Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 204,735
Positions
88,924 25,455 5,184 31,769 59,786 5,901 14,544 52,819 16,729 7,796 1,482 27 33,861 37,353
Changes from: October 17, 2023 Total Change is: 3,354
145 -360 1,586 237 32 517 771 -993 698 727 -1 -15 -1,314 1,890
Percent of Open Interest Represented by Each Category of Trader
43.4 12.4 2.5 15.5 29.2 2.9 7.1 25.8 8.2 3.8 0.7 0.0 16.5 18.2
Number of Traders in Each Category Total Traders: 119
9 4 7 16 25 14 15 36 13 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 63,694
Positions
29,106 890 2,821 2,975 24,382 458 14,474 10,764 2,426 1,513 0 0 9,922 21,953
Changes from: October 17, 2023 Total Change is: -1,770
-226 180 188 -2,649 -602 399 -340 -1,566 11 0 0 0 847 -381
Percent of Open Interest Represented by Each Category of Trader
45.7 1.4 4.4 4.7 38.3 0.7 22.7 16.9 3.8 2.4 0.0 0.0 15.6 34.5
Number of Traders in Each Category Total Traders: 52
7 . 6 . 14 . 12 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 271,974
Positions
72,904 7,101 16,899 45,969 116,360 4,945 61,935 46,301 40,577 950 3,120 237 27,558 36,434
Changes from: October 17, 2023 Total Change is: 8,981
9,255 -3,426 -754 3,210 8,002 -81 -3,738 3,968 740 42 -1 -42 348 575
Percent of Open Interest Represented by Each Category of Trader
26.8 2.6 6.2 16.9 42.8 1.8 22.8 17.0 14.9 0.3 1.1 0.1 10.1 13.4
Number of Traders in Each Category Total Traders: 125
8 4 8 15 36 16 26 31 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 294,515
Positions
94,711 11,743 8,662 69,996 104,869 5,852 37,190 87,058 29,687 8,557 2,472 415 39,444 43,757
Changes from: October 17, 2023 Total Change is: -1,949
-3,325 1,759 159 -126 -5,069 1,465 -6,798 -1,668 5,305 -47 -797 218 1,200 -3,320
Percent of Open Interest Represented by Each Category of Trader
32.2 4.0 2.9 23.8 35.6 2.0 12.6 29.6 10.1 2.9 0.8 0.1 13.4 14.9
Number of Traders in Each Category Total Traders: 165
15 4 8 26 32 20 26 43 23 12 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 801,549
Positions
18,349 393,286 33,695 467,367 123,647 24,834 59,950 76,067 76,047 33,230 9,392 4,515 83,564 60,068
Changes from: October 17, 2023 Total Change is: 7,002
-951 13,084 321 492 -7,258 474 2,050 -1,029 2,497 -195 37 -154 2,466 -971
Percent of Open Interest Represented by Each Category of Trader
2.3 49.1 4.2 58.3 15.4 3.1 7.5 9.5 9.5 4.1 1.2 0.6 10.4 7.5
Number of Traders in Each Category Total Traders: 308
11 19 14 112 40 48 42 50 33 26 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 29,625
Positions
0 11,206 0 13,824 1,554 2,604 432 10,563 0 0 0 0 12,765 3,698
Changes from: October 17, 2023 Total Change is: 815
0 552 0 -90 -717 -80 -120 1,337 0 0 0 0 1,105 -277
Percent of Open Interest Represented by Each Category of Trader
0.0 37.8 0.0 46.7 5.2 8.8 1.5 35.7 0.0 0.0 0.0 0.0 43.1 12.5
Number of Traders in Each Category Total Traders: 29
0 . 0 15 . 6 . 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 209,086
Positions
115,535 4,731 1,541 30,916 109,397 5,790 21,314 40,840 11,476 2,503 34 47 19,964 35,230
Changes from: October 17, 2023 Total Change is: -1,784
1,387 543 296 -2,248 -3,903 139 -1,726 1,593 255 -305 -542 -7 426 -157
Percent of Open Interest Represented by Each Category of Trader
