Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 257,868
Positions
80,536 9,961 69,806 26,507 79,667 5,744 21,660 42,915 11,267 4,878 1,101 76 37,395 37,331
Changes from: September 12, 2023 Total Change is: 31,387
-3,519 2,503 58,176 -151 -21,181 226 -22,707 -129 -5,399 652 -463 10 4,098 -2,356
Percent of Open Interest Represented by Each Category of Trader
31.2 3.9 27.1 10.3 30.9 2.2 8.4 16.6 4.4 1.9 0.4 0.0 14.5 14.5
Number of Traders in Each Category Total Traders: 111
9 4 10 14 27 15 15 31 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,208
Positions
17,330 0 1,871 6,129 21,899 10 12,703 7,936 2,081 1,591 0 0 9,493 17,410
Changes from: September 12, 2023 Total Change is: -3,934
1,101 -3,999 -2,108 1,349 1,686 -41 1,594 1,439 -1,346 -119 0 0 -4,364 436
Percent of Open Interest Represented by Each Category of Trader
33.8 0.0 3.7 12.0 42.8 0.0 24.8 15.5 4.1 3.1 0.0 0.0 18.5 34.0
Number of Traders in Each Category Total Traders: 49
6 0 . 6 11 . 13 11 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 234,355
Positions
8,760 28,687 13,211 57,349 73,641 5,509 76,148 36,974 43,621 636 2,835 538 28,583 29,339
Changes from: September 12, 2023 Total Change is: -31,533
5,260 -19,217 -8,248 -23,049 1,518 -451 5,837 466 -6,378 636 -499 538 -5,679 738
Percent of Open Interest Represented by Each Category of Trader
3.7 12.2 5.6 24.5 31.4 2.4 32.5 15.8 18.6 0.3 1.2 0.2 12.2 12.5
Number of Traders in Each Category Total Traders: 129
5 9 8 20 30 18 34 25 23 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 290,782
Positions
99,526 5,219 6,219 71,184 120,676 4,040 43,738 82,146 23,561 8,253 4,803 23 34,238 44,095
Changes from: September 12, 2023 Total Change is: -3,734
-5,532 -9,527 -3,582 3,194 7,328 142 13,638 9,163 -5,369 -2,861 -688 -1 -3,362 -1,198
Percent of Open Interest Represented by Each Category of Trader
34.2 1.8 2.1 24.5 41.5 1.4 15.0 28.2 8.1 2.8 1.7 0.0 11.8 15.2
Number of Traders in Each Category Total Traders: 156
12 . 6 27 31 17 28 37 24 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 801,072
Positions
18,277 404,966 28,575 472,100 113,424 24,485 49,305 72,611 84,498 32,753 8,976 5,562 85,516 57,975
Changes from: September 12, 2023 Total Change is: -45,045
-7,195 -35,565 -14,734 1,396 6,159 -282 -8,540 6,967 -6,604 1,525 85 -295 -10,316 -775
Percent of Open Interest Represented by Each Category of Trader
2.3 50.6 3.6 58.9 14.2 3.1 6.2 9.1 10.5 4.1 1.1 0.7 10.7 7.2
Number of Traders in Each Category Total Traders: 301
12 16 14 114 35 51 40 50 35 24 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,395
Positions
0 10,371 0 14,464 8,270 2,467 780 3,224 0 0 0 0 11,684 5,063
Changes from: September 12, 2023 Total Change is: -1,645
-443 -953 0 436 2,265 -346 -261 -500 -417 0 0 0 -614 -1,694
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.0 49.2 28.1 8.4 2.7 11.0 0.0 0.0 0.0 0.0 39.7 17.2
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 September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,336
Positions
2,915 5,539 522 4,862 6,894 1,028 4,915 1,000 321 0 1,820 0 8,773 6,212
Changes from: September 12, 2023 Total Change is: -233
0 5 468 40 -865 -40 -453 0 291 0 0 0 -539 -92
Percent of Open Interest Represented by Each Category of Trader
12.5 23.7 2.2 20.8 29.5 4.4 21.1 4.3 1.4 0.0 7.8 0.0 37.6 26.6
