Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 201,381
Positions
88,779 25,815 3,597 31,531 59,754 5,384 13,772 53,812 16,031 7,069 1,483 41 35,175 35,463
Changes from: October 10, 2023 Total Change is: 6,865
210 1,571 22 -371 -282 854 641 394 2,703 1,235 410 -43 1,614 1,238
Percent of Open Interest Represented by Each Category of Trader
44.1 12.8 1.8 15.7 29.7 2.7 6.8 26.7 8.0 3.5 0.7 0.0 17.5 17.6
Number of Traders in Each Category Total Traders: 115
8 5 6 16 25 14 16 32 14 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 65,464
Positions
29,332 710 2,632 5,624 24,984 59 14,814 12,330 2,415 1,513 0 0 9,075 22,334
Changes from: October 10, 2023 Total Change is: -71
-247 -81 480 -431 -1,418 37 -285 -54 209 -118 0 0 284 755
Percent of Open Interest Represented by Each Category of Trader
44.8 1.1 4.0 8.6 38.2 0.1 22.6 18.8 3.7 2.3 0.0 0.0 13.9 34.1
Number of Traders in Each Category Total Traders: 56
6 . 5 4 13 . 13 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 262,993
Positions
63,649 10,527 17,653 42,759 108,358 5,027 65,673 42,333 39,836 908 3,121 279 27,210 35,858
Changes from: October 10, 2023 Total Change is: -9,444
-360 -5,521 210 -3,726 -1,194 973 -6,171 -508 -1,526 132 1 -127 1,151 -1,753
Percent of Open Interest Represented by Each Category of Trader
24.2 4.0 6.7 16.3 41.2 1.9 25.0 16.1 15.1 0.3 1.2 0.1 10.3 13.6
Number of Traders in Each Category Total Traders: 121
5 6 8 13 36 16 28 27 20 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 296,464
Positions
98,036 9,984 8,503 70,123 109,938 4,387 43,988 88,726 24,381 8,604 3,269 198 38,244 47,077
Changes from: October 10, 2023 Total Change is: 9,554
9,439 -7,461 1,754 -2,243 11,622 1,349 -311 -1,403 682 290 1,289 -53 -1,352 1,774
Percent of Open Interest Represented by Each Category of Trader
33.1 3.4 2.9 23.7 37.1 1.5 14.8 29.9 8.2 2.9 1.1 0.1 12.9 15.9
Number of Traders in Each Category Total Traders: 165
15 . 9 26 33 19 29 40 23 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 794,547
Positions
19,300 380,201 33,374 466,874 130,905 24,359 57,899 77,096 73,549 33,425 9,355 4,668 81,098 61,039
Changes from: October 10, 2023 Total Change is: 16,269
1,920 1,644 6,136 4,442 4,447 876 4,112 2,657 2,426 1,297 -126 -354 -4,587 -1,439
Percent of Open Interest Represented by Each Category of Trader
2.4 47.9 4.2 58.8 16.5 3.1 7.3 9.7 9.3 4.2 1.2 0.6 10.2 7.7
Number of Traders in Each Category Total Traders: 312
12 19 15 112 42 49 41 50 34 28 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 28,810
Positions
0 10,654 0 13,914 2,271 2,684 552 9,226 0 0 0 0 11,660 3,975
Changes from: October 10, 2023 Total Change is: -260
0 278 0 240 -1,211 0 -120 522 0 0 0 0 -380 151
Percent of Open Interest Represented by Each Category of Trader
0.0 37.0 0.0 48.3 7.9 9.3 1.9 32.0 0.0 0.0 0.0 0.0 40.5 13.8
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 17, 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 210,870
Positions
114,148 4,188 1,245 33,164 113,300 5,651 23,041 39,248 11,222 2,808 577 54 19,537 35,386
Changes from: October 10, 2023 Total Change is: 6,338
4,541 -1,299 89 -937 5,976 488 2,480 -498 723 282 544 -113 -1,213 429
