Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 153,903
Positions
31,587 25,543 3,402 34,126 44,832 4,221 25,242 31,745 12,301 6,709 2,334 339 35,976 29,186
Changes from: August 1, 2023 Total Change is: -11,111
1,632 -19,748 -553 -12,305 -3,139 167 2,845 5,040 2,690 1,071 -159 261 -6,919 4,330
Percent of Open Interest Represented by Each Category of Trader
20.5 16.6 2.2 22.2 29.1 2.7 16.4 20.6 8.0 4.4 1.5 0.2 23.4 19.0
Number of Traders in Each Category Total Traders: 104
6 8 6 19 17 13 22 19 14 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,142
Positions
13,352 5,270 1,049 5,974 16,610 150 7,328 5,872 2,315 1,509 1,600 0 15,464 14,275
Changes from: August 1, 2023 Total Change is: -2,081
2,284 113 -1 -2,242 -597 -360 2,052 -622 -1,234 -57 0 0 -2,523 620
Percent of Open Interest Represented by Each Category of Trader
28.3 11.2 2.2 12.7 35.2 0.3 15.5 12.5 4.9 3.2 3.4 0.0 32.8 30.3
Number of Traders in Each Category Total Traders: 46
. . . 6 10 . 13 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 241,710
Positions
6,749 66,193 9,948 74,761 58,372 8,994 66,222 32,349 38,279 233 1,902 831 35,692 24,842
Changes from: August 1, 2023 Total Change is: -25,962
4,645 -5,402 -2,658 -12,196 -4,548 2,696 -3,674 -5,756 -9,339 27 -1,714 -5 -5,459 763
Percent of Open Interest Represented by Each Category of Trader
2.8 27.4 4.1 30.9 24.1 3.7 27.4 13.4 15.8 0.1 0.8 0.3 14.8 10.3
Number of Traders in Each Category Total Traders: 119
. 12 6 23 25 18 25 25 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 250,754
Positions
93,305 25,601 7,564 61,375 82,259 4,984 21,048 66,034 19,814 7,359 3,866 15 35,289 40,617
Changes from: August 1, 2023 Total Change is: -11,553
187 -2,265 150 -925 4,326 -208 751 -2,748 -11,895 825 -69 0 -440 1,155
Percent of Open Interest Represented by Each Category of Trader
37.2 10.2 3.0 24.5 32.8 2.0 8.4 26.3 7.9 2.9 1.5 0.0 14.1 16.2
Number of Traders in Each Category Total Traders: 139
12 5 10 26 25 17 22 35 21 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 860,124
Positions
24,320 527,774 16,731 520,644 79,630 24,465 59,103 65,022 83,226 31,433 8,997 5,286 94,917 48,993
Changes from: August 1, 2023 Total Change is: -6,293
4,872 -7,048 -1,572 7,070 -69 -2,499 -6,624 9,758 -6,439 612 -157 -83 -1,630 1,814
Percent of Open Interest Represented by Each Category of Trader
2.8 61.4 1.9 60.5 9.3 2.8 6.9 7.6 9.7 3.7 1.0 0.6 11.0 5.7
Number of Traders in Each Category Total Traders: 297
13 16 13 122 26 54 42 44 31 21 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,864
Positions
0 11,936 0 14,589 5,128 2,503 709 4,447 0 0 0 0 11,063 4,850
Changes from: August 1, 2023 Total Change is: 252
0 -29 0 569 -497 0 30 409 0 0 0 0 -347 369
Percent of Open Interest Represented by Each Category of Trader
0.0 41.4 0.0 50.5 17.8 8.7 2.5 15.4 0.0 0.0 0.0 0.0 38.3 16.8
Number of Traders in Each Category Total Traders: 29
0 . 0 16 4 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,445
Positions
2,915 5,514 46 5,365 8,438 1,083 5,180 0 2 0 1,820 0 7,854 5,542
Changes from: August 1, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.0 24.6 0.2 23.9 37.6 4.8 23.1 0.0 0.0 0.0 8.1 0.0 35.0 24.7
Number of Traders in Each Category Total Traders: 21
. . . 5 7 . 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 191,915
