Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 264,401 Positions 110,570 29,868 3,126 78,163 111,802 4,780 15,583 67,302 8,113 14,041 5,617 624 29,401 33,169 Changes from: May 21, 2024 Total Change is: 29,910 -9,550 25,795 2,910 33,939 -3,049 -253 1,752 -4,126 2,230 -1,492 3,294 -16 390 3,125 Percent of Open Interest Represented by Each Category of Trader 41.8 11.3 1.2 29.6 42.3 1.8 5.9 25.5 3.1 5.3 2.1 0.2 11.1 12.5 Number of Traders in Each Category Total Traders: 124 11 7 . 15 34 12 12 31 13 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 100,381 Positions 50,853 1,306 827 22,491 48,266 1,088 13,458 24,468 901 1,210 402 0 9,553 23,123 Changes from: May 21, 2024 Total Change is: 6,111 4,169 13 -128 1,819 3,625 65 2,430 1,958 -168 40 0 0 -2,116 746 Percent of Open Interest Represented by Each Category of Trader 50.7 1.3 0.8 22.4 48.1 1.1 13.4 24.4 0.9 1.2 0.4 0.0 9.5 23.0 Number of Traders in Each Category Total Traders: 71 12 . . 5 20 . 15 14 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 268,749 Positions 71,882 51,789 8,806 63,833 90,874 4,856 57,756 54,530 27,983 0 3,049 1 33,632 26,861 Changes from: May 21, 2024 Total Change is: 44,773 -3,132 31,634 5,932 20,427 -468 -285 7,801 1,995 9,246 0 -261 1 4,783 -3,021 Percent of Open Interest Represented by Each Category of Trader 26.7 19.3 3.3 23.8 33.8 1.8 21.5 20.3 10.4 0.0 1.1 0.0 12.5 10.0 Number of Traders in Each Category Total Traders: 126 8 7 . 15 30 13 28 33 17 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 325,231 Positions 184,233 11,854 10 47,766 129,725 7,574 21,005 114,950 4,154 18,152 4,544 13 42,324 52,407 Changes from: May 21, 2024 Total Change is: 23,916 27,145 -901 -10 -1,491 7,867 -92 -3,059 7,319 140 298 675 0 985 8,918 Percent of Open Interest Represented by Each Category of Trader 56.6 3.6 0.0 14.7 39.9 2.3 6.5 35.3 1.3 5.6 1.4 0.0 13.0 16.1 Number of Traders in Each Category Total Traders: 161 16 5 . 20 34 12 20 50 15 9 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 664,864 Positions 18,294 337,190 2,909 405,892 136,029 34,860 74,699 67,353 15,517 28,492 13,885 4,352 79,849 52,769 Changes from: May 21, 2024 Total Change is: 11,783 735 17,500 -65 4,218 -1,867 533 -643 -10,368 5,589 -206 -2,059 77 1,545 2,443 Percent of Open Interest Represented by Each Category of Trader 2.8 50.7 0.4 61.0 20.5 5.2 11.2 10.1 2.3 4.3 2.1 0.7 12.0 7.9 Number of Traders in Each Category Total Traders: 288 11 15 7 102 44 52 45 40 23 18 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 31,698 Positions 4,683 9,457 0 14,650 8,073 1,093 0 5,279 4 0 0 0 11,268 7,792 Changes from: May 21, 2024 Total Change is: 49 0 -231 0 61 64 -5 0 -899 0 0 0 0 -7 1,120 Percent of Open Interest Represented by Each Category of Trader 14.8 29.8 0.0 46.2 25.5 3.4 0.0 16.7 0.0 0.0 0.0 0.0 35.5 24.6 Number of Traders in Each Category Total Traders: 26 . . 0 15 . 