Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 198,528
Positions
93,353 23,251 613 29,054 69,389 6,539 21,550 53,097 3,580 9,933 1,433 17 33,889 40,609
Changes from: October 24, 2023 Total Change is: 13,781
4,502 -2,702 122 -1,904 9,067 1,430 4,261 1,310 750 2,550 -25 -4 2,074 3,833
Percent of Open Interest Represented by Each Category of Trader
47.0 11.7 0.3 14.6 35.0 3.3 10.9 26.7 1.8 5.0 0.7 0.0 17.1 20.5
Number of Traders in Each Category Total Traders: 118
10 . . 14 30 12 15 33 8 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 56,353
Positions
28,734 1,031 966 2,523 23,121 54 13,343 10,904 42 1,513 0 0 9,178 20,235
Changes from: October 24, 2023 Total Change is: -2,913
-558 140 6 -452 -1,261 -404 -1,001 94 10 0 0 0 -514 -1,498
Percent of Open Interest Represented by Each Category of Trader
51.0 1.8 1.7 4.5 41.0 0.1 23.7 19.3 0.1 2.7 0.0 0.0 16.3 35.9
Number of Traders in Each Category Total Traders: 54
7 . . . 14 . 13 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 229,991
Positions
78,329 13,551 3,712 42,246 116,354 3,257 71,263 45,030 8,859 0 3,120 0 22,325 36,108
Changes from: October 24, 2023 Total Change is: -3,268
5,651 -2,505 -605 -3,228 -677 -173 -1,011 -488 313 0 0 0 -4,215 867
Percent of Open Interest Represented by Each Category of Trader
34.1 5.9 1.6 18.4 50.6 1.4 31.0 19.6 3.9 0.0 1.4 0.0 9.7 15.7
Number of Traders in Each Category Total Traders: 120
7 5 . 10 38 13 28 28 16 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 277,272
Positions
95,726 18,600 558 66,878 105,466 3,717 51,443 92,401 9,111 7,996 1,858 7 41,836 45,554
Changes from: October 24, 2023 Total Change is: 16,363
2,719 6,689 -20 -2,177 851 -1,495 13,110 7,144 342 -492 -62 -25 4,401 2,939
Percent of Open Interest Represented by Each Category of Trader
34.5 6.7 0.2 24.1 38.0 1.3 18.6 33.3 3.3 2.9 0.7 0.0 15.1 16.4
Number of Traders in Each Category Total Traders: 153
11 6 . 22 36 14 28 38 15 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 694,962
Positions
19,049 393,879 5,036 443,345 121,935 22,001 77,740 72,267 10,486 33,874 9,569 4,098 79,333 55,691
Changes from: October 24, 2023 Total Change is: -7,706
762 -6,348 1,557 -5,429 -887 -1,216 -3,860 -308 940 613 528 -173 -900 -1,799
Percent of Open Interest Represented by Each Category of Trader
2.7 56.7 0.7 63.8 17.5 3.2 11.2 10.4 1.5 4.9 1.4 0.6 11.4 8.0
Number of Traders in Each Category Total Traders: 295
12 18 7 107 37 44 41 47 29 26 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 30,755
Positions
0 11,638 0 14,413 1,505 2,604 0 11,972 28 0 0 0 13,710 3,008
Changes from: October 24, 2023 Total Change is: 1,130
0 432 0 589 -49 0 -432 1,409 28 0 0 0 945 -690
Percent of Open Interest Represented by Each Category of Trader
0.0 37.8 0.0 46.9 4.9 8.5 0.0 38.9 0.1 0.0 0.0 0.0 44.6 9.8
Number of Traders in Each Category Total Traders: 30
0 . 0 16 . 6 0 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 196,866
Positions
109,755 8,207 441 30,051 105,496 5,522 25,334 42,296 990 2,181 0 0 22,592 33,914
Changes from: October 24, 2023 Total Change is: 2,200