Percent of Open Interest Represented by Each Category of Trader
54.1 2.0 0.6 15.7 53.7 2.7 10.9 18.6 5.3 1.3 0.3 0.0 9.3 16.8
Number of Traders in Each Category Total Traders: 110
10 . . 16 24 11 16 35 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 203,241
Positions
24,227 42,429 145 100,545 4,468 749 62,311 32,323 6,536 2,707 113,234 27 5,994 3,329
Changes from: October 10, 2023 Total Change is: -1,912
993 -1,580 -23 -3,566 -623 -1 246 1,827 -494 183 -416 -2 753 -600
Percent of Open Interest Represented by Each Category of Trader
11.9 20.9 0.1 49.5 2.2 0.4 30.7 15.9 3.2 1.3 55.7 0.0 2.9 1.6
Number of Traders in Each Category Total Traders: 147
6 7 . 21 9 5 46 29 13 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 51,070
Positions
14,612 23,950 2,111 11,601 11,804 32 14,919 8,600 129 4,289 2,637 0 3,377 1,807
Changes from: October 10, 2023 Total Change is: -3,453
299 41 72 812 -3,006 0 -4,983 -494 129 -22 -36 0 240 -159
Percent of Open Interest Represented by Each Category of Trader
28.6 46.9 4.1 22.7 23.1 0.1 29.2 16.8 0.3 8.4 5.2 0.0 6.6 3.5
Number of Traders in Each Category Total Traders: 71
5 . . 11 7 . 15 11 . 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 54,137
Positions
26,242 9,829 63 5,384 25,854 954 16,750 11,321 273 1,015 624 17 3,439 5,202
Changes from: October 10, 2023 Total Change is: -564
539 -2,326 3 -1,447 3,196 234 -70 -1,143 -304 153 -58 0 328 -166
Percent of Open Interest Represented by Each Category of Trader
48.5 18.2 0.1 9.9 47.8 1.8 30.9 20.9 0.5 1.9 1.2 0.0 6.4 9.6
Number of Traders in Each Category Total Traders: 90
8 . . 12 21 7 19 19 5 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 13,335
Positions
583 813 24 8,954 2,376 77 1,815 8,179 148 268 0 0 1,466 1,718
Changes from: October 10, 2023 Total Change is: 998
-55 657 -4 511 -328 0 489 975 -9 -100 0 0 166 -293
Percent of Open Interest Represented by Each Category of Trader
4.4 6.1 0.2 67.1 17.8 0.6 13.6 61.3 1.1 2.0 0.0 0.0 11.0 12.9
Number of Traders in Each Category Total Traders: 37
. . . . 7 . 8 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 96,580
Positions
48,285 12,380 1,016 15,625 16,237 332 9,801 32,436 733 9,850 17,468 3 10,935 15,975
Changes from: October 10, 2023 Total Change is: 1,941
1,021 827 -320 279 1,394 -77 1,077 -1,622 -262 483 -220 -5 -256 2,226
Percent of Open Interest Represented by Each Category of Trader
50.0 12.8 1.1 16.2 16.8 0.3 10.1 33.6 0.8 10.2 18.1 0.0 11.3 16.5
Number of Traders in Each Category Total Traders: 92
14 9 . 18 7 4 19 17 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 96,580
Positions
48,285 12,380 1,016 15,625 16,237 332 9,801 32,436 733 9,850 17,468 3 10,935 15,975
Changes from: October 10, 2023 Total Change is: 1,941
1,021 827 -320 279 1,394 -77 1,077 -1,622 -262 483 -220 -5 -256 2,226
Percent of Open Interest Represented by Each Category of Trader
50.0 12.8 1.1 16.2 16.8 0.3 10.1 33.6 0.8 10.2 18.1 0.0 11.3 16.5
Number of Traders in Each Category Total Traders: 92
14 9 . 18 7 4 19 17 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 43,890
Positions
9,594 22,932 0 25,733 11,491 2,832 3,655 5,432 0 0 0 0 2,076 1,203
