Traders in Financial Futures - Futures Only Positions as of October 10, 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 179,357
Positions
88,390 24,533 135 31,577 59,893 3,975 14,248 52,313 3,784 5,502 1,047 61 31,685 33,616
Changes from: October 3, 2023 Total Change is: -10,086
119 -13,593 -34 1,603 1,865 -696 -5,435 3,506 579 -1,018 -10 0 -5,204 -1,703
Percent of Open Interest Represented by Each Category of Trader
49.3 13.7 0.1 17.6 33.4 2.2 7.9 29.2 2.1 3.1 0.6 0.0 17.7 18.7
Number of Traders in Each Category Total Traders: 104
8 5 . 15 25 10 15 28 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 61,742
Positions
29,527 791 797 6,055 26,402 22 15,127 12,392 32 1,631 0 0 8,551 21,306
Changes from: October 3, 2023 Total Change is: 3,069
1,790 183 523 223 -67 22 710 758 0 280 0 0 -479 1,650
Percent of Open Interest Represented by Each Category of Trader
47.8 1.3 1.3 9.8 42.8 0.0 24.5 20.1 0.1 2.6 0.0 0.0 13.8 34.5
Number of Traders in Each Category Total Traders: 57
7 . . 4 14 . 14 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 231,510
Positions
64,527 23,383 4,642 46,376 109,594 3,052 80,387 43,834 7,862 0 3,120 0 24,664 36,023
Changes from: October 3, 2023 Total Change is: -9,535
-3,783 536 78 5,208 -12,136 -172 -10,099 2,918 -753 0 -486 0 -14 480
Percent of Open Interest Represented by Each Category of Trader
27.9 10.1 2.0 20.0 47.3 1.3 34.7 18.9 3.4 0.0 1.3 0.0 10.7 15.6
Number of Traders in Each Category Total Traders: 123
6 7 . 16 34 10 30 26 16 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 259,937
Positions
84,672 17,445 610 71,664 98,101 2,275 47,367 88,017 7,678 8,069 1,533 32 37,570 44,246
Changes from: October 3, 2023 Total Change is: -22,745
-4,691 6,675 -119 -1,710 -14,460 -1,167 -14,071 -15,291 -422 -423 -614 32 -174 2,621
Percent of Open Interest Represented by Each Category of Trader
32.6 6.7 0.2 27.6 37.7 0.9 18.2 33.9 3.0 3.1 0.6 0.0 14.5 17.0
Number of Traders in Each Category Total Traders: 145
12 4 . 23 30 12 23 39 13 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 687,382
Positions
16,796 380,272 2,923 444,415 125,782 22,483 68,001 68,963 13,442 32,167 9,123 4,764 82,391 59,630
Changes from: October 3, 2023 Total Change is: -15,051
129 -4,694 1,085 4,807 -7,090 -861 -14,367 -202 -5,752 12 -481 -63 -41 3,007
Percent of Open Interest Represented by Each Category of Trader
2.4 55.3 0.4 64.7 18.3 3.3 9.9 10.0 2.0 4.7 1.3 0.7 12.0 8.7
Number of Traders in Each Category Total Traders: 285
10 18 5 109 37 44 40 41 25 24 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 29,070
Positions
0 10,376 0 13,674 3,482 2,684 672 8,704 0 0 0 0 12,040 3,824
Changes from: October 3, 2023 Total Change is: 166
0 20 0 -254 -559 217 -80 60 0 0 0 0 283 428
Percent of Open Interest Represented by Each Category of Trader
0.0 35.7 0.0 47.0 12.0 9.2 2.3 29.9 0.0 0.0 0.0 0.0 41.4 13.2
Number of Traders in Each Category Total Traders: 31
0 . 0 15 4 7 . 8 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 190,133
Positions
109,389 5,076 0 33,823 107,140 4,602 19,453 38,224 1,139 2,307 0 0 19,420 33,952
Changes from: October 3, 2023 Total Change is: -17,649