Number of Traders in Each Category Total Traders: 21
. . . 5 5 . 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 232,810
Positions
130,267 1,651 1,843 33,591 137,194 4,324 28,226 41,753 11,561 2,421 1,019 211 20,366 33,253
Changes from: September 12, 2023 Total Change is: -32,824
18,050 -1,839 -23,587 -5,359 2,035 542 -6,578 8,138 -13,108 64 -71 77 -2,925 -5,011
Percent of Open Interest Represented by Each Category of Trader
56.0 0.7 0.8 14.4 58.9 1.9 12.1 17.9 5.0 1.0 0.4 0.1 8.7 14.3
Number of Traders in Each Category Total Traders: 109
11 . 5 10 29 12 15 33 18 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 223,155
Positions
1,570 51,720 233 132,351 8,575 1,947 70,957 39,211 4,542 4,897 114,355 0 6,658 2,572
Changes from: September 12, 2023 Total Change is: -15,146
112 -6,997 -9,580 1,425 37 -108 -993 5,561 -8,736 3,368 4,782 -12 -622 -93
Percent of Open Interest Represented by Each Category of Trader
0.7 23.2 0.1 59.3 3.8 0.9 31.8 17.6 2.0 2.2 51.2 0.0 3.0 1.2
Number of Traders in Each Category Total Traders: 162
. 9 . 28 11 6 60 26 10 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,945
Positions
1,404 17,926 622 14,200 2,115 60 15,483 13,657 413 3,631 3,836 0 4,132 1,316
Changes from: September 12, 2023 Total Change is: 4,975
-231 447 57 1,894 -1,528 45 2,502 5,943 0 -118 18 0 826 -7
Percent of Open Interest Represented by Each Category of Trader
3.5 44.9 1.6 35.5 5.3 0.2 38.8 34.2 1.0 9.1 9.6 0.0 10.3 3.3
Number of Traders in Each Category Total Traders: 82
. 4 . 16 7 . 23 13 . 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 52,595
Positions
34,031 191 65 6,582 34,311 316 7,880 10,423 272 431 970 18 3,000 6,029
Changes from: September 12, 2023 Total Change is: -14,900
5,841 191 -8,431 1,806 685 55 -7,965 -1,661 -6,009 231 306 0 -428 -36
Percent of Open Interest Represented by Each Category of Trader
64.7 0.4 0.1 12.5 65.2 0.6 15.0 19.8 0.5 0.8 1.8 0.0 5.7 11.5
Number of Traders in Each Category Total Traders: 83
8 . . 6 23 . 16 22 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,085
Positions
725 120 28 1,843 2,573 77 2,748 2,332 135 268 0 0 1,261 1,820
Changes from: September 12, 2023 Total Change is: -18,625
-20,274 -7,031 -1 1,260 -641 0 830 -10,295 -592 -40 0 0 192 -65
Percent of Open Interest Represented by Each Category of Trader
10.2 1.7 0.4 26.0 36.3 1.1 38.8 32.9 1.9 3.8 0.0 0.0 17.8 25.7
Number of Traders in Each Category Total Traders: 28
. . . . 4 . 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 87,007
Positions
36,268 24,724 939 16,937 12,039 347 10,363 14,737 3,306 5,936 18,485 0 12,911 12,430
Changes from: September 12, 2023 Total Change is: -15,932
-5,825 -805 -3,953 595 1,923 181 383 -9,573 -1,938 -3,172 461 -515 -1,688 -1,713
Percent of Open Interest Represented by Each Category of Trader
41.7 28.4 1.1 19.5 13.8 0.4 11.9 16.9 3.8 6.8 21.2 0.0 14.8 14.3
Number of Traders in Each Category Total Traders: 95
13 10 4 19 9 5 18 18 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 87,007
Positions
36,268 24,724 939 16,937 12,039 347 10,363 14,737 3,306 5,936 18,485 0 12,911 12,430
Changes from: September 12, 2023 Total Change is: -15,932
-5,825 -805 -3,953 595 1,923 181 383 -9,573 -1,938 -3,172 461 -515 -1,688 -1,713
