Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 221,536
Positions
93,860 23,089 6,593 30,033 67,618 8,418 16,844 53,932 19,083 10,469 1,459 21 36,217 41,324
Changes from: October 24, 2023 Total Change is: 16,801
4,936 -2,366 1,409 -1,736 7,833 2,517 2,300 1,113 2,353 2,673 -23 -6 2,355 3,971
Percent of Open Interest Represented by Each Category of Trader
42.4 10.4 3.0 13.6 30.5 3.8 7.6 24.3 8.6 4.7 0.7 0.0 16.3 18.7
Number of Traders in Each Category Total Traders: 123
9 4 8 16 28 15 12 38 14 12 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 61,512
Positions
29,464 1,030 2,707 2,523 23,121 54 13,030 11,370 2,777 1,513 0 0 9,445 20,453
Changes from: October 24, 2023 Total Change is: -2,182
358 140 -114 -452 -1,261 -404 -1,444 606 351 0 0 0 -477 -1,500
Percent of Open Interest Represented by Each Category of Trader
47.9 1.7 4.4 4.1 37.6 0.1 21.2 18.5 4.5 2.5 0.0 0.0 15.4 33.3
Number of Traders in Each Category Total Traders: 55
8 . 6 . 14 . 12 15 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 270,262
Positions
80,808 6,883 14,986 42,771 115,781 4,637 60,832 45,720 41,621 998 3,120 190 23,420 37,324
Changes from: October 24, 2023 Total Change is: -1,712
7,904 -218 -1,913 -3,199 -579 -308 -1,102 -581 1,044 48 0 -47 -4,138 890
Percent of Open Interest Represented by Each Category of Trader
29.9 2.5 5.5 15.8 42.8 1.7 22.5 16.9 15.4 0.4 1.2 0.1 8.7 13.8
Number of Traders in Each Category Total Traders: 124
8 4 8 12 37 17 25 33 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 314,493
Positions
99,470 16,984 9,263 67,843 106,055 4,708 46,739 94,751 32,673 8,041 2,216 458 45,299 47,386
Changes from: October 24, 2023 Total Change is: 19,978
4,758 5,241 600 -2,153 1,186 -1,144 9,549 7,693 2,986 -516 -256 43 5,855 3,629
Percent of Open Interest Represented by Each Category of Trader
31.6 5.4 2.9 21.6 33.7 1.5 14.9 30.1 10.4 2.6 0.7 0.1 14.4 15.1
Number of Traders in Each Category Total Traders: 167
13 4 8 25 36 18 30 41 22 11 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 795,190
Positions
18,694 386,989 34,813 464,545 122,182 23,469 56,358 78,812 76,952 33,916 10,051 4,278 82,165 57,644
Changes from: October 24, 2023 Total Change is: -6,359
344 -6,297 1,118 -2,821 -1,465 -1,364 -3,592 2,745 905 686 659 -236 -1,399 -2,424
Percent of Open Interest Represented by Each Category of Trader
2.4 48.7 4.4 58.4 15.4 3.0 7.1 9.9 9.7 4.3 1.3 0.5 10.3 7.2
Number of Traders in Each Category Total Traders: 309
12 19 16 110 39 49 39 53 37 27 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 30,755
Positions
0 11,638 0 14,413 1,505 2,604 0 11,972 28 0 0 0 13,710 3,008
Changes from: October 24, 2023 Total Change is: 1,130
0 432 0 589 -49 0 -432 1,409 28 0 0 0 945 -690
Percent of Open Interest Represented by Each Category of Trader
0.0 37.8 0.0 46.9 4.9 8.5 0.0 38.9 0.1 0.0 0.0 0.0 44.6 9.8
Number of Traders in Each Category Total Traders: 30
0 . 0 16 . 6 0 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 213,078
Positions
109,792 8,662 1,760 30,592 105,357 5,888 24,400 42,420 14,101 2,614 31 33 23,897 34,826
Changes from: October 24, 2023 Total Change is: 3,992
-5,743 3,932 220 -324 -4,040 98 3,086 1,579 2,625 111 -3 -14 3,934 -404
Percent of Open Interest Represented by Each Category of Trader