Changes from: October 10, 2023 Total Change is: -2,698
769 -4,216 0 -2,814 1,971 12 -235 -524 0 0 0 0 -430 59
Percent of Open Interest Represented by Each Category of Trader
21.9 52.2 0.0 58.6 26.2 6.5 8.3 12.4 0.0 0.0 0.0 0.0 4.7 2.7
Number of Traders in Each Category Total Traders: 46
4 7 0 19 8 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 3,202,000
Positions
277,874 616,184 225,576 1,082,052 405,714 206,121 126,861 407,007 811,380 130,216 202,443 38,319 303,602 289,256
Changes from: October 10, 2023 Total Change is: 53,621
4,473 16,883 6,953 8,863 4,154 -1,461 14,389 -11,780 4,748 13,411 29,508 -2,870 5,116 7,486
Percent of Open Interest Represented by Each Category of Trader
8.7 19.2 7.0 33.8 12.7 6.4 4.0 12.7 25.3 4.1 6.3 1.2 9.5 9.0
Number of Traders in Each Category Total Traders: 586
37 35 48 172 73 114 77 100 113 51 39 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 21,723
Positions
5,706 8,941 0 8,765 8,462 1,188 4,689 565 0 0 0 0 1,375 2,567
Changes from: October 10, 2023 Total Change is: 24
-578 3,667 0 246 -3,883 163 115 -75 0 0 0 0 78 152
Percent of Open Interest Represented by Each Category of Trader
26.3 41.2 0.0 40.3 39.0 5.5 21.6 2.6 0.0 0.0 0.0 0.0 6.3 11.8
Number of Traders in Each Category Total Traders: 27
4 7 0 5 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 26,487
Positions
2,931 22,652 0 15,088 672 0 5,176 1,920 0 0 0 0 3,292 1,243
Changes from: October 10, 2023 Total Change is: 454
-40 1,049 0 264 -337 0 -21 -213 0 0 0 0 251 -45
Percent of Open Interest Represented by Each Category of Trader
11.1 85.5 0.0 57.0 2.5 0.0 19.5 7.2 0.0 0.0 0.0 0.0 12.4 4.7
Number of Traders in Each Category Total Traders: 38
4 9 0 13 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 3,183,598
Positions
277,409 615,860 225,423 1,080,048 405,825 205,641 126,791 402,292 806,027 133,029 202,243 35,506 293,723 284,780
Changes from: October 10, 2023 Total Change is: 51,779
4,513 16,808 6,933 8,593 4,317 -1,447 9,589 -18,907 10,009 13,751 29,593 -3,210 3,048 7,683
Percent of Open Interest Represented by Each Category of Trader
8.7 19.3 7.1 33.9 12.7 6.5 4.0 12.6 25.3 4.2 6.4 1.1 9.2 8.9
Number of Traders in Each Category Total Traders: 575
36 35 48 168 73 111 71 101 109 51 38 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 34,843
Positions
24,413 31,076 0 7,980 981 0 232 1,335 0 0 0 0 2,218 1,451
Changes from: October 10, 2023 Total Change is: 21
649 -209 0 -526 101 0 -16 441 0 0 0 0 -86 -312
Percent of Open Interest Represented by Each Category of Trader
70.1 89.2 0.0 22.9 2.8 0.0 0.7 3.8 0.0 0.0 0.0 0.0 6.4 4.2
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 33,406
Positions
12,729 17,031 0 16,380 1,058 132 1,964 13,522 16 0 0 0 2,185 1,647
Changes from: October 10, 2023 Total Change is: -2,180
-1,729 -435 -33 39 -4,510 0 -503 2,747 -3 0 0 0 49 54
Percent of Open Interest Represented by Each Category of Trader
38.1 51.0 0.0 49.0 3.2 0.4 5.9 40.5 0.0 0.0 0.0 0.0 6.5 4.9
Number of Traders in Each Category Total Traders: 32
6 6 0 9 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 184,024
Positions
