Traders in Financial Futures - Futures Only Positions as of September 26, 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 175,848
Positions
85,576 37,651 182 28,898 51,197 5,096 13,248 45,812 3,872 5,123 1,062 54 33,799 30,922
Changes from: September 19, 2023 Total Change is: -70,999
6,172 27,596 -67,338 2,384 -27,924 43 -8,954 4,100 -1,898 516 0 10 -1,934 -5,588
Percent of Open Interest Represented by Each Category of Trader
48.7 21.4 0.1 16.4 29.1 2.9 7.5 26.1 2.2 2.9 0.6 0.0 19.2 17.6
Number of Traders in Each Category Total Traders: 104
7 6 . 16 22 10 17 28 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 53,900
Positions
23,094 678 189 5,657 23,383 0 14,053 8,295 14 1,351 0 0 9,542 21,341
Changes from: September 19, 2023 Total Change is: 7,262
5,197 678 189 -472 1,484 -10 2,314 747 0 -240 0 0 284 4,174
Percent of Open Interest Represented by Each Category of Trader
42.8 1.3 0.4 10.5 43.4 0.0 26.1 15.4 0.0 2.5 0.0 0.0 17.7 39.6
Number of Traders in Each Category Total Traders: 51
8 . . 5 13 0 12 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 227,843
Positions
44,962 26,964 4,560 43,947 105,714 3,803 95,373 41,292 8,817 0 3,330 0 26,381 33,363
Changes from: September 19, 2023 Total Change is: 36,726
37,796 -8,325 3,577 -12,706 31,387 -698 10,580 6,229 -694 0 499 0 -1,129 4,751
Percent of Open Interest Represented by Each Category of Trader
19.7 11.8 2.0 19.3 46.4 1.7 41.9 18.1 3.9 0.0 1.5 0.0 11.6 14.6
Number of Traders in Each Category Total Traders: 127
8 6 . 14 37 11 34 24 20 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 285,974
Positions
100,800 7,355 682 72,874 125,877 3,948 55,409 90,441 8,938 8,184 2,879 0 35,139 45,854
Changes from: September 19, 2023 Total Change is: 20,114
6,773 896 -225 2,866 5,562 299 5,652 9,285 2,478 -63 -1,404 -15 2,349 3,238
Percent of Open Interest Represented by Each Category of Trader
35.2 2.6 0.2 25.5 44.0 1.4 19.4 31.6 3.1 2.9 1.0 0.0 12.3 16.0
Number of Traders in Each Category Total Traders: 147
13 . . 23 32 13 28 35 14 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 699,271
Positions
16,961 397,230 2,667 441,783 123,649 22,586 76,453 64,578 18,649 33,213 8,961 4,792 82,167 56,159
Changes from: September 19, 2023 Total Change is: 3,928
-1,796 -12,803 978 -7,510 9,220 645 10,851 3,838 979 -206 331 -68 55 808
Percent of Open Interest Represented by Each Category of Trader
2.4 56.8 0.4 63.2 17.7 3.2 10.9 9.2 2.7 4.7 1.3 0.7 11.8 8.0
Number of Traders in Each Category Total Traders: 290
10 17 5 107 37 46 43 42 26 26 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 29,015
Positions
0 10,368 0 13,969 4,560 2,467 704 7,222 0 0 0 0 11,875 4,398
Changes from: September 19, 2023 Total Change is: -380
0 -3 0 -495 -3,710 0 -76 3,998 0 0 0 0 191 -665
Percent of Open Interest Represented by Each Category of Trader
0.0 35.7 0.0 48.1 15.7 8.5 2.4 24.9 0.0 0.0 0.0 0.0 40.9 15.2
Number of Traders in Each Category Total Traders: 28
0 . 0 15 4 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 211,882
Positions
123,390 3,465 52 32,821 129,509 4,351 28,268 37,340 1,218 1,270 0 0 20,512 35,947
Changes from: September 19, 2023 Total Change is: -9,347