-1,491 3,020 0 -1,708 -10,456 340 -13,172 -8,282 -252 -96 -2 0 -1,270 -2,017
Percent of Open Interest Represented by Each Category of Trader
57.5 2.7 0.0 17.8 56.4 2.4 10.2 20.1 0.6 1.2 0.0 0.0 10.2 17.9
Number of Traders in Each Category Total Traders: 96
9 . 0 13 23 7 11 34 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 201,997
Positions
23,234 44,009 168 104,111 5,091 750 61,649 30,139 4,376 2,487 113,584 0 5,222 3,880
Changes from: October 3, 2023 Total Change is: -10,542
15,869 -5,352 -200 -16,236 865 -254 -10,153 -6,748 2,986 -1,790 -2,467 0 -764 628
Percent of Open Interest Represented by Each Category of Trader
11.5 21.8 0.1 51.5 2.5 0.4 30.5 14.9 2.2 1.2 56.2 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 146
7 5 . 20 11 5 47 27 10 11 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 54,523
Positions
14,313 23,909 2,039 10,789 14,810 32 19,902 9,094 0 4,311 2,673 0 3,137 1,966
Changes from: October 3, 2023 Total Change is: 13,490
10,480 -34 537 -7,529 11,919 2 8,986 1,276 0 765 -294 0 249 84
Percent of Open Interest Represented by Each Category of Trader
26.3 43.9 3.7 19.8 27.2 0.1 36.5 16.7 0.0 7.9 4.9 0.0 5.8 3.6
Number of Traders in Each Category Total Traders: 74
5 . . 11 8 . 15 13 0 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 54,694
Positions
25,703 12,155 60 6,831 22,658 720 16,820 12,464 577 862 682 17 3,104 5,361
Changes from: October 3, 2023 Total Change is: 2,403
-1,358 2,844 -4 459 -1,261 413 1,916 -60 489 -119 185 0 607 -203
Percent of Open Interest Represented by Each Category of Trader
47.0 22.2 0.1 12.5 41.4 1.3 30.8 22.8 1.1 1.6 1.2 0.0 5.7 9.8
Number of Traders in Each Category Total Traders: 93
8 4 . 14 17 5 20 23 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 12,337
Positions
638 156 28 8,443 2,704 77 1,326 7,204 157 368 0 0 1,300 2,011
Changes from: October 3, 2023 Total Change is: -294
137 11 7 -340 -119 0 -504 -366 157 100 0 0 149 16
Percent of Open Interest Represented by Each Category of Trader
5.2 1.3 0.2 68.4 21.9 0.6 10.7 58.4 1.3 3.0 0.0 0.0 10.5 16.3
Number of Traders in Each Category Total Traders: 32
4 . . . 6 . 5 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 94,607
Positions
47,264 11,553 1,336 15,346 14,843 409 8,731 34,058 981 9,367 17,693 3 11,170 13,731
Changes from: October 3, 2023 Total Change is: -6,216
3,585 -3,915 284 929 -4,379 42 -8,007 -5 -512 1,333 680 1 -3,871 1,588
Percent of Open Interest Represented by Each Category of Trader
50.0 12.2 1.4 16.2 15.7 0.4 9.2 36.0 1.0 9.9 18.7 0.0 11.8 14.5
Number of Traders in Each Category Total Traders: 96
12 10 4 20 9 4 17 19 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 94,607
Positions
47,264 11,553 1,336 15,346 14,843 409 8,731 34,058 981 9,367 17,693 3 11,170 13,731
Changes from: October 3, 2023 Total Change is: -6,216
3,585 -3,915 284 929 -4,379 42 -8,007 -5 -512 1,333 680 1 -3,871 1,588
Percent of Open Interest Represented by Each Category of Trader
50.0 12.2 1.4 16.2 15.7 0.4 9.2 36.0 1.0 9.9 18.7 0.0 11.8 14.5
Number of Traders in Each Category Total Traders: 96
12 10 4 20 9 4 17 19 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 46,588
Positions