51.5 4.1 0.8 14.4 49.4 2.8 11.5 19.9 6.6 1.2 0.0 0.0 11.2 16.3
Number of Traders in Each Category Total Traders: 108
8 5 4 16 24 12 19 30 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 207,729
Positions
22,355 46,204 196 98,667 5,292 673 68,994 42,584 8,632 2,393 100,896 49 5,770 3,203
Changes from: October 24, 2023 Total Change is: 4,189
-2,760 5,484 -2 2,547 -389 -75 5,052 11,278 -936 363 -10,894 23 -23 -300
Percent of Open Interest Represented by Each Category of Trader
10.8 22.2 0.1 47.5 2.5 0.3 33.2 20.5 4.2 1.2 48.6 0.0 2.8 1.5
Number of Traders in Each Category Total Traders: 147
5 7 . 24 10 4 42 36 12 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 67,068
Positions
4,850 23,867 11,601 26,579 3,359 2,529 12,443 20,000 1,079 4,722 3,044 0 3,265 1,589
Changes from: October 24, 2023 Total Change is: 15,614
-5,173 121 7,842 10,159 133 2,497 -46 4,392 320 255 507 0 -240 -198
Percent of Open Interest Represented by Each Category of Trader
7.2 35.6 17.3 39.6 5.0 3.8 18.6 29.8 1.6 7.0 4.5 0.0 4.9 2.4
Number of Traders in Each Category Total Traders: 73
4 . 4 12 6 . 19 11 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 57,678
Positions
32,237 4,301 100 4,028 32,102 667 16,766 12,032 624 330 1,507 17 2,909 6,328
Changes from: October 24, 2023 Total Change is: 434
-202 -1,161 6 34 2,439 -425 1,060 -792 -5 0 187 0 -34 185
Percent of Open Interest Represented by Each Category of Trader
55.9 7.5 0.2 7.0 55.7 1.2 29.1 20.9 1.1 0.6 2.6 0.0 5.0 11.0
Number of Traders in Each Category Total Traders: 102
11 . . 11 21 6 20 29 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 13,650
Positions
259 890 0 9,147 2,030 77 2,239 8,495 321 266 110 0 1,341 1,727
Changes from: October 24, 2023 Total Change is: 40
-125 -109 -23 -301 -341 0 293 56 321 -100 110 0 -25 26
Percent of Open Interest Represented by Each Category of Trader
1.9 6.5 0.0 67.0 14.9 0.6 16.4 62.2 2.4 1.9 0.8 0.0 9.8 12.7
Number of Traders in Each Category Total Traders: 32
. . 0 . 6 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 103,991
Positions
52,054 9,457 1,023 13,677 26,627 553 11,373 31,843 1,341 13,264 17,943 3 10,704 15,201
Changes from: October 24, 2023 Total Change is: -668
959 -1,811 332 617 3,318 73 492 -3,562 385 -3,267 0 0 -259 597
Percent of Open Interest Represented by Each Category of Trader
50.1 9.1 1.0 13.2 25.6 0.5 10.9 30.6 1.3 12.8 17.3 0.0 10.3 14.6
Number of Traders in Each Category Total Traders: 94
15 6 . 17 14 5 16 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 103,991
Positions
52,054 9,457 1,023 13,677 26,627 553 11,373 31,843 1,341 13,264 17,943 3 10,704 15,201
Changes from: October 24, 2023 Total Change is: -668
959 -1,811 332 617 3,318 73 492 -3,562 385 -3,267 0 0 -259 597
Percent of Open Interest Represented by Each Category of Trader
50.1 9.1 1.0 13.2 25.6 0.5 10.9 30.6 1.3 12.8 17.3 0.0 10.3 14.6
Number of Traders in Each Category Total Traders: 94
15 6 . 17 14 5 16 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 38,887
Positions
7,890 19,004 0 22,468 9,998 2,762 3,425 5,904 0 0 0 0 2,342 1,219
Changes from: October 24, 2023 Total Change is: -2,099
162 -2,375 0 -1,842 101 -154 22 344 0 0 0 0 -287 -15
Percent of Open Interest Represented by Each Category of Trader
