Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 191,394
Positions
54,709 14,487 3,074 29,761 78,388 6,027 43,568 37,080 14,399 4,516 2,108 71 35,269 35,760
Changes from: August 22, 2023 Total Change is: 11,173
1,222 -2,743 -65 -1,465 10,974 504 9,157 2,329 832 -396 -24 24 1,359 -658
Percent of Open Interest Represented by Each Category of Trader
28.6 7.6 1.6 15.5 41.0 3.1 22.8 19.4 7.5 2.4 1.1 0.0 18.4 18.7
Number of Traders in Each Category Total Traders: 106
9 6 7 16 21 14 18 26 15 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,562
Positions
14,643 5,856 1,460 5,285 16,063 114 7,871 5,712 1,952 1,710 0 0 14,528 16,406
Changes from: August 22, 2023 Total Change is: -850
-222 338 419 567 -96 -128 -1,461 -1,253 -303 0 0 0 277 172
Percent of Open Interest Represented by Each Category of Trader
30.8 12.3 3.1 11.1 33.8 0.2 16.5 12.0 4.1 3.6 0.0 0.0 30.5 34.5
Number of Traders in Each Category Total Traders: 42
. 4 . 6 9 . 10 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 266,747
Positions
3,527 68,991 11,797 86,265 64,291 8,566 76,384 40,162 44,619 358 1,368 1,298 33,933 25,654
Changes from: August 22, 2023 Total Change is: 2,233
3,527 -8,168 344 -6,103 5,390 -191 1,900 5,029 3,071 -326 -504 -77 88 -2,661
Percent of Open Interest Represented by Each Category of Trader
1.3 25.9 4.4 32.3 24.1 3.2 28.6 15.1 16.7 0.1 0.5 0.5 12.7 9.6
Number of Traders in Each Category Total Traders: 132
. 14 8 24 25 19 29 32 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 271,871
Positions
96,924 18,309 7,793 66,888 100,883 6,453 24,824 71,087 21,546 9,390 3,442 26 38,027 42,332
Changes from: August 22, 2023 Total Change is: -2,077
-4,664 6,731 -677 5,318 -2,077 587 -1,936 -397 -2,606 349 -607 9 1,542 -3,041
Percent of Open Interest Represented by Each Category of Trader
35.7 6.7 2.9 24.6 37.1 2.4 9.1 26.1 7.9 3.5 1.3 0.0 14.0 15.6
Number of Traders in Each Category Total Traders: 149
11 6 8 24 28 17 23 37 21 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 856,741
Positions
26,668 482,707 27,090 487,124 96,520 26,218 66,525 63,901 96,862 30,258 8,977 5,156 90,841 49,311
Changes from: August 22, 2023 Total Change is: -1,363
-1,411 -21,440 3,851 -3,452 12,587 253 -7,600 -3,219 6,719 -89 -902 132 234 656
Percent of Open Interest Represented by Each Category of Trader
3.1 56.3 3.2 56.9 11.3 3.1 7.8 7.5 11.3 3.5 1.0 0.6 10.6 5.8
Number of Traders in Each Category Total Traders: 300
13 17 16 119 28 52 49 41 37 20 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,483
Positions
0 11,950 0 14,729 5,187 2,508 709 2,963 0 0 0 0 11,537 6,875
Changes from: August 22, 2023 Total Change is: 181
0 3 0 138 58 18 0 -678 0 0 0 0 25 780
Percent of Open Interest Represented by Each Category of Trader
0.0 40.5 0.0 50.0 17.6 8.5 2.4 10.0 0.0 0.0 0.0 0.0 39.1 23.3
Number of Traders in Each Category Total Traders: 27
0 . 0 16 4 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,052
Positions
2,915 5,483 49 4,818 7,686 1,053 4,595 0 5 0 1,820 0 8,617 5,956
Changes from: August 22, 2023 Total Change is: -217
0 -4 2 -2 -212 -23 -143 0 3 0 0 0 -54 17
Percent of Open Interest Represented by Each Category of Trader
13.2 24.9 0.2 21.8 34.9 4.8 20.8 0.0 0.0 0.0 8.3 0.0 39.1 27.0
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 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 239,227