Positions
67,271 3,537 2,282 40,318 111,670 4,500 46,385 28,953 8,838 1,902 22 0 20,419 32,113
Changes from: August 1, 2023 Total Change is: 12,555
11,009 -144 686 -7,251 15,516 2,430 19,756 1,541 -12,195 -52 -14 0 -1,827 4,735
Percent of Open Interest Represented by Each Category of Trader
35.1 1.8 1.2 21.0 58.2 2.3 24.2 15.1 4.6 1.0 0.0 0.0 10.6 16.7
Number of Traders in Each Category Total Traders: 93
8 4 8 15 20 12 17 24 16 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 228,249
Positions
3,915 64,952 238 129,422 8,598 2,437 80,885 36,451 1,097 2,890 110,076 5 7,361 4,395
Changes from: August 1, 2023 Total Change is: -8,576
1,328 -3,962 -28 -7,577 298 863 -1,333 -5,139 284 -680 -1,030 -6 -1,427 145
Percent of Open Interest Represented by Each Category of Trader
1.7 28.5 0.1 56.7 3.8 1.1 35.4 16.0 0.5 1.3 48.2 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 158
4 8 . 26 11 7 63 23 11 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,717
Positions
1,454 30,457 270 16,154 1,496 0 19,500 4,618 525 4,143 3,910 0 3,671 4,441
Changes from: August 1, 2023 Total Change is: -15,793
-23 -1,517 -11,928 580 -368 0 -3,273 -563 318 197 -232 0 -1,664 -1,503
Percent of Open Interest Represented by Each Category of Trader
3.2 66.6 0.6 35.3 3.3 0.0 42.7 10.1 1.1 9.1 8.6 0.0 8.0 9.7
Number of Traders in Each Category Total Traders: 82
4 5 . 15 5 0 27 9 . 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,990
Positions
14,147 4,796 48 3,447 21,767 428 19,072 8,785 146 374 606 18 3,310 4,396
Changes from: August 1, 2023 Total Change is: 4,896
2,590 -4,832 19 -806 7,311 -76 3,704 1,284 -66 -120 172 0 -349 1,084
Percent of Open Interest Represented by Each Category of Trader
34.5 11.7 0.1 8.4 53.1 1.0 46.5 21.4 0.4 0.9 1.5 0.0 8.1 10.7
Number of Traders in Each Category Total Traders: 78
8 . . 7 21 4 17 17 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 35,488
Positions
20,833 6,915 11 12,223 1,791 0 945 25,516 20 216 99 1 1,239 1,135
Changes from: August 1, 2023 Total Change is: -2,255
0 -46 -40 -1,238 -28 0 -590 -1,848 20 0 -210 0 -407 -103
Percent of Open Interest Represented by Each Category of Trader
58.7 19.5 0.0 34.4 5.0 0.0 2.7 71.9 0.1 0.6 0.3 0.0 3.5 3.2
Number of Traders in Each Category Total Traders: 27
. . . 4 . 0 4 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 106,587
Positions
32,437 40,431 1,577 19,482 6,947 2,338 30,026 18,571 3,136 3,244 17,668 0 14,347 15,918
Changes from: August 1, 2023 Total Change is: -9,172
-737 2,215 10 -2,008 2,397 -46 -3,908 -10,266 -1,544 726 -642 -24 -1,641 -1,272
Percent of Open Interest Represented by Each Category of Trader
30.4 37.9 1.5 18.3 6.5 2.2 28.2 17.4 2.9 3.0 16.6 0.0 13.5 14.9
Number of Traders in Each Category Total Traders: 82
10 16 4 15 5 5 15 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 106,587
Positions
32,437 40,431 1,577 19,482 6,947 2,338 30,026 18,571 3,136 3,244 17,668 0 14,347 15,918
Changes from: August 1, 2023 Total Change is: -6,475
-670 2,215 10 -1,986 2,378 -7 -3,478 -10,808 -85 805 -553 -9 -1,054 384
Percent of Open Interest Represented by Each Category of Trader
30.4 37.9 1.5 18.3 6.5 2.2 28.2 17.4 2.9 3.0 16.6 0.0 13.5 14.9
Number of Traders in Each Category Total Traders: 82
