Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 214,718 Positions 102,639 21,721 6,690 33,602 82,750 5,354 7,825 43,678 17,181 10,465 1,896 4 30,959 35,444 Changes from: November 28, 2023 Total Change is: -6,205 -596 262 1,170 1,567 -2,287 -97 -3,416 -1,735 -3,046 -129 109 -8 -1,650 -574 Percent of Open Interest Represented by Each Category of Trader 47.8 10.1 3.1 15.6 38.5 2.5 3.6 20.3 8.0 4.9 0.9 0.0 14.4 16.5 Number of Traders in Each Category Total Traders: 113 10 4 9 14 30 10 10 29 13 12 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 67,817 Positions 25,919 7,827 3,092 9,514 20,572 44 8,306 10,981 6,665 1,471 0 0 12,805 18,636 Changes from: November 28, 2023 Total Change is: 1,141 -1,137 -60 40 -672 119 -29 -84 -1,373 2,068 0 0 0 956 376 Percent of Open Interest Represented by Each Category of Trader 38.2 11.5 4.6 14.0 30.3 0.1 12.2 16.2 9.8 2.2 0.0 0.0 18.9 27.5 Number of Traders in Each Category Total Traders: 52 7 . 6 . 12 . 11 14 9 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 265,776 Positions 39,159 21,313 21,537 63,611 90,582 8,526 50,830 38,105 51,230 475 3,761 654 29,754 30,068 Changes from: November 28, 2023 Total Change is: 495 -11,230 3,195 7,038 2,437 -86 514 -4,780 -13,571 3,887 159 280 -131 2,601 -630 Percent of Open Interest Represented by Each Category of Trader 14.7 8.0 8.1 23.9 34.1 3.2 19.1 14.3 19.3 0.2 1.4 0.2 11.2 11.3 Number of Traders in Each Category Total Traders: 120 4 8 11 15 30 15 27 28 21 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 310,411 Positions 87,756 14,542 9,310 65,657 83,735 5,821 41,818 106,659 43,604 11,785 1,768 0 44,660 44,971 Changes from: November 28, 2023 Total Change is: 7,568 1,221 -3,986 118 -1,724 -6,143 -732 4,478 3,709 10,143 -2,562 148 -235 -3,138 4,547 Percent of Open Interest Represented by Each Category of Trader 28.3 4.7 3.0 21.2 27.0 1.9 13.5 34.4 14.0 3.8 0.6 0.0 14.4 14.5 Number of Traders in Each Category Total Traders: 167 12 5 10 23 31 16 33 43 24 13 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 878,992 Positions 19,547 474,182 37,372 495,894 93,286 26,934 57,599 68,004 112,905 35,059 9,818 4,470 89,212 52,021 Changes from: November 28, 2023 Total Change is: 37,894 -411 12,372 10,172 14,068 -1,841 -1,302 -5,658 3,252 15,519 1,473 274 380 3,653 -931 Percent of Open Interest Represented by Each Category of Trader 2.2 53.9 4.3 56.4 10.6 3.1 6.6 7.7 12.8 4.0 1.1 0.5 10.1 5.9 Number of Traders in Each Category Total Traders: 317 13 17 15 117 34 51 44 50 38 27 14 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 29,509 Positions 0 11,975 0 14,963 3,757 2,280 425 6,193 415 0 0 0 11,426 4,889 Changes from: November 28, 2023 Total Change is: 38 0 353 0 936 2,717 -821 0 -3,490 215 0 0 0 -292 1,064 Percent of Open Interest Represented by Each Category of Trader 0.0 40.6 0.0 50.7 12.7 7.7 1.4 21.0 1.4 0.0 0.0 0.0 38.7 16.6 Number of Traders in Each Category Total Traders: 30 0 . 0 15 . 6 . 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 213,469 Positions 99,264 24,462 3,281 30,862 102,367 5,542 22,418 31,000 21,574 2,005 0 165 28,358 25,078 Changes from: November 28, 2023 Total Change is: -3,180 -5,487 10,579 799 3,430 -6,578 -980 -2,957 -3,480 270 -944 0 -76 2,765 -3,714 Percent of Open Interest Represented by Each Category of Trader 46.5 11.5 1.5 14.5 48.0 2.6 10.5 14.5 10.1 0.9 0.0 0.1 13.3 11.7 Number of Traders in Each Category Total Traders: 104 9 6 9 16 20 11 27 20 18 5 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 259,977 Positions 23,675 83,643 4,535 135,359 4,742 956 76,124 51,206 9,340 2,855 103,582 246 6,887 1,727 Changes from: November 28, 2023 Total Change is: 9,529 89 7,129 4,416 2,581 -71 45 180 -6,535 4,474 -1,316 224 24 -964 -177 Percent of Open Interest Represented by Each Category of Trader 9.1 32.2 1.7 52.1 1.8 0.4 29.3 19.7 3.6 1.1 39.8 0.1 2.6 0.7 Number of Traders in Each Category Total Traders: 164 . 