Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 207,270
Positions
90,678 37,873 4,088 30,837 57,031 5,825 16,223 51,628 13,390 6,944 1,156 80 39,205 36,199
Changes from: September 26, 2023 Total Change is: 19,304
3,933 444 776 1,914 5,854 -98 4,354 4,499 3,341 1,524 33 5 3,554 4,450
Percent of Open Interest Represented by Each Category of Trader
43.7 18.3 2.0 14.9 27.5 2.8 7.8 24.9 6.5 3.4 0.6 0.0 18.9 17.5
Number of Traders in Each Category Total Traders: 112
8 6 9 18 23 15 14 30 13 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 63,269
Positions
27,993 608 1,810 5,832 26,469 0 14,417 11,885 2,545 1,351 0 0 9,320 19,951
Changes from: September 26, 2023 Total Change is: 4,456
4,815 -70 2 175 3,086 0 -307 2,873 250 0 0 0 -478 -1,684
Percent of Open Interest Represented by Each Category of Trader
44.2 1.0 2.9 9.2 41.8 0.0 22.8 18.8 4.0 2.1 0.0 0.0 14.7 31.5
Number of Traders in Each Category Total Traders: 56
8 . 5 4 15 0 12 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 287,413
Positions
68,774 15,415 17,862 42,063 118,578 6,461 81,238 45,514 43,166 949 3,612 238 26,662 36,568
Changes from: September 26, 2023 Total Change is: 11,697
23,188 -3,325 -321 -2,788 14,920 43 -6,228 -1,511 -482 65 278 -63 -1,716 2,159
Percent of Open Interest Represented by Each Category of Trader
23.9 5.4 6.2 14.6 41.3 2.2 28.3 15.8 15.0 0.3 1.3 0.1 9.3 12.7
Number of Traders in Each Category Total Traders: 131
8 7 9 14 36 15 31 28 23 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 316,353
Positions
95,305 9,139 8,461 74,176 112,704 4,602 53,230 104,278 31,721 9,232 2,762 3 39,622 42,683
Changes from: September 26, 2023 Total Change is: 1,798
-11,123 3,752 562 395 -13,653 -25 2,960 10,836 5,361 928 -743 2 2,739 -4,294
Percent of Open Interest Represented by Each Category of Trader
30.1 2.9 2.7 23.4 35.6 1.5 16.8 33.0 10.0 2.9 0.9 0.0 12.5 13.5
Number of Traders in Each Category Total Traders: 169
13 5 8 27 32 17 27 44 26 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 827,051
Positions
16,043 375,992 39,964 461,869 128,691 29,218 57,646 79,382 98,249 32,284 10,414 5,037 86,742 60,104
Changes from: September 26, 2023 Total Change is: 11,210
-926 -12,027 4,578 -3,762 8,066 1,994 2,199 -12 7,516 -607 705 -396 614 786
Percent of Open Interest Represented by Each Category of Trader
1.9 45.5 4.8 55.8 15.6 3.5 7.0 9.6 11.9 3.9 1.3 0.6 10.5 7.3
Number of Traders in Each Category Total Traders: 304
9 19 13 112 38 51 42 48 36 26 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 28,904
Positions
0 10,356 0 13,928 4,041 2,467 752 8,644 0 0 0 0 11,757 3,396
Changes from: September 26, 2023 Total Change is: -111
0 -12 0 -41 -519 0 48 1,422 0 0 0 0 -118 -1,002
Percent of Open Interest Represented by Each Category of Trader
0.0 35.8 0.0 48.2 14.0 8.5 2.6 29.9 0.0 0.0 0.0 0.0 40.7 11.7
Number of Traders in Each Category Total Traders: 30
0 . 0 15 4 6 . 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 232,963
Positions
113,049 4,562 1,661 36,522 116,736 5,206 27,386 43,660 24,133 2,585 60 85 22,337 36,862
Changes from: September 26, 2023 Total Change is: 4,694
