Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 194,516
Positions
88,570 24,244 3,575 31,902 60,036 4,530 13,131 53,419 13,329 5,834 1,073 85 33,561 34,225
Changes from: October 3, 2023 Total Change is: -12,754
-2,108 -13,629 -513 1,065 3,005 -1,295 -3,092 1,790 -61 -1,110 -83 5 -5,645 -1,973
Percent of Open Interest Represented by Each Category of Trader
45.5 12.5 1.8 16.4 30.9 2.3 6.8 27.5 6.9 3.0 0.6 0.0 17.3 17.6
Number of Traders in Each Category Total Traders: 111
8 5 7 17 26 14 12 32 13 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 65,535
Positions
29,579 791 2,152 6,055 26,402 22 15,099 12,384 2,205 1,631 0 0 8,791 21,578
Changes from: October 3, 2023 Total Change is: 2,266
1,586 183 342 223 -67 22 682 498 -340 280 0 0 -529 1,627
Percent of Open Interest Represented by Each Category of Trader
45.1 1.2 3.3 9.2 40.3 0.0 23.0 18.9 3.4 2.5 0.0 0.0 13.4 32.9
Number of Traders in Each Category Total Traders: 58
7 . 5 4 14 . 13 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 272,437
Positions
64,009 16,048 17,443 46,485 109,552 4,054 71,844 42,841 41,362 776 3,120 406 26,058 37,611
Changes from: October 3, 2023 Total Change is: -14,976
-4,765 633 -419 4,422 -9,026 -2,407 -9,395 -2,673 -1,804 -173 -492 169 -603 1,043
Percent of Open Interest Represented by Each Category of Trader
23.5 5.9 6.4 17.1 40.2 1.5 26.4 15.7 15.2 0.3 1.1 0.1 9.6 13.8
Number of Traders in Each Category Total Traders: 128
6 8 9 15 36 14 30 27 20 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 286,910
Positions
88,598 17,445 6,749 72,366 98,316 3,038 44,299 90,129 23,699 8,314 1,980 250 39,597 45,303
Changes from: October 3, 2023 Total Change is: -29,443
-6,707 8,306 -1,712 -1,810 -14,388 -1,563 -8,930 -14,148 -8,022 -918 -782 247 -26 2,620
Percent of Open Interest Represented by Each Category of Trader
30.9 6.1 2.4 25.2 34.3 1.1 15.4 31.4 8.3 2.9 0.7 0.1 13.8 15.8
Number of Traders in Each Category Total Traders: 156
12 4 7 24 32 17 23 43 22 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 778,278
Positions
17,380 378,557 27,238 462,432 126,458 23,483 53,787 74,439 71,123 32,127 9,480 5,022 85,686 62,478
Changes from: October 3, 2023 Total Change is: -48,773
1,337 2,566 -12,726 564 -2,233 -5,736 -3,859 -4,943 -27,126 -156 -934 -15 -1,056 2,374
Percent of Open Interest Represented by Each Category of Trader
2.2 48.6 3.5 59.4 16.2 3.0 6.9 9.6 9.1 4.1 1.2 0.6 11.0 8.0
Number of Traders in Each Category Total Traders: 296
10 19 13 111 39 49 37 47 35 25 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 29,070
Positions
0 10,376 0 13,674 3,482 2,684 672 8,704 0 0 0 0 12,040 3,824
Changes from: October 3, 2023 Total Change is: 166
0 20 0 -254 -559 217 -80 60 0 0 0 0 283 428
Percent of Open Interest Represented by Each Category of Trader
0.0 35.7 0.0 47.0 12.0 9.2 2.3 29.9 0.0 0.0 0.0 0.0 41.4 13.2
Number of Traders in Each Category Total Traders: 31
0 . 0 15 4 7 . 8 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 204,532
Positions
109,608 5,487 1,156 34,101 107,323 5,163 20,561 39,746 10,499 2,526 33 167 20,751 34,957
Changes from: October 3, 2023 Total Change is: -28,431