Percent of Open Interest Represented by Each Category of Trader
41.7 28.4 1.1 19.5 13.8 0.4 11.9 16.9 3.8 6.8 21.2 0.0 14.8 14.3
Number of Traders in Each Category Total Traders: 95
13 10 4 19 9 5 18 18 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 44,545
Positions
9,507 30,801 0 26,710 5,373 2,355 3,589 4,994 0 0 0 0 2,384 1,022
Changes from: September 12, 2023 Total Change is: -16,831
-649 184 -18,728 1,792 1,891 398 501 -515 -13 0 0 0 -132 -48
Percent of Open Interest Represented by Each Category of Trader
21.3 69.1 0.0 60.0 12.1 5.3 8.1 11.2 0.0 0.0 0.0 0.0 5.4 2.3
Number of Traders in Each Category Total Traders: 43
5 5 0 20 5 4 4 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,930,458
Positions
250,914 665,314 212,409 1,166,158 304,851 209,896 91,947 432,931 591,479 80,959 187,323 32,838 293,857 293,417
Changes from: September 12, 2023 Total Change is: -567,169
-29,208 -52,352 -152,490 67,416 -17,712 -37,974 -80,876 -5,242 -193,617 -39,745 -5,932 -55,240 -45,435 -46,611
Percent of Open Interest Represented by Each Category of Trader
8.6 22.7 7.2 39.8 10.4 7.2 3.1 14.8 20.2 2.8 6.4 1.1 10.0 10.0
Number of Traders in Each Category Total Traders: 564
32 40 45 178 64 111 66 105 108 43 32 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,194
Positions
5,404 3,983 0 8,538 9,771 1,025 1,739 933 0 0 0 0 1,488 2,482
Changes from: September 12, 2023 Total Change is: -10,660
-4,913 -4,374 -5,534 554 -1,160 273 -451 67 -4 0 0 0 -585 72
Percent of Open Interest Represented by Each Category of Trader
29.7 21.9 0.0 46.9 53.7 5.6 9.6 5.1 0.0 0.0 0.0 0.0 8.2 13.6
Number of Traders in Each Category Total Traders: 24
5 5 0 5 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,336
Positions
2,011 18,547 0 14,320 1,848 0 3,663 1,683 0 0 0 0 3,342 1,258
Changes from: September 12, 2023 Total Change is: -10,159
-3,526 -9,915 -1,064 2,234 847 0 -7,108 253 -477 0 0 0 -218 197
Percent of Open Interest Represented by Each Category of Trader
8.6 79.5 0.0 61.4 7.9 0.0 15.7 7.2 0.0 0.0 0.0 0.0 14.3 5.4
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 September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,919,503
Positions
250,598 665,188 212,409 1,164,503 304,638 209,338 93,339 432,841 587,704 80,959 186,672 32,614 288,038 288,099
Changes from: September 12, 2023 Total Change is: -548,980
-29,955 -52,800 -150,814 67,354 -17,712 -37,981 -79,363 -16,382 -181,182 -39,745 -9,547 -52,075 -45,218 -30,486
Percent of Open Interest Represented by Each Category of Trader
8.6 22.8 7.3 39.9 10.4 7.2 3.2 14.8 20.1 2.8 6.4 1.1 9.9 9.9
Number of Traders in Each Category Total Traders: 551
31 40 45 174 63 108 64 102 105 43 31 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 32,603
Positions
22,826 30,044 0 7,382 880 0 458 519 0 0 0 0 1,937 1,160
Changes from: September 12, 2023 Total Change is: -8,963
624 3,661 -8,733 -190 0 0 149 -3,083 -412 0 0 0 -401 -396
Percent of Open Interest Represented by Each Category of Trader
70.0 92.2 0.0 22.6 2.7 0.0 1.4 1.6 0.0 0.0 0.0 0.0 5.9 3.6
Number of Traders in Each Category Total Traders: 22
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,207
Positions
6,266 15,169 0 25,772 1,824 485 1,473 14,393 57 0 0 0 2,154 4,279
Changes from: September 12, 2023 Total Change is: -9,318
