Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 180,221
Positions
53,487 17,230 3,140 31,226 67,415 5,523 34,411 34,751 13,567 4,912 2,131 47 33,909 36,418
Changes from: August 15, 2023 Total Change is: 9,383
6,258 -2,029 186 -59 10,715 627 -767 -4,359 1,848 24 -471 -3 1,270 2,870
Percent of Open Interest Represented by Each Category of Trader
29.7 9.6 1.7 17.3 37.4 3.1 19.1 19.3 7.5 2.7 1.2 0.0 18.8 20.2
Number of Traders in Each Category Total Traders: 102
8 6 6 18 20 14 18 21 15 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 48,412
Positions
14,865 5,517 1,041 4,718 16,159 242 9,331 6,964 2,254 1,710 0 0 14,251 16,234
Changes from: August 15, 2023 Total Change is: 1,391
1,189 -126 -5 -494 367 -37 1,351 428 386 201 0 0 -1,200 377
Percent of Open Interest Represented by Each Category of Trader
30.7 11.4 2.2 9.7 33.4 0.5 19.3 14.4 4.7 3.5 0.0 0.0 29.4 33.5
Number of Traders in Each Category Total Traders: 44
4 . . 6 9 . 13 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 264,514
Positions
0 77,159 11,453 92,368 58,902 8,757 74,484 35,133 41,548 684 1,872 1,375 33,845 28,315
Changes from: August 15, 2023 Total Change is: 13,788
-487 8,256 644 11,484 -426 -127 -7 -174 3,086 404 -31 569 -1,778 1,991
Percent of Open Interest Represented by Each Category of Trader
0.0 29.2 4.3 34.9 22.3 3.3 28.2 13.3 15.7 0.3 0.7 0.5 12.8 10.7
Number of Traders in Each Category Total Traders: 125
0 13 6 25 25 19 29 25 23 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 273,948
Positions
101,588 11,578 8,470 61,570 102,960 5,865 26,760 71,484 24,152 9,042 4,049 17 36,484 45,373
Changes from: August 15, 2023 Total Change is: 111
-758 -6,515 -220 2,022 4,249 14 -2,410 1,319 1,418 14 103 1 30 -259
Percent of Open Interest Represented by Each Category of Trader
37.1 4.2 3.1 22.5 37.6 2.1 9.8 26.1 8.8 3.3 1.5 0.0 13.3 16.6
Number of Traders in Each Category Total Traders: 141
12 4 8 24 28 17 21 34 20 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 858,104
Positions
28,079 504,148 23,238 490,576 83,933 25,965 74,125 67,120 90,143 30,347 9,879 5,024 90,607 48,654
Changes from: August 15, 2023 Total Change is: -5,840
5,539 -24,970 2,999 -26,535 3,915 1,778 12,643 7,325 1,558 -81 1,813 -427 -3,314 170
Percent of Open Interest Represented by Each Category of Trader
3.3 58.8 2.7 57.2 9.8 3.0 8.6 7.8 10.5 3.5 1.2 0.6 10.6 5.7
Number of Traders in Each Category Total Traders: 304
14 17 15 121 26 55 52 42 33 20 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,302
Positions
0 11,947 0 14,591 5,129 2,490 709 3,641 0 0 0 0 11,512 6,095
Changes from: August 15, 2023 Total Change is: 228
0 10 0 -42 254 -11 0 -326 0 0 0 0 281 301
Percent of Open Interest Represented by Each Category of Trader
0.0 40.8 0.0 49.8 17.5 8.5 2.4 12.4 0.0 0.0 0.0 0.0 39.3 20.8
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 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,269
Positions
2,915 5,487 47 4,820 7,898 1,076 4,738 0 2 0 1,820 0 8,671 5,939
Changes from: August 15, 2023 Total Change is: -315
0 -2 0 -500 -440 -17 -85 0 0 0 0 0 287 144
Percent of Open Interest Represented by Each Category of Trader
13.1 24.6 0.2 21.6 35.5 4.8 21.3 0.0 0.0 0.0 8.2 0.0 38.9 26.7
