Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 168,932
Positions
30,013 48,416 2,921 52,369 46,533 4,392 25,025 34,451 7,082 5,648 1,272 133 41,349 23,733
Changes from: July 18, 2023 Total Change is: 10,049
-94 8,185 100 3,814 2,046 -193 4,385 2,676 -1,581 284 -361 -6 3,341 -817
Percent of Open Interest Represented by Each Category of Trader
17.8 28.7 1.7 31.0 27.5 2.6 14.8 20.4 4.2 3.3 0.8 0.1 24.5 14.0
Number of Traders in Each Category Total Traders: 103
. 9 7 18 20 12 24 20 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,531
Positions
11,065 4,627 1,081 7,146 16,538 575 5,105 6,935 2,762 1,566 1,600 0 19,231 14,413
Changes from: July 18, 2023 Total Change is: 1,520
-1,722 640 18 746 157 457 493 -549 661 0 0 0 867 136
Percent of Open Interest Represented by Each Category of Trader
22.8 9.5 2.2 14.7 34.1 1.2 10.5 14.3 5.7 3.2 3.3 0.0 39.6 29.7
Number of Traders in Each Category Total Traders: 47
4 . . 8 9 . 10 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 281,265
Positions
0 81,930 10,867 94,772 61,842 7,258 76,271 41,652 48,463 0 3,291 979 42,654 24,982
Changes from: July 18, 2023 Total Change is: -27,963
-1,484 -8,135 104 -13,076 -905 -2,482 -12,626 -17,877 20 -628 -486 80 2,130 1,717
Percent of Open Interest Represented by Each Category of Trader
0.0 29.1 3.9 33.7 22.0 2.6 27.1 14.8 17.2 0.0 1.2 0.3 15.2 8.9
Number of Traders in Each Category Total Traders: 129
0 13 6 22 27 14 34 26 21 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 251,782
Positions
91,888 27,642 4,999 61,772 78,673 5,660 28,333 69,087 22,111 5,162 3,182 15 31,843 40,413
Changes from: July 18, 2023 Total Change is: -1,024
2,442 452 -677 -9,546 5,911 -372 -103 -13,071 4,356 792 -785 0 2,085 3,161
Percent of Open Interest Represented by Each Category of Trader
36.5 11.0 2.0 24.5 31.2 2.2 11.3 27.4 8.8 2.1 1.3 0.0 12.6 16.1
Number of Traders in Each Category Total Traders: 135
12 6 7 22 28 16 21 36 19 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 883,124
Positions
18,399 550,966 19,429 513,252 76,934 28,949 74,986 56,140 91,955 30,783 10,787 5,148 100,223 42,815
Changes from: July 18, 2023 Total Change is: -26,997
-288 -7,845 -2,274 -14,662 -723 1,825 -7,898 -8,620 -4,515 0 1,925 334 481 -7,104
Percent of Open Interest Represented by Each Category of Trader
2.1 62.4 2.2 58.1 8.7 3.3 8.5 6.4 10.4 3.5 1.2 0.6 11.3 4.8
Number of Traders in Each Category Total Traders: 313
12 17 13 126 25 55 59 40 35 19 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,185
Positions
0 11,963 0 13,622 5,145 3,050 621 4,081 0 0 0 0 10,892 3,946
Changes from: July 18, 2023 Total Change is: -555
0 -135 0 -919 -333 581 621 1,291 0 0 0 0 -838 -1,959
Percent of Open Interest Represented by Each Category of Trader
0.0 42.4 0.0 48.3 18.3 10.8 2.2 14.5 0.0 0.0 0.0 0.0 38.6 14.0
Number of Traders in Each Category Total Traders: 30
0 . 0 16 5 7 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 21,058
Positions
2,915 5,515 53 4,963 8,603 922 3,377 0 4 0 1,120 0 8,824 4,841
Changes from: July 18, 2023 Total Change is: -979
0 -2 2 -12 -463 0 -1,385 0 0 0 0 0 416 -516
Percent of Open Interest Represented by Each Category of Trader