-8,867 4,376 -5,270 4,623 -1,324 353 -38 -9,223 0 0 0 0 -119 1,770
Percent of Open Interest Represented by Each Category of Trader
17.3 41.9 0.0 71.2 5.0 1.3 4.1 39.8 0.2 0.0 0.0 0.0 5.9 11.8
Number of Traders in Each Category Total Traders: 32
5 6 0 10 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 109,547
Positions
3,161 1,261 0 18,957 4,535 3,173 12,952 27,772 10,875 0 6,505 2,238 58,191 53,188
Changes from: September 12, 2023 Total Change is: -181,890
-8,240 -11,234 -1,044 629 14 62 -116,410 10,125 -23,066 -31,711 4,439 58 -2,168 -161,244
Percent of Open Interest Represented by Each Category of Trader
2.9 1.2 0.0 17.3 4.1 2.9 11.8 25.4 9.9 0.0 5.9 2.0 53.1 48.6
Number of Traders in Each Category Total Traders: 27
. . 0 9 . 5 4 7 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 354,623
Positions
105,919 112,339 142,545 0 38,000 0 32,215 8,832 46,019 24,277 0 0 3,648 6,888
Changes from: September 12, 2023 Total Change is: -21,756
-1,275 -6,085 -15,284 0 0 0 -4,540 0 893 0 0 0 -1,550 -1,280
Percent of Open Interest Represented by Each Category of Trader
29.9 31.7 40.2 0.0 10.7 0.0 9.1 2.5 13.0 6.8 0.0 0.0 1.0 1.9
Number of Traders in Each Category Total Traders: 34
10 9 17 0 . 0 5 . 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 39,449
Positions
4,748 8,719 0 23,028 21,195 2,233 1,772 2,219 4 0 439 0 7,664 4,640
Changes from: September 12, 2023 Total Change is: -2,669
543 2,435 -2,206 72 -1,074 63 -1,116 354 -72 0 -1,676 0 47 -493
Percent of Open Interest Represented by Each Category of Trader
12.0 22.1 0.0 58.4 53.7 5.7 4.5 5.6 0.0 0.0 1.1 0.0 19.4 11.8
Number of Traders in Each Category Total Traders: 64
5 7 0 29 12 10 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 281,362
Positions
41,411 69,480 15,264 87,678 20,309 8,160 43,316 63,832 29,748 11,091 28,488 1,601 43,092 44,479
Changes from: September 12, 2023 Total Change is: -89,634
-12,555 12,680 -36,371 6,495 -10,620 -2,199 2,926 -7,461 -32,508 3,956 3,048 -8,625 -10,752 -7,579
Percent of Open Interest Represented by Each Category of Trader
14.7 24.7 5.4 31.2 7.2 2.9 15.4 22.7 10.6 3.9 10.1 0.6 15.3 15.8
Number of Traders in Each Category Total Traders: 328
18 30 15 78 32 42 42 63 42 30 34 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 275,424
Positions
41,383 69,637 14,909 87,618 20,377 7,977 44,412 63,830 27,398 10,952 28,027 1,579 39,198 41,692
Changes from: September 12, 2023 Total Change is: -79,005
-12,639 12,654 -35,937 6,748 -10,620 -2,304 -3,696 -11,766 -18,340 3,914 2,793 -8,522 -8,229 -6,963
Percent of Open Interest Represented by Each Category of Trader
15.0 25.3 5.4 31.8 7.4 2.9 16.1 23.2 9.9 4.0 10.2 0.6 14.2 15.1
Number of Traders in Each Category Total Traders: 303
17 27 13 75 32 40 39 59 36 24 30 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 59,375
Positions
3,825 1,978 17 2,330 1,059 101 9,195 20,172 3,351 1,393 4,605 222 38,941 27,870
Changes from: September 12, 2023 Total Change is: -106,292
-3,390 -3,963 -116 -1,470 1,059 -7 -68,270 -91,433 -7,196 -714 1,419 101 -25,231 -6,156
Percent of Open Interest Represented by Each Category of Trader
6.4 3.3 0.0 3.9 1.8 0.2 15.5 34.0 5.6 2.3 7.8 0.4 65.6 46.9
Number of Traders in Each Category Total Traders: 42
. 5 . 5 . . 10 9 6 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 451,720