6,170 4,763 0 22,470 1,331 2,369 33,062 79,511 21,157 0 30,133 0 98,796 44,760
Changes from: October 10, 2023 Total Change is: 18,421
-212 937 0 3,377 -944 -820 -6,058 17,214 1,448 0 2,552 0 20,686 -1,967
Percent of Open Interest Represented by Each Category of Trader
3.4 2.6 0.0 12.2 0.7 1.3 18.0 43.2 11.5 0.0 16.4 0.0 53.7 24.3
Number of Traders in Each Category Total Traders: 29
. . 0 10 . 4 8 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 373,952
Positions
115,264 112,684 151,579 0 38,000 0 23,715 9,832 54,969 24,277 0 0 4,148 6,888
Changes from: October 10, 2023 Total Change is: 6,280
4,000 -750 3,030 0 0 0 -4,000 1,000 3,000 0 0 0 250 0
Percent of Open Interest Represented by Each Category of Trader
30.8 30.1 40.5 0.0 10.2 0.0 6.3 2.6 14.7 6.5 0.0 0.0 1.1 1.8
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 17, 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 38,333
Positions
5,286 3,153 15 21,803 24,742 1,596 2,054 1,460 211 0 0 0 7,368 7,156
Changes from: October 10, 2023 Total Change is: -638
36 -18 1 -210 -1,024 -19 -156 175 161 -319 0 0 -132 86
Percent of Open Interest Represented by Each Category of Trader
13.8 8.2 0.0 56.9 64.5 4.2 5.4 3.8 0.6 0.0 0.0 0.0 19.2 18.7
Number of Traders in Each Category Total Traders: 61
7 4 . 27 13 10 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 319,359
Positions
45,844 77,835 16,304 84,827 23,629 8,784 45,434 57,142 44,430 29,177 41,680 2,559 42,000 46,996
Changes from: October 10, 2023 Total Change is: 1,770
-3,671 3,970 308 1,294 -3,937 1,404 1,860 -3,034 1,414 931 2,096 322 -2,092 -772
Percent of Open Interest Represented by Each Category of Trader
14.4 24.4 5.1 26.6 7.4 2.8 14.2 17.9 13.9 9.1 13.1 0.8 13.2 14.7
Number of Traders in Each Category Total Traders: 336
24 30 17 74 32 44 49 59 42 31 36 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 310,700
Positions
46,124 78,169 15,436 84,713 23,699 8,575 44,765 58,570 40,626 29,158 40,324 2,372 38,930 42,928
Changes from: October 10, 2023 Total Change is: 1,256
-3,586 3,856 242 1,420 -3,944 1,287 1,619 -2,447 932 1,084 2,085 182 -1,926 -938
Percent of Open Interest Represented by Each Category of Trader
14.8 25.2 5.0 27.3 7.6 2.8 14.4 18.9 13.1 9.4 13.0 0.8 12.5 13.8
Number of Traders in Each Category Total Traders: 309
25 27 14 71 32 42 44 56 41 23 31 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 86,585
Positions
5,796 5,247 88 3,073 1,233 150 37,196 16,227 7,531 1,584 14,953 472 30,696 40,685
Changes from: October 10, 2023 Total Change is: 5,140
-278 1,709 88 -102 1,233 3 5,642 -2,629 1,576 -130 1,506 -5 -1,655 1,658
Percent of Open Interest Represented by Each Category of Trader
6.7 6.1 0.1 3.5 1.4 0.2 43.0 18.7 8.7 1.8 17.3 0.5 35.5 47.0
Number of Traders in Each Category Total Traders: 47
. . . 5 . . 11 10 8 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 496,482
Positions
123,923 73,385 11,817 159,961 167,802 38,305 111,445 128,327 12,057 15,259 36,101 333 23,383 28,356
Changes from: October 10, 2023 Total Change is: 5,803
-6,771 -2,449 557 984 -4,519 -1,254 14,908 11,076 1,457 -2,195 -742 -110 -1,773 1,787
Percent of Open Interest Represented by Each Category of Trader