4 0 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 193,678 Positions 82,877 13,127 3,564 49,202 113,755 2,736 19,457 32,368 2,890 8,536 1,378 0 24,416 23,860 Changes from: May 21, 2024 Total Change is: -2,931 -1,524 779 629 -335 49 87 611 -5,987 771 801 628 0 -3,971 113 Percent of Open Interest Represented by Each Category of Trader 42.8 6.8 1.8 25.4 58.7 1.4 10.0 16.7 1.5 4.4 0.7 0.0 12.6 12.3 Number of Traders in Each Category Total Traders: 105 10 5 6 22 15 10 22 22 11 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 268,109 Positions 1,783 153,792 2,266 158,422 4,399 1,826 91,641 37,973 2,307 2,687 62,148 66 7,111 3,332 Changes from: May 21, 2024 Total Change is: -1,586 -1,123 1,093 256 4,309 608 -8 -5,439 -4,149 704 -21 -442 4 -268 348 Percent of Open Interest Represented by Each Category of Trader 0.7 57.4 0.8 59.1 1.6 0.7 34.2 14.2 0.9 1.0 23.2 0.0 2.7 1.2 Number of Traders in Each Category Total Traders: 177 5 8 4 35 10 5 68 26 13 9 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 75,308 Positions 33,482 4,001 14,187 9,973 27,084 40 7,392 20,218 4,198 3,749 2,573 105 2,182 2,902 Changes from: May 21, 2024 Total Change is: 16,337 79 145 13,872 -21 -428 -24 -1,576 -1,329 4,091 133 -866 105 -322 771 Percent of Open Interest Represented by Each Category of Trader 44.5 5.3 18.8 13.2 36.0 0.1 9.8 26.8 5.6 5.0 3.4 0.1 2.9 3.9 Number of Traders in Each Category Total Traders: 80 7 . . 4 8 . 14 29 5 9 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 57,525 Positions 13,725 8,821 2,000 14,428 22,427 855 19,496 17,160 1,987 1,332 306 15 3,687 3,954 Changes from: May 21, 2024 Total Change is: 8,420 -988 79 2,000 4,132 1,113 -221 1,232 4,151 1,775 61 201 0 429 -678 Percent of Open Interest Represented by Each Category of Trader 23.9 15.3 3.5 25.1 39.0 1.5 33.9 29.8 3.5 2.3 0.5 0.0 6.4 6.9 Number of Traders in Each Category Total Traders: 97 8 5 . 18 14 . 19 25 10 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 49,862 Positions 4,507 9,858 74 37,988 812 77 4,379 37,313 15 842 673 39 1,941 1,001 Changes from: May 21, 2024 Total Change is: 414 100 764 -4 912 -430 0 -424 128 4 -133 44 26 -67 -118 Percent of Open Interest Represented by Each Category of Trader 9.0 19.8 0.1 76.2 1.6 0.2 8.8 74.8 0.0 1.7 1.3 0.1 3.9 2.0 Number of Traders in Each Category Total Traders: 51 . 4 . 10 . . 15 11 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 97,243 Positions 34,895 59,227 926 18,308 6,368 1,778 19,250 10,448 4,515 677 1,597 1,423 15,471 10,961 Changes from: May 21, 2024 Total Change is: -6,383 1,997 -3,868 174 -1,944 -326 430 -7,749 -3,532 1,434 -1,547 555 851 -29 -2,100 Percent of Open Interest Represented by Each Category of Trader 35.9 60.9 1.0 18.8 6.5 1.8 19.8 10.7 4.6 0.7 1.6 1.5 15.9 11.3 Number of Traders in Each Category Total Traders: 90 12 13 4 19 5 6 21 14 14 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 97,243 Positions 34,895 59,227 926 18,308 6,368 1,778 19,250 10,448 4,515 677 1,597 1,423 15,471 10,961 Changes from: May 21, 2024 Total Change is: -4,103 2,092 -3,769 174 -1,944 -326 430 -7,253 -3,722 2,104 -2,082 577 1,415 961 -986 Percent of Open Interest Represented by Each Category of Trader 35.9 60.9 1.0 