Positions
97,890 4,142 3,703 38,038 132,058 4,716 49,756 40,990 18,638 1,996 536 0 24,489 34,443
Changes from: August 22, 2023 Total Change is: -25
7,436 791 297 -4,492 -1,866 -232 -9,039 -2,287 4,156 -76 -572 0 1,926 -312
Percent of Open Interest Represented by Each Category of Trader
40.9 1.7 1.5 15.9 55.2 2.0 20.8 17.1 7.8 0.8 0.2 0.0 10.2 14.4
Number of Traders in Each Category Total Traders: 105
8 4 7 11 29 11 19 29 17 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 239,204
Positions
1,454 63,791 1,399 137,190 8,026 3,052 79,492 44,570 4,751 3,216 110,124 35 8,615 3,456
Changes from: August 22, 2023 Total Change is: 9,958
-1,137 3,322 963 8,287 425 207 -47 5,762 1,765 -404 -400 31 293 -2,117
Percent of Open Interest Represented by Each Category of Trader
0.6 26.7 0.6 57.4 3.4 1.3 33.2 18.6 2.0 1.3 46.0 0.0 3.6 1.4
Number of Traders in Each Category Total Traders: 171
. 10 . 29 10 7 66 27 13 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 53,165
Positions
5,990 30,287 4,859 11,619 4,237 117 19,228 4,841 3,410 4,496 3,449 0 3,446 1,965
Changes from: August 22, 2023 Total Change is: 6,582
3,953 0 4,562 162 -1,060 111 -2,966 -619 3,410 132 108 0 -2,782 70
Percent of Open Interest Represented by Each Category of Trader
11.3 57.0 9.1 21.9 8.0 0.2 36.2 9.1 6.4 8.5 6.5 0.0 6.5 3.7
Number of Traders in Each Category Total Traders: 87
4 4 . 15 8 . 27 9 5 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 56,659
Positions
26,534 126 68 4,648 33,158 198 19,948 13,989 2,444 0 936 18 2,801 5,722
Changes from: August 22, 2023 Total Change is: 5,585
4,822 -89 1 827 1,740 -149 -1,495 1,988 2,033 -175 121 0 -279 -60
Percent of Open Interest Represented by Each Category of Trader
46.8 0.2 0.1 8.2 58.5 0.3 35.2 24.7 4.3 0.0 1.7 0.0 4.9 10.1
Number of Traders in Each Category Total Traders: 91
10 . . 7 22 . 21 24 8 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,587
Positions
21,031 7,078 0 413 4,403 77 1,504 11,321 163 291 0 0 1,108 1,545
Changes from: August 22, 2023 Total Change is: -9,498
252 145 0 -452 -1,697 77 -14 1,398 -9,260 27 0 0 -128 -161
Percent of Open Interest Represented by Each Category of Trader
85.5 28.8 0.0 1.7 17.9 0.3 6.1 46.0 0.7 1.2 0.0 0.0 4.5 6.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 5 . 6 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 96,987
Positions
39,955 27,518 1,855 15,728 8,630 170 11,716 24,535 3,698 9,541 18,071 0 14,324 12,509
Changes from: August 22, 2023 Total Change is: -283
-815 999 730 607 -4,045 -399 510 2,895 -409 534 39 0 -1,042 -94
Percent of Open Interest Represented by Each Category of Trader
41.2 28.4 1.9 16.2 8.9 0.2 12.1 25.3 3.8 9.8 18.6 0.0 14.8 12.9
Number of Traders in Each Category Total Traders: 93
13 13 . 14 8 7 18 20 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 96,987
Positions
39,955 27,518 1,855 15,728 8,630 170 11,716 24,535 3,698 9,541 18,071 0 14,324 12,509
Changes from: August 22, 2023 Total Change is: -283
-815 999 730 607 -4,045 -399 510 2,895 -409 534 39 0 -1,042 -94
Percent of Open Interest Represented by Each Category of Trader
41.2 28.4 1.9 16.2 8.9 0.2 12.1 25.3 3.8 9.8 18.6 0.0 14.8 12.9
Number of Traders in Each Category Total Traders: 93