11 4 30 11 5 57 22 15 11 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 72,487 Positions 1,556 59,673 146 49,996 2,839 8 14,705 5,450 0 2,639 2,779 0 3,437 1,592 Changes from: November 28, 2023 Total Change is: -36,262 169 21,481 -33,405 1,759 800 -2,013 -912 -15,198 -870 -493 -1,064 0 -497 -5,993 Percent of Open Interest Represented by Each Category of Trader 2.1 82.3 0.2 69.0 3.9 0.0 20.3 7.5 0.0 3.6 3.8 0.0 4.7 2.2 Number of Traders in Each Category Total Traders: 78 . 6 . 18 6 . 26 7 0 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 54,735 Positions 31,397 7,262 103 8,014 25,082 226 7,929 16,432 1,384 763 562 14 4,905 3,670 Changes from: November 28, 2023 Total Change is: 3,271 -2,182 2,965 56 4,326 -2,484 -129 -965 2,977 761 206 -239 0 1,198 -636 Percent of Open Interest Represented by Each Category of Trader 57.4 13.3 0.2 14.6 45.8 0.4 14.5 30.0 2.5 1.4 1.0 0.0 9.0 6.7 Number of Traders in Each Category Total Traders: 81 9 4 . 13 16 . 15 17 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 12,048 Positions 459 1,977 132 1,843 1,722 77 6,802 6,052 655 171 237 0 1,909 1,196 Changes from: November 28, 2023 Total Change is: -1,172 0 -813 126 -743 193 0 -1,320 -989 407 -60 -71 0 418 -25 Percent of Open Interest Represented by Each Category of Trader 3.8 16.4 1.1 15.3 14.3 0.6 56.5 50.2 5.4 1.4 2.0 0.0 15.8 9.9 Number of Traders in Each Category Total Traders: 33 . . . 4 6 . 10 7 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #12460+ Open Interest is 94,920 Positions 36,280 26,420 2,461 17,493 10,065 1,916 19,691 29,113 2,501 1,231 5,941 89 13,258 16,414 Changes from: November 28, 2023 Total Change is: -6,093 -10,162 11,268 1,118 -2,660 -8,255 774 7,852 4,397 1,043 -3,784 -15,064 50 -324 -1,424 Percent of Open Interest Represented by Each Category of Trader 38.2 27.8 2.6 18.4 10.6 2.0 20.7 30.7 2.6 1.3 6.3 0.1 14.0 17.3 Number of Traders in Each Category Total Traders: 107 13 16 7 17 9 5 20 22 15 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 94,920 Positions 36,280 26,420 2,461 17,493 10,065 1,916 19,691 29,113 2,501 1,231 5,941 89 13,258 16,414 Changes from: November 28, 2023 Total Change is: -3,471 -10,108 11,187 1,251 -2,660 -8,255 774 8,136 4,904 1,254 -3,755 -14,549 72 1,564 -109 Percent of Open Interest Represented by Each Category of Trader 38.2 27.8 2.6 18.4 10.6 2.0 20.7 30.7 2.6 1.3 6.3 0.1 14.0 17.3 Number of Traders in Each Category Total Traders: 107 13 16 7 17 9 5 20 22 15 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 43,267 Positions 5,930 28,402 0 27,327 7,191 1,998 4,097 4,709 0 0 0 0 3,915 967 Changes from: November 28, 2023 Total Change is: -1,078 -2,514 4,371 0 2,329 -1,873 -3,618 888 526 0 0 0 0 1,837 -484 Percent of Open Interest Represented by Each Category of Trader 13.7 65.6 0.0 63.2 16.6 4.6 9.5 10.9 0.0 0.0 0.0 0.0 9.0 2.2 Number of Traders in Each Category Total Traders: 36 . 