Traders in Financial Futures - Futures Only Positions as of December 5, 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 197,791
Positions
103,787 20,476 754 33,924 82,690 4,853 8,979 46,567 6,076 10,381 1,896 1 29,036 34,478
Changes from: November 28, 2023 Total Change is: -3,073
351 666 452 1,802 -2,093 -295 -3,813 -1,546 -39 -57 109 -5 -1,469 -322
Percent of Open Interest Represented by Each Category of Trader
52.5 10.4 0.4 17.2 41.8 2.5 4.5 23.5 3.1 5.2 1.0 0.0 14.7 17.4
Number of Traders in Each Category Total Traders: 108
11 . . 14 29 8 11 27 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 60,356
Positions
26,159 7,489 1,397 9,514 20,572 44 7,331 10,553 1,785 1,471 0 0 12,655 18,516
Changes from: November 28, 2023 Total Change is: -123
-1,165 -121 48 -672 119 -29 -764 -2,058 1,558 0 0 0 901 360
Percent of Open Interest Represented by Each Category of Trader
43.3 12.4 2.3 15.8 34.1 0.1 12.1 17.5 3.0 2.4 0.0 0.0 21.0 30.7
Number of Traders in Each Category Total Traders: 51
8 . . . 12 . 10 14 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 218,873
Positions
39,243 27,096 11,266 67,338 90,847 4,186 51,948 37,143 16,271 0 3,761 0 28,621 28,303
Changes from: November 28, 2023 Total Change is: 1,501
-11,534 4,142 6,570 2,222 406 433 -1,398 -13,051 2,654 0 280 0 2,554 67
Percent of Open Interest Represented by Each Category of Trader
17.9 12.4 5.1 30.8 41.5 1.9 23.7 17.0 7.4 0.0 1.7 0.0 13.1 12.9
Number of Traders in Each Category Total Traders: 116
. 9 6 15 29 12 26 27 15 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 267,482
Positions
90,237 14,130 1,980 64,639 84,204 3,852 39,913 104,377 14,242 10,720 1,536 0 41,899 43,161
Changes from: November 28, 2023 Total Change is: 6,701
715 -3,177 859 -1,713 -6,294 -621 4,465 3,619 8,049 -2,561 -49 -9 -2,483 4,324
Percent of Open Interest Represented by Each Category of Trader
33.7 5.3 0.7 24.2 31.5 1.4 14.9 39.0 5.3 4.0 0.6 0.0 15.7 16.1
Number of Traders in Each Category Total Traders: 155
12 5 6 21 31 11 32 39 18 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 756,615
Positions
19,995 479,853 5,332 478,523 92,860 22,352 76,280 64,172 28,744 35,106 9,588 4,354 85,929 49,360
Changes from: November 28, 2023 Total Change is: 29,477
637 20,742 439 12,571 -935 67 3,047 1,123 7,373 1,495 239 532 3,316 -103
Percent of Open Interest Represented by Each Category of Trader
2.6 63.4 0.7 63.2 12.3 3.0 10.1 8.5 3.8 4.6 1.3 0.6 11.4 6.5
Number of Traders in Each Category Total Traders: 302
13 16 6 114 33 46 43 47 29 25 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 29,509
Positions
0 11,975 0 14,963 3,757 2,280 425 6,193 415 0 0 0 11,426 4,889
Changes from: November 28, 2023 Total Change is: 38
0 353 0 936 2,717 -821 0 -3,490 215 0 0 0 -292 1,064
Percent of Open Interest Represented by Each Category of Trader
0.0 40.6 0.0 50.7 12.7 7.7 1.4 21.0 1.4 0.0 0.0 0.0 38.7 16.6
Number of Traders in Each Category Total Traders: 30
0 . 0 15 . 6 . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 195,569
Positions
99,931 23,473 1,756 31,206 102,511 4,933 22,317 31,657 7,382 1,405 0 0 26,639 23,857
Changes from: November 28, 2023 Total Change is: -1,484
-4,331 10,902 -87 3,233 -6,146 -820 -1,213 -2,652 393 -937 0 0 2,278 -3,074
Percent of Open Interest Represented by Each Category of Trader
51.1 12.0 0.9 16.0 52.4 2.5 11.4 16.2 3.8 0.7 0.0 0.0 13.6 12.2
Number of Traders in Each Category Total Traders: 101