10 16 4 15 5 5 15 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,379
Positions
12,168 26,991 0 21,781 2,822 2,206 2,637 7,344 0 0 0 0 1,587 1,016
Changes from: August 1, 2023 Total Change is: 2,109
715 1,417 0 1,508 -10 401 -360 337 0 0 0 0 -155 -36
Percent of Open Interest Represented by Each Category of Trader
30.1 66.8 0.0 53.9 7.0 5.5 6.5 18.2 0.0 0.0 0.0 0.0 3.9 2.5
Number of Traders in Each Category Total Traders: 40
6 4 0 19 . . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,245,711
Positions
319,341 652,617 248,812 1,093,117 322,384 222,828 167,502 500,930 777,375 83,102 179,600 15,071 318,563 326,093
Changes from: August 1, 2023 Total Change is: 33,387
3,208 -8,984 14,230 -31,312 16,501 -6,098 13,196 -29,755 63,657 -5,355 5,578 -23,209 5,070 1,467
Percent of Open Interest Represented by Each Category of Trader
9.8 20.1 7.7 33.7 9.9 6.9 5.2 15.4 24.0 2.6 5.5 0.5 9.8 10.0
Number of Traders in Each Category Total Traders: 585
39 34 51 174 74 117 67 107 113 49 36 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,999
Positions
6,146 10,956 0 8,298 5,521 391 1,894 754 0 0 0 0 2,270 1,377
Changes from: August 1, 2023 Total Change is: 3,546
3,585 -49 0 167 3,931 0 -139 -249 0 0 0 0 -67 -87
Percent of Open Interest Represented by Each Category of Trader
32.3 57.7 0.0 43.7 29.1 2.1 10.0 4.0 0.0 0.0 0.0 0.0 11.9 7.2
Number of Traders in Each Category Total Traders: 23
4 6 0 5 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,255
Positions
3,331 23,033 0 14,122 784 0 6,245 865 0 0 0 0 2,557 1,573
Changes from: August 1, 2023 Total Change is: 1,400
-10 3,194 0 2,384 -1,865 0 597 -132 0 0 0 0 -1,571 203
Percent of Open Interest Represented by Each Category of Trader
12.7 87.7 0.0 53.8 3.0 0.0 23.8 3.3 0.0 0.0 0.0 0.0 9.7 6.0
Number of Traders in Each Category Total Traders: 32
. 6 0 13 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,220,228
Positions
319,880 652,321 247,949 1,091,356 322,479 222,206 167,758 511,656 762,629 82,854 179,450 12,855 312,741 308,683
Changes from: August 1, 2023 Total Change is: 31,164
3,277 -9,280 14,030 -31,399 16,458 -6,089 14,961 -29,013 61,070 -7,670 3,664 -21,593 4,577 1,918
Percent of Open Interest Represented by Each Category of Trader
9.9 20.3 7.7 33.9 10.0 6.9 5.2 15.9 23.7 2.6 5.6 0.4 9.7 9.6
Number of Traders in Each Category Total Traders: 573
39 32 51 169 73 115 66 105 111 49 37 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,516
Positions
19,043 29,843 0 12,092 309 70 1,346 2,415 0 0 0 0 1,965 1,879
Changes from: August 1, 2023 Total Change is: 381
211 628 0 51 -70 70 281 -290 0 0 0 0 -232 43
Percent of Open Interest Represented by Each Category of Trader
55.2 86.5 0.0 35.0 0.9 0.2 3.9 7.0 0.0 0.0 0.0 0.0 5.7 5.4
Number of Traders in Each Category Total Traders: 27
5 8 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 14,998
Positions
3,323 13,788 0 8,165 338 0 650 318 0 0 0 0 2,860 554
Changes from: August 1, 2023 Total Change is: 62
13 5 0 142 338 0 3 0 0 0 0 0 -96 -281
Percent of Open Interest Represented by Each Category of Trader
22.2 91.9 0.0 54.4 2.3 0.0 4.3 2.1 0.0 0.0 0.0 0.0 19.1 3.7
Number of Traders in Each Category Total Traders: 21
5 8 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,924
Positions
5,709 7,825 0 4,377 2,557 0 0 717 0 0 0 0 1,838 825