13.8 26.2 0.3 23.6 40.9 4.4 16.0 0.0 0.0 0.0 5.3 0.0 41.9 23.0
Number of Traders in Each Category Total Traders: 20
. . . 4 8 . 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 162,502
Positions
48,924 4,615 1,148 48,101 87,378 2,231 18,882 27,544 16,441 2,029 7 0 24,745 23,137
Changes from: July 18, 2023 Total Change is: 1,806
-7,620 313 -507 4,385 -2,204 -294 936 2,003 2,522 51 -5 0 2,333 -21
Percent of Open Interest Represented by Each Category of Trader
30.1 2.8 0.7 29.6 53.8 1.4 11.6 16.9 10.1 1.2 0.0 0.0 15.2 14.2
Number of Traders in Each Category Total Traders: 87
6 4 5 16 18 10 14 25 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 233,929
Positions
2,668 68,445 265 138,346 8,345 1,448 78,639 39,411 823 3,095 110,778 0 8,645 4,414
Changes from: July 18, 2023 Total Change is: -4,116
-1,077 -1,377 -10 -595 -690 423 -1,910 -1,011 -929 14 -6 0 -32 -516
Percent of Open Interest Represented by Each Category of Trader
1.1 29.3 0.1 59.1 3.6 0.6 33.6 16.8 0.4 1.3 47.4 0.0 3.7 1.9
Number of Traders in Each Category Total Traders: 165
. 6 . 29 7 6 68 25 12 11 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 53,443
Positions
1,474 32,050 3,792 14,766 1,817 143 23,169 5,836 941 4,074 3,766 0 5,084 5,098
Changes from: July 18, 2023 Total Change is: 5,297
78 -8 3,526 -1,612 23 143 708 1,765 754 1,052 169 -7 655 -1,068
Percent of Open Interest Represented by Each Category of Trader
2.8 60.0 7.1 27.6 3.4 0.3 43.4 10.9 1.8 7.6 7.0 0.0 9.5 9.5
Number of Traders in Each Category Total Traders: 88
. 5 . 17 7 . 33 5 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,825
Positions
11,128 11,110 4 7,921 12,023 483 12,867 8,986 145 174 888 18 4,085 3,168
Changes from: July 18, 2023 Total Change is: -2,585
-192 1,017 4 -788 -5 -66 163 -4,595 -246 -420 575 0 -1,040 731
Percent of Open Interest Represented by Each Category of Trader
30.2 30.2 0.0 21.5 32.6 1.3 34.9 24.4 0.4 0.5 2.4 0.0 11.1 8.6
Number of Traders in Each Category Total Traders: 80
8 4 . 13 10 5 21 17 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,254
Positions
20,981 3,226 21 2,241 1,687 0 2,129 20,716 143 216 247 0 1,523 1,214
Changes from: July 18, 2023 Total Change is: 214
-129 1,069 21 1,479 -6,024 0 -1,475 5,301 53 55 -84 0 210 -122
Percent of Open Interest Represented by Each Category of Trader
77.0 11.8 0.1 8.2 6.2 0.0 7.8 76.0 0.5 0.8 0.9 0.0 5.6 4.5
Number of Traders in Each Category Total Traders: 37
. . . 4 . 0 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 114,964
Positions
33,863 34,756 1,629 19,634 4,203 3,191 30,608 30,317 5,007 6,177 18,260 15 14,839 17,586
Changes from: July 18, 2023 Total Change is: 12,677
-3,331 5,358 46 1,854 -3,234 1,689 10,525 3,424 2,737 -765 -203 15 -94 2,845
Percent of Open Interest Represented by Each Category of Trader
29.5 30.2 1.4 17.1 3.7 2.8 26.6 26.4 4.4 5.4 15.9 0.0 12.9 15.3
Number of Traders in Each Category Total Traders: 123
12 16 4 21 6 6 31 25 15 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 111,982
Positions
33,782 34,756 1,629 19,612 4,242 3,152 30,063 30,674 3,519 6,000 18,126 0 14,224 15,884
Changes from: July 18, 2023 Total Change is: 9,695
-3,412 5,358 46 1,832 -3,195 1,650 9,980 3,781 1,249 -942 -337 0 -709 1,143
