Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 170,838
Positions
47,229 19,259 2,953 31,285 56,699 4,896 35,178 39,111 11,719 4,888 2,603 50 32,639 33,548
Changes from: August 8, 2023 Total Change is: 16,935
15,642 -6,284 -448 -2,841 11,867 675 9,936 7,365 -581 -1,821 269 -290 -3,337 4,362
Percent of Open Interest Represented by Each Category of Trader
27.6 11.3 1.7 18.3 33.2 2.9 20.6 22.9 6.9 2.9 1.5 0.0 19.1 19.6
Number of Traders in Each Category Total Traders: 107
7 7 6 18 19 13 22 22 16 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,021
Positions
13,676 5,643 1,046 5,212 15,792 279 7,980 6,536 1,868 1,509 0 0 15,450 15,856
Changes from: August 8, 2023 Total Change is: -121
324 373 -3 -762 -818 129 652 664 -447 0 -1,600 0 -14 1,581
Percent of Open Interest Represented by Each Category of Trader
29.1 12.0 2.2 11.1 33.6 0.6 17.0 13.9 4.0 3.2 0.0 0.0 32.9 33.7
Number of Traders in Each Category Total Traders: 42
. . . 6 9 . 11 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 250,726
Positions
487 68,903 10,809 80,884 59,327 8,884 74,491 35,307 38,462 280 1,903 806 35,623 26,325
Changes from: August 8, 2023 Total Change is: 9,016
-6,262 2,710 861 6,123 955 -109 8,269 2,958 183 46 0 -25 -69 1,483
Percent of Open Interest Represented by Each Category of Trader
0.2 27.5 4.3 32.3 23.7 3.5 29.7 14.1 15.3 0.1 0.8 0.3 14.2 10.5
Number of Traders in Each Category Total Traders: 123
. 13 6 24 26 19 28 26 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 273,837
Positions
102,346 18,093 8,690 59,548 98,711 5,851 29,170 70,165 22,734 9,028 3,946 16 36,454 45,631
Changes from: August 8, 2023 Total Change is: 23,083
9,041 -7,508 1,126 -1,827 16,452 867 8,121 4,132 2,921 1,669 79 0 1,165 5,014
Percent of Open Interest Represented by Each Category of Trader
37.4 6.6 3.2 21.7 36.0 2.1 10.7 25.6 8.3 3.3 1.4 0.0 13.3 16.7
Number of Traders in Each Category Total Traders: 150
12 5 8 26 27 17 24 38 20 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 863,944
Positions
22,539 529,117 20,239 517,111 80,018 24,187 61,482 59,795 88,585 30,428 8,066 5,451 93,921 48,484
Changes from: August 8, 2023 Total Change is: 3,820
-1,780 1,343 3,508 -3,533 388 -278 2,379 -5,227 5,359 -1,004 -931 165 -996 -509
Percent of Open Interest Represented by Each Category of Trader
2.6 61.2 2.3 59.9 9.3 2.8 7.1 6.9 10.3 3.5 0.9 0.6 10.9 5.6
Number of Traders in Each Category Total Traders: 294
15 15 14 124 24 51 46 39 32 20 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,074
Positions
0 11,937 0 14,633 4,875 2,501 709 3,967 0 0 0 0 11,231 5,794
Changes from: August 8, 2023 Total Change is: 210
0 1 0 44 -253 -2 0 -480 0 0 0 0 168 944
Percent of Open Interest Represented by Each Category of Trader
0.0 41.1 0.0 50.3 16.8 8.6 2.4 13.6 0.0 0.0 0.0 0.0 38.6 19.9
Number of Traders in Each Category Total Traders: 28
0 . 0 16 4 6 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,584
Positions
2,915 5,489 47 5,320 8,338 1,093 4,823 0 2 0 1,820 0 8,384 5,795
Changes from: August 8, 2023 Total Change is: 139
0 -25 1 -45 -100 10 -357 0 0 0 0 0 530 253
Percent of Open Interest Represented by Each Category of Trader
12.9 24.3 0.2 23.6 36.9 4.8 21.4 0.0 0.0 0.0 8.1 0.0 37.1 25.7
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 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 215,314
Positions
