders: 308
18 30 10 79 30 41 38 62 25 18 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 236,252
Positions
41,750 73,138 2,439 87,818 19,513 7,714 45,970 65,430 2,371 11,346 27,697 63 36,781 37,887
Changes from: September 12, 2023 Total Change is: -67,069
-11,126 15,752 -34,276 6,749 -10,979 -2,311 -2,305 -12,009 -11,647 3,528 2,524 -7,571 -8,110 -6,552
Percent of Open Interest Represented by Each Category of Trader
17.7 31.0 1.0 37.2 8.3 3.3 19.5 27.7 1.0 4.8 11.7 0.0 15.6 16.0
Number of Traders in Each Category Total Traders: 286
17 27 8 76 30 39 35 58 18 13 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 57,030
Positions
3,825 1,978 17 2,330 1,059 101 9,161 20,253 2,194 1,371 4,521 100 37,931 26,807
Changes from: September 12, 2023 Total Change is: -106,013
-3,390 -3,963 -116 -1,470 1,059 -7 -68,243 -91,352 -6,973 -713 1,335 -21 -25,080 -5,975
Percent of Open Interest Represented by Each Category of Trader
6.7 3.5 0.0 4.1 1.9 0.2 16.1 35.5 3.8 2.4 7.9 0.2 66.5 47.0
Number of Traders in Each Category Total Traders: 39
. 5 . 5 . . 9 10 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 444,493
Positions
118,070 84,539 7,688 169,689 150,064 39,472 58,741 99,255 5,606 20,011 35,681 403 24,813 21,785
Changes from: September 12, 2023 Total Change is: -96,723
-13,021 -33,144 -22,200 -8,353 -3,471 -2,592 -18,261 -13,106 -14,440 -11,351 -2,819 -10 -6,495 -4,941
Percent of Open Interest Represented by Each Category of Trader
26.6 19.0 1.7 38.2 33.8 8.9 13.2 22.3 1.3 4.5 8.0 0.1 5.6 4.9
Number of Traders in Each Category Total Traders: 341
28 22 . 86 65 44 43 73 26 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,693
Positions
3,057 5,264 0 8,436 6,045 0 378 523 0 0 0 0 822 861
Changes from: September 12, 2023 Total Change is: -4,271
-717 -1,177 -2,866 -41 -66 0 -463 0 -198 0 0 0 14 36
Percent of Open Interest Represented by Each Category of Trader
24.1 41.5 0.0 66.5 47.6 0.0 3.0 4.1 0.0 0.0 0.0 0.0 6.5 6.8
Number of Traders in Each Category Total Traders: 23
. 6 0 8 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,242
Positions
0 11,227 0 10,040 300 7 1,805 1,383 0 565 853 11 3,814 2,461
Changes from: September 12, 2023 Total Change is: -183
0 -722 0 -352 100 0 -262 1,118 0 0 -161 0 431 -518
Percent of Open Interest Represented by Each Category of Trader
0.0 69.1 0.0 61.8 1.8 0.0 11.1 8.5 0.0 3.5 5.3 0.1 23.5 15.2
Number of Traders in Each Category Total Traders: 26
0 5 0 10 . . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,078
Positions
10,870 16,228 632 19,729 2,570 536 12,356 7,693 160 1,480 2,674 0 7,315 22,585
Changes from: September 12, 2023 Total Change is: 6,615
371 -98 19 1,265 142 -8 5,549 3,099 -32 12 -681 0 -561 4,174
Percent of Open Interest Represented by Each Category of Trader
20.5 30.6 1.2 37.2 4.8 1.0 23.3 14.5 0.3 2.8 5.0 0.0 13.8 42.6
Number of Traders in Each Category Total Traders: 54
9 . . 12 4 4 13 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 384,001
Positions
32,357 202,630 2,530 258,693 72,538 37,675 21,377 20,621 2,879 18,524 37,796 619 9,347 6,713
Changes from: September 12, 2023 Total Change is: -76,064
-21,733 466 -41,747 -4,430 185 -1,757 4,260 -30,089 -3,642 -80 5,905 -3,355 -3,580 -2,030
Percent of Open Interest Represented by Each Category of Trader
8.4 52.8 0.7 67.4 18.9 9.8 5.6 5.4 0.7 4.8 9.8 0.2 2.4 1.7
Number of Traders in Each Category Total Traders: 188
12 13 5 78 43 34 18 14 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,052,925
Positions
99,393 511,331 14,092 621,425 309,576 105,740 103,180 59,899 7,745 69,732 29,298 1,847 29,771 13,397
Changes from: September 12, 2023 Total Change is: -209,799
11,741 40,460 -170,647 -10,028 8,610 -6,846 10,033 -2,096 -4,651 17,866 -18,408 -20,833 -36,434 -35,388
Percent of Open Interest Represented by Each Category of Trader
9.4 48.6 1.3 59.0 29.4 10.0 9.8 5.7 0.7 6.6 2.8 0.2 2.8 1.3