-3,441 925 -505 -2,421 -9,412 -43 -6,825 -3,913 -13,634 -59 -27 83 -1,586 -1,904
Percent of Open Interest Represented by Each Category of Trader
53.6 2.7 0.6 16.7 52.5 2.5 10.1 19.4 5.1 1.2 0.0 0.1 10.1 17.1
Number of Traders in Each Category Total Traders: 102
9 . . 12 25 10 12 35 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 205,153
Positions
23,234 44,009 168 104,111 5,091 750 62,065 30,496 7,030 2,524 113,650 30 5,242 3,929
Changes from: October 3, 2023 Total Change is: -10,552
15,869 -5,352 -200 -16,236 865 -254 -10,277 -6,391 3,057 -1,753 -2,958 30 -787 652
Percent of Open Interest Represented by Each Category of Trader
11.3 21.5 0.1 50.7 2.5 0.4 30.3 14.9 3.4 1.2 55.4 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 149
7 5 . 20 11 5 47 28 13 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 54,523
Positions
14,313 23,909 2,039 10,789 14,810 32 19,902 9,094 0 4,311 2,673 0 3,137 1,966
Changes from: October 3, 2023 Total Change is: 13,490
10,480 -34 537 -7,529 11,919 2 8,986 1,276 0 765 -294 0 249 84
Percent of Open Interest Represented by Each Category of Trader
26.3 43.9 3.7 19.8 27.2 0.1 36.5 16.7 0.0 7.9 4.9 0.0 5.8 3.6
Number of Traders in Each Category Total Traders: 74
5 . . 11 8 . 15 13 0 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 54,701
Positions
25,703 12,155 60 6,831 22,658 720 16,820 12,464 577 862 682 17 3,111 5,368
Changes from: October 3, 2023 Total Change is: 2,402
-1,358 2,844 -4 459 -1,261 413 1,916 -60 489 -119 185 0 606 -204
Percent of Open Interest Represented by Each Category of Trader
47.0 22.2 0.1 12.5 41.4 1.3 30.7 22.8 1.1 1.6 1.2 0.0 5.7 9.8
Number of Traders in Each Category Total Traders: 93
8 4 . 14 17 5 20 23 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 12,337
Positions
638 156 28 8,443 2,704 77 1,326 7,204 157 368 0 0 1,300 2,011
Changes from: October 3, 2023 Total Change is: -294
137 11 7 -340 -119 0 -504 -366 157 100 0 0 149 16
Percent of Open Interest Represented by Each Category of Trader
5.2 1.3 0.2 68.4 21.9 0.6 10.7 58.4 1.3 3.0 0.0 0.0 10.5 16.3
Number of Traders in Each Category Total Traders: 32
4 . . . 6 . 5 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 94,639
Positions
47,264 11,553 1,336 15,346 14,843 409 8,724 34,058 994 9,367 17,688 8 11,191 13,750
Changes from: October 3, 2023 Total Change is: -6,225
3,585 -3,915 284 929 -4,379 42 -7,997 -5 -516 1,333 675 6 -3,890 1,583
Percent of Open Interest Represented by Each Category of Trader
49.9 12.2 1.4 16.2 15.7 0.4 9.2 36.0 1.1 9.9 18.7 0.0 11.8 14.5
Number of Traders in Each Category Total Traders: 96
12 10 4 20 9 4 17 19 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 94,639
Positions
47,264 11,553 1,336 15,346 14,843 409 8,724 34,058 994 9,367 17,688 8 11,191 13,750
Changes from: October 3, 2023 Total Change is: -6,225
3,585 -3,915 284 929 -4,379 42 -7,997 -5 -516 1,333 675 6 -3,890 1,583
Percent of Open Interest Represented by Each Category of Trader
49.9 12.2 1.4 16.2 15.7 0.4 9.2 36.0 1.1 9.9 18.7 0.0 11.8 14.5
Number of Traders in Each Category Total Traders: 96
12 10 4 20 9 4 17 19 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 46,588