25.0 14.8 2.4 32.2 33.8 7.7 22.4 25.8 2.4 3.1 7.3 0.1 4.7 5.7
Number of Traders in Each Category Total Traders: 364
33 21 7 80 71 47 47 86 32 9 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 19,151
Positions
5,086 9,293 0 12,860 8,473 0 378 523 0 0 0 0 827 862
Changes from: October 10, 2023 Total Change is: 1,043
-953 846 0 2,591 23 0 -204 0 0 0 0 0 -391 174
Percent of Open Interest Represented by Each Category of Trader
26.6 48.5 0.0 67.2 44.2 0.0 2.0 2.7 0.0 0.0 0.0 0.0 4.3 4.5
Number of Traders in Each Category Total Traders: 25
. 7 0 9 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 15,736
Positions
1,492 9,930 0 8,941 0 9 1,093 1,582 0 364 1,349 0 3,837 2,866
Changes from: October 10, 2023 Total Change is: -176
0 -49 0 -423 0 2 -309 143 0 0 200 0 554 -472
Percent of Open Interest Represented by Each Category of Trader
9.5 63.1 0.0 56.8 0.0 0.1 6.9 10.1 0.0 2.3 8.6 0.0 24.4 18.2
Number of Traders in Each Category Total Traders: 22
. 5 0 8 0 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,303
Positions
13,310 20,022 707 15,522 1,725 546 11,009 2,820 605 2,228 2,323 0 7,376 22,555
Changes from: October 10, 2023 Total Change is: 1,998
623 -257 59 -48 91 -4 2,121 -1,298 322 310 -276 0 -1,385 3,361
Percent of Open Interest Represented by Each Category of Trader
25.9 39.0 1.4 30.3 3.4 1.1 21.5 5.5 1.2 4.3 4.5 0.0 14.4 44.0
Number of Traders in Each Category Total Traders: 57
11 5 . 11 . 5 14 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 386,570
Positions
30,881 188,132 3,402 261,382 86,733 35,708 22,974 26,610 1,409 19,308 35,552 1,077 10,429 7,947
Changes from: October 10, 2023 Total Change is: -395
512 2,125 -280 -1,137 -6,313 151 867 -578 -1,026 -414 4,071 -19 951 1,474
Percent of Open Interest Represented by Each Category of Trader
8.0 48.7 0.9 67.6 22.4 9.2 5.9 6.9 0.4 5.0 9.2 0.3 2.7 2.1
Number of Traders in Each Category Total Traders: 198
13 13 5 78 48 35 21 17 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,045,049
Positions
69,563 448,932 16,672 590,321 353,136 115,888 115,271 62,141 7,521 92,004 24,101 2,532 35,277 14,126
Changes from: October 10, 2023 Total Change is: -1,406
-5,383 -13,336 -1,333 665 -7,874 9,383 -9,699 3,753 698 5,724 7,399 17 -1,478 -113
Percent of Open Interest Represented by Each Category of Trader
6.7 43.0 1.6 56.5 33.8 11.1 11.0 5.9 0.7 8.8 2.3 0.2 3.4 1.4
Number of Traders in Each Category Total Traders: 392
23 18 8 146 77 78 50 36 23 26 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 238,747
Positions
12,893 159,408 36,199 49,832 0 1,908 101,822 6,084 29,462 6,154 5,469 140 337 77
Changes from: October 10, 2023 Total Change is: 173
466 -1,045 361 -1,400 0 0 8 182 653 58 0 0 27 22
Percent of Open Interest Represented by Each Category of Trader
5.4 66.8 15.2 20.9 0.0 0.8 42.6 2.5 12.3 2.6 2.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 106
10 26 16 18 0 . 32 7 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,660,723
Positions
23,902 154,942 73,635 822,083 333,115 186,948 50,156 429,257 218,840 68,182 95,373 8,346 208,631 160,267
Changes from: October 10, 2023 Total Change is: 17,229