-6,165 1,865 -601 534 -7,637 454 -944 -3,128 -2,792 -882 -926 0 1,049 3,418
Percent of Open Interest Represented by Each Category of Trader
58.2 1.6 0.0 15.5 61.1 2.1 13.3 17.6 0.6 0.6 0.0 0.0 9.7 17.0
Number of Traders in Each Category Total Traders: 97
9 4 . 10 27 9 19 26 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 216,906
Positions
3,512 49,089 187 126,776 6,817 2,172 71,297 39,796 1,450 4,925 114,810 0 6,587 2,585
Changes from: September 19, 2023 Total Change is: -3,801
1,942 -2,631 -46 -5,575 -1,758 225 596 573 -916 28 714 0 -55 38
Percent of Open Interest Represented by Each Category of Trader
1.6 22.6 0.1 58.4 3.1 1.0 32.9 18.3 0.7 2.3 52.9 0.0 3.0 1.2
Number of Traders in Each Category Total Traders: 160
4 7 . 25 11 6 57 28 6 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 55,588
Positions
1,225 19,063 11,091 22,150 2,830 30 12,049 16,246 1,353 3,461 3,326 0 4,229 1,649
Changes from: September 19, 2023 Total Change is: 15,645
-179 1,137 10,469 7,950 715 -30 -3,434 2,589 940 -170 -510 0 99 335
Percent of Open Interest Represented by Each Category of Trader
2.2 34.3 20.0 39.8 5.1 0.1 21.7 29.2 2.4 6.2 6.0 0.0 7.6 3.0
Number of Traders in Each Category Total Traders: 76
. 4 . 15 7 . 18 12 5 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 50,757
Positions
29,343 3,882 69 6,400 27,680 381 10,650 11,556 857 700 735 17 2,340 5,580
Changes from: September 19, 2023 Total Change is: -1,831
-4,688 3,691 4 -182 -6,631 65 2,770 1,133 585 269 -235 -1 -653 -442
Percent of Open Interest Represented by Each Category of Trader
57.8 7.6 0.1 12.6 54.5 0.8 21.0 22.8 1.7 1.4 1.4 0.0 4.6 11.0
Number of Traders in Each Category Total Traders: 90
8 . . 10 22 4 16 26 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 9,949
Positions
680 278 24 5,582 2,561 77 2,117 4,901 74 368 0 0 1,027 2,034
Changes from: September 19, 2023 Total Change is: 2,864
-45 158 -4 3,739 -12 0 -631 2,569 -61 100 0 0 -234 214
Percent of Open Interest Represented by Each Category of Trader
6.8 2.8 0.2 56.1 25.7 0.8 21.3 49.3 0.7 3.7 0.0 0.0 10.3 20.4
Number of Traders in Each Category Total Traders: 31
. . . . 5 . 7 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 92,551
Positions
37,899 21,965 1,053 15,482 14,970 365 13,959 22,281 2,248 6,973 17,243 2 14,570 12,424
Changes from: September 19, 2023 Total Change is: 5,559
1,631 -2,759 114 -1,455 2,931 18 3,597 7,544 -1,057 1,037 -1,242 2 1,672 8
Percent of Open Interest Represented by Each Category of Trader
40.9 23.7 1.1 16.7 16.2 0.4 15.1 24.1 2.4 7.5 18.6 0.0 15.7 13.4
Number of Traders in Each Category Total Traders: 94
15 10 4 17 9 4 18 19 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 92,551
Positions
37,899 21,965 1,053 15,482 14,970 365 13,959 22,281 2,248 6,973 17,243 2 14,570 12,424
Changes from: September 19, 2023 Total Change is: 5,559
1,631 -2,759 114 -1,455 2,931 18 3,597 7,544 -1,057 1,037 -1,242 2 1,672 8
Percent of Open Interest Represented by Each Category of Trader
40.9 23.7 1.1 16.7 16.2 0.4 15.1 24.1 2.4 7.5 18.6 0.0 15.7 13.4
Number of Traders in Each Category Total Traders: 94
15 10 4 17 9 4 18 19 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 45,064