Positions
8,825 27,148 0 28,547 9,520 2,820 3,890 5,956 0 0 0 0 2,506 1,144
Changes from: October 3, 2023 Total Change is: 49
484 -3,941 0 -72 3,691 454 -953 -17 0 0 0 0 136 -138
Percent of Open Interest Represented by Each Category of Trader
18.9 58.3 0.0 61.3 20.4 6.1 8.3 12.8 0.0 0.0 0.0 0.0 5.4 2.5
Number of Traders in Each Category Total Traders: 44
4 7 0 18 6 4 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 3,148,379
Positions
273,401 599,301 218,623 1,073,189 401,560 207,582 112,471 418,786 806,632 116,805 172,935 41,189 298,486 281,770
Changes from: October 3, 2023 Total Change is: -134,946
-3,950 -71,245 -14,471 -5,111 20,711 -14,317 -15,097 -25,703 -14,291 -45,006 -796 4,638 -27,340 -19,471
Percent of Open Interest Represented by Each Category of Trader
8.7 19.0 6.9 34.1 12.8 6.6 3.6 13.3 25.6 3.7 5.5 1.3 9.5 8.9
Number of Traders in Each Category Total Traders: 582
37 34 42 171 74 114 83 92 117 50 38 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 21,699
Positions
6,284 5,274 0 8,519 12,345 1,025 4,574 640 0 0 0 0 1,297 2,415
Changes from: October 3, 2023 Total Change is: 4,115
1,249 190 0 249 5,119 0 2,881 225 0 0 0 0 -264 -1,419
Percent of Open Interest Represented by Each Category of Trader
29.0 24.3 0.0 39.3 56.9 4.7 21.1 2.9 0.0 0.0 0.0 0.0 6.0 11.1
Number of Traders in Each Category Total Traders: 28
6 6 0 5 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 26,033
Positions
2,971 21,603 0 14,824 1,009 0 5,197 2,133 0 0 0 0 3,041 1,288
Changes from: October 3, 2023 Total Change is: 981
-568 932 0 854 0 0 1,433 -227 0 0 0 0 -738 276
Percent of Open Interest Represented by Each Category of Trader
11.4 83.0 0.0 56.9 3.9 0.0 20.0 8.2 0.0 0.0 0.0 0.0 11.7 4.9
Number of Traders in Each Category Total Traders: 39
4 9 0 13 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 3,131,819
Positions
272,896 599,051 218,490 1,071,455 401,508 207,088 117,202 421,199 796,018 119,278 172,650 38,716 290,675 277,098
Changes from: October 3, 2023 Total Change is: -135,540
-4,161 -72,485 -13,291 -5,288 20,549 -14,249 -11,294 -18,942 -20,036 -44,375 -1,081 4,007 -26,852 -20,011
Percent of Open Interest Represented by Each Category of Trader
8.7 19.1 7.0 34.2 12.8 6.6 3.7 13.4 25.4 3.8 5.5 1.2 9.3 8.8
Number of Traders in Each Category Total Traders: 570
35 34 42 167 74 111 79 92 113 50 36 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 34,822
Positions
23,764 31,285 0 8,506 880 0 248 894 0 0 0 0 2,304 1,763
Changes from: October 3, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
68.2 89.8 0.0 24.4 2.5 0.0 0.7 2.6 0.0 0.0 0.0 0.0 6.6 5.1
Number of Traders in Each Category Total Traders: 21
6 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 35,586
Positions
14,458 17,466 33 16,341 5,568 132 2,467 10,775 19 0 0 0 2,136 1,593
Changes from: October 3, 2023 Total Change is: -5,036
33 6,471 32 -5,664 -589 0 433 -3,989 -2 0 0 0 132 -6,959
Percent of Open Interest Represented by Each Category of Trader
40.6 49.1 0.1 45.9 15.6 0.4 6.9 30.3 0.1 0.0 0.0 0.0 6.0 4.5
Number of Traders in Each Category Total Traders: 34
6 6 . 8 . . 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 165,603