-4,499 86 18,099 -11,618 17,900 -1,800 -1,483 -27,507 15,652 399 1,627 -613 3,091 -6,215
Percent of Open Interest Represented by Each Category of Trader
1.4 9.3 4.4 49.5 20.1 11.3 3.0 25.8 13.2 4.1 5.7 0.5 12.6 9.7
Number of Traders in Each Category Total Traders: 233
10 23 24 67 43 74 29 42 53 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,561,290
Positions
16,075 44,538 3,348 928,327 310,954 269,672 91,826 733,557 20,152 53,438 38,121 0 178,451 140,948
Changes from: October 10, 2023 Total Change is: 5,394
-2,546 -2,610 -1,741 -1,900 989 4,235 132 6,686 2,683 2,571 6,046 0 1,960 -10,894
Percent of Open Interest Represented by Each Category of Trader
1.0 2.9 0.2 59.5 19.9 17.3 5.9 47.0 1.3 3.4 2.4 0.0 11.4 9.0
Number of Traders in Each Category Total Traders: 174
4 7 . 72 32 59 13 33 15 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 4,139,105
Positions
142,024 362,864 10,229 1,899,749 525,889 287,784 903,041 2,465,588 150,488 446,282 161,613 27,097 272,411 147,553
Changes from: October 10, 2023 Total Change is: 38,017
1,558 -47,255 -3,599 82,363 12,962 -46,289 -30,241 107,903 11,877 26,864 547 155 -4,670 1,717
Percent of Open Interest Represented by Each Category of Trader
3.4 8.8 0.2 45.9 12.7 7.0 21.8 59.6 3.6 10.8 3.9 0.7 6.6 3.6
Number of Traders in Each Category Total Traders: 448
36 25 15 152 37 90 66 72 59 50 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 5,712,759
Positions
99,718 279,707 245,070 2,509,671 1,188,123 759,345 355,699 1,814,209 714,231 451,845 244,716 83,757 493,423 383,602
Changes from: October 10, 2023 Total Change is: 83,945
4,675 4,145 32,057 -66,833 -47,087 18,425 -51,705 31,802 71,248 49,426 8,098 1,909 24,744 -36,651
Percent of Open Interest Represented by Each Category of Trader
1.7 4.9 4.3 43.9 20.8 13.3 6.2 31.8 12.5 7.9 4.3 1.5 8.6 6.7
Number of Traders in Each Category Total Traders: 455
22 28 38 136 63 111 65 84 99 35 22 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,925,423
Positions
67,349 153,655 1,470 956,739 598,848 312,402 182,463 494,079 25,769 154,446 82,443 2,226 222,559 254,531
Changes from: October 10, 2023 Total Change is: 25,337
-1,679 12,460 -284 22,922 27,915 -7,883 -2,903 8,161 2,778 4,600 -8,783 1,815 5,971 -10,842
Percent of Open Interest Represented by Each Category of Trader
3.5 8.0 0.1 49.7 31.1 16.2 9.5 25.7 1.3 8.0 4.3 0.1 11.6 13.2
Number of Traders in Each Category Total Traders: 184
6 16 5 54 48 59 12 29 16 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 6,794
Positions
0 0 0 0 0 0 3,800 1,242 1,696 446 1,593 0 852 2,263
Changes from: October 10, 2023 Total Change is: 1,374
0 0 0 0 0 0 704 -114 773 -8 263 -1 -94 453
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 55.9 18.3 25.0 6.6 23.4 0.0 12.5 33.3
Number of Traders in Each Category Total Traders: 36
0 0 0 0 0 0 . . . 7 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 6,172,020
Positions
110,696 694,874 132,050 2,835,062 956,983 799,396 867,758 2,726,783 377,416 615,981 122,290 18,615 415,045 343,612
Changes from: October 10, 2023 Total Change is: -68,733
-20,848 -59,858 -733 11,199 -46,160 20,513 -77,740 14,957 -6,198 4,450 7,162 -4,338 4,961 5,921