-5,775 3,840 168 -540 -4,079 367 3,803 2,187 181 10 0 0 3,986 -464
Percent of Open Interest Represented by Each Category of Trader
55.8 4.2 0.2 15.3 53.6 2.8 12.9 21.5 0.5 1.1 0.0 0.0 11.5 17.2
Number of Traders in Each Category Total Traders: 103
8 5 . 14 25 10 18 30 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 199,078
Positions
22,355 46,204 196 98,667 5,292 673 68,552 42,190 534 2,356 100,830 0 5,745 3,159
Changes from: October 24, 2023 Total Change is: 4,548
-2,760 5,484 -2 2,547 -389 -75 5,216 11,412 -712 360 -10,885 0 -26 -285
Percent of Open Interest Represented by Each Category of Trader
11.2 23.2 0.1 49.6 2.7 0.3 34.4 21.2 0.3 1.2 50.6 0.0 2.9 1.6
Number of Traders in Each Category Total Traders: 146
5 7 . 24 10 4 42 35 9 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 67,068
Positions
4,850 23,867 11,601 26,579 3,359 2,529 12,443 20,000 1,079 4,722 3,044 0 3,265 1,589
Changes from: October 24, 2023 Total Change is: 15,614
-5,173 121 7,842 10,159 133 2,497 -46 4,392 320 255 507 0 -240 -198
Percent of Open Interest Represented by Each Category of Trader
7.2 35.6 17.3 39.6 5.0 3.8 18.6 29.8 1.6 7.0 4.5 0.0 4.9 2.4
Number of Traders in Each Category Total Traders: 73
4 . 4 12 6 . 19 11 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 57,676
Positions
32,237 4,301 100 4,028 32,102 667 16,766 12,032 624 330 1,507 17 2,907 6,326
Changes from: October 24, 2023 Total Change is: 433
-202 -1,161 6 34 2,439 -425 1,060 -792 -5 0 187 0 -35 184
Percent of Open Interest Represented by Each Category of Trader
55.9 7.5 0.2 7.0 55.7 1.2 29.1 20.9 1.1 0.6 2.6 0.0 5.0 11.0
Number of Traders in Each Category Total Traders: 102
11 . . 11 21 6 20 29 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,650
Positions
259 890 0 9,147 2,030 77 2,239 8,495 321 266 110 0 1,341 1,727
Changes from: October 24, 2023 Total Change is: 40
-125 -109 -23 -301 -341 0 293 56 321 -100 110 0 -25 26
Percent of Open Interest Represented by Each Category of Trader
1.9 6.5 0.0 67.0 14.9 0.6 16.4 62.2 2.4 1.9 0.8 0.0 9.8 12.7
Number of Traders in Each Category Total Traders: 32
. . 0 . 6 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,936
Positions
52,054 9,457 1,023 13,677 26,627 553 11,385 31,843 1,320 13,264 17,943 3 10,657 15,167
Changes from: October 24, 2023 Total Change is: -645
959 -1,811 332 617 3,318 73 457 -3,562 420 -3,267 0 0 -236 585
Percent of Open Interest Represented by Each Category of Trader
50.1 9.1 1.0 13.2 25.6 0.5 11.0 30.6 1.3 12.8 17.3 0.0 10.3 14.6
Number of Traders in Each Category Total Traders: 94
15 6 . 17 14 5 16 20 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 103,936
Positions
52,054 9,457 1,023 13,677 26,627 553 11,385 31,843 1,320 13,264 17,943 3 10,657 15,167
Changes from: October 24, 2023 Total Change is: -645
959 -1,811 332 617 3,318 73 457 -3,562 420 -3,267 0 0 -236 585
Percent of Open Interest Represented by Each Category of Trader
50.1 9.1 1.0 13.2 25.6 0.5 11.0 30.6 1.3 12.8 17.3 0.0 10.3 14.6
Number of Traders in Each Category Total Traders: 94
15 6 . 17 14 5 16 20 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,887