13 13 . 14 8 7 18 20 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 41,928
Positions
11,848 29,271 0 23,146 3,101 2,138 2,898 6,369 0 0 0 0 1,898 1,049
Changes from: August 22, 2023 Total Change is: 67
-126 208 0 -51 178 -173 116 -290 -5 0 0 0 306 149
Percent of Open Interest Represented by Each Category of Trader
28.3 69.8 0.0 55.2 7.4 5.1 6.9 15.2 0.0 0.0 0.0 0.0 4.5 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 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,255,971
Positions
336,314 673,217 257,414 1,094,713 343,256 213,413 137,050 502,085 714,594 140,995 184,146 47,018 314,461 320,827
Changes from: August 22, 2023 Total Change is: 36,155
-1,671 -9,347 19,252 -12,686 -15,770 -154 14,491 23,161 18,610 4,281 -13,160 9,378 -15,346 4,183
Percent of Open Interest Represented by Each Category of Trader
10.3 20.7 7.9 33.6 10.5 6.6 4.2 15.4 21.9 4.3 5.7 1.4 9.7 9.9
Number of Traders in Each Category Total Traders: 562
37 36 54 172 74 118 70 97 105 40 31 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,732
Positions
10,644 8,402 0 8,036 10,998 503 1,465 936 0 0 0 0 2,084 1,893
Changes from: August 22, 2023 Total Change is: 100
47 -2,069 0 36 2,685 0 -63 182 0 0 0 0 80 -698
Percent of Open Interest Represented by Each Category of Trader
46.8 37.0 0.0 35.4 48.4 2.2 6.4 4.1 0.0 0.0 0.0 0.0 9.2 8.3
Number of Traders in Each Category Total Traders: 25
6 5 0 4 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 30,107
Positions
5,271 24,670 0 12,140 2,827 0 9,808 1,375 0 0 0 0 2,888 1,235
Changes from: August 22, 2023 Total Change is: 1,025
742 -3 0 -229 1,100 0 -32 144 0 0 0 0 544 -216
Percent of Open Interest Represented by Each Category of Trader
17.5 81.9 0.0 40.3 9.4 0.0 32.6 4.6 0.0 0.0 0.0 0.0 9.6 4.1
Number of Traders in Each Category Total Traders: 38
4 7 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,230,403
Positions
337,253 674,244 255,448 1,093,083 343,261 212,714 135,870 510,730 702,452 144,652 187,343 39,970 308,962 304,241
Changes from: August 22, 2023 Total Change is: 33,477
-652 -8,320 18,160 -12,564 -15,876 -173 14,385 27,284 15,034 7,938 -9,753 5,263 -13,914 1,858
Percent of Open Interest Represented by Each Category of Trader
10.4 20.9 7.9 33.8 10.6 6.6 4.2 15.8 21.7 4.5 5.8 1.2 9.6 9.4
Number of Traders in Each Category Total Traders: 549
37 36 53 168 72 114 66 95 102 40 32 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,000
Positions
21,226 32,013 0 14,151 636 0 888 3,878 0 0 0 0 1,735 1,473
Changes from: August 22, 2023 Total Change is: 107
1,374 -544 0 -338 0 0 -599 -76 0 0 0 0 -330 727
Percent of Open Interest Represented by Each Category of Trader
55.9 84.2 0.0 37.2 1.7 0.0 2.3 10.2 0.0 0.0 0.0 0.0 4.6 3.9
Number of Traders in Each Category Total Traders: 29
7 7 0 6 . 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,872
Positions
4,902 13,121 2 5,913 1,374 0 1,959 307 0 0 0 0 3,096 1,068
Changes from: August 22, 2023 Total Change is: -976
-865 -759 2 0 1,133 0 16 -11 0 0 0 0 -129 -1,341
Percent of Open Interest Represented by Each Category of Trader
30.9 82.7 0.0 37.3 8.7 0.0 12.3 1.9 0.0 0.0 0.0 0.0 19.5 6.7
Number of Traders in Each Category Total Traders: 23
7 6 . 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,037
Positions
18,577 15,846 0 25,119 6,286 132 1,389 23,084 55 0 0 0 1,765 1,634