9 6 6 16 19 8 24 22 12 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 257,053
Positions
23,675 83,643 4,535 135,359 4,742 956 76,120 51,194 6,692 2,819 103,574 25 6,872 1,692
Changes from: November 28, 2023 Total Change is: 9,550
89 7,129 4,416 2,581 -71 45 238 -6,473 4,449 -1,325 222 25 -968 -192
Percent of Open Interest Represented by Each Category of Trader
9.2 32.5 1.8 52.7 1.8 0.4 29.6 19.9 2.6 1.1 40.3 0.0 2.7 0.7
Number of Traders in Each Category Total Traders: 164
. 11 4 30 11 5 57 22 13 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 72,487
Positions
1,556 59,673 146 49,996 2,839 8 14,705 5,450 0 2,639 2,779 0 3,437 1,592
Changes from: November 28, 2023 Total Change is: -36,262
169 21,481 -33,405 1,759 800 -2,013 -912 -15,198 -870 -493 -1,064 0 -497 -5,993
Percent of Open Interest Represented by Each Category of Trader
2.1 82.3 0.2 69.0 3.9 0.0 20.3 7.5 0.0 3.6 3.8 0.0 4.7 2.2
Number of Traders in Each Category Total Traders: 78
. 6 . 18 6 . 26 7 0 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 54,732
Positions
31,397 7,262 103 8,014 25,082 226 7,929 16,432 1,384 763 562 14 4,902 3,667
Changes from: November 28, 2023 Total Change is: 3,272
-2,182 2,965 56 4,326 -2,484 -129 -965 2,977 761 206 -239 0 1,199 -635
Percent of Open Interest Represented by Each Category of Trader
57.4 13.3 0.2 14.6 45.8 0.4 14.5 30.0 2.5 1.4 1.0 0.0 9.0 6.7
Number of Traders in Each Category Total Traders: 81
9 4 . 13 16 . 15 17 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 12,048
Positions
459 1,977 132 1,843 1,722 77 6,802 6,052 655 171 237 0 1,909 1,196
Changes from: November 28, 2023 Total Change is: -1,172
0 -813 126 -743 193 0 -1,320 -989 407 -60 -71 0 418 -25
Percent of Open Interest Represented by Each Category of Trader
3.8 16.4 1.1 15.3 14.3 0.6 56.5 50.2 5.4 1.4 2.0 0.0 15.8 9.9
Number of Traders in Each Category Total Traders: 33
. . . 4 6 . 10 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 94,870
Positions
36,280 26,420 2,461 17,493 10,065 1,916 19,676 29,113 2,496 1,231 5,941 89 13,228 16,369
Changes from: November 28, 2023 Total Change is: -6,109
-10,162 11,268 1,118 -2,660 -8,255 774 7,848 4,397 1,047 -3,784 -15,064 50 -339 -1,443
Percent of Open Interest Represented by Each Category of Trader
38.2 27.8 2.6 18.4 10.6 2.0 20.7 30.7 2.6 1.3 6.3 0.1 13.9 17.3
Number of Traders in Each Category Total Traders: 107
13 16 7 17 9 5 20 22 15 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 94,870
Positions
36,280 26,420 2,461 17,493 10,065 1,916 19,676 29,113 2,496 1,231 5,941 89 13,228 16,369
Changes from: November 28, 2023 Total Change is: -3,487
-10,108 11,187 1,251 -2,660 -8,255 774 8,132 4,904 1,258 -3,755 -14,549 72 1,549 -129
Percent of Open Interest Represented by Each Category of Trader
38.2 27.8 2.6 18.4 10.6 2.0 20.7 30.7 2.6 1.3 6.3 0.1 13.9 17.3
Number of Traders in Each Category Total Traders: 107
13 16 7 17 9 5 20 22 15 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 43,267
Positions
5,930 28,402 0 27,327 7,191 1,998 4,097 4,709 0 0 0 0 3,915 967
Changes from: November 28, 2023 Total Change is: -1,078
-2,514 4,371 0 2,329 -1,873 -3,618 888 526 0 0 0 0 1,837 -484
Percent of Open Interest Represented by Each Category of Trader
13.7 65.6 0.0 63.2 16.6 4.6 9.5 10.9 0.0 0.0 0.0 0.0 9.0 2.2
Number of Traders in Each Category Total Traders: 36
. 5 0 16 6 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 2,330,556