20.3 48.9 0.0 57.8 25.7 7.1 8.8 15.2 0.0 0.0 0.0 0.0 6.0 3.1
Number of Traders in Each Category Total Traders: 44
4 6 0 17 8 4 . 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 3,262,640
Positions
286,767 649,104 214,158 1,072,337 467,328 197,968 133,133 397,890 825,055 170,805 176,987 38,699 323,719 295,452
Changes from: October 24, 2023 Total Change is: 14,749
2,340 14,736 -5,598 7,847 12,554 -5,486 -24,212 7,416 13,943 17,336 -27,557 -263 8,840 5,003
Percent of Open Interest Represented by Each Category of Trader
8.8 19.9 6.6 32.9 14.3 6.1 4.1 12.2 25.3 5.2 5.4 1.2 9.9 9.1
Number of Traders in Each Category Total Traders: 572
38 37 48 165 77 112 77 95 116 57 24 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 21,899
Positions
6,507 10,837 0 8,480 4,663 1,188 4,187 712 0 0 0 0 1,537 4,499
Changes from: October 24, 2023 Total Change is: 2,051
1,819 -83 0 -286 401 0 230 62 0 0 0 0 288 1,671
Percent of Open Interest Represented by Each Category of Trader
29.7 49.5 0.0 38.7 21.3 5.4 19.1 3.3 0.0 0.0 0.0 0.0 7.0 20.5
Number of Traders in Each Category Total Traders: 28
4 7 0 4 5 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 29,320
Positions
2,410 25,277 1 17,978 706 0 5,480 2,094 0 0 0 0 3,451 1,242
Changes from: October 24, 2023 Total Change is: 1,336
-350 1,383 1 1,389 25 0 304 -58 0 0 0 0 -8 -15
Percent of Open Interest Represented by Each Category of Trader
8.2 86.2 0.0 61.3 2.4 0.0 18.7 7.1 0.0 0.0 0.0 0.0 11.8 4.2
Number of Traders in Each Category Total Traders: 43
. 10 . 16 . 0 7 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,240,626
Positions
286,006 648,659 213,952 1,070,310 467,443 197,540 140,184 398,687 811,092 174,322 176,987 35,181 312,040 291,086
Changes from: October 24, 2023 Total Change is: 14,167
2,548 14,709 -5,653 8,013 12,556 -5,481 -23,908 8,994 12,421 17,772 -27,377 -699 9,155 4,697
Percent of Open Interest Represented by Each Category of Trader
8.8 20.0 6.6 33.0 14.4 6.1 4.3 12.3 25.0 5.4 5.5 1.1 9.6 9.0
Number of Traders in Each Category Total Traders: 559
37 37 48 161 77 109 70 95 114 57 24 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 35,731
Positions
25,516 31,107 0 7,996 1,704 0 223 914 0 0 0 0 1,996 2,006
Changes from: October 24, 2023 Total Change is: 954
953 5 0 25 723 0 4 -287 0 0 0 0 -28 513
Percent of Open Interest Represented by Each Category of Trader
71.4 87.1 0.0 22.4 4.8 0.0 0.6 2.6 0.0 0.0 0.0 0.0 5.6 5.6
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 31, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,792
Positions
4,941 9,464 0 4,787 1,772 0 870 0 0 0 0 0 2,194 1,556
Changes from: October 24, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
38.6 74.0 0.0 37.4 13.9 0.0 6.8 0.0 0.0 0.0 0.0 0.0 17.2 12.2
Number of Traders in Each Category Total Traders: 20
6 5 0 . . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 14,057
Positions
4,734 12,220 0 5,680 524 44 1,321 500 0 0 0 0 2,278 769
Changes from: October 24, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
33.7 86.9 0.0 40.4 3.7 0.3 9.4 3.6 0.0 0.0 0.0 0.0 16.2 5.5
Number of Traders in Each Category Total Traders: 21
4 5 0 6 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 36,644
Positions