18.8 6.5 1.8 19.8 10.7 4.6 0.7 1.6 1.5 15.9 11.3 Number of Traders in Each Category Total Traders: 90 12 13 4 19 5 6 21 14 14 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 49,561 Positions 17,245 36,844 2 24,934 5,318 1,909 2,761 4,403 0 0 0 0 2,710 1,085 Changes from: May 21, 2024 Total Change is: 104 -256 976 2 316 -615 -28 157 -617 0 0 0 0 -87 386 Percent of Open Interest Represented by Each Category of Trader 34.8 74.3 0.0 50.3 10.7 3.9 5.6 8.9 0.0 0.0 0.0 0.0 5.5 2.2 Number of Traders in Each Category Total Traders: 38 6 4 . 19 . . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,207,528 Positions 200,232 898,109 49,565 1,143,395 166,011 133,074 175,982 506,487 73,967 129,289 176,511 6,587 295,438 197,218 Changes from: May 21, 2024 Total Change is: 31,471 4,047 10,601 15,395 12,747 -18,314 -1,147 7,388 13,524 -226 -8,494 3,431 966 794 7,241 Percent of Open Interest Represented by Each Category of Trader 9.1 40.7 2.2 51.8 7.5 6.0 8.0 22.9 3.4 5.9 8.0 0.3 13.4 8.9 Number of Traders in Each Category Total Traders: 479 31 36 18 177 50 97 70 76 53 20 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 19,252 Positions 10,484 5,691 0 3,477 9,632 247 2,364 2,657 0 0 0 0 2,680 1,025 Changes from: May 21, 2024 Total Change is: -1,801 -1,687 10 0 -188 -1,712 -23 -16 -17 0 0 0 0 113 -59 Percent of Open Interest Represented by Each Category of Trader 54.5 29.6 0.0 18.1 50.0 1.3 12.3 13.8 0.0 0.0 0.0 0.0 13.9 5.3 Number of Traders in Each Category Total Traders: 27 7 . 0 4 6 . 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 28,902 Positions 6,671 18,597 0 12,826 7,900 124 5,415 1,351 0 0 0 0 3,866 930 Changes from: May 21, 2024 Total Change is: 397 66 -2,011 0 606 1,746 0 -23 699 0 0 0 0 -252 -37 Percent of Open Interest Represented by Each Category of Trader 23.1 64.3 0.0 44.4 27.3 0.4 18.7 4.7 0.0 0.0 0.0 0.0 13.4 3.2 Number of Traders in Each Category Total Traders: 36 4 6 0 14 . . 5 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,179,731 Positions 199,243 898,246 49,428 1,140,477 165,954 132,874 174,279 513,883 58,759 132,719 176,787 2,881 289,071 180,919 Changes from: May 21, 2024 Total Change is: 31,530 3,901 11,157 15,258 12,840 -18,314 -1,147 7,224 12,750 461 -8,061 3,707 479 575 7,179 Percent of Open Interest Represented by Each Category of Trader 9.1 41.2 2.3 52.3 7.6 6.1 8.0 23.6 2.7 6.1 8.1 0.1 13.3 8.3 Number of Traders in Each Category Total Traders: 469 29 36 18 174 50 95 65 77 48 20 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 48,300 Positions 33,401 41,929 0 10,989 1,477 0 1,110 4,436 0 0 0 0 2,800 458 Changes from: May 21, 2024 Total Change is: -137 2 22 0 19 -703 0 -5 869 0 0 0 0 -153 -325 Percent of Open Interest Represented by Each Category of Trader 69.2 86.8 0.0 22.8 3.1 0.0 2.3 9.2 0.0 0.0 0.0 0.0 5.8 0.9 Number of Traders in Each Category Total Traders: 32 7 7 0 7 . 0 . 6 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 12,605 Positions 878 10,906 0 6,982 0 0 1,590 409 0 0 0 0 3,155 1,290 Changes from: May 21, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 7.0 86.5 0.0 55.4 0.0 0.0 12.6 3.2 0.0 0.0 0.0 0.0 25.0 10.2 Number of Traders in Each Category Total Traders: 20 . 