Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 165,014
Positions
29,955 45,291 3,955 46,431 47,971 4,053 22,398 26,705 9,610 5,638 2,493 79 42,895 24,857
Changes from: July 25, 2023 Total Change is: -3,918
-59 -3,125 1,034 -5,938 1,439 -339 -2,628 -7,746 2,529 -10 1,221 -55 1,546 1,124
Percent of Open Interest Represented by Each Category of Trader
18.2 27.4 2.4 28.1 29.1 2.5 13.6 16.2 5.8 3.4 1.5 0.0 26.0 15.1
Number of Traders in Each Category Total Traders: 105
6 8 7 22 18 13 21 19 11 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 49,223
Positions
11,068 5,157 1,050 8,216 17,207 510 5,276 6,494 3,549 1,566 1,600 0 17,987 13,655
Changes from: July 25, 2023 Total Change is: 692
3 530 -31 1,070 669 -65 171 -440 788 0 0 0 -1,244 -758
Percent of Open Interest Represented by Each Category of Trader
22.5 10.5 2.1 16.7 35.0 1.0 10.7 13.2 7.2 3.2 3.3 0.0 36.5 27.7
Number of Traders in Each Category Total Traders: 44
4 . . 6 10 . 11 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 267,672
Positions
2,104 71,596 12,606 86,958 62,920 6,297 69,897 38,104 47,617 206 3,616 836 41,151 24,079
Changes from: July 25, 2023 Total Change is: -13,593
2,104 -10,334 1,739 -7,814 1,078 -961 -6,374 -3,548 -846 206 326 -143 -1,503 -903
Percent of Open Interest Represented by Each Category of Trader
0.8 26.7 4.7 32.5 23.5 2.4 26.1 14.2 17.8 0.1 1.4 0.3 15.4 9.0
Number of Traders in Each Category Total Traders: 126
. 12 6 25 27 15 27 26 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 262,307
Positions
93,117 27,866 7,414 62,300 77,933 5,192 20,297 68,782 31,709 6,534 3,936 15 35,729 39,461
Changes from: July 25, 2023 Total Change is: 10,525
1,230 224 2,415 528 -740 -468 -8,036 -305 9,597 1,372 754 0 3,886 -952
Percent of Open Interest Represented by Each Category of Trader
35.5 10.6 2.8 23.8 29.7 2.0 7.7 26.2 12.1 2.5 1.5 0.0 13.6 15.0
Number of Traders in Each Category Total Traders: 147
12 6 8 24 25 16 27 40 27 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 866,417
Positions
19,448 534,822 18,303 513,574 79,699 26,963 65,728 55,264 89,665 30,821 9,153 5,369 96,547 47,179
Changes from: July 25, 2023 Total Change is: -16,707
1,049 -16,144 -1,126 323 2,765 -1,986 -9,259 -876 -2,290 37 -1,634 221 -3,676 4,364
Percent of Open Interest Represented by Each Category of Trader
2.2 61.7 2.1 59.3 9.2 3.1 7.6 6.4 10.3 3.6 1.1 0.6 11.1 5.4
Number of Traders in Each Category Total Traders: 310
12 16 13 126 26 54 53 43 38 20 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 28,612
Positions
0 11,965 0 14,020 5,625 2,503 679 4,038 0 0 0 0 11,410 4,481
Changes from: July 25, 2023 Total Change is: 427
0 2 0 398 480 -547 58 -43 0 0 0 0 518 535
Percent of Open Interest Represented by Each Category of Trader
0.0 41.8 0.0 49.0 19.7 8.7 2.4 14.1 0.0 0.0 0.0 0.0 39.9 15.7
Number of Traders in Each Category Total Traders: 29
0 . 0 15 5 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 179,360
Positions
56,262 3,680 1,596 47,570 96,154 2,071 26,629 27,412 21,033 1,954 36 0 22,245 27,378
Changes from: July 25, 2023 Total Change is: 16,858
7,339 -935 448 -531 8,776 -161 7,747 -132 4,592 -75 29 0 -2,500 4,241
Percent of Open Interest Represented by Each Category of Trader
31.4 2.1 0.9 26.5 53.6 1.2 14.8 15.3 11.7 1.1 0.0 0.0 12.4 15.3