5 0 16 6 4 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 3,498,019 Positions 303,411 723,907 319,457 1,154,369 347,006 196,683 147,188 511,275 924,383 95,449 155,686 30,430 326,650 289,191 Changes from: November 28, 2023 Total Change is: 40,758 12,887 34,617 21,825 615 -18,610 -974 -4,400 28,324 39,387 -18,809 -52,790 -15,177 5,404 4,155 Percent of Open Interest Represented by Each Category of Trader 8.7 20.7 9.1 33.0 9.9 5.6 4.2 14.6 26.4 2.7 4.5 0.9 9.3 8.3 Number of Traders in Each Category Total Traders: 568 39 36 48 178 63 113 83 88 113 53 27 50 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 23,829 Positions 9,660 12,315 0 6,889 6,421 915 5,075 1,953 0 0 0 0 1,290 2,225 Changes from: November 28, 2023 Total Change is: 412 899 712 0 -1,245 -767 0 972 695 0 0 0 0 -214 -228 Percent of Open Interest Represented by Each Category of Trader 40.5 51.7 0.0 28.9 26.9 3.8 21.3 8.2 0.0 0.0 0.0 0.0 5.4 9.3 Number of Traders in Each Category Total Traders: 29 5 8 0 . . . 6 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 36,419 Positions 4,550 30,362 0 24,807 3,277 0 4,037 1,488 0 0 0 0 3,025 1,292 Changes from: November 28, 2023 Total Change is: -731 320 -752 -7 -1,145 -42 0 304 517 0 0 0 0 -203 -447 Percent of Open Interest Represented by Each Category of Trader 12.5 83.4 0.0 68.1 9.0 0.0 11.1 4.1 0.0 0.0 0.0 0.0 8.3 3.5 Number of Traders in Each Category Total Traders: 43 . 10 0 17 . 0 8 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 3,476,616 Positions 303,411 722,781 319,447 1,152,238 347,010 196,268 147,481 514,871 912,374 100,137 155,058 25,742 319,518 283,065 Changes from: November 28, 2023 Total Change is: 40,110 12,887 34,331 21,925 758 -18,721 -1,011 -5,457 29,845 37,788 -18,989 -53,268 -14,996 7,204 4,216 Percent of Open Interest Represented by Each Category of Trader 8.7 20.8 9.2 33.1 10.0 5.6 4.2 14.8 26.2 2.9 4.5 0.7 9.2 8.1 Number of Traders in Each Category Total Traders: 555 39 35 47 175 63 111 76 87 112 54 25 50 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 36,227 Positions 24,166 32,663 0 6,977 299 0 1,320 1,360 0 0 0 0 3,764 1,905 Changes from: November 28, 2023 Total Change is: -933 -1,837 -830 0 -1,252 -18 0 216 482 0 0 0 0 1,940 -567 Percent of Open Interest Represented by Each Category of Trader 66.7 90.2 0.0 19.3 0.8 0.0 3.6 3.8 0.0 0.0 0.0 0.0 10.4 5.3 Number of Traders in Each Category Total Traders: 23 6 7 0 . . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 18,836 Positions 3,018 17,059 0 13,655 0 44 472 763 0 0 0 0 1,647 970 Changes from: November 28, 2023 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 16.0 90.6 0.0 72.5 0.0 0.2 2.5 4.1 0.0 0.0 0.0 0.0 8.7 5.1 Number of Traders in Each Category Total Traders: 20 6 6 0 5 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 21,801 Positions 16,927 1,821 0 3,845 3,788 0 665 12,968 0 0 0 0 364 3,224 Changes from: November 28, 2023 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 77.6 8.4 0.0 17.6 17.4 0.0 3.1 59.5 0.0 0.0 0.0 0.0 1.7 14.8 Number of Traders in Each Category Total Traders: 21 7 . 0 . . 0 . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 36,710 Positions 21,272 9,520 0 11,938 8,860 162 1,170 16,711 29 0 0 0 2,139 1,428 Changes from: November 28, 2023 Total Change is: 2,161 2,305 -212 0 75 1,977 0 -460 321 2 0 0 0 239 73 Percent of Open Interest Represented by Each Category of Trader 57.9 25.9 0.0 32.5 24.1 0.4 3.2 45.5 0.1 0.0 0.0 0.0 5.8 3.9 Number of Traders in Each Category Total Traders: 32 8 4 0 9 . . . 