7 0 5 0 0 4 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 10,196 Positions 1,417 6,093 0 5,278 1,290 44 705 1,526 0 0 0 0 2,752 1,243 Changes from: May 21, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 13.9 59.8 0.0 51.8 12.7 0.4 6.9 15.0 0.0 0.0 0.0 0.0 27.0 12.2 Number of Traders in Each Category Total Traders: 22 5 4 0 5 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 29,287 Positions 10,433 16,343 0 15,035 4,195 213 340 7,612 6 0 0 0 3,260 918 Changes from: May 21, 2024 Total Change is: -246 -204 755 0 226 -1,607 0 -233 621 -4 0 0 0 -31 -11 Percent of Open Interest Represented by Each Category of Trader 35.6 55.8 0.0 51.3 14.3 0.7 1.2 26.0 0.0 0.0 0.0 0.0 11.1 3.1 Number of Traders in Each Category Total Traders: 36 5 6 0 10 5 . . 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Real Estate Select Sector Index) CFTC Code #13874R Open Interest is 13,525 Positions 7,474 10,280 0 3,870 2,544 5 637 243 0 392 0 0 1,147 453 Changes from: May 21, 2024 Total Change is: 30 23 -10 0 -218 6 -6 -32 0 0 0 0 0 263 40 Percent of Open Interest Represented by Each Category of Trader 55.3 76.0 0.0 28.6 18.8 0.0 4.7 1.8 0.0 2.9 0.0 0.0 8.5 3.3 Number of Traders in Each Category Total Traders: 21 5 5 0 4 4 . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 277,969 Positions 11,256 0 0 29,179 565 2,002 164,667 73,677 4,438 2,759 34,298 0 63,668 162,989 Changes from: May 21, 2024 Total Change is: -594 2,826 -4,193 0 -926 0 4 -6,014 87 780 545 2,111 0 2,191 617 Percent of Open Interest Represented by Each Category of Trader 4.0 0.0 0.0 10.5 0.2 0.7 59.2 26.5 1.6 1.0 12.3 0.0 22.9 58.6 Number of Traders in Each Category Total Traders: 35 . 0 0 13 . 4 11 5 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 498,133 Positions 194,115 127,650 163,879 1,634 39,767 0 14,075 66,390 94,367 25,277 0 250 4,536 5,830 Changes from: May 21, 2024 Total Change is: 28,164 2,523 584 11,971 0 1,767 0 1,765 2,024 10,855 0 0 0 1,050 963 Percent of Open Interest Represented by Each Category of Trader 39.0 25.6 32.9 0.3 8.0 0.0 2.8 13.3 18.9 5.1 0.0 0.1 0.9 1.2 Number of Traders in Each Category Total Traders: 42 12 11 18 . . 0 4 7 12 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 39,520 Positions 4,762 13,301 15 19,837 17,666 1,915 3,336 2,568 65 242 212 605 8,743 3,173 Changes from: May 21, 2024 Total Change is: 717 -147 531 1 -310 -546 225 567 585 7 0 -91 100 274 -95 Percent of Open Interest Represented by Each Category of Trader 12.0 33.7 0.0 50.2 44.7 4.8 8.4 6.5 0.2 0.6 0.5 1.5 22.1 8.0 Number of Traders in Each Category Total Traders: 74 6 6 . 