Changes from: August 1, 2023 Total Change is: 18
-8 103 0 -46 0 0 0 -55 0 0 0 0 72 -30
Percent of Open Interest Represented by Each Category of Trader
47.9 65.6 0.0 36.7 21.4 0.0 0.0 6.0 0.0 0.0 0.0 0.0 15.4 6.9
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 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,201
Positions
18,053 12,409 0 23,701 16,075 278 1,599 17,824 38 0 0 0 4,532 1,577
Changes from: August 1, 2023 Total Change is: 8,213
4,772 3,053 0 158 6,727 135 202 -102 -17 0 0 0 2,963 -1,583
Percent of Open Interest Represented by Each Category of Trader
37.5 25.7 0.0 49.2 33.3 0.6 3.3 37.0 0.1 0.0 0.0 0.0 9.4 3.3
Number of Traders in Each Category Total Traders: 35
5 8 0 8 4 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 254,825
Positions
3,242 11,597 0 22,502 3,941 1,337 127,503 22,801 17,392 24,638 23,653 0 58,211 174,104
Changes from: August 1, 2023 Total Change is: 22,233
1,311 4,963 0 582 141 201 6,360 16,589 1,862 6,988 2,986 0 4,930 -4,509
Percent of Open Interest Represented by Each Category of Trader
1.3 4.6 0.0 8.8 1.5 0.5 50.0 8.9 6.8 9.7 9.3 0.0 22.8 68.3
Number of Traders in Each Category Total Traders: 33
. . 0 12 . 5 8 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 375,496
Positions
111,902 117,325 154,678 0 38,000 0 33,115 7,832 46,798 23,285 0 0 5,718 10,863
Changes from: August 1, 2023 Total Change is: 8,144
-370 -1,550 5,549 0 0 0 390 -500 815 0 0 0 1,760 3,830
Percent of Open Interest Represented by Each Category of Trader
29.8 31.2 41.2 0.0 10.1 0.0 8.8 2.1 12.5 6.2 0.0 0.0 1.5 2.9
Number of Traders in Each Category Total Traders: 31
7 10 17 0 . 0 4 . 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,655
Positions
3,215 6,300 116 23,832 23,542 2,071 2,169 3,477 45 310 0 0 7,897 4,104
Changes from: August 1, 2023 Total Change is: 543
422 -875 5 323 880 -167 364 902 42 -225 0 0 -221 -244
Percent of Open Interest Represented by Each Category of Trader
8.1 15.9 0.3 60.1 59.4 5.2 5.5 8.8 0.1 0.8 0.0 0.0 19.9 10.3
Number of Traders in Each Category Total Traders: 64
. 6 . 29 14 11 5 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 332,499
Positions
54,998 60,251 18,505 93,217 28,165 6,855 37,007 97,216 57,024 13,579 11,536 2,112 49,200 50,833
Changes from: August 1, 2023 Total Change is: 6,967
6,079 950 520 -2,803 -3,118 1,293 -3,978 2,467 2,663 944 138 10 2,238 2,044
Percent of Open Interest Represented by Each Category of Trader
16.5 18.1 5.6 28.0 8.5 2.1 11.1 29.2 17.2 4.1 3.5 0.6 14.8 15.3
Number of Traders in Each Category Total Traders: 346
23 28 16 76 36 45 55 64 53 30 33 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 318,212
Positions
54,902 59,968 18,166 92,849 28,227 6,789 44,025 101,830 43,156 13,774 11,141 1,572 42,978 47,363
Changes from: August 1, 2023 Total Change is: 6,720
5,946 765 592 -2,830 -3,117 1,291 -1,336 2,407 1,742 587 172 157 572 2,711
Percent of Open Interest Represented by Each Category of Trader
17.3 18.8 5.7 29.2 8.9 2.1 13.8 32.0 13.6 4.3 3.5 0.5 13.5 14.9
Number of Traders in Each Category Total Traders: 310
21 24 15 74 36 44 49 61 49 22 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 142,865
Positions
4,348 6,215 0 4,299 0 42 64,697 88,738 3,812 2,891 8,797 555 62,221 34,706