Positions
6,382 3,826 0 19,093 2,275 3,189 39,120 62,296 19,709 0 27,581 0 78,110 46,726
Changes from: October 3, 2023 Total Change is: 5,937
-9,682 600 0 65 -78 1,023 15,577 -14,001 3,839 0 9,159 0 -4,885 5,396
Percent of Open Interest Represented by Each Category of Trader
3.9 2.3 0.0 11.5 1.4 1.9 23.6 37.6 11.9 0.0 16.7 0.0 47.2 28.2
Number of Traders in Each Category Total Traders: 30
. . 0 9 . 6 6 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 367,672
Positions
111,264 113,434 148,549 0 38,000 0 27,715 8,832 51,969 24,277 0 0 3,898 6,888
Changes from: October 3, 2023 Total Change is: 3,450
45 -2,655 3,405 0 0 0 -2,700 0 2,700 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
30.3 30.9 40.4 0.0 10.3 0.0 7.5 2.4 14.1 6.6 0.0 0.0 1.1 1.9
Number of Traders in Each Category Total Traders: 33
9 10 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 38,971
Positions
5,250 3,171 14 22,013 25,766 1,615 2,210 1,285 50 319 0 0 7,500 7,070
Changes from: October 3, 2023 Total Change is: -196
362 -1,951 -15 -122 294 47 -228 210 47 -52 0 0 -235 1,172
Percent of Open Interest Represented by Each Category of Trader
13.5 8.1 0.0 56.5 66.1 4.1 5.7 3.3 0.1 0.8 0.0 0.0 19.2 18.1
Number of Traders in Each Category Total Traders: 58
6 4 . 25 15 10 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 317,589
Positions
49,515 73,865 15,996 83,533 27,566 7,380 43,574 60,176 43,016 28,246 39,584 2,238 44,092 47,768
Changes from: October 3, 2023 Total Change is: 4,271
1,720 6,107 331 1,960 -5,548 283 1,589 -5,287 1,067 -61 7,660 129 -2,747 -471
Percent of Open Interest Represented by Each Category of Trader
15.6 23.3 5.0 26.3 8.7 2.3 13.7 18.9 13.5 8.9 12.5 0.7 13.9 15.0
Number of Traders in Each Category Total Traders: 341
24 30 16 76 31 42 51 62 50 30 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 309,444
Positions
49,710 74,313 15,194 83,293 27,644 7,288 43,146 61,017 39,694 28,074 38,239 2,190 40,857 43,866
Changes from: October 3, 2023 Total Change is: 5,257
1,962 5,855 388 1,948 -5,546 280 -1,451 -4,169 2,936 28 7,237 110 -944 -1,834
Percent of Open Interest Represented by Each Category of Trader
16.1 24.0 4.9 26.9 8.9 2.4 13.9 19.7 12.8 9.1 12.4 0.7 13.2 14.2
Number of Traders in Each Category Total Traders: 311
25 28 14 73 31 41 44 59 48 22 29 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 81,445
Positions
6,074 3,538 0 3,175 0 147 31,554 18,856 5,955 1,714 13,447 477 32,350 39,027
Changes from: October 3, 2023 Total Change is: -9,862
-2,991 1,954 0 147 0 3 10,312 -31,264 1,401 -888 4,231 188 -18,034 13,625
Percent of Open Interest Represented by Each Category of Trader
7.5 4.3 0.0 3.9 0.0 0.2 38.7 23.2 7.3 2.1 16.5 0.6 39.7 47.9
Number of Traders in Each Category Total Traders: 46
. . 0 5 0 . 9 11 8 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 490,679
Positions
130,694 75,834 11,259 158,976 172,321 39,559 96,537 117,250 10,600 17,455 36,843 443 25,156 26,569
Changes from: October 3, 2023 Total Change is: -4,239
-2,260 513 1,057 -1,625 -8,271 1,504 1,810 343 -2,306 -529 1,925 42 -1,933 954
Percent of Open Interest Represented by Each Category of Trader