Positions
118,265 84,539 8,759 169,689 150,762 39,474 58,922 99,171 10,604 20,003 35,681 411 25,594 22,319
Changes from: September 12, 2023 Total Change is: -97,708
-12,826 -32,804 -22,811 -8,353 -3,389 -2,628 -17,827 -12,889 -15,250 -11,368 -2,825 -13 -6,633 -5,100
Percent of Open Interest Represented by Each Category of Trader
26.2 18.7 1.9 37.6 33.4 8.7 13.0 22.0 2.3 4.4 7.9 0.1 5.7 4.9
Number of Traders in Each Category Total Traders: 343
28 22 4 86 66 45 44 73 31 7 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,693
Positions
3,057 5,264 0 8,436 6,045 0 378 523 0 0 0 0 822 861
Changes from: September 12, 2023 Total Change is: -4,271
-717 -1,177 -2,866 -41 -66 0 -463 0 -198 0 0 0 14 36
Percent of Open Interest Represented by Each Category of Trader
24.1 41.5 0.0 66.5 47.6 0.0 3.0 4.1 0.0 0.0 0.0 0.0 6.5 6.8
Number of Traders in Each Category Total Traders: 23
. 6 0 8 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 16,242
Positions
0 11,227 0 10,040 300 7 1,805 1,383 0 565 853 11 3,814 2,461
Changes from: September 12, 2023 Total Change is: -183
0 -722 0 -352 100 0 -262 1,118 0 0 -161 0 431 -518
Percent of Open Interest Represented by Each Category of Trader
0.0 69.1 0.0 61.8 1.8 0.0 11.1 8.5 0.0 3.5 5.3 0.1 23.5 15.2
Number of Traders in Each Category Total Traders: 26
0 5 0 10 . . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 53,078
Positions
10,870 16,228 632 19,729 2,570 536 12,356 7,693 160 1,480 2,674 0 7,315 22,585
Changes from: September 12, 2023 Total Change is: 6,615
371 -98 19 1,265 142 -8 5,549 3,099 -32 12 -681 0 -561 4,174
Percent of Open Interest Represented by Each Category of Trader
20.5 30.6 1.2 37.2 4.8 1.0 23.3 14.5 0.3 2.8 5.0 0.0 13.8 42.6
Number of Traders in Each Category Total Traders: 54
9 . . 12 4 4 13 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 384,001
Positions
32,357 202,630 2,530 258,693 72,538 37,675 21,377 20,621 2,879 18,524 37,796 619 9,347 6,713
Changes from: September 12, 2023 Total Change is: -76,064
-21,733 466 -41,747 -4,430 185 -1,757 4,260 -30,089 -3,642 -80 5,905 -3,355 -3,580 -2,030
Percent of Open Interest Represented by Each Category of Trader
8.4 52.8 0.7 67.4 18.9 9.8 5.6 5.4 0.7 4.8 9.8 0.2 2.4 1.7
Number of Traders in Each Category Total Traders: 188
12 13 5 78 43 34 18 14 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,052,925
Positions
99,393 511,331 14,092 621,425 309,576 105,740 103,180 59,899 7,745 69,732 29,298 1,847 29,771 13,397
Changes from: September 12, 2023 Total Change is: -209,799
11,741 40,460 -170,647 -10,028 8,610 -6,846 10,033 -2,096 -4,651 17,866 -18,408 -20,833 -36,434 -35,388
Percent of Open Interest Represented by Each Category of Trader
9.4 48.6 1.3 59.0 29.4 10.0 9.8 5.7 0.7 6.6 2.8 0.2 2.8 1.3
Number of Traders in Each Category Total Traders: 398
27 18 8 155 71 77 56 31 23 27 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 222,702
Positions
12,082 150,293 34,004 42,796 0 2,048 100,357 5,736 24,958 5,853 5,469 140 464 54
Changes from: September 12, 2023 Total Change is: -2,962
-152 -2,385 -1,309 -27 0 0 -1,895 492 240 60 0 0 121 0
Percent of Open Interest Represented by Each Category of Trader
5.4 67.5 15.3 19.2 0.0 0.9 45.1 2.6 11.2 2.6 2.5 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 106