Positions
9,290 29,019 0 28,112 5,373 2,279 3,030 7,246 0 0 0 0 2,353 1,147
Changes from: September 19, 2023 Total Change is: 519
-217 -1,782 0 1,402 0 -76 -559 2,252 0 0 0 0 -31 125
Percent of Open Interest Represented by Each Category of Trader
20.6 64.4 0.0 62.4 11.9 5.1 6.7 16.1 0.0 0.0 0.0 0.0 5.2 2.5
Number of Traders in Each Category Total Traders: 43
4 6 0 20 5 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 2,150,244
Positions
254,675 691,293 20,949 1,106,462 345,513 207,203 151,252 437,942 44,879 101,775 165,010 4,193 258,856 233,262
Changes from: September 19, 2023 Total Change is: 42,856
4,031 243 1,226 -60,735 43,439 5,159 54,199 19,088 8,528 18,821 -35,724 781 10,846 116
Percent of Open Interest Represented by Each Category of Trader
11.8 32.1 1.0 51.5 16.1 9.6 7.0 20.4 2.1 4.7 7.7 0.2 12.0 10.8
Number of Traders in Each Category Total Traders: 520
28 42 18 174 67 108 76 86 61 28 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 17,552
Positions
4,873 6,538 0 8,233 6,818 1,025 1,848 415 0 0 0 0 1,573 2,756
Changes from: September 19, 2023 Total Change is: -642
-531 2,555 0 -305 -2,953 0 109 -518 0 0 0 0 85 274
Percent of Open Interest Represented by Each Category of Trader
27.8 37.2 0.0 46.9 38.8 5.8 10.5 2.4 0.0 0.0 0.0 0.0 9.0 15.7
Number of Traders in Each Category Total Traders: 23
4 7 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 24,915
Positions
1,556 20,150 0 16,439 1,852 0 4,079 1,318 0 0 0 0 2,841 1,595
Changes from: September 19, 2023 Total Change is: 1,579
-455 1,603 0 2,119 4 0 416 -365 0 0 0 0 -501 337
Percent of Open Interest Represented by Each Category of Trader
6.2 80.9 0.0 66.0 7.4 0.0 16.4 5.3 0.0 0.0 0.0 0.0 11.4 6.4
Number of Traders in Each Category Total Traders: 37
. 8 0 13 . 0 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 2,137,648
Positions
254,675 692,069 19,914 1,104,973 345,475 206,646 154,815 438,427 39,183 102,859 165,010 3,003 251,580 227,921
Changes from: September 19, 2023 Total Change is: 39,702
4,347 1,145 191 -60,569 43,614 5,160 56,370 19,684 5,869 19,905 -35,061 -409 8,838 -491
Percent of Open Interest Represented by Each Category of Trader
11.9 32.4 0.9 51.7 16.2 9.7 7.2 20.5 1.8 4.8 7.7 0.1 11.8 10.7
Number of Traders in Each Category Total Traders: 511
28 42 17 170 66 105 74 84 58 28 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 33,593
Positions
22,865 31,011 0 8,322 880 0 465 431 0 0 0 0 1,941 1,271
Changes from: September 19, 2023 Total Change is: 990
39 967 0 940 0 0 7 -88 0 0 0 0 4 111
Percent of Open Interest Represented by Each Category of Trader
68.1 92.3 0.0 24.8 2.6 0.0 1.4 1.3 0.0 0.0 0.0 0.0 5.8 3.8
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 26, 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 35,344
Positions
5,998 12,689 0 24,650 6,248 132 1,952 14,406 50 0 0 0 2,562 1,819
Changes from: September 19, 2023 Total Change is: -863
-268 -2,480 0 -1,122 4,424 -353 479 13 -7 0 0 0 408 -2,460
Percent of Open Interest Represented by Each Category of Trader
17.0 35.9 0.0 69.7 17.7 0.4 5.5 40.8 0.1 0.0 0.0 0.0 7.2 5.1
Number of Traders in Each Category Total Traders: 32