Positions
7,890 19,004 0 22,468 9,998 2,762 3,425 5,904 0 0 0 0 2,342 1,219
Changes from: October 24, 2023 Total Change is: -2,099
162 -2,375 0 -1,842 101 -154 22 344 0 0 0 0 -287 -15
Percent of Open Interest Represented by Each Category of Trader
20.3 48.9 0.0 57.8 25.7 7.1 8.8 15.2 0.0 0.0 0.0 0.0 6.0 3.1
Number of Traders in Each Category Total Traders: 44
4 6 0 17 8 4 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,193,182
Positions
248,577 652,733 27,052 1,074,948 468,610 185,422 146,121 383,423 61,297 171,556 173,283 6,942 271,267 234,420
Changes from: October 24, 2023 Total Change is: 16,329
-4,893 5,838 2,576 8,620 15,302 -7,150 -13,981 20,104 2,458 16,468 -30,511 636 11,596 7,078
Percent of Open Interest Represented by Each Category of Trader
11.3 29.8 1.2 49.0 21.4 8.5 6.7 17.5 2.8 7.8 7.9 0.3 12.4 10.7
Number of Traders in Each Category Total Traders: 518
38 36 25 163 77 103 70 89 68 26 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,899
Positions
6,507 10,837 0 8,480 4,663 1,188 4,187 712 0 0 0 0 1,537 4,499
Changes from: October 24, 2023 Total Change is: 2,051
1,819 -83 0 -286 401 0 230 62 0 0 0 0 288 1,671
Percent of Open Interest Represented by Each Category of Trader
29.7 49.5 0.0 38.7 21.3 5.4 19.1 3.3 0.0 0.0 0.0 0.0 7.0 20.5
Number of Traders in Each Category Total Traders: 28
4 7 0 4 5 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,320
Positions
2,410 25,277 1 17,978 706 0 5,480 2,094 0 0 0 0 3,451 1,242
Changes from: October 24, 2023 Total Change is: 1,336
-350 1,383 1 1,389 25 0 304 -58 0 0 0 0 -8 -15
Percent of Open Interest Represented by Each Category of Trader
8.2 86.2 0.0 61.3 2.4 0.0 18.7 7.1 0.0 0.0 0.0 0.0 11.8 4.2
Number of Traders in Each Category Total Traders: 43
. 10 . 16 . 0 7 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,174,689
Positions
247,609 652,081 27,052 1,072,921 468,725 184,994 153,257 384,410 50,094 175,073 173,283 3,424 260,265 230,626
Changes from: October 24, 2023 Total Change is: 16,237
-4,994 5,502 2,829 8,786 15,304 -7,146 -13,821 21,488 1,621 16,904 -30,331 200 11,858 6,770
Percent of Open Interest Represented by Each Category of Trader
11.4 30.0 1.2 49.3 21.6 8.5 7.0 17.7 2.3 8.1 8.0 0.2 12.0 10.6
Number of Traders in Each Category Total Traders: 505
37 36 25 159 77 100 63 89 65 26 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 35,731
Positions
25,516 31,107 0 7,996 1,704 0 223 914 0 0 0 0 1,996 2,006
Changes from: October 24, 2023 Total Change is: 954
953 5 0 25 723 0 4 -287 0 0 0 0 -28 513
Percent of Open Interest Represented by Each Category of Trader
71.4 87.1 0.0 22.4 4.8 0.0 0.6 2.6 0.0 0.0 0.0 0.0 5.6 5.6
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,792
Positions
4,941 9,464 0 4,787 1,772 0 870 0 0 0 0 0 2,194 1,556
Changes from: October 24, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
38.6 74.0 0.0 37.4 13.9 0.0 6.8 0.0 0.0 0.0 0.0 0.0 17.2 12.2
Number of Traders in Each Category Total Traders: 20
6 5 0 . . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 14,057
Positions