Number of Traders in Each Category Total Traders: 20
. . . 5 6 . 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 239,252
Positions
90,454 3,351 3,406 42,530 133,924 4,948 58,795 43,277 14,482 2,072 1,108 0 22,563 34,755
Changes from: August 15, 2023 Total Change is: 23,938
10,202 52 261 3,070 10,653 261 5,609 6,317 3,578 537 1,057 0 419 1,758
Percent of Open Interest Represented by Each Category of Trader
37.8 1.4 1.4 17.8 56.0 2.1 24.6 18.1 6.1 0.9 0.5 0.0 9.4 14.5
Number of Traders in Each Category Total Traders: 108
8 4 7 14 27 12 18 30 18 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 229,246
Positions
2,591 60,469 436 128,903 7,601 2,845 79,538 38,808 2,987 3,620 110,523 3 8,322 5,574
Changes from: August 15, 2023 Total Change is: -211
-863 -2,757 185 1,776 -798 -548 -1,886 1,874 314 701 977 -1 110 542
Percent of Open Interest Represented by Each Category of Trader
1.1 26.4 0.2 56.2 3.3 1.2 34.7 16.9 1.3 1.6 48.2 0.0 3.6 2.4
Number of Traders in Each Category Total Traders: 170
. 6 . 28 10 7 71 22 11 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,583
Positions
2,037 30,287 297 11,457 5,297 6 22,194 5,460 0 4,364 3,341 0 6,228 1,895
Changes from: August 15, 2023 Total Change is: 4,547
325 0 0 -4,478 3,043 0 6,488 2,621 -510 267 -470 0 2,455 -137
Percent of Open Interest Represented by Each Category of Trader
4.4 65.0 0.6 24.6 11.4 0.0 47.6 11.7 0.0 9.4 7.2 0.0 13.4 4.1
Number of Traders in Each Category Total Traders: 82
. 4 . 14 8 . 24 11 0 11 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,074
Positions
21,712 215 67 3,821 31,418 347 21,443 12,001 411 175 815 18 3,080 5,782
Changes from: August 15, 2023 Total Change is: 4,258
3,997 -1,922 5 662 4,490 -114 -459 1,178 238 -174 111 0 103 272
Percent of Open Interest Represented by Each Category of Trader
42.5 0.4 0.1 7.5 61.5 0.7 42.0 23.5 0.8 0.3 1.6 0.0 6.0 11.3
Number of Traders in Each Category Total Traders: 88
10 . . 7 23 4 20 22 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,085
Positions
20,779 6,933 0 865 6,100 0 1,518 9,923 9,423 264 0 0 1,236 1,706
Changes from: August 15, 2023 Total Change is: 466
10 49 0 -3,339 3,436 0 742 -6,395 3,007 48 -110 0 -2 479
Percent of Open Interest Represented by Each Category of Trader
61.0 20.3 0.0 2.5 17.9 0.0 4.5 29.1 27.6 0.8 0.0 0.0 3.6 5.0
Number of Traders in Each Category Total Traders: 32
. . 0 . 7 0 6 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 97,270
Positions
40,770 26,519 1,125 15,121 12,675 569 11,206 21,640 4,107 9,007 18,032 0 15,366 12,603
Changes from: August 15, 2023 Total Change is: -6,967
4,002 -9,961 -425 -2,862 1,334 263 -6,695 3,398 -531 -1,653 446 0 935 -1,491
Percent of Open Interest Represented by Each Category of Trader
41.9 27.3 1.2 15.5 13.0 0.6 11.5 22.2 4.2 9.3 18.5 0.0 15.8 13.0
Number of Traders in Each Category Total Traders: 94
14 10 4 13 11 5 18 20 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 97,270
Positions
40,770 26,519 1,125 15,121 12,675 569 11,206 21,640 4,107 9,007 18,032 0 15,366 12,603
Changes from: August 15, 2023 Total Change is: -6,967
4,002 -9,961 -425 -2,862 1,334 263 -6,695 3,398 -531 -1,653 446 0 935 -1,491
Percent of Open Interest Represented by Each Category of Trader