-11,627 84 -63 2,582 -12,628 530 -224 4,747 11,839 1,079 60 -57 635 181
Percent of Open Interest Represented by Each Category of Trader
48.5 2.0 0.7 15.7 50.1 2.2 11.8 18.7 10.4 1.1 0.0 0.0 9.6 15.8
Number of Traders in Each Category Total Traders: 105
11 . 6 13 25 11 15 32 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 215,705
Positions
7,365 49,361 368 120,347 4,226 1,004 72,342 36,887 3,974 4,277 116,608 0 6,028 3,278
Changes from: September 26, 2023 Total Change is: -3,968
3,853 272 181 -6,429 -2,591 -1,168 664 -2,909 159 -648 1,421 0 -581 667
Percent of Open Interest Represented by Each Category of Trader
3.4 22.9 0.2 55.8 2.0 0.5 33.5 17.1 1.8 2.0 54.1 0.0 2.8 1.5
Number of Traders in Each Category Total Traders: 155
5 7 . 22 11 5 56 26 10 9 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 41,033
Positions
3,833 23,943 1,502 18,318 2,891 30 10,916 7,818 0 3,546 2,967 0 2,888 1,882
Changes from: September 26, 2023 Total Change is: -14,555
2,608 4,880 -9,589 -3,832 61 0 -1,133 -8,428 -1,353 85 -359 0 -1,341 233
Percent of Open Interest Represented by Each Category of Trader
9.3 58.4 3.7 44.6 7.0 0.1 26.6 19.1 0.0 8.6 7.2 0.0 7.0 4.6
Number of Traders in Each Category Total Traders: 76
5 . . 14 7 . 19 11 0 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 52,299
Positions
27,061 9,311 64 6,372 23,919 307 14,904 12,524 88 981 497 17 2,505 5,572
Changes from: September 26, 2023 Total Change is: 1,534
-2,282 5,429 -5 -28 -3,761 -74 4,254 968 -769 281 -238 0 157 -16
Percent of Open Interest Represented by Each Category of Trader
51.7 17.8 0.1 12.2 45.7 0.6 28.5 23.9 0.2 1.9 1.0 0.0 4.8 10.7
Number of Traders in Each Category Total Traders: 92
9 . . 12 20 5 20 22 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 12,631
Positions
501 145 21 8,783 2,823 77 1,830 7,570 0 268 0 0 1,151 1,995
Changes from: September 26, 2023 Total Change is: 2,682
-179 -133 -3 3,201 262 0 -287 2,669 -74 -100 0 0 124 -39
Percent of Open Interest Represented by Each Category of Trader
4.0 1.1 0.2 69.5 22.3 0.6 14.5 59.9 0.0 2.1 0.0 0.0 9.1 15.8
Number of Traders in Each Category Total Traders: 33
. . . . 6 . 5 14 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 100,864
Positions
43,679 15,468 1,052 14,417 19,222 367 16,721 34,063 1,511 8,034 17,013 2 15,081 12,166
Changes from: September 26, 2023 Total Change is: 8,291
5,780 -6,497 -1 -1,065 4,252 2 2,756 11,782 -739 1,061 -230 0 496 -278
Percent of Open Interest Represented by Each Category of Trader
43.3 15.3 1.0 14.3 19.1 0.4 16.6 33.8 1.5 8.0 16.9 0.0 15.0 12.1
Number of Traders in Each Category Total Traders: 99
15 10 4 18 9 4 18 23 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 100,864
Positions
43,679 15,468 1,052 14,417 19,222 367 16,721 34,063 1,511 8,034 17,013 2 15,081 12,166
Changes from: September 26, 2023 Total Change is: 8,291
5,780 -6,497 -1 -1,065 4,252 2 2,756 11,782 -739 1,061 -230 0 496 -278
Percent of Open Interest Represented by Each Category of Trader
43.3 15.3 1.0 14.3 19.1 0.4 16.6 33.8 1.5 8.0 16.9 0.0 15.0 12.1
Number of Traders in Each Category Total Traders: 99
15 10 4 18 9 4 18 23 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 46,539