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 214,034 Positions 0 11,264 103 22,229 887 3,221 76,957 43,932 40,201 0 53,158 6 71,318 61,262 Changes from: November 28, 2023 Total Change is: 6,479 -1,099 1,758 103 -2,546 -3 1,481 25,064 -712 1,491 0 2,975 -6 -18,008 -608 Percent of Open Interest Represented by Each Category of Trader 0.0 5.3 0.0 10.4 0.4 1.5 36.0 20.5 18.8 0.0 24.8 0.0 33.3 28.6 Number of Traders in Each Category Total Traders: 32 0 . . 11 . 6 11 5 6 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 437,943 Positions 156,820 167,781 144,014 1,634 38,000 0 34,820 11,897 72,839 25,277 0 250 2,289 3,162 Changes from: November 28, 2023 Total Change is: 7,019 2,586 9,512 -647 0 0 0 7,175 1,250 -1,941 0 0 0 -154 -1,155 Percent of Open Interest Represented by Each Category of Trader 35.8 38.3 32.9 0.4 8.7 0.0 8.0 2.7 16.6 5.8 0.0 0.1 0.5 0.7 Number of Traders in Each Category Total Traders: 36 7 13 18 . . 0 4 4 10 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 38,404 Positions 4,526 4,329 0 22,694 22,662 2,056 953 1,946 289 0 1,510 1 7,885 5,611 Changes from: November 28, 2023 Total Change is: -1,853 -750 1,577 -1 -1,168 -1,425 83 619 -245 98 -250 -1,431 0 -484 -509 Percent of Open Interest Represented by Each Category of Trader 11.8 11.3 0.0 59.1 59.0 5.4 2.5 5.1 0.8 0.0 3.9 0.0 20.5 14.6 Number of Traders in Each Category Total Traders: 65 5 6 0 30 14 10 . 6 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 337,214 Positions 53,954 105,014 19,474 107,517 18,990 6,261 47,422 67,779 45,385 8,909 26,414 1,017 47,276 46,881 Changes from: November 28, 2023 Total Change is: -16,960 1,166 -12,320 1,518 -4,098 1,792 -1,096 -2,505 23,079 1,829 -12,129 -27,346 -866 -779 -3,550 Percent of Open Interest Represented by Each Category of Trader 16.0 31.1 5.8 31.9 5.6 1.9 14.1 20.1 13.5 2.6 7.8 0.3 14.0 13.9 Number of Traders in Each Category Total Traders: 329 27 29 22 76 31 36 51 57 52 22 34 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 326,485 Positions 54,195 104,891 18,791 107,220 18,990 6,254 46,384 73,035 39,514 8,823 23,755 941 44,362 40,313 Changes from: November 28, 2023 Total Change is: -16,122 1,113 -12,087 1,318 -4,046 1,792 -1,090 -2,115 22,540 2,584 -12,105 -27,599 -892 -888 -2,687 Percent of Open Interest Represented by Each Category of Trader 16.6 32.1 5.8 32.8 5.8 1.9 14.2 22.4 12.1 2.7 7.3 0.3 13.6 12.3 Number of Traders in Each Category Total Traders: 299 25 27 19 72 31 36 43 56 48 17 28 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 107,292 Positions 4,360 8,000 57 2,968 0 69 65,030 2,085 4,053 865 26,593 753 29,137 65,682 Changes from: November 28, 2023 Total Change is: -8,384 2,547 -314 -15 -522 0 -53 -9,952 -657 -1,498 -241 2,525 253 1,097 -8,625 Percent of Open Interest Represented by Each Category of Trader 4.1 7.5 0.1 2.8 0.0 0.1 60.6 1.9 3.8 0.8 24.8 0.7 27.2 61.2 Number of Traders in Each Category Total Traders: 45 4 . . 5 0 . 17 4 6 5 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 580,034 Positions 97,017 119,937 21,281 206,034 170,743 34,042 139,712 156,834 16,729 34,892 34,528 1,052 29,275 24,887 Changes from: November 28, 2023 Total Change is: 13,259 -15,946 10,708 4,090 15,141 2,814 -3,857 8,229 23,270 2,293 1,819 -26,131 404 1,086 -332 Percent of Open Interest Represented by Each Category of Trader 16.7 20.7 3.7 35.5 29.4 5.9 24.1 27.0 2.9 6.0 6.0 0.2 5.0 4.3 Number of Traders in Each Category Total Traders: 371 27 23 9 93 69 48 58 63 38 21 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 26,467 Positions 12,274 11,081 0 13,073 13,933 0 358 523 0 0 0 0 762 930 Changes from: November 28, 2023 Total Change is: 502 1,357 374 0 -816 32 0 0 0 0 0 0 0 -39 96 Percent of Open Interest Represented by Each Category of Trader 46.4 41.9 0.0 49.4 52.6 0.0 1.4 2.0 0.0 0.0 0.0 0.0 2.9 3.5 Number of Traders in Each Category Total Traders: 23 . 