4 6 0 9 4 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 125,959
Positions
10,352 2,593 0 18,379 3,867 2,077 20,891 51,671 439 1,062 11,902 0 72,759 53,410
Changes from: September 19, 2023 Total Change is: 31,537
7,191 1,332 0 -578 -668 -1,096 7,939 23,692 -3,065 1,062 5,276 0 20,084 6,066
Percent of Open Interest Represented by Each Category of Trader
8.2 2.1 0.0 14.6 3.1 1.6 16.6 41.0 0.3 0.8 9.4 0.0 57.8 42.4
Number of Traders in Each Category Total Traders: 25
. . 0 9 . 5 4 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 358,373
Positions
111,469 117,089 141,045 0 38,000 0 31,415 8,832 46,519 24,277 0 0 3,648 6,888
Changes from: September 19, 2023 Total Change is: 3,750
5,550 4,750 -1,500 0 0 0 -800 0 500 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.1 32.7 39.4 0.0 10.6 0.0 8.8 2.5 13.0 6.8 0.0 0.0 1.0 1.9
Number of Traders in Each Category Total Traders: 33
10 9 17 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 38,498
Positions
4,782 8,036 22 21,456 21,995 2,029 2,099 1,085 6 0 0 0 8,104 5,325
Changes from: September 19, 2023 Total Change is: -951
34 -683 22 -1,572 800 -204 327 -1,134 2 0 -439 0 440 685
Percent of Open Interest Represented by Each Category of Trader
12.4 20.9 0.1 55.7 57.1 5.3 5.5 2.8 0.0 0.0 0.0 0.0 21.1 13.8
Number of Traders in Each Category Total Traders: 56
5 5 . 26 12 11 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 248,727
Positions
44,823 66,683 3,013 84,713 25,951 6,245 38,317 70,025 8,145 18,048 26,369 116 45,309 42,182
Changes from: September 19, 2023 Total Change is: 6,772
3,068 -6,275 194 -3,165 6,505 -1,653 -6,549 4,590 3,535 6,565 -1,780 43 4,735 1,614
Percent of Open Interest Represented by Each Category of Trader
18.0 26.8 1.2 34.1 10.4 2.5 15.4 28.2 3.3 7.3 10.6 0.0 18.2 17.0
Number of Traders in Each Category Total Traders: 334
20 31 10 77 31 39 42 76 28 28 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 241,018
Positions
44,788 67,322 2,258 84,538 26,015 6,082 41,194 69,386 4,318 17,791 25,734 103 39,946 39,800
Changes from: September 19, 2023 Total Change is: 4,766
3,038 -5,816 -181 -3,280 6,502 -1,632 -4,776 3,956 1,947 6,445 -1,963 40 3,165 1,913
Percent of Open Interest Represented by Each Category of Trader
18.6 27.9 0.9 35.1 10.8 2.5 17.1 28.8 1.8 7.4 10.7 0.0 16.6 16.5
Number of Traders in Each Category Total Traders: 306
19 29 9 73 31 37 38 70 23 19 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 77,092
Positions
7,893 1,151 0 3,262 873 111 4,650 39,814 4,849 2,570 6,347 130 53,627 23,817
Changes from: September 19, 2023 Total Change is: 20,062
4,068 -827 -17 932 -186 10 -4,511 19,561 2,655 1,199 1,826 30 15,696 -2,990
Percent of Open Interest Represented by Each Category of Trader
10.2 1.5 0.0 4.2 1.1 0.1 6.0 51.6 6.3 3.3 8.2 0.2 69.6 30.9
Number of Traders in Each Category Total Traders: 47
. . 0 6 . . 9 14 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 462,477
Positions
119,259 83,316 8,628 166,934 155,137 40,762 71,947 108,636 6,923 22,634 36,011 425 24,965 22,639
Changes from: September 19, 2023 Total Change is: 17,984
1,189 -1,223 940 -2,755 5,073 1,290 13,206 9,381 1,317 2,623 330 22 152 854
