Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 189,443
Positions
88,271 38,126 169 29,974 58,028 4,671 19,683 48,807 3,205 6,520 1,057 61 36,889 35,319
Changes from: September 26, 2023 Total Change is: 13,595
2,695 475 -13 1,076 6,831 -425 6,435 2,995 -667 1,397 -5 7 3,090 4,397
Percent of Open Interest Represented by Each Category of Trader
46.6 20.1 0.1 15.8 30.6 2.5 10.4 25.8 1.7 3.4 0.6 0.0 19.5 18.6
Number of Traders in Each Category Total Traders: 108
9 5 . 15 25 12 17 27 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 58,673
Positions
27,737 608 274 5,832 26,469 0 14,417 11,634 32 1,351 0 0 9,030 19,656
Changes from: September 26, 2023 Total Change is: 4,773
4,643 -70 85 175 3,086 0 364 3,339 18 0 0 0 -512 -1,685
Percent of Open Interest Represented by Each Category of Trader
47.3 1.0 0.5 9.9 45.1 0.0 24.6 19.8 0.1 2.3 0.0 0.0 15.4 33.5
Number of Traders in Each Category Total Traders: 55
8 . . 4 15 0 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 241,045
Positions
68,310 22,847 4,564 41,168 121,730 3,224 90,486 40,916 8,615 0 3,606 0 24,678 35,543
Changes from: September 26, 2023 Total Change is: 13,202
23,348 -4,117 4 -2,779 16,016 -579 -4,887 -376 -202 0 276 0 -1,703 2,180
Percent of Open Interest Represented by Each Category of Trader
28.3 9.5 1.9 17.1 50.5 1.3 37.5 17.0 3.6 0.0 1.5 0.0 10.2 14.7
Number of Traders in Each Category Total Traders: 127
8 6 4 12 38 11 33 25 21 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 282,682
Positions
89,363 10,770 729 73,374 112,561 3,442 61,438 103,308 8,100 8,492 2,147 0 37,744 41,625
Changes from: September 26, 2023 Total Change is: -3,292
-11,437 3,415 47 500 -13,316 -506 6,029 12,867 -838 308 -732 0 2,605 -4,229
Percent of Open Interest Represented by Each Category of Trader
31.6 3.8 0.3 26.0 39.8 1.2 21.7 36.5 2.9 3.0 0.8 0.0 13.4 14.7
Number of Traders in Each Category Total Traders: 155
13 5 . 23 32 14 27 41 15 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 702,433
Positions
16,667 384,966 1,838 439,608 132,872 23,344 82,368 69,165 19,194 32,155 9,604 4,827 82,432 56,623
Changes from: September 26, 2023 Total Change is: 3,162
-294 -12,264 -829 -2,175 9,223 758 5,915 4,587 545 -1,058 643 35 265 464
Percent of Open Interest Represented by Each Category of Trader
2.4 54.8 0.3 62.6 18.9 3.3 11.7 9.8 2.7 4.6 1.4 0.7 11.7 8.1
Number of Traders in Each Category Total Traders: 293
9 17 5 107 39 46 43 46 27 24 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,904
Positions
0 10,356 0 13,928 4,041 2,467 752 8,644 0 0 0 0 11,757 3,396
Changes from: September 26, 2023 Total Change is: -111
0 -12 0 -41 -519 0 48 1,422 0 0 0 0 -118 -1,002
Percent of Open Interest Represented by Each Category of Trader
0.0 35.8 0.0 48.2 14.0 8.5 2.6 29.9 0.0 0.0 0.0 0.0 40.7 11.7
Number of Traders in Each Category Total Traders: 30
0 . 0 15 4 6 . 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 207,782
Positions
110,880 2,056 0 35,531 117,596 4,262 32,625 46,506 1,391 2,403 2 0 20,690 35,969
Changes from: September 26, 2023 Total Change is: -4,100
-12,510 -1,409 -52 2,710 -11,913 -89 4,357 9,166 173 1,133 2 0 178 22
