Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 187,966
Positions
86,745 37,429 3,312 28,923 51,177 5,923 11,869 47,130 10,049 5,419 1,123 75 35,651 31,749
Changes from: September 19, 2023 Total Change is: -69,902
6,209 27,468 -66,494 2,416 -28,490 179 -9,791 4,214 -1,218 541 22 -1 -1,744 -5,583
Percent of Open Interest Represented by Each Category of Trader
46.1 19.9 1.8 15.4 27.2 3.2 6.3 25.1 5.3 2.9 0.6 0.0 19.0 16.9
Number of Traders in Each Category Total Traders: 108
7 6 9 16 24 14 13 32 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 58,813
Positions
23,178 678 1,808 5,657 23,383 0 14,724 9,013 2,296 1,351 0 0 9,798 21,635
Changes from: September 19, 2023 Total Change is: 7,605
5,849 678 -63 -472 1,484 -10 2,021 1,076 214 -240 0 0 306 4,225
Percent of Open Interest Represented by Each Category of Trader
39.4 1.2 3.1 9.6 39.8 0.0 25.0 15.3 3.9 2.3 0.0 0.0 16.7 36.8
Number of Traders in Each Category Total Traders: 52
8 . 5 5 13 0 12 11 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 275,716
Positions
45,586 18,740 18,183 44,851 103,658 6,418 87,467 47,025 43,648 884 3,334 301 28,378 34,409
Changes from: September 19, 2023 Total Change is: 41,361
36,826 -9,948 4,973 -12,498 30,017 908 11,319 10,051 27 248 499 -237 -205 5,070
Percent of Open Interest Represented by Each Category of Trader
16.5 6.8 6.6 16.3 37.6 2.3 31.7 17.1 15.8 0.3 1.2 0.1 10.3 12.5
Number of Traders in Each Category Total Traders: 131
8 7 7 16 35 15 31 28 24 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 314,555
Positions
106,428 5,387 7,900 73,782 126,357 4,627 50,270 93,442 26,360 8,304 3,504 2 36,883 46,977
Changes from: September 19, 2023 Total Change is: 23,773
6,903 168 1,681 2,598 5,681 586 6,531 11,296 2,799 50 -1,299 -21 2,645 2,882
Percent of Open Interest Represented by Each Category of Trader
33.8 1.7 2.5 23.5 40.2 1.5 16.0 29.7 8.4 2.6 1.1 0.0 11.7 14.9
Number of Traders in Each Category Total Traders: 161
14 . 7 27 32 16 28 39 23 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 815,841
Positions
16,969 388,019 35,386 465,631 120,625 27,224 55,448 79,394 90,733 32,891 9,709 5,432 86,128 59,319
Changes from: September 19, 2023 Total Change is: 14,769
-1,309 -16,947 6,811 -6,469 7,201 2,739 6,143 6,783 6,235 138 732 -130 611 1,344
Percent of Open Interest Represented by Each Category of Trader
2.1 47.6 4.3 57.1 14.8 3.3 6.8 9.7 11.1 4.0 1.2 0.7 10.6 7.3
Number of Traders in Each Category Total Traders: 301
10 19 13 112 36 51 40 47 36 26 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,015
Positions
0 10,368 0 13,969 4,560 2,467 704 7,222 0 0 0 0 11,875 4,398
Changes from: September 19, 2023 Total Change is: -380
0 -3 0 -495 -3,710 0 -76 3,998 0 0 0 0 191 -665
Percent of Open Interest Represented by Each Category of Trader
0.0 35.7 0.0 48.1 15.7 8.5 2.4 24.9 0.0 0.0 0.0 0.0 40.9 15.2
Number of Traders in Each Category Total Traders: 28
0 . 0 15 4 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 228,269
Positions
124,676 4,478 1,724 33,940 129,364 4,677 27,610 38,912 12,293 1,506 0 141 21,702 36,680
Changes from: September 19, 2023 Total Change is: -4,541
-5,591 2,827 -119 349 -7,830 352 -616 -2,841 732 -915 -1,019 -70 1,337 3,427