80,252 3,299 3,145 39,460 123,270 4,687 53,186 36,959 10,904 1,535 52 0 22,144 32,997
Changes from: August 8, 2023 Total Change is: 23,399
12,981 -238 863 -858 11,600 187 6,801 8,006 2,066 -367 30 0 1,726 884
Percent of Open Interest Represented by Each Category of Trader
37.3 1.5 1.5 18.3 57.3 2.2 24.7 17.2 5.1 0.7 0.0 0.0 10.3 15.3
Number of Traders in Each Category Total Traders: 100
8 4 7 13 24 11 18 29 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 229,457
Positions
3,454 63,226 251 127,127 8,399 3,393 81,424 36,934 2,672 2,919 109,546 4 8,212 5,032
Changes from: August 8, 2023 Total Change is: 1,208
-461 -1,726 13 -2,295 -199 956 540 483 1,575 29 -530 0 852 636
Percent of Open Interest Represented by Each Category of Trader
1.5 27.6 0.1 55.4 3.7 1.5 35.5 16.1 1.2 1.3 47.7 0.0 3.6 2.2
Number of Traders in Each Category Total Traders: 160
. 8 . 25 10 7 65 21 10 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,036
Positions
1,712 30,287 297 15,935 2,254 6 15,706 2,838 510 4,096 3,811 0 3,774 2,033
Changes from: August 8, 2023 Total Change is: -3,681
258 -170 27 -219 758 6 -3,794 -1,780 -15 -47 -99 0 103 -2,408
Percent of Open Interest Represented by Each Category of Trader
4.1 72.1 0.7 37.9 5.4 0.0 37.4 6.8 1.2 9.7 9.1 0.0 9.0 4.8
Number of Traders in Each Category Total Traders: 77
. 4 . 15 8 . 24 6 . 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,816
Positions
17,715 2,137 62 3,159 26,928 461 21,902 10,823 173 349 704 18 2,977 5,510
Changes from: August 8, 2023 Total Change is: 5,826
3,568 -2,659 14 -288 5,161 33 2,830 2,038 27 -25 98 0 -333 1,114
Percent of Open Interest Represented by Each Category of Trader
37.8 4.6 0.1 6.7 57.5 1.0 46.8 23.1 0.4 0.7 1.5 0.0 6.4 11.8
Number of Traders in Each Category Total Traders: 86
10 . . 7 22 5 21 18 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,619
Positions
20,769 6,884 0 4,204 2,664 0 776 16,318 6,416 216 110 0 1,238 1,227
Changes from: August 8, 2023 Total Change is: -1,869
-64 -31 -11 -8,019 873 0 -169 -9,198 6,396 0 11 -1 -1 92
Percent of Open Interest Represented by Each Category of Trader
61.8 20.5 0.0 12.5 7.9 0.0 2.3 48.5 19.1 0.6 0.3 0.0 3.7 3.6
Number of Traders in Each Category Total Traders: 33
. . 0 4 4 0 4 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 104,237
Positions
36,768 36,480 1,550 17,983 11,341 306 17,901 18,242 4,638 10,660 17,586 0 14,431 14,094
Changes from: August 8, 2023 Total Change is: -2,350
4,331 -3,951 -27 -1,499 4,394 -2,032 -12,125 -330 1,502 7,416 -82 0 84 -1,824
Percent of Open Interest Represented by Each Category of Trader
35.3 35.0 1.5 17.3 10.9 0.3 17.2 17.5 4.4 10.2 16.9 0.0 13.8 13.5
Number of Traders in Each Category Total Traders: 94
12 14 4 18 8 4 18 18 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 104,237
Positions
36,768 36,480 1,550 17,983 11,341 306 17,901 18,242 4,638 10,660 17,586 0 14,431 14,094
Changes from: August 8, 2023 Total Change is: -2,350
4,331 -3,951 -27 -1,499 4,394 -2,032 -12,125 -330 1,502 7,416 -82 0 84 -1,824
Percent of Open Interest Represented by Each Category of Trader
35.3 35.0 1.5 17.3 10.9 0.3 17.2 17.5 4.4 10.2 16.9 0.0 13.8 13.5
Number of Traders in Each Category Total Traders: 94
12 14 4 18 8 4 18 18 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,539
Positions
12,030 27,972 0 22,869 2,895 2,232 2,712 7,394 0 0 0 0 1,696 1,046