41.9 27.3 1.2 15.5 13.0 0.6 11.5 22.2 4.2 9.3 18.5 0.0 15.8 13.0
Number of Traders in Each Category Total Traders: 94
14 10 4 13 11 5 18 20 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,861
Positions
11,974 29,063 0 23,197 2,923 2,311 2,782 6,659 5 0 0 0 1,592 900
Changes from: August 15, 2023 Total Change is: 322
-56 1,091 0 328 28 79 70 -735 5 0 0 0 -104 -146
Percent of Open Interest Represented by Each Category of Trader
28.6 69.4 0.0 55.4 7.0 5.5 6.6 15.9 0.0 0.0 0.0 0.0 3.8 2.1
Number of Traders in Each Category Total Traders: 41
6 4 0 20 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,219,816
Positions
337,984 682,564 238,162 1,107,399 359,026 213,567 122,558 478,924 695,984 136,714 197,306 37,640 329,807 316,644
Changes from: August 15, 2023 Total Change is: -16,770
2,812 7,390 -3,592 3,809 30,031 -4,417 -20,223 21,021 -43,746 43,571 -9,903 -2,128 7,145 -11,426
Percent of Open Interest Represented by Each Category of Trader
10.5 21.2 7.4 34.4 11.2 6.6 3.8 14.9 21.6 4.2 6.1 1.2 10.2 9.8
Number of Traders in Each Category Total Traders: 572
38 37 53 170 77 115 67 102 101 52 26 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,632
Positions
10,597 10,471 0 8,000 8,313 503 1,528 754 0 0 0 0 2,004 2,591
Changes from: August 15, 2023 Total Change is: 769
751 -1,383 0 102 505 112 206 0 0 0 0 0 -402 1,535
Percent of Open Interest Represented by Each Category of Trader
46.8 46.3 0.0 35.3 36.7 2.2 6.8 3.3 0.0 0.0 0.0 0.0 8.9 11.4
Number of Traders in Each Category Total Traders: 24
6 5 0 4 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,082
Positions
4,529 24,673 0 12,369 1,727 0 9,840 1,231 0 0 0 0 2,344 1,451
Changes from: August 15, 2023 Total Change is: 2,617
925 1,721 0 -1,308 943 0 3,073 -111 0 0 0 0 -73 64
Percent of Open Interest Represented by Each Category of Trader
15.6 84.8 0.0 42.5 5.9 0.0 33.8 4.2 0.0 0.0 0.0 0.0 8.1 5.0
Number of Traders in Each Category Total Traders: 37
. 7 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,196,926
Positions
337,904 682,564 237,289 1,105,647 359,137 212,887 121,484 483,446 687,418 136,714 197,096 34,707 322,876 302,383
Changes from: August 15, 2023 Total Change is: -12,118
2,441 7,390 -3,631 3,866 30,015 -4,448 -20,143 15,347 -38,606 43,571 -10,036 -2,393 7,227 -5,756
Percent of Open Interest Represented by Each Category of Trader
10.6 21.4 7.4 34.6 11.2 6.7 3.8 15.1 21.5 4.3 6.2 1.1 10.1 9.5
Number of Traders in Each Category Total Traders: 560
37 37 53 165 76 112 66 98 98 52 27 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,893
Positions
19,852 32,557 0 14,489 636 0 1,487 3,954 0 0 0 0 2,065 746
Changes from: August 15, 2023 Total Change is: 520
-685 -186 0 1,230 80 0 49 1,510 0 0 0 0 -74 -884
Percent of Open Interest Represented by Each Category of Trader
52.4 85.9 0.0 38.2 1.7 0.0 3.9 10.4 0.0 0.0 0.0 0.0 5.4 2.0
Number of Traders in Each Category Total Traders: 29
5 8 0 6 . 0 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,848
Positions
5,767 13,880 0 5,913 241 0 1,943 318 0 0 0 0 3,225 2,409
Changes from: August 15, 2023 Total Change is: 1,350
190 0 0 -13 -97 0 1,285 -207 0 0 0 0 -112 1,654
Percent of Open Interest Represented by Each Category of Trader
34.2 82.4 0.0 35.1 1.4 0.0 11.5 1.9 0.0 0.0 0.0 0.0 19.1 14.3