Percent of Open Interest Represented by Each Category of Trader
54.6 2.0 0.8 14.9 56.7 2.0 12.1 17.0 5.4 0.7 0.0 0.1 9.5 16.1
Number of Traders in Each Category Total Traders: 102
10 4 6 12 27 12 15 30 14 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 219,673
Positions
3,512 49,089 187 126,776 6,817 2,172 71,678 39,796 3,814 4,925 115,187 0 6,609 2,611
Changes from: September 19, 2023 Total Change is: -3,482
1,942 -2,631 -46 -5,575 -1,758 225 721 585 -728 28 831 0 -49 39
Percent of Open Interest Represented by Each Category of Trader
1.6 22.3 0.1 57.7 3.1 1.0 32.6 18.1 1.7 2.2 52.4 0.0 3.0 1.2
Number of Traders in Each Category Total Traders: 162
4 7 . 25 11 6 59 28 9 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 55,588
Positions
1,225 19,063 11,091 22,150 2,830 30 12,049 16,246 1,353 3,461 3,326 0 4,229 1,649
Changes from: September 19, 2023 Total Change is: 15,643
-179 1,137 10,469 7,950 715 -30 -3,434 2,589 940 -170 -510 0 97 333
Percent of Open Interest Represented by Each Category of Trader
2.2 34.3 20.0 39.8 5.1 0.1 21.7 29.2 2.4 6.2 6.0 0.0 7.6 3.0
Number of Traders in Each Category Total Traders: 76
. 4 . 15 7 . 18 12 5 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 50,765
Positions
29,343 3,882 69 6,400 27,680 381 10,650 11,556 857 700 735 17 2,348 5,588
Changes from: September 19, 2023 Total Change is: -1,830
-4,688 3,691 4 -182 -6,631 65 2,770 1,133 585 269 -235 -1 -652 -441
Percent of Open Interest Represented by Each Category of Trader
57.8 7.6 0.1 12.6 54.5 0.8 21.0 22.8 1.7 1.4 1.4 0.0 4.6 11.0
Number of Traders in Each Category Total Traders: 90
8 . . 10 22 4 16 26 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 9,949
Positions
680 278 24 5,582 2,561 77 2,117 4,901 74 368 0 0 1,027 2,034
Changes from: September 19, 2023 Total Change is: 2,864
-45 158 -4 3,739 -12 0 -631 2,569 -61 100 0 0 -234 214
Percent of Open Interest Represented by Each Category of Trader
6.8 2.8 0.2 56.1 25.7 0.8 21.3 49.3 0.7 3.7 0.0 0.0 10.3 20.4
Number of Traders in Each Category Total Traders: 31
. . . . 5 . 7 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 92,573
Positions
37,899 21,965 1,053 15,482 14,970 365 13,965 22,281 2,249 6,973 17,243 2 14,585 12,445
Changes from: September 19, 2023 Total Change is: 5,566
1,631 -2,759 114 -1,455 2,931 18 3,602 7,544 -1,057 1,037 -1,242 2 1,674 15
Percent of Open Interest Represented by Each Category of Trader
40.9 23.7 1.1 16.7 16.2 0.4 15.1 24.1 2.4 7.5 18.6 0.0 15.8 13.4
Number of Traders in Each Category Total Traders: 94
15 10 4 17 9 4 18 19 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 92,573
Positions
37,899 21,965 1,053 15,482 14,970 365 13,965 22,281 2,249 6,973 17,243 2 14,585 12,445
Changes from: September 19, 2023 Total Change is: 5,566
1,631 -2,759 114 -1,455 2,931 18 3,602 7,544 -1,057 1,037 -1,242 2 1,674 15
Percent of Open Interest Represented by Each Category of Trader
40.9 23.7 1.1 16.7 16.2 0.4 15.1 24.1 2.4 7.5 18.6 0.0 15.8 13.4
Number of Traders in Each Category Total Traders: 94
15 10 4 17 9 4 18 19 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 45,064
Positions