55.3 2.3 0.7 14.8 52.3 2.8 10.2 19.5 5.5 1.2 0.0 0.0 9.5 16.8
Number of Traders in Each Category Total Traders: 104
8 . 4 16 24 11 17 31 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 203,540
Positions
25,115 40,720 198 96,120 5,681 748 63,942 31,306 9,568 2,031 111,790 26 5,793 3,503
Changes from: October 17, 2023 Total Change is: 299
888 -1,709 53 -4,425 1,213 -1 1,631 -1,017 3,032 -676 -1,444 -2 -201 174
Percent of Open Interest Represented by Each Category of Trader
12.3 20.0 0.1 47.2 2.8 0.4 31.4 15.4 4.7 1.0 54.9 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 144
6 7 . 22 11 5 43 31 14 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 51,454
Positions
10,023 23,746 3,759 16,420 3,226 32 12,489 15,608 759 4,467 2,537 0 3,505 1,787
Changes from: October 17, 2023 Total Change is: 384
-4,589 -204 1,648 4,819 -8,578 0 -2,430 7,008 630 178 -100 0 128 -20
Percent of Open Interest Represented by Each Category of Trader
19.5 46.1 7.3 31.9 6.3 0.1 24.3 30.3 1.5 8.7 4.9 0.0 6.8 3.5
Number of Traders in Each Category Total Traders: 73
5 . . 11 6 . 18 10 . 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 57,244
Positions
32,439 5,462 94 3,994 29,663 1,092 15,706 12,824 629 330 1,320 17 2,943 6,143
Changes from: October 17, 2023 Total Change is: 3,107
6,197 -4,367 31 -1,390 3,809 138 -1,044 1,503 356 -685 696 0 -496 941
Percent of Open Interest Represented by Each Category of Trader
56.7 9.5 0.2 7.0 51.8 1.9 27.4 22.4 1.1 0.6 2.3 0.0 5.1 10.7
Number of Traders in Each Category Total Traders: 98
11 . . 10 22 6 18 28 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 13,610
Positions
384 999 23 9,448 2,371 77 1,946 8,439 0 366 0 0 1,366 1,701
Changes from: October 17, 2023 Total Change is: 275
-199 186 -1 494 -5 0 131 260 -148 98 0 0 -100 -17
Percent of Open Interest Represented by Each Category of Trader
2.8 7.3 0.2 69.4 17.4 0.6 14.3 62.0 0.0 2.7 0.0 0.0 10.0 12.5
Number of Traders in Each Category Total Traders: 34
. . . . 7 . 7 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 104,659
Positions
51,095 11,268 691 13,060 23,309 480 10,881 35,405 956 16,531 17,943 3 10,962 14,604
Changes from: October 17, 2023 Total Change is: 8,079
2,810 -1,112 -325 -2,565 7,072 148 1,079 2,969 223 6,681 475 0 27 -1,371
Percent of Open Interest Represented by Each Category of Trader
48.8 10.8 0.7 12.5 22.3 0.5 10.4 33.8 0.9 15.8 17.1 0.0 10.5 14.0
Number of Traders in Each Category Total Traders: 95
16 7 . 15 11 . 16 24 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 104,659
Positions
51,095 11,268 691 13,060 23,309 480 10,881 35,405 956 16,531 17,943 3 10,962 14,604
Changes from: October 17, 2023 Total Change is: 8,079
2,810 -1,112 -325 -2,565 7,072 148 1,079 2,969 223 6,681 475 0 27 -1,371
Percent of Open Interest Represented by Each Category of Trader
48.8 10.8 0.7 12.5 22.3 0.5 10.4 33.8 0.9 15.8 17.1 0.0 10.5 14.0
Number of Traders in Each Category Total Traders: 95
16 7 . 15 11 . 16 24 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 40,986
Positions
7,728 21,379 0 24,310 9,897 2,916 3,403 5,560 0 0 0 0 2,629 1,234
Changes from: October 17, 2023 Total Change is: -2,904
-1,866 -1,553 0 -1,423 -1,594 84 -252 128 0 0 0 0 553 31
Percent of Open Interest Represented by Each Category of Trader