Number of Traders in Each Category Total Traders: 22
7 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 46,793
Positions
18,557 15,817 0 24,852 6,280 132 1,431 22,945 51 0 0 0 1,770 1,568
Changes from: August 15, 2023 Total Change is: 948
490 426 0 496 -52 0 -292 662 8 0 0 0 246 -96
Percent of Open Interest Represented by Each Category of Trader
39.7 33.8 0.0 53.1 13.4 0.3 3.1 49.0 0.1 0.0 0.0 0.0 3.8 3.4
Number of Traders in Each Category Total Traders: 36
5 8 0 8 4 . . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 228,901
Positions
9,534 8,733 0 22,701 4,071 1,626 80,277 24,312 16,122 29,330 31,428 0 69,311 142,609
Changes from: August 15, 2023 Total Change is: -46,517
4,108 394 0 -438 290 179 -49,957 7,579 -2,239 2,650 3,980 0 -820 -56,700
Percent of Open Interest Represented by Each Category of Trader
4.2 3.8 0.0 9.9 1.8 0.7 35.1 10.6 7.0 12.8 13.7 0.0 30.3 62.3
Number of Traders in Each Category Total Traders: 29
. . 0 12 . 5 6 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 372,008
Positions
109,587 115,430 154,877 0 38,000 0 33,605 10,082 45,956 23,285 0 0 4,698 7,663
Changes from: August 15, 2023 Total Change is: -2,487
-2,215 -1,148 1,343 0 0 0 790 500 -1,882 0 0 0 -523 -1,300
Percent of Open Interest Represented by Each Category of Trader
29.5 31.0 41.6 0.0 10.2 0.0 9.0 2.7 12.4 6.3 0.0 0.0 1.3 2.1
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 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 37,819
Positions
3,605 5,567 118 20,069 23,108 2,393 2,610 2,188 12 0 0 0 9,012 4,433
Changes from: August 15, 2023 Total Change is: -2,356
304 -880 2 -4,125 -750 196 524 -1,144 -12 -220 0 0 975 232
Percent of Open Interest Represented by Each Category of Trader
9.5 14.7 0.3 53.1 61.1 6.3 6.9 5.8 0.0 0.0 0.0 0.0 23.8 11.7
Number of Traders in Each Category Total Traders: 59
4 4 . 26 14 10 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 333,409
Positions
52,863 60,621 18,930 84,642 30,101 8,226 38,954 70,945 61,948 11,016 28,426 4,784 52,046 49,428
Changes from: August 15, 2023 Total Change is: -1,132
-1,607 -4,440 67 -6,465 204 1,385 1,702 -6,915 3,841 -1,023 4,886 -239 1,206 79
Percent of Open Interest Represented by Each Category of Trader
15.9 18.2 5.7 25.4 9.0 2.5 11.7 21.3 18.6 3.3 8.5 1.4 15.6 14.8
Number of Traders in Each Category Total Traders: 354
23 30 20 71 42 37 47 73 51 27 39 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 317,826
Positions
53,016 60,565 18,331 84,141 30,172 8,148 44,739 73,518 48,728 11,514 28,061 3,986 45,223 46,318
Changes from: August 15, 2023 Total Change is: -2,476
-1,646 -4,439 107 -6,596 207 1,382 600 -7,983 3,791 -843 4,751 -380 1,109 88
Percent of Open Interest Represented by Each Category of Trader
16.7 19.1 5.8 26.5 9.5 2.6 14.1 23.1 15.3 3.6 8.8 1.3 14.2 14.6
Number of Traders in Each Category Total Traders: 314
22 26 18 67 42 36 42 69 47 18 28 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 155,827
Positions
4,467 6,558 0 5,716 0 73 68,723 100,851 5,624 2,567 11,196 431 68,226 31,094
Changes from: August 15, 2023 Total Change is: 13,445
-9 -405 0 1,352 0 -3 11,101 10,767 424 -271 2,874 -120 971 -91
Percent of Open Interest Represented by Each Category of Trader