8,825 27,148 0 28,547 9,520 2,820 3,890 5,956 0 0 0 0 2,506 1,144
Changes from: October 3, 2023 Total Change is: 49
484 -3,941 0 -72 3,691 454 -953 -17 0 0 0 0 136 -138
Percent of Open Interest Represented by Each Category of Trader
18.9 58.3 0.0 61.3 20.4 6.1 8.3 12.8 0.0 0.0 0.0 0.0 5.4 2.5
Number of Traders in Each Category Total Traders: 44
4 7 0 18 6 4 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 2,088,321
Positions
257,471 608,146 18,855 1,070,017 401,413 197,960 112,170 399,379 59,410 116,415 175,360 7,657 248,366 220,140
Changes from: October 3, 2023 Total Change is: -63,185
8,076 -78,046 -95 -6,444 22,757 -11,098 -19,383 -83 8,175 -33,091 1,805 2,194 -11,519 -8,793
Percent of Open Interest Represented by Each Category of Trader
12.3 29.1 0.9 51.2 19.2 9.5 5.4 19.1 2.8 5.6 8.4 0.4 11.9 10.5
Number of Traders in Each Category Total Traders: 521
31 38 19 169 73 103 74 85 70 25 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 21,699
Positions
6,284 5,274 0 8,519 12,345 1,025 4,574 640 0 0 0 0 1,297 2,415
Changes from: October 3, 2023 Total Change is: 4,115
1,249 190 0 249 5,119 0 2,881 225 0 0 0 0 -264 -1,419
Percent of Open Interest Represented by Each Category of Trader
29.0 24.3 0.0 39.3 56.9 4.7 21.1 2.9 0.0 0.0 0.0 0.0 6.0 11.1
Number of Traders in Each Category Total Traders: 28
6 6 0 5 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,033
Positions
2,971 21,603 0 14,824 1,009 0 5,197 2,133 0 0 0 0 3,041 1,288
Changes from: October 3, 2023 Total Change is: 981
-568 932 0 854 0 0 1,433 -227 0 0 0 0 -738 276
Percent of Open Interest Represented by Each Category of Trader
11.4 83.0 0.0 56.9 3.9 0.0 20.0 8.2 0.0 0.0 0.0 0.0 11.7 4.9
Number of Traders in Each Category Total Traders: 39
4 9 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 2,073,930
Positions
256,966 607,897 18,722 1,068,283 401,361 197,466 116,734 401,557 50,607 118,888 175,075 5,184 241,080 216,061
Changes from: October 3, 2023 Total Change is: -64,104
7,757 -79,393 1,192 -6,620 22,595 -11,030 -19,543 2,311 6,504 -32,460 1,520 1,563 -11,467 -9,366
Percent of Open Interest Represented by Each Category of Trader
12.4 29.3 0.9 51.5 19.4 9.5 5.6 19.4 2.4 5.7 8.4 0.2 11.6 10.4
Number of Traders in Each Category Total Traders: 509
29 38 19 165 73 99 70 85 65 25 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,822
Positions
23,764 31,285 0 8,506 880 0 248 894 0 0 0 0 2,304 1,763
Changes from: October 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
68.2 89.8 0.0 24.4 2.5 0.0 0.7 2.6 0.0 0.0 0.0 0.0 6.6 5.1
Number of Traders in Each Category Total Traders: 21
6 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 35,586
Positions
14,458 17,466 33 16,341 5,568 132 2,467 10,775 19 0 0 0 2,136 1,593
Changes from: October 3, 2023 Total Change is: -5,036
33 6,471 32 -5,664 -589 0 433 -3,989 -2 0 0 0 132 -6,959
Percent of Open Interest Represented by Each Category of Trader
40.6 49.1 0.1 45.9 15.6 0.4 6.9 30.3 0.1 0.0 0.0 0.0 6.0 4.5
Number of Traders in Each Category Total Traders: 34
6 6 . 8 . . 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 143,910
Positions
6,382 3,826 0 19,093 2,275 3,189 39,120 62,983 3,265 0 27,581 0 72,861 40,791