Number of Traders in Each Category Total Traders: 91
7 4 7 15 18 10 18 25 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 236,825
Positions
2,587 68,914 266 136,999 8,300 1,574 82,218 41,590 813 3,570 111,106 11 8,787 4,251
Changes from: July 25, 2023 Total Change is: 2,896
-81 469 1 -1,347 -45 126 3,579 2,179 -10 475 329 11 142 -164
Percent of Open Interest Represented by Each Category of Trader
1.1 29.1 0.1 57.8 3.5 0.7 34.7 17.6 0.3 1.5 46.9 0.0 3.7 1.8
Number of Traders in Each Category Total Traders: 168
6 6 . 30 9 6 62 28 10 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 61,510
Positions
1,477 31,974 12,198 15,574 1,864 0 22,773 5,181 207 3,946 4,142 0 5,335 5,944
Changes from: July 25, 2023 Total Change is: 8,067
3 -76 8,406 808 47 -143 -396 -655 -734 -128 376 0 251 846
Percent of Open Interest Represented by Each Category of Trader
2.4 52.0 19.8 25.3 3.0 0.0 37.0 8.4 0.3 6.4 6.7 0.0 8.7 9.7
Number of Traders in Each Category Total Traders: 86
. 5 4 17 7 0 31 7 . 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 36,094
Positions
11,557 9,628 29 4,253 14,456 504 15,368 7,501 212 494 434 18 3,659 3,312
Changes from: July 25, 2023 Total Change is: -731
429 -1,482 25 -3,668 2,433 21 2,501 -1,485 67 320 -454 0 -426 144
Percent of Open Interest Represented by Each Category of Trader
32.0 26.7 0.1 11.8 40.1 1.4 42.6 20.8 0.6 1.4 1.2 0.0 10.1 9.2
Number of Traders in Each Category Total Traders: 76
7 4 . 11 15 4 16 17 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 37,743
Positions
20,833 6,961 51 13,461 1,819 0 1,535 27,364 0 216 309 1 1,646 1,238
Changes from: July 25, 2023 Total Change is: 10,489
-148 3,735 30 11,220 132 0 -594 6,648 -143 0 62 1 123 24
Percent of Open Interest Represented by Each Category of Trader
55.2 18.4 0.1 35.7 4.8 0.0 4.1 72.5 0.0 0.6 0.8 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 31
. . . 4 . 0 7 12 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 115,759
Positions
33,174 38,216 1,567 21,490 4,550 2,384 33,934 28,837 4,680 2,518 18,310 24 15,988 17,190
Changes from: July 25, 2023 Total Change is: 795
-689 3,460 -62 1,856 347 -807 3,326 -1,480 -327 -3,659 51 9 1,149 -396
Percent of Open Interest Represented by Each Category of Trader
28.7 33.0 1.4 18.6 3.9 2.1 29.3 24.9 4.0 2.2 15.8 0.0 13.8 14.9
Number of Traders in Each Category Total Traders: 121
13 18 4 19 6 6 29 26 12 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 113,062
Positions
33,107 38,216 1,567 21,468 4,569 2,345 33,504 29,379 3,222 2,439 18,221 9 15,401 15,534
Changes from: July 25, 2023 Total Change is: 1,080
-675 3,460 -62 1,856 327 -807 3,441 -1,295 -298 -3,561 95 9 1,177 -349
Percent of Open Interest Represented by Each Category of Trader
29.3 33.8 1.4 19.0 4.0 2.1 29.6 26.0 2.8 2.2 16.1 0.0 13.6 13.7
Number of Traders in Each Category Total Traders: 107
11 18 4 18 5 6 24 24 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 38,270
Positions
11,453 25,574 0 20,273 2,832 1,805 2,997 7,007 0 0 0 0 1,742 1,052
Changes from: July 25, 2023 Total Change is: -2,157
670 -1,685 0 -1,703 -317 -131 -925 -98 0 0 0 0 -68 74
Percent of Open Interest Represented by Each Category of Trader
29.9 66.8 0.0 53.0 7.4 4.7 7.8 18.3 0.0 0.0 0.0 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 39