Percent of Open Interest Represented by Each Category of Trader
53.4 1.0 0.0 17.1 56.6 2.1 15.7 22.4 0.7 1.2 0.0 0.0 10.0 17.3
Number of Traders in Each Category Total Traders: 100
9 4 0 11 26 8 18 28 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 212,539
Positions
7,365 49,361 368 120,347 4,226 1,004 71,802 36,887 1,390 4,277 116,051 0 5,986 3,252
Changes from: September 26, 2023 Total Change is: -4,367
3,853 272 181 -6,429 -2,591 -1,168 505 -2,909 -60 -648 1,241 0 -601 667
Percent of Open Interest Represented by Each Category of Trader
3.5 23.2 0.2 56.6 2.0 0.5 33.8 17.4 0.7 2.0 54.6 0.0 2.8 1.5
Number of Traders in Each Category Total Traders: 154
5 7 . 22 11 5 55 26 7 9 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,033
Positions
3,833 23,943 1,502 18,318 2,891 30 10,916 7,818 0 3,546 2,967 0 2,888 1,882
Changes from: September 26, 2023 Total Change is: -14,555
2,608 4,880 -9,589 -3,832 61 0 -1,133 -8,428 -1,353 85 -359 0 -1,341 233
Percent of Open Interest Represented by Each Category of Trader
9.3 58.4 3.7 44.6 7.0 0.1 26.6 19.1 0.0 8.6 7.2 0.0 7.0 4.6
Number of Traders in Each Category Total Traders: 76
5 . . 14 7 . 19 11 0 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,291
Positions
27,061 9,311 64 6,372 23,919 307 14,904 12,524 88 981 497 17 2,497 5,564
Changes from: September 26, 2023 Total Change is: 1,534
-2,282 5,429 -5 -28 -3,761 -74 4,254 968 -769 281 -238 0 157 -16
Percent of Open Interest Represented by Each Category of Trader
51.8 17.8 0.1 12.2 45.7 0.6 28.5 24.0 0.2 1.9 1.0 0.0 4.8 10.6
Number of Traders in Each Category Total Traders: 92
9 . . 12 20 5 20 22 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,631
Positions
501 145 21 8,783 2,823 77 1,830 7,570 0 268 0 0 1,151 1,995
Changes from: September 26, 2023 Total Change is: 2,682
-179 -133 -3 3,201 262 0 -287 2,669 -74 -100 0 0 124 -39
Percent of Open Interest Represented by Each Category of Trader
4.0 1.1 0.2 69.5 22.3 0.6 14.5 59.9 0.0 2.1 0.0 0.0 9.1 15.8
Number of Traders in Each Category Total Traders: 33
. . . . 6 . 5 14 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 100,823
Positions
43,679 15,468 1,052 14,417 19,222 367 16,738 34,063 1,493 8,034 17,013 2 15,041 12,143
Changes from: September 26, 2023 Total Change is: 8,272
5,780 -6,497 -1 -1,065 4,252 2 2,779 11,782 -755 1,061 -230 0 471 -281
Percent of Open Interest Represented by Each Category of Trader
43.3 15.3 1.0 14.3 19.1 0.4 16.6 33.8 1.5 8.0 16.9 0.0 14.9 12.0
Number of Traders in Each Category Total Traders: 99
15 10 4 18 9 4 18 23 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 100,823
Positions
43,679 15,468 1,052 14,417 19,222 367 16,738 34,063 1,493 8,034 17,013 2 15,041 12,143
Changes from: September 26, 2023 Total Change is: 8,272
5,780 -6,497 -1 -1,065 4,252 2 2,779 11,782 -755 1,061 -230 0 471 -281
Percent of Open Interest Represented by Each Category of Trader
43.3 15.3 1.0 14.3 19.1 0.4 16.6 33.8 1.5 8.0 16.9 0.0 14.9 12.0
Number of Traders in Each Category Total Traders: 99
15 10 4 18 9 4 18 23 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,539
Positions