26.6 15.5 2.3 32.4 35.1 8.1 19.7 23.9 2.2 3.6 7.5 0.1 5.1 5.4
Number of Traders in Each Category Total Traders: 360
32 22 6 82 71 49 46 81 35 10 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 18,108
Positions
6,039 8,447 0 10,269 8,450 0 582 523 0 0 0 0 1,218 688
Changes from: October 3, 2023 Total Change is: 2,292
2,130 -51 0 0 2,387 0 204 0 0 0 0 0 -42 -44
Percent of Open Interest Represented by Each Category of Trader
33.3 46.6 0.0 56.7 46.7 0.0 3.2 2.9 0.0 0.0 0.0 0.0 6.7 3.8
Number of Traders in Each Category Total Traders: 23
. 6 0 6 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 15,912
Positions
1,492 9,979 0 9,364 0 7 1,402 1,439 0 364 1,149 0 3,283 3,338
Changes from: October 3, 2023 Total Change is: -464
1,492 -1,026 0 214 -225 -6 -1,629 102 0 0 70 0 -535 621
Percent of Open Interest Represented by Each Category of Trader
9.4 62.7 0.0 58.8 0.0 0.0 8.8 9.0 0.0 2.3 7.2 0.0 20.6 21.0
Number of Traders in Each Category Total Traders: 23
. 5 0 9 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 49,305
Positions
12,687 20,279 648 15,570 1,634 550 8,888 4,118 283 1,918 2,599 0 8,761 19,194
Changes from: October 3, 2023 Total Change is: -2,972
-443 1,345 -29 -2,604 -193 -6 -1,287 -3,089 16 102 -1,268 0 1,279 252
Percent of Open Interest Represented by Each Category of Trader
25.7 41.1 1.3 31.6 3.3 1.1 18.0 8.4 0.6 3.9 5.3 0.0 17.8 38.9
Number of Traders in Each Category Total Traders: 51
10 5 . 11 . 5 9 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 386,965
Positions
30,369 186,007 3,682 262,519 93,046 35,557 22,107 27,188 2,435 19,722 31,481 1,096 9,478 6,473
Changes from: October 3, 2023 Total Change is: -6,821
-1,339 -8,580 -190 5,418 841 -177 -8,506 3,694 721 -995 -1,917 0 -1,753 -1,213
Percent of Open Interest Represented by Each Category of Trader
7.8 48.1 1.0 67.8 24.0 9.2 5.7 7.0 0.6 5.1 8.1 0.3 2.4 1.7
Number of Traders in Each Category Total Traders: 204
14 12 5 78 50 33 23 18 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,046,455
Positions
74,946 462,268 18,005 589,656 361,010 106,505 124,970 58,388 6,823 86,280 16,702 2,515 36,755 14,239
Changes from: October 3, 2023 Total Change is: -7,969
-368 -5,815 492 -17,412 16,846 -3,156 -871 943 -1,345 7,296 -14,282 16 7,379 -1,668
Percent of Open Interest Represented by Each Category of Trader
7.2 44.2 1.7 56.3 34.5 10.2 11.9 5.6 0.7 8.2 1.6 0.2 3.5 1.4
Number of Traders in Each Category Total Traders: 394
27 16 8 147 79 80 50 32 20 28 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 238,574
Positions
12,427 160,453 35,838 51,232 0 1,908 101,814 5,902 28,809 6,096 5,469 140 310 55
Changes from: October 3, 2023 Total Change is: 1,333
268 1,885 -551 235 0 -15 1,584 218 -205 22 0 0 -5 1
Percent of Open Interest Represented by Each Category of Trader
5.2 67.3 15.0 21.5 0.0 0.8 42.7 2.5 12.1 2.6 2.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 106
9 27 16 18 0 . 33 6 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,643,494
Positions
28,400 154,856 55,537 833,701 315,215 188,747 51,638 456,764 203,188 67,783 93,745 8,959 205,541 166,483