Changes from: August 8, 2023 Total Change is: 1,160
-138 981 0 1,088 73 26 75 50 0 0 0 0 109 30
Percent of Open Interest Represented by Each Category of Trader
29.0 67.3 0.0 55.1 7.0 5.4 6.5 17.8 0.0 0.0 0.0 0.0 4.1 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 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,236,586
Positions
335,172 675,174 241,754 1,103,591 328,996 217,984 142,781 457,902 739,730 93,144 207,208 39,767 322,662 328,070
Changes from: August 8, 2023 Total Change is: -9,125
15,832 22,556 -7,058 10,474 6,611 -4,844 -24,721 -43,027 -37,644 10,041 27,609 24,697 4,100 1,977
Percent of Open Interest Represented by Each Category of Trader
10.4 20.9 7.5 34.1 10.2 6.7 4.4 14.1 22.9 2.9 6.4 1.2 10.0 10.1
Number of Traders in Each Category Total Traders: 582
36 37 51 174 73 113 72 106 112 50 31 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 21,863
Positions
9,846 11,854 0 7,898 7,808 391 1,322 754 0 0 0 0 2,406 1,056
Changes from: August 8, 2023 Total Change is: 2,864
3,700 898 0 -400 2,287 0 -572 0 0 0 0 0 136 -321
Percent of Open Interest Represented by Each Category of Trader
45.0 54.2 0.0 36.1 35.7 1.8 6.0 3.4 0.0 0.0 0.0 0.0 11.0 4.8
Number of Traders in Each Category Total Traders: 23
6 6 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,465
Positions
3,604 22,952 0 13,677 784 0 6,767 1,342 0 0 0 0 2,417 1,387
Changes from: August 8, 2023 Total Change is: 210
273 -81 0 -445 0 0 522 477 0 0 0 0 -140 -186
Percent of Open Interest Represented by Each Category of Trader
13.6 86.7 0.0 51.7 3.0 0.0 25.6 5.1 0.0 0.0 0.0 0.0 9.1 5.2
Number of Traders in Each Category Total Traders: 36
. 6 0 14 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,209,044
Positions
335,464 675,174 240,920 1,101,781 329,122 217,335 141,628 468,099 726,024 93,144 207,132 37,099 315,649 308,139
Changes from: August 8, 2023 Total Change is: -11,184
15,584 22,853 -7,029 10,425 6,642 -4,870 -26,130 -43,556 -36,606 10,289 27,681 24,245 2,908 -543
Percent of Open Interest Represented by Each Category of Trader
10.5 21.0 7.5 34.3 10.3 6.8 4.4 14.6 22.6 2.9 6.5 1.2 9.8 9.6
Number of Traders in Each Category Total Traders: 572
35 37 51 169 72 111 69 106 110 50 32 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,373
Positions
20,537 32,743 0 13,259 556 0 1,438 2,444 0 0 0 0 2,139 1,630
Changes from: August 8, 2023 Total Change is: 2,857
1,494 2,900 0 1,167 247 -70 92 29 0 0 0 0 174 -249
Percent of Open Interest Represented by Each Category of Trader
55.0 87.6 0.0 35.5 1.5 0.0 3.8 6.5 0.0 0.0 0.0 0.0 5.7 4.4
Number of Traders in Each Category Total Traders: 29
6 8 0 6 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,498
Positions
5,577 13,880 0 5,926 338 0 658 525 0 0 0 0 3,337 755
Changes from: August 8, 2023 Total Change is: 500
2,254 92 0 -2,239 0 0 8 207 0 0 0 0 477 201
Percent of Open Interest Represented by Each Category of Trader
36.0 89.6 0.0 38.2 2.2 0.0 4.2 3.4 0.0 0.0 0.0 0.0 21.5 4.9
Number of Traders in Each Category Total Traders: 21
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 10,640
Positions
4,208 7,975 0 4,517 0 0 0 1,811 0 0 0 0 1,915 854
Changes from: August 8, 2023 Total Change is: -1,284
-1,501 150 0 140 -2,557 0 0 1,094 0 0 0 0 77 29
Percent of Open Interest Represented by Each Category of Trader
39.5 75.0 0.0 42.5 0.0 0.0 0.0 17.0 0.0 0.0 0.0 0.0 18.0 8.0