Percent of Open Interest Represented by Each Category of Trader
25.8 18.0 1.9 36.1 33.5 8.8 15.6 23.5 1.5 4.9 7.8 0.1 5.4 4.9
Number of Traders in Each Category Total Traders: 339
31 23 . 78 67 45 46 69 29 7 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 15,780
Positions
3,268 8,516 0 11,114 6,046 0 378 523 0 0 0 0 1,020 695
Changes from: September 19, 2023 Total Change is: 3,087
211 3,252 0 2,678 1 0 0 0 0 0 0 0 198 -166
Percent of Open Interest Represented by Each Category of Trader
20.7 54.0 0.0 70.4 38.3 0.0 2.4 3.3 0.0 0.0 0.0 0.0 6.5 4.4
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 26, 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 15,483
Positions
0 11,175 0 9,967 400 10 1,369 1,108 0 364 827 0 3,773 1,963
Changes from: September 19, 2023 Total Change is: -759
0 -52 0 -73 100 3 -436 -275 0 -201 -26 -11 -41 -498
Percent of Open Interest Represented by Each Category of Trader
0.0 72.2 0.0 64.4 2.6 0.1 8.8 7.2 0.0 2.4 5.3 0.0 24.4 12.7
Number of Traders in Each Category Total Traders: 23
0 5 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 53,690
Positions
12,020 17,064 631 18,594 1,830 566 12,266 4,284 514 1,435 3,326 0 7,664 25,475
Changes from: September 19, 2023 Total Change is: 612
1,150 836 -1 -1,135 -740 30 -90 -3,409 354 -45 652 0 349 2,890
Percent of Open Interest Represented by Each Category of Trader
22.4 31.8 1.2 34.6 3.4 1.1 22.8 8.0 1.0 2.7 6.2 0.0 14.3 47.4
Number of Traders in Each Category Total Traders: 55
13 4 . 11 . 5 11 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 385,911
Positions
33,317 199,554 2,420 253,821 82,156 36,756 28,827 19,277 2,740 18,736 36,208 619 8,675 6,181
Changes from: September 19, 2023 Total Change is: 1,910
960 -3,076 -110 -4,872 9,618 -919 7,450 -1,344 -139 212 -1,588 0 -672 -532
Percent of Open Interest Represented by Each Category of Trader
8.6 51.7 0.6 65.8 21.3 9.5 7.5 5.0 0.7 4.9 9.4 0.2 2.2 1.6
Number of Traders in Each Category Total Traders: 198
14 13 5 80 46 35 22 14 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,047,115
Positions
88,489 487,110 14,541 613,022 321,231 104,409 106,995 61,941 7,651 65,021 33,031 2,044 44,943 15,157
Changes from: September 19, 2023 Total Change is: -5,810
-10,904 -24,221 449 -8,403 11,655 -1,331 3,815 2,042 -94 -4,711 3,733 197 15,172 1,760
Percent of Open Interest Represented by Each Category of Trader
8.5 46.5 1.4 58.5 30.7 10.0 10.2 5.9 0.7 6.2 3.2 0.2 4.3 1.4
Number of Traders in Each Category Total Traders: 402
26 19 8 154 74 75 54 35 21 26 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 228,607
Positions
11,860 149,759 38,036 48,235 0 1,748 94,548 5,639 27,762 5,968 5,469 140 310 54
Changes from: September 19, 2023 Total Change is: 5,905
-222 -534 4,032 5,439 0 -300 -5,809 -97 2,804 115 0 0 -154 0
Percent of Open Interest Represented by Each Category of Trader
5.2 65.5 16.6 21.1 0.0 0.8 41.4 2.5 12.1 2.6 2.4 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
8 28 16 17 0 . 32 6 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,405,064
Positions
37,854 176,283 2,449 837,499 280,374 171,674 35,427 531,917 31,982 83,499 69,498 231 204,449 140,656
Changes from: September 19, 2023 Total Change is: 41,586