2.9 4.2 0.0 3.7 0.0 0.0 44.1 64.7 3.6 1.6 7.2 0.3 43.8 20.0
Number of Traders in Each Category Total Traders: 57
4 4 0 7 0 . 12 9 7 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 526,486
Positions
135,314 113,322 7,800 190,324 163,338 38,375 80,568 129,972 14,019 32,852 37,419 225 27,008 22,016
Changes from: August 15, 2023 Total Change is: -10,010
4,837 -2,698 381 -15,006 -2,856 -435 -2,552 9,168 -1,928 5,994 -9,099 -230 -1,071 -2,315
Percent of Open Interest Represented by Each Category of Trader
25.7 21.5 1.5 36.1 31.0 7.3 15.3 24.7 2.7 6.2 7.1 0.0 5.1 4.2
Number of Traders in Each Category Total Traders: 342
31 20 7 87 67 53 46 67 33 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,706
Positions
4,321 6,931 0 7,978 6,277 0 515 0 0 0 0 0 892 498
Changes from: August 15, 2023 Total Change is: 6
-125 0 0 62 0 0 0 0 0 0 0 0 69 6
Percent of Open Interest Represented by Each Category of Trader
31.5 50.6 0.0 58.2 45.8 0.0 3.8 0.0 0.0 0.0 0.0 0.0 6.5 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 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,476
Positions
0 10,807 0 9,852 0 13 3,474 2,355 0 364 1,609 0 3,773 2,692
Changes from: August 15, 2023 Total Change is: 502
0 -13 0 -27 0 0 999 747 0 0 23 0 -470 -255
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 56.4 0.0 0.1 19.9 13.5 0.0 2.1 9.2 0.0 21.6 15.4
Number of Traders in Each Category Total Traders: 24
0 4 0 9 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,521
Positions
9,300 11,774 643 19,810 1,565 536 12,042 6,576 352 2,560 4,511 0 7,278 26,564
Changes from: August 15, 2023 Total Change is: 822
-474 765 -121 -199 39 10 1,674 737 301 70 833 0 -439 -1,742
Percent of Open Interest Represented by Each Category of Trader
17.7 22.4 1.2 37.7 3.0 1.0 22.9 12.5 0.7 4.9 8.6 0.0 13.9 50.6
Number of Traders in Each Category Total Traders: 62
10 7 . 12 . 5 14 9 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 393,860
Positions
37,149 220,225 4,270 257,419 72,891 39,073 23,587 47,875 1,769 19,027 1,195 623 10,943 5,939
Changes from: August 15, 2023 Total Change is: -5,975
2,316 -6,929 -73 -5,915 3,609 993 -2,841 1,309 -167 294 -5,789 94 -676 978
Percent of Open Interest Represented by Each Category of Trader
9.4 55.9 1.1 65.4 18.5 9.9 6.0 12.2 0.4 4.8 0.3 0.2 2.8 1.5
Number of Traders in Each Category Total Traders: 189
14 14 6 72 45 32 21 13 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,110,356
Positions
88,427 504,641 10,795 653,326 350,013 109,783 136,784 74,240 4,848 74,461 40,468 1,589 30,343 13,979
Changes from: August 15, 2023 Total Change is: 9,581
-1,346 -19,280 -130 -16,339 39,913 205 13,073 -8,018 -1,534 17,827 -2,140 49 -2,224 516
Percent of Open Interest Represented by Each Category of Trader
8.0 45.4 1.0 58.8 31.5 9.9 12.3 6.7 0.4 6.7 3.6 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 419
28 20 12 160 73 75 57 37 22 31 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 214,789
Positions
14,760 147,657 36,723 42,508 0 2,048 94,186 4,778 17,920 6,155 5,469 140 349 54
Changes from: August 15, 2023 Total Change is: 2,702
585 2,299 -442 1,783 0 0 -995 -350 1,206 560 0 0 5 -11
Percent of Open Interest Represented by Each Category of Trader