Percent of Open Interest Represented by Each Category of Trader
30.2 31.0 1.5 17.5 3.8 2.8 26.8 27.4 3.1 5.4 16.2 0.0 12.7 14.2
Number of Traders in Each Category Total Traders: 108
10 16 4 20 6 6 26 22 13 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,427
Positions
10,783 27,259 0 21,976 3,149 1,936 3,922 7,105 0 0 0 0 1,810 978
Changes from: July 18, 2023 Total Change is: -949
2,390 -176 0 -1,224 617 -117 -178 -1,185 0 -1,617 0 0 -203 -88
Percent of Open Interest Represented by Each Category of Trader
26.7 67.4 0.0 54.4 7.8 4.8 9.7 17.6 0.0 0.0 0.0 0.0 4.5 2.4
Number of Traders in Each Category Total Traders: 41
8 . 0 20 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 29,818
Positions
810 0 0 608 0 0 20,315 11,292 13 1,772 1,338 150 6,150 17,025
Changes from: July 18, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 2.0 0.0 0.0 68.1 37.9 0.0 5.9 4.5 0.5 20.6 57.1
Number of Traders in Each Category Total Traders: 22
. 0 0 . 0 0 7 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,234,666
Positions
304,635 643,018 238,610 1,122,616 322,101 228,211 152,178 537,280 734,280 105,905 174,961 36,075 312,156 320,129
Changes from: July 18, 2023 Total Change is: -130,546
-14,608 -39,338 1,571 13,544 15,893 -21,041 -36,981 -849 -51,607 3,108 -21,143 -14,485 -10,047 452
Percent of Open Interest Represented by Each Category of Trader
9.4 19.9 7.4 34.7 10.0 7.1 4.7 16.6 22.7 3.3 5.4 1.1 9.7 9.9
Number of Traders in Each Category Total Traders: 592
36 38 50 172 79 114 62 119 110 41 40 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,054
Positions
1,512 13,592 0 9,987 242 0 2,599 754 0 0 0 0 1,956 1,466
Changes from: July 18, 2023 Total Change is: 2,425
0 2,439 0 2,440 0 0 0 36 0 0 0 0 -15 -50
Percent of Open Interest Represented by Each Category of Trader
9.4 84.7 0.0 62.2 1.5 0.0 16.2 4.7 0.0 0.0 0.0 0.0 12.2 9.1
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,873
Positions
3,341 17,851 0 12,040 3,719 0 5,648 789 0 0 0 0 2,844 1,514
Changes from: July 18, 2023 Total Change is: 205
-22 8 0 -64 -163 0 114 163 0 0 0 0 177 197
Percent of Open Interest Represented by Each Category of Trader
14.0 74.8 0.0 50.4 15.6 0.0 23.7 3.3 0.0 0.0 0.0 0.0 11.9 6.3
Number of Traders in Each Category Total Traders: 28
. 5 0 11 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,211,228
Positions
304,635 642,054 238,610 1,121,102 322,275 227,490 152,859 549,032 719,008 105,905 174,678 34,549 307,072 303,532
Changes from: July 18, 2023 Total Change is: -131,227
-14,608 -39,180 1,571 13,461 16,087 -21,017 -36,280 -631 -52,497 3,214 -21,276 -14,648 -10,422 365
Percent of Open Interest Represented by Each Category of Trader
9.5 20.0 7.4 34.9 10.0 7.1 4.8 17.1 22.4 3.3 5.4 1.1 9.6 9.5
Number of Traders in Each Category Total Traders: 581
36 36 50 168 78 112 60 118 108 41 41 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,300
Positions
18,574 31,581 0 14,440 379 0 1,111 2,515 0 0 0 0 2,175 1,825
Changes from: July 18, 2023 Total Change is: 235
-328 135 0 329 0 0 9 -40 0 0 0 0 225 140
Percent of Open Interest Represented by Each Category of Trader
51.2 87.0 0.0 39.8 1.0 0.0 3.1 6.9 0.0 0.0 0.0 0.0 6.0 5.0