8,341 31,089 0 28,619 5,829 2,366 4,843 5,973 0 0 0 0 2,370 1,282
Changes from: September 26, 2023 Total Change is: 1,475
-949 2,070 0 507 456 87 1,813 -1,273 0 0 0 0 17 135
Percent of Open Interest Represented by Each Category of Trader
17.9 66.8 0.0 61.5 12.5 5.1 10.4 12.8 0.0 0.0 0.0 0.0 5.1 2.8
Number of Traders in Each Category Total Traders: 44
4 7 0 19 5 4 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,151,506
Positions
249,395 686,193 18,950 1,076,460 378,656 209,058 131,552 399,462 51,235 149,506 173,555 5,463 259,885 228,933
Changes from: September 26, 2023 Total Change is: 1,262
-5,280 -5,101 -1,999 -30,002 33,143 1,856 -19,700 -38,479 6,356 47,731 8,545 1,270 1,030 -4,329
Percent of Open Interest Represented by Each Category of Trader
11.6 31.9 0.9 50.0 17.6 9.7 6.1 18.6 2.4 6.9 8.1 0.3 12.1 10.6
Number of Traders in Each Category Total Traders: 521
30 40 20 170 70 105 74 89 58 27 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,584
Positions
5,035 5,084 0 8,270 7,226 1,025 1,693 415 0 0 0 0 1,561 3,834
Changes from: September 26, 2023 Total Change is: 32
162 -1,454 0 37 408 0 -155 0 0 0 0 0 -12 1,078
Percent of Open Interest Represented by Each Category of Trader
28.6 28.9 0.0 47.0 41.1 5.8 9.6 2.4 0.0 0.0 0.0 0.0 8.9 21.8
Number of Traders in Each Category Total Traders: 23
4 6 0 4 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,052
Positions
3,539 20,671 0 13,970 1,009 0 3,764 2,360 0 0 0 0 3,779 1,012
Changes from: September 26, 2023 Total Change is: 137
1,983 521 0 -2,469 -843 0 -315 1,042 0 0 0 0 938 -583
Percent of Open Interest Represented by Each Category of Trader
14.1 82.5 0.0 55.8 4.0 0.0 15.0 9.4 0.0 0.0 0.0 0.0 15.1 4.0
Number of Traders in Each Category Total Traders: 36
4 8 0 12 . 0 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,138,034
Positions
249,209 687,290 17,530 1,074,903 378,766 208,496 136,277 399,246 44,103 151,348 173,555 3,621 252,547 225,427
Changes from: September 26, 2023 Total Change is: 386
-5,466 -4,779 -2,384 -30,070 33,291 1,850 -18,538 -39,181 4,920 48,489 8,545 618 967 -2,494
Percent of Open Interest Represented by Each Category of Trader
11.7 32.1 0.8 50.3 17.7 9.8 6.4 18.7 2.1 7.1 8.1 0.2 11.8 10.5
Number of Traders in Each Category Total Traders: 512
28 41 19 166 70 101 73 86 56 27 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,622
Positions
14,425 10,995 1 22,005 6,157 132 2,034 14,764 21 0 0 0 2,004 8,552
Changes from: September 26, 2023 Total Change is: 5,278
8,427 -1,694 1 -2,645 -91 0 82 358 -29 0 0 0 -558 6,733
Percent of Open Interest Represented by Each Category of Trader
35.5 27.1 0.0 54.2 15.2 0.3 5.0 36.3 0.1 0.0 0.0 0.0 4.9 21.1
Number of Traders in Each Category Total Traders: 32
6 4 . 9 . . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 134,717
Positions
16,064 3,226 0 19,028 2,353 2,166 23,543 72,954 532 0 18,422 0 73,384 35,064
Changes from: September 26, 2023 Total Change is: 8,758
5,712 633 0 649 -1,514 89 2,652 21,283 93 -1,062 6,520 0 625 -18,346
Percent of Open Interest Represented by Each Category of Trader
11.9 2.4 0.0 14.1 1.7 1.6 17.5 54.2 0.4 0.0 13.7 0.0 54.5 26.0