Positions
8,341 31,089 0 28,619 5,829 2,366 4,843 5,973 0 0 0 0 2,370 1,282
Changes from: September 26, 2023 Total Change is: 1,475
-949 2,070 0 507 456 87 1,813 -1,273 0 0 0 0 17 135
Percent of Open Interest Represented by Each Category of Trader
17.9 66.8 0.0 61.5 12.5 5.1 10.4 12.8 0.0 0.0 0.0 0.0 5.1 2.8
Number of Traders in Each Category Total Traders: 44
4 7 0 19 5 4 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 3,283,326
Positions
277,351 670,546 233,094 1,078,300 380,849 221,899 127,569 444,490 820,923 161,812 173,732 36,552 325,826 301,242
Changes from: September 26, 2023 Total Change is: 28,024
7,917 7,268 -15,177 -27,202 32,130 2,344 -27,173 -38,834 30,523 48,414 9,157 4,808 3,571 -4,195
Percent of Open Interest Represented by Each Category of Trader
8.4 20.4 7.1 32.8 11.6 6.8 3.9 13.5 25.0 4.9 5.3 1.1 9.9 9.2
Number of Traders in Each Category Total Traders: 578
35 36 45 170 72 114 70 105 118 59 27 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 17,584
Positions
5,035 5,084 0 8,270 7,226 1,025 1,693 415 0 0 0 0 1,561 3,834
Changes from: September 26, 2023 Total Change is: 32
162 -1,454 0 37 408 0 -155 0 0 0 0 0 -12 1,078
Percent of Open Interest Represented by Each Category of Trader
28.6 28.9 0.0 47.0 41.1 5.8 9.6 2.4 0.0 0.0 0.0 0.0 8.9 21.8
Number of Traders in Each Category Total Traders: 23
4 6 0 4 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 25,052
Positions
3,539 20,671 0 13,970 1,009 0 3,764 2,360 0 0 0 0 3,779 1,012
Changes from: September 26, 2023 Total Change is: 137
1,983 521 0 -2,469 -843 0 -315 1,042 0 0 0 0 938 -583
Percent of Open Interest Represented by Each Category of Trader
14.1 82.5 0.0 55.8 4.0 0.0 15.0 9.4 0.0 0.0 0.0 0.0 15.1 4.0
Number of Traders in Each Category Total Traders: 36
4 8 0 12 . 0 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 3,267,359
Positions
277,058 671,536 231,781 1,076,743 380,959 221,337 128,496 440,141 816,055 163,654 173,732 34,709 317,526 297,109
Changes from: September 26, 2023 Total Change is: 26,489
7,623 7,482 -15,455 -27,271 32,278 2,339 -27,249 -40,842 29,787 49,172 9,157 4,156 3,386 -2,414
Percent of Open Interest Represented by Each Category of Trader
8.5 20.6 7.1 33.0 11.7 6.8 3.9 13.5 25.0 5.0 5.3 1.1 9.7 9.1
Number of Traders in Each Category Total Traders: 569
33 37 44 166 72 111 68 103 117 59 27 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 40,622
Positions
14,425 10,995 1 22,005 6,157 132 2,034 14,764 21 0 0 0 2,004 8,552
Changes from: September 26, 2023 Total Change is: 5,278
8,427 -1,694 1 -2,645 -91 0 82 358 -29 0 0 0 -558 6,733
Percent of Open Interest Represented by Each Category of Trader
35.5 27.1 0.0 54.2 15.2 0.3 5.0 36.3 0.1 0.0 0.0 0.0 4.9 21.1
Number of Traders in Each Category Total Traders: 32
6 4 . 9 . . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 159,666
Positions
16,064 3,226 0 19,028 2,353 2,166 23,543 76,298 15,870 0 18,422 0 82,995 41,331
Changes from: September 26, 2023 Total Change is: 15,353
5,712 633 0 649 -1,514 89 2,652 21,980 5,461 -1,062 6,520 0 1,852 -17,816
Percent of Open Interest Represented by Each Category of Trader