7 . 0 19 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 26,971
Positions
669 0 0 608 200 0 18,610 8,891 276 791 893 150 5,867 16,561
Changes from: July 25, 2023 Total Change is: -2,847
-141 0 0 0 200 0 -1,705 -2,401 263 -981 -445 0 -283 -464
Percent of Open Interest Represented by Each Category of Trader
2.5 0.0 0.0 2.3 0.7 0.0 69.0 33.0 1.0 2.9 3.3 0.6 21.8 61.4
Number of Traders in Each Category Total Traders: 23
. 0 0 . . 0 8 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,212,323
Positions
316,133 661,601 234,582 1,124,429 305,884 228,926 154,306 530,685 713,717 88,457 174,022 38,280 313,492 324,626
Changes from: July 25, 2023 Total Change is: -22,343
11,498 18,583 -4,028 1,813 -16,217 716 2,128 -6,596 -20,563 -17,448 -940 2,205 1,336 4,497
Percent of Open Interest Represented by Each Category of Trader
9.8 20.6 7.3 35.0 9.5 7.1 4.8 16.5 22.2 2.8 5.4 1.2 9.8 10.1
Number of Traders in Each Category Total Traders: 590
38 35 53 170 77 116 71 112 113 45 38 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 15,453
Positions
2,561 11,005 0 8,131 1,590 391 2,033 1,003 0 0 0 0 2,337 1,464
Changes from: July 25, 2023 Total Change is: -601
1,049 -2,587 0 -1,856 1,348 391 -566 249 0 0 0 0 381 -2
Percent of Open Interest Represented by Each Category of Trader
16.6 71.2 0.0 52.6 10.3 2.5 13.2 6.5 0.0 0.0 0.0 0.0 15.1 9.5
Number of Traders in Each Category Total Traders: 21
. 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 24,855
Positions
3,341 19,839 0 11,738 2,649 0 5,648 997 0 0 0 0 4,128 1,370
Changes from: July 25, 2023 Total Change is: 982
0 1,988 0 -302 -1,070 0 0 208 0 0 0 0 1,284 -144
Percent of Open Interest Represented by Each Category of Trader
13.4 79.8 0.0 47.2 10.7 0.0 22.7 4.0 0.0 0.0 0.0 0.0 16.6 5.5
Number of Traders in Each Category Total Traders: 29
. 6 0 11 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,189,064
Positions
316,603 661,601 233,919 1,122,755 306,021 228,295 152,796 540,668 701,559 90,524 175,787 34,448 308,164 306,764
Changes from: July 25, 2023 Total Change is: -22,164
11,969 19,547 -4,691 1,653 -16,253 806 -62 -8,363 -17,448 -15,381 1,108 -101 1,092 3,232
Percent of Open Interest Represented by Each Category of Trader
9.9 20.7 7.3 35.2 9.6 7.2 4.8 17.0 22.0 2.8 5.5 1.1 9.7 9.6
Number of Traders in Each Category Total Traders: 579
37 35 53 166 76 114 67 111 112 45 39 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,135
Positions
18,832 29,215 0 12,041 379 0 1,065 2,705 0 0 0 0 2,197 1,836
Changes from: July 25, 2023 Total Change is: -2,165
258 -2,366 0 -2,399 0 0 -46 190 0 0 0 0 22 11
Percent of Open Interest Represented by Each Category of Trader
55.2 85.6 0.0 35.3 1.1 0.0 3.1 7.9 0.0 0.0 0.0 0.0 6.4 5.4
Number of Traders in Each Category Total Traders: 26
4 8 0 6 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,936
Positions
3,310 13,783 0 8,023 0 0 647 318 0 0 0 0 2,956 835
Changes from: July 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.2 92.3 0.0 53.7 0.0 0.0 4.3 2.1 0.0 0.0 0.0 0.0 19.8 5.6
Number of Traders in Each Category Total Traders: 20
5 8 0 4 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 11,906
Positions
5,717 7,722 0 4,423 2,557 0 0 772 0 0 0 0 1,766 855