Changes from: August 22, 2023 Total Change is: 244
20 29 0 267 6 0 -42 139 4 0 0 0 -5 66
Percent of Open Interest Represented by Each Category of Trader
39.5 33.7 0.0 53.4 13.4 0.3 3.0 49.1 0.1 0.0 0.0 0.0 3.8 3.5
Number of Traders in Each Category Total Traders: 37
5 8 0 9 4 . . 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 255,679
Positions
10,266 9,390 0 21,342 4,994 1,952 116,554 18,303 16,668 31,970 36,574 1,936 54,991 165,862
Changes from: August 22, 2023 Total Change is: 26,778
732 657 0 -1,359 923 326 36,277 -6,009 546 2,640 5,146 1,936 -14,320 23,253
Percent of Open Interest Represented by Each Category of Trader
4.0 3.7 0.0 8.3 2.0 0.8 45.6 7.2 6.5 12.5 14.3 0.8 21.5 64.9
Number of Traders in Each Category Total Traders: 31
. . 0 11 . 5 9 . 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 371,785
Positions
108,997 118,710 153,923 0 38,000 0 36,225 8,832 44,157 23,285 0 0 5,198 8,163
Changes from: August 22, 2023 Total Change is: -223
-590 3,280 -954 0 0 0 2,620 -1,250 -1,799 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
29.3 31.9 41.4 0.0 10.2 0.0 9.7 2.4 11.9 6.3 0.0 0.0 1.4 2.2
Number of Traders in Each Category Total Traders: 33
8 10 17 0 . 0 5 . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,161
Positions
3,595 5,334 119 20,810 22,037 2,535 2,592 2,638 18 0 775 0 8,492 4,705
Changes from: August 22, 2023 Total Change is: 342
-10 -233 1 741 -1,071 142 -18 450 6 0 775 0 -520 272
Percent of Open Interest Represented by Each Category of Trader
9.4 14.0 0.3 54.5 57.7 6.6 6.8 6.9 0.0 0.0 2.0 0.0 22.3 12.3
Number of Traders in Each Category Total Traders: 59
4 4 . 26 13 10 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 339,064
Positions
53,261 60,366 21,244 87,880 24,427 7,735 43,955 72,097 63,885 6,799 29,037 5,274 49,030 54,999
Changes from: August 22, 2023 Total Change is: 5,656
398 -255 2,314 3,239 -5,674 -491 5,002 1,153 1,937 -4,217 611 490 -3,016 5,572
Percent of Open Interest Represented by Each Category of Trader
15.7 17.8 6.3 25.9 7.2 2.3 13.0 21.3 18.8 2.0 8.6 1.6 14.5 16.2
Number of Traders in Each Category Total Traders: 345
26 29 20 74 36 41 49 62 48 30 37 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 322,393
Positions
53,336 60,219 20,759 87,368 24,497 7,657 50,096 77,000 49,126 7,462 28,619 4,362 42,227 50,152
Changes from: August 22, 2023 Total Change is: 4,567
320 -346 2,428 3,226 -5,674 -491 5,357 3,483 399 -4,052 559 376 -2,996 3,834
Percent of Open Interest Represented by Each Category of Trader
16.5 18.7 6.4 27.1 7.6 2.4 15.5 23.9 15.2 2.3 8.9 1.4 13.1 15.6
Number of Traders in Each Category Total Traders: 312
25 25 17 71 36 40 44 61 45 22 28 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 166,714
Positions
4,102 6,315 5 5,835 0 78 81,046 93,425 5,132 2,386 13,186 105 68,026 48,468
Changes from: August 22, 2023 Total Change is: 10,887
-365 -243 5 119 0 5 12,323 -7,426 -492 -181 1,991 -326 -200 17,374
Percent of Open Interest Represented by Each Category of Trader
2.5 3.8 0.0 3.5 0.0 0.0 48.6 56.0 3.1 1.4 7.9 0.1 40.8 29.1
Number of Traders in Each Category Total Traders: 48
. 4 . 6 0 . 12 5 7 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 518,246
Positions
134,148 115,785 9,764 188,902 155,949 39,651 75,040 124,425 11,473 32,301 37,913 238 26,729 23,048