6 0 9 5 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 19,914 Positions 1,492 10,138 2,402 9,995 0 11 1,352 2,602 94 364 1,117 251 3,953 3,299 Changes from: November 28, 2023 Total Change is: 2,710 0 728 2,402 -210 0 0 -30 -745 37 0 -425 251 260 462 Percent of Open Interest Represented by Each Category of Trader 7.5 50.9 12.1 50.2 0.0 0.1 6.8 13.1 0.5 1.8 5.6 1.3 19.9 16.6 Number of Traders in Each Category Total Traders: 25 . 5 . 10 0 . . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 65,677 Positions 15,902 21,997 4,250 12,694 1,838 576 18,037 5,232 3,383 2,420 466 26 8,389 27,909 Changes from: November 28, 2023 Total Change is: -2 1,270 549 -1,144 -3,249 -241 80 2,497 -41 1,888 -597 0 26 -773 -1,119 Percent of Open Interest Represented by Each Category of Trader 24.2 33.5 6.5 19.3 2.8 0.9 27.5 8.0 5.2 3.7 0.7 0.0 12.8 42.5 Number of Traders in Each Category Total Traders: 69 13 7 4 12 . 8 20 8 11 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 405,627 Positions 35,774 224,724 1,358 283,863 61,377 30,448 22,372 25,907 2,532 16,475 51,393 1,144 11,661 6,744 Changes from: November 28, 2023 Total Change is: -2,286 -1,546 13,195 514 -3,266 1,521 218 3,545 -8,958 -567 -327 -7,215 -145 -712 -849 Percent of Open Interest Represented by Each Category of Trader 8.8 55.4 0.3 70.0 15.1 7.5 5.5 6.4 0.6 4.1 12.7 0.3 2.9 1.7 Number of Traders in Each Category Total Traders: 198 12 16 8 82 40 31 22 18 11 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 994,036 Positions 78,178 443,498 14,285 580,473 264,285 111,532 112,953 116,117 7,225 57,190 19,020 2,724 29,476 15,350 Changes from: November 28, 2023 Total Change is: -18,887 903 -10,608 1,535 -34,746 5,509 -242 -4,487 -13,972 1,133 19,636 -1,358 7 -2,626 -891 Percent of Open Interest Represented by Each Category of Trader 7.9 44.6 1.4 58.4 26.6 11.2 11.4 11.7 0.7 5.8 1.9 0.3 3.0 1.5 Number of Traders in Each Category Total Traders: 396 24 21 11 155 63 75 57 34 26 28 14 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 272,313 Positions 17,400 196,654 36,814 57,476 0 1,688 125,113 5,504 25,161 8,414 6,416 0 247 76 Changes from: November 28, 2023 Total Change is: 3,546 2,253 3,540 -1,661 3,004 0 -160 -1,706 31 1,826 55 -33 0 -65 3 Percent of Open Interest Represented by Each Category of Trader 6.4 72.2 13.5 21.1 0.0 0.6 45.9 2.0 9.2 3.1 2.4 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 108 11 24 16 17 0 . 36 6 11 10 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,434,755 Positions 26,823 183,713 35,339 717,750 253,586 198,900 65,632 384,398 102,475 81,914 112,278 3,724 202,199 160,342 Changes from: November 28, 2023 Total Change is: 35,660 -1,577 -6,650 9,031 19,693 -19,988 15,292 -10,942 22,126 19,539 3,737 8,588 1,164 -20,275 -13,441 Percent of Open Interest Represented by Each Category of Trader 1.9 12.8 2.5 50.0 17.7 13.9 4.6 26.8 7.1 5.7 7.8 0.3 14.1 11.2 Number of Traders in Each Category Total Traders: 212 9 19 16 68 33 61 18 42 42 6 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,586,375 Positions 13,359 