Changes from: October 3, 2023 Total Change is: -33,250
3,290 -9,213 2,367 -33,018 28,338 -6,640 10,502 -40,297 -5,229 -1,396 5,030 -2,976 -148 -4,629
Percent of Open Interest Represented by Each Category of Trader
1.7 9.4 3.4 50.7 19.2 11.5 3.1 27.8 12.4 4.1 5.7 0.5 12.5 10.1
Number of Traders in Each Category Total Traders: 231
10 22 24 69 39 72 29 42 49 7 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,555,896
Positions
18,621 47,148 5,089 930,227 309,965 265,437 91,694 726,870 17,470 50,867 32,075 0 176,491 151,842
Changes from: October 3, 2023 Total Change is: -12,236
8,148 -3,455 -2,594 -5,686 -19,969 -3,053 1,524 10,306 683 -1,716 3,533 0 -9,542 2,313
Percent of Open Interest Represented by Each Category of Trader
1.2 3.0 0.3 59.8 19.9 17.1 5.9 46.7 1.1 3.3 2.1 0.0 11.3 9.8
Number of Traders in Each Category Total Traders: 171
6 7 4 73 31 58 11 31 16 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 4,101,088
Positions
140,466 410,119 13,829 1,817,386 512,927 334,073 933,282 2,357,685 138,611 419,419 161,066 26,942 277,081 145,836
Changes from: October 3, 2023 Total Change is: 72,147
-3,739 30,087 2,224 41,514 -6,396 3,774 41,215 36,424 5,732 -11,268 1,265 -630 -6,674 -331
Percent of Open Interest Represented by Each Category of Trader
3.4 10.0 0.3 44.3 12.5 8.1 22.8 57.5 3.4 10.2 3.9 0.7 6.8 3.6
Number of Traders in Each Category Total Traders: 440
36 29 12 148 41 90 62 69 48 45 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 5,628,814
Positions
95,043 275,562 213,013 2,576,505 1,235,210 740,920 407,405 1,782,407 642,983 402,419 236,618 81,848 468,679 420,253
Changes from: October 3, 2023 Total Change is: -52,310
12,104 -36,424 -24,125 -63,823 -39,342 29,731 55,333 15,825 -13,283 -48,391 -13,478 6,500 -6,356 22,287
Percent of Open Interest Represented by Each Category of Trader
1.7 4.9 3.8 45.8 21.9 13.2 7.2 31.7 11.4 7.1 4.2 1.5 8.3 7.5
Number of Traders in Each Category Total Traders: 445
21 30 36 135 62 110 60 86 97 30 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,900,086
Positions
69,028 141,195 1,754 933,817 570,933 320,285 185,366 485,918 22,991 149,846 91,226 411 216,588 265,373
Changes from: October 3, 2023 Total Change is: 6,132
-522 2,622 -498 14,815 -32,799 6,200 -7,488 25,167 -2,041 311 4,364 0 -4,645 3,117
Percent of Open Interest Represented by Each Category of Trader
3.6 7.4 0.1 49.1 30.0 16.9 9.8 25.6 1.2 7.9 4.8 0.0 11.4 14.0
Number of Traders in Each Category Total Traders: 182
6 15 5 52 47 58 8 35 19 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 5,420
Positions
0 0 0 0 0 0 3,096 1,356 923 454 1,330 1 946 1,810
Changes from: October 3, 2023 Total Change is: -480
0 0 0 0 0 0 -940 581 214 51 -546 1 194 -730
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 57.1 25.0 17.0 8.4 24.5 0.0 17.5 33.4
Number of Traders in Each Category Total Traders: 33
0 0 0 0 0 0 4 . . 6 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 6,240,753
Positions
131,544 754,731 132,783 2,823,863 1,003,143 778,883 945,498 2,711,826 383,615 611,531 115,128 22,953 410,084 337,691
Changes from: October 3, 2023 Total Change is: 184,683