Changes from: August 22, 2023 Total Change is: -8,240
-1,166 2,463 1,964 -1,422 -7,388 1,275 -5,529 -5,548 -2,546 -551 494 13 -280 1,032
Percent of Open Interest Represented by Each Category of Trader
25.9 22.3 1.9 36.5 30.1 7.7 14.5 24.0 2.2 6.2 7.3 0.0 5.2 4.4
Number of Traders in Each Category Total Traders: 334
31 20 8 85 63 51 44 64 30 12 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,827
Positions
4,268 6,797 0 7,927 6,285 0 515 0 0 0 0 0 1,117 745
Changes from: August 22, 2023 Total Change is: 121
-53 -134 0 -51 8 0 0 0 0 0 0 0 225 247
Percent of Open Interest Represented by Each Category of Trader
30.9 49.2 0.0 57.3 45.5 0.0 3.7 0.0 0.0 0.0 0.0 0.0 8.1 5.4
Number of Traders in Each Category Total Traders: 22
. 5 0 7 6 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 22,240
Positions
1,780 867 0 851 225 42 5,198 12,375 377 2,581 1,465 0 11,411 6,889
Changes from: August 22, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
8.0 3.9 0.0 3.8 1.0 0.2 23.4 55.6 1.7 11.6 6.6 0.0 51.3 31.0
Number of Traders in Each Category Total Traders: 23
. . 0 . . . . 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,786
Positions
0 10,807 0 9,863 0 7 3,555 3,084 0 364 1,154 10 3,987 2,724
Changes from: August 22, 2023 Total Change is: 310
0 0 0 11 0 -6 81 729 0 0 -455 10 214 32
Percent of Open Interest Represented by Each Category of Trader
0.0 60.8 0.0 55.5 0.0 0.0 20.0 17.3 0.0 2.0 6.5 0.1 22.4 15.3
Number of Traders in Each Category Total Traders: 23
0 4 0 9 0 . 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,872
Positions
9,994 11,634 611 20,770 1,611 536 10,104 7,372 279 1,955 4,603 0 7,623 25,226
Changes from: August 22, 2023 Total Change is: -649
694 -140 -32 960 46 0 -1,938 796 -73 -605 92 0 345 -1,338
Percent of Open Interest Represented by Each Category of Trader
19.3 22.4 1.2 40.0 3.1 1.0 19.5 14.2 0.5 3.8 8.9 0.0 14.7 48.6
Number of Traders in Each Category Total Traders: 59
11 6 . 12 . 5 12 9 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 390,561
Positions
35,908 214,147 4,188 257,745 70,381 40,352 21,678 47,979 1,474 18,760 5,164 579 9,877 6,297
Changes from: August 22, 2023 Total Change is: -3,299
-1,241 -6,078 -82 326 -2,510 1,279 -1,909 104 -295 -267 3,969 -44 -1,066 358
Percent of Open Interest Represented by Each Category of Trader
9.2 54.8 1.1 66.0 18.0 10.3 5.6 12.3 0.4 4.8 1.3 0.1 2.5 1.6
Number of Traders in Each Category Total Traders: 192
13 15 6 76 44 33 19 14 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,086,079
Positions
89,019 478,917 10,207 643,572 348,246 117,779 118,097 62,967 7,196 57,051 42,828 1,599 41,559 16,340
Changes from: August 22, 2023 Total Change is: -24,277
592 -25,724 -588 -9,754 -1,767 7,996 -18,687 -11,273 2,348 -17,410 2,360 10 11,216 2,361
Percent of Open Interest Represented by Each Category of Trader
8.2 44.1 0.9 59.3 32.1 10.8 10.9 5.8 0.7 5.3 3.9 0.1 3.8 1.5
Number of Traders in Each Category Total Traders: 406
27 19 11 161 71 74 52 33 25 31 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 218,162
Positions
15,496 154,031 33,281 42,511 0 2,072 99,311 4,833 18,282 6,767 5,469 140 302 54
Changes from: August 22, 2023 Total Change is: 3,373
736 6,374 -3,442 3 0 24 5,125 55 362 612 0 0 -47 0
Percent of Open Interest Represented by Each Category of Trader