12,649 16,941 4 17,781 827 159 1,954 17,473 26 0 0 0 4,071 1,214
Changes from: October 24, 2023 Total Change is: 3,679
-81 -80 0 1,603 -148 27 -5 4,011 5 0 0 0 2,130 -136
Percent of Open Interest Represented by Each Category of Trader
34.5 46.2 0.0 48.5 2.3 0.4 5.3 47.7 0.1 0.0 0.0 0.0 11.1 3.3
Number of Traders in Each Category Total Traders: 33
6 6 . 10 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 220,142
Positions
9,677 6,520 0 22,408 986 2,142 37,740 100,283 31,378 0 35,168 10 116,787 43,655
Changes from: October 24, 2023 Total Change is: 5,815
-1,520 827 0 -1,866 -233 168 7,351 -5,387 4,823 0 2,560 0 -3,141 3,057
Percent of Open Interest Represented by Each Category of Trader
4.4 3.0 0.0 10.2 0.4 1.0 17.1 45.6 14.3 0.0 16.0 0.0 53.1 19.8
Number of Traders in Each Category Total Traders: 31
. . 0 10 . 4 9 7 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 386,781
Positions
119,544 116,054 153,938 0 38,000 0 23,335 9,832 61,539 24,277 0 0 4,148 7,418
Changes from: October 24, 2023 Total Change is: 7,329
3,780 3,100 -691 0 0 0 -1,180 0 5,420 0 0 0 0 -500
Percent of Open Interest Represented by Each Category of Trader
30.9 30.0 39.8 0.0 9.8 0.0 6.0 2.5 15.9 6.3 0.0 0.0 1.1 1.9
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 31, 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 39,727
Positions
5,943 1,678 15 19,634 28,029 1,933 3,531 990 304 0 961 0 8,367 5,817
Changes from: October 24, 2023 Total Change is: -149
309 -1,197 0 -649 1,384 96 -560 -423 35 0 91 0 620 -135
Percent of Open Interest Represented by Each Category of Trader
15.0 4.2 0.0 49.4 70.6 4.9 8.9 2.5 0.8 0.0 2.4 0.0 21.1 14.6
Number of Traders in Each Category Total Traders: 64
7 . . 24 19 14 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 314,446
Positions
62,161 72,559 13,603 80,682 35,275 7,867 46,764 54,209 40,884 15,388 42,767 1,979 45,119 45,304
Changes from: October 24, 2023 Total Change is: 7,015
8,853 -2,161 -106 -5,576 9,664 -180 2,205 -2,748 1,035 779 619 -526 534 1,418
Percent of Open Interest Represented by Each Category of Trader
19.8 23.1 4.3 25.7 11.2 2.5 14.9 17.2 13.0 4.9 13.6 0.6 14.3 14.4
Number of Traders in Each Category Total Traders: 339
27 29 20 68 33 37 48 66 42 35 32 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 303,181
Positions
62,235 72,863 12,798 80,491 35,335 7,788 49,968 57,525 31,888 15,175 40,758 1,935 40,903 42,291
Changes from: October 24, 2023 Total Change is: 5,516
8,653 -2,156 64 -5,560 9,651 -168 2,777 -2,875 -575 612 222 -427 140 1,780
Percent of Open Interest Represented by Each Category of Trader
20.5 24.0 4.2 26.5 11.7 2.6 16.5 19.0 10.5 5.0 13.4 0.6 13.5 13.9
Number of Traders in Each Category Total Traders: 305
25 27 17 65 33 36 40 65 40 26 24 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 112,649
Positions
7,219 4,919 86 2,520 0 181 51,405 50,280 6,517 2,128 20,093 438 42,155 30,136
Changes from: October 24, 2023 Total Change is: 14,988
296 -1,745 0 -300 0 9 9,300 16,294 1,074 570 2,872 106 3,933 -3,622
Percent of Open Interest Represented by Each Category of Trader
6.4 4.4 0.1 2.2 0.0 0.2 45.6 44.6 5.8 1.9 17.8 0.4 37.4 26.8
Number of Traders in Each Category Total Traders: 55
4 . . 5 0 . 13 12 8 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 561,956