32 13 9 9 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 265,906 Positions 32,170 77,868 9,067 111,197 19,404 5,054 40,368 83,318 9,879 8,605 20,224 359 49,207 40,734 Changes from: May 21, 2024 Total Change is: 7,662 -187 6,799 1,068 6,216 429 -1,769 -2,079 3,035 1,643 911 -7,571 103 1,755 3,926 Percent of Open Interest Represented by Each Category of Trader 12.1 29.3 3.4 41.8 7.3 1.9 15.2 31.3 3.7 3.2 7.6 0.1 18.5 15.3 Number of Traders in Each Category Total Traders: 322 24 31 14 78 24 31 59 56 35 23 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 254,317 Positions 32,319 78,439 7,942 110,778 19,326 5,047 40,340 85,768 5,375 8,405 18,718 177 43,934 33,525 Changes from: May 21, 2024 Total Change is: 4,563 143 7,185 597 6,199 429 -1,769 -2,402 3,120 1,301 880 -7,674 65 -451 1,309 Percent of Open Interest Represented by Each Category of Trader 12.7 30.8 3.1 43.6 7.6 2.0 15.9 33.7 2.1 3.3 7.4 0.1 17.3 13.2 Number of Traders in Each Category Total Traders: 292 22 29 11 76 23 31 57 48 31 19 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 115,887 Positions 9,716 5,497 36 4,192 779 69 42,415 17,639 2,904 3,659 16,712 164 52,732 72,087 Changes from: May 21, 2024 Total Change is: 30,985 1,413 846 0 173 0 -4 6,287 2,200 366 689 1,414 -3 22,064 26,166 Percent of Open Interest Represented by Each Category of Trader 8.4 4.7 0.0 3.6 0.7 0.1 36.6 15.2 2.5 3.2 14.4 0.1 45.5 62.2 Number of Traders in Each Category Total Traders: 55 6 5 . 5 . . 13 12 8 5 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 467,293 Positions 120,462 74,846 6,140 184,029 127,485 29,053 50,464 160,252 12,591 29,616 28,797 7,310 27,628 20,819 Changes from: May 21, 2024 Total Change is: 2,897 -2,067 -1,904 235 1,917 -2,115 -679 1,085 7,008 2,181 1,741 -2,727 11 -1,527 887 Percent of Open Interest Represented by Each Category of Trader 25.8 16.0 1.3 39.4 27.3 6.2 10.8 34.3 2.7 6.3 6.2 1.6 5.9 4.5 Number of Traders in Each Category Total Traders: 342 35 12 6 93 52 37 38 85 33 8 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 30,182 Positions 16,568 15,247 0 11,594 13,756 149 500 314 0 212 0 0 1,159 716 Changes from: May 21, 2024 Total Change is: 364 180 195 0 -16 0 0 0 314 0 0 0 0 200 -145 Percent of Open Interest Represented by Each Category of Trader 54.9 50.5 0.0 38.4 45.6 0.5 1.7 1.0 0.0 0.7 0.0 0.0 3.8 2.4 Number of Traders in Each Category Total Traders: 26 . 9 0 10 . . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5) CFTC Code #239747 Open Interest is 32,299 Positions 0 780 0 561 195 389 15,471 17,313 1,537 1,198 4,957 80 13,063 7,048 Changes from: May 21, 2024 Total Change is: -872 0 81 0 -594 -7 7 -986 -276 -170 50 -167 0 821 -340 Percent of Open Interest Represented by Each Category of Trader 0.0 2.4 0.0 1.7 0.6 1.2 47.9 53.6 4.8 3.7 15.3 0.2 40.4 21.8 Number of Traders in Each Category Total Traders: 20 0 . 0 . . . 4 7 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 15,830 Positions 0 9,476 0 9,353 200 14 1,963 2,291 235 232 1,168 0 4,033 2,446 Changes from: May 21, 2024 Total Change is: -379 0 259 0 -525 0 9 -211 -961 235 0 411 0 113 -332 Percent of Open Interest Represented by Each Category of Trader 0.0 59.9 0.0 59.1 1.3 0.1 12.4 14.5 1.5 1.5 7.4 0.0 25.5 15.5 Number of Traders in Each Category Total Traders: 26 0 8 0 8 . . . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 51,116 Positions 9,202 17,612 1,349 14,470 2,201 620 14,233 3,688 423 2,323 1,908 0 8,496 23,315 Changes from: May 21, 2024 Total Change is: 67 12 -62 -56 -24 -132 253 342 -798 353 -80 -3 0 -733 512 Percent of Open Interest Represented by Each Category of Trader 18.0 34.5 2.6 28.3 4.3 1.2 27.8 7.2 0.8 4.5 3.7 0.0 16.6 45.6 Number of Traders in Each Category Total Traders: 70 7 10 . 15 4 5 20 7 5 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 426,139 Positions 35,116 240,839 940 306,049 71,085 36,499 23,686 15,925 2,963 6,837 49,466 1,582 12,467 6,840 Changes from: May 21, 2024 Total Change is: 854 -1,712 1,391 -54 -176 3,451 201 1,796 -2,901 468 147 -1,816 24 160 90 Percent of Open Interest Represented by Each Category of Trader 8.2 56.5 0.2 71.8 16.7 8.6 5.6 3.7 0.7 1.6 11.6 0.4 2.9 1.6 Number of Traders in Each Category Total Traders: 182 11 14 . 76 40 34 21 12 13 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,079,755 Positions 79,487 476,675 20,242 635,909 223,219 98,392 125,555 130,961 7,262 74,849 109,989 2,410 35,649 10,605 Changes from: May 21, 2024 Total Change is: -10,814 -4,413 16,333 3,340 -4,352 -15,324 299 -5,064 -19,772 539 -2,880 676 29 1,688 3,066 Percent of Open Interest Represented by Each Category of Trader 7.4 44.1 1.9 58.9 20.7 9.1 11.6 12.1 0.7 6.9 10.2 0.2 3.3 1.0 Number of Traders in Each Category Total Traders: 380 25 19 9 165 50 77 63 29 15 19 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 249,002 Positions 28,807 172,504 23,021 53,239 0 1,610 110,283 21,585 24,509 4,482 4,680 0 3,051 1,093 Changes from: May 21, 2024 Total Change is: -694 656 -53 455 -92 0 0 -1,584 -784 -332 0 0 0 203 20 Percent of Open Interest Represented by Each Category of Trader 11.6 69.3 9.2 21.4 0.0 0.6 44.3 8.7 9.8 1.8 1.9 0.0 1.2 0.4 Number of Traders in Each Category Total Traders: 79 10 17 17 13 0 . 29 5 15 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000) CFTC Code #43874Q Open Interest is 45,609 Positions 2,348 18,435 3,796 3,925 0 0 32,990 20,959 2,413 100 0 0 37 6 Changes from: May 21, 2024 Total Change is: -199 100 -101 -99 0 0 0 -200 0 0 0 0 0 0 1 Percent of Open Interest Represented by Each Category of Trader 5.1 40.4 8.3 8.6 0.0 0.0 72.3 46.0 5.3 0.2 0.0 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 20 5 7 6 . 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,695,196 Positions 30,032 148,151 3,901 854,155 431,824 260,549 165,512 515,982 70,282 97,209 85,913 8,185 205,371 170,409 Changes from: May 21, 2024 Total Change is: -64,843 -3,962 -18,172 -5,368 -27,772 853 32,437 7,382 -19,495 -55,270 -2,546 -102 -5,972 -3,772 6,246 Percent of Open Interest Represented by Each Category of Trader 1.8 8.7 0.2 50.4 25.5 15.4 9.8 30.4 4.1 5.7 5.1 0.5 12.1 10.1 Number of Traders in Each Category Total Traders: 212 9 18 8 69 37 62 24 34 31 9 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,848,862 Positions 10,430 87,723 7,768 1,085,827 334,444 338,323 63,577 727,726 77,513 30,348 55,636 2,608 232,468 217,121 Changes from: May 21, 2024 Total Change is: 134,338 3,944 8,257 4,417 -8,079 11,731 39,223 -745 -32,019 46,838 -597 3,541 -4,892 54,229 57,242 Percent of Open Interest Represented by Each Category of Trader 0.6 4.7 0.4 58.7 18.1 18.3 3.4 39.4 4.2 1.6 3.0 0.1 12.6 11.7 Number of Traders in Each Category Total Traders: 184 . 