10.1 2.0 0.0 11.9 1.5 1.4 14.7 47.8 9.9 0.0 11.5 0.0 52.0 25.9
Number of Traders in Each Category Total Traders: 26
. . 0 9 . 5 4 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 364,222
Positions
111,219 116,089 145,144 0 38,000 0 30,415 8,832 49,269 24,277 0 0 3,898 6,888
Changes from: September 26, 2023 Total Change is: 5,849
-250 -1,000 4,099 0 0 0 -1,000 0 2,750 0 0 0 250 0
Percent of Open Interest Represented by Each Category of Trader
30.5 31.9 39.9 0.0 10.4 0.0 8.4 2.4 13.5 6.7 0.0 0.0 1.1 1.9
Number of Traders in Each Category Total Traders: 33
10 9 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 39,167
Positions
4,888 5,122 29 22,135 25,472 1,568 2,438 1,075 3 371 0 0 7,735 5,898
Changes from: September 26, 2023 Total Change is: 669
106 -2,914 7 679 3,477 -461 339 -10 -3 371 0 0 -369 573
Percent of Open Interest Represented by Each Category of Trader
12.5 13.1 0.1 56.5 65.0 4.0 6.2 2.7 0.0 0.9 0.0 0.0 19.7 15.1
Number of Traders in Each Category Total Traders: 60
6 5 . 26 15 11 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 313,318
Positions
47,795 67,758 15,665 81,573 33,114 7,097 41,985 65,462 41,949 28,306 31,924 2,109 46,839 48,240
Changes from: September 26, 2023 Total Change is: 12,520
3,412 4,473 -1,288 -2,782 6,773 195 5,750 -3,094 -1,388 11,356 5,606 -155 -2,580 1,397
Percent of Open Interest Represented by Each Category of Trader
15.3 21.6 5.0 26.0 10.6 2.3 13.4 20.9 13.4 9.0 10.2 0.7 14.9 15.4
Number of Traders in Each Category Total Traders: 339
23 29 15 73 35 41 37 75 47 34 33 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 304,187
Positions
47,748 68,458 14,806 81,345 33,189 7,008 44,597 65,186 36,758 28,046 31,002 2,080 41,800 45,699
Changes from: September 26, 2023 Total Change is: 11,399
3,399 4,534 -1,392 -2,835 6,784 268 5,463 -2,689 -2,623 11,359 5,323 -156 -2,085 1,349
Percent of Open Interest Represented by Each Category of Trader
15.7 22.5 4.9 26.7 10.9 2.3 14.7 21.4 12.1 9.2 10.2 0.7 13.7 15.0
Number of Traders in Each Category Total Traders: 307
21 28 14 70 35 40 34 68 45 22 29 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 91,307
Positions
9,065 1,584 0 3,028 0 144 21,242 50,120 4,553 2,602 9,216 288 50,384 25,401
Changes from: September 26, 2023 Total Change is: 11,210
1,172 433 0 -234 -873 33 16,592 9,675 -1,377 -24 2,833 7 -4,959 480
Percent of Open Interest Represented by Each Category of Trader
9.9 1.7 0.0 3.3 0.0 0.2 23.3 54.9 5.0 2.8 10.1 0.3 55.2 27.8
Number of Traders in Each Category Total Traders: 47
. . 0 5 0 . 7 14 8 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 494,918
Positions
132,954 75,321 10,202 160,601 180,592 38,054 94,727 116,907 12,906 17,983 34,918 402 27,089 25,615
Changes from: September 26, 2023 Total Change is: 23,134
12,935 -8,006 304 -6,058 24,766 -2,986 22,782 8,061 -120 -4,648 -1,093 -26 951 2,234
Percent of Open Interest Represented by Each Category of Trader
26.9 15.2 2.1 32.5 36.5 7.7 19.1 23.6 2.6 3.6 7.1 0.1 5.5 5.2
Number of Traders in Each Category Total Traders: 349
31 22 5 78 68 48 48 80 32 7 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 15,816