Positions
295,918 755,761 60,952 1,164,468 346,616 174,278 160,179 510,568 95,591 99,145 155,394 11,650 268,376 219,747
Changes from: November 28, 2023 Total Change is: 35,136
18,648 45,802 21,620 3,434 -20,773 -1,342 -12,446 19,706 27,673 -19,796 -52,397 -3,745 1,088 -1,409
Percent of Open Interest Represented by Each Category of Trader
12.7 32.4 2.6 50.0 14.9 7.5 6.9 21.9 4.1 4.3 6.7 0.5 11.5 9.4
Number of Traders in Each Category Total Traders: 515
35 38 24 180 60 101 81 77 71 24 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 23,829
Positions
9,660 12,315 0 6,889 6,421 915 5,075 1,953 0 0 0 0 1,290 2,225
Changes from: November 28, 2023 Total Change is: 412
899 712 0 -1,245 -767 0 972 695 0 0 0 0 -214 -228
Percent of Open Interest Represented by Each Category of Trader
40.5 51.7 0.0 28.9 26.9 3.8 21.3 8.2 0.0 0.0 0.0 0.0 5.4 9.3
Number of Traders in Each Category Total Traders: 29
5 8 0 . . . 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 36,419
Positions
4,550 30,362 0 24,807 3,277 0 4,037 1,488 0 0 0 0 3,025 1,292
Changes from: November 28, 2023 Total Change is: -731
320 -752 -7 -1,145 -42 0 304 517 0 0 0 0 -203 -447
Percent of Open Interest Represented by Each Category of Trader
12.5 83.4 0.0 68.1 9.0 0.0 11.1 4.1 0.0 0.0 0.0 0.0 8.3 3.5
Number of Traders in Each Category Total Traders: 43
. 10 0 17 . 0 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 2,314,400
Positions
295,918 754,635 60,942 1,162,337 346,619 173,864 160,354 513,778 88,557 103,833 154,766 6,961 261,634 214,278
Changes from: November 28, 2023 Total Change is: 34,506
18,758 45,626 21,610 3,577 -20,884 -1,378 -14,264 20,516 26,914 -19,976 -52,875 -3,564 2,829 -1,459
Percent of Open Interest Represented by Each Category of Trader
12.8 32.6 2.6 50.2 15.0 7.5 6.9 22.2 3.8 4.5 6.7 0.3 11.3 9.3
Number of Traders in Each Category Total Traders: 502
35 37 23 177 60 99 75 75 67 25 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 36,227
Positions
24,166 32,663 0 6,977 299 0 1,320 1,360 0 0 0 0 3,764 1,905
Changes from: November 28, 2023 Total Change is: -933
-1,837 -830 0 -1,252 -18 0 216 482 0 0 0 0 1,940 -567
Percent of Open Interest Represented by Each Category of Trader
66.7 90.2 0.0 19.3 0.8 0.0 3.6 3.8 0.0 0.0 0.0 0.0 10.4 5.3
Number of Traders in Each Category Total Traders: 23
6 7 0 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 18,836
Positions
3,018 17,059 0 13,655 0 44 472 763 0 0 0 0 1,647 970
Changes from: November 28, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.0 90.6 0.0 72.5 0.0 0.2 2.5 4.1 0.0 0.0 0.0 0.0 8.7 5.1
Number of Traders in Each Category Total Traders: 20
6 6 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 21,801
Positions
16,927 1,821 0 3,845 3,788 0 665 12,968 0 0 0 0 364 3,224
Changes from: November 28, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
77.6 8.4 0.0 17.6 17.4 0.0 3.1 59.5 0.0 0.0 0.0 0.0 1.7 14.8
Number of Traders in Each Category Total Traders: 21
7 . 0 . . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 36,710
Positions
21,272 9,520 0 11,938 8,860 162 1,170 16,711 29 0 0 0 2,139 1,428
Changes from: November 28, 2023 Total Change is: 2,161
2,305 -212 0 75 1,977 0 -460 321 2 0 0 0 239 73
Percent of Open Interest Represented by Each Category of Trader
57.9 25.9 0.0 32.5 24.1 0.4 3.2 45.5 0.1 0.0 0.0 0.0 5.8 3.9
Number of Traders in Each Category Total Traders: 32
8 4 0 9 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 161,563