Number of Traders in Each Category Total Traders: 20
5 5 0 6 0 0 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,845
Positions
18,067 15,391 0 24,356 6,332 132 1,723 22,283 43 0 0 0 1,524 1,664
Changes from: August 8, 2023 Total Change is: -2,356
14 2,982 0 655 -9,743 -146 124 4,459 5 0 0 0 -3,008 87
Percent of Open Interest Represented by Each Category of Trader
39.4 33.6 0.0 53.1 13.8 0.3 3.8 48.6 0.1 0.0 0.0 0.0 3.3 3.6
Number of Traders in Each Category Total Traders: 36
5 8 0 8 4 . 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 275,418
Positions
5,426 8,339 0 23,139 3,781 1,447 130,233 16,733 18,361 26,680 27,448 0 70,131 199,309
Changes from: August 8, 2023 Total Change is: 20,593
2,184 -3,258 0 637 -160 110 2,730 -6,068 970 2,042 3,795 0 11,920 25,204
Percent of Open Interest Represented by Each Category of Trader
2.0 3.0 0.0 8.4 1.4 0.5 47.3 6.1 6.7 9.7 10.0 0.0 25.5 72.4
Number of Traders in Each Category Total Traders: 28
. . 0 12 . 5 7 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 374,495
Positions
111,802 116,578 153,534 0 38,000 0 32,815 9,582 47,838 23,285 0 0 5,221 8,963
Changes from: August 8, 2023 Total Change is: -1,001
-100 -747 -1,144 0 0 0 -300 1,750 1,040 0 0 0 -497 -1,900
Percent of Open Interest Represented by Each Category of Trader
29.9 31.1 41.0 0.0 10.1 0.0 8.8 2.6 12.8 6.2 0.0 0.0 1.4 2.4
Number of Traders in Each Category Total Traders: 33
8 10 17 0 . 0 4 4 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 40,175
Positions
3,301 6,447 116 24,194 23,858 2,197 2,086 3,332 24 220 0 0 8,037 4,201
Changes from: August 8, 2023 Total Change is: 520
86 147 0 362 316 126 -83 -145 -21 -90 0 0 140 97
Percent of Open Interest Represented by Each Category of Trader
8.2 16.0 0.3 60.2 59.4 5.5 5.2 8.3 0.1 0.5 0.0 0.0 20.0 10.5
Number of Traders in Each Category Total Traders: 64
. 6 . 28 14 10 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 334,540
Positions
54,470 65,061 18,863 91,107 29,897 6,842 37,252 77,859 58,107 12,039 23,540 5,023 50,840 49,349
Changes from: August 8, 2023 Total Change is: 2,042
-528 4,810 358 -2,111 1,732 -14 244 -19,357 1,083 -1,541 12,003 2,911 1,640 -1,484
Percent of Open Interest Represented by Each Category of Trader
16.3 19.4 5.6 27.2 8.9 2.0 11.1 23.3 17.4 3.6 7.0 1.5 15.2 14.8
Number of Traders in Each Category Total Traders: 347
23 28 19 76 38 45 50 70 49 32 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 320,302
Positions
54,661 65,004 18,223 90,738 29,965 6,766 44,139 81,500 44,937 12,357 23,310 4,366 44,114 46,231
Changes from: August 8, 2023 Total Change is: 2,090
-241 5,035 57 -2,112 1,738 -23 114 -20,330 1,782 -1,418 12,169 2,794 1,136 -1,132
Percent of Open Interest Represented by Each Category of Trader
17.1 20.3 5.7 28.3 9.4 2.1 13.8 25.4 14.0 3.9 7.3 1.4 13.8 14.4
Number of Traders in Each Category Total Traders: 315
22 25 17 73 38 43 44 67 45 22 24 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 142,382
Positions
4,476 6,963 0 4,364 0 76 57,622 90,084 5,200 2,838 8,322 551 67,254 31,185
Changes from: August 8, 2023 Total Change is: -483
128 748 0 65 0 34 -7,075 1,346 1,388 -53 -475 -4 5,033 -3,521
Percent of Open Interest Represented by Each Category of Trader
3.1 4.9 0.0 3.1 0.0 0.1 40.5 63.3 3.7 2.0 5.8 0.4 47.2 21.9
Number of Traders in Each Category Total Traders: 50