8 28 16 16 0 . 35 6 13 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,518,163
Positions
25,173 185,790 38,100 829,503 247,776 190,537 26,427 515,565 117,057 87,568 66,725 5,677 198,122 150,935
Changes from: September 12, 2023 Total Change is: 34,187
591 18,563 6,814 35,018 5,213 -125 -3,192 8,248 4,765 -5,274 880 284 -4,695 -10,455
Percent of Open Interest Represented by Each Category of Trader
1.7 12.2 2.5 54.6 16.3 12.6 1.7 34.0 7.7 5.8 4.4 0.4 13.1 9.9
Number of Traders in Each Category Total Traders: 219
11 18 21 65 42 66 23 41 45 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,550,350
Positions
8,801 69,185 7,292 922,014 289,039 272,432 85,184 723,383 17,161 54,709 31,465 0 182,757 140,393
Changes from: September 12, 2023 Total Change is: 1,369
630 -19,753 1,171 11,750 18,202 -7,859 -4,067 13,353 -5,658 -2,311 1,218 -60 7,774 756
Percent of Open Interest Represented by Each Category of Trader
0.6 4.5 0.5 59.5 18.6 17.6 5.5 46.7 1.1 3.5 2.0 0.0 11.8 9.1
Number of Traders in Each Category Total Traders: 174
4 10 4 74 31 56 11 29 13 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,806,739
Positions
153,526 350,523 7,438 1,718,031 538,196 313,707 773,987 2,128,771 122,585 430,655 172,498 26,143 260,668 146,879
Changes from: September 12, 2023 Total Change is: 107,263
-802 11,832 672 28,951 27,623 6,639 6,128 31,381 29,326 36,811 3,942 566 -1,028 -4,718
Percent of Open Interest Represented by Each Category of Trader
4.0 9.2 0.2 45.1 14.1 8.2 20.3 55.9 3.2 11.3 4.5 0.7 6.8 3.9
Number of Traders in Each Category Total Traders: 451
40 22 10 154 44 92 63 67 48 50 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,349,897
Positions
98,339 308,525 170,186 2,634,854 1,291,543 687,632 314,404 1,724,897 496,159 450,787 217,648 60,747 436,789 392,559
Changes from: September 12, 2023 Total Change is: 52,958
4,980 -29,206 11,432 -18,974 62,790 15,641 -1,047 -11,434 20,109 18,107 -2,592 -7,115 9,824 -6,668
Percent of Open Interest Represented by Each Category of Trader
1.8 5.8 3.2 49.3 24.1 12.9 5.9 32.2 9.3 8.4 4.1 1.1 8.2 7.3
Number of Traders in Each Category Total Traders: 435
21 36 42 130 64 112 54 81 84 32 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,826,122
Positions
71,255 102,815 1,424 870,025 630,722 299,759 225,817 406,007 18,204 146,462 70,025 759 192,417 296,407
Changes from: September 12, 2023 Total Change is: 44,661
813 -4,980 -440 -14,074 34,273 11,348 43,008 -7,187 -477 3,060 -5,787 -904 2,327 18,815
Percent of Open Interest Represented by Each Category of Trader
3.9 5.6 0.1 47.6 34.5 16.4 12.4 22.2 1.0 8.0 3.8 0.0 10.5 16.2
Number of Traders in Each Category Total Traders: 173
5 14 . 47 50 54 16 24 13 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,154
Positions
0 0 0 0 0 0 3,721 1,054 3,989 528 1,739 0 916 2,372
Changes from: September 12, 2023 Total Change is: 786
0 0 0 0 0 0 962 -271 -250 126 722 0 -52 585
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 40.6 11.5 43.6 5.8 19.0 0.0 10.0 25.9
Number of Traders in Each Category Total Traders: 36
0 0 0 0 0 0 . . . 6 25 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,864,023
Positions
114,721 732,528 90,171 2,695,166 1,021,032 724,542 850,225 2,515,529 299,565 661,908 121,740 19,732 407,994 339,184