7.1 70.6 15.3 19.5 0.0 0.9 45.5 2.2 8.4 3.1 2.5 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
10 26 14 16 0 4 36 4 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,478,690
Positions
23,382 179,917 30,485 766,198 225,405 198,866 34,398 474,401 124,080 85,640 67,415 12,719 202,922 165,402
Changes from: August 22, 2023 Total Change is: -194,278
-2,331 1,787 -28,353 -8,760 -25,515 -18,163 -3,526 2,698 -115,963 1,442 -3,432 -1,536 -17,088 -5,802
Percent of Open Interest Represented by Each Category of Trader
1.6 12.2 2.1 51.8 15.2 13.4 2.3 32.1 8.4 5.8 4.6 0.9 13.7 11.2
Number of Traders in Each Category Total Traders: 199
7 15 14 60 36 61 27 35 43 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,551,998
Positions
6,872 68,886 9,777 908,859 265,836 278,234 77,380 720,100 32,738 57,828 28,153 573 179,737 147,700
Changes from: August 22, 2023 Total Change is: -118,051
358 6,488 -602 -13,890 -13,110 -9,210 4,930 -25,872 -91,007 -6,455 9,760 573 -2,748 4,929
Percent of Open Interest Represented by Each Category of Trader
0.4 4.4 0.6 58.6 17.1 17.9 5.0 46.4 2.1 3.7 1.8 0.0 11.6 9.5
Number of Traders in Each Category Total Traders: 169
. 9 8 77 27 57 11 27 15 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,783,433
Positions
134,898 357,193 23,296 1,708,432 472,936 292,025 789,528 2,146,463 133,327 407,760 173,205 26,643 267,525 158,345
Changes from: August 22, 2023 Total Change is: -251,606
-9,136 24,790 -4,737 -114,701 -50,786 -21,400 -58,278 -185,984 -25,280 -4,514 4,720 -3,490 -10,070 10,559
Percent of Open Interest Represented by Each Category of Trader
3.6 9.4 0.6 45.2 12.5 7.7 20.9 56.7 3.5 10.8 4.6 0.7 7.1 4.2
Number of Traders in Each Category Total Traders: 432
35 27 25 157 38 96 58 59 48 46 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,354,069
Positions
98,648 347,363 159,028 2,660,159 1,231,807 669,326 336,094 1,756,743 502,570 407,924 209,256 54,134 466,187 423,843
Changes from: August 22, 2023 Total Change is: -430,270
-3,665 26,737 -96,312 -40,113 -25,259 -32,730 16,593 -42,656 -208,037 -16,554 -1,061 -35,002 -14,450 -15,949
Percent of Open Interest Represented by Each Category of Trader
1.8 6.5 3.0 49.7 23.0 12.5 6.3 32.8 9.4 7.6 3.9 1.0 8.7 7.9
Number of Traders in Each Category Total Traders: 424
20 33 39 129 63 112 50 79 87 32 17 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,852,779
Positions
63,869 110,616 1,685 908,942 608,900 275,493 210,193 450,455 57,940 154,133 71,903 866 179,658 274,921
Changes from: August 22, 2023 Total Change is: -51,134
-1,806 10,073 -121 -24,599 -51,799 6,773 -2,387 -1,806 -13,814 -15,064 5,218 -204 88 -5,454
Percent of Open Interest Represented by Each Category of Trader
3.4 6.0 0.1 49.1 32.9 14.9 11.3 24.3 3.1 8.3 3.9 0.0 9.7 14.8
Number of Traders in Each Category Total Traders: 175
4 12 4 51 53 59 11 26 21 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,322
Positions
0 0 0 0 0 0 2,564 1,343 2,496 367 833 0 895 1,650
Changes from: August 22, 2023 Total Change is: -397
0 0 0 0 0 0 -1,271 626 1,079 -177 -427 0 -28 -1,675
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 40.6 21.2 39.5 5.8 13.2 0.0 14.2 26.1
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . . 5 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,679,713
Positions