4,734 12,220 0 5,680 524 44 1,321 500 0 0 0 0 2,278 769
Changes from: October 24, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
33.7 86.9 0.0 40.4 3.7 0.3 9.4 3.6 0.0 0.0 0.0 0.0 16.2 5.5
Number of Traders in Each Category Total Traders: 21
4 5 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 36,644
Positions
12,649 16,941 4 17,781 827 159 1,954 17,473 26 0 0 0 4,071 1,214
Changes from: October 24, 2023 Total Change is: 3,679
-81 -80 0 1,603 -148 27 -5 4,011 5 0 0 0 2,130 -136
Percent of Open Interest Represented by Each Category of Trader
34.5 46.2 0.0 48.5 2.3 0.4 5.3 47.7 0.1 0.0 0.0 0.0 11.1 3.3
Number of Traders in Each Category Total Traders: 33
6 6 . 10 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 184,925
Positions
9,677 6,520 0 22,408 986 2,142 37,740 99,224 2,933 0 35,168 10 110,015 37,942
Changes from: October 24, 2023 Total Change is: 922
-1,520 827 0 -1,866 -233 168 7,351 -4,891 -586 0 2,560 0 -2,625 3,077
Percent of Open Interest Represented by Each Category of Trader
5.2 3.5 0.0 12.1 0.5 1.2 20.4 53.7 1.6 0.0 19.0 0.0 59.5 20.5
Number of Traders in Each Category Total Traders: 31
. . 0 10 . 4 9 7 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 386,781
Positions
119,544 116,054 153,938 0 38,000 0 23,335 9,832 61,539 24,277 0 0 4,148 7,418
Changes from: October 24, 2023 Total Change is: 7,329
3,780 3,100 -691 0 0 0 -1,180 0 5,420 0 0 0 0 -500
Percent of Open Interest Represented by Each Category of Trader
30.9 30.0 39.8 0.0 9.8 0.0 6.0 2.5 15.9 6.3 0.0 0.0 1.1 1.9
Number of Traders in Each Category Total Traders: 32
9 9 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,727
Positions
5,943 1,678 15 19,634 28,029 1,933 3,531 990 304 0 961 0 8,367 5,817
Changes from: October 24, 2023 Total Change is: -149
309 -1,197 0 -649 1,384 96 -560 -423 35 0 91 0 620 -135
Percent of Open Interest Represented by Each Category of Trader
15.0 4.2 0.0 49.4 70.6 4.9 8.9 2.5 0.8 0.0 2.4 0.0 21.1 14.6
Number of Traders in Each Category Total Traders: 64
7 . . 24 19 14 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 270,325
Positions
59,618 72,290 3,077 80,381 34,446 7,473 46,983 55,445 14,055 16,625 42,490 164 41,950 40,885
Changes from: October 24, 2023 Total Change is: 7,761
8,672 -2,660 533 -5,777 9,576 -278 1,821 -2,790 1,887 779 312 -172 297 1,353
Percent of Open Interest Represented by Each Category of Trader
22.1 26.7 1.1 29.7 12.7 2.8 17.4 20.5 5.2 6.2 15.7 0.1 15.5 15.1
Number of Traders in Each Category Total Traders: 321
28 28 12 68 32 35 46 65 29 25 28 4
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Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 259,306
Positions
59,692 72,594 2,272 80,190 34,507 7,394 50,596 59,168 4,782 16,417 40,481 120 37,843 37,988
Changes from: October 24, 2023 Total Change is: 6,251
8,472 -2,655 703 -5,760 9,563 -265 2,791 -2,521 -126 613 -85 -73 -104 1,710
Percent of Open Interest Represented by Each Category of Trader
23.0 28.0 0.9 30.9 13.3 2.9 19.5 22.8 1.8 6.3 15.6 0.0 14.6 14.6
Number of Traders in Each Category Total Traders: 288
26 26 9 65 32 34 39 63 26 17 20 .