9,290 29,019 0 28,112 5,373 2,279 3,030 7,246 0 0 0 0 2,353 1,147
Changes from: September 19, 2023 Total Change is: 519
-217 -1,782 0 1,402 0 -76 -559 2,252 0 0 0 0 -31 125
Percent of Open Interest Represented by Each Category of Trader
20.6 64.4 0.0 62.4 11.9 5.1 6.7 16.1 0.0 0.0 0.0 0.0 5.2 2.5
Number of Traders in Each Category Total Traders: 43
4 6 0 20 5 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,255,301
Positions
269,435 663,278 248,272 1,105,503 348,718 219,555 154,742 483,323 790,400 113,398 164,574 31,744 322,255 305,437
Changes from: September 19, 2023 Total Change is: 324,844
18,520 -2,036 35,862 -60,655 43,868 9,659 62,795 50,393 198,921 32,439 -22,749 -1,094 28,397 12,020
Percent of Open Interest Represented by Each Category of Trader
8.3 20.4 7.6 34.0 10.7 6.7 4.8 14.8 24.3 3.5 5.1 1.0 9.9 9.4
Number of Traders in Each Category Total Traders: 579
32 39 47 172 71 115 73 102 114 67 20 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,552
Positions
4,873 6,538 0 8,233 6,818 1,025 1,848 415 0 0 0 0 1,573 2,756
Changes from: September 19, 2023 Total Change is: -642
-531 2,555 0 -305 -2,953 0 109 -518 0 0 0 0 85 274
Percent of Open Interest Represented by Each Category of Trader
27.8 37.2 0.0 46.9 38.8 5.8 10.5 2.4 0.0 0.0 0.0 0.0 9.0 15.7
Number of Traders in Each Category Total Traders: 23
4 7 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,915
Positions
1,556 20,150 0 16,439 1,852 0 4,079 1,318 0 0 0 0 2,841 1,595
Changes from: September 19, 2023 Total Change is: 1,579
-455 1,603 0 2,119 4 0 416 -365 0 0 0 0 -501 337
Percent of Open Interest Represented by Each Category of Trader
6.2 80.9 0.0 66.0 7.4 0.0 16.4 5.3 0.0 0.0 0.0 0.0 11.4 6.4
Number of Traders in Each Category Total Traders: 37
. 8 0 13 . 0 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,240,870
Positions
269,435 664,054 247,236 1,104,014 348,681 218,998 155,744 480,983 786,267 114,482 164,574 30,553 314,141 299,522
Changes from: September 19, 2023 Total Change is: 321,367
18,836 -1,134 34,827 -60,489 44,043 9,660 62,405 48,143 198,563 33,523 -22,098 -2,061 26,102 11,424
Percent of Open Interest Represented by Each Category of Trader
8.3 20.5 7.6 34.1 10.8 6.8 4.8 14.8 24.3 3.5 5.1 0.9 9.7 9.2
Number of Traders in Each Category Total Traders: 570
32 39 46 168 70 112 71 100 112 67 20 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 33,593
Positions
22,865 31,011 0 8,322 880 0 465 431 0 0 0 0 1,941 1,271
Changes from: September 19, 2023 Total Change is: 990
39 967 0 940 0 0 7 -88 0 0 0 0 4 111
Percent of Open Interest Represented by Each Category of Trader
68.1 92.3 0.0 24.8 2.6 0.0 1.4 1.3 0.0 0.0 0.0 0.0 5.8 3.8
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 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 35,344
Positions
5,998 12,689 0 24,650 6,248 132 1,952 14,406 50 0 0 0 2,562 1,819
Changes from: September 19, 2023 Total Change is: -863
-268 -2,480 0 -1,122 4,424 -353 479 13 -7 0 0 0 408 -2,460
Percent of Open Interest Represented by Each Category of Trader
17.0 35.9 0.0 69.7 17.7 0.4 5.5 40.8 0.1 0.0 0.0 0.0 7.2 5.1
Number of Traders in Each Category Total Traders: 32
4 6 0 9 4 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 144,313