Changes from: July 25, 2023 Total Change is: -171
211 0 0 24 0 0 -256 -18 0 0 0 0 -150 -153
Percent of Open Interest Represented by Each Category of Trader
48.0 64.9 0.0 37.1 21.5 0.0 0.0 6.5 0.0 0.0 0.0 0.0 14.8 7.2
Number of Traders in Each Category Total Traders: 20
5 5 0 6 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 39,988
Positions
13,281 9,356 0 23,543 9,348 143 1,397 17,926 55 0 0 0 1,569 3,160
Changes from: July 25, 2023 Total Change is: 2,324
2,107 2,265 0 183 -1,558 0 126 -207 -3 0 0 0 -89 1,827
Percent of Open Interest Represented by Each Category of Trader
33.2 23.4 0.0 58.9 23.4 0.4 3.5 44.8 0.1 0.0 0.0 0.0 3.9 7.9
Number of Traders in Each Category Total Traders: 34
5 7 0 8 4 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 232,592
Positions
1,931 6,634 0 21,920 3,800 1,136 121,144 6,212 15,530 17,650 20,667 0 53,281 178,613
Changes from: July 25, 2023 Total Change is: -1,785
1,931 -3,004 0 1,205 -28 -505 -6,696 -10,923 -2,549 2,390 2,577 0 2,439 12,647
Percent of Open Interest Represented by Each Category of Trader
0.8 2.9 0.0 9.4 1.6 0.5 52.1 2.7 6.7 7.6 8.9 0.0 22.9 76.8
Number of Traders in Each Category Total Traders: 29
. . 0 11 . 4 10 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 367,352
Positions
112,272 118,875 149,129 0 38,000 0 32,725 8,332 45,983 23,285 0 0 3,958 7,033
Changes from: July 25, 2023 Total Change is: 13,220
-555 5,820 8,126 0 0 0 5,650 0 -900 0 0 0 899 174
Percent of Open Interest Represented by Each Category of Trader
30.6 32.4 40.6 0.0 10.3 0.0 8.9 2.3 12.5 6.3 0.0 0.0 1.1 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 August 1, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 39,112
Positions
2,793 7,175 111 23,509 22,662 2,238 1,805 2,575 3 535 0 0 8,118 4,348
Changes from: July 25, 2023 Total Change is: 1,735
-35 835 0 856 115 254 961 914 0 535 0 0 -836 -383
Percent of Open Interest Represented by Each Category of Trader
7.1 18.3 0.3 60.1 57.9 5.7 4.6 6.6 0.0 1.4 0.0 0.0 20.8 11.1
Number of Traders in Each Category Total Traders: 62
. 6 . 29 15 11 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 325,531
Positions
48,918 59,301 17,985 96,020 31,283 5,563 40,985 94,750 54,361 12,635 11,399 2,101 46,962 48,789
Changes from: July 25, 2023 Total Change is: -1,680
2,499 -11,458 -1,920 1,034 -201 -956 1,051 14,172 -1,442 456 -688 271 -2,674 542
Percent of Open Interest Represented by Each Category of Trader
15.0 18.2 5.5 29.5 9.6 1.7 12.6 29.1 16.7 3.9 3.5 0.6 14.4 15.0
Number of Traders in Each Category Total Traders: 343
24 30 14 80 36 46 48 66 56 18 40 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 311,492
Positions
48,956 59,204 17,574 95,680 31,344 5,498 45,360 99,422 41,414 13,188 10,968 1,415 42,406 44,652
Changes from: July 25, 2023 Total Change is: -3,009
2,401 -11,455 -1,904 983 -209 -882 -353 12,415 -647 666 -716 36 -3,307 353
Percent of Open Interest Represented by Each Category of Trader
15.7 19.0 5.6 30.7 10.1 1.8 14.6 31.9 13.3 4.2 3.5 0.5 13.6 14.3
Number of Traders in Each Category Total Traders: 315
22 27 13 78 36 45 42 65 53 16 29 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 140,394
Positions
3,729 5,079 0 4,020 0 30 82,402 79,430 3,319 860 10,688 477 45,557 41,371