81,137 1,055 955,790 283,474 278,435 93,011 714,065 19,820 47,233 54,708 696 176,976 152,985 Changes from: November 28, 2023 Total Change is: -16,949 939 -3,843 -4,629 21,567 18,249 -4,095 -5,413 14,739 -24,494 -512 1,469 632 -943 -14,976 Percent of Open Interest Represented by Each Category of Trader 0.8 5.1 0.1 60.2 17.9 17.6 5.9 45.0 1.2 3.0 3.4 0.0 11.2 9.6 Number of Traders in Each Category Total Traders: 173 4 12 4 71 33 53 10 31 16 6 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 4,149,739 Positions 161,629 368,131 12,926 1,873,647 463,655 302,866 867,771 2,557,726 100,667 535,875 189,884 20,658 273,700 133,227 Changes from: November 28, 2023 Total Change is: 42,231 19,396 -53,565 -2,840 41,983 -31,309 -126 -37,889 119,894 6,851 29,500 11,592 -5,129 -9,516 -3,137 Percent of Open Interest Represented by Each Category of Trader 3.9 8.9 0.3 45.2 11.2 7.3 20.9 61.6 2.4 12.9 4.6 0.5 6.6 3.2 Number of Traders in Each Category Total Traders: 452 29 27 13 155 39 89 70 71 49 45 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 5,406,900 Positions 120,701 256,852 250,522 2,324,141 1,079,843 784,032 319,394 1,701,905 586,085 471,603 245,445 107,480 442,942 394,735 Changes from: November 28, 2023 Total Change is: 20,289 7,959 -8,359 29,544 -70,440 -31,911 13,679 -17,891 -109,877 60,051 -13,127 53,091 23,963 -13,447 -9,890 Percent of Open Interest Represented by Each Category of Trader 2.2 4.8 4.6 43.0 20.0 14.5 5.9 31.5 10.8 8.7 4.5 2.0 8.2 7.3 Number of Traders in Each Category Total Traders: 421 21 34 33 126 60 109 47 83 88 31 19 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,992,001 Positions 71,689 161,616 2,728 987,774 596,830 281,883 260,716 540,517 16,408 172,369 123,368 1,038 197,396 267,613 Changes from: November 28, 2023 Total Change is: -32,400 -785 -7,946 -2,271 3,223 27,201 -21,623 8,862 -17,017 -15,713 5,489 13,497 -148 -9,434 -8,379 Percent of Open Interest Represented by Each Category of Trader 3.6 8.1 0.1 49.6 30.0 14.2 13.1 27.1 0.8 8.7 6.2 0.1 9.9 13.4 Number of Traders in Each Category Total Traders: 188 5 15 4 53 53 58 13 27 13 9 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 3,276 Positions 0 0 0 0 0 0 1,436 1,689 115 727 480 0 998 992 Changes from: November 28, 2023 Total Change is: -1,499 0 0 0 0 0 0 949 995 -2,373 -40 -136 0 -35 15 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 43.8 51.6 3.5 22.2 14.7 0.0 30.5 30.3 Number of Traders in Each Category Total Traders: 23 0 0 0 0 0 0 . . . 10 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 6,066,698 Positions 134,803 612,432 76,592 2,947,532 1,006,039 735,238 903,013 2,918,944 244,347 554,258 139,328 13,491 457,425 320,288 Changes from: November 28, 2023 Total Change is: -231,588 -26,332 -105,663 10,108 35,750 15,722 -42,530 -107,287 -53,960 -90,977 -11,262 24,585 1,879 -936 9,249 Percent of Open Interest Represented by Each Category of Trader 2.2 10.1 1.3 48.6 16.6 12.1 14.9 48.1 4.0 9.1 2.3 0.2 7.5 5.3 Number of Traders in Each Category Total Traders: 380 21 27 27 152 32 103 46 64 57 24 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,482,072 Positions 430,947 175,958 380,032 31,749 16,200 30,823 234,794 502,384 318,632 13,962 4,967 11,036 30,097 42,040 Changes from: November 28, 2023 Total Change is: -435,605 -97,023 -48,243 -129,180 -599 -18,465 -4,495 -30,517 -57,166 -175,156 1,708 2,177 -189 -154 -4,888 Percent of Open Interest Represented by Each Category of Trader 