18.9 52.2 0.0 59.3 24.1 7.1 8.3 13.6 0.0 0.0 0.0 0.0 6.4 3.0
Number of Traders in Each Category Total Traders: 44
4 7 0 17 8 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 3,247,892
Positions
284,427 634,368 219,756 1,064,489 454,774 203,453 157,345 390,474 811,112 153,469 204,544 38,962 314,878 290,449
Changes from: October 17, 2023 Total Change is: 45,891
6,553 18,184 -5,820 -17,562 49,060 -2,668 30,484 -16,533 -268 23,253 2,101 643 11,276 1,192
Percent of Open Interest Represented by Each Category of Trader
8.8 19.5 6.8 32.8 14.0 6.3 4.8 12.0 25.0 4.7 6.3 1.2 9.7 8.9
Number of Traders in Each Category Total Traders: 575
38 33 45 166 76 115 82 98 122 53 27 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 19,848
Positions
4,688 10,920 0 8,766 4,262 1,188 3,957 650 0 0 0 0 1,249 2,828
Changes from: October 17, 2023 Total Change is: -1,875
-1,018 1,979 0 1 -4,200 0 -732 85 0 0 0 0 -126 261
Percent of Open Interest Represented by Each Category of Trader
23.6 55.0 0.0 44.2 21.5 6.0 19.9 3.3 0.0 0.0 0.0 0.0 6.3 14.2
Number of Traders in Each Category Total Traders: 28
. 8 0 5 5 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 27,984
Positions
2,760 23,894 0 16,589 681 0 5,176 2,152 0 0 0 0 3,459 1,257
Changes from: October 17, 2023 Total Change is: 1,497
-171 1,242 0 1,501 9 0 0 232 0 0 0 0 167 14
Percent of Open Interest Represented by Each Category of Trader
9.9 85.4 0.0 59.3 2.4 0.0 18.5 7.7 0.0 0.0 0.0 0.0 12.4 4.5
Number of Traders in Each Category Total Traders: 41
4 10 0 14 . 0 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 3,226,459
Positions
283,458 633,949 219,605 1,062,297 454,887 203,021 164,092 389,693 798,671 156,550 204,364 35,880 302,886 286,389
Changes from: October 17, 2023 Total Change is: 42,861
6,049 18,090 -5,818 -17,751 49,062 -2,620 37,301 -12,600 -7,357 23,520 2,121 374 9,163 1,608
Percent of Open Interest Represented by Each Category of Trader
8.8 19.6 6.8 32.9 14.1 6.3 5.1 12.1 24.8 4.9 6.3 1.1 9.4 8.9
Number of Traders in Each Category Total Traders: 563
36 34 45 162 76 112 77 97 118 53 26 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 34,777
Positions
24,563 31,102 0 7,971 981 0 219 1,201 0 0 0 0 2,024 1,493
Changes from: October 17, 2023 Total Change is: -66
150 26 0 -9 0 0 -13 -134 0 0 0 0 -194 42
Percent of Open Interest Represented by Each Category of Trader
70.6 89.4 0.0 22.9 2.8 0.0 0.6 3.5 0.0 0.0 0.0 0.0 5.8 4.3
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 24, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 19,783
Positions
4,765 1,744 0 13,648 4,138 0 428 12,468 0 0 0 0 942 1,433
Changes from: October 17, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.1 8.8 0.0 69.0 20.9 0.0 2.2 63.0 0.0 0.0 0.0 0.0 4.8 7.2
Number of Traders in Each Category Total Traders: 20
6 . 0 . 4 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 32,965
Positions
12,730 17,021 4 16,178 975 132 1,959 13,462 21 0 0 0 1,941 1,350
Changes from: October 17, 2023 Total Change is: -441
1 -10 4 -202 -83 0 -5 -60 5 0 0 0 -244 -297
Percent of Open Interest Represented by Each Category of Trader
38.6 51.6 0.0 49.1 3.0 0.4 5.9 40.8 0.1 0.0 0.0 0.0 5.9 4.1
Number of Traders in Each Category Total Traders: 32
6 6 . 9 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 214,327