Positions
141,436 92,909 12,282 175,428 196,392 39,315 141,433 132,897 10,959 15,147 50,507 286 25,669 26,408
Changes from: October 24, 2023 Total Change is: 35,554
13,943 18,650 321 5,843 15,622 -1,372 16,146 -810 -1,164 1,127 2,603 43 667 1,661
Percent of Open Interest Represented by Each Category of Trader
25.2 16.5 2.2 31.2 34.9 7.0 25.2 23.6 2.0 2.7 9.0 0.1 4.6 4.7
Number of Traders in Each Category Total Traders: 361
35 16 7 85 71 46 55 74 39 8 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 20,252
Positions
6,563 8,913 0 12,148 9,935 0 286 523 0 0 0 0 1,255 881
Changes from: October 24, 2023 Total Change is: 1,179
1,477 -400 0 -245 1,444 0 -47 0 0 0 0 0 -6 135
Percent of Open Interest Represented by Each Category of Trader
32.4 44.0 0.0 60.0 49.1 0.0 1.4 2.6 0.0 0.0 0.0 0.0 6.2 4.4
Number of Traders in Each Category Total Traders: 23
. 6 0 8 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 14,806
Positions
1,492 9,659 0 8,473 0 2 1,093 1,079 0 364 1,475 0 3,382 2,591
Changes from: October 24, 2023 Total Change is: -520
0 -98 0 -9 -300 0 -205 -389 0 0 -69 0 -306 336
Percent of Open Interest Represented by Each Category of Trader
10.1 65.2 0.0 57.2 0.0 0.0 7.4 7.3 0.0 2.5 10.0 0.0 22.8 17.5
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 31, 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 54,580
Positions
17,168 21,691 822 14,940 1,651 537 11,088 6,734 522 2,445 1,123 0 7,058 21,500
Changes from: October 24, 2023 Total Change is: 868
1,853 247 94 -847 -13 -18 -271 1,904 31 -377 657 0 403 -2,034
Percent of Open Interest Represented by Each Category of Trader
31.5 39.7 1.5 27.4 3.0 1.0 20.3 12.3 1.0 4.5 2.1 0.0 12.9 39.4
Number of Traders in Each Category Total Traders: 63
15 6 . 11 . 5 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 397,813
Positions
34,275 186,050 1,631 282,841 94,065 29,965 17,871 32,524 2,611 17,740 40,902 1,011 9,868 9,054
Changes from: October 24, 2023 Total Change is: 6,088
-517 -3,247 613 16,702 -3,815 -5,866 -2,329 10,190 -546 -1,540 8,203 -50 -379 606
Percent of Open Interest Represented by Each Category of Trader
8.6 46.8 0.4 71.1 23.6 7.5 4.5 8.2 0.7 4.5 10.3 0.3 2.5 2.3
Number of Traders in Each Category Total Traders: 202
14 14 5 78 46 33 20 22 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,060,627
Positions
67,565 409,174 17,628 573,770 373,206 118,490 128,937 90,627 7,077 111,890 23,723 2,185 33,085 18,517
Changes from: October 24, 2023 Total Change is: 6,621
-2,089 -3,437 552 -11,155 3,810 2,060 14,525 7,717 -45 4,599 -3,905 -181 -1,645 50
Percent of Open Interest Represented by Each Category of Trader
6.4 38.6 1.7 54.1 35.2 11.2 12.2 8.5 0.7 10.5 2.2 0.2 3.1 1.7
Number of Traders in Each Category Total Traders: 407
25 18 8 147 81 83 54 40 20 26 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 246,086
Positions
11,210 170,290 36,883 51,726 0 1,848 112,200 4,792 25,694 6,198 6,299 0 327 280
Changes from: October 24, 2023 Total Change is: 9,008
-53 10,894 -1,136 1,640 0 -60 9,427 -412 -823 22 320 0 -9 225
Percent of Open Interest Represented by Each Category of Trader
4.6 69.2 15.0 21.0 0.0 0.8 45.6 1.9 10.4 2.5 2.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 105