Positions
10,352 2,593 0 18,379 3,867 2,077 20,891 54,318 10,409 1,062 11,902 0 81,143 59,147
Changes from: September 19, 2023 Total Change is: 34,766
7,191 1,332 0 -578 -668 -1,096 7,939 26,546 -465 1,062 5,397 -2,238 22,951 5,958
Percent of Open Interest Represented by Each Category of Trader
7.2 1.8 0.0 12.7 2.7 1.4 14.5 37.6 7.2 0.7 8.2 0.0 56.2 41.0
Number of Traders in Each Category Total Traders: 25
. . 0 9 . 5 4 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 358,373
Positions
111,469 117,089 141,045 0 38,000 0 31,415 8,832 46,519 24,277 0 0 3,648 6,888
Changes from: September 19, 2023 Total Change is: 3,750
5,550 4,750 -1,500 0 0 0 -800 0 500 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.1 32.7 39.4 0.0 10.6 0.0 8.8 2.5 13.0 6.8 0.0 0.0 1.0 1.9
Number of Traders in Each Category Total Traders: 33
10 9 17 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,498
Positions
4,782 8,036 22 21,456 21,995 2,029 2,099 1,085 6 0 0 0 8,104 5,325
Changes from: September 19, 2023 Total Change is: -951
34 -683 22 -1,572 800 -204 327 -1,134 2 0 -439 0 440 685
Percent of Open Interest Represented by Each Category of Trader
12.4 20.9 0.1 55.7 57.1 5.3 5.5 2.8 0.0 0.0 0.0 0.0 21.1 13.8
Number of Traders in Each Category Total Traders: 56
5 5 . 26 12 11 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 300,798
Positions
44,383 63,285 16,952 84,355 26,342 6,902 36,235 68,556 43,337 16,950 26,317 2,264 49,419 46,842
Changes from: September 19, 2023 Total Change is: 19,436
2,972 -6,196 1,688 -3,323 6,032 -1,258 -7,081 4,724 13,589 5,859 -2,170 663 6,327 2,363
Percent of Open Interest Represented by Each Category of Trader
14.8 21.0 5.6 28.0 8.8 2.3 12.0 22.8 14.4 5.6 8.7 0.8 16.4 15.6
Number of Traders in Each Category Total Traders: 348
19 32 14 77 31 42 43 78 50 34 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 292,788
Positions
44,348 63,924 16,198 84,180 26,406 6,739 39,134 67,875 39,381 16,687 25,679 2,236 43,885 44,350
Changes from: September 19, 2023 Total Change is: 17,364
2,966 -5,713 1,289 -3,438 6,029 -1,237 -5,278 4,045 11,983 5,736 -2,348 657 4,687 2,658
Percent of Open Interest Represented by Each Category of Trader
15.1 21.8 5.5 28.8 9.0 2.3 13.4 23.2 13.5 5.7 8.8 0.8 15.0 15.1
Number of Traders in Each Category Total Traders: 317
18 30 13 73 31 40 39 72 46 23 31 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 80,097
Positions
7,893 1,151 0 3,262 873 111 4,650 40,445 5,930 2,626 6,383 282 55,343 24,921
Changes from: September 19, 2023 Total Change is: 20,722
4,068 -827 -17 932 -186 10 -4,545 20,273 2,579 1,233 1,778 60 16,402 -2,948
Percent of Open Interest Represented by Each Category of Trader
9.9 1.4 0.0 4.1 1.1 0.1 5.8 50.5 7.4 3.3 8.0 0.4 69.1 31.1
Number of Traders in Each Category Total Traders: 50
. . 0 6 . . 9 14 9 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 471,784
Positions
120,019 83,327 9,898 166,659 155,826 41,040 71,944 108,846 13,026 22,631 36,011 428 26,138 23,381
Changes from: September 19, 2023 Total Change is: 20,064
1,754 -1,212 1,138 -3,030 5,065 1,567 13,023 9,675 2,422 2,628 330 17 545 1,062
Percent of Open Interest Represented by Each Category of Trader