Number of Traders in Each Category Total Traders: 26
. . 0 9 . 5 4 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 364,222
Positions
111,219 116,089 145,144 0 38,000 0 30,415 8,832 49,269 24,277 0 0 3,898 6,888
Changes from: September 26, 2023 Total Change is: 5,849
-250 -1,000 4,099 0 0 0 -1,000 0 2,750 0 0 0 250 0
Percent of Open Interest Represented by Each Category of Trader
30.5 31.9 39.9 0.0 10.4 0.0 8.4 2.4 13.5 6.7 0.0 0.0 1.1 1.9
Number of Traders in Each Category Total Traders: 33
10 9 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,167
Positions
4,888 5,122 29 22,135 25,472 1,568 2,438 1,075 3 371 0 0 7,735 5,898
Changes from: September 26, 2023 Total Change is: 669
106 -2,914 7 679 3,477 -461 339 -10 -3 371 0 0 -369 573
Percent of Open Interest Represented by Each Category of Trader
12.5 13.1 0.1 56.5 65.0 4.0 6.2 2.7 0.0 0.9 0.0 0.0 19.7 15.1
Number of Traders in Each Category Total Traders: 60
6 5 . 26 15 11 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 263,748
Positions
47,027 70,150 3,027 81,523 32,354 6,552 42,786 65,548 9,958 29,440 32,107 117 43,318 43,934
Changes from: September 26, 2023 Total Change is: 15,021
2,204 3,468 15 -3,190 6,403 308 4,469 -4,478 1,813 11,392 5,738 1 -1,991 1,753
Percent of Open Interest Represented by Each Category of Trader
17.8 26.6 1.1 30.9 12.3 2.5 16.2 24.9 3.8 11.2 12.2 0.0 16.4 16.7
Number of Traders in Each Category Total Traders: 324
23 29 10 72 35 39 37 73 27 25 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 254,924
Positions
46,979 70,851 2,168 81,295 32,429 6,463 45,271 65,202 5,016 29,207 31,189 104 38,421 41,502
Changes from: September 26, 2023 Total Change is: 13,906
2,191 3,529 -90 -3,243 6,414 381 4,077 -4,184 698 11,416 5,455 1 -1,525 1,702
Percent of Open Interest Represented by Each Category of Trader
18.4 27.8 0.9 31.9 12.7 2.5 17.8 25.6 2.0 11.5 12.2 0.0 15.1 16.3
Number of Traders in Each Category Total Traders: 297
21 28 9 69 35 38 34 66 24 17 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 88,238
Positions
9,065 1,584 0 3,028 0 144 21,242 49,550 3,327 2,332 9,181 130 48,970 24,322
Changes from: September 26, 2023 Total Change is: 11,146
1,172 433 0 -234 -873 33 16,592 9,736 -1,522 -238 2,834 0 -4,657 505
Percent of Open Interest Represented by Each Category of Trader
10.3 1.8 0.0 3.4 0.0 0.2 24.1 56.2 3.8 2.6 10.4 0.1 55.5 27.6
Number of Traders in Each Category Total Traders: 42
. . 0 5 0 . 7 14 7 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 486,106
Positions
132,223 75,321 8,907 160,649 180,592 37,961 95,339 116,258 6,918 17,985 34,918 400 25,724 24,831
Changes from: September 26, 2023 Total Change is: 23,629
12,964 -7,995 279 -6,285 25,455 -2,801 23,392 7,622 -5 -4,649 -1,093 -25 759 2,192
Percent of Open Interest Represented by Each Category of Trader
27.2 15.5 1.8 33.0 37.2 7.8 19.6 23.9 1.4 3.7 7.2 0.1 5.3 5.1
Number of Traders in Each Category Total Traders: 348
31 22 4 78 68 47 50 77 30 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,816
Positions
3,909 8,498 0 10,269 6,063 0 378 523 0 0 0 0 1,260 732
Changes from: September 26, 2023 Total Change is: 36