101,938 768,884 82,543 2,543,683 938,658 724,947 826,580 2,340,726 333,041 585,345 127,801 20,761 460,876 342,353
Changes from: August 22, 2023 Total Change is: -525,334
12,406 56,320 -92,313 -187,757 -126,383 -6,402 -151,579 -216,395 -95,292 -19,285 239 -13,235 28,124 -31,873
Percent of Open Interest Represented by Each Category of Trader
1.8 13.5 1.5 44.8 16.5 12.8 14.6 41.2 5.9 10.3 2.3 0.4 8.1 6.0
Number of Traders in Each Category Total Traders: 402
19 34 25 146 36 101 52 70 65 30 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,688,925
Positions
512,157 157,935 366,062 10,729 97,278 35,361 144,202 399,349 578,353 3,401 5,972 2,400 36,260 46,215
Changes from: August 22, 2023 Total Change is: 104,129
22,079 9,228 -6,111 -1,105 10,587 -375 3,245 9,823 77,532 1,899 -1,110 -65 7,030 4,620
Percent of Open Interest Represented by Each Category of Trader
30.3 9.4 21.7 0.6 5.8 2.1 8.5 23.6 34.2 0.2 0.4 0.1 2.1 2.7
Number of Traders in Each Category Total Traders: 149
34 30 56 . 7 7 31 31 52 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,122
Positions
4,273 3,319 3,623 222 0 369 325 1,143 3,198 0 335 23 89 112
Changes from: August 22, 2023 Total Change is: -543
229 494 354 15 0 -25 -96 -399 -1,033 0 0 0 13 66
Percent of Open Interest Represented by Each Category of Trader
35.2 27.4 29.9 1.8 0.0 3.0 2.7 9.4 26.4 0.0 2.8 0.2 0.7 0.9
Number of Traders in Each Category Total Traders: 28
6 5 8 . 0 . 6 8 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is22,488,054
Positions
2,367,556 2,813,966 3,706,571 345,255 504,366 1,463,142 1,661,588 888,972 12,415,819 121,496 278,288 369,129 37,500 47,802
Changes from: August 22, 2023 Total Change is: 482,041
-141,394 156,021 108,668 9,662 -14,696 132,871 193,470 -90,762 132,774 -2,989 1,792 46,018 2,961 9,355
Percent of Open Interest Represented by Each Category of Trader
10.5 12.5 16.5 1.5 2.2 6.5 7.4 4.0 55.2 0.5 1.2 1.6 0.2 0.2
Number of Traders in Each Category Total Traders: 1,083
72 111 143 56 73 76 148 201 234 197 172 192
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,049,125
Positions
524,562 207,299 195,202 948 10,721 17,265 116,557 382,977 192,546 1,593 42,772 125 327 218
Changes from: August 22, 2023 Total Change is: 183,968
109,601 -3,717 9,353 -869 -13,801 8,261 18,074 133,927 39,558 44 10,702 -20 -34 -295
Percent of Open Interest Represented by Each Category of Trader
50.0 19.8 18.6 0.1 1.0 1.6 11.1 36.5 18.4 0.2 4.1 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 183
33 51 54 4 6 4 22 55 42 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 74,619
Positions
2,743 1,529 31,388 40 180 0 4,129 19,231 21,391 14,925 876 0 3 24
Changes from: August 22, 2023 Total Change is: 75
0 0 0 0 0 0 75 112 0 0 -37 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 2.0 42.1 0.1 0.2 0.0 5.5 25.8 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 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 22,192
Positions
7,078 0 1,113 0 524 0 2,881 11,987 2,425 8,695 6,081 0 0 62
Changes from: August 22, 2023 Total Change is: 279
0 0 0 0 0 0 279 130 0 0 149 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.9 0.0 5.0 0.0 2.4 0.0 13.0 54.0 10.9 39.2 27.4 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 7 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 17,680