Positions
0 11,264 103 22,229 887 3,221 66,369 36,019 2,212 0 53,158 6 67,423 54,693
Changes from: November 28, 2023 Total Change is: 6,301
-1,099 1,758 103 -2,546 -3 1,481 24,506 -1,781 1,269 0 2,975 -6 -17,407 505
Percent of Open Interest Represented by Each Category of Trader
0.0 7.0 0.1 13.8 0.5 2.0 41.1 22.3 1.4 0.0 32.9 0.0 41.7 33.9
Number of Traders in Each Category Total Traders: 32
0 . . 11 . 6 12 4 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 437,943
Positions
156,820 167,781 144,014 1,634 38,000 0 34,820 11,897 72,839 25,277 0 250 2,289 3,162
Changes from: November 28, 2023 Total Change is: 7,019
2,586 9,512 -647 0 0 0 7,175 1,250 -1,941 0 0 0 -154 -1,155
Percent of Open Interest Represented by Each Category of Trader
35.8 38.3 32.9 0.4 8.7 0.0 8.0 2.7 16.6 5.8 0.0 0.1 0.5 0.7
Number of Traders in Each Category Total Traders: 36
7 13 18 . . 0 4 4 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 38,404
Positions
4,526 4,329 0 22,694 22,662 2,056 953 1,946 289 0 1,510 1 7,885 5,611
Changes from: November 28, 2023 Total Change is: -1,853
-750 1,577 -1 -1,168 -1,425 83 619 -245 98 -250 -1,431 0 -484 -509
Percent of Open Interest Represented by Each Category of Trader
11.8 11.3 0.0 59.1 59.0 5.4 2.5 5.1 0.8 0.0 3.9 0.0 20.5 14.6
Number of Traders in Each Category Total Traders: 65
5 6 0 30 14 10 . 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 288,233
Positions
53,836 108,350 3,665 107,624 17,805 5,464 47,537 67,228 16,968 8,905 26,071 77 44,159 42,606
Changes from: November 28, 2023 Total Change is: -16,398
1,094 -11,755 675 -3,999 1,857 -1,351 -2,118 22,591 3,470 -12,354 -27,590 -750 -1,064 -3,546
Percent of Open Interest Represented by Each Category of Trader
18.7 37.6 1.3 37.3 6.2 1.9 16.5 23.3 5.9 3.1 9.0 0.0 15.3 14.8
Number of Traders in Each Category Total Traders: 316
27 29 14 77 29 34 53 53 35 17 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 277,746
Positions
54,064 108,214 2,995 107,327 17,805 5,457 46,370 72,326 11,367 8,818 23,412 2 41,346 36,168
Changes from: November 28, 2023 Total Change is: -15,569
1,029 -11,534 487 -3,947 1,857 -1,346 -543 23,280 3,014 -12,332 -27,842 -775 -1,156 -2,710
Percent of Open Interest Represented by Each Category of Trader
19.5 39.0 1.1 38.6 6.4 2.0 16.7 26.0 4.1 3.2 8.4 0.0 14.9 13.0
Number of Traders in Each Category Total Traders: 286
26 26 11 73 29 34 44 53 30 12 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 104,872
Positions
4,360 8,000 57 2,968 0 69 64,813 2,163 2,859 865 26,593 753 28,128 64,378
Changes from: November 28, 2023 Total Change is: -8,291
2,547 -314 -15 -522 0 -53 -9,633 -768 -1,564 -224 2,525 253 920 -8,355
Percent of Open Interest Represented by Each Category of Trader
4.2 7.6 0.1 2.8 0.0 0.1 61.8 2.1 2.7 0.8 25.4 0.7 26.8 61.4
Number of Traders in Each Category Total Traders: 45
4 . . 5 0 . 16 5 4 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 557,407
Positions
96,880 119,937 15,142 205,688 170,954 33,819 138,769 155,574 5,509 34,065 33,466 0 27,535 23,006
Changes from: November 28, 2023 Total Change is: 6,436
-16,715 10,708 2,193 14,777 2,932 -3,965 8,286 22,569 -239 1,555 -27,121 -245 789 -396
Percent of Open Interest Represented by Each Category of Trader
17.4 21.5 2.7 36.9 30.7 6.1 24.9 27.9 1.0 6.1 6.0 0.0 4.9 4.1
Number of Traders in Each Category Total Traders: 361
27 23 8 93 69 46 55 63 31 16 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 26,467