Number of Traders in Each Category Total Traders: 26
4 8 0 7 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,077
Positions
5,506 7,722 0 4,399 2,557 0 256 790 0 0 0 0 1,916 1,008
Changes from: July 18, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.6 63.9 0.0 36.4 21.2 0.0 2.1 6.5 0.0 0.0 0.0 0.0 15.9 8.3
Number of Traders in Each Category Total Traders: 20
4 5 0 6 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,664
Positions
11,174 7,091 0 23,360 10,906 143 1,271 18,133 58 0 0 0 1,658 1,333
Changes from: July 18, 2023 Total Change is: -193
15 -195 0 -604 187 -7 353 28 -1 0 0 0 51 -205
Percent of Open Interest Represented by Each Category of Trader
29.7 18.8 0.0 62.0 29.0 0.4 3.4 48.1 0.2 0.0 0.0 0.0 4.4 3.5
Number of Traders in Each Category Total Traders: 33
5 6 0 8 4 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 234,377
Positions
0 9,638 0 20,715 3,828 1,641 127,840 17,135 18,079 15,260 18,090 0 50,842 165,966
Changes from: July 18, 2023 Total Change is: 6,807
0 -1,575 0 2,805 43 -2,216 955 5,785 939 571 2,963 0 3,753 868
Percent of Open Interest Represented by Each Category of Trader
0.0 4.1 0.0 8.8 1.6 0.7 54.5 7.3 7.7 6.5 7.7 0.0 21.7 70.8
Number of Traders in Each Category Total Traders: 33
0 . 0 11 . 4 13 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 354,132
Positions
112,827 113,055 141,003 0 38,000 0 27,075 8,332 46,883 23,285 0 0 3,059 6,859
Changes from: July 18, 2023 Total Change is: 3,269
-718 -750 3,536 0 0 0 460 0 1,040 0 0 0 -1,049 -557
Percent of Open Interest Represented by Each Category of Trader
31.9 31.9 39.8 0.0 10.7 0.0 7.6 2.4 13.2 6.6 0.0 0.0 0.9 1.9
Number of Traders in Each Category Total Traders: 31
8 9 17 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,377
Positions
2,828 6,340 111 22,653 22,547 1,984 844 1,661 3 0 0 0 8,954 4,731
Changes from: July 18, 2023 Total Change is: -1,019
85 502 -4 -595 -164 -21 -772 -515 0 0 -664 -74 362 -79
Percent of Open Interest Represented by Each Category of Trader
7.6 17.0 0.3 60.6 60.3 5.3 2.3 4.4 0.0 0.0 0.0 0.0 24.0 12.7
Number of Traders in Each Category Total Traders: 56
. 6 . 28 14 10 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 327,212
Positions
46,419 70,758 19,905 94,986 31,484 6,518 39,934 80,578 55,803 12,179 12,087 1,830 49,636 48,247
Changes from: July 18, 2023 Total Change is: -27,677
8,430 -3,596 -5,834 -1,986 6,092 -1,348 -8,534 3,637 -17,590 -4,224 -901 -237 3,648 -7,899
Percent of Open Interest Represented by Each Category of Trader
14.2 21.6 6.1 29.0 9.6 2.0 12.2 24.6 17.1 3.7 3.7 0.6 15.2 14.7
Number of Traders in Each Category Total Traders: 338
22 29 15 80 36 48 52 59 51 18 38 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 314,501
Positions
46,556 70,658 19,478 94,697 31,553 6,381 45,713 87,007 42,061 12,522 11,684 1,379 45,713 44,299
Changes from: July 18, 2023 Total Change is: -25,572
8,379 -3,599 -5,950 -1,877 6,161 -1,431 -9,333 761 -14,018 -3,978 -747 -392 3,028 -6,356
Percent of Open Interest Represented by Each Category of Trader
14.8 22.5 6.2 30.1 10.0 2.0 14.5 27.7 13.4 4.0 3.7 0.4 14.5 14.1
Number of Traders in Each Category Total Traders: 306
20 26 14 77 36 46 44 57 46 17 27 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 127,105