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Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 110,189
Positions
7,219 4,919 86 2,520 0 181 51,405 50,311 5,189 2,081 20,093 438 41,070 28,972
Changes from: October 24, 2023 Total Change is: 15,100
296 -1,745 0 -300 0 9 9,300 16,306 1,126 555 2,872 106 4,008 -3,574
Percent of Open Interest Represented by Each Category of Trader
6.6 4.5 0.1 2.3 0.0 0.2 46.7 45.7 4.7 1.9 18.2 0.4 37.3 26.3
Number of Traders in Each Category Total Traders: 54
4 . . 5 0 . 13 12 7 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 553,380
Positions
141,243 92,909 10,762 175,482 196,392 39,193 140,947 131,562 6,083 15,147 50,507 286 24,237 25,686
Changes from: October 24, 2023 Total Change is: 35,324
14,009 18,650 100 5,846 15,622 -1,383 16,157 -699 -1,312 1,247 2,603 43 617 1,700
Percent of Open Interest Represented by Each Category of Trader
25.5 16.8 1.9 31.7 35.5 7.1 25.5 23.8 1.1 2.7 9.1 0.1 4.4 4.6
Number of Traders in Each Category Total Traders: 360
35 16 5 85 71 45 54 74 34 8 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,252
Positions
6,563 8,913 0 12,148 9,935 0 286 523 0 0 0 0 1,255 881
Changes from: October 24, 2023 Total Change is: 1,179
1,477 -400 0 -245 1,444 0 -47 0 0 0 0 0 -6 135
Percent of Open Interest Represented by Each Category of Trader
32.4 44.0 0.0 60.0 49.1 0.0 1.4 2.6 0.0 0.0 0.0 0.0 6.2 4.4
Number of Traders in Each Category Total Traders: 23
. 6 0 8 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,806
Positions
1,492 9,659 0 8,473 0 2 1,093 1,079 0 364 1,475 0 3,382 2,591
Changes from: October 24, 2023 Total Change is: -520
0 -98 0 -9 -300 0 -205 -389 0 0 -69 0 -306 336
Percent of Open Interest Represented by Each Category of Trader
10.1 65.2 0.0 57.2 0.0 0.0 7.4 7.3 0.0 2.5 10.0 0.0 22.8 17.5
Number of Traders in Each Category Total Traders: 22
. 5 0 8 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 54,580
Positions
17,168 21,691 822 14,940 1,651 537 11,088 6,734 522 2,445 1,123 0 7,058 21,500
Changes from: October 24, 2023 Total Change is: 868
1,853 247 94 -847 -13 -18 -271 1,904 31 -377 657 0 403 -2,034
Percent of Open Interest Represented by Each Category of Trader
31.5 39.7 1.5 27.4 3.0 1.0 20.3 12.3 1.0 4.5 2.1 0.0 12.9 39.4
Number of Traders in Each Category Total Traders: 63
15 6 . 11 . 5 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 397,813
Positions
34,275 186,050 1,631 282,841 94,065 29,965 17,871 32,524 2,611 17,740 40,902 1,011 9,868 9,054
Changes from: October 24, 2023 Total Change is: 6,088
-517 -3,247 613 16,702 -3,815 -5,866 -2,329 10,190 -546 -1,540 8,203 -50 -379 606
Percent of Open Interest Represented by Each Category of Trader
8.6 46.8 0.4 71.1 23.6 7.5 4.5 8.2 0.7 4.5 10.3 0.3 2.5 2.3
Number of Traders in Each Category Total Traders: 202
14 14 5 78 46 33 20 22 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,060,627
Positions
67,565 409,174 17,628 573,770 373,206 118,490 128,937 90,627 7,077 111,890 23,723 2,185 33,085 18,517
Changes from: October 24, 2023 Total Change is: 6,621
-2,089 -3,437 552 -11,155 3,810 2,060 14,525 7,717 -45 4,599 -3,905 -181 -1,645 50
Percent of Open Interest Represented by Each Category of Trader
6.4 38.6 1.7 54.1 35.2 11.2 12.2 8.5 0.7 10.5 2.2 0.2 3.1 1.7
Number of Traders in Each Category Total Traders: 407
25 18 8 147 81 83 54 40 20 26 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 246,086
Positions
11,210 170,290 36,883 51,726 0 1,848 112,200 4,792 25,694 6,198 6,299 0 327 280
Changes from: October 24, 2023 Total Change is: 9,008
-53 10,894 -1,136 1,640 0 -60 9,427 -412 -823 22 320 0 -9 225
Percent of Open Interest Represented by Each Category of Trader