Positions
12,274 11,081 0 13,073 13,933 0 358 523 0 0 0 0 762 930
Changes from: November 28, 2023 Total Change is: 502
1,357 374 0 -816 32 0 0 0 0 0 0 0 -39 96
Percent of Open Interest Represented by Each Category of Trader
46.4 41.9 0.0 49.4 52.6 0.0 1.4 2.0 0.0 0.0 0.0 0.0 2.9 3.5
Number of Traders in Each Category Total Traders: 23
. 6 0 9 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 19,914
Positions
1,492 10,138 2,402 9,995 0 11 1,352 2,602 94 364 1,117 251 3,953 3,299
Changes from: November 28, 2023 Total Change is: 2,710
0 728 2,402 -210 0 0 -30 -745 37 0 -425 251 260 462
Percent of Open Interest Represented by Each Category of Trader
7.5 50.9 12.1 50.2 0.0 0.1 6.8 13.1 0.5 1.8 5.6 1.3 19.9 16.6
Number of Traders in Each Category Total Traders: 25
. 5 . 10 0 . . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 65,677
Positions
15,902 21,997 4,250 12,694 1,838 576 18,037 5,232 3,383 2,420 466 26 8,389 27,909
Changes from: November 28, 2023 Total Change is: -2
1,270 549 -1,144 -3,249 -241 80 2,497 -41 1,888 -597 0 26 -773 -1,119
Percent of Open Interest Represented by Each Category of Trader
24.2 33.5 6.5 19.3 2.8 0.9 27.5 8.0 5.2 3.7 0.7 0.0 12.8 42.5
Number of Traders in Each Category Total Traders: 69
13 7 4 12 . 8 20 8 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 405,627
Positions
35,774 224,724 1,358 283,863 61,377 30,448 22,372 25,907 2,532 16,475 51,393 1,144 11,661 6,744
Changes from: November 28, 2023 Total Change is: -2,286
-1,546 13,195 514 -3,266 1,521 218 3,545 -8,958 -567 -327 -7,215 -145 -712 -849
Percent of Open Interest Represented by Each Category of Trader
8.8 55.4 0.3 70.0 15.1 7.5 5.5 6.4 0.6 4.1 12.7 0.3 2.9 1.7
Number of Traders in Each Category Total Traders: 198
12 16 8 82 40 31 22 18 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 994,036
Positions
78,178 443,498 14,285 580,473 264,285 111,532 112,953 116,117 7,225 57,190 19,020 2,724 29,476 15,350
Changes from: November 28, 2023 Total Change is: -18,887
903 -10,608 1,535 -34,746 5,509 -242 -4,487 -13,972 1,133 19,636 -1,358 7 -2,626 -891
Percent of Open Interest Represented by Each Category of Trader
7.9 44.6 1.4 58.4 26.6 11.2 11.4 11.7 0.7 5.8 1.9 0.3 3.0 1.5
Number of Traders in Each Category Total Traders: 396
24 21 11 155 63 75 57 34 26 28 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 272,313
Positions
17,400 196,654 36,814 57,476 0 1,688 125,113 5,504 25,161 8,414 6,416 0 247 76
Changes from: November 28, 2023 Total Change is: 3,546
2,253 3,540 -1,661 3,004 0 -160 -1,706 31 1,826 55 -33 0 -65 3
Percent of Open Interest Represented by Each Category of Trader
6.4 72.2 13.5 21.1 0.0 0.6 45.9 2.0 9.2 3.1 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 108
11 24 16 17 0 . 36 6 11 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,299,431
Positions
30,545 189,497 2,492 716,450 253,783 188,857 68,107 383,084 23,612 76,719 112,684 599 192,050 144,823
Changes from: November 28, 2023 Total Change is: -8,704
319 -491 -6,053 20,855 -19,979 10,007 -12,078 18,749 -5,365 1,553 8,994 73 -18,015 -14,639
Percent of Open Interest Represented by Each Category of Trader
2.4 14.6 0.2 55.1 19.5 14.5 5.2 29.5 1.8 5.9 8.7 0.0 14.8 11.1
Number of Traders in Each Category Total Traders: 206
11 17 . 67 32 60 21 38 18 4 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,583,683
Positions