25.4 17.7 2.1 35.3 33.0 8.7 15.2 23.1 2.8 4.8 7.6 0.1 5.5 5.0
Number of Traders in Each Category Total Traders: 340
31 23 5 77 68 46 47 69 31 7 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,780
Positions
3,268 8,516 0 11,114 6,046 0 378 523 0 0 0 0 1,020 695
Changes from: September 19, 2023 Total Change is: 3,087
211 3,252 0 2,678 1 0 0 0 0 0 0 0 198 -166
Percent of Open Interest Represented by Each Category of Trader
20.7 54.0 0.0 70.4 38.3 0.0 2.4 3.3 0.0 0.0 0.0 0.0 6.5 4.4
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 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,483
Positions
0 11,175 0 9,967 400 10 1,369 1,108 0 364 827 0 3,773 1,963
Changes from: September 19, 2023 Total Change is: -759
0 -52 0 -73 100 3 -436 -275 0 -201 -26 -11 -41 -498
Percent of Open Interest Represented by Each Category of Trader
0.0 72.2 0.0 64.4 2.6 0.1 8.8 7.2 0.0 2.4 5.3 0.0 24.4 12.7
Number of Traders in Each Category Total Traders: 23
0 5 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 53,690
Positions
12,020 17,064 631 18,594 1,830 566 12,266 4,284 514 1,435 3,326 0 7,664 25,475
Changes from: September 19, 2023 Total Change is: 612
1,150 836 -1 -1,135 -740 30 -90 -3,409 354 -45 652 0 349 2,890
Percent of Open Interest Represented by Each Category of Trader
22.4 31.8 1.2 34.6 3.4 1.1 22.8 8.0 1.0 2.7 6.2 0.0 14.3 47.4
Number of Traders in Each Category Total Traders: 55
13 4 . 11 . 5 11 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 385,911
Positions
33,317 199,554 2,420 253,821 82,156 36,756 28,827 19,277 2,740 18,736 36,208 619 8,675 6,181
Changes from: September 19, 2023 Total Change is: 1,910
960 -3,076 -110 -4,872 9,618 -919 7,450 -1,344 -139 212 -1,588 0 -672 -532
Percent of Open Interest Represented by Each Category of Trader
8.6 51.7 0.6 65.8 21.3 9.5 7.5 5.0 0.7 4.9 9.4 0.2 2.2 1.6
Number of Traders in Each Category Total Traders: 198
14 13 5 80 46 35 22 14 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,047,115
Positions
88,489 487,110 14,541 613,022 321,231 104,409 106,995 61,941 7,651 65,021 33,031 2,044 44,943 15,157
Changes from: September 19, 2023 Total Change is: -5,810
-10,904 -24,221 449 -8,403 11,655 -1,331 3,815 2,042 -94 -4,711 3,733 197 15,172 1,760
Percent of Open Interest Represented by Each Category of Trader
8.5 46.5 1.4 58.5 30.7 10.0 10.2 5.9 0.7 6.2 3.2 0.2 4.3 1.4
Number of Traders in Each Category Total Traders: 402
26 19 8 154 74 75 54 35 21 26 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 228,607
Positions
11,860 149,759 38,036 48,235 0 1,748 94,548 5,639 27,762 5,968 5,469 140 310 54
Changes from: September 19, 2023 Total Change is: 5,905
-222 -534 4,032 5,439 0 -300 -5,809 -97 2,804 115 0 0 -154 0
Percent of Open Interest Represented by Each Category of Trader
5.2 65.5 16.6 21.1 0.0 0.8 41.4 2.5 12.1 2.6 2.4 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
8 28 16 17 0 . 32 6 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,602,726
Positions
21,869 177,886 44,839 848,983 281,430 187,136 32,122 523,842 156,922 83,073 71,008 7,698 220,083 151,965
Changes from: September 19, 2023 Total Change is: 84,563