38,969 18,055 8,869 39,513 -10,086 11,435 80,122 122,798 52,999 -42,039 -9,703 1,890 -7,075 -11,574
Percent of Open Interest Represented by Each Category of Trader
2.1 12.1 2.1 45.2 16.1 12.5 15.2 43.5 6.1 9.8 1.8 0.4 6.6 5.4
Number of Traders in Each Category Total Traders: 405
21 29 24 154 37 106 47 78 68 28 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,902,648
Positions
590,914 242,483 421,066 45,948 50,058 49,218 249,900 583,237 497,298 9,005 2,818 6,529 32,770 49,941
Changes from: October 3, 2023 Total Change is: 237,049
102,527 16,428 32,944 -8,625 3,999 7,463 -10,515 67,411 105,415 5,352 -766 3,173 -685 982
Percent of Open Interest Represented by Each Category of Trader
31.1 12.7 22.1 2.4 2.6 2.6 13.1 30.7 26.1 0.5 0.1 0.3 1.7 2.6
Number of Traders in Each Category Total Traders: 150
32 31 52 . 5 6 35 33 50 4 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 16,985
Positions
6,002 4,911 5,199 826 263 228 427 1,926 4,108 100 252 65 30 33
Changes from: October 3, 2023 Total Change is: 1,540
528 1,051 663 550 167 -24 -35 -141 -84 0 -62 10 -68 -40
Percent of Open Interest Represented by Each Category of Trader
35.3 28.9 30.6 4.9 1.5 1.3 2.5 11.3 24.2 0.6 1.5 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 33
11 . 6 . . . 5 9 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 is20,629,394
Positions
2,169,041 2,701,322 3,029,788 480,081 494,734 1,743,889 1,650,668 988,271 10,990,194 119,370 230,104 386,776 59,589 64,317
Changes from: October 3, 2023 Total Change is: -135,617
21,113 102,644 -2,980 165,377 -20,551 -18,285 -101,920 -27,547 -161,733 -17,964 7,674 -26,603 7,379 11,764
Percent of Open Interest Represented by Each Category of Trader
10.5 13.1 14.7 2.3 2.4 8.5 8.0 4.8 53.3 0.6 1.1 1.9 0.3 0.3
Number of Traders in Each Category Total Traders: 1,076
73 112 142 60 68 81 148 193 238 228 147 188
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 871,122
Positions
330,092 234,995 245,701 71,505 4,297 2,414 87,069 222,076 131,195 1,918 29,192 418 810 834
Changes from: October 3, 2023 Total Change is: 50,268
36,990 31,271 10,805 29,803 -186 -448 -26,282 8,536 -571 -543 463 340 174 58
Percent of Open Interest Represented by Each Category of Trader
37.9 27.0 28.2 8.2 0.5 0.3 10.0 25.5 15.1 0.2 3.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 186
33 51 55 . 6 . 30 46 45 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 66,029
Positions
2,788 95 31,343 40 168 0 3,835 14,619 19,415 8,605 389 0 3 0
Changes from: October 3, 2023 Total Change is: -168
0 0 0 0 0 0 60 -168 0 -228 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
4.2 0.1 47.5 0.1 0.3 0.0 5.8 22.1 29.4 13.0 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 10, 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 27,516
Positions
6,988 0 1,253 0 469 0 3,766 18,175 2,458 13,051 5,101 0 0 60
Changes from: October 3, 2023 Total Change is: 1,370
0 0 0 0 0 0 160 1,561 0 1,210 -193 0 0 2
Percent of Open Interest Represented by Each Category of Trader
25.4 0.0 4.6 0.0 1.7 0.0 13.7 66.1 8.9 47.4 18.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 16,115
Positions
429 2,578 231 7,585 517 447 1,889 9,311 2,017 2,103 155 54 1,360 805