641 -18 0 -845 17 0 0 0 0 0 0 0 240 37
Percent of Open Interest Represented by Each Category of Trader
24.7 53.7 0.0 64.9 38.3 0.0 2.4 3.3 0.0 0.0 0.0 0.0 8.0 4.6
Number of Traders in Each Category Total Traders: 21
. 6 0 6 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,376
Positions
0 11,005 0 9,150 225 13 3,031 1,337 0 364 1,079 0 3,818 2,717
Changes from: September 26, 2023 Total Change is: 893
0 -170 0 -817 -175 3 1,662 229 0 0 252 0 45 754
Percent of Open Interest Represented by Each Category of Trader
0.0 67.2 0.0 55.9 1.4 0.1 18.5 8.2 0.0 2.2 6.6 0.0 23.3 16.6
Number of Traders in Each Category Total Traders: 23
0 5 0 8 . . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,277
Positions
13,130 18,934 677 18,174 1,827 556 10,175 7,207 267 1,816 3,867 0 7,482 18,942
Changes from: September 26, 2023 Total Change is: -1,413
1,110 1,870 46 -420 -3 -10 -2,091 2,923 -247 381 541 0 -182 -6,533
Percent of Open Interest Represented by Each Category of Trader
25.1 36.2 1.3 34.8 3.5 1.1 19.5 13.8 0.5 3.5 7.4 0.0 14.3 36.2
Number of Traders in Each Category Total Traders: 60
12 4 . 11 . 5 12 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 393,786
Positions
31,708 194,587 3,872 257,101 92,205 35,734 30,613 23,494 1,714 20,717 33,398 1,096 11,231 7,686
Changes from: September 26, 2023 Total Change is: 7,875
-1,609 -4,967 1,452 3,280 10,049 -1,022 1,786 4,217 -1,026 1,981 -2,810 477 2,556 1,505
Percent of Open Interest Represented by Each Category of Trader
8.1 49.4 1.0 65.3 23.4 9.1 7.8 6.0 0.4 5.3 8.5 0.3 2.9 2.0
Number of Traders in Each Category Total Traders: 203
15 13 5 77 49 33 24 15 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,054,424
Positions
75,314 468,083 17,513 607,068 344,164 109,661 125,841 57,445 8,168 78,984 30,984 2,499 29,376 15,907
Changes from: September 26, 2023 Total Change is: 7,309
-13,175 -19,027 2,972 -5,954 22,933 5,252 18,846 -4,496 517 13,963 -2,047 455 -15,567 750
Percent of Open Interest Represented by Each Category of Trader
7.1 44.4 1.7 57.6 32.6 10.4 11.9 5.4 0.8 7.5 2.9 0.2 2.8 1.5
Number of Traders in Each Category Total Traders: 397
29 16 8 148 76 77 56 30 21 28 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 237,241
Positions
12,159 158,568 36,389 50,997 0 1,923 100,230 5,684 29,014 6,074 5,469 140 315 54
Changes from: September 26, 2023 Total Change is: 8,634
299 8,809 -1,647 2,762 0 175 5,682 45 1,252 106 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
5.1 66.8 15.3 21.5 0.0 0.8 42.2 2.4 12.2 2.6 2.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 105
8 28 16 18 0 . 32 6 14 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,409,347
Positions
46,638 161,558 1,054 846,309 280,630 181,942 43,007 508,641 30,885 72,795 87,263 236 186,481 157,138
Changes from: September 26, 2023 Total Change is: 4,283
8,784 -14,725 -1,395 8,810 256 10,268 7,580 -23,276 -1,097 -10,704 17,765 5 -17,968 16,482
Percent of Open Interest Represented by Each Category of Trader
3.3 11.5 0.1 60.0 19.9 12.9 3.1 36.1 2.2 5.2 6.2 0.0 13.2 11.1
Number of Traders in Each Category Total Traders: 222
12 19 4 69 37 64 21 47 16 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,562,984