13,359 81,137 1,055 955,790 283,485 278,419 93,011 712,955 19,820 47,233 54,708 696 174,300 151,408
Changes from: November 28, 2023 Total Change is: -16,826
939 -3,843 -4,629 21,567 18,252 -4,103 -4,843 14,341 -23,543 -512 1,469 632 -2,334 -15,402
Percent of Open Interest Represented by Each Category of Trader
0.8 5.1 0.1 60.4 17.9 17.6 5.9 45.0 1.3 3.0 3.5 0.0 11.0 9.6
Number of Traders in Each Category Total Traders: 172
4 12 4 71 33 53 10 30 16 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 4,111,534
Positions
161,672 368,341 8,735 1,872,361 463,653 301,326 869,060 2,558,654 71,949 536,048 189,884 20,485 269,898 128,507
Changes from: November 28, 2023 Total Change is: 31,119
19,277 -53,392 -4,477 42,456 -31,318 -585 -37,634 120,307 -3,076 29,090 11,592 -4,046 -9,886 -3,886
Percent of Open Interest Represented by Each Category of Trader
3.9 9.0 0.2 45.5 11.3 7.3 21.1 62.2 1.7 13.0 4.6 0.5 6.6 3.1
Number of Traders in Each Category Total Traders: 452
29 27 10 155 39 89 73 68 41 45 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 4,536,418
Positions
118,021 283,741 49,043 2,330,734 1,096,788 704,828 367,684 1,694,612 99,921 450,257 243,897 587 415,343 363,001
Changes from: November 28, 2023 Total Change is: -238,695
2,105 19,150 -48,963 -60,458 -15,544 -18,576 -12,239 -139,862 -56,820 -22,175 43,401 -5,303 -16,266 -16,178
Percent of Open Interest Represented by Each Category of Trader
2.6 6.3 1.1 51.4 24.2 15.5 8.1 37.4 2.2 9.9 5.4 0.0 9.2 8.0
Number of Traders in Each Category Total Traders: 408
19 36 12 126 59 102 59 67 44 24 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,991,409
Positions
71,689 161,616 2,728 987,774 596,897 281,807 260,716 540,406 16,396 172,369 123,368 1,038 196,892 267,153
Changes from: November 28, 2023 Total Change is: -32,602
-785 -7,946 -2,271 3,223 27,256 -21,688 8,862 -17,031 -15,693 5,489 13,497 -148 -9,591 -8,578
Percent of Open Interest Represented by Each Category of Trader
3.6 8.1 0.1 49.6 30.0 14.2 13.1 27.1 0.8 8.7 6.2 0.1 9.9 13.4
Number of Traders in Each Category Total Traders: 188
5 15 4 53 53 58 13 27 12 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 3,276
Positions
0 0 0 0 0 0 1,436 1,689 115 727 480 0 998 992
Changes from: November 28, 2023 Total Change is: -1,499
0 0 0 0 0 0 949 995 -2,373 -40 -136 0 -35 15
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 43.8 51.6 3.5 22.2 14.7 0.0 30.5 30.3
Number of Traders in Each Category Total Traders: 23
0 0 0 0 0 0 . . . 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 5,775,249
Positions
140,872 616,164 11,915 2,946,585 1,007,042 701,100 894,309 2,915,604 83,541 557,829 137,633 334 438,764 301,916
Changes from: November 28, 2023 Total Change is: -305,881
-22,382 -100,020 -8,816 49,467 15,251 -59,272 -124,053 -56,828 -121,526 -10,968 22,890 -970 -7,361 3,410
Percent of Open Interest Represented by Each Category of Trader
2.4 10.7 0.2 51.0 17.4 12.1 15.5 50.5 1.4 9.7 2.4 0.0 7.6 5.2
Number of Traders in Each Category Total Traders: 378
18 29 9 152 32 101 46 64 33 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,482,072
Positions
430,947 175,958 380,032 31,749 16,200 30,823 234,794 502,384 318,632 13,962 4,967 11,036 30,097 42,040
Changes from: November 28, 2023 Total Change is: -435,605
-97,023 -48,243 -129,180 -599 -18,465 -4,495 -30,517 -57,166 -175,156 1,708 2,177 -189 -154 -4,888
Percent of Open Interest Represented by Each Category of Trader