Number of Traders in Each Category Total Traders: 398
27 18 8 155 71 77 56 31 23 27 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 222,702
Positions
12,082 150,293 34,004 42,796 0 2,048 100,357 5,736 24,958 5,853 5,469 140 464 54
Changes from: September 12, 2023 Total Change is: -2,962
-152 -2,385 -1,309 -27 0 0 -1,895 492 240 60 0 0 121 0
Percent of Open Interest Represented by Each Category of Trader
5.4 67.5 15.3 19.2 0.0 0.9 45.1 2.6 11.2 2.6 2.5 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 106
8 28 16 16 0 . 35 6 13 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,363,478
Positions
34,888 181,394 998 812,610 247,191 179,591 30,579 514,997 29,478 87,747 66,237 231 187,356 143,361
Changes from: September 12, 2023 Total Change is: 23,803
3,564 19,253 587 31,691 4,407 578 -311 10,375 -3,144 -4,843 37 -335 -3,984 -7,955
Percent of Open Interest Represented by Each Category of Trader
2.6 13.3 0.1 59.6 18.1 13.2 2.2 37.8 2.2 6.4 4.9 0.0 13.7 10.5
Number of Traders in Each Category Total Traders: 214
9 19 6 66 41 61 18 44 15 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,546,538
Positions
8,801 69,185 7,292 922,014 289,039 272,432 88,381 723,383 13,814 54,709 31,465 0 179,095 139,928
Changes from: September 12, 2023 Total Change is: 612
630 -19,753 1,171 11,750 18,202 -7,859 -2,600 13,843 -6,990 -2,311 1,218 -60 6,881 840
Percent of Open Interest Represented by Each Category of Trader
0.6 4.5 0.5 59.6 18.7 17.6 5.7 46.8 0.9 3.5 2.0 0.0 11.6 9.0
Number of Traders in Each Category Total Traders: 174
4 10 4 74 31 56 11 29 11 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,732,382
Positions
152,523 350,816 5,078 1,719,914 529,423 306,971 765,063 2,127,913 70,936 428,612 172,498 24,847 258,438 143,900
Changes from: September 12, 2023 Total Change is: 78,862
-1,258 12,185 -894 31,580 18,706 3,048 -2,259 31,160 13,975 35,570 5,050 272 -1,172 -4,640
Percent of Open Interest Represented by Each Category of Trader
4.1 9.4 0.1 46.1 14.2 8.2 20.5 57.0 1.9 11.5 4.6 0.7 6.9 3.9
Number of Traders in Each Category Total Traders: 449
38 23 8 155 42 89 66 64 32 50 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,697,157
Positions
95,883 344,284 26,120 2,624,231 1,276,741 642,196 334,046 1,695,473 109,366 447,215 227,823 504 417,596 374,650
Changes from: September 12, 2023 Total Change is: 16,125
660 -14,834 -237 -23,621 43,413 20,690 2,730 -17,818 499 2,636 -9,502 -123 12,891 -5,963
Percent of Open Interest Represented by Each Category of Trader
2.0 7.3 0.6 55.9 27.2 13.7 7.1 36.1 2.3 9.5 4.9 0.0 8.9 8.0
Number of Traders in Each Category Total Traders: 421
21 35 11 130 64 106 46 82 38 27 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,825,874
Positions
71,255 102,815 1,424 870,025 630,722 299,759 225,817 406,007 18,204 146,462 70,025 759 192,169 296,159
Changes from: September 12, 2023 Total Change is: 44,614
813 -4,980 -440 -14,074 34,273 11,348 43,008 -7,187 -477 3,060 -5,787 -904 2,280 18,768
Percent of Open Interest Represented by Each Category of Trader
3.9 5.6 0.1 47.6 34.5 16.4 12.4 22.2 1.0 8.0 3.8 0.0 10.5 16.2
Number of Traders in Each Category Total Traders: 173
5 14 . 47 50 54 16 24 13 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,154
Positions
0 0 0 0 0 0 3,721 1,054 3,989 528 1,739 0 916 2,372
Changes from: September 12, 2023 Total Change is: 786
0 0 0 0 0 0 962 -271 -250 126 722 0 -52 585
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 40.6 11.5 43.6 5.8 19.0 0.0 10.0 25.9
Number of Traders in Each Category Total Traders: 36
0 0 0 0 0 0 . . . 6 25 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,511,115
Positions
98,232 734,009 23,761 2,631,465 1,025,185 706,515 934,116 2,513,510 56,459 663,224 120,084 3,163 394,180 328,429
Changes from: September 12, 2023 Total Change is: 119,285
22,312 25,385 2,419 13,025 38,785 4,221 60,366 44,612 7,344 19,615 -4,299 1,601 -11,618 -783