Positions
3,909 8,498 0 10,269 6,063 0 378 523 0 0 0 0 1,260 732
Changes from: September 26, 2023 Total Change is: 36
641 -18 0 -845 17 0 0 0 0 0 0 0 240 37
Percent of Open Interest Represented by Each Category of Trader
24.7 53.7 0.0 64.9 38.3 0.0 2.4 3.3 0.0 0.0 0.0 0.0 8.0 4.6
Number of Traders in Each Category Total Traders: 21
. 6 0 6 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 16,376
Positions
0 11,005 0 9,150 225 13 3,031 1,337 0 364 1,079 0 3,818 2,717
Changes from: September 26, 2023 Total Change is: 893
0 -170 0 -817 -175 3 1,662 229 0 0 252 0 45 754
Percent of Open Interest Represented by Each Category of Trader
0.0 67.2 0.0 55.9 1.4 0.1 18.5 8.2 0.0 2.2 6.6 0.0 23.3 16.6
Number of Traders in Each Category Total Traders: 23
0 5 0 8 . . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,277
Positions
13,130 18,934 677 18,174 1,827 556 10,175 7,207 267 1,816 3,867 0 7,482 18,942
Changes from: September 26, 2023 Total Change is: -1,413
1,110 1,870 46 -420 -3 -10 -2,091 2,923 -247 381 541 0 -182 -6,533
Percent of Open Interest Represented by Each Category of Trader
25.1 36.2 1.3 34.8 3.5 1.1 19.5 13.8 0.5 3.5 7.4 0.0 14.3 36.2
Number of Traders in Each Category Total Traders: 60
12 4 . 11 . 5 12 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 393,786
Positions
31,708 194,587 3,872 257,101 92,205 35,734 30,613 23,494 1,714 20,717 33,398 1,096 11,231 7,686
Changes from: September 26, 2023 Total Change is: 7,875
-1,609 -4,967 1,452 3,280 10,049 -1,022 1,786 4,217 -1,026 1,981 -2,810 477 2,556 1,505
Percent of Open Interest Represented by Each Category of Trader
8.1 49.4 1.0 65.3 23.4 9.1 7.8 6.0 0.4 5.3 8.5 0.3 2.9 2.0
Number of Traders in Each Category Total Traders: 203
15 13 5 77 49 33 24 15 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 1,054,424
Positions
75,314 468,083 17,513 607,068 344,164 109,661 125,841 57,445 8,168 78,984 30,984 2,499 29,376 15,907
Changes from: September 26, 2023 Total Change is: 7,309
-13,175 -19,027 2,972 -5,954 22,933 5,252 18,846 -4,496 517 13,963 -2,047 455 -15,567 750
Percent of Open Interest Represented by Each Category of Trader
7.1 44.4 1.7 57.6 32.6 10.4 11.9 5.4 0.8 7.5 2.9 0.2 2.8 1.5
Number of Traders in Each Category Total Traders: 397
29 16 8 148 76 77 56 30 21 28 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 237,241
Positions
12,159 158,568 36,389 50,997 0 1,923 100,230 5,684 29,014 6,074 5,469 140 315 54
Changes from: September 26, 2023 Total Change is: 8,634
299 8,809 -1,647 2,762 0 175 5,682 45 1,252 106 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
5.1 66.8 15.3 21.5 0.0 0.8 42.2 2.4 12.2 2.6 2.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 105
8 28 16 18 0 . 32 6 14 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 1,676,744
Positions
25,111 164,069 53,170 866,719 286,877 195,387 41,137 497,061 208,417 69,179 88,716 11,935 205,689 171,111
Changes from: September 26, 2023 Total Change is: 74,018
3,242 -13,817 8,331 17,735 5,447 8,251 9,015 -26,781 51,495 -13,894 17,708 4,237 -14,394 19,146
Percent of Open Interest Represented by Each Category of Trader