Changes from: October 3, 2023 Total Change is: 9,193
-9,682 600 0 65 -78 1,023 15,577 -9,971 2,733 0 9,159 0 -523 5,727
Percent of Open Interest Represented by Each Category of Trader
4.4 2.7 0.0 13.3 1.6 2.2 27.2 43.8 2.3 0.0 19.2 0.0 50.6 28.3
Number of Traders in Each Category Total Traders: 30
. . 0 9 . 6 6 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 367,672
Positions
111,264 113,434 148,549 0 38,000 0 27,715 8,832 51,969 24,277 0 0 3,898 6,888
Changes from: October 3, 2023 Total Change is: 3,450
45 -2,655 3,405 0 0 0 -2,700 0 2,700 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
30.3 30.9 40.4 0.0 10.3 0.0 7.5 2.4 14.1 6.6 0.0 0.0 1.1 1.9
Number of Traders in Each Category Total Traders: 33
9 10 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 38,971
Positions
5,250 3,171 14 22,013 25,766 1,615 2,210 1,285 50 319 0 0 7,500 7,070
Changes from: October 3, 2023 Total Change is: -196
362 -1,951 -15 -122 294 47 -228 210 47 -52 0 0 -235 1,172
Percent of Open Interest Represented by Each Category of Trader
13.5 8.1 0.0 56.5 66.1 4.1 5.7 3.3 0.1 0.8 0.0 0.0 19.2 18.1
Number of Traders in Each Category Total Traders: 58
6 4 . 25 15 10 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 264,373
Positions
47,529 75,965 2,977 83,343 26,688 7,005 43,065 60,022 9,430 29,446 39,203 147 41,430 42,936
Changes from: October 3, 2023 Total Change is: 625
503 5,814 -50 1,820 -5,666 453 280 -5,526 -528 6 7,096 30 -1,888 -999
Percent of Open Interest Represented by Each Category of Trader
18.0 28.7 1.1 31.5 10.1 2.6 16.3 22.7 3.6 11.1 14.8 0.1 15.7 16.2
Number of Traders in Each Category Total Traders: 325
23 31 10 76 30 40 54 58 27 23 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 256,528
Positions
47,724 76,413 2,175 83,103 26,766 6,913 42,670 60,851 6,250 29,277 37,864 120 38,296 39,176
Changes from: October 3, 2023 Total Change is: 1,604
745 5,562 7 1,808 -5,663 450 -2,601 -4,351 1,234 70 6,675 16 -125 -2,326
Percent of Open Interest Represented by Each Category of Trader
18.6 29.8 0.8 32.4 10.4 2.7 16.6 23.7 2.4 11.4 14.8 0.0 14.9 15.3
Number of Traders in Each Category Total Traders: 298
24 29 8 73 30 39 47 55 24 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 78,451
Positions
6,074 3,538 0 3,175 0 147 31,554 19,306 4,203 1,691 13,391 270 31,337 37,596
Changes from: October 3, 2023 Total Change is: -9,787
-2,991 1,954 0 147 0 3 10,312 -30,244 876 -641 4,210 140 -17,633 13,274
Percent of Open Interest Represented by Each Category of Trader
7.7 4.5 0.0 4.0 0.0 0.2 40.2 24.6 5.4 2.2 17.1 0.3 39.9 47.9
Number of Traders in Each Category Total Traders: 43
. . 0 5 0 . 9 11 7 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 481,420
Positions
130,161 75,834 9,857 159,025 172,321 39,481 96,114 115,980 4,981 17,342 36,842 400 24,059 25,724
Changes from: October 3, 2023 Total Change is: -4,686
-2,062 513 950 -1,624 -8,271 1,520 775 -278 -1,937 -643 1,924 0 -1,665 893
Percent of Open Interest Represented by Each Category of Trader
27.0 15.8 2.0 33.0 35.8 8.2 20.0 24.1 1.0 3.6 7.7 0.1 5.0 5.3
Number of Traders in Each Category Total Traders: 356
32 22 4 82 71 48 47 78 29 9 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 18,108