4 . 0 6 0 . 12 8 10 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 536,496
Positions
130,478 116,020 7,419 205,330 166,193 38,810 83,120 120,804 15,947 26,858 46,518 455 28,080 24,331
Changes from: August 8, 2023 Total Change is: 12,389
11,489 -565 -1,479 1,085 -1,331 1,745 -8,055 10,973 735 5,533 3,479 240 1,097 -1,408
Percent of Open Interest Represented by Each Category of Trader
24.3 21.6 1.4 38.3 31.0 7.2 15.5 22.5 3.0 5.0 8.7 0.1 5.2 4.5
Number of Traders in Each Category Total Traders: 351
32 19 7 91 63 48 50 71 34 7 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,700
Positions
4,446 6,931 0 7,916 6,277 0 515 0 0 0 0 0 823 492
Changes from: August 8, 2023 Total Change is: -34
0 463 0 416 -3 0 0 -442 0 0 0 0 -450 -52
Percent of Open Interest Represented by Each Category of Trader
32.5 50.6 0.0 57.8 45.8 0.0 3.8 0.0 0.0 0.0 0.0 0.0 6.0 3.6
Number of Traders in Each Category Total Traders: 23
. 5 0 8 6 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,974
Positions
0 10,820 0 9,879 0 13 2,475 1,608 0 364 1,586 0 4,243 2,947
Changes from: August 8, 2023 Total Change is: 787
0 0 0 -143 0 1 649 752 0 110 41 0 170 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 63.7 0.0 58.2 0.0 0.1 14.6 9.5 0.0 2.1 9.3 0.0 25.0 17.4
Number of Traders in Each Category Total Traders: 23
0 4 0 9 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,699
Positions
9,774 11,009 764 20,009 1,526 526 10,368 5,839 51 2,490 3,678 0 7,717 28,306
Changes from: August 8, 2023 Total Change is: 2,833
398 -602 52 -139 134 -42 2,207 2,462 -186 291 1,509 0 252 -494
Percent of Open Interest Represented by Each Category of Trader
18.9 21.3 1.5 38.7 3.0 1.0 20.1 11.3 0.1 4.8 7.1 0.0 14.9 54.8
Number of Traders in Each Category Total Traders: 60
11 5 . 11 . 4 12 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 399,835
Positions
34,833 227,154 4,343 263,334 69,282 38,080 26,428 46,566 1,936 18,733 6,984 529 11,619 4,961
Changes from: August 8, 2023 Total Change is: 1,017
615 -4,653 719 4,690 1,114 -382 -2,700 397 44 -1,184 2,924 0 -785 854
Percent of Open Interest Represented by Each Category of Trader
8.7 56.8 1.1 65.9 17.3 9.5 6.6 11.6 0.5 4.7 1.7 0.1 2.9 1.2
Number of Traders in Each Category Total Traders: 194
14 14 6 75 43 32 24 13 10 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,100,775
Positions
89,773 523,921 10,925 669,665 310,100 109,578 123,711 82,258 6,382 56,634 42,608 1,540 32,567 13,463
Changes from: August 8, 2023 Total Change is: -1,802
3,670 -33,313 -140 -16,085 14,883 5,366 -905 13,900 -327 8,296 16 -81 -1,596 -2,106
Percent of Open Interest Represented by Each Category of Trader
8.2 47.6 1.0 60.8 28.2 10.0 11.2 7.5 0.6 5.1 3.9 0.1 3.0 1.2
Number of Traders in Each Category Total Traders: 415
30 20 12 164 62 76 56 39 28 34 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 212,087
Positions
14,175 145,358 37,165 40,725 0 2,048 95,181 5,128 16,714 5,595 5,469 140 344 65
Changes from: August 8, 2023 Total Change is: 6,864
-1,215 4,861 418 1,415 0 0 4,534 -49 1,637 46 0 0 29 -3
Percent of Open Interest Represented by Each Category of Trader
6.7 68.5 17.5 19.2 0.0 1.0 44.9 2.4 7.9 2.6 2.6 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
9 27 15 16 0 . 37 4 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,568,310
Positions
24,440 157,384 50,900 768,066 269,074 202,225 35,219 460,620 177,626 84,845 68,113 8,611 216,377 173,756