-3,303 -7,905 6,738 19,480 33,654 -3,400 5,695 8,276 39,865 -4,495 4,283 2,021 21,962 1,030
Percent of Open Interest Represented by Each Category of Trader
1.4 11.1 2.8 53.0 17.6 11.7 2.0 32.7 9.8 5.2 4.4 0.5 13.7 9.5
Number of Traders in Each Category Total Traders: 220
6 20 17 67 40 69 25 40 42 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,544,853
Positions
11,365 67,618 4,423 912,575 294,566 267,261 89,437 715,778 19,466 51,339 26,820 0 188,987 148,921
Changes from: September 19, 2023 Total Change is: -5,497
2,564 -1,567 -2,869 -9,439 5,527 -5,171 4,254 -7,605 2,305 -3,370 -4,645 0 6,229 8,528
Percent of Open Interest Represented by Each Category of Trader
0.7 4.4 0.3 59.1 19.1 17.3 5.8 46.3 1.3 3.3 1.7 0.0 12.2 9.6
Number of Traders in Each Category Total Traders: 168
4 8 . 72 31 57 12 29 11 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,972,952
Positions
146,231 384,155 10,541 1,734,679 538,013 321,106 884,271 2,242,606 140,394 437,112 167,377 26,880 271,738 141,880
Changes from: September 19, 2023 Total Change is: 166,213
-7,295 33,633 3,103 16,648 -183 7,399 110,284 113,835 17,809 6,457 -5,121 737 11,070 -4,998
Percent of Open Interest Represented by Each Category of Trader
3.7 9.7 0.3 43.7 13.5 8.1 22.3 56.4 3.5 11.0 4.2 0.7 6.8 3.6
Number of Traders in Each Category Total Traders: 450
36 21 10 156 44 95 69 66 41 48 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,410,222
Positions
90,421 341,854 174,434 2,636,524 1,272,573 688,310 315,390 1,755,690 497,279 498,802 228,457 52,179 456,883 399,446
Changes from: September 19, 2023 Total Change is: 60,325
-7,918 33,329 4,248 1,671 -18,970 678 986 30,793 1,120 48,015 10,809 -8,568 20,094 6,886
Percent of Open Interest Represented by Each Category of Trader
1.7 6.3 3.2 48.7 23.5 12.7 5.8 32.5 9.2 9.2 4.2 1.0 8.4 7.4
Number of Traders in Each Category Total Traders: 437
18 36 33 135 62 112 55 80 85 35 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,860,639
Positions
70,608 113,714 1,376 898,658 644,309 296,682 213,707 416,413 21,775 158,181 82,179 1,062 198,590 283,129
Changes from: September 19, 2023 Total Change is: 34,517
-647 10,899 -48 28,633 13,587 -3,077 -12,110 10,406 3,571 11,719 12,154 303 6,173 -13,278
Percent of Open Interest Represented by Each Category of Trader
3.8 6.1 0.1 48.3 34.6 15.9 11.5 22.4 1.2 8.5 4.4 0.1 10.7 15.2
Number of Traders in Each Category Total Traders: 174
5 13 4 46 52 56 12 29 15 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,304
Positions
0 0 0 0 0 0 2,551 281 153 679 1,430 0 921 2,440
Changes from: September 19, 2023 Total Change is: -4,850
0 0 0 0 0 0 -1,170 -773 -3,836 151 -309 0 5 68
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 59.3 6.5 3.6 15.8 33.2 0.0 21.4 56.7
Number of Traders in Each Category Total Traders: 32
0 0 0 0 0 0 . . . 6 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,903,397
Positions
122,606 805,487 87,716 2,731,871 1,005,316 745,486 868,976 2,505,974 268,301 646,737 115,957 16,707 414,998 352,452
Changes from: September 19, 2023 Total Change is: 39,374
7,885 72,958 -2,454 36,704 -15,716 20,944 18,751 -9,554 -31,264 -15,172 -5,783 -3,025 7,005 13,269
Percent of Open Interest Represented by Each Category of Trader