Changes from: August 1, 2023 Total Change is: 2,471
619 1,136 0 279 0 12 -17,705 9,308 493 2,031 -1,891 78 16,664 -6,665
Percent of Open Interest Represented by Each Category of Trader
3.0 4.4 0.0 3.0 0.0 0.0 45.3 62.1 2.7 2.0 6.2 0.4 43.6 24.3
Number of Traders in Each Category Total Traders: 51
4 4 0 5 0 . 13 6 8 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 524,107
Positions
118,989 116,585 8,898 204,245 167,524 37,065 91,175 109,831 15,212 21,325 43,039 215 26,983 25,739
Changes from: August 1, 2023 Total Change is: -2,332
4,349 184 -67 -2,772 -755 -2,236 -2,210 -1 1,985 25 -2,668 6 -1,412 1,220
Percent of Open Interest Represented by Each Category of Trader
22.7 22.2 1.7 39.0 32.0 7.1 17.4 21.0 2.9 4.1 8.2 0.0 5.1 4.9
Number of Traders in Each Category Total Traders: 349
30 19 7 93 66 51 55 63 36 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,734
Positions
4,446 6,468 0 7,500 6,280 0 515 442 0 0 0 0 1,273 544
Changes from: August 1, 2023 Total Change is: 201
-21 159 0 -7 47 0 0 0 0 0 0 0 229 -5
Percent of Open Interest Represented by Each Category of Trader
32.4 47.1 0.0 54.6 45.7 0.0 3.7 3.2 0.0 0.0 0.0 0.0 9.3 4.0
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 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,187
Positions
0 10,820 0 10,022 0 12 1,826 856 0 254 1,545 0 4,073 2,954
Changes from: August 1, 2023 Total Change is: -267
0 -8 0 -60 0 0 30 -123 0 0 -27 0 -237 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 66.8 0.0 61.9 0.0 0.1 11.3 5.3 0.0 1.6 9.5 0.0 25.2 18.2
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 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,866
Positions
9,376 11,611 712 20,148 1,392 568 8,161 3,377 237 2,199 2,169 0 7,465 28,800
Changes from: August 1, 2023 Total Change is: -2,013
-1,156 -873 -105 -1,237 -79 -351 412 -596 -103 -36 892 0 563 -798
Percent of Open Interest Represented by Each Category of Trader
19.2 23.8 1.5 41.2 2.8 1.2 16.7 6.9 0.5 4.5 4.4 0.0 15.3 58.9
Number of Traders in Each Category Total Traders: 57
10 6 . 12 . 5 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 398,818
Positions
34,218 231,807 3,624 258,644 68,168 38,462 29,128 46,169 1,892 19,917 4,060 529 12,404 4,107
Changes from: August 1, 2023 Total Change is: -7,106
746 -4,535 -357 -3,407 2,323 -188 -4,069 2,044 -777 892 -4,258 0 54 -1,358
Percent of Open Interest Represented by Each Category of Trader
8.6 58.1 0.9 64.9 17.1 9.6 7.3 11.6 0.5 5.0 1.0 0.1 3.1 1.0
Number of Traders in Each Category Total Traders: 193
12 14 5 77 42 33 22 14 8 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,102,577
Positions
86,103 557,234 11,065 685,750 295,217 104,212 124,616 68,358 6,709 48,338 42,592 1,621 34,163 15,569
Changes from: August 1, 2023 Total Change is: -29,703
-2,193 -21,789 599 -27,385 -2,508 -3,277 -3,878 -3,816 453 5,122 -2,649 185 671 3,099
Percent of Open Interest Represented by Each Category of Trader
7.8 50.5 1.0 62.2 26.8 9.5 11.3 6.2 0.6 4.4 3.9 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 420
29 20 12 172 57 76 66 34 23 32 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 205,223
Positions
15,390 140,497 36,747 39,310 0 2,048 90,647 5,177 15,077 5,549 5,469 140 315 68
Changes from: August 1, 2023 Total Change is: -1,348
189 -1,438 -1,318 918 0 0 -3,180 -499 1,943 100 0 0 0 -36