4.6 69.2 15.0 21.0 0.0 0.8 45.6 1.9 10.4 2.5 2.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 105
9 26 16 17 0 . 33 7 12 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,377,938
Positions
38,470 168,607 6,927 760,601 302,294 188,520 68,052 431,516 40,022 73,098 91,948 0 202,248 148,104
Changes from: October 24, 2023 Total Change is: 11,180
-9,582 -6,096 2,930 252 -3,152 8,329 2,038 22,155 -11,227 5,330 -4,840 -2 13,112 3,083
Percent of Open Interest Represented by Each Category of Trader
2.8 12.2 0.5 55.2 21.9 13.7 4.9 31.3 2.9 5.3 6.7 0.0 14.7 10.7
Number of Traders in Each Category Total Traders: 217
11 18 5 66 43 69 19 43 20 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,560,619
Positions
15,094 34,915 6,406 920,607 314,921 279,344 92,113 725,992 16,690 53,842 35,267 14 176,509 147,070
Changes from: October 24, 2023 Total Change is: 6,268
236 -8,160 -2,278 3,454 27,907 -2,333 -1,144 -8,204 1,073 1,172 -3,112 14 6,074 1,361
Percent of Open Interest Represented by Each Category of Trader
1.0 2.2 0.4 59.0 20.2 17.9 5.9 46.5 1.1 3.5 2.3 0.0 11.3 9.4
Number of Traders in Each Category Total Traders: 172
5 7 5 71 30 58 13 33 13 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,188,473
Positions
127,029 360,777 13,581 1,936,950 513,575 263,854 1,030,098 2,627,509 70,015 450,238 165,819 29,819 266,889 143,524
Changes from: October 24, 2023 Total Change is: -18,801
-32,747 -14,056 3,925 40,125 -14,594 5,079 -34,743 -12,628 -1,775 -1,891 8,935 3,484 -258 2,829
Percent of Open Interest Represented by Each Category of Trader
3.0 8.6 0.3 46.2 12.3 6.3 24.6 62.7 1.7 10.7 4.0 0.7 6.4 3.4
Number of Traders in Each Category Total Traders: 443
32 27 10 153 39 90 72 64 45 43 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,691,536
Positions
76,872 284,849 32,771 2,504,167 1,095,579 687,514 402,166 1,842,107 112,175 412,092 268,513 2,627 461,152 365,401
Changes from: October 24, 2023 Total Change is: 64,887
3,361 -37,697 318 -2,059 -75,787 -3,107 -10,087 78,016 33,193 20,392 46,465 526 22,350 22,960
Percent of Open Interest Represented by Each Category of Trader
1.6 6.1 0.7 53.4 23.4 14.7 8.6 39.3 2.4 8.8 5.7 0.1 9.8 7.8
Number of Traders in Each Category Total Traders: 432
21 31 15 134 60 106 57 84 52 25 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,012,883
Positions
67,325 170,297 3,234 992,824 564,140 306,623 226,061 618,006 25,855 168,243 70,889 423 222,295 253,416
Changes from: October 24, 2023 Total Change is: 45,251
5,473 10,073 576 -5,296 -35,461 4,791 14,518 86,459 2,991 14,669 -8,661 -2,427 9,956 -13,090
Percent of Open Interest Represented by Each Category of Trader
3.3 8.5 0.2 49.3 28.0 15.2 11.2 30.7 1.3 8.4 3.5 0.0 11.0 12.6
Number of Traders in Each Category Total Traders: 189
4 16 5 55 46 59 9 41 12 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,413
Positions
0 0 0 0 0 0 1,764 183 449 334 921 0 866 1,860
Changes from: October 24, 2023 Total Change is: -2,512
0 0 0 0 -32 0 -2,268 -1,162 -80 80 -882 0 -244 -356
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 51.7 5.4 13.2 9.8 27.0 0.0 25.4 54.5
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . . 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,746,137
Positions
163,677 775,835 11,250 2,858,130 860,463 765,052 892,291 2,821,959 68,979 582,644 119,133 1,012 403,102 322,454
Changes from: October 24, 2023 Total Change is: 175,098
54,373 36,608 -4,327 161,912 -4,806 -26,459 -16,479 176,751 1,166 -3,129 6,670 3 8,038 -10,508
Percent of Open Interest Represented by Each Category of Trader
2.8 13.5 0.2 49.7 15.0 13.3 15.5 49.1 1.2 10.1 2.1 0.0 7.0 5.6
Number of Traders in Each Category Total Traders: 404