Positions
2,904 5,269 0 4,225 649 41 75,639 69,138 3,994 630 8,086 447 39,225 39,481
Changes from: July 18, 2023 Total Change is: -21,049
1,663 1,185 0 -253 153 -6 -29,100 -8,327 1,365 -881 44 -33 6,196 -15,429
Percent of Open Interest Represented by Each Category of Trader
2.3 4.1 0.0 3.3 0.5 0.0 59.5 54.4 3.1 0.5 6.4 0.4 30.9 31.1
Number of Traders in Each Category Total Traders: 48
4 . 0 6 . . 16 5 8 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 537,252
Positions
113,954 117,789 9,165 210,696 174,162 37,470 98,276 107,562 12,527 21,866 50,349 213 33,084 28,014
Changes from: July 18, 2023 Total Change is: -2,717
5,528 -2,526 -664 -7,492 -1,886 -155 -2,456 -2,911 -1,208 -900 2,669 -63 4,692 4,025
Percent of Open Interest Represented by Each Category of Trader
21.2 21.9 1.7 39.2 32.4 7.0 18.3 20.0 2.3 4.1 9.4 0.0 6.2 5.2
Number of Traders in Each Category Total Traders: 349
29 21 7 95 60 48 60 58 34 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,792
Positions
4,423 6,301 0 7,939 6,329 0 515 442 0 0 0 0 915 720
Changes from: July 18, 2023 Total Change is: 43
117 0 0 109 2 0 0 0 0 0 0 0 -183 41
Percent of Open Interest Represented by Each Category of Trader
32.1 45.7 0.0 57.6 45.9 0.0 3.7 3.2 0.0 0.0 0.0 0.0 6.6 5.2
Number of Traders in Each Category Total Traders: 22
. 4 0 7 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,314
Positions
0 8,704 0 9,910 0 12 1,577 953 0 579 3,205 0 4,236 3,440
Changes from: July 18, 2023 Total Change is: 269
0 27 0 -13 0 -1 450 86 0 0 -180 0 -167 337
Percent of Open Interest Represented by Each Category of Trader
0.0 53.4 0.0 60.7 0.0 0.1 9.7 5.8 0.0 3.5 19.6 0.0 26.0 21.1
Number of Traders in Each Category Total Traders: 22
0 4 0 9 0 . . . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,636
Positions
8,498 12,036 845 21,601 1,395 557 8,814 3,802 23 4,628 1,215 0 6,670 31,763
Changes from: July 18, 2023 Total Change is: 249
926 -725 96 -661 0 5 486 -1,170 -96 -98 -335 0 -409 2,474
Percent of Open Interest Represented by Each Category of Trader
16.5 23.3 1.6 41.8 2.7 1.1 17.1 7.4 0.0 9.0 2.4 0.0 12.9 61.5
Number of Traders in Each Category Total Traders: 57
8 6 . 12 . 5 12 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 406,008
Positions
34,320 231,585 4,048 266,621 63,415 38,745 28,981 21,912 1,897 18,326 38,765 505 12,565 5,136
Changes from: July 18, 2023 Total Change is: 11,883
1,523 3,682 -115 5,231 -2,769 -411 4,680 2,943 -260 747 9,101 19 469 -307
Percent of Open Interest Represented by Each Category of Trader
8.5 57.0 1.0 65.7 15.6 9.5 7.1 5.4 0.5 4.5 9.5 0.1 3.1 1.3
Number of Traders in Each Category Total Traders: 199
12 15 6 82 42 32 19 18 8 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,149,199
Positions
87,284 560,509 10,204 748,294 303,078 106,219 103,734 87,526 7,393 50,331 55,024 1,565 34,175 17,681
Changes from: July 18, 2023 Total Change is: 1,931
-6,580 -13,655 -14 17,256 13,610 913 1,929 -7,875 -220 -5,245 3,918 19 -6,127 5,235
Percent of Open Interest Represented by Each Category of Trader
7.6 48.8 0.9 65.1 26.4 9.2 9.0 7.6 0.6 4.4 4.8 0.1 3.0 1.5
Number of Traders in Each Category Total Traders: 431