Changes from: September 12, 2023 Total Change is: 149,339
24,296 12,934 9,776 23,493 36,943 4,527 28,077 43,038 44,996 21,727 -4,289 2,060 -9,614 -645
Percent of Open Interest Represented by Each Category of Trader
2.0 12.5 1.5 46.0 17.4 12.4 14.5 42.9 5.1 11.3 2.1 0.3 7.0 5.8
Number of Traders in Each Category Total Traders: 406
18 31 26 145 42 98 48 78 63 32 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,465,422
Positions
473,520 292,232 297,483 30,350 64,864 15,124 217,016 349,532 386,973 13,498 1,877 2,451 29,007 54,886
Changes from: September 12, 2023 Total Change is: 7,161
19,641 41,424 10,011 -731 -19,070 1,020 20,695 4,392 -39,849 3,466 532 -423 -6,669 9,124
Percent of Open Interest Represented by Each Category of Trader
32.3 19.9 20.3 2.1 4.4 1.0 14.8 23.9 26.4 0.9 0.1 0.2 2.0 3.7
Number of Traders in Each Category Total Traders: 141
28 30 51 . 4 6 29 33 53 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,814
Positions
4,363 2,946 6,320 464 0 339 729 2,159 3,456 0 538 33 110 23
Changes from: September 12, 2023 Total Change is: 2,108
125 62 1,193 270 0 -6 521 738 -30 0 163 10 25 -22
Percent of Open Interest Represented by Each Category of Trader
27.6 18.6 40.0 2.9 0.0 2.1 4.6 13.7 21.9 0.0 3.4 0.2 0.7 0.1
Number of Traders in Each Category Total Traders: 34
7 8 7 . 0 . 7 7 15 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is20,422,429
Positions
2,472,224 2,809,135 3,402,156 343,821 644,281 1,571,740 1,668,141 902,096 10,442,829 149,777 272,296 336,756 34,985 41,141
Changes from: September 12, 2023 Total Change is:-2,624,607
-23,561 -11,178 -326,978 -3,756 44,651 -32,696 52,981 25,064 -2,282,681 23,181 -12,182 -26,678 -4,420 -1,930
Percent of Open Interest Represented by Each Category of Trader
12.1 13.8 16.7 1.7 3.2 7.7 8.2 4.4 51.1 0.7 1.3 1.6 0.2 0.2
Number of Traders in Each Category Total Traders: 1,067
72 118 145 58 68 81 142 201 226 205 153 172
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 897,685
Positions
397,380 209,281 180,100 11,488 6,176 9,116 134,149 290,248 162,719 2,265 39,540 93 375 412
Changes from: September 12, 2023 Total Change is: 37,765
4,798 21,483 14,357 2,353 705 1,190 5,968 -7,194 9,087 -54 5,002 -37 103 -6,828
Percent of Open Interest Represented by Each Category of Trader
44.3 23.3 20.1 1.3 0.7 1.0 14.9 32.3 18.1 0.3 4.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 182
33 50 55 . 6 . 35 43 45 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 71,841
Positions
2,788 95 31,343 40 168 0 4,095 16,306 21,529 12,043 886 0 3 1,514
Changes from: September 12, 2023 Total Change is: -693
45 -1,434 -45 0 0 0 -65 -566 -101 -453 37 -74 0 1,490
Percent of Open Interest Represented by Each Category of Trader
3.9 0.1 43.6 0.1 0.2 0.0 5.7 22.7 30.0 16.8 1.2 0.0 0.0 2.1
Number of Traders in Each Category Total Traders: 23
. . . . . 0 . 5 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,644
Positions
7,088 0 1,253 0 469 0 2,414 11,722 2,898 7,991 5,244 0 0 58
Changes from: September 12, 2023 Total Change is: -793
10 0 0 0 0 0 246 -215 -351 -698 -223 0 0 -4
Percent of Open Interest Represented by Each Category of Trader
32.7 0.0 5.8 0.0 2.2 0.0 11.2 54.2 13.4 36.9 24.2 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 18,381
Positions