Changes from: October 3, 2023 Total Change is: 245
2 -283 39 63 -106 40 -449 499 326 108 -292 37 78 -16
Percent of Open Interest Represented by Each Category of Trader
2.7 16.0 1.4 47.1 3.2 2.8 11.7 57.8 12.5 13.1 1.0 0.3 8.4 5.0
Number of Traders in Each Category Total Traders: 105
4 9 4 10 6 5 21 40 19 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 8,767
Positions
415 235 73 320 1,086 65 2,338 3,700 1,374 1,688 1,338 67 2,427 829
Changes from: October 3, 2023 Total Change is: 316
47 89 7 47 -34 15 460 855 -492 118 -39 -5 119 -80
Percent of Open Interest Represented by Each Category of Trader
4.7 2.7 0.8 3.7 12.4 0.7 26.7 42.2 15.7 19.2 15.3 0.8 27.7 9.5
Number of Traders in Each Category Total Traders: 90
. . . . . . 16 13 11 37 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 5,868
Positions
186 161 166 365 979 7 2,682 2,698 973 728 153 139 622 592
Changes from: October 3, 2023 Total Change is: 1,227
-39 -17 2 31 221 -22 1,446 609 220 -545 44 72 61 98
Percent of Open Interest Represented by Each Category of Trader
3.2 2.7 2.8 6.2 16.7 0.1 45.7 46.0 16.6 12.4 2.6 2.4 10.6 10.1
Number of Traders in Each Category Total Traders: 67
4 . . 4 4 . 20 23 15 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 18,799
Positions
1,529 0 2,023 0 1,113 457 5,979 8,647 1,980 6,175 4,048 209 448 322
Changes from: October 3, 2023 Total Change is: 2,857
195 -1,559 2,014 0 -326 115 2,824 3,927 -1,384 -871 207 -113 77 -23
Percent of Open Interest Represented by Each Category of Trader
8.1 0.0 10.8 0.0 5.9 2.4 31.8 46.0 10.5 32.8 21.5 1.1 2.4 1.7
Number of Traders in Each Category Total Traders: 90
. 0 . 0 . . 10 7 7 44 24 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 41,337
Positions
0 24,086 0 18,580 1,035 656 14,201 9,609 678 2,834 2,149 0 4,388 3,123
Changes from: October 3, 2023 Total Change is: -1,075
0 -150 0 -707 236 -7 605 -934 -136 -628 2 -11 -191 -76
Percent of Open Interest Represented by Each Category of Trader
0.0 58.3 0.0 44.9 2.5 1.6 34.4 23.2 1.6 6.9 5.2 0.0 10.6 7.6
Number of Traders in Each Category Total Traders: 101
0 . 0 14 5 . 31 15 4 19 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 360,969
Positions
37,378 32,678 16,526 74,664 62,810 51,729 63,747 79,619 63,628 8,511 1,625 19,079 25,707 33,275
Changes from: October 3, 2023 Total Change is: -20,193
-17,452 2,981 1,968 -13,282 -2,438 2,134 729 -25,974 -1,139 2,652 -3,150 2,913 1,284 2,512
Percent of Open Interest Represented by Each Category of Trader
10.4 9.1 4.6 20.7 17.4 14.3 17.7 22.1 17.6 2.4 0.5 5.3 7.1 9.2
Number of Traders in Each Category Total Traders: 201
8 17 19 23 35 31 37 45 67 10 12 22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 62,404
Positions
50,323 46,805 0 9,312 3,651 487 1,330 10,748 352 336 305 3 261 53
Changes from: October 3, 2023 Total Change is: 372
1,603 0 0 -3 -538 0 -1,556 481 351 10 105 -2 -31 -25
Percent of Open Interest Represented by Each Category of Trader
80.6 75.0 0.0 14.9 5.9 0.8 2.1 17.2 0.6 0.5 0.5 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
6 . 0 11 4 . 5 6 4 . 4 .
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Updated October 13, 2023