Percent of Open Interest Represented by Each Category of Trader
1.8 11.3 2.1 45.9 15.5 13.0 14.1 44.2 6.1 10.0 2.0 0.3 6.7 5.6
Number of Traders in Each Category Total Traders: 407
17 30 25 154 39 105 48 80 69 27 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 2,071,216
Positions
646,393 279,185 463,737 36,944 61,465 49,006 328,754 665,399 486,986 17,854 936 5,586 35,956 58,916
Changes from: October 10, 2023 Total Change is: 168,568
55,479 36,702 42,671 -9,004 11,407 -212 78,854 82,162 -10,312 8,849 -1,882 -943 3,186 8,975
Percent of Open Interest Represented by Each Category of Trader
31.2 13.5 22.4 1.8 3.0 2.4 15.9 32.1 23.5 0.9 0.0 0.3 1.7 2.8
Number of Traders in Each Category Total Traders: 156
35 27 55 . 7 6 40 32 49 8 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 18,779
Positions
7,038 5,447 7,267 326 479 228 513 1,700 3,182 100 348 65 60 63
Changes from: October 10, 2023 Total Change is: 1,794
1,036 536 2,068 -500 216 0 86 -226 -926 0 96 0 30 30
Percent of Open Interest Represented by Each Category of Trader
37.5 29.0 38.7 1.7 2.6 1.2 2.7 9.1 16.9 0.5 1.9 0.3 0.3 0.3
Number of Traders in Each Category Total Traders: 33
12 . 8 . . . 6 8 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 is20,588,653
Positions
2,106,989 2,571,463 3,676,056 510,716 621,114 1,546,880 1,630,723 949,202 10,515,506 136,161 228,760 412,193 53,428 67,479
Changes from: October 10, 2023 Total Change is: -40,741
-62,052 -129,859 646,269 30,636 126,380 -197,009 -19,944 -39,069 -474,688 16,790 -1,345 25,418 -6,160 3,162
Percent of Open Interest Represented by Each Category of Trader
10.2 12.5 17.9 2.5 3.0 7.5 7.9 4.6 51.1 0.7 1.1 2.0 0.3 0.3
Number of Traders in Each Category Total Traders: 1,086
78 106 145 57 70 83 161 187 238 242 139 188
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 957,245
Positions
356,526 225,993 295,843 100,109 4,326 2,414 68,873 265,691 130,704 1,920 31,392 157 699 725
Changes from: October 10, 2023 Total Change is: 86,123
26,434 -9,002 50,142 28,604 29 0 -18,196 43,615 -491 2 2,200 -261 -111 -109
Percent of Open Interest Represented by Each Category of Trader
37.2 23.6 30.9 10.5 0.5 0.3 7.2 27.8 13.7 0.2 3.3 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 189
27 59 57 . 6 . 28 51 45 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 66,948
Positions
3,538 95 31,343 40 168 0 3,765 15,512 19,415 8,847 405 0 0 10
Changes from: October 10, 2023 Total Change is: 919
750 0 0 0 0 0 -70 893 0 242 16 0 -3 10
Percent of Open Interest Represented by Each Category of Trader
5.3 0.1 46.8 0.1 0.3 0.0 5.6 23.2 29.0 13.2 0.6 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 . 5 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 28,357
Positions
6,988 0 1,253 0 469 0 3,155 19,051 2,458 14,503 5,066 0 0 60
Changes from: October 10, 2023 Total Change is: 841
0 0 0 0 0 0 -611 876 0 1,452 -35 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.6 0.0 4.4 0.0 1.7 0.0 11.1 67.2 8.7 51.1 17.9 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 17, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 18,243
Positions
407 2,810 363 7,452 127 517 2,541 10,648 2,473 2,656 203 394 1,441 709