Positions
10,473 50,603 7,683 935,913 329,950 268,474 91,548 716,564 11,891 52,583 28,542 0 184,419 149,277
Changes from: September 26, 2023 Total Change is: 22,551
-892 -17,015 3,260 23,338 35,384 1,213 1,013 786 -3,253 1,244 1,722 0 -3,372 454
Percent of Open Interest Represented by Each Category of Trader
0.7 3.2 0.5 59.9 21.1 17.2 5.9 45.8 0.8 3.4 1.8 0.0 11.8 9.6
Number of Traders in Each Category Total Traders: 167
. 8 . 72 33 60 11 27 9 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,959,247
Positions
142,937 381,034 6,673 1,774,585 520,875 323,749 892,973 2,316,881 81,197 431,346 159,801 25,703 280,084 143,334
Changes from: September 26, 2023 Total Change is: 55,745
-2,415 -4,800 1,425 40,222 -17,984 9,111 14,780 83,298 -12,376 -6,693 -7,576 695 10,996 3,952
Percent of Open Interest Represented by Each Category of Trader
3.6 9.6 0.2 44.8 13.2 8.2 22.6 58.5 2.1 10.9 4.0 0.6 7.1 3.6
Number of Traders in Each Category Total Traders: 450
37 24 7 151 42 93 68 70 32 49 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,782,725
Positions
109,377 334,532 39,853 2,626,077 1,252,207 656,746 355,369 1,755,897 139,032 415,186 228,773 820 440,265 374,865
Changes from: September 26, 2023 Total Change is: 15,027
13,661 -19,978 -16,782 -337 -3,386 5,775 37,808 8,726 36,959 -68,125 10,690 193 5,875 -7,170
Percent of Open Interest Represented by Each Category of Trader
2.3 7.0 0.8 54.9 26.2 13.7 7.4 36.7 2.9 8.7 4.8 0.0 9.2 7.8
Number of Traders in Each Category Total Traders: 432
20 31 11 133 63 105 59 80 45 30 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,892,552
Positions
69,550 138,573 2,252 919,002 603,732 314,085 192,854 460,861 24,805 149,535 86,862 411 220,058 260,971
Changes from: September 26, 2023 Total Change is: 32,068
-1,058 24,859 876 20,344 -40,577 17,403 -20,853 44,437 3,041 -8,646 4,683 -651 21,612 -22,003
Percent of Open Interest Represented by Each Category of Trader
3.7 7.3 0.1 48.6 31.9 16.6 10.2 24.4 1.3 7.9 4.6 0.0 11.6 13.8
Number of Traders in Each Category Total Traders: 180
5 16 4 48 51 60 10 32 15 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 5,900
Positions
0 0 0 0 0 0 4,036 775 709 403 1,876 0 752 2,540
Changes from: September 26, 2023 Total Change is: 1,596
0 0 0 0 0 0 1,485 494 556 -276 446 0 -169 100
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 68.4 13.1 12.0 6.8 31.8 0.0 12.7 43.1
Number of Traders in Each Category Total Traders: 36
0 0 0 0 0 0 . . . 6 26 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,630,744
Positions
83,885 755,158 11,965 2,732,381 1,015,544 751,055 945,660 2,582,245 53,199 648,620 123,827 903 403,076 336,848
Changes from: September 26, 2023 Total Change is: 51,018
-30,005 -58,825 123 41,953 8,036 24,370 19,372 83,523 -8,737 5,107 8,744 19 -1,184 -6,235
Percent of Open Interest Represented by Each Category of Trader
1.5 13.4 0.2 48.5 18.0 13.3 16.8 45.9 0.9 11.5 2.2 0.0 7.2 6.0
Number of Traders in Each Category Total Traders: 403
19 33 7 147 42 97 48 72 34 31 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,665,599
Positions