Positions
6,039 8,447 0 10,269 8,450 0 582 523 0 0 0 0 1,218 688
Changes from: October 3, 2023 Total Change is: 2,292
2,130 -51 0 0 2,387 0 204 0 0 0 0 0 -42 -44
Percent of Open Interest Represented by Each Category of Trader
33.3 46.6 0.0 56.7 46.7 0.0 3.2 2.9 0.0 0.0 0.0 0.0 6.7 3.8
Number of Traders in Each Category Total Traders: 23
. 6 0 6 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 15,912
Positions
1,492 9,979 0 9,364 0 7 1,402 1,439 0 364 1,149 0 3,283 3,338
Changes from: October 3, 2023 Total Change is: -464
1,492 -1,026 0 214 -225 -6 -1,629 102 0 0 70 0 -535 621
Percent of Open Interest Represented by Each Category of Trader
9.4 62.7 0.0 58.8 0.0 0.0 8.8 9.0 0.0 2.3 7.2 0.0 20.6 21.0
Number of Traders in Each Category Total Traders: 23
. 5 0 9 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 49,305
Positions
12,687 20,279 648 15,570 1,634 550 8,888 4,118 283 1,918 2,599 0 8,761 19,194
Changes from: October 3, 2023 Total Change is: -2,972
-443 1,345 -29 -2,604 -193 -6 -1,287 -3,089 16 102 -1,268 0 1,279 252
Percent of Open Interest Represented by Each Category of Trader
25.7 41.1 1.3 31.6 3.3 1.1 18.0 8.4 0.6 3.9 5.3 0.0 17.8 38.9
Number of Traders in Each Category Total Traders: 51
10 5 . 11 . 5 9 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 386,965
Positions
30,369 186,007 3,682 262,519 93,046 35,557 22,107 27,188 2,435 19,722 31,481 1,096 9,478 6,473
Changes from: October 3, 2023 Total Change is: -6,821
-1,339 -8,580 -190 5,418 841 -177 -8,506 3,694 721 -995 -1,917 0 -1,753 -1,213
Percent of Open Interest Represented by Each Category of Trader
7.8 48.1 1.0 67.8 24.0 9.2 5.7 7.0 0.6 5.1 8.1 0.3 2.4 1.7
Number of Traders in Each Category Total Traders: 204
14 12 5 78 50 33 23 18 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,046,455
Positions
74,946 462,268 18,005 589,656 361,010 106,505 124,970 58,388 6,823 86,280 16,702 2,515 36,755 14,239
Changes from: October 3, 2023 Total Change is: -7,969
-368 -5,815 492 -17,412 16,846 -3,156 -871 943 -1,345 7,296 -14,282 16 7,379 -1,668
Percent of Open Interest Represented by Each Category of Trader
7.2 44.2 1.7 56.3 34.5 10.2 11.9 5.6 0.7 8.2 1.6 0.2 3.5 1.4
Number of Traders in Each Category Total Traders: 394
27 16 8 147 79 80 50 32 20 28 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 238,574
Positions
12,427 160,453 35,838 51,232 0 1,908 101,814 5,902 28,809 6,096 5,469 140 310 55
Changes from: October 3, 2023 Total Change is: 1,333
268 1,885 -551 235 0 -15 1,584 218 -205 22 0 0 -5 1
Percent of Open Interest Represented by Each Category of Trader
5.2 67.3 15.0 21.5 0.0 0.8 42.7 2.5 12.1 2.6 2.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 106
9 27 16 18 0 . 33 6 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,390,870
Positions
49,133 151,542 2,817 816,150 309,976 171,612 56,233 470,546 39,932 67,857 92,363 231 186,905 151,851
Changes from: October 3, 2023 Total Change is: -18,477
2,495 -10,016 1,763 -30,159 29,346 -10,330 13,226 -38,095 9,047 -4,938 5,100 -5 424 -5,287
Percent of Open Interest Represented by Each Category of Trader
3.5 10.9 0.2 58.7 22.3 12.3 4.0 33.8 2.9 4.9 6.6 0.0 13.4 10.9