2,966 -5,111 1,451 24,889 33,183 -7,917 4,848 16,920 2,504 -4,248 3,261 0 17,093 -2,705
Percent of Open Interest Represented by Each Category of Trader
2.7 12.5 0.2 59.6 20.0 12.2 2.5 37.9 2.3 5.9 4.9 0.0 14.6 10.0
Number of Traders in Each Category Total Traders: 214
8 17 4 69 38 64 18 46 18 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,540,433
Positions
11,365 67,618 4,423 912,575 294,566 267,261 90,535 715,778 15,144 51,339 26,820 0 187,791 148,823
Changes from: September 19, 2023 Total Change is: -6,105
2,564 -1,567 -2,869 -9,439 5,527 -5,171 2,154 -7,605 1,330 -3,370 -4,645 0 8,696 8,895
Percent of Open Interest Represented by Each Category of Trader
0.7 4.4 0.3 59.2 19.1 17.3 5.9 46.5 1.0 3.3 1.7 0.0 12.2 9.7
Number of Traders in Each Category Total Traders: 167
4 8 . 72 31 57 11 29 9 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 3,903,502
Positions
145,352 385,834 5,248 1,734,363 538,859 314,638 878,193 2,233,583 93,573 438,039 167,377 25,008 269,088 139,382
Changes from: September 19, 2023 Total Change is: 171,120
-7,171 35,018 170 14,449 9,436 7,667 113,130 105,670 22,637 9,427 -5,121 161 10,650 -4,518
Percent of Open Interest Represented by Each Category of Trader
3.7 9.9 0.1 44.4 13.8 8.1 22.5 57.2 2.4 11.2 4.3 0.6 6.9 3.6
Number of Traders in Each Category Total Traders: 448
35 21 7 154 45 94 76 59 29 48 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 4,767,698
Positions
95,716 354,510 56,635 2,626,414 1,255,593 650,971 317,561 1,747,171 102,073 483,311 218,083 627 434,390 382,035
Changes from: September 19, 2023 Total Change is: 70,541
-167 10,226 30,515 2,183 -21,148 8,775 -16,485 51,698 -7,293 36,096 -9,740 123 16,794 7,385
Percent of Open Interest Represented by Each Category of Trader
2.0 7.4 1.2 55.1 26.3 13.7 6.7 36.6 2.1 10.1 4.6 0.0 9.1 8.0
Number of Traders in Each Category Total Traders: 427
19 35 11 134 63 106 48 81 43 33 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,860,484
Positions
70,608 113,714 1,376 898,658 644,309 296,682 213,707 416,424 21,764 158,181 82,179 1,062 198,446 282,974
Changes from: September 19, 2023 Total Change is: 34,610
-647 10,899 -48 28,633 13,587 -3,077 -12,110 10,417 3,560 11,719 12,154 303 6,277 -13,185
Percent of Open Interest Represented by Each Category of Trader
3.8 6.1 0.1 48.3 34.6 15.9 11.5 22.4 1.2 8.5 4.4 0.1 10.7 15.2
Number of Traders in Each Category Total Traders: 174
5 13 4 46 52 56 12 29 14 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 4,304
Positions
0 0 0 0 0 0 2,551 281 153 679 1,430 0 921 2,440
Changes from: September 19, 2023 Total Change is: -4,850
0 0 0 0 0 0 -1,170 -773 -3,836 151 -309 0 5 68
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 59.3 6.5 3.6 15.8 33.2 0.0 21.4 56.7
Number of Traders in Each Category Total Traders: 32
0 0 0 0 0 0 . . . 6 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 5,579,726
Positions
113,890 813,983 11,842 2,690,428 1,007,508 726,685 926,288 2,498,722 61,936 643,513 115,083 884 404,260 343,083
Changes from: September 19, 2023 Total Change is: 68,611
15,658 79,974 -11,919 58,963 -17,677 20,170 -7,828 -14,788 5,477 -19,711 -5,001 -2,279 10,080 14,654