488,387 226,055 388,122 54,573 46,059 41,755 260,415 515,826 391,883 3,653 3,584 3,356 33,455 48,959
Changes from: September 26, 2023 Total Change is: 35,363
8,402 -72,165 11,643 6,672 -30,408 6,357 32,997 157,619 -36,381 1,200 695 1,555 2,918 -3,552
Percent of Open Interest Represented by Each Category of Trader
29.3 13.6 23.3 3.3 2.8 2.5 15.6 31.0 23.5 0.2 0.2 0.2 2.0 2.9
Number of Traders in Each Category Total Traders: 140
30 29 49 . 5 6 31 33 50 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,445
Positions
5,474 3,860 4,536 276 96 252 462 2,067 4,192 100 314 55 98 73
Changes from: September 26, 2023 Total Change is: 1,638
1,100 376 -1,015 0 -9 10 -136 719 1,523 100 8 22 34 4
Percent of Open Interest Represented by Each Category of Trader
35.4 25.0 29.4 1.8 0.6 1.6 3.0 13.4 27.1 0.6 2.0 0.4 0.6 0.5
Number of Traders in Each Category Total Traders: 32
11 . 6 . . . 6 8 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,830,949
Positions
2,195,472 2,504,570 1,585,136 288,948 655,778 955,745 1,992,033 1,198,627 2,581,854 81,166 198,173 106,753 43,842 44,313
Changes from: September 26, 2023 Total Change is: 111,969
-53,710 -59,246 61,174 55,173 -22,616 -6,050 109,046 187,544 -57,815 -1,259 8,257 -9,040 14,450 9,761
Percent of Open Interest Represented by Each Category of Trader
22.3 25.5 16.1 2.9 6.7 9.7 20.3 12.2 26.3 0.8 2.0 1.1 0.4 0.5
Number of Traders in Each Category Total Traders: 880
70 114 139 40 73 60 115 192 189 88 122 94
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 820,854
Positions
293,102 203,724 234,896 41,702 4,483 2,862 113,351 213,540 131,766 2,461 28,729 78 636 776
Changes from: September 26, 2023 Total Change is: -163,913
-145,370 -36,265 27,209 18,239 -1,515 -2,320 -15,541 -93,109 -46,284 68 -11,999 5 81 365
Percent of Open Interest Represented by Each Category of Trader
35.7 24.8 28.6 5.1 0.5 0.3 13.8 26.0 16.1 0.3 3.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 186
34 50 55 . 6 . 30 48 45 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 66,197
Positions
2,788 95 31,343 40 168 0 3,775 14,787 19,415 8,833 389 0 3 0
Changes from: September 26, 2023 Total Change is: -2,560
0 0 0 0 0 0 -250 -2,060 0 -2,310 -500 0 0 0
Percent of Open Interest Represented by Each Category of Trader
4.2 0.1 47.3 0.1 0.3 0.0 5.7 22.3 29.3 13.3 0.6 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 5 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,146
Positions
6,988 0 1,253 0 469 0 3,606 16,614 2,458 11,841 5,294 0 0 58
Changes from: September 26, 2023 Total Change is: 4,411
0 0 0 0 0 0 561 4,443 0 3,850 -32 0 0 0
Percent of Open Interest Represented by Each Category of Trader
26.7 0.0 4.8 0.0 1.8 0.0 13.8 63.5 9.4 45.3 20.2 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,447
Positions
427 2,898 77 7,336 623 404 2,373 8,565 694 1,941 410 0 1,195 776
Changes from: September 26, 2023 Total Change is: -397
-6 1,039 -8 168 -470 -29 779 345 -925 89 296 -460 -5 -185
Percent of Open Interest Represented by Each Category of Trader
3.0 20.1 0.5 50.8 4.3 2.8 16.4 59.3 4.8 13.4 2.8 0.0 8.3 5.4
Number of Traders in Each Category Total Traders: 102