Changes from: July 25, 2023 Total Change is: 13,289
825 -190 0 -205 -649 -11 6,763 10,292 -676 230 2,602 30 6,332 1,891
Percent of Open Interest Represented by Each Category of Trader
2.7 3.6 0.0 2.9 0.0 0.0 58.7 56.6 2.4 0.6 7.6 0.3 32.4 29.5
Number of Traders in Each Category Total Traders: 45
4 . 0 5 0 . 13 5 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 526,439
Positions
114,640 116,401 8,964 207,017 168,279 39,301 93,385 109,832 13,228 21,300 45,706 209 28,395 24,519
Changes from: July 25, 2023 Total Change is: -10,813
686 -1,388 -201 -3,679 -5,883 1,831 -4,891 2,270 701 -567 -4,643 -4 -4,690 -3,495
Percent of Open Interest Represented by Each Category of Trader
21.8 22.1 1.7 39.3 32.0 7.5 17.7 20.9 2.5 4.0 8.7 0.0 5.4 4.7
Number of Traders in Each Category Total Traders: 348
30 20 7 97 60 47 54 63 33 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 13,533
Positions
4,467 6,309 0 7,507 6,233 0 515 442 0 0 0 0 1,044 549
Changes from: July 25, 2023 Total Change is: -259
44 8 0 -432 -96 0 0 0 0 0 0 0 129 -171
Percent of Open Interest Represented by Each Category of Trader
33.0 46.6 0.0 55.5 46.1 0.0 3.8 3.3 0.0 0.0 0.0 0.0 7.7 4.1
Number of Traders in Each Category Total Traders: 21
. 4 0 6 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 16,454
Positions
0 10,828 0 10,082 0 12 1,796 979 0 254 1,572 0 4,310 3,063
Changes from: July 25, 2023 Total Change is: 140
0 2,124 0 172 0 0 219 26 0 -325 -1,633 0 74 -377
Percent of Open Interest Represented by Each Category of Trader
0.0 65.8 0.0 61.3 0.0 0.1 10.9 5.9 0.0 1.5 9.6 0.0 26.2 18.6
Number of Traders in Each Category Total Traders: 22
0 4 0 9 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 50,879
Positions
10,532 12,484 817 21,385 1,471 919 7,749 3,973 340 2,235 1,277 0 6,902 29,598
Changes from: July 25, 2023 Total Change is: -757
2,034 448 -28 -216 76 362 -1,065 171 317 -2,393 62 0 232 -2,165
Percent of Open Interest Represented by Each Category of Trader
20.7 24.5 1.6 42.0 2.9 1.8 15.2 7.8 0.7 4.4 2.5 0.0 13.6 58.2
Number of Traders in Each Category Total Traders: 57
9 8 . 12 4 4 10 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 405,924
Positions
33,472 236,342 3,981 262,051 65,845 38,650 33,197 44,125 2,669 19,025 8,318 529 12,350 5,465
Changes from: July 25, 2023 Total Change is: -84
-848 4,757 -67 -4,570 2,430 -95 4,216 22,213 772 699 -30,447 24 -215 329
Percent of Open Interest Represented by Each Category of Trader
8.2 58.2 1.0 64.6 16.2 9.5 8.2 10.9 0.7 4.7 2.0 0.1 3.0 1.3
Number of Traders in Each Category Total Traders: 195
13 15 6 78 40 31 22 16 10 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,132,280
Positions
88,296 579,023 10,466 713,135 297,725 107,489 128,494 72,174 6,256 43,216 45,241 1,436 33,492 12,470
Changes from: July 25, 2023 Total Change is: -16,919
1,012 18,514 262 -35,159 -5,353 1,270 24,760 -15,352 -1,137 -7,115 -9,783 -129 -683 -5,211
Percent of Open Interest Represented by Each Category of Trader
7.8 51.1 0.9 63.0 26.3 9.5 11.3 6.4 0.6 3.8 4.0 0.1 3.0 1.1
Number of Traders in Each Category Total Traders: 435
29 19 12 179 58 74 73 30 25 35 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 206,571
Positions
15,201 141,935 38,065 38,392 0 2,048 93,827 5,676 13,134 5,449 5,469 140 315 104