1.5 9.8 3.2 51.7 17.1 11.7 2.5 29.6 12.4 4.1 5.3 0.7 12.3 10.2
Number of Traders in Each Category Total Traders: 229
7 25 23 69 38 70 28 42 48 9 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 1,568,132
Positions
10,473 50,603 7,683 935,913 329,935 268,490 90,171 716,564 16,787 52,583 28,542 0 186,033 149,529
Changes from: September 26, 2023 Total Change is: 23,279
-892 -17,015 3,260 23,338 35,369 1,229 733 786 -2,679 1,244 1,722 0 -2,953 608
Percent of Open Interest Represented by Each Category of Trader
0.7 3.2 0.5 59.7 21.0 17.1 5.8 45.7 1.1 3.4 1.8 0.0 11.9 9.5
Number of Traders in Each Category Total Traders: 168
. 8 . 72 33 60 12 27 11 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,028,941
Positions
144,205 380,033 11,605 1,775,872 519,324 330,300 892,067 2,321,261 132,879 430,687 159,801 27,571 283,755 146,167
Changes from: September 26, 2023 Total Change is: 55,989
-2,027 -4,123 1,064 41,193 -18,689 9,193 7,796 78,655 -7,515 -6,425 -7,576 692 12,017 4,287
Percent of Open Interest Represented by Each Category of Trader
3.6 9.4 0.3 44.1 12.9 8.2 22.1 57.6 3.3 10.7 4.0 0.7 7.0 3.6
Number of Traders in Each Category Total Traders: 452
38 24 10 153 41 94 65 73 47 49 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 5,681,124
Positions
82,939 311,986 237,138 2,640,327 1,274,552 711,189 352,072 1,766,583 656,266 450,810 250,096 75,348 475,035 397,967
Changes from: September 26, 2023 Total Change is: 270,902
-7,482 -29,868 62,704 3,803 1,979 22,879 36,682 10,893 158,987 -47,992 21,639 23,168 18,152 -1,479
Percent of Open Interest Represented by Each Category of Trader
1.5 5.5 4.2 46.5 22.4 12.5 6.2 31.1 11.6 7.9 4.4 1.3 8.4 7.0
Number of Traders in Each Category Total Traders: 445
19 33 34 135 61 111 66 77 92 34 20 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 1,893,954
Positions
69,550 138,573 2,252 919,002 603,732 314,085 192,854 460,751 25,032 149,535 86,862 411 221,233 262,256
Changes from: September 26, 2023 Total Change is: 33,315
-1,058 24,859 876 20,344 -40,577 17,403 -20,853 44,338 3,257 -8,646 4,683 -651 22,643 -20,873
Percent of Open Interest Represented by Each Category of Trader
3.7 7.3 0.1 48.5 31.9 16.6 10.2 24.3 1.3 7.9 4.6 0.0 11.7 13.8
Number of Traders in Each Category Total Traders: 180
5 16 4 48 51 60 10 32 16 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 5,900
Positions
0 0 0 0 0 0 4,036 775 709 403 1,876 0 752 2,540
Changes from: September 26, 2023 Total Change is: 1,596
0 0 0 0 0 0 1,485 494 556 -276 446 0 -169 100
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 68.4 13.1 12.0 6.8 31.8 0.0 12.7 43.1
Number of Traders in Each Category Total Traders: 36
0 0 0 0 0 0 . . . 6 26 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 6,056,070
Positions
92,575 736,676 123,914 2,784,350 1,013,229 767,447 865,376 2,589,028 330,616 653,570 124,831 21,063 417,158 349,265
Changes from: September 26, 2023 Total Change is: 152,673
-30,031 -68,811 36,198 52,479 7,912 21,962 -3,600 83,053 62,315 6,834 8,874 4,357 2,160 -3,187
Percent of Open Interest Represented by Each Category of Trader
1.5 12.2 2.0 46.0 16.7 12.7 14.3 42.8 5.5 10.8 2.1 0.3 6.9 5.8