28 18 12 174 62 76 60 43 27 34 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 203,760
Positions
13,555 139,973 39,899 37,761 0 2,048 94,116 5,601 10,531 5,389 5,469 140 321 99
Changes from: July 18, 2023 Total Change is: 528
-1,095 5,625 408 151 0 0 6,858 250 -5,755 -40 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
6.7 68.7 19.6 18.5 0.0 1.0 46.2 2.7 5.2 2.6 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 99
9 25 16 16 0 . 36 4 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,337,056
Positions
23,466 171,871 15,690 708,580 269,022 187,305 35,792 406,127 76,384 88,551 59,563 2,464 198,825 148,629
Changes from: July 18, 2023 Total Change is: -31,833
125 7,138 -2,905 3,528 -5,526 -11,135 3,801 24,429 -32,371 765 -6,637 -1,735 8,094 -3,091
Percent of Open Interest Represented by Each Category of Trader
1.8 12.9 1.2 53.0 20.1 14.0 2.7 30.4 5.7 6.6 4.5 0.2 14.9 11.1
Number of Traders in Each Category Total Traders: 184
8 16 17 62 30 60 17 37 35 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,506,963
Positions
6,611 76,520 346 900,882 271,882 270,499 68,751 726,242 19,167 65,182 23,808 0 175,525 118,499
Changes from: July 18, 2023 Total Change is: -7,330
279 -11,117 -2,220 6,068 -790 -2,720 -4,417 13,419 -2,938 256 -3,848 0 -1,638 2,884
Percent of Open Interest Represented by Each Category of Trader
0.4 5.1 0.0 59.8 18.0 17.9 4.6 48.2 1.3 4.3 1.6 0.0 11.6 7.9
Number of Traders in Each Category Total Traders: 170
. 9 . 80 29 60 14 24 14 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,665,744
Positions
132,692 235,078 16,635 1,773,234 491,603 311,857 677,429 2,163,499 81,412 394,535 183,742 24,035 253,915 157,882
Changes from: July 18, 2023 Total Change is: -35,301
6,638 -28,077 -2,351 -13,764 -10,296 -3,380 -32,844 23,177 -21,450 33,223 2,511 1,204 -2,576 3,362
Percent of Open Interest Represented by Each Category of Trader
3.6 6.4 0.5 48.4 13.4 8.5 18.5 59.0 2.2 10.8 5.0 0.7 6.9 4.3
Number of Traders in Each Category Total Traders: 427
36 23 10 157 38 93 59 56 45 45 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,261,258
Positions
125,087 359,158 143,352 2,656,500 1,338,371 643,941 349,994 1,625,746 444,162 421,918 260,548 44,146 432,159 401,835
Changes from: July 18, 2023 Total Change is: -147,667
-239 13,491 -42,825 -9,485 -33,078 -46,262 -17,600 998 -19,444 3,243 12,484 -36,428 21,373 3,398
Percent of Open Interest Represented by Each Category of Trader
2.4 6.8 2.7 50.5 25.4 12.2 6.7 30.9 8.4 8.0 5.0 0.8 8.2 7.6
Number of Traders in Each Category Total Traders: 410
22 30 35 131 56 111 51 70 80 33 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,753,521
Positions
64,281 72,075 2,035 880,736 658,396 258,381 172,991 413,444 27,109 177,625 57,098 875 169,488 264,108
Changes from: July 18, 2023 Total Change is: 9,530
-3,491 -7,443 758 32,842 11,577 -4,976 -10,865 -663 1,262 -5,144 625 -128 -728 8,518
Percent of Open Interest Represented by Each Category of Trader
3.7 4.1 0.1 50.2 37.5 14.7 9.9 23.6 1.5 10.1 3.3 0.0 9.7 15.1
Number of Traders in Each Category Total Traders: 173
4 10 4 54 51 59 12 25 16 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,595,127
Positions