Changes from: July 25, 2023 Total Change is: 2,811
1,646 1,962 -1,834 631 0 0 -289 75 2,603 60 0 0 -6 5
Percent of Open Interest Represented by Each Category of Trader
7.4 68.7 18.4 18.6 0.0 1.0 45.4 2.7 6.4 2.6 2.6 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 100
9 25 16 16 0 . 37 4 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,418,428
Positions
25,976 153,038 21,546 748,615 263,377 192,654 29,390 430,938 110,640 86,879 79,270 3,994 198,734 162,971
Changes from: July 25, 2023 Total Change is: 81,372
2,510 -18,833 5,856 40,035 -5,645 5,349 -6,402 24,811 34,255 -1,671 19,708 1,530 -90 14,341
Percent of Open Interest Represented by Each Category of Trader
1.8 10.8 1.5 52.8 18.6 13.6 2.1 30.4 7.8 6.1 5.6 0.3 14.0 11.5
Number of Traders in Each Category Total Traders: 197
8 15 17 65 34 62 21 37 40 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,543,964
Positions
11,461 58,094 1,026 918,524 295,725 280,061 75,508 737,187 16,576 68,459 27,629 0 172,349 127,666
Changes from: July 25, 2023 Total Change is: 37,001
4,850 -18,426 680 17,642 23,843 9,562 6,757 10,944 -2,591 3,277 3,821 0 -3,176 9,168
Percent of Open Interest Represented by Each Category of Trader
0.7 3.8 0.1 59.5 19.2 18.1 4.9 47.7 1.1 4.4 1.8 0.0 11.2 8.3
Number of Traders in Each Category Total Traders: 176
. 8 . 78 29 57 15 28 16 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,673,879
Positions
141,777 242,456 15,477 1,754,399 481,673 326,280 673,349 2,157,690 92,847 385,526 182,938 25,957 258,267 148,561
Changes from: July 25, 2023 Total Change is: 8,135
9,085 7,378 -1,158 -18,835 -9,930 14,422 -4,080 -5,809 11,434 -9,009 -804 1,922 4,353 -9,321
Percent of Open Interest Represented by Each Category of Trader
3.9 6.6 0.4 47.8 13.1 8.9 18.3 58.7 2.5 10.5 5.0 0.7 7.0 4.0
Number of Traders in Each Category Total Traders: 438
40 24 11 157 38 89 66 53 47 49 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 5,475,606
Positions
116,236 358,993 177,715 2,697,258 1,338,527 662,510 383,974 1,706,881 496,356 458,407 252,592 55,790 427,360 426,240
Changes from: July 25, 2023 Total Change is: 214,348
-8,852 -165 34,363 40,758 156 18,569 33,981 81,135 52,194 36,489 -7,955 11,645 -4,799 24,406
Percent of Open Interest Represented by Each Category of Trader
2.1 6.6 3.2 49.3 24.4 12.1 7.0 31.2 9.1 8.4 4.6 1.0 7.8 7.8
Number of Traders in Each Category Total Traders: 423
19 35 37 126 62 113 56 79 87 29 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,787,309
Positions
67,217 75,560 1,552 883,763 661,506 270,906 188,678 440,920 20,999 180,913 50,284 945 172,336 264,637
Changes from: July 25, 2023 Total Change is: 33,788
2,936 3,485 -483 3,027 3,110 12,525 15,687 27,476 -6,110 3,288 -6,814 70 2,848 530
Percent of Open Interest Represented by Each Category of Trader
3.8 4.2 0.1 49.4 37.0 15.2 10.6 24.7 1.2 10.1 2.8 0.1 9.6 14.8
Number of Traders in Each Category Total Traders: 176
5 11 4 53 52 56 11 27 17 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 4,151
Positions
0 0 0 0 0 0 2,957 1,780 0 350 865 0 844 1,506
Changes from: July 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 71.2 42.9 0.0 8.4 20.8 0.0 20.3 36.3
Number of Traders in Each Category Total Traders: 22
0 0 0 0 0 0 . . 0 4 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 5,835,802