Number of Traders in Each Category Total Traders: 222
12 19 5 69 36 66 21 48 21 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,550,334
Positions
18,621 47,148 5,089 930,227 309,980 265,422 92,265 726,563 12,916 50,867 32,075 0 174,927 151,141
Changes from: October 3, 2023 Total Change is: -12,650
8,148 -3,455 -2,594 -5,686 -19,970 -3,052 717 9,999 1,025 -1,716 3,533 0 -9,492 1,864
Percent of Open Interest Represented by Each Category of Trader
1.2 3.0 0.3 60.0 20.0 17.1 6.0 46.9 0.8 3.3 2.1 0.0 11.3 9.7
Number of Traders in Each Category Total Traders: 170
6 7 4 73 31 58 11 30 13 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 4,012,786
Positions
140,104 410,543 8,257 1,816,441 514,801 318,365 935,244 2,355,757 75,733 420,670 161,066 25,190 272,782 143,074
Changes from: October 3, 2023 Total Change is: 53,539
-2,833 29,509 1,584 41,856 -6,074 -5,384 42,271 38,876 -5,464 -10,676 1,265 -513 -7,302 -260
Percent of Open Interest Represented by Each Category of Trader
3.5 10.2 0.2 45.3 12.8 7.9 23.3 58.7 1.9 10.5 4.0 0.6 6.8 3.6
Number of Traders in Each Category Total Traders: 439
36 29 8 146 42 89 65 66 33 45 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 4,745,314
Positions
115,777 282,785 37,228 2,559,071 1,232,182 677,124 414,736 1,789,250 104,782 399,883 228,601 1,176 435,537 392,186
Changes from: October 3, 2023 Total Change is: -37,411
6,400 -51,747 -2,625 -67,006 -20,025 20,378 59,367 33,353 -34,250 -15,303 -172 356 -4,728 17,321
Percent of Open Interest Represented by Each Category of Trader
2.4 6.0 0.8 53.9 26.0 14.3 8.7 37.7 2.2 8.4 4.8 0.0 9.2 8.3
Number of Traders in Each Category Total Traders: 433
20 31 9 132 64 103 52 91 48 27 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,897,362
Positions
69,028 141,179 1,276 933,817 570,933 320,285 185,521 486,131 20,698 149,846 91,226 411 216,480 265,223
Changes from: October 3, 2023 Total Change is: 4,810
-522 2,606 -976 14,815 -32,799 6,200 -7,333 25,270 -4,107 311 4,364 0 -3,578 4,252
Percent of Open Interest Represented by Each Category of Trader
3.6 7.4 0.1 49.2 30.1 16.9 9.8 25.6 1.1 7.9 4.8 0.0 11.4 14.0
Number of Traders in Each Category Total Traders: 182
6 15 4 52 47 58 8 35 15 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 5,420
Positions
0 0 0 0 0 0 3,096 1,356 923 454 1,330 1 946 1,810
Changes from: October 3, 2023 Total Change is: -480
0 0 0 0 0 0 -940 581 214 51 -546 1 194 -730
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 57.1 25.0 17.0 8.4 24.5 0.0 17.5 33.4
Number of Traders in Each Category Total Traders: 33
0 0 0 0 0 0 4 . . 6 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 5,746,430
Positions
118,428 771,122 12,111 2,750,568 1,005,232 747,570 1,041,769 2,702,791 67,126 611,325 114,397 903 396,630 325,178
Changes from: October 3, 2023 Total Change is: 115,686
34,543 15,964 146 18,187 -10,312 -3,485 96,109 120,546 13,927 -37,295 -9,430 0 -6,446 -11,670
Percent of Open Interest Represented by Each Category of Trader
2.1 13.4 0.2 47.9 17.5 13.0 18.1 47.0 1.2 10.6 2.0 0.0 6.9 5.7
Number of Traders in Each Category Total Traders: 401