29.1 11.9 25.6 2.1 1.1 2.1 15.8 33.9 21.5 0.9 0.3 0.7 2.0 2.8 Number of Traders in Each Category Total Traders: 148 35 24 47 4 4 6 28 41 47 5 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 31,214 Positions 13,420 11,032 7,500 326 128 215 753 2,921 8,753 100 442 89 58 134 Changes from: November 28, 2023 Total Change is: 4,303 75 -1,310 2,061 0 6 0 110 1,415 2,048 0 0 0 9 83 Percent of Open Interest Represented by Each Category of Trader 43.0 35.3 24.0 1.0 0.4 0.7 2.4 9.4 28.0 0.3 1.4 0.3 0.2 0.4 Number of Traders in Each Category Total Traders: 41 13 4 9 . . . 6 12 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 is23,335,535 Positions 2,188,252 2,688,088 4,033,233 299,112 677,044 1,782,525 1,908,121 885,472 12,246,714 168,172 310,605 626,733 82,672 85,120 Changes from: November 28, 2023 Total Change is: 1,213,628 29,446 -351,525 330,613 -137,059 -31,138 114,406 -215,734 55,194 859,586 26,249 34,325 156,493 49,628 45,674 Percent of Open Interest Represented by Each Category of Trader 9.4 11.5 17.3 1.3 2.9 7.6 8.2 3.8 52.5 0.7 1.3 2.7 0.4 0.4 Number of Traders in Each Category Total Traders: 1,083 70 114 145 59 76 82 187 156 235 217 149 202 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 865,357 Positions 213,105 216,378 176,044 132,808 2,813 15,223 195,360 335,021 103,044 25,978 13,039 525 3,270 3,270 Changes from: November 28, 2023 Total Change is: -228,819 -207,174 -70,988 -35,370 -18,209 -806 10,528 33,532 -92,192 -37,540 22,961 -5,592 151 2,302 2,990 Percent of Open Interest Represented by Each Category of Trader 24.6 25.0 20.3 15.3 0.3 1.8 22.6 38.7 11.9 3.0 1.5 0.1 0.4 0.4 Number of Traders in Each Category Total Traders: 181 30 51 49 . 5 4 26 51 46 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 68,187 Positions 2,546 25 31,585 40 283 0 3,780 16,780 19,265 10,971 229 0 0 20 Changes from: November 28, 2023 Total Change is: -1,207 0 0 0 0 115 0 -265 -949 0 -942 -353 0 0 -20 Percent of Open Interest Represented by Each Category of Trader 3.7 0.0 46.3 0.1 0.4 0.0 5.5 24.6 28.3 16.1 0.3 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 22 . . . . . 0 . 5 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 31,791 Positions 6,858 0 1,253 0 469 0 350 22,399 2,839 20,491 4,769 0 0 62 Changes from: November 28, 2023 Total Change is: -1,131 0 0 0 0 0 0 -950 -1,127 0 -181 -5 0 0 1 Percent of Open Interest Represented by Each Category of Trader 21.6 0.0 3.9 0.0 1.5 0.0 1.1 70.5 8.9 64.5 15.0 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 27 . 0 . 0 . 0 . 9 . 6 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 27,198 Positions 647 6,681 413 11,785 0 241 4,383 12,397 4,370 3,122 1,726 485 1,752 886 Changes from: November 28, 2023 Total Change is: 1,137 -29 120 71 240 0 2 68 -812 1,233 -646 184 233 -35 106 Percent of Open Interest Represented by Each Category of Trader 2.4 24.6 1.5 43.3 0.0 0.9 16.1 45.6 16.1 11.5 6.3 1.8 6.4 3.3 Number of Traders in Each Category Total Traders: 138 5 12 . 20 0 4 34 40 27 12 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10) CFTC Code #133742 Open Interest is 14,455 Positions 868 3,383 20 1,493 25 32 2,456 5,162 2,755 2,592 997 414 3,824 1,667 Changes from: November 28, 2023 Total Change is: 2,134 613 649 -8 -42 25 -14 400 554 155 470 82 150 410 542 Percent of Open Interest Represented by Each Category of Trader 6.0 23.4 0.1 10.3 0.2 0.2 17.0 35.7 19.1 17.9 6.9 2.9 26.5 11.5 Number of Traders in Each Category Total Traders: 110 . . . 