Positions
95,905 684,178 76,570 2,794,839 1,130,110 626,352 960,036 2,552,592 243,369 612,261 147,633 17,277 409,194 357,721
Changes from: July 25, 2023 Total Change is: 240,675
14,381 1,931 12,671 112,747 43,618 -19,538 45,182 165,044 26,314 34,622 169 1,569 12,727 8,897
Percent of Open Interest Represented by Each Category of Trader
1.6 11.7 1.3 47.9 19.4 10.7 16.5 43.7 4.2 10.5 2.5 0.3 7.0 6.1
Number of Traders in Each Category Total Traders: 388
15 31 27 141 36 100 47 70 66 31 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,445,326
Positions
379,799 149,751 405,720 12,457 25,583 27,096 99,868 300,564 480,449 702 11,644 2,409 36,826 42,110
Changes from: July 25, 2023 Total Change is: -178,558
-47,120 -69,568 -40,193 5,509 -10,460 -9,708 -19,530 17,496 -59,747 -5,467 1,200 -1,531 -771 -6,047
Percent of Open Interest Represented by Each Category of Trader
26.3 10.4 28.1 0.9 1.8 1.9 6.9 20.8 33.2 0.0 0.8 0.2 2.5 2.9
Number of Traders in Each Category Total Traders: 144
31 28 52 . 7 . 28 35 53 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 7,512
Positions
2,740 1,849 2,006 235 0 169 194 979 2,118 0 335 23 27 33
Changes from: July 25, 2023 Total Change is: 467
236 -4 521 -59 0 49 -131 243 -61 0 335 23 -111 -639
Percent of Open Interest Represented by Each Category of Trader
36.5 24.6 26.7 3.1 0.0 2.2 2.6 13.0 28.2 0.0 4.5 0.3 0.4 0.4
Number of Traders in Each Category Total Traders: 26
5 6 6 . 0 . . 10 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 is21,283,421
Positions
2,642,079 2,650,857 3,409,272 397,979 418,672 1,363,813 1,368,123 1,147,093 11,784,717 99,946 266,761 194,272 23,220 47,964
Changes from: July 25, 2023 Total Change is: 484,110
169,122 -67,169 58,069 -36,256 29,616 29,257 -15,918 147,463 300,893 -16,345 -17,144 1,604 -6,316 1,520
Percent of Open Interest Represented by Each Category of Trader
12.4 12.5 16.0 1.9 2.0 6.4 6.4 5.4 55.4 0.5 1.3 0.9 0.1 0.2
Number of Traders in Each Category Total Traders: 1,068
74 112 137 50 76 70 119 227 230 201 160 175
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 700,329
Positions
333,180 148,863 161,123 351 25,041 8,251 29,904 172,354 166,109 976 17,994 160 275 434
Changes from: July 25, 2023 Total Change is: -279,859
-189,869 -98,361 -35,305 -351 -9,256 -8,562 -25,754 -94,156 -19,119 -594 -15,035 -9 -296 -56
Percent of Open Interest Represented by Each Category of Trader
47.6 21.3 23.0 0.1 3.6 1.2 4.3 24.6 23.7 0.1 2.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 180
38 45 53 . 7 . 22 55 42 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342603 Open Interest is 23,065
Positions
4,725 0 0 0 32 0 14,507 12,771 3,823 0 6,438 0 10 1
Changes from: July 25, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.5 0.0 0.0 0.0 0.1 0.0 62.9 55.4 16.6 0.0 27.9 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 6 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 22,088
Positions
7,078 0 1,113 0 524 0 485 12,678 2,460 10,952 5,251 0 0 62
Changes from: July 25, 2023 Total Change is: -70
0 0 0 0 0 0 -70 -140 0 0 70 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.0 0.0 5.0 0.0 2.4 0.0 2.2 57.4 11.1 49.6 23.8 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 16,068
Positions