18 32 9 153 38 98 53 69 40 29 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,902,648
Positions
590,914 242,483 421,066 45,948 50,058 49,218 249,900 583,237 497,298 9,005 2,818 6,529 32,770 49,941
Changes from: October 3, 2023 Total Change is: 237,049
102,527 16,428 32,944 -8,625 3,999 7,463 -10,515 67,411 105,415 5,352 -766 3,173 -685 982
Percent of Open Interest Represented by Each Category of Trader
31.1 12.7 22.1 2.4 2.6 2.6 13.1 30.7 26.1 0.5 0.1 0.3 1.7 2.6
Number of Traders in Each Category Total Traders: 150
32 31 52 . 5 6 35 33 50 4 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 16,985
Positions
6,002 4,911 5,199 826 263 228 427 1,926 4,108 100 252 65 30 33
Changes from: October 3, 2023 Total Change is: 1,540
528 1,051 663 550 167 -24 -35 -141 -84 0 -62 10 -68 -40
Percent of Open Interest Represented by Each Category of Trader
35.3 28.9 30.6 4.9 1.5 1.3 2.5 11.3 24.2 0.6 1.5 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 33
11 . 6 . . . 5 9 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 9,825,890
Positions
2,205,285 2,650,405 1,561,595 454,459 646,514 958,054 1,850,953 1,090,061 2,582,917 74,627 193,767 88,027 49,973 54,550
Changes from: October 3, 2023 Total Change is: -5,059
9,813 145,835 -23,541 165,511 -9,264 2,309 -141,080 -108,566 1,063 -6,539 -4,406 -18,726 6,131 10,237
Percent of Open Interest Represented by Each Category of Trader
22.4 27.0 15.9 4.6 6.6 9.8 18.8 11.1 26.3 0.8 2.0 0.9 0.5 0.6
Number of Traders in Each Category Total Traders: 873
72 111 136 40 73 63 108 190 191 97 114 95
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 871,122
Positions
330,092 234,995 245,701 71,505 4,297 2,414 87,069 222,076 131,195 1,918 29,192 418 810 834
Changes from: October 3, 2023 Total Change is: 50,268
36,990 31,271 10,805 29,803 -186 -448 -26,282 8,536 -571 -543 463 340 174 58
Percent of Open Interest Represented by Each Category of Trader
37.9 27.0 28.2 8.2 0.5 0.3 10.0 25.5 15.1 0.2 3.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 186
33 51 55 . 6 . 30 46 45 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 66,029
Positions
2,788 95 31,343 40 168 0 3,835 14,619 19,415 8,605 389 0 3 0
Changes from: October 3, 2023 Total Change is: -168
0 0 0 0 0 0 60 -168 0 -228 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
4.2 0.1 47.5 0.1 0.3 0.0 5.8 22.1 29.4 13.0 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 10, 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 27,516
Positions
6,988 0 1,253 0 469 0 3,766 18,175 2,458 13,051 5,101 0 0 60
Changes from: October 3, 2023 Total Change is: 1,370
0 0 0 0 0 0 160 1,561 0 1,210 -193 0 0 2
Percent of Open Interest Represented by Each Category of Trader
25.4 0.0 4.6 0.0 1.7 0.0 13.7 66.1 8.9 47.4 18.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 14,683
Positions
429 2,600 98 7,402 517 444 1,946 9,114 976 2,096 153 6 1,286 775
Changes from: October 3, 2023 Total Change is: 236
2 -298 21 66 -106 40 -427 549 282 155 -257 6 91 -1
Percent of Open Interest Represented by Each Category of Trader
2.9 17.7 0.7 50.4 3.5 3.0 13.3 62.1 6.6 14.3 1.0 0.0 8.8 5.3
Number of Traders in Each Category Total Traders: 99
4 9 4 8 6 4 21 38 13 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 7,239