9 26 16 17 0 . 33 7 12 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,552,845
Positions
27,846 169,179 51,683 758,828 305,428 200,045 71,576 421,501 141,119 72,249 91,957 8,773 220,727 163,160
Changes from: October 24, 2023 Total Change is: -75,721
767 -699 -26,861 -23,914 -3,036 1,227 15,768 19,506 -64,648 6,970 -5,193 -1,357 16,326 5,339
Percent of Open Interest Represented by Each Category of Trader
1.8 10.9 3.3 48.9 19.7 12.9 4.6 27.1 9.1 4.7 5.9 0.6 14.2 10.5
Number of Traders in Each Category Total Traders: 225
9 21 22 66 44 74 21 43 41 10 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,564,869
Positions
15,094 34,915 6,406 920,607 314,907 279,363 92,645 726,491 18,455 53,842 35,267 14 178,443 149,051
Changes from: October 24, 2023 Total Change is: 1,982
236 -8,160 -2,278 3,454 27,908 -2,331 853 -7,162 -5,377 1,172 -3,112 14 6,239 2,479
Percent of Open Interest Represented by Each Category of Trader
1.0 2.2 0.4 58.8 20.1 17.9 5.9 46.4 1.2 3.4 2.3 0.0 11.4 9.5
Number of Traders in Each Category Total Traders: 172
5 7 5 71 30 58 13 33 15 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 4,255,383
Positions
127,745 360,725 21,622 1,942,559 511,499 274,632 1,032,266 2,638,010 104,437 450,045 166,103 32,048 270,029 146,307
Changes from: October 24, 2023 Total Change is: -35,944
-33,652 -14,186 3,828 40,122 -14,305 3,068 -32,672 -11,886 -17,522 -1,409 9,219 3,215 -923 2,624
Percent of Open Interest Represented by Each Category of Trader
3.0 8.5 0.5 45.6 12.0 6.5 24.3 62.0 2.5 10.6 3.9 0.8 6.3 3.4
Number of Traders in Each Category Total Traders: 449
33 27 17 156 37 91 71 66 54 45 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 5,359,123
Positions
78,216 260,564 176,122 2,507,562 1,099,542 732,085 381,814 1,853,706 510,898 424,475 282,928 52,216 495,735 391,062
Changes from: October 24, 2023 Total Change is: -292,177
-1,297 -29,310 -113,248 -10,710 -64,810 -32,314 6,153 32,032 -127,911 -6,755 48,574 -31,897 25,800 26,707
Percent of Open Interest Represented by Each Category of Trader
1.5 4.9 3.3 46.8 20.5 13.7 7.1 34.6 9.5 7.9 5.3 1.0 9.3 7.3
Number of Traders in Each Category Total Traders: 448
22 30 35 136 60 112 58 88 94 32 22 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 2,015,472
Positions
67,325 170,297 3,234 992,890 564,140 306,879 226,052 618,017 27,596 168,243 70,889 423 222,830 253,997
Changes from: October 24, 2023 Total Change is: 44,649
5,473 10,109 519 -5,230 -35,465 5,047 14,509 86,245 2,493 14,669 -8,661 -2,427 9,596 -13,211
Percent of Open Interest Represented by Each Category of Trader
3.3 8.4 0.2 49.3 28.0 15.2 11.2 30.7 1.4 8.3 3.5 0.0 11.1 12.6
Number of Traders in Each Category Total Traders: 189
4 16 5 55 46 60 10 40 16 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 3,413
Positions
0 0 0 0 0 0 1,764 183 449 334 921 0 866 1,860
Changes from: October 24, 2023 Total Change is: -2,512
0 0 0 0 -32 0 -2,268 -1,162 -80 80 -882 0 -244 -356
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 51.7 5.4 13.2 9.8 27.0 0.0 25.4 54.5
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . . 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 6,041,332
Positions
156,873 749,104 117,044 2,888,510 858,340 776,999 843,968 2,826,022 251,734 581,932 117,618 9,328 414,944 335,144