2.1 13.6 1.5 46.3 17.0 12.6 14.7 42.4 4.5 11.0 2.0 0.3 7.0 6.0
Number of Traders in Each Category Total Traders: 403
20 32 25 148 41 101 52 70 60 29 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,630,236
Positions
479,985 298,220 376,479 47,901 76,467 35,398 227,418 358,207 428,264 2,453 2,889 1,801 30,537 52,511
Changes from: September 19, 2023 Total Change is: 164,814
6,465 5,988 78,996 17,551 11,603 20,274 10,402 8,675 41,291 -11,045 1,012 -650 1,530 -2,375
Percent of Open Interest Represented by Each Category of Trader
29.4 18.3 23.1 2.9 4.7 2.2 14.0 22.0 26.3 0.2 0.2 0.1 1.9 3.2
Number of Traders in Each Category Total Traders: 143
31 31 54 . 6 7 30 35 51 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,807
Positions
4,374 3,484 5,551 276 105 242 598 1,348 2,669 0 306 33 64 69
Changes from: September 19, 2023 Total Change is: -2,007
11 538 -769 -188 105 -97 -131 -811 -787 0 -232 0 -46 46
Percent of Open Interest Represented by Each Category of Trader
31.7 25.2 40.2 2.0 0.8 1.8 4.3 9.8 19.3 0.0 2.2 0.2 0.5 0.5
Number of Traders in Each Category Total Traders: 30
9 5 6 . . . 4 9 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is19,878,482
Positions
2,199,189 2,624,531 2,893,822 332,249 574,285 1,676,014 1,771,068 1,006,086 10,459,030 131,831 224,734 379,851 35,428 40,128
Changes from: September 19, 2023 Total Change is: -543,947
-273,035 -184,604 -508,334 -11,571 -69,996 104,275 102,927 103,991 16,201 -17,946 -47,561 43,095 442 -1,013
Percent of Open Interest Represented by Each Category of Trader
11.1 13.2 14.6 1.7 2.9 8.4 8.9 5.1 52.6 0.7 1.1 1.9 0.2 0.2
Number of Traders in Each Category Total Traders: 1,058
73 112 143 57 72 81 151 190 233 204 158 172
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 984,767
Positions
438,472 239,989 207,687 23,463 5,998 5,182 128,892 306,649 178,050 2,393 40,728 73 555 411
Changes from: September 19, 2023 Total Change is: 87,082
41,092 30,708 27,587 11,975 -178 -3,934 -5,257 16,401 15,331 128 1,188 -20 180 -1
Percent of Open Interest Represented by Each Category of Trader
44.5 24.4 21.1 2.4 0.6 0.5 13.1 31.1 18.1 0.2 4.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 187
36 51 57 . 6 . 28 50 43 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 68,757
Positions
2,788 95 31,343 40 168 0 4,025 16,847 19,415 11,143 889 0 3 0
Changes from: September 19, 2023 Total Change is: -3,084
0 0 0 0 0 0 -70 541 -2,114 -900 3 0 0 -1,514
Percent of Open Interest Represented by Each Category of Trader
4.1 0.1 45.6 0.1 0.2 0.0 5.9 24.5 28.2 16.2 1.3 0.0 0.0 0.0
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 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,735
Positions
6,988 0 1,253 0 469 0 3,045 12,171 2,458 7,991 5,326 0 0 58
Changes from: September 19, 2023 Total Change is: 91
-100 0 0 0 0 0 631 449 -440 0 82 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.2 0.0 5.8 0.0 2.2 0.0 14.0 56.0 11.3 36.8 24.5 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 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,638
Positions
441 1,782 249 7,351 1,093 436 1,413 8,275 3,066 1,802 122 616 1,265 1,000
Changes from: September 19, 2023 Total Change is: -1,743