Positions
11,197 5,693 0 24,274 1,219 1,974 30,389 105,670 26,554 0 32,608 10 119,929 40,599
Changes from: October 17, 2023 Total Change is: 30,303
5,027 930 0 1,804 -112 -395 -2,673 26,159 5,397 0 2,475 10 21,133 -4,161
Percent of Open Interest Represented by Each Category of Trader
5.2 2.7 0.0 11.3 0.6 0.9 14.2 49.3 12.4 0.0 15.2 0.0 56.0 18.9
Number of Traders in Each Category Total Traders: 32
. . 0 11 . 4 9 6 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 379,452
Positions
115,764 112,954 154,629 0 38,000 0 24,515 9,832 56,119 24,277 0 0 4,148 7,918
Changes from: October 17, 2023 Total Change is: 5,500
500 270 3,050 0 0 0 800 0 1,150 0 0 0 0 1,030
Percent of Open Interest Represented by Each Category of Trader
30.5 29.8 40.8 0.0 10.0 0.0 6.5 2.6 14.8 6.4 0.0 0.0 1.1 2.1
Number of Traders in Each Category Total Traders: 32
9 9 18 0 . 0 5 . 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 39,876
Positions
5,634 2,875 15 20,283 26,645 1,837 4,091 1,413 269 0 870 0 7,747 5,952
Changes from: October 17, 2023 Total Change is: 1,543
348 -278 0 -1,520 1,903 241 2,037 -47 58 0 870 0 379 -1,204
Percent of Open Interest Represented by Each Category of Trader
14.1 7.2 0.0 50.9 66.8 4.6 10.3 3.5 0.7 0.0 2.2 0.0 19.4 14.9
Number of Traders in Each Category Total Traders: 65
6 . . 25 17 14 9 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 307,431
Positions
53,308 74,720 13,709 86,259 25,611 8,047 44,560 56,956 39,849 14,609 42,148 2,505 44,585 43,886
Changes from: October 17, 2023 Total Change is: -11,927
7,464 -3,115 -2,595 1,432 1,982 -737 -874 -186 -4,581 -14,567 469 -54 2,585 -3,110
Percent of Open Interest Represented by Each Category of Trader
17.3 24.3 4.5 28.1 8.3 2.6 14.5 18.5 13.0 4.8 13.7 0.8 14.5 14.3
Number of Traders in Each Category Total Traders: 347
27 29 19 77 29 42 53 63 42 35 32 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 297,665
Positions
53,582 75,019 12,734 86,051 25,685 7,956 47,191 60,399 32,463 14,564 40,536 2,362 40,763 40,511
Changes from: October 17, 2023 Total Change is: -13,035
7,458 -3,150 -2,702 1,337 1,985 -619 2,426 1,829 -8,163 -14,595 212 -10 1,833 -2,417
Percent of Open Interest Represented by Each Category of Trader
18.0 25.2 4.3 28.9 8.6 2.7 15.9 20.3 10.9 4.9 13.6 0.8 13.7 13.6
Number of Traders in Each Category Total Traders: 319
25 27 16 74 29 41 46 62 39 28 28 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 97,661
Positions
6,923 6,664 86 2,820 0 172 42,105 33,985 5,443 1,558 17,221 332 38,222 33,758
Changes from: October 17, 2023 Total Change is: 11,076
1,127 1,417 -2 -253 -1,233 22 4,909 17,759 -2,088 -26 2,268 -140 7,526 -6,927
Percent of Open Interest Represented by Each Category of Trader
7.1 6.8 0.1 2.9 0.0 0.2 43.1 34.8 5.6 1.6 17.6 0.3 39.1 34.6
Number of Traders in Each Category Total Traders: 47
4 . . 5 0 . 11 11 7 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 526,402
Positions
127,493 74,259 11,962 169,585 180,770 40,687 125,288 133,706 12,123 14,020 47,904 243 25,001 24,747
Changes from: October 17, 2023 Total Change is: 29,920
3,570 874 145 9,624 12,968 2,382 13,843 5,380 66 -1,240 11,803 -89 1,619 -3,609
Percent of Open Interest Represented by Each Category of Trader