24 31 11 154 35 101 53 71 44 25 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,028,290
Positions
600,140 319,334 498,535 36,228 63,901 40,523 321,576 561,275 477,418 11,281 800 14,359 28,230 52,145
Changes from: October 24, 2023 Total Change is: 13,581
42,289 26,049 -11,785 13,452 742 -21,491 -23,377 3,049 19,037 301 0 587 -5,432 -2,607
Percent of Open Interest Represented by Each Category of Trader
29.6 15.7 24.6 1.8 3.2 2.0 15.9 27.7 23.5 0.6 0.0 0.7 1.4 2.6
Number of Traders in Each Category Total Traders: 163
31 35 58 . 8 7 36 41 57 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,611
Positions
11,095 9,546 6,269 373 140 213 457 1,802 3,023 100 522 65 16 31
Changes from: October 24, 2023 Total Change is: 592
2,814 2,517 -1,072 0 3 -15 34 307 -1,155 0 100 0 -14 -93
Percent of Open Interest Represented by Each Category of Trader
51.3 44.2 29.0 1.7 0.6 1.0 2.1 8.3 14.0 0.5 2.4 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 34
12 . 9 . . . 4 10 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is10,506,359
Positions
2,176,340 2,673,564 1,666,478 717,957 737,617 1,003,957 1,923,472 1,239,929 2,794,987 74,826 241,420 106,332 42,010 42,075
Changes from: October 24, 2023 Total Change is: 243,603
51,923 170,441 -31,048 149,708 -10,337 29,951 65,838 105,131 -31,432 6,316 8,233 -272 2,619 2,936
Percent of Open Interest Represented by Each Category of Trader
20.7 25.4 15.9 6.8 7.0 9.6 18.3 11.8 26.6 0.7 2.3 1.0 0.4 0.4
Number of Traders in Each Category Total Traders: 876
67 113 135 41 77 66 118 184 190 104 105 97
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 1,051,132
Positions
391,029 244,479 319,242 118,304 3,947 3,774 78,031 304,892 137,109 2,075 36,344 409 1,159 936
Changes from: October 24, 2023 Total Change is: 44,570
20,499 -15,140 21,751 12,496 322 -72 -4,345 41,620 -5,743 -134 1,988 -5 123 -151
Percent of Open Interest Represented by Each Category of Trader
37.2 23.3 30.4 11.3 0.4 0.4 7.4 29.0 13.0 0.2 3.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 192
28 57 55 . 6 . 29 52 46 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 66,533
Positions
2,546 95 31,585 40 168 0 3,495 14,677 19,415 9,452 573 0 0 20
Changes from: October 24, 2023 Total Change is: 121
0 0 0 0 0 0 0 196 0 121 -75 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.8 0.1 47.5 0.1 0.3 0.0 5.3 22.1 29.2 14.2 0.9 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . . . 0 . 6 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,123
Positions
6,988 0 1,253 0 469 0 2,534 19,225 2,838 15,510 5,278 0 0 60
Changes from: October 24, 2023 Total Change is: 691
0 0 0 0 0 0 328 376 0 363 315 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.0 0.0 4.3 0.0 1.6 0.0 8.7 66.0 9.7 53.3 18.1 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 9 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,603
Positions
683 4,757 116 9,181 0 162 4,780 11,822 691 2,450 1,358 72 1,468 625
Changes from: October 24, 2023 Total Change is: -75
174 1,161 -79 798 -25 -212 1,244 333 -766 -571 127 -514 -149 -100
Percent of Open Interest Represented by Each Category of Trader
3.5 24.3 0.6 46.8 0.0 0.8 24.4 60.3 3.5 12.5 6.9 0.4 7.5 3.2
Number of Traders in Each Category Total Traders: 127
5 9 . 16 0 . 36 38 11 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,862
Positions
317 4,088 0 1,070 0 31 1,229 1,959 174 2,049 681 7 2,985 922
Changes from: October 24, 2023 Total Change is: -2,398
-973 3,134 -284 735 -548 -29 -1,714 -3,863 -257 318 -232 -17 -177 -302
Percent of Open Interest Represented by Each Category of Trader
4.0 52.0 0.0 13.6 0.0 0.4 15.6 24.9 2.2 26.1 8.7 0.1 38.0 11.7
Number of Traders in Each Category Total Traders: 91
4 . 0 4 0 . 16 9 5 44 12 .