Percent of Open Interest Represented by Each Category of Trader
7.5 68.5 17.9 19.2 0.0 1.0 44.2 2.5 7.3 2.7 2.7 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
10 26 16 16 0 . 36 5 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,510,430
Positions
36,096 164,535 37,446 745,930 253,549 202,951 25,935 440,256 160,946 82,016 78,861 6,036 213,073 165,850
Changes from: August 1, 2023 Total Change is: 92,002
10,120 11,496 15,900 -2,684 -9,828 10,297 -3,455 9,318 50,307 -4,863 -410 2,042 14,339 2,879
Percent of Open Interest Represented by Each Category of Trader
2.4 10.9 2.5 49.4 16.8 13.4 1.7 29.1 10.7 5.4 5.2 0.4 14.1 11.0
Number of Traders in Each Category Total Traders: 203
12 16 20 65 34 61 19 37 37 8 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,562,547
Positions
6,541 54,188 6,008 927,466 324,447 278,454 82,365 719,852 24,849 62,927 25,226 0 173,937 129,522
Changes from: August 1, 2023 Total Change is: 18,583
-4,920 -3,906 4,982 8,942 28,722 -1,607 6,857 -17,334 8,273 -5,532 -2,403 0 1,588 1,856
Percent of Open Interest Represented by Each Category of Trader
0.4 3.5 0.4 59.4 20.8 17.8 5.3 46.1 1.6 4.0 1.6 0.0 11.1 8.3
Number of Traders in Each Category Total Traders: 176
. 8 . 78 29 58 15 29 17 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,800,455
Positions
125,916 282,014 14,491 1,745,765 502,128 338,589 786,373 2,198,706 112,194 394,722 171,619 27,963 254,442 152,752
Changes from: August 1, 2023 Total Change is: 126,576
-15,861 39,558 -986 -8,634 20,455 12,309 113,024 41,015 19,348 9,196 -11,319 2,006 -3,825 4,191
Percent of Open Interest Represented by Each Category of Trader
3.3 7.4 0.4 45.9 13.2 8.9 20.7 57.9 3.0 10.4 4.5 0.7 6.7 4.0
Number of Traders in Each Category Total Traders: 434
32 27 13 155 42 93 61 60 51 45 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,614,037
Positions
120,386 309,205 198,707 2,644,704 1,286,659 722,494 402,195 1,747,677 600,502 423,044 268,298 60,763 441,242 419,730
Changes from: August 1, 2023 Total Change is: 138,431
4,150 -49,788 20,992 -52,554 -51,868 59,984 18,220 40,796 104,146 -35,362 15,706 4,973 13,882 -6,510
Percent of Open Interest Represented by Each Category of Trader
2.1 5.5 3.5 47.1 22.9 12.9 7.2 31.1 10.7 7.5 4.8 1.1 7.9 7.5
Number of Traders in Each Category Total Traders: 422
23 31 39 125 61 107 53 82 90 30 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,806,213
Positions
64,063 89,322 1,139 882,059 663,109 269,131 212,621 430,132 33,133 175,378 49,107 825 167,864 270,315
Changes from: August 1, 2023 Total Change is: 18,904
-3,154 13,762 -413 -1,704 1,603 -1,775 23,943 -10,788 12,134 -5,535 -1,177 -120 -4,472 5,678
Percent of Open Interest Represented by Each Category of Trader
3.5 4.9 0.1 48.8 36.7 14.9 11.8 23.8 1.8 9.7 2.7 0.0 9.3 15.0
Number of Traders in Each Category Total Traders: 178
4 12 4 53 54 59 13 27 21 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 5,151
Positions
0 0 0 0 0 0 3,874 2,415 102 295 902 0 880 1,732
Changes from: August 1, 2023 Total Change is: 1,000
0 0 0 0 0 0 917 635 102 -55 37 0 36 226
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 75.2 46.9 2.0 5.7 17.5 0.0 17.1 33.6
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . . . 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,074,918