24.2 14.1 2.3 32.2 34.3 7.7 23.8 25.4 2.3 2.7 9.1 0.0 4.7 4.7
Number of Traders in Each Category Total Traders: 367
35 21 7 81 70 47 46 85 37 7 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 19,073
Positions
5,086 9,313 0 12,393 8,491 0 333 523 0 0 0 0 1,261 746
Changes from: October 17, 2023 Total Change is: -78
0 20 0 -467 18 0 -45 0 0 0 0 0 434 -116
Percent of Open Interest Represented by Each Category of Trader
26.7 48.8 0.0 65.0 44.5 0.0 1.7 2.7 0.0 0.0 0.0 0.0 6.6 3.9
Number of Traders in Each Category Total Traders: 24
. 7 0 8 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 21,014
Positions
228 235 2 647 324 39 5,230 6,959 356 827 240 0 13,685 12,859
Changes from: October 17, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 1.1 0.0 3.1 1.5 0.2 24.9 33.1 1.7 3.9 1.1 0.0 65.1 61.2
Number of Traders in Each Category Total Traders: 20
. . . . . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 15,326
Positions
1,492 9,757 0 8,482 300 2 1,298 1,468 0 364 1,544 0 3,688 2,255
Changes from: October 17, 2023 Total Change is: -410
0 -173 0 -459 300 -7 205 -114 0 0 195 0 -149 -611
Percent of Open Interest Represented by Each Category of Trader
9.7 63.7 0.0 55.3 2.0 0.0 8.5 9.6 0.0 2.4 10.1 0.0 24.1 14.7
Number of Traders in Each Category Total Traders: 23
. 5 0 8 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,712
Positions
15,315 21,444 728 15,787 1,664 555 11,359 4,830 491 2,822 466 0 6,655 23,534
Changes from: October 17, 2023 Total Change is: 2,409
2,005 1,422 21 265 -61 9 350 2,010 -114 594 -1,857 0 -721 979
Percent of Open Interest Represented by Each Category of Trader
28.5 39.9 1.4 29.4 3.1 1.0 21.1 9.0 0.9 5.3 0.9 0.0 12.4 43.8
Number of Traders in Each Category Total Traders: 62
13 5 . 11 . 5 16 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 391,725
Positions
34,792 189,297 1,018 266,139 97,880 35,831 20,200 22,334 3,157 19,280 32,699 1,061 10,247 8,448
Changes from: October 17, 2023 Total Change is: 5,155
3,911 1,165 -2,384 4,757 11,147 123 -2,774 -4,276 1,748 -28 -2,853 -16 -182 501
Percent of Open Interest Represented by Each Category of Trader
8.9 48.3 0.3 67.9 25.0 9.1 5.2 5.7 0.8 4.9 8.3 0.3 2.6 2.2
Number of Traders in Each Category Total Traders: 198
14 14 5 77 50 33 21 14 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,054,006
Positions
69,654 412,611 17,076 584,925 369,396 116,430 114,412 82,910 7,122 107,291 27,628 2,366 34,730 18,467
Changes from: October 17, 2023 Total Change is: 8,957
91 -36,321 404 -5,396 16,260 542 -859 20,769 -399 15,287 3,527 -166 -547 4,341
Percent of Open Interest Represented by Each Category of Trader
6.6 39.1 1.6 55.5 35.0 11.0 10.9 7.9 0.7 10.2 2.6 0.2 3.3 1.8
Number of Traders in Each Category Total Traders: 399
23 20 8 145 81 83 48 39 23 27 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 237,078
Positions
11,263 159,396 38,019 50,086 0 1,908 102,773 5,204 26,517 6,176 5,979 0 336 55
Changes from: October 17, 2023 Total Change is: -1,669
-1,630 -12 1,820 254 0 0 951 -880 -2,945 22 510 -140 -1 -22
Percent of Open Interest Represented by Each Category of Trader
4.8 67.2 16.0 21.1 0.0 0.8 43.3 2.2 11.2 2.6 2.5 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 106