Percent of Open Interest Represented by Each Category of Trader
2.0 14.6 0.2 48.2 18.1 13.0 16.6 44.8 1.1 11.5 2.1 0.0 7.2 6.1
Number of Traders in Each Category Total Traders: 400
19 32 9 147 42 95 55 66 37 30 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,630,236
Positions
479,985 298,220 376,479 47,901 76,467 35,398 227,418 358,207 428,264 2,453 2,889 1,801 30,537 52,511
Changes from: September 19, 2023 Total Change is: 164,814
6,465 5,988 78,996 17,551 11,603 20,274 10,402 8,675 41,291 -11,045 1,012 -650 1,530 -2,375
Percent of Open Interest Represented by Each Category of Trader
29.4 18.3 23.1 2.9 4.7 2.2 14.0 22.0 26.3 0.2 0.2 0.1 1.9 3.2
Number of Traders in Each Category Total Traders: 143
31 31 54 . 6 7 30 35 51 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 13,807
Positions
4,374 3,484 5,551 276 105 242 598 1,348 2,669 0 306 33 64 69
Changes from: September 19, 2023 Total Change is: -2,007
11 538 -769 -188 105 -97 -131 -811 -787 0 -232 0 -46 46
Percent of Open Interest Represented by Each Category of Trader
31.7 25.2 40.2 2.0 0.8 1.8 4.3 9.8 19.3 0.0 2.2 0.2 0.5 0.5
Number of Traders in Each Category Total Traders: 30
9 5 6 . . . 4 9 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,718,980
Positions
2,249,182 2,563,816 1,523,962 233,775 678,394 961,795 1,882,987 1,011,083 2,639,669 82,425 189,916 115,793 29,392 34,552
Changes from: September 19, 2023 Total Change is: -969,407
-274,248 -197,013 -543,928 -21,751 -81,527 78,456 26,986 37,495 -220,418 -12,234 -39,016 -729 -1,541 -2,727
Percent of Open Interest Represented by Each Category of Trader
23.1 26.4 15.7 2.4 7.0 9.9 19.4 10.4 27.2 0.8 2.0 1.2 0.3 0.4
Number of Traders in Each Category Total Traders: 863
69 114 139 41 74 62 113 190 186 81 123 88
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 984,767
Positions
438,472 239,989 207,687 23,463 5,998 5,182 128,892 306,649 178,050 2,393 40,728 73 555 411
Changes from: September 19, 2023 Total Change is: 87,082
41,092 30,708 27,587 11,975 -178 -3,934 -5,257 16,401 15,331 128 1,188 -20 180 -1
Percent of Open Interest Represented by Each Category of Trader
44.5 24.4 21.1 2.4 0.6 0.5 13.1 31.1 18.1 0.2 4.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 187
36 51 57 . 6 . 28 50 43 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 68,757
Positions
2,788 95 31,343 40 168 0 4,025 16,847 19,415 11,143 889 0 3 0
Changes from: September 19, 2023 Total Change is: -3,084
0 0 0 0 0 0 -70 541 -2,114 -900 3 0 0 -1,514
Percent of Open Interest Represented by Each Category of Trader
4.1 0.1 45.6 0.1 0.2 0.0 5.9 24.5 28.2 16.2 1.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 . 5 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 21,735
Positions
6,988 0 1,253 0 469 0 3,045 12,171 2,458 7,991 5,326 0 0 58
Changes from: September 19, 2023 Total Change is: 91
-100 0 0 0 0 0 631 449 -440 0 82 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.2 0.0 5.8 0.0 2.2 0.0 14.0 56.0 11.3 36.8 24.5 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 26, 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 14,844
Positions
433 1,859 85 7,168 1,093 433 1,594 8,220 1,619 1,852 114 460 1,200 961