-179 -287 39 -173 243 112 -626 -2,086 -339 -983 2 397 9 175
Percent of Open Interest Represented by Each Category of Trader
2.6 10.7 1.5 44.2 6.6 2.6 8.5 49.7 18.4 10.8 0.7 3.7 7.6 6.0
Number of Traders in Each Category Total Traders: 113
5 8 5 10 6 4 18 50 21 10 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 11,834
Positions
338 435 113 319 806 23 2,921 3,931 3,417 2,301 1,620 135 2,266 1,354
Changes from: September 19, 2023 Total Change is: 445
40 9 63 -54 -32 2 433 485 325 23 -401 -152 -236 146
Percent of Open Interest Represented by Each Category of Trader
2.9 3.7 1.0 2.7 6.8 0.2 24.7 33.2 28.9 19.4 13.7 1.1 19.2 11.4
Number of Traders in Each Category Total Traders: 93
. . . 4 . . 17 9 11 39 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,767
Positions
195 124 245 276 1,211 0 2,378 2,185 1,081 937 172 86 569 662
Changes from: September 19, 2023 Total Change is: 156
-137 -92 26 4 252 0 766 -212 -9 -559 38 19 45 134
Percent of Open Interest Represented by Each Category of Trader
3.4 2.2 4.2 4.8 21.0 0.0 41.2 37.9 18.7 16.2 3.0 1.5 9.9 11.5
Number of Traders in Each Category Total Traders: 65
4 . . . 4 0 19 22 15 8 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 17,392
Positions
1,226 1,498 1,260 46 712 0 4,496 6,657 2,402 7,150 4,121 371 442 371
Changes from: September 19, 2023 Total Change is: 1,227
341 1,433 -82 -13 0 0 605 562 -317 846 -318 -83 -69 32
Percent of Open Interest Represented by Each Category of Trader
7.0 8.6 7.2 0.3 4.1 0.0 25.8 38.3 13.8 41.1 23.7 2.1 2.5 2.1
Number of Traders in Each Category Total Traders: 90
. . . . . 0 6 10 4 47 23 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 42,437
Positions
50 22,618 0 19,113 904 679 13,370 12,199 698 3,593 2,317 9 4,925 3,013
Changes from: September 19, 2023 Total Change is: 3,140
50 1,331 0 561 -329 -53 1,769 1,504 9 207 247 4 592 426
Percent of Open Interest Represented by Each Category of Trader
0.1 53.3 0.0 45.0 2.1 1.6 31.5 28.7 1.6 8.5 5.5 0.0 11.6 7.1
Number of Traders in Each Category Total Traders: 102
. . 0 14 5 . 29 21 4 15 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 384,930
Positions
60,567 24,188 13,528 88,983 74,398 50,284 55,756 101,177 70,095 4,342 4,089 16,648 24,727 30,523
Changes from: September 19, 2023 Total Change is: -55,129
-6,855 -16,154 -8,803 -4,868 -11,637 -3,948 -25,513 -8,705 -3,188 -3,319 -4,287 746 619 847
Percent of Open Interest Represented by Each Category of Trader
15.7 6.3 3.5 23.1 19.3 13.1 14.5 26.3 18.2 1.1 1.1 4.3 6.4 7.9
Number of Traders in Each Category Total Traders: 215
15 14 18 27 33 31 37 51 58 11 13 21
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Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 62,030
Positions
47,918 45,392 0 9,393 5,602 490 3,689 10,271 0 277 209 7 256 59
Changes from: September 19, 2023 Total Change is: -4,624
1,608 -827 -4,445 2 2,672 -73 -1,386 -1,608 -271 35 19 -50 -44 -41
Percent of Open Interest Represented by Each Category of Trader
77.2 73.2 0.0 15.1 9.0 0.8 5.9 16.6 0.0 0.4 0.3 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 39
5 . 0 12 . . 5 6 0 4 . .
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Updated September 29, 2023