9 26 16 18 0 . 33 7 12 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,628,566
Positions
27,079 169,878 78,544 782,742 308,464 198,818 55,807 401,996 205,767 65,278 97,149 10,129 204,402 157,821
Changes from: October 17, 2023 Total Change is: -32,157
3,178 14,936 4,908 -39,341 -24,651 11,870 5,651 -27,262 -13,073 -2,904 1,776 1,783 -4,230 -2,446
Percent of Open Interest Represented by Each Category of Trader
1.7 10.4 4.8 48.1 18.9 12.2 3.4 24.7 12.6 4.0 6.0 0.6 12.6 9.7
Number of Traders in Each Category Total Traders: 236
15 20 27 69 41 74 30 40 51 7 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,562,887
Positions
14,858 43,075 8,684 917,153 286,998 281,693 91,792 733,653 23,832 52,670 38,379 0 172,204 146,571
Changes from: October 17, 2023 Total Change is: 1,597
-1,217 -1,463 5,336 -11,174 -23,955 12,021 -34 97 3,680 -768 258 0 -6,247 5,624
Percent of Open Interest Represented by Each Category of Trader
1.0 2.8 0.6 58.7 18.4 18.0 5.9 46.9 1.5 3.4 2.5 0.0 11.0 9.4
Number of Traders in Each Category Total Traders: 175
5 9 6 69 33 58 15 32 18 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 4,291,327
Positions
161,396 374,911 17,794 1,902,437 525,804 271,563 1,064,938 2,649,896 121,959 451,454 156,884 28,833 270,952 143,683
Changes from: October 17, 2023 Total Change is: 152,222
19,372 12,047 7,565 2,688 -85 -16,220 161,897 184,308 -28,529 5,172 -4,729 1,736 -1,458 -3,869
Percent of Open Interest Represented by Each Category of Trader
3.8 8.7 0.4 44.3 12.3 6.3 24.8 61.8 2.8 10.5 3.7 0.7 6.3 3.3
Number of Traders in Each Category Total Traders: 450
39 21 17 152 39 91 75 63 53 48 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 5,651,300
Positions
79,513 289,874 289,369 2,518,272 1,164,352 764,399 375,661 1,821,675 638,809 431,230 234,354 84,113 469,934 364,355
Changes from: October 17, 2023 Total Change is: -61,459
-20,206 10,167 44,300 8,600 -23,771 5,054 19,962 7,465 -75,422 -20,615 -10,362 357 -23,489 -19,247
Percent of Open Interest Represented by Each Category of Trader
1.4 5.1 5.1 44.6 20.6 13.5 6.6 32.2 11.3 7.6 4.1 1.5 8.3 6.4
Number of Traders in Each Category Total Traders: 463
23 28 37 140 64 116 67 85 100 34 22 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,970,823
Positions
61,852 160,188 2,715 998,120 599,605 301,832 211,543 531,773 25,103 153,574 79,550 2,850 213,235 267,208
Changes from: October 17, 2023 Total Change is: 45,400
-5,497 6,533 1,245 41,381 757 -10,570 29,080 37,694 -666 -872 -2,893 624 -9,325 12,677
Percent of Open Interest Represented by Each Category of Trader
3.1 8.1 0.1 50.6 30.4 15.3 10.7 27.0 1.3 7.8 4.0 0.1 10.8 13.6
Number of Traders in Each Category Total Traders: 188
5 16 7 54 50 59 10 35 18 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 5,925
Positions
0 0 0 0 32 0 4,032 1,345 529 254 1,803 0 1,110 2,216
Changes from: October 17, 2023 Total Change is: -869
0 0 0 0 32 0 232 103 -1,167 -192 210 0 258 -47
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.5 0.0 68.1 22.7 8.9 4.3 30.4 0.0 18.7 37.4
Number of Traders in Each Category Total Traders: 36
0 0 0 0 . 0 4 . . 5 24 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 6,056,559
Positions
105,282 728,373 178,105 2,770,410 861,452 812,956 810,389 2,643,428 358,695 593,590 113,631 16,395 410,737 343,523