6.9 68.7 17.1 19.8 0.0 1.0 43.9 2.2 8.3 2.9 2.5 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 102
9 27 14 16 0 . 36 4 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,672,968
Positions
25,713 178,130 58,838 774,958 250,920 217,029 37,924 471,703 240,043 84,198 70,847 14,255 220,010 171,203
Changes from: August 15, 2023 Total Change is: 104,658
1,273 20,746 7,937 6,892 -18,154 14,804 2,705 11,084 62,416 -647 2,734 5,643 3,633 -2,552
Percent of Open Interest Represented by Each Category of Trader
1.5 10.6 3.5 46.3 15.0 13.0 2.3 28.2 14.3 5.0 4.2 0.9 13.2 10.2
Number of Traders in Each Category Total Traders: 213
10 14 16 60 39 64 24 41 47 14 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,670,049
Positions
6,514 62,398 10,379 922,749 278,946 287,444 72,450 745,972 123,746 64,283 18,393 0 182,484 142,771
Changes from: August 15, 2023 Total Change is: 44,519
-2,772 -3,795 1,553 -8,054 -24,120 8,219 -3,926 10,723 46,747 847 -3,042 0 1,905 8,234
Percent of Open Interest Represented by Each Category of Trader
0.4 3.7 0.6 55.3 16.7 17.2 4.3 44.7 7.4 3.8 1.1 0.0 10.9 8.5
Number of Traders in Each Category Total Traders: 176
. 10 4 79 28 58 10 32 18 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,035,039
Positions
144,034 332,403 28,033 1,823,133 523,722 313,425 847,806 2,332,447 158,607 412,274 168,485 30,133 277,595 147,786
Changes from: August 15, 2023 Total Change is: 165,286
14,226 13,230 8,220 49,533 23,330 -27,667 74,252 113,578 45,892 8,015 -2,504 2,027 -9,212 -10,821
Percent of Open Interest Represented by Each Category of Trader
3.6 8.2 0.7 45.2 13.0 7.8 21.0 57.8 3.9 10.2 4.2 0.7 6.9 3.7
Number of Traders in Each Category Total Traders: 435
36 26 17 154 41 95 58 65 53 45 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,784,339
Positions
102,313 320,626 255,340 2,700,271 1,257,066 702,055 319,501 1,799,399 710,607 424,478 210,317 89,136 480,637 439,792
Changes from: August 15, 2023 Total Change is: 131,393
-21,909 -13,629 42,957 30,163 29,031 11,884 -78,227 1,344 117,107 6,178 -71,430 4,504 18,737 9,626
Percent of Open Interest Represented by Each Category of Trader
1.8 5.5 4.4 46.7 21.7 12.1 5.5 31.1 12.3 7.3 3.6 1.5 8.3 7.6
Number of Traders in Each Category Total Traders: 429
20 33 35 132 58 109 52 84 92 35 15 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,903,913
Positions
65,675 100,543 1,806 933,541 660,699 268,720 212,580 452,262 71,754 169,197 66,685 1,070 179,570 280,374
Changes from: August 15, 2023 Total Change is: 56,154
1,709 -14,173 633 31,064 10,245 -3,034 -19,736 -7,510 39,291 -4,331 17,160 283 10,275 13,259
Percent of Open Interest Represented by Each Category of Trader
3.4 5.3 0.1 49.0 34.7 14.1 11.2 23.8 3.8 8.9 3.5 0.1 9.4 14.7
Number of Traders in Each Category Total Traders: 182
4 11 . 52 54 57 15 28 25 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,719
Positions
0 0 0 0 0 0 3,835 717 1,417 544 1,260 0 923 3,325
Changes from: August 15, 2023 Total Change is: 288
0 0 0 0 0 0 -312 -652 200 311 89 0 89 651
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 57.1 10.7 21.1 8.1 18.8 0.0 13.7 49.5
Number of Traders in Each Category Total Traders: 32
0 0 0 0 0 0 5 . . 6 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,205,047
Positions