Changes from: October 24, 2023 Total Change is: -15,227
51,592 20,731 -61,061 118,100 -3,113 -35,957 33,579 182,594 -106,961 -11,657 3,987 -7,067 4,207 -8,379
Percent of Open Interest Represented by Each Category of Trader
2.6 12.4 1.9 47.8 14.2 12.9 14.0 46.8 4.2 9.6 1.9 0.2 6.9 5.5
Number of Traders in Each Category Total Traders: 406
23 33 25 155 34 105 50 74 71 25 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 2,028,290
Positions
600,140 319,334 498,535 36,228 63,901 40,523 321,576 561,275 477,418 11,281 800 14,359 28,230 52,145
Changes from: October 24, 2023 Total Change is: 13,581
42,289 26,049 -11,785 13,452 742 -21,491 -23,377 3,049 19,037 301 0 587 -5,432 -2,607
Percent of Open Interest Represented by Each Category of Trader
29.6 15.7 24.6 1.8 3.2 2.0 15.9 27.7 23.5 0.6 0.0 0.7 1.4 2.6
Number of Traders in Each Category Total Traders: 163
31 35 58 . 8 7 36 41 57 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 21,611
Positions
11,095 9,546 6,269 373 140 213 457 1,802 3,023 100 522 65 16 31
Changes from: October 24, 2023 Total Change is: 592
2,814 2,517 -1,072 0 3 -15 34 307 -1,155 0 100 0 -14 -93
Percent of Open Interest Represented by Each Category of Trader
51.3 44.2 29.0 1.7 0.6 1.0 2.1 8.3 14.0 0.5 2.4 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 34
12 . 9 . . . 4 10 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 is21,532,061
Positions
2,093,216 2,696,300 3,819,418 786,228 628,912 1,614,448 1,661,376 1,072,998 10,833,254 110,286 252,855 562,596 51,239 51,281
Changes from: October 24, 2023 Total Change is: 461,440
48,258 155,304 26,841 153,988 2,909 13,178 53,826 105,015 46,036 19,146 12,515 98,401 1,768 1,243
Percent of Open Interest Represented by Each Category of Trader
9.7 12.5 17.7 3.7 2.9 7.5 7.7 5.0 50.3 0.5 1.2 2.6 0.2 0.2
Number of Traders in Each Category Total Traders: 1,101
71 112 143 63 72 87 164 184 238 254 129 201
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,051,132
Positions
391,029 244,479 319,242 118,304 3,947 3,774 78,031 304,892 137,109 2,075 36,344 409 1,159 936
Changes from: October 24, 2023 Total Change is: 44,570
20,499 -15,140 21,751 12,496 322 -72 -4,345 41,620 -5,743 -134 1,988 -5 123 -151
Percent of Open Interest Represented by Each Category of Trader
37.2 23.3 30.4 11.3 0.4 0.4 7.4 29.0 13.0 0.2 3.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 192
28 57 55 . 6 . 29 52 46 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 66,533
Positions
2,546 95 31,585 40 168 0 3,495 14,677 19,415 9,452 573 0 0 20
Changes from: October 24, 2023 Total Change is: 121
0 0 0 0 0 0 0 196 0 121 -75 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.8 0.1 47.5 0.1 0.3 0.0 5.3 22.1 29.2 14.2 0.9 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . . . 0 . 6 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 29,123
Positions
6,988 0 1,253 0 469 0 2,534 19,225 2,838 15,510 5,278 0 0 60
Changes from: October 24, 2023 Total Change is: 691
0 0 0 0 0 0 328 376 0 363 315 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.0 0.0 4.3 0.0 1.6 0.0 8.7 66.0 9.7 53.3 18.1 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 31, 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 22,412
Positions