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Traders in Financial Futures - Futures Only Positions as of October 31, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,127
Positions
187 539 71 463 144 76 1,528 2,473 84 928 332 2 788 406
Changes from: October 24, 2023 Total Change is: -594
52 210 -59 185 -585 -60 -486 -109 -112 -241 166 1 126 -46
Percent of Open Interest Represented by Each Category of Trader
4.5 13.1 1.7 11.2 3.5 1.8 37.0 59.9 2.0 22.5 8.0 0.0 19.1 9.8
Number of Traders in Each Category Total Traders: 63
4 8 . 5 . . 17 17 5 5 . .
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Traders in Financial Futures - Futures Only Positions as of October 31, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 16,495
Positions
2,386 767 1,526 590 2,998 300 3,119 7,327 58 7,957 3,318 50 509 151
Changes from: October 24, 2023 Total Change is: -7,420
-7,516 -60 959 590 -636 -157 226 -4,246 -389 -1,176 -2,674 0 43 -217
Percent of Open Interest Represented by Each Category of Trader
14.5 4.6 9.3 3.6 18.2 1.8 18.9 44.4 0.4 48.2 20.1 0.3 3.1 0.9
Number of Traders in Each Category Total Traders: 82
. . . . . . 6 8 . 47 15 .
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Traders in Financial Futures - Futures Only Positions as of October 31, 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 42,803
Positions
0 24,201 0 19,659 793 733 14,840 11,307 503 2,627 1,936 0 4,441 3,330
Changes from: October 24, 2023 Total Change is: 133
0 72 0 189 197 -29 -408 114 90 90 -261 0 201 -50
Percent of Open Interest Represented by Each Category of Trader
0.0 56.5 0.0 45.9 1.9 1.7 34.7 26.4 1.2 6.1 4.5 0.0 10.4 7.8
Number of Traders in Each Category Total Traders: 93
0 . 0 14 4 4 27 14 5 19 13 0
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Traders in Financial Futures - Futures Only Positions as of October 31, 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 353,533
Positions
34,271 30,670 13,543 88,266 64,800 51,706 54,503 82,174 54,088 12,599 7,261 17,211 27,346 32,080
Changes from: October 24, 2023 Total Change is: 9,215
-4,460 5,630 -660 4,314 -1,421 4,913 1,259 -1,832 -732 3,678 2,144 -1,761 2,664 2,934
Percent of Open Interest Represented by Each Category of Trader
9.7 8.7 3.8 25.0 18.3 14.6 15.4 23.2 15.3 3.6 2.1 4.9 7.7 9.1
Number of Traders in Each Category Total Traders: 192
15 12 16 24 31 28 33 45 56 7 11 20
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Traders in Financial Futures - Futures Only Positions as of October 31, 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 63,424
Positions
50,682 46,805 0 9,351 4,421 390 2,105 11,510 210 374 55 3 309 30
Changes from: October 24, 2023 Total Change is: 588
0 0 0 99 575 -97 626 212 -103 49 0 1 13 0
Percent of Open Interest Represented by Each Category of Trader
79.9 73.8 0.0 14.7 7.0 0.6 3.3 18.1 0.3 0.6 0.1 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 41
7 . 0 11 4 . 4 7 . 4 . .
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Updated November 3, 2023