Positions
415 235 73 320 1,086 65 1,661 3,066 592 1,706 1,293 25 2,382 804
Changes from: October 3, 2023 Total Change is: 1,046
47 89 7 47 -34 15 395 903 186 136 -40 0 213 -80
Percent of Open Interest Represented by Each Category of Trader
5.7 3.2 1.0 4.4 15.0 0.9 22.9 42.4 8.2 23.6 17.9 0.3 32.9 11.1
Number of Traders in Each Category Total Traders: 84
. . . . . . 16 11 5 36 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 4,766
Positions
276 161 0 365 979 7 2,637 2,784 93 751 136 48 589 558
Changes from: October 3, 2023 Total Change is: 957
20 -17 -28 31 221 -22 1,318 625 21 -474 27 38 53 92
Percent of Open Interest Represented by Each Category of Trader
5.8 3.4 0.0 7.7 20.5 0.1 55.3 58.4 2.0 15.8 2.9 1.0 12.4 11.7
Number of Traders in Each Category Total Traders: 63
4 . 0 4 4 . 17 24 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,064
Positions
1,529 0 2,023 0 1,113 457 4,308 7,238 150 6,116 3,721 50 431 312
Changes from: October 3, 2023 Total Change is: 4,009
195 -1,559 2,014 0 -326 115 2,491 3,367 -173 -716 592 0 83 -21
Percent of Open Interest Represented by Each Category of Trader
10.2 0.0 13.4 0.0 7.4 3.0 28.6 48.0 1.0 40.6 24.7 0.3 2.9 2.1
Number of Traders in Each Category Total Traders: 81
. 0 . 0 . . 7 8 . 39 22 .
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Traders in Financial Futures - Futures Only Positions as of October 10, 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 41,288
Positions
0 24,086 0 18,580 1,035 656 14,201 9,610 674 2,834 2,106 0 4,343 3,121
Changes from: October 3, 2023 Total Change is: -1,052
0 -150 0 -707 236 -7 605 -942 -128 -628 -3 0 -187 -58
Percent of Open Interest Represented by Each Category of Trader
0.0 58.3 0.0 45.0 2.5 1.6 34.4 23.3 1.6 6.9 5.1 0.0 10.5 7.6
Number of Traders in Each Category Total Traders: 101
0 . 0 14 5 . 31 15 . 19 15 0
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Traders in Financial Futures - Futures Only Positions as of October 10, 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 360,969
Positions
37,378 32,678 16,526 74,664 62,810 51,729 63,747 79,619 63,628 8,511 1,625 19,079 25,707 33,275
Changes from: October 3, 2023 Total Change is: -20,193
-17,452 2,981 1,968 -13,282 -2,438 2,134 729 -25,974 -1,139 2,652 -3,150 2,913 1,284 2,512
Percent of Open Interest Represented by Each Category of Trader
10.4 9.1 4.6 20.7 17.4 14.3 17.7 22.1 17.6 2.4 0.5 5.3 7.1 9.2
Number of Traders in Each Category Total Traders: 201
8 17 19 23 35 31 37 45 67 10 12 22
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Traders in Financial Futures - Futures Only Positions as of October 10, 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 62,404
Positions
50,323 46,805 0 9,312 3,651 487 1,330 10,748 352 336 305 3 261 53
Changes from: October 3, 2023 Total Change is: 372
1,603 0 0 -3 -538 0 -1,556 481 351 10 105 -2 -31 -25
Percent of Open Interest Represented by Each Category of Trader
80.6 75.0 0.0 14.9 5.9 0.8 2.1 17.2 0.6 0.5 0.5 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
6 . 0 11 4 . 5 6 4 . 4 .
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Updated October 13, 2023