Changes from: August 8, 2023 Total Change is: 57,880
-11,656 -7,151 13,455 22,136 15,525 -726 9,283 20,364 16,680 2,829 -10,748 2,575 3,303 7,906
Percent of Open Interest Represented by Each Category of Trader
1.6 10.0 3.2 49.0 17.2 12.9 2.2 29.4 11.3 5.4 4.3 0.5 13.8 11.1
Number of Traders in Each Category Total Traders: 198
9 15 16 62 35 61 25 33 44 10 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,625,530
Positions
9,286 66,193 8,826 930,803 303,066 279,225 76,376 735,249 76,999 63,436 21,435 0 180,579 134,537
Changes from: August 8, 2023 Total Change is: 62,983
2,745 12,005 2,818 3,337 -21,381 771 -5,990 15,396 52,150 509 -3,791 0 6,642 5,014
Percent of Open Interest Represented by Each Category of Trader
0.6 4.1 0.5 57.3 18.6 17.2 4.7 45.2 4.7 3.9 1.3 0.0 11.1 8.3
Number of Traders in Each Category Total Traders: 175
. 9 4 77 29 58 14 28 19 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,869,753
Positions
129,808 319,172 19,813 1,773,600 500,392 341,092 773,554 2,218,869 112,715 404,259 170,989 28,106 286,806 158,606
Changes from: August 8, 2023 Total Change is: 69,298
3,892 37,158 5,322 27,834 -1,736 2,504 -12,818 20,163 520 9,537 -630 142 32,364 5,854
Percent of Open Interest Represented by Each Category of Trader
3.4 8.2 0.5 45.8 12.9 8.8 20.0 57.3 2.9 10.4 4.4 0.7 7.4 4.1
Number of Traders in Each Category Total Traders: 433
30 30 13 157 39 93 56 64 52 45 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,652,946
Positions
124,222 334,255 212,382 2,670,109 1,228,035 690,172 397,727 1,798,055 593,500 418,300 281,748 84,633 461,901 430,166
Changes from: August 8, 2023 Total Change is: 38,909
3,836 25,050 13,675 25,405 -58,624 -32,323 -4,467 50,378 -7,002 -4,744 13,449 23,869 20,659 10,436
Percent of Open Interest Represented by Each Category of Trader
2.2 5.9 3.8 47.2 21.7 12.2 7.0 31.8 10.5 7.4 5.0 1.5 8.2 7.6
Number of Traders in Each Category Total Traders: 432
22 33 38 132 59 108 53 83 88 32 18 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,847,759
Positions
63,966 114,716 1,173 902,477 650,454 271,754 232,316 459,772 32,463 173,528 49,525 787 169,295 267,115
Changes from: August 8, 2023 Total Change is: 41,546
-97 25,394 34 20,418 -12,655 2,623 19,695 29,639 -670 -1,850 418 -38 1,430 -3,200
Percent of Open Interest Represented by Each Category of Trader
3.5 6.2 0.1 48.8 35.2 14.7 12.6 24.9 1.8 9.4 2.7 0.0 9.2 14.5
Number of Traders in Each Category Total Traders: 186
4 15 . 53 53 57 16 30 25 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,431
Positions
0 0 0 0 0 0 4,147 1,369 1,217 233 1,171 0 834 2,674
Changes from: August 8, 2023 Total Change is: 1,280
0 0 0 0 0 0 273 -1,046 1,115 -62 269 0 -46 942
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 64.5 21.3 18.9 3.6 18.2 0.0 13.0 41.6
Number of Traders in Each Category Total Traders: 28
0 0 0 0 0 0 4 . . . 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,114,630
Positions
102,952 755,161 122,867 2,794,785 1,054,169 692,403 1,001,187 2,601,638 351,213 602,776 173,658 24,181 422,267 339,341
Changes from: August 8, 2023 Total Change is: 39,712
-6,536 30,193 25,762 -54,158 -59,132 26,554 -18,789 -36,911 24,323 11,402 33,470 2,540 28,614 -7,088
Percent of Open Interest Represented by Each Category of Trader
1.7 12.4 2.0 45.7 17.2 11.3 16.4 42.5 5.7 9.9 2.8 0.4 6.9 5.5