29.1 11.9 25.6 2.1 1.1 2.1 15.8 33.9 21.5 0.9 0.3 0.7 2.0 2.8
Number of Traders in Each Category Total Traders: 148
35 24 47 4 4 6 28 41 47 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 31,214
Positions
13,420 11,032 7,500 326 128 215 753 2,921 8,753 100 442 89 58 134
Changes from: November 28, 2023 Total Change is: 4,303
75 -1,310 2,061 0 6 0 110 1,415 2,048 0 0 0 9 83
Percent of Open Interest Represented by Each Category of Trader
43.0 35.3 24.0 1.0 0.4 0.7 2.4 9.4 28.0 0.3 1.4 0.3 0.2 0.4
Number of Traders in Each Category Total Traders: 41
13 4 9 . . . 6 12 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 is10,972,383
Positions
2,284,559 2,680,196 1,768,250 201,630 843,719 1,021,908 2,178,406 974,015 3,226,186 106,908 270,484 105,072 79,464 82,553
Changes from: November 28, 2023 Total Change is: 134,944
21,927 -307,076 217,499 -144,518 -19,897 55,078 -123,593 94,557 19,306 39,654 24,728 1,894 47,697 48,855
Percent of Open Interest Represented by Each Category of Trader
20.8 24.4 16.1 1.8 7.7 9.3 19.9 8.9 29.4 1.0 2.5 1.0 0.7 0.8
Number of Traders in Each Category Total Traders: 888
68 114 140 34 84 58 145 166 193 91 117 106
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 865,357
Positions
213,105 216,378 176,044 132,808 2,813 15,223 195,360 335,021 103,044 25,978 13,039 525 3,270 3,270
Changes from: November 28, 2023 Total Change is: -228,819
-207,174 -70,988 -35,370 -18,209 -806 10,528 33,532 -92,192 -37,540 22,961 -5,592 151 2,302 2,990
Percent of Open Interest Represented by Each Category of Trader
24.6 25.0 20.3 15.3 0.3 1.8 22.6 38.7 11.9 3.0 1.5 0.1 0.4 0.4
Number of Traders in Each Category Total Traders: 181
30 51 49 . 5 4 26 51 46 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 68,187
Positions
2,546 25 31,585 40 283 0 3,780 16,780 19,265 10,971 229 0 0 20
Changes from: November 28, 2023 Total Change is: -1,207
0 0 0 0 115 0 -265 -949 0 -942 -353 0 0 -20
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 46.3 0.1 0.4 0.0 5.5 24.6 28.3 16.1 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 31,791
Positions
6,858 0 1,253 0 469 0 350 22,399 2,839 20,491 4,769 0 0 62
Changes from: November 28, 2023 Total Change is: -1,131
0 0 0 0 0 0 -950 -1,127 0 -181 -5 0 0 1
Percent of Open Interest Represented by Each Category of Trader
21.6 0.0 3.9 0.0 1.5 0.0 1.1 70.5 8.9 64.5 15.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 27
. 0 . 0 . 0 . 9 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 23,035
Positions
647 6,439 126 11,735 0 239 4,390 12,535 976 3,030 1,691 251 1,641 778
Changes from: November 28, 2023 Total Change is: 8
-29 31 53 287 0 4 -89 -768 429 -690 126 90 -47 43
Percent of Open Interest Represented by Each Category of Trader
2.8 28.0 0.5 50.9 0.0 1.0 19.1 54.4 4.2 13.2 7.3 1.1 7.1 3.4
Number of Traders in Each Category Total Traders: 132
5 12 . 19 0 . 32 42 20 12 10 .
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Traders in Financial Futures - Futures Only Positions as of December 5, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 11,235
Positions
868 3,383 20 1,493 25 32 2,460 5,069 139 2,510 975 25 3,688 1,567
Changes from: November 28, 2023 Total Change is: 1,651
613 649 -8 -42 25 -14 220 379 24 463 85 3 392 508
Percent of Open Interest Represented by Each Category of Trader
7.7 30.1 0.2 13.3 0.2 0.3 21.9 45.1 1.2 22.3 8.7 0.2 32.8 13.9
Number of Traders in Each Category Total Traders: 103
. . . 6 . . 19 9 5 46 15 .