6 . . 18 12 10 50 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300 CFTC Code #133LM1 Open Interest is 7,201 Positions 1,607 0 0 0 0 0 207 2,339 3 4,425 4,281 0 959 578 Changes from: November 28, 2023 Total Change is: 1,106 -168 0 -2 0 0 0 102 -9 3 934 947 0 237 167 Percent of Open Interest Represented by Each Category of Trader 22.3 0.0 0.0 0.0 0.0 0.0 2.9 32.5 0.0 61.4 59.5 0.0 13.3 8.0 Number of Traders in Each Category Total Traders: 74 . 0 0 0 0 0 . . . 35 34 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 7,819 Positions 234 1,017 174 1,711 28 12 2,533 4,142 900 1,121 976 49 1,084 521 Changes from: November 28, 2023 Total Change is: 767 26 100 22 144 3 -1 380 155 73 -102 205 8 218 203 Percent of Open Interest Represented by Each Category of Trader 3.0 13.0 2.2 21.9 0.4 0.2 32.4 53.0 11.5 14.3 12.5 0.6 13.9 6.7 Number of Traders in Each Category Total Traders: 81 4 7 . 11 . . 26 22 13 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points) CFTC Code #146022 Open Interest is 39,006 Positions 807 9,253 395 2,142 605 427 6,131 6,098 14,503 10,231 4,260 3,169 1,201 296 Changes from: November 28, 2023 Total Change is: 7,868 304 5,457 -112 25 29 -85 4,037 806 433 1,993 404 938 334 -3 Percent of Open Interest Represented by Each Category of Trader 2.1 23.7 1.0 5.5 1.6 1.1 15.7 15.6 37.2 26.2 10.9 8.1 3.1 0.8 Number of Traders in Each Category Total Traders: 120 . . . . . . 11 9 6 70 24 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200 CFTC Code #146LM1 Open Interest is 8,013 Positions 0 2,313 339 0 0 0 481 1,136 16 4,260 1,906 0 2,917 2,303 Changes from: November 28, 2023 Total Change is: 3,746 0 614 338 0 0 0 374 280 15 558 368 0 2,461 2,131 Percent of Open Interest Represented by Each Category of Trader 0.0 28.9 4.2 0.0 0.0 0.0 6.0 14.2 0.2 53.2 23.8 0.0 36.4 28.7 Number of Traders in Each Category Total Traders: 47 0 . . 0 0 0 . . . 27 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 40,522 Positions 0 24,434 0 10,867 1,169 684 21,094 5,351 2,705 2,213 2,869 21 2,938 3,290 Changes from: November 28, 2023 Total Change is: 1,091 0 160 0 -2,628 818 -13 1,301 -1,519 1,645 621 272 -1 166 -271 Percent of Open Interest Represented by Each Category of Trader 0.0 60.3 0.0 26.8 2.9 1.7 52.1 13.2 6.7 5.5 7.1 0.1 7.2 8.1 Number of Traders in Each Category Total Traders: 99 0 . 0 14 5 4 23 20 10 15 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 406,711 Positions 58,319 33,306 19,070 81,538 94,226 64,043 71,129 90,004 59,885 10,652 3,008 14,332 27,743 28,837 Changes from: November 28, 2023 Total Change is: 15,959 6,804 6,705 3,650 -5,106 8,046 1,465 8,828 -597 -95 -196 -3,878 -864 1,473 1,527 Percent of Open Interest Represented by Each Category of Trader 14.3 8.2 4.7 20.0 23.2 15.7 17.5 22.1 14.7 2.6 0.7 3.5 6.8 7.1 Number of Traders in Each Category Total Traders: 224 16 13 21 23 34 27 48 47 59 16 10 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2023 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 64,412 Positions 50,911 46,805 0 10,794 4,374 48 1,712 12,784 174 460 185 0 313 42 Changes from: November 28, 2023 Total Change is: -2,132 40 0 0 -3,082 -75 -8 1,143 -1,890 -207 -65 62 0 47 -14 Percent of Open Interest Represented by Each Category of Trader 79.0 72.7 0.0 16.8 6.8 0.1 2.7 19.8 0.3 0.7 0.3 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 42 7 . 0 11 . . 6 5 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 8, 2023