Number of Traders in Each Category Total Traders: 411
21 35 31 145 37 103 49 74 71 34 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,532,025
Positions
430,506 147,131 409,041 9,167 71,134 27,994 120,790 319,197 498,779 1,502 11,342 2,915 31,331 44,492
Changes from: August 8, 2023 Total Change is: 35,614
22,333 -29,019 12,994 -5,233 42,344 -1,332 5,066 2,528 3,873 600 830 515 -3,202 2,881
Percent of Open Interest Represented by Each Category of Trader
28.1 9.6 26.7 0.6 4.6 1.8 7.9 20.8 32.6 0.1 0.7 0.2 2.0 2.9
Number of Traders in Each Category Total Traders: 147
31 32 56 . 8 . 24 36 50 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 11,113
Positions
3,995 2,430 2,607 244 0 394 466 1,955 3,318 0 335 23 66 51
Changes from: August 8, 2023 Total Change is: 1,555
539 375 33 15 0 1 -107 72 1,083 0 0 0 -9 -9
Percent of Open Interest Represented by Each Category of Trader
35.9 21.9 23.5 2.2 0.0 3.5 4.2 17.6 29.9 0.0 3.0 0.2 0.6 0.5
Number of Traders in Each Category Total Traders: 28
6 5 6 . 0 . 4 10 13 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is21,486,204
Positions
2,598,250 2,736,610 3,536,162 342,829 419,667 1,291,912 1,416,133 1,029,904 11,875,582 121,361 277,684 275,223 28,751 43,459
Changes from: August 8, 2023 Total Change is: 206,928
-44,766 3,111 49,340 -13,813 -4,829 -46,587 -30,513 -64,342 207,182 18,428 -4,242 62,529 5,127 4,768
Percent of Open Interest Represented by Each Category of Trader
12.1 12.7 16.5 1.6 2.0 6.0 6.6 4.8 55.3 0.6 1.3 1.3 0.1 0.2
Number of Traders in Each Category Total Traders: 1,071
76 113 141 52 74 72 130 213 225 198 165 183
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 804,525
Positions
375,207 173,989 192,295 493 25,311 6,999 74,076 220,234 153,246 1,740 31,825 157 312 469
Changes from: August 8, 2023 Total Change is: 58,370
27,729 14,094 17,716 114 -1,034 603 18,937 24,797 -7,629 891 9,760 -5 14 68
Percent of Open Interest Represented by Each Category of Trader
46.6 21.6 23.9 0.1 3.1 0.9 9.2 27.4 19.0 0.2 4.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 186
32 52 55 . 7 5 24 54 45 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,392
Positions
4,725 0 0 0 32 0 13,834 12,904 3,823 0 5,632 0 10 1
Changes from: August 8, 2023 Total Change is: 91
0 0 0 0 0 0 91 91 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.1 0.0 0.0 0.0 0.1 0.0 61.8 57.6 17.1 0.0 25.2 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 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 75,616
Positions
2,743 1,529 31,388 40 180 0 4,470 20,326 21,391 15,581 778 0 3 24
Changes from: August 8, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.6 2.0 41.5 0.1 0.2 0.0 5.9 26.9 28.3 20.6 1.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . . . 0 . 4 . 6 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 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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5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 22,079
Positions
7,078 0 1,113 0 524 0 2,728 12,384 2,458 8,702 5,538 0 0 62
Changes from: August 8, 2023 Total Change is: -606
0 0 0 0 0 0 894 -535 0 -1,500 -71 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.1 0.0 5.0 0.0 2.4 0.0 12.4 56.1 11.1 39.4 25.1 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 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 16,860