Number of Traders in Each Category Total Traders: 407
21 32 24 148 41 103 46 76 60 30 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 1,665,599
Positions
488,387 226,055 388,122 54,573 46,059 41,755 260,415 515,826 391,883 3,653 3,584 3,356 33,455 48,959
Changes from: September 26, 2023 Total Change is: 35,363
8,402 -72,165 11,643 6,672 -30,408 6,357 32,997 157,619 -36,381 1,200 695 1,555 2,918 -3,552
Percent of Open Interest Represented by Each Category of Trader
29.3 13.6 23.3 3.3 2.8 2.5 15.6 31.0 23.5 0.2 0.2 0.2 2.0 2.9
Number of Traders in Each Category Total Traders: 140
30 29 49 . 5 6 31 33 50 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 15,445
Positions
5,474 3,860 4,536 276 96 252 462 2,067 4,192 100 314 55 98 73
Changes from: September 26, 2023 Total Change is: 1,638
1,100 376 -1,015 0 -9 10 -136 719 1,523 100 8 22 34 4
Percent of Open Interest Represented by Each Category of Trader
35.4 25.0 29.4 1.8 0.6 1.6 3.0 13.4 27.1 0.6 2.0 0.4 0.6 0.5
Number of Traders in Each Category Total Traders: 32
11 . 6 . . . 6 8 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 is20,765,011
Positions
2,147,927 2,598,678 3,032,768 314,704 515,284 1,762,174 1,752,588 1,015,818 11,151,927 137,334 222,430 413,378 52,210 52,554
Changes from: September 26, 2023 Total Change is: 886,529
-51,262 -25,852 138,946 -17,545 -59,001 86,160 -18,480 9,731 692,897 5,503 -2,305 33,528 16,783 12,425
Percent of Open Interest Represented by Each Category of Trader
10.3 12.5 14.6 1.5 2.5 8.5 8.4 4.9 53.7 0.7 1.1 2.0 0.3 0.3
Number of Traders in Each Category Total Traders: 1,081
74 112 143 59 69 80 153 194 239 213 159 183
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 820,854
Positions
293,102 203,724 234,896 41,702 4,483 2,862 113,351 213,540 131,766 2,461 28,729 78 636 776
Changes from: September 26, 2023 Total Change is: -163,913
-145,370 -36,265 27,209 18,239 -1,515 -2,320 -15,541 -93,109 -46,284 68 -11,999 5 81 365
Percent of Open Interest Represented by Each Category of Trader
35.7 24.8 28.6 5.1 0.5 0.3 13.8 26.0 16.1 0.3 3.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 186
34 50 55 . 6 . 30 48 45 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 66,197
Positions
2,788 95 31,343 40 168 0 3,775 14,787 19,415 8,833 389 0 3 0
Changes from: September 26, 2023 Total Change is: -2,560
0 0 0 0 0 0 -250 -2,060 0 -2,310 -500 0 0 0
Percent of Open Interest Represented by Each Category of Trader
4.2 0.1 47.3 0.1 0.3 0.0 5.7 22.3 29.3 13.3 0.6 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 5 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 26,146
Positions
6,988 0 1,253 0 469 0 3,606 16,614 2,458 11,841 5,294 0 0 58
Changes from: September 26, 2023 Total Change is: 4,411
0 0 0 0 0 0 561 4,443 0 3,850 -32 0 0 0
Percent of Open Interest Represented by Each Category of Trader
26.7 0.0 4.8 0.0 1.8 0.0 13.8 63.5 9.4 45.3 20.2 0.0 0.0 0.2
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 October 3, 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 15,870
Positions
427 2,861 191 7,521 623 407 2,338 8,812 1,691 1,995 447 17 1,282 821