81,524 682,247 63,899 2,682,092 1,086,492 645,890 914,854 2,387,548 217,054 577,638 147,464 15,708 396,467 348,824
Changes from: July 18, 2023 Total Change is: -84,647
8,758 3,558 -24,091 -23,002 21,832 2,762 17,524 -26,305 -69,706 810 4,534 -3,937 6,234 6,705
Percent of Open Interest Represented by Each Category of Trader
1.5 12.2 1.1 47.9 19.4 11.5 16.4 42.7 3.9 10.3 2.6 0.3 7.1 6.2
Number of Traders in Each Category Total Traders: 386
15 34 27 137 38 102 48 68 65 29 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,623,884
Positions
426,919 219,319 445,913 6,948 36,043 36,804 119,398 283,068 540,196 6,169 10,444 3,940 37,597 48,157
Changes from: July 18, 2023 Total Change is: 36,045
-4,451 -13,070 13,978 2,667 10,350 195 -7,412 -7,099 27,803 0 598 0 3,265 3,290
Percent of Open Interest Represented by Each Category of Trader
26.3 13.5 27.5 0.4 2.2 2.3 7.4 17.4 33.3 0.4 0.6 0.2 2.3 3.0
Number of Traders in Each Category Total Traders: 156
33 34 60 4 6 . 28 35 55 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,045
Positions
2,504 1,853 1,485 294 0 120 325 736 2,179 0 0 0 138 672
Changes from: July 18, 2023 Total Change is: -177
292 -1,060 205 -319 0 85 -671 152 389 0 0 0 -158 52
Percent of Open Interest Represented by Each Category of Trader
35.5 26.3 21.1 4.2 0.0 1.7 4.6 10.4 30.9 0.0 0.0 0.0 2.0 9.5
Number of Traders in Each Category Total Traders: 21
5 5 5 . 0 . 5 4 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is20,799,311
Positions
2,472,957 2,718,026 3,351,203 434,235 389,055 1,334,555 1,384,041 999,630 11,483,824 116,291 283,904 192,668 29,536 46,444
Changes from: July 18, 2023 Total Change is: 586,725
18,587 47,202 42,674 32,914 33,695 71,067 43,891 -1,495 385,278 -218 5,924 -9,619 2,151 11,999
Percent of Open Interest Represented by Each Category of Trader
11.9 13.1 16.1 2.1 1.9 6.4 6.7 4.8 55.2 0.6 1.4 0.9 0.1 0.2
Number of Traders in Each Category Total Traders: 1,046
74 110 141 49 74 71 132 210 235 201 145 173
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 980,188
Positions
523,049 247,224 196,428 702 34,297 16,813 55,658 266,510 185,228 1,570 33,029 169 571 490
Changes from: July 18, 2023 Total Change is: 5,534
19,500 1,869 7,825 0 10 -830 -28,525 -1,527 6,559 652 -8,558 -5 358 191
Percent of Open Interest Represented by Each Category of Trader
53.4 25.2 20.0 0.1 3.5 1.7 5.7 27.2 18.9 0.2 3.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 189
38 50 61 . 9 4 27 50 51 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,158
Positions
7,078 0 1,113 0 524 0 555 12,818 2,460 10,952 5,181 0 0 62
Changes from: July 18, 2023 Total Change is: -88
-90 0 0 0 0 0 -225 -390 0 227 302 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.9 0.0 5.0 0.0 2.4 0.0 2.5 57.8 11.1 49.4 23.4 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,373
Positions
658 4,059 430 8,796 113 353 2,341 8,869 2,406 579 187 247 1,563 709
Changes from: July 18, 2023 Total Change is: 523
31 -132 248 -329 0 104 -125 -71 648 36 -321 56 -145 -8
Percent of Open Interest Represented by Each Category of Trader
3.8 23.4 2.5 50.6 0.7 2.0 13.5 51.1 13.8 3.3 1.1 1.4 9.0 4.1
Number of Traders in Each Category Total Traders: 116