Positions
614 4,360 146 8,686 0 322 2,005 8,731 2,218 1,261 209 248 1,359 626
Changes from: August 8, 2023 Total Change is: -1,246
27 -53 46 -251 -50 -17 -1,508 -1,513 363 180 31 -100 13 46
Percent of Open Interest Represented by Each Category of Trader
3.6 25.9 0.9 51.5 0.0 1.9 11.9 51.8 13.2 7.5 1.2 1.5 8.1 3.7
Number of Traders in Each Category Total Traders: 108
5 8 . 14 0 4 24 39 16 10 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 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 12,496
Positions
253 2,413 1 1,206 0 0 2,922 5,245 2,256 2,450 1,454 169 3,239 958
Changes from: August 8, 2023 Total Change is: -134
2 368 0 -394 0 0 11 -509 53 264 17 -10 -60 -54
Percent of Open Interest Represented by Each Category of Trader
2.0 19.3 0.0 9.7 0.0 0.0 23.4 42.0 18.1 19.6 11.6 1.4 25.9 7.7
Number of Traders in Each Category Total Traders: 97
. . . 5 0 0 16 11 8 49 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,924
Positions
220 349 184 562 0 15 489 2,044 638 1,223 105 32 560 556
Changes from: August 8, 2023 Total Change is: 46
18 54 18 -119 0 2 21 -186 132 104 4 3 -133 20
Percent of Open Interest Represented by Each Category of Trader
5.6 8.9 4.7 14.3 0.0 0.4 12.5 52.1 16.3 31.2 2.7 0.8 14.3 14.2
Number of Traders in Each Category Total Traders: 65
4 6 . 6 0 . 8 30 15 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,267
Positions
696 0 197 293 0 0 1,633 5,261 6,797 7,465 5,065 663 524 284
Changes from: August 8, 2023 Total Change is: -2,250
145 -1,220 -160 -1,879 0 0 -603 -1,304 129 204 290 -65 -21 80
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 1.1 1.6 0.0 0.0 8.9 28.8 37.2 40.9 27.7 3.6 2.9 1.6
Number of Traders in Each Category Total Traders: 94
. 0 . . 0 0 5 7 4 57 21 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 27,003
Positions
0 6,084 0 8,474 1,801 768 10,880 12,476 1,100 1,335 1,401 19 4,427 3,355
Changes from: August 8, 2023 Total Change is: -1,961
0 13 0 1,095 -2,159 7 -4,352 479 -314 567 -17 -89 1,125 119
Percent of Open Interest Represented by Each Category of Trader
0.0 22.5 0.0 31.4 6.7 2.8 40.3 46.2 4.1 4.9 5.2 0.1 16.4 12.4
Number of Traders in Each Category Total Traders: 81
0 . 0 11 5 . 25 16 5 14 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 395,240
Positions
45,262 28,789 18,757 89,282 73,537 52,194 75,730 100,429 67,373 4,140 6,031 20,145 22,357 27,985
Changes from: August 8, 2023 Total Change is: 18,636
-2,127 5,940 170 -1,027 5,414 4,745 4,989 -11,262 9,578 -449 144 4,525 -1,768 -618
Percent of Open Interest Represented by Each Category of Trader
11.5 7.3 4.7 22.6 18.6 13.2 19.2 25.4 17.0 1.0 1.5 5.1 5.7 7.1
Number of Traders in Each Category Total Traders: 204
14 11 22 27 30 26 34 48 59 11 16 25
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Traders in Financial Futures - Options and Futures Combined Positions as of August 15, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 61,076
Positions
46,984 46,219 0 8,669 3,283 657 3,976 10,288 303 186 238 0 301 88
Changes from: August 8, 2023 Total Change is: 1,015
0 0 0 -211 555 0 929 192 303 23 -42 0 -29 7
Percent of Open Interest Represented by Each Category of Trader
76.9 75.7 0.0 14.2 5.4 1.1 6.5 16.8 0.5 0.3 0.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 38
4 . 0 10 5 . 7 5 . . . 0
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Updated August 18, 2023