Percent of Open Interest Represented by Each Category of Trader
1.8 13.3 0.4 47.7 18.6 12.8 16.9 45.6 1.0 12.0 2.2 0.1 7.2 6.0
Number of Traders in Each Category Total Traders: 402
15 33 11 145 42 94 54 71 35 31 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,465,422
Positions
473,520 292,232 297,483 30,350 64,864 15,124 217,016 349,532 386,973 13,498 1,877 2,451 29,007 54,886
Changes from: September 12, 2023 Total Change is: 7,161
19,641 41,424 10,011 -731 -19,070 1,020 20,695 4,392 -39,849 3,466 532 -423 -6,669 9,124
Percent of Open Interest Represented by Each Category of Trader
32.3 19.9 20.3 2.1 4.4 1.0 14.8 23.9 26.4 0.9 0.1 0.2 2.0 3.7
Number of Traders in Each Category Total Traders: 141
28 30 51 . 4 6 29 33 53 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,814
Positions
4,363 2,946 6,320 464 0 339 729 2,159 3,456 0 538 33 110 23
Changes from: September 12, 2023 Total Change is: 2,108
125 62 1,193 270 0 -6 521 738 -30 0 163 10 25 -22
Percent of Open Interest Represented by Each Category of Trader
27.6 18.6 40.0 2.9 0.0 2.1 4.6 13.7 21.9 0.0 3.4 0.2 0.7 0.1
Number of Traders in Each Category Total Traders: 34
7 8 7 . 0 . 7 7 15 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is10,688,387
Positions
2,523,430 2,760,829 2,067,890 255,526 759,921 883,339 1,856,001 973,588 2,860,087 94,659 228,932 116,522 30,933 37,279
Changes from: September 12, 2023 Total Change is: 20,514
-67,189 90,650 25,346 17,458 41,349 107,263 61,271 -89,246 -146,592 8,931 -25,555 20,352 -6,326 -3,053
Percent of Open Interest Represented by Each Category of Trader
23.6 25.8 19.3 2.4 7.1 8.3 17.4 9.1 26.8 0.9 2.1 1.1 0.3 0.3
Number of Traders in Each Category Total Traders: 877
71 117 141 42 73 64 111 190 181 88 116 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 897,685
Positions
397,380 209,281 180,100 11,488 6,176 9,116 134,149 290,248 162,719 2,265 39,540 93 375 412
Changes from: September 12, 2023 Total Change is: 37,765
4,798 21,483 14,357 2,353 705 1,190 5,968 -7,194 9,087 -54 5,002 -37 103 -6,828
Percent of Open Interest Represented by Each Category of Trader
44.3 23.3 20.1 1.3 0.7 1.0 14.9 32.3 18.1 0.3 4.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 182
33 50 55 . 6 . 35 43 45 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 71,841
Positions
2,788 95 31,343 40 168 0 4,095 16,306 21,529 12,043 886 0 3 1,514
Changes from: September 12, 2023 Total Change is: -693
45 -1,434 -45 0 0 0 -65 -566 -101 -453 37 -74 0 1,490
Percent of Open Interest Represented by Each Category of Trader
3.9 0.1 43.6 0.1 0.2 0.0 5.7 22.7 30.0 16.8 1.2 0.0 0.0 2.1
Number of Traders in Each Category Total Traders: 23
. . . . . 0 . 5 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,644
Positions
7,088 0 1,253 0 469 0 2,414 11,722 2,898 7,991 5,244 0 0 58
Changes from: September 12, 2023 Total Change is: -793
10 0 0 0 0 0 246 -215 -351 -698 -223 0 0 -4
Percent of Open Interest Represented by Each Category of Trader
32.7 0.0 5.8 0.0 2.2 0.0 11.2 54.2 13.4 36.9 24.2 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,670
Positions
620 2,111 65 7,392 850 321 2,204 10,304 2,044 2,763 114 70 1,191 791
Changes from: September 12, 2023 Total Change is: 1,247
90 432 -57 97 -441 -15 544 1,083 273 254 0 4 57 -32
Percent of Open Interest Represented by Each Category of Trader
3.7 12.7 0.4 44.3 5.1 1.9 13.2 61.8 12.3 16.6 0.7 0.4 7.1 4.7
Number of Traders in Each Category Total Traders: 104
5 9 . 8 6 . 18 43 15 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 8,102
Positions
298 426 50 373 838 21 1,422 2,416 1,003 2,276 1,985 227 2,432 1,136
Changes from: September 12, 2023 Total Change is: -658
60 -145 -165 -27 110 -5 -714 -91 -297 423 1 85 -18 -151
Percent of Open Interest Represented by Each Category of Trader
3.7 5.3 0.6 4.6 10.3 0.3 17.6 29.8 12.4 28.1 24.5 2.8 30.0 14.0
Number of Traders in Each Category Total Traders: 93
. . . 4 . . 15 11 7 43 12 .