Changes from: October 17, 2023 Total Change is: -115,461
-5,414 33,499 46,054 -64,652 -95,530 13,560 -57,369 -83,354 -18,721 -22,392 -8,659 -2,220 -4,308 -89
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 2.9 45.7 14.2 13.4 13.4 43.6 5.9 9.8 1.9 0.3 6.8 5.7
Number of Traders in Each Category Total Traders: 406
20 32 26 154 35 107 53 73 73 27 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 2,014,709
Positions
557,851 293,285 510,320 22,776 63,159 62,014 344,953 558,226 458,381 10,980 800 13,772 33,662 54,752
Changes from: October 17, 2023 Total Change is: -56,507
-88,542 14,100 46,583 -14,168 1,694 13,008 16,199 -107,173 -28,605 -6,874 -136 8,186 -2,294 -4,164
Percent of Open Interest Represented by Each Category of Trader
27.7 14.6 25.3 1.1 3.1 3.1 17.1 27.7 22.8 0.5 0.0 0.7 1.7 2.7
Number of Traders in Each Category Total Traders: 160
31 33 56 . 8 7 35 39 58 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 21,019
Positions
8,281 7,029 7,341 373 137 228 423 1,495 4,178 100 422 65 30 124
Changes from: October 17, 2023 Total Change is: 2,240
1,243 1,582 74 47 -342 0 -90 -205 996 0 74 0 -30 61
Percent of Open Interest Represented by Each Category of Trader
39.4 33.4 34.9 1.8 0.7 1.1 2.0 7.1 19.9 0.5 2.0 0.3 0.1 0.6
Number of Traders in Each Category Total Traders: 33
12 . 8 . . . 4 10 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 is21,070,621
Positions
2,044,959 2,540,996 3,792,577 632,240 626,003 1,601,271 1,607,550 967,983 10,787,219 91,140 240,340 464,195 49,472 50,038
Changes from: October 17, 2023 Total Change is: 481,968
-62,030 -30,468 116,521 121,524 4,889 54,391 -23,174 18,781 271,713 -45,021 11,580 52,001 -3,957 -17,441
Percent of Open Interest Represented by Each Category of Trader
9.7 12.1 18.0 3.0 3.0 7.6 7.6 4.6 51.2 0.4 1.1 2.2 0.2 0.2
Number of Traders in Each Category Total Traders: 1,100
73 110 145 58 74 88 164 184 243 254 130 196
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,006,562
Positions
370,530 259,619 297,491 105,808 3,625 3,846 82,376 263,272 142,852 2,209 34,356 414 1,036 1,087
Changes from: October 17, 2023 Total Change is: 49,317
14,004 33,626 1,648 5,699 -701 1,432 13,503 -2,419 12,148 289 2,964 257 337 362
Percent of Open Interest Represented by Each Category of Trader
36.8 25.8 29.6 10.5 0.4 0.4 8.2 26.2 14.2 0.2 3.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 194
26 59 56 . 6 . 29 53 46 8 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 66,412
Positions
2,546 95 31,585 40 168 0 3,495 14,481 19,415 9,331 648 0 0 20
Changes from: October 17, 2023 Total Change is: -536
-992 0 242 0 0 0 -270 -1,031 0 484 243 0 0 10
Percent of Open Interest Represented by Each Category of Trader
3.8 0.1 47.6 0.1 0.3 0.0 5.3 21.8 29.2 14.1 1.0 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 24, 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 28,432
Positions
6,988 0 1,253 0 469 0 2,206 18,849 2,838 15,147 4,963 0 0 60
Changes from: October 17, 2023 Total Change is: 75
0 0 0 0 0 0 -949 -202 380 644 -103 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.6 0.0 4.4 0.0 1.6 0.0 7.8 66.3 10.0 53.3 17.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 9 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 23,223
Positions