4 9 . 8 4 4 22 40 14 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,193
Positions
368 146 66 273 1,120 50 1,266 2,163 406 1,570 1,333 25 2,169 884
Changes from: September 26, 2023 Total Change is: -2,497
30 -289 -47 -46 314 27 -324 -466 -1,332 -726 -241 -46 -33 -417
Percent of Open Interest Represented by Each Category of Trader
5.9 2.4 1.1 4.4 18.1 0.8 20.4 34.9 6.6 25.4 21.5 0.4 35.0 14.3
Number of Traders in Each Category Total Traders: 70
. . . . . . 11 11 6 31 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,809
Positions
256 178 28 334 758 29 1,319 2,159 72 1,225 109 10 536 466
Changes from: September 26, 2023 Total Change is: -838
-104 54 28 58 -453 29 -876 -25 -252 275 -51 10 -6 -178
Percent of Open Interest Represented by Each Category of Trader
6.7 4.7 0.7 8.8 19.9 0.8 34.6 56.7 1.9 32.2 2.9 0.3 14.1 12.2
Number of Traders in Each Category Total Traders: 62
5 . . 4 4 . 16 22 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,055
Positions
1,334 1,559 9 0 1,439 342 1,817 3,871 323 6,832 3,129 50 348 333
Changes from: September 26, 2023 Total Change is: -1,813
108 61 -1,251 -46 727 342 173 -244 -749 -219 -579 -85 -86 -35
Percent of Open Interest Represented by Each Category of Trader
12.1 14.1 0.1 0.0 13.0 3.1 16.4 35.0 2.9 61.8 28.3 0.5 3.1 3.0
Number of Traders in Each Category Total Traders: 79
. . . 0 . . 9 5 . 42 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 3, 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 42,340
Positions
0 24,236 0 19,287 799 663 13,596 10,552 802 3,462 2,109 0 4,530 3,179
Changes from: September 26, 2023 Total Change is: -33
-50 1,618 0 174 -105 -16 226 -1,652 111 -131 -169 0 -347 180
Percent of Open Interest Represented by Each Category of Trader
0.0 57.2 0.0 45.6 1.9 1.6 32.1 24.9 1.9 8.2 5.0 0.0 10.7 7.5
Number of Traders in Each Category Total Traders: 106
0 . 0 14 . . 31 20 . 22 15 0
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Traders in Financial Futures - Futures Only Positions as of October 3, 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 381,162
Positions
54,830 29,697 14,558 87,946 65,248 49,595 63,018 105,593 64,767 5,859 4,775 16,166 24,423 30,763
Changes from: September 26, 2023 Total Change is: -3,768
-5,737 5,509 1,030 -1,037 -9,150 -689 7,262 4,416 -5,328 1,517 686 -482 -304 240
Percent of Open Interest Represented by Each Category of Trader
14.4 7.8 3.8 23.1 17.1 13.0 16.5 27.7 17.0 1.5 1.3 4.2 6.4 8.1
Number of Traders in Each Category Total Traders: 208
12 14 16 27 31 30 37 51 61 9 13 23
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Traders in Financial Futures - Futures Only Positions as of October 3, 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 62,032
Positions
48,720 46,805 0 9,315 4,189 487 2,886 10,267 1 326 200 5 292 78
Changes from: September 26, 2023 Total Change is: 2
802 1,413 0 -78 -1,413 -3 -803 -4 1 49 -9 -2 36 19
Percent of Open Interest Represented by Each Category of Trader
78.5 75.5 0.0 15.0 6.8 0.8 4.7 16.6 0.0 0.5 0.3 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 38
6 . 0 11 . . 5 6 . . . .
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Updated October 06, 2023