89,532 712,564 174,856 2,731,440 1,065,040 731,349 978,159 2,557,121 428,333 604,630 127,562 33,996 432,752 374,226
Changes from: August 15, 2023 Total Change is: 90,417
-13,419 -42,597 51,989 -63,345 10,871 38,946 -23,028 -44,517 77,120 1,853 -46,096 9,815 10,485 34,885
Percent of Open Interest Represented by Each Category of Trader
1.4 11.5 2.8 44.0 17.2 11.8 15.8 41.2 6.9 9.7 2.1 0.5 7.0 6.0
Number of Traders in Each Category Total Traders: 408
22 32 32 148 36 107 51 72 74 32 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,584,796
Positions
490,078 148,707 372,173 11,834 86,691 35,736 140,957 389,526 500,821 1,502 7,082 2,465 29,230 41,595
Changes from: August 15, 2023 Total Change is: 52,771
59,572 1,576 -36,868 2,667 15,557 7,742 20,167 70,329 2,042 0 -4,260 -450 -2,101 -2,897
Percent of Open Interest Represented by Each Category of Trader
30.9 9.4 23.5 0.7 5.5 2.3 8.9 24.6 31.6 0.1 0.4 0.2 1.8 2.6
Number of Traders in Each Category Total Traders: 154
33 31 57 . 7 6 24 42 54 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,665
Positions
4,044 2,825 3,269 207 0 394 421 1,542 4,231 0 335 23 76 46
Changes from: August 15, 2023 Total Change is: 1,552
49 395 662 -37 0 0 -45 -413 913 0 0 0 10 -5
Percent of Open Interest Represented by Each Category of Trader
31.9 22.3 25.8 1.6 0.0 3.1 3.3 12.2 33.4 0.0 2.6 0.2 0.6 0.4
Number of Traders in Each Category Total Traders: 27
6 5 7 . 0 . 5 8 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is22,006,013
Positions
2,508,949 2,657,945 3,597,903 335,593 519,062 1,330,271 1,468,118 979,733 12,283,044 124,485 276,496 323,110 34,539 38,448
Changes from: August 15, 2023 Total Change is: 519,809
-89,301 -78,665 61,741 -7,236 99,395 38,358 51,985 -50,170 407,463 3,124 -1,188 47,888 5,789 -5,011
Percent of Open Interest Represented by Each Category of Trader
11.4 12.1 16.3 1.5 2.4 6.0 6.7 4.5 55.8 0.6 1.3 1.5 0.2 0.2
Number of Traders in Each Category Total Traders: 1,082
76 110 145 54 76 75 142 204 230 206 165 185
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 865,157
Positions
414,961 211,016 185,849 1,817 24,522 9,004 98,483 249,050 152,988 1,549 32,070 145 361 513
Changes from: August 15, 2023 Total Change is: 60,632
39,754 37,027 -6,446 1,324 -789 2,005 24,407 28,816 -258 -191 245 -12 49 44
Percent of Open Interest Represented by Each Category of Trader
48.0 24.4 21.5 0.2 2.8 1.0 11.4 28.8 17.7 0.2 3.7 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 189
32 53 53 4 7 4 26 52 44 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 74,544
Positions
2,743 1,529 31,388 40 180 0 4,054 19,119 21,391 14,925 913 0 3 24
Changes from: August 15, 2023 Total Change is: -1,072
0 0 0 0 0 0 -416 -1,207 0 -656 135 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 2.1 42.1 0.1 0.2 0.0 5.4 25.6 28.7 20.0 1.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 4 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,913
Positions
7,078 0 1,113 0 524 0 2,602 11,857 2,425 8,695 5,932 0 0 62
Changes from: August 15, 2023 Total Change is: -166
0 0 0 0 0 0 -126 -527 -33 -7 394 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.3 0.0 5.1 0.0 2.4 0.0 11.9 54.1 11.1 39.7 27.1 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 19,259