Positions
565 2,764 283 7,939 936 345 2,288 10,080 2,005 2,558 168 372 1,324 728
Changes from: August 22, 2023 Total Change is: -1,579
-34 -194 -451 -9 354 -74 -136 -59 -1,094 129 3 7 82 -71
Percent of Open Interest Represented by Each Category of Trader
3.2 15.6 1.6 44.9 5.3 2.0 12.9 57.0 11.3 14.5 0.9 2.1 7.5 4.1
Number of Traders in Each Category Total Traders: 118
5 10 4 7 7 4 22 49 20 14 4 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,474
Positions
298 131 411 333 693 15 2,629 3,339 3,984 2,245 2,874 162 2,397 865
Changes from: August 22, 2023 Total Change is: -2,964
-128 -1,559 227 -123 611 -14 -2,956 -3,641 1,103 -739 586 11 -345 -287
Percent of Open Interest Represented by Each Category of Trader
2.4 1.1 3.3 2.7 5.6 0.1 21.1 26.8 31.9 18.0 23.0 1.3 19.2 6.9
Number of Traders in Each Category Total Traders: 105
. . . 5 . . 14 13 12 50 16 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,859
Positions
324 138 173 336 706 0 1,060 2,436 775 1,482 124 46 663 461
Changes from: August 22, 2023 Total Change is: -621
96 7 -113 26 244 0 -666 -346 -207 216 54 -64 91 -196
Percent of Open Interest Represented by Each Category of Trader
6.7 2.8 3.6 6.9 14.5 0.0 21.8 50.1 15.9 30.5 2.5 0.9 13.6 9.5
Number of Traders in Each Category Total Traders: 67
5 . . . 4 0 15 25 13 8 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,557
Positions
611 1,925 692 0 0 0 3,232 3,748 4,692 6,335 4,661 565 430 274
Changes from: August 22, 2023 Total Change is: -7,150
203 1,789 -900 0 -80 0 751 -4,355 -4,432 -2,769 729 106 -109 -7
Percent of Open Interest Represented by Each Category of Trader
3.7 11.6 4.2 0.0 0.0 0.0 19.5 22.6 28.3 38.3 28.2 3.4 2.6 1.7
Number of Traders in Each Category Total Traders: 83
. . . 0 0 0 7 6 5 51 17 4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,806
Positions
98 6,129 0 17,812 1,019 747 10,391 22,529 1,091 2,387 2,109 18 4,263 3,164
Changes from: August 22, 2023 Total Change is: 2,813
98 -13 0 3,540 -271 -22 -1,014 2,150 329 -207 596 4 86 40
Percent of Open Interest Represented by Each Category of Trader
0.3 16.7 0.0 48.4 2.8 2.0 28.2 61.2 3.0 6.5 5.7 0.0 11.6 8.6
Number of Traders in Each Category Total Traders: 95
. . 0 11 5 . 21 27 7 14 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 384,844
Positions
43,903 33,194 14,603 96,689 72,970 51,903 71,036 108,836 55,917 11,367 3,212 15,405 24,021 28,804
Changes from: August 22, 2023 Total Change is: 31,168
6,807 10,848 -2,618 6,493 6,050 5,153 5,070 9,851 4,159 5,795 -3,643 -825 1,134 2,193
Percent of Open Interest Represented by Each Category of Trader
11.4 8.6 3.8 25.1 19.0 13.5 18.5 28.3 14.5 3.0 0.8 4.0 6.2 7.5
Number of Traders in Each Category Total Traders: 201
14 12 17 24 29 24 39 44 52 12 12 23
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Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 61,377
Positions
47,045 46,219 0 8,677 3,228 657 4,154 10,530 387 122 195 47 288 114
Changes from: August 22, 2023 Total Change is: 187
61 0 0 0 -83 0 -35 83 115 0 14 47 -1 11
Percent of Open Interest Represented by Each Category of Trader
76.6 75.3 0.0 14.1 5.3 1.1 6.8 17.2 0.6 0.2 0.3 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 38
5 . 0 10 4 . 8 5 . . . .
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Updated September 1, 2023