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Traders in Financial Futures - Futures Only Positions as of December 5, 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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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 7,201
Positions
1,607 0 0 0 0 0 207 2,339 3 4,425 4,281 0 959 578
Changes from: November 28, 2023 Total Change is: 1,106
-168 0 -2 0 0 0 102 -9 3 934 947 0 237 167
Percent of Open Interest Represented by Each Category of Trader
22.3 0.0 0.0 0.0 0.0 0.0 2.9 32.5 0.0 61.4 59.5 0.0 13.3 8.0
Number of Traders in Each Category Total Traders: 74
. 0 0 0 0 0 . . . 35 34 0
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Traders in Financial Futures - Futures Only Positions as of December 5, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,373
Positions
234 1,106 76 1,711 28 12 2,291 3,624 31 920 976 29 1,069 491
Changes from: November 28, 2023 Total Change is: 625
26 117 19 144 3 -1 307 49 8 -136 205 29 229 196
Percent of Open Interest Represented by Each Category of Trader
3.7 17.4 1.2 26.8 0.4 0.2 35.9 56.9 0.5 14.4 15.3 0.5 16.8 7.7
Number of Traders in Each Category Total Traders: 77
4 7 . 11 . . 22 23 6 6 . .
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Traders in Financial Futures - Futures Only Positions as of December 5, 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 24,202
Positions
807 9,253 395 2,142 605 427 3,928 6,059 3,877 11,422 3,236 65 1,139 285
Changes from: November 28, 2023 Total Change is: 6,670
304 5,457 -112 25 29 -85 2,980 1,523 -55 3,294 -81 0 319 -6
Percent of Open Interest Represented by Each Category of Trader
3.3 38.2 1.6 8.9 2.5 1.8 16.2 25.0 16.0 47.2 13.4 0.3 4.7 1.2
Number of Traders in Each Category Total Traders: 109
. . . . . . 9 7 . 67 20 .
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Traders in Financial Futures - Futures Only Positions as of December 5, 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 8,013
Positions
0 2,313 339 0 0 0 481 1,136 16 4,260 1,906 0 2,917 2,303
Changes from: November 28, 2023 Total Change is: 3,746
0 614 338 0 0 0 374 280 15 558 368 0 2,461 2,131
Percent of Open Interest Represented by Each Category of Trader
0.0 28.9 4.2 0.0 0.0 0.0 6.0 14.2 0.2 53.2 23.8 0.0 36.4 28.7
Number of Traders in Each Category Total Traders: 47
0 . . 0 0 0 . . . 27 15 0
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Traders in Financial Futures - Futures Only Positions as of December 5, 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 40,451
Positions
0 24,434 0 10,867 1,169 684 21,106 5,351 2,690 2,213 2,849 0 2,891 3,274
Changes from: November 28, 2023 Total Change is: 1,092
0 160 0 -2,628 818 -13 1,313 -1,519 1,643 621 259 0 156 -256
Percent of Open Interest Represented by Each Category of Trader
0.0 60.4 0.0 26.9 2.9 1.7 52.2 13.2 6.7 5.5 7.0 0.0 7.1 8.1
Number of Traders in Each Category Total Traders: 99
0 . 0 14 5 4 23 20 10 15 17 0
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Traders in Financial Futures - Futures Only Positions as of December 5, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 406,711
Positions
58,319 33,306 19,070 81,538 94,226 64,043 71,129 90,004 59,885 10,652 3,008 14,332 27,743 28,837
Changes from: November 28, 2023 Total Change is: 15,959
6,804 6,705 3,650 -5,106 8,046 1,465 8,828 -597 -95 -196 -3,878 -864 1,473 1,527
Percent of Open Interest Represented by Each Category of Trader
14.3 8.2 4.7 20.0 23.2 15.7 17.5 22.1 14.7 2.6 0.7 3.5 6.8 7.1
Number of Traders in Each Category Total Traders: 224
16 13 21 23 34 27 48 47 59 16 10 27
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Traders in Financial Futures - Futures Only Positions as of December 5, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 64,412
Positions
50,911 46,805 0 10,794 4,374 48 1,712 12,784 174 460 185 0 313 42
Changes from: November 28, 2023 Total Change is: -2,132
40 0 0 -3,082 -75 -8 1,143 -1,890 -207 -65 62 0 47 -14
Percent of Open Interest Represented by Each Category of Trader
79.0 72.7 0.0 16.8 6.8 0.1 2.7 19.8 0.3 0.7 0.3 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 42
7 . 0 11 . . 6 5 . 6 . 0
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Updated December 8, 2023