Positions
109,487 724,968 97,105 2,848,943 1,113,301 665,849 1,019,976 2,638,549 326,890 591,375 140,188 21,640 393,653 346,429
Changes from: August 1, 2023 Total Change is: 239,116
13,583 40,790 20,535 54,103 -16,810 39,497 59,940 85,957 83,521 -20,886 -7,445 4,363 -15,540 -11,292
Percent of Open Interest Represented by Each Category of Trader
1.8 11.9 1.6 46.9 18.3 11.0 16.8 43.4 5.4 9.7 2.3 0.4 6.5 5.7
Number of Traders in Each Category Total Traders: 406
20 36 34 142 39 102 50 72 64 29 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,496,411
Positions
408,173 176,150 396,047 14,400 28,790 29,326 115,724 316,669 494,906 902 10,512 2,400 34,533 41,611
Changes from: August 1, 2023 Total Change is: 51,085
28,374 26,399 -9,673 1,943 3,207 2,230 15,856 16,105 14,457 200 -1,132 -9 -2,293 -499
Percent of Open Interest Represented by Each Category of Trader
27.3 11.8 26.5 1.0 1.9 2.0 7.7 21.2 33.1 0.1 0.7 0.2 2.3 2.8
Number of Traders in Each Category Total Traders: 142
32 31 56 4 7 . 27 33 47 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,558
Positions
3,456 2,055 2,574 229 0 393 573 1,883 2,235 0 335 23 75 60
Changes from: August 1, 2023 Total Change is: 2,046
716 206 568 -6 0 224 379 904 117 0 0 0 48 27
Percent of Open Interest Represented by Each Category of Trader
36.2 21.5 26.9 2.4 0.0 4.1 6.0 19.7 23.4 0.0 3.5 0.2 0.8 0.6
Number of Traders in Each Category Total Traders: 26
6 5 6 . 0 . 4 8 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is21,279,276
Positions
2,643,016 2,733,500 3,486,823 356,642 424,497 1,338,499 1,446,646 1,094,246 11,668,400 102,933 281,927 212,694 23,624 38,691
Changes from: August 1, 2023 Total Change is: -4,145
937 82,642 77,551 -41,337 5,825 -25,314 78,523 -52,847 -116,317 2,987 15,166 18,421 404 -9,273
Percent of Open Interest Represented by Each Category of Trader
12.4 12.8 16.4 1.7 2.0 6.3 6.8 5.1 54.8 0.5 1.3 1.0 0.1 0.2
Number of Traders in Each Category Total Traders: 1,066
70 119 141 52 76 70 126 217 227 194 162 180
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 746,155
Positions
347,478 159,895 174,579 379 26,345 6,396 55,139 195,437 160,875 849 22,065 162 298 401
Changes from: August 1, 2023 Total Change is: 45,826
14,298 11,032 13,456 28 1,304 -1,855 25,235 23,083 -5,234 -127 4,071 2 23 -33
Percent of Open Interest Represented by Each Category of Trader
46.6 21.4 23.4 0.1 3.5 0.9 7.4 26.2 21.6 0.1 3.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 182
33 50 55 . 7 4 26 50 41 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,301
Positions
4,725 0 0 0 32 0 13,743 12,813 3,823 0 5,632 0 10 1
Changes from: August 1, 2023 Total Change is: -764
0 0 0 0 0 0 -764 42 0 0 -806 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.2 0.0 0.0 0.0 0.1 0.0 61.6 57.5 17.1 0.0 25.3 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 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,685
Positions
7,078 0 1,113 0 524 0 1,834 12,919 2,458 10,202 5,609 0 0 62
Changes from: August 1, 2023 Total Change is: 597
0 0 0 0 0 0 1,349 241 -2 -750 358 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.2 0.0 4.9 0.0 2.3 0.0 8.1 56.9 10.8 45.0 24.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 8 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 18,106