Changes from: September 19, 2023 Total Change is: -1,826
-187 -252 20 -224 243 112 -610 -2,084 -425 -911 0 390 9 170
Percent of Open Interest Represented by Each Category of Trader
2.9 12.5 0.6 48.3 7.4 2.9 10.7 55.4 10.9 12.5 0.8 3.1 8.1 6.5
Number of Traders in Each Category Total Traders: 106
4 8 4 8 6 . 16 49 13 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 8,690
Positions
338 435 113 319 806 23 1,590 2,629 1,738 2,296 1,574 71 2,202 1,301
Changes from: September 19, 2023 Total Change is: 588
40 9 63 -54 -32 2 168 213 735 20 -411 -156 -230 165
Percent of Open Interest Represented by Each Category of Trader
3.9 5.0 1.3 3.7 9.3 0.3 18.3 30.3 20.0 26.4 18.1 0.8 25.3 15.0
Number of Traders in Each Category Total Traders: 86
. . . 4 . . 15 9 5 37 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 4,647
Positions
360 124 0 276 1,211 0 2,195 2,184 324 950 160 0 542 644
Changes from: September 19, 2023 Total Change is: 87
-112 -92 -14 4 252 0 705 -171 -47 -507 34 0 58 125
Percent of Open Interest Represented by Each Category of Trader
7.7 2.7 0.0 5.9 26.1 0.0 47.2 47.0 7.0 20.4 3.4 0.0 11.7 13.9
Number of Traders in Each Category Total Traders: 61
4 . 0 . 4 0 17 23 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 12,868
Positions
1,226 1,498 1,260 46 712 0 1,644 4,115 1,072 7,051 3,708 135 434 368
Changes from: September 19, 2023 Total Change is: 1,912
341 1,433 -82 -13 0 0 -83 -141 856 944 -189 0 -51 35
Percent of Open Interest Represented by Each Category of Trader
9.5 11.6 9.8 0.4 5.5 0.0 12.8 32.0 8.3 54.8 28.8 1.0 3.4 2.9
Number of Traders in Each Category Total Traders: 81
. . . . . 0 5 10 . 41 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 42,373
Positions
50 22,618 0 19,113 904 679 13,370 12,204 691 3,593 2,278 0 4,877 2,999
Changes from: September 19, 2023 Total Change is: 3,124
50 1,331 0 561 -329 -53 1,769 1,508 5 207 244 0 585 418
Percent of Open Interest Represented by Each Category of Trader
0.1 53.4 0.0 45.1 2.1 1.6 31.6 28.8 1.6 8.5 5.4 0.0 11.5 7.1
Number of Traders in Each Category Total Traders: 102
. . 0 14 5 . 29 21 4 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 384,930
Positions
60,567 24,188 13,528 88,983 74,398 50,284 55,756 101,177 70,095 4,342 4,089 16,648 24,727 30,523
Changes from: September 19, 2023 Total Change is: -55,129
-6,855 -16,154 -8,803 -4,868 -11,637 -3,948 -25,513 -8,705 -3,188 -3,319 -4,287 746 619 847
Percent of Open Interest Represented by Each Category of Trader
15.7 6.3 3.5 23.1 19.3 13.1 14.5 26.3 18.2 1.1 1.1 4.3 6.4 7.9
Number of Traders in Each Category Total Traders: 215
15 14 18 27 33 31 37 51 58 11 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 62,030
Positions
47,918 45,392 0 9,393 5,602 490 3,689 10,271 0 277 209 7 256 59
Changes from: September 19, 2023 Total Change is: -4,624
1,608 -827 -4,445 2 2,672 -73 -1,386 -1,608 -271 35 19 -50 -44 -41
Percent of Open Interest Represented by Each Category of Trader
77.2 73.2 0.0 15.1 9.0 0.8 5.9 16.6 0.0 0.4 0.3 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 39
5 . 0 12 . . 5 6 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 29, 2023