583 3,504 131 8,426 121 362 2,182 8,985 1,497 1,112 354 491 1,286 623
Changes from: July 25, 2023 Total Change is: -1,305
-75 -554 -299 -371 8 9 -160 116 -910 533 167 244 -277 -86
Percent of Open Interest Represented by Each Category of Trader
3.6 21.8 0.8 52.4 0.8 2.3 13.6 55.9 9.3 6.9 2.2 3.1 8.0 3.9
Number of Traders in Each Category Total Traders: 109
5 8 . 15 . 5 24 40 16 9 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 12,511
Positions
307 2,400 0 1,587 0 0 3,055 5,757 1,953 2,607 1,346 157 2,846 898
Changes from: July 25, 2023 Total Change is: -7,232
-4,807 -2,401 -21 71 0 0 -1,182 -4,686 66 -91 687 -761 -506 -116
Percent of Open Interest Represented by Each Category of Trader
2.5 19.2 0.0 12.7 0.0 0.0 24.4 46.0 15.6 20.8 10.8 1.3 22.7 7.2
Number of Traders in Each Category Total Traders: 99
. . 0 5 0 0 15 15 7 48 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,570
Positions
200 365 126 836 0 17 333 2,118 447 937 29 40 634 429
Changes from: July 25, 2023 Total Change is: -554
-12 -47 13 -213 0 -10 -94 -175 -299 244 -37 -12 -170 14
Percent of Open Interest Represented by Each Category of Trader
5.6 10.2 3.5 23.4 0.0 0.5 9.3 59.3 12.5 26.3 0.8 1.1 17.8 12.0
Number of Traders in Each Category Total Traders: 61
. 7 . 7 0 . 10 23 12 8 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 19,889
Positions
138 15 249 2,522 82 0 2,563 8,617 6,200 6,992 3,862 730 495 134
Changes from: July 25, 2023 Total Change is: -6,041
-1,782 -240 246 105 82 0 -2,597 -6,107 585 -1,875 -87 -391 -332 -128
Percent of Open Interest Represented by Each Category of Trader
0.7 0.1 1.3 12.7 0.4 0.0 12.9 43.3 31.2 35.2 19.4 3.7 2.5 0.7
Number of Traders in Each Category Total Traders: 87
. . . . . 0 6 6 4 51 20 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 31,488
Positions
0 6,151 0 6,765 6,526 764 17,617 11,424 1,605 1,058 1,815 154 3,524 3,048
Changes from: July 25, 2023 Total Change is: -3,067
0 -2,311 0 753 -831 -47 -3,862 -126 512 -187 150 -5 -231 -410
Percent of Open Interest Represented by Each Category of Trader
0.0 19.5 0.0 21.5 20.7 2.4 55.9 36.3 5.1 3.4 5.8 0.5 11.2 9.7
Number of Traders in Each Category Total Traders: 85
0 . 0 10 7 . 15 26 4 9 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 400,082
Positions
51,813 26,010 18,590 100,841 79,031 54,198 75,270 120,239 53,177 5,305 5,852 14,537 26,351 28,448
Changes from: July 25, 2023 Total Change is: 2,387
-348 2,656 -1,877 6,314 -114 -4,669 -339 5,202 -244 237 273 723 2,590 437
Percent of Open Interest Represented by Each Category of Trader
13.0 6.5 4.6 25.2 19.8 13.5 18.8 30.1 13.3 1.3 1.5 3.6 6.6 7.1
Number of Traders in Each Category Total Traders: 216
14 12 19 27 31 27 45 46 49 14 13 24
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Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 60,068
Positions
46,984 46,219 0 9,351 2,820 565 2,620 10,129 0 190 261 0 358 74
Changes from: July 25, 2023 Total Change is: 1,267
0 618 0 1,151 -26 -80 140 504 -4 -18 261 -1 79 -5
Percent of Open Interest Represented by Each Category of Trader
78.2 76.9 0.0 15.6 4.7 0.9 4.4 16.9 0.0 0.3 0.4 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 39
4 . 0 12 . . 7 5 0 4 . 0
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Updated August 04, 2023