Positions
587 4,412 100 8,937 50 339 3,514 10,244 1,855 1,081 178 348 1,346 581
Changes from: August 1, 2023 Total Change is: 2,038
4 908 -31 512 -71 -23 1,332 1,258 358 -31 -176 -143 60 -43
Percent of Open Interest Represented by Each Category of Trader
3.2 24.4 0.6 49.4 0.3 1.9 19.4 56.6 10.2 6.0 1.0 1.9 7.4 3.2
Number of Traders in Each Category Total Traders: 115
5 10 4 15 . 5 29 39 16 11 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 12,630
Positions
251 2,045 1 1,600 0 0 2,911 5,753 2,203 2,186 1,437 179 3,300 1,012
Changes from: August 1, 2023 Total Change is: 119
-56 -355 1 13 0 0 -143 -3 250 -421 91 21 454 114
Percent of Open Interest Represented by Each Category of Trader
2.0 16.2 0.0 12.7 0.0 0.0 23.1 45.6 17.4 17.3 11.4 1.4 26.1 8.0
Number of Traders in Each Category Total Traders: 95
. . . 5 0 0 15 11 8 48 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 3,878
Positions
202 295 165 681 0 13 468 2,230 507 1,119 101 30 694 537
Changes from: August 1, 2023 Total Change is: 308
2 -70 40 -155 0 -4 134 112 60 181 72 -10 60 108
Percent of Open Interest Represented by Each Category of Trader
5.2 7.6 4.3 17.6 0.0 0.3 12.1 57.5 13.1 28.8 2.6 0.8 17.9 13.8
Number of Traders in Each Category Total Traders: 62
4 6 . 7 0 . 10 23 11 10 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,517
Positions
551 1,220 357 2,172 0 0 2,235 6,565 6,668 7,261 4,775 728 545 204
Changes from: August 1, 2023 Total Change is: 628
413 1,205 108 -350 -82 0 -327 -2,051 468 268 913 -2 50 70
Percent of Open Interest Represented by Each Category of Trader
2.7 5.9 1.7 10.6 0.0 0.0 10.9 32.0 32.5 35.4 23.3 3.5 2.7 1.0
Number of Traders in Each Category Total Traders: 89
. . . . 0 0 5 6 4 54 20 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 28,964
Positions
0 6,071 0 7,379 3,960 761 15,232 11,997 1,413 768 1,418 108 3,303 3,235
Changes from: August 1, 2023 Total Change is: -2,524
0 -80 0 614 -2,566 -3 -2,385 573 -192 -290 -397 -46 -222 187
Percent of Open Interest Represented by Each Category of Trader
0.0 21.0 0.0 25.5 13.7 2.6 52.6 41.4 4.9 2.7 4.9 0.4 11.4 11.2
Number of Traders in Each Category Total Traders: 76
0 . 0 10 6 . 16 22 6 8 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 376,604
Positions
47,389 22,849 18,587 90,309 68,123 47,449 70,741 111,691 57,795 4,589 5,887 15,620 24,125 28,603
Changes from: August 1, 2023 Total Change is: -23,478
-4,424 -3,161 -3 -10,532 -10,908 -6,749 -4,529 -8,548 4,618 -716 35 1,083 -2,226 155
Percent of Open Interest Represented by Each Category of Trader
12.6 6.1 4.9 24.0 18.1 12.6 18.8 29.7 15.3 1.2 1.6 4.1 6.4 7.6
Number of Traders in Each Category Total Traders: 207
12 13 20 26 30 27 43 47 62 10 14 22
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Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 60,061
Positions
46,984 46,219 0 8,880 2,728 657 3,047 10,096 0 163 280 0 330 81
Changes from: August 1, 2023 Total Change is: -7
0 0 0 -471 -92 92 427 -33 0 -27 19 0 -28 7
Percent of Open Interest Represented by Each Category of Trader
78.2 77.0 0.0 14.8 4.5 1.1 5.1 16.8 0.0 0.3 0.5 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 36
4 . 0 11 . . 6 5 0 . . 0
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Updated August 11, 2023