5 11 7 15 . 5 30 36 24 12 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 19,743
Positions
5,114 4,801 21 1,516 0 0 4,237 10,443 1,887 2,698 659 918 3,352 1,014
Changes from: July 18, 2023 Total Change is: 2,851
1,465 1,378 21 -49 -22 -10 1,057 978 271 -356 -482 714 -261 4
Percent of Open Interest Represented by Each Category of Trader
25.9 24.3 0.1 7.7 0.0 0.0 21.5 52.9 9.6 13.7 3.3 4.7 17.0 5.1
Number of Traders in Each Category Total Traders: 105
5 . . 4 0 0 15 13 6 52 12 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 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 4,124
Positions
212 413 113 1,049 0 27 427 2,293 746 693 66 52 805 415
Changes from: July 18, 2023 Total Change is: -468
0 -108 21 -65 0 14 -388 -119 147 -115 -297 -2 -81 -124
Percent of Open Interest Represented by Each Category of Trader
5.1 10.0 2.7 25.4 0.0 0.7 10.4 55.6 18.1 16.8 1.6 1.3 19.5 10.1
Number of Traders in Each Category Total Traders: 58
. 7 . 8 0 . 13 20 15 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 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 25,930
Positions
1,920 255 3 2,417 0 0 5,160 14,724 5,615 8,868 3,950 1,121 827 262
Changes from: July 18, 2023 Total Change is: -3,014
1,248 -96 -2,248 55 -123 0 -328 -1,538 526 -2,409 195 220 -78 50
Percent of Open Interest Represented by Each Category of Trader
7.4 1.0 0.0 9.3 0.0 0.0 19.9 56.8 21.7 34.2 15.2 4.3 3.2 1.0
Number of Traders in Each Category Total Traders: 106
. . . . 0 0 9 5 4 67 20 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 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 34,555
Positions
0 8,462 0 6,012 7,357 811 21,479 11,550 1,093 1,245 1,665 159 3,756 3,458
Changes from: July 18, 2023 Total Change is: -6,526
0 -5,624 0 -759 247 16 -3,328 -1,441 226 -2,219 252 -10 -452 -191
Percent of Open Interest Represented by Each Category of Trader
0.0 24.5 0.0 17.4 21.3 2.3 62.2 33.4 3.2 3.6 4.8 0.5 10.9 10.0
Number of Traders in Each Category Total Traders: 82
0 . 0 7 7 . 17 24 4 10 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 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 397,695
Positions
52,161 23,354 20,467 94,527 79,145 58,867 75,609 115,037 53,421 5,068 5,579 13,814 23,761 28,011
Changes from: July 18, 2023 Total Change is: -41,241
-17,507 -13,378 -4,303 128 -8,052 1,291 -13,381 -10,568 -4,536 -2,502 -1,285 -711 280 301
Percent of Open Interest Represented by Each Category of Trader
13.1 5.9 5.1 23.8 19.9 14.8 19.0 28.9 13.4 1.3 1.4 3.5 6.0 7.0
Number of Traders in Each Category Total Traders: 213
17 9 18 28 30 27 40 48 50 13 15 23
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Traders in Financial Futures - Options and Futures Combined Positions as of July 25, 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 58,801
Positions
46,984 45,601 0 8,200 2,846 645 2,480 9,625 4 208 0 1 279 79
Changes from: July 18, 2023 Total Change is: 329
185 185 0 382 -229 0 -147 428 -1 -100 0 1 9 -55
Percent of Open Interest Represented by Each Category of Trader
79.9 77.6 0.0 13.9 4.8 1.1 4.2 16.4 0.0 0.4 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 10 4 . 7 5 . 4 0 .
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Updated July 28, 2023