683 4,923 321 9,279 0 165 4,747 11,870 2,993 2,535 1,339 143 1,546 659
Changes from: October 24, 2023 Total Change is: -811
174 1,183 -103 845 -25 -213 998 -18 -1,095 -618 116 -511 -287 -146
Percent of Open Interest Represented by Each Category of Trader
3.0 22.0 1.4 41.4 0.0 0.7 21.2 53.0 13.4 11.3 6.0 0.6 6.9 2.9
Number of Traders in Each Category Total Traders: 131
5 9 4 18 0 . 35 40 20 13 10 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 9,986
Positions
317 4,088 0 1,070 0 31 1,429 2,070 1,888 1,925 667 265 3,061 977
Changes from: October 24, 2023 Total Change is: -3,914
-973 3,134 -284 735 -548 -29 -1,838 -3,965 -1,697 322 -246 19 -170 -298
Percent of Open Interest Represented by Each Category of Trader
3.2 40.9 0.0 10.7 0.0 0.3 14.3 20.7 18.9 19.3 6.7 2.6 30.6 9.8
Number of Traders in Each Category Total Traders: 95
4 . 0 4 0 . 17 9 10 47 12 9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 5,451
Positions
190 528 214 463 144 76 1,663 2,762 932 1,062 332 26 824 437
Changes from: October 24, 2023 Total Change is: -1,052
55 247 -158 185 -585 -60 109 286 -913 -425 166 5 150 -40
Percent of Open Interest Represented by Each Category of Trader
3.5 9.7 3.9 8.5 2.6 1.4 30.5 50.7 17.1 19.5 6.1 0.5 15.1 8.0
Number of Traders in Each Category Total Traders: 67
5 7 . 5 . . 20 18 10 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 23,889
Positions
2,386 767 1,526 590 2,998 300 4,953 8,585 4,873 8,103 4,058 630 527 151
Changes from: October 24, 2023 Total Change is: -6,502
-7,516 -60 959 590 -636 -157 -164 -3,903 727 -1,029 -3,270 65 23 -228
Percent of Open Interest Represented by Each Category of Trader
10.0 3.2 6.4 2.5 12.5 1.3 20.7 35.9 20.4 33.9 17.0 2.6 2.2 0.6
Number of Traders in Each Category Total Traders: 88
. . . . . . 9 6 5 51 16 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 42,854
Positions
0 24,201 0 19,659 793 733 14,840 11,302 513 2,627 1,968 5 4,478 3,340
Changes from: October 24, 2023 Total Change is: 137
0 72 0 189 197 -29 -408 114 91 90 -263 2 202 -47
Percent of Open Interest Represented by Each Category of Trader
0.0 56.5 0.0 45.9 1.9 1.7 34.6 26.4 1.2 6.1 4.6 0.0 10.4 7.8
Number of Traders in Each Category Total Traders: 93
0 . 0 14 4 4 27 14 6 19 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 353,533
Positions
34,271 30,670 13,543 88,266 64,800 51,706 54,503 82,174 54,088 12,599 7,261 17,211 27,346 32,080
Changes from: October 24, 2023 Total Change is: 9,215
-4,460 5,630 -660 4,314 -1,421 4,913 1,259 -1,832 -732 3,678 2,144 -1,761 2,664 2,934
Percent of Open Interest Represented by Each Category of Trader
9.7 8.7 3.8 25.0 18.3 14.6 15.4 23.2 15.3 3.6 2.1 4.9 7.7 9.1
Number of Traders in Each Category Total Traders: 192
15 12 16 24 31 28 33 45 56 7 11 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 63,424
Positions
50,682 46,805 0 9,351 4,421 390 2,105 11,510 210 374 55 3 309 30
Changes from: October 24, 2023 Total Change is: 588
0 0 0 99 575 -97 626 212 -103 49 0 1 13 0
Percent of Open Interest Represented by Each Category of Trader
79.9 73.8 0.0 14.7 7.0 0.6 3.3 18.1 0.3 0.6 0.1 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 41
7 . 0 11 4 . 4 7 . 4 . .
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Updated November 3, 2023