Changes from: October 10, 2023 Total Change is: 2,128
-22 232 133 -133 -390 70 652 1,337 455 553 48 340 81 -96
Percent of Open Interest Represented by Each Category of Trader
2.2 15.4 2.0 40.8 0.7 2.8 13.9 58.4 13.6 14.6 1.1 2.2 7.9 3.9
Number of Traders in Each Category Total Traders: 117
4 10 6 10 4 6 29 42 21 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 10,871
Positions
521 32 586 322 1,062 72 2,229 4,906 2,122 1,991 1,105 132 2,896 853
Changes from: October 10, 2023 Total Change is: 2,104
106 -203 513 2 -24 7 -109 1,207 749 303 -233 65 469 24
Percent of Open Interest Represented by Each Category of Trader
4.8 0.3 5.4 3.0 9.8 0.7 20.5 45.1 19.5 18.3 10.2 1.2 26.6 7.8
Number of Traders in Each Category Total Traders: 84
. . . . . . 17 10 10 36 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 6,540
Positions
155 129 206 241 1,194 40 3,188 3,034 1,106 942 139 131 530 561
Changes from: October 10, 2023 Total Change is: 672
-32 -32 40 -124 215 33 507 336 133 215 -14 -8 -92 -31
Percent of Open Interest Represented by Each Category of Trader
2.4 2.0 3.2 3.7 18.3 0.6 48.8 46.4 16.9 14.4 2.1 2.0 8.1 8.6
Number of Traders in Each Category Total Traders: 69
. . . . 7 . 18 25 14 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 26,847
Positions
8,091 0 315 0 3,706 457 8,043 11,505 2,871 6,176 7,479 231 664 283
Changes from: October 10, 2023 Total Change is: 8,048
6,562 0 -1,708 0 2,593 0 2,064 2,858 891 1 3,430 22 216 -39
Percent of Open Interest Represented by Each Category of Trader
30.1 0.0 1.2 0.0 13.8 1.7 30.0 42.9 10.7 23.0 27.9 0.9 2.5 1.1
Number of Traders in Each Category Total Traders: 93
. 0 . 0 . . 9 8 6 45 26 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 43,095
Positions
0 24,034 0 19,504 605 640 14,942 12,462 664 2,842 1,822 2 4,501 2,866
Changes from: October 10, 2023 Total Change is: 1,758
0 -52 0 924 -430 -16 741 2,853 -14 8 -327 2 113 -257
Percent of Open Interest Represented by Each Category of Trader
0.0 55.8 0.0 45.3 1.4 1.5 34.7 28.9 1.5 6.6 4.2 0.0 10.4 6.7
Number of Traders in Each Category Total Traders: 96
0 . 0 13 . . 30 17 5 19 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 376,083
Positions
41,539 38,852 17,962 75,369 68,467 52,650 70,720 78,962 66,317 9,239 2,109 19,832 22,455 30,932
Changes from: October 10, 2023 Total Change is: 15,114
4,161 6,174 1,436 705 5,657 921 6,973 -657 2,689 728 484 753 -3,252 -2,343
Percent of Open Interest Represented by Each Category of Trader
11.0 10.3 4.8 20.0 18.2 14.0 18.8 21.0 17.6 2.5 0.6 5.3 6.0 8.2
Number of Traders in Each Category Total Traders: 206
11 15 18 24 35 29 34 48 65 12 12 22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 62,547
Positions
50,507 46,805 0 9,368 3,909 487 1,230 10,834 349 335 127 3 268 33
Changes from: October 10, 2023 Total Change is: 143
184 0 0 56 258 0 -100 86 -3 -1 -178 0 7 -20
Percent of Open Interest Represented by Each Category of Trader
80.8 74.8 0.0 15.0 6.2 0.8 2.0 17.3 0.6 0.5 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
6 . 0 11 5 . 4 7 . . . .
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Updated October 20, 2023