Positions
599 2,959 733 7,948 582 419 2,424 10,139 3,099 2,430 164 365 1,242 799
Changes from: August 15, 2023 Total Change is: 2,399
-15 -1,401 587 -739 582 98 419 1,408 881 1,168 -45 116 -117 173
Percent of Open Interest Represented by Each Category of Trader
3.1 15.4 3.8 41.3 3.0 2.2 12.6 52.6 16.1 12.6 0.9 1.9 6.4 4.1
Number of Traders in Each Category Total Traders: 111
5 7 4 9 6 4 21 48 22 9 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 15,438
Positions
426 1,690 184 456 82 29 5,585 6,980 2,882 2,984 2,288 151 2,742 1,153
Changes from: August 15, 2023 Total Change is: 2,942
173 -723 183 -750 82 29 2,663 1,735 626 534 834 -18 -497 194
Percent of Open Interest Represented by Each Category of Trader
2.8 10.9 1.2 3.0 0.5 0.2 36.2 45.2 18.7 19.3 14.8 1.0 17.8 7.5
Number of Traders in Each Category Total Traders: 101
4 . . 5 . . 17 10 10 48 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 5,480
Positions
228 131 286 310 462 0 1,726 2,782 982 1,266 70 109 572 657
Changes from: August 15, 2023 Total Change is: 1,556
8 -218 102 -252 462 -15 1,238 738 344 43 -35 77 12 101
Percent of Open Interest Represented by Each Category of Trader
4.2 2.4 5.2 5.7 8.4 0.0 31.5 50.8 17.9 23.1 1.3 2.0 10.4 12.0
Number of Traders in Each Category Total Traders: 63
4 . . . . 0 13 27 13 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 23,707
Positions
408 136 1,592 0 80 0 2,481 8,103 9,124 9,104 3,932 458 539 281
Changes from: August 15, 2023 Total Change is: 5,440
-288 136 1,395 -293 80 0 848 2,842 2,327 1,639 -1,133 -204 16 -3
Percent of Open Interest Represented by Each Category of Trader
1.7 0.6 6.7 0.0 0.3 0.0 10.5 34.2 38.5 38.4 16.6 1.9 2.3 1.2
Number of Traders in Each Category Total Traders: 93
. . . 0 . 0 5 7 5 56 21 4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,993
Positions
0 6,142 0 14,272 1,290 769 11,405 20,379 762 2,594 1,513 14 4,177 3,124
Changes from: August 15, 2023 Total Change is: 6,990
0 58 0 5,798 -511 1 525 7,903 -338 1,259 112 -4 -250 -231
Percent of Open Interest Represented by Each Category of Trader
0.0 18.1 0.0 42.0 3.8 2.3 33.6 60.0 2.2 7.6 4.4 0.0 12.3 9.2
Number of Traders in Each Category Total Traders: 88
0 . 0 11 7 . 24 20 6 13 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 353,676
Positions
37,096 22,346 17,221 90,196 66,920 46,750 65,966 98,985 51,758 5,572 6,855 16,230 22,887 26,611
Changes from: August 15, 2023 Total Change is: -41,564
-8,166 -6,443 -1,536 914 -6,617 -5,444 -9,764 -1,444 -15,615 1,432 824 -3,915 530 -1,374
Percent of Open Interest Represented by Each Category of Trader
10.5 6.3 4.9 25.5 18.9 13.2 18.7 28.0 14.6 1.6 1.9 4.6 6.5 7.5
Number of Traders in Each Category Total Traders: 195
13 10 16 21 30 25 38 41 57 7 18 23
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,190
Positions
46,984 46,219 0 8,677 3,311 657 4,189 10,447 272 122 181 0 289 103
Changes from: August 15, 2023 Total Change is: 114
0 0 0 8 28 0 213 159 -31 -64 -57 0 -12 15
Percent of Open Interest Represented by Each Category of Trader
76.8 75.5 0.0 14.2 5.4 1.1 6.8 17.1 0.4 0.2 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 36
4 . 0 10 5 . 7 5 . . . 0
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Updated August 25, 2023