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Traders in Financial Futures - Futures Only Positions as of September 19, 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 4,560
Positions
472 216 14 272 959 0 1,490 2,355 371 1,457 126 0 484 519
Changes from: September 12, 2023 Total Change is: -621
-4 61 -2 19 -157 0 -765 -602 161 16 0 0 -46 -82
Percent of Open Interest Represented by Each Category of Trader
10.4 4.7 0.3 6.0 21.0 0.0 32.7 51.6 8.1 32.0 2.8 0.0 10.6 11.4
Number of Traders in Each Category Total Traders: 69
6 5 . . . 0 17 26 10 7 . 0
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Traders in Financial Futures - Futures Only Positions as of September 19, 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 10,956
Positions
885 65 1,342 59 712 0 1,727 4,256 216 6,107 3,897 135 485 333
Changes from: September 12, 2023 Total Change is: -1,695
-1,476 65 741 59 -108 0 11 109 -958 -75 -1,591 0 3 47
Percent of Open Interest Represented by Each Category of Trader
8.1 0.6 12.2 0.5 6.5 0.0 15.8 38.8 2.0 55.7 35.6 1.2 4.4 3.0
Number of Traders in Each Category Total Traders: 77
. . . . . 0 6 8 . 41 18 .
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Traders in Financial Futures - Futures Only Positions as of September 19, 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 39,249
Positions
0 21,287 0 18,552 1,233 732 11,601 10,696 686 3,386 2,034 0 4,292 2,581
Changes from: September 12, 2023 Total Change is: -1,733
0 11,205 0 260 276 -14 363 -10,067 -2,008 -109 -845 -7 -218 -273
Percent of Open Interest Represented by Each Category of Trader
0.0 54.2 0.0 47.3 3.1 1.9 29.6 27.3 1.7 8.6 5.2 0.0 10.9 6.6
Number of Traders in Each Category Total Traders: 104
0 . 0 15 6 . 28 24 . 15 14 0
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Traders in Financial Futures - Futures Only Positions as of September 19, 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 440,059
Positions
67,422 40,342 22,331 93,851 86,035 54,232 81,269 109,882 73,283 7,661 8,376 15,902 24,108 29,676
Changes from: September 12, 2023 Total Change is: 21,987
8,105 4,833 2,569 -1,276 3,130 6,352 1,581 -1,922 9,473 2,440 -2 -4,141 -3,116 1,695
Percent of Open Interest Represented by Each Category of Trader
15.3 9.2 5.1 21.3 19.6 12.3 18.5 25.0 16.7 1.7 1.9 3.6 5.5 6.7
Number of Traders in Each Category Total Traders: 223
18 9 20 29 31 26 40 53 63 14 15 24
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Traders in Financial Futures - Futures Only Positions as of September 19, 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 66,654
Positions
46,310 46,219 4,445 9,391 2,930 563 5,075 11,879 271 242 190 57 300 100
Changes from: September 12, 2023 Total Change is: 1,462
-735 0 1,613 -41 68 -68 721 6 0 27 -69 1 -56 -89
Percent of Open Interest Represented by Each Category of Trader
69.5 69.3 6.7 14.1 4.4 0.8 7.6 17.8 0.4 0.4 0.3 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 37
5 . . 11 . . 6 5 . . . .
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Updated September 22, 2023