620 2,069 209 7,524 850 324 2,038 10,361 3,405 2,786 119 219 1,256 825
Changes from: September 12, 2023 Total Change is: 1,280
90 454 -40 31 -441 -20 574 1,084 297 322 1 -32 58 -23
Percent of Open Interest Represented by Each Category of Trader
3.4 11.3 1.1 40.9 4.6 1.8 11.1 56.4 18.5 15.2 0.6 1.2 6.8 4.5
Number of Traders in Each Category Total Traders: 109
5 9 4 10 6 . 18 44 20 12 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 11,389
Positions
298 426 50 373 838 21 2,488 3,445 3,092 2,278 2,022 287 2,502 1,208
Changes from: September 12, 2023 Total Change is: -889
60 -145 -165 -27 110 -5 -1,069 -369 -174 416 -99 93 -18 -135
Percent of Open Interest Represented by Each Category of Trader
2.6 3.7 0.4 3.3 7.4 0.2 21.8 30.3 27.1 20.0 17.8 2.5 22.0 10.6
Number of Traders in Each Category Total Traders: 100
. . . 4 . . 17 11 13 46 14 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 5,611
Positions
332 216 219 272 959 0 1,612 2,398 1,090 1,496 134 66 524 529
Changes from: September 12, 2023 Total Change is: -579
18 61 2 19 -157 0 -849 -603 234 66 0 -31 -38 -85
Percent of Open Interest Represented by Each Category of Trader
5.9 3.8 3.9 4.8 17.1 0.0 28.7 42.7 19.4 26.7 2.4 1.2 9.3 9.4
Number of Traders in Each Category Total Traders: 74
6 5 . . . 0 20 25 16 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 16,165
Positions
885 65 1,342 59 712 0 3,891 6,095 2,719 6,304 4,439 454 511 339
Changes from: September 12, 2023 Total Change is: -1,957
-1,476 65 741 59 -108 0 -57 -165 -1,374 84 -1,206 41 25 49
Percent of Open Interest Represented by Each Category of Trader
5.5 0.4 8.3 0.4 4.4 0.0 24.1 37.7 16.8 39.0 27.5 2.8 3.2 2.1
Number of Traders in Each Category Total Traders: 87
. . . . . 0 7 8 5 49 19 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 39,297
Positions
0 21,287 0 18,552 1,233 732 11,601 10,695 688 3,386 2,070 5 4,333 2,587
Changes from: September 12, 2023 Total Change is: -1,727
0 11,205 0 260 276 -14 363 -10,067 -2,008 -109 -845 -4 -215 -270
Percent of Open Interest Represented by Each Category of Trader
0.0 54.2 0.0 47.2 3.1 1.9 29.5 27.2 1.8 8.6 5.3 0.0 11.0 6.6
Number of Traders in Each Category Total Traders: 104
0 . 0 15 6 . 28 24 . 15 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 440,059
Positions
67,422 40,342 22,331 93,851 86,035 54,232 81,269 109,882 73,283 7,661 8,376 15,902 24,108 29,676
Changes from: September 12, 2023 Total Change is: 21,987
8,105 4,833 2,569 -1,276 3,130 6,352 1,581 -1,922 9,473 2,440 -2 -4,141 -3,116 1,695
Percent of Open Interest Represented by Each Category of Trader
15.3 9.2 5.1 21.3 19.6 12.3 18.5 25.0 16.7 1.7 1.9 3.6 5.5 6.7
Number of Traders in Each Category Total Traders: 223
18 9 20 29 31 26 40 53 63 14 15 24
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Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 66,654
Positions
46,310 46,219 4,445 9,391 2,930 563 5,075 11,879 271 242 190 57 300 100
Changes from: September 12, 2023 Total Change is: 1,462
-735 0 1,613 -41 68 -68 721 6 0 27 -69 1 -56 -89
Percent of Open Interest Represented by Each Category of Trader
69.5 69.3 6.7 14.1 4.4 0.8 7.6 17.8 0.4 0.4 0.3 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 37
5 . . 11 . . 6 5 . . . .
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Updated September 22, 2023