509 3,740 424 8,434 25 378 3,750 11,888 4,087 3,153 1,223 654 1,834 805
Changes from: October 17, 2023 Total Change is: 4,980
102 930 60 982 -102 -139 1,209 1,240 1,615 497 1,019 260 393 96
Percent of Open Interest Represented by Each Category of Trader
2.2 16.1 1.8 36.3 0.1 1.6 16.1 51.2 17.6 13.6 5.3 2.8 7.9 3.5
Number of Traders in Each Category Total Traders: 126
4 10 . 14 . 4 33 43 24 10 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 13,900
Positions
1,290 954 284 335 548 60 3,267 6,035 3,585 1,603 913 246 3,230 1,275
Changes from: October 17, 2023 Total Change is: 3,029
769 922 -302 13 -514 -12 1,038 1,129 1,463 -388 -192 114 334 422
Percent of Open Interest Represented by Each Category of Trader
9.3 6.9 2.0 2.4 3.9 0.4 23.5 43.4 25.8 11.5 6.6 1.8 23.2 9.2
Number of Traders in Each Category Total Traders: 85
. . . . . . 17 10 11 39 12 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,503
Positions
135 281 372 278 729 136 1,554 2,476 1,845 1,487 166 21 675 476
Changes from: October 17, 2023 Total Change is: -37
-20 152 166 37 -465 96 -1,635 -558 739 545 27 -110 145 -84
Percent of Open Interest Represented by Each Category of Trader
2.1 4.3 5.7 4.3 11.2 2.1 23.9 38.1 28.4 22.9 2.6 0.3 10.4 7.3
Number of Traders in Each Category Total Traders: 68
. 6 . . 5 4 19 22 15 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 30,391
Positions
9,902 827 567 0 3,634 457 5,117 12,488 4,146 9,132 7,328 566 505 379
Changes from: October 17, 2023 Total Change is: 3,544
1,811 827 252 0 -72 0 -2,926 982 1,275 2,956 -151 335 -159 96
Percent of Open Interest Represented by Each Category of Trader
32.6 2.7 1.9 0.0 12.0 1.5 16.8 41.1 13.6 30.0 24.1 1.9 1.7 1.2
Number of Traders in Each Category Total Traders: 89
. . . 0 . . 9 5 6 53 17 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,717
Positions
0 24,129 0 19,470 596 762 15,248 11,188 422 2,537 2,230 3 4,276 3,388
Changes from: October 17, 2023 Total Change is: -378
0 95 0 -34 -9 122 306 -1,274 -242 -305 408 1 -226 522
Percent of Open Interest Represented by Each Category of Trader
0.0 56.5 0.0 45.6 1.4 1.8 35.7 26.2 1.0 5.9 5.2 0.0 10.0 7.9
Number of Traders in Each Category Total Traders: 91
0 . 0 13 4 4 29 12 5 16 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 344,318
Positions
38,731 25,040 14,203 83,952 66,221 46,793 53,244 84,006 54,820 8,921 5,117 18,972 24,682 29,146
Changes from: October 17, 2023 Total Change is: -31,765
-2,808 -13,812 -3,759 8,583 -2,246 -5,857 -17,476 5,044 -11,497 -318 3,008 -860 2,227 -1,786
Percent of Open Interest Represented by Each Category of Trader
11.2 7.3 4.1 24.4 19.2 13.6 15.5 24.4 15.9 2.6 1.5 5.5 7.2 8.5
Number of Traders in Each Category Total Traders: 196
15 11 16 30 29 26 32 44 57 7 13 22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 62,836
Positions
50,682 46,805 0 9,252 3,846 487 1,479 11,298 313 325 55 2 296 30
Changes from: October 17, 2023 Total Change is: 289
175 0 0 -116 -63 0 249 464 -36 -10 -72 -1 28 -3
Percent of Open Interest Represented by Each Category of Trader
80.7 74.5 0.0 14.7 6.1 0.8 2.4 18.0 0.5 0.5 0.1 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 40
7 . 0 11 4 . 4 7 . . . .
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Updated October 27, 2023