Changes from: September 26, 2023 Total Change is: -768
-14 1,079 -57 171 -470 -29 925 537 -1,375 193 325 -600 18 -179
Percent of Open Interest Represented by Each Category of Trader
2.7 18.0 1.2 47.4 3.9 2.6 14.7 55.5 10.7 12.6 2.8 0.1 8.1 5.2
Number of Traders in Each Category Total Traders: 107
4 9 4 10 4 5 22 42 21 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 8,451
Positions
368 146 66 273 1,120 50 1,878 2,845 1,866 1,570 1,377 72 2,308 909
Changes from: September 26, 2023 Total Change is: -3,383
30 -289 -47 -46 314 27 -1,043 -1,086 -1,551 -731 -243 -63 42 -445
Percent of Open Interest Represented by Each Category of Trader
4.4 1.7 0.8 3.2 13.3 0.6 22.2 33.7 22.1 18.6 16.3 0.8 27.3 10.8
Number of Traders in Each Category Total Traders: 76
. . . . . . 13 11 12 33 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 4,641
Positions
225 178 164 334 758 29 1,235 2,089 754 1,272 109 67 561 494
Changes from: September 26, 2023 Total Change is: -1,126
30 54 -81 58 -453 29 -1,143 -96 -328 335 -63 -19 -8 -169
Percent of Open Interest Represented by Each Category of Trader
4.8 3.8 3.5 7.2 16.3 0.6 26.6 45.0 16.2 27.4 2.3 1.4 12.1 10.6
Number of Traders in Each Category Total Traders: 65
5 . . 4 4 . 17 22 15 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 15,942
Positions
1,334 1,559 9 0 1,439 342 3,155 4,720 3,364 7,046 3,842 322 371 345
Changes from: September 26, 2023 Total Change is: -1,450
108 61 -1,251 -46 727 342 -1,341 -1,937 962 -104 -279 -49 -72 -26
Percent of Open Interest Represented by Each Category of Trader
8.4 9.8 0.1 0.0 9.0 2.1 19.8 29.6 21.1 44.2 24.1 2.0 2.3 2.2
Number of Traders in Each Category Total Traders: 87
. . . 0 . . 10 5 4 48 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,412
Positions
0 24,236 0 19,287 799 663 13,596 10,543 813 3,462 2,147 11 4,579 3,200
Changes from: September 26, 2023 Total Change is: -25
-50 1,618 0 174 -105 -16 226 -1,657 116 -131 -170 2 -346 187
Percent of Open Interest Represented by Each Category of Trader
0.0 57.1 0.0 45.5 1.9 1.6 32.1 24.9 1.9 8.2 5.1 0.0 10.8 7.5
Number of Traders in Each Category Total Traders: 106
0 . 0 14 . . 31 20 . 22 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 381,162
Positions
54,830 29,697 14,558 87,946 65,248 49,595 63,018 105,593 64,767 5,859 4,775 16,166 24,423 30,763
Changes from: September 26, 2023 Total Change is: -3,768
-5,737 5,509 1,030 -1,037 -9,150 -689 7,262 4,416 -5,328 1,517 686 -482 -304 240
Percent of Open Interest Represented by Each Category of Trader
14.4 7.8 3.8 23.1 17.1 13.0 16.5 27.7 17.0 1.5 1.3 4.2 6.4 8.1
Number of Traders in Each Category Total Traders: 208
12 14 16 27 31 30 37 51 61 9 13 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 62,032
Positions
48,720 46,805 0 9,315 4,189 487 2,886 10,267 1 326 200 5 292 78
Changes from: September 26, 2023 Total Change is: 2
802 1,413 0 -78 -1,413 -3 -803 -4 1 49 -9 -2 36 19
Percent of Open Interest Represented by Each Category of Trader
78.5 75.5 0.0 15.0 6.8 0.8 4.7 16.6 0.0 0.5 0.3 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 38
6 . 0 11 . . 5 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 06, 2023