12 6 78 32 61 13 34 24 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 4,130,316 Positions 173,470 467,181 51,130 2,027,034 519,635 526,549 265,759 2,056,332 200,967 534,385 110,776 33,867 317,155 163,879 Changes from: May 21, 2024 Total Change is: 6,201 25,141 28,898 25,276 -140,281 -54,657 29,278 -55,389 -124,240 74,844 -10,357 -11,600 5,172 52,517 33,230 Percent of Open Interest Represented by Each Category of Trader 4.2 11.3 1.2 49.1 12.6 12.7 6.4 49.8 4.9 12.9 2.7 0.8 7.7 4.0 Number of Traders in Each Category Total Traders: 484 39 31 22 168 42 93 65 76 54 51 11 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 4,901,854 Positions 126,277 465,904 89,312 2,341,511 1,095,657 744,357 286,728 1,542,612 295,557 464,521 149,870 67,834 485,757 450,751 Changes from: May 21, 2024 Total Change is: 341,674 -22,261 -3,968 62,185 24,523 92,004 93,435 -6,760 -19,571 97,820 8,072 -42,026 8,834 75,826 52,961 Percent of Open Interest Represented by Each Category of Trader 2.6 9.5 1.8 47.8 22.4 15.2 5.8 31.5 6.0 9.5 3.1 1.4 9.9 9.2 Number of Traders in Each Category Total Traders: 412 20 32 20 114 63 98 53 77 66 29 19 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,283,472 Positions 59,092 138,469 36,023 1,033,081 721,978 421,289 174,187 399,598 161,392 158,975 85,346 19,380 220,053 299,997 Changes from: May 21, 2024 Total Change is: 35,063 -2,235 31,340 26,749 -3,262 -41,915 11,142 -30,072 -12,983 13,537 -2,232 1,507 2,778 18,658 2,908 Percent of Open Interest Represented by Each Category of Trader 2.6 6.1 1.6 45.2 31.6 18.4 7.6 17.5 7.1 7.0 3.7 0.8 9.6 13.1 Number of Traders in Each Category Total Traders: 204 4 18 7 56 61 64 18 28 22 10 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 3,235 Positions 0 0 0 0 25 0 1,972 797 107 158 837 0 998 1,469 Changes from: May 21, 2024 Total Change is: -457 0 0 0 0 0 0 552 517 -1,005 38 -3 0 -42 34 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.8 0.0 61.0 24.6 3.3 4.9 25.9 0.0 30.9 45.4 Number of Traders in Each Category Total Traders: 22 0 0 0 0 . 0 . 4 . . 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 6,644,814 Positions 140,471 725,928 57,157 3,612,306 1,058,009 927,151 386,093 2,934,713 410,910 620,199 112,595 5,213 485,314 413,138 Changes from: May 21, 2024 Total Change is: 213,674 -18,665 -50,704 32,045 -105,517 -125,060 147,612 -23,699 -49,153 221,343 -42,391 2,426 -48,405 51,351 83,570 Percent of Open Interest Represented by Each Category of Trader 2.1 10.9 0.9 54.4 15.9 14.0 5.8 44.2 6.2 9.3 1.7 0.1 7.3 6.2 Number of Traders in Each Category Total Traders: 403 17 32 20 146 32 97 51 83 60 27 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,744,864 Positions 318,934 306,091 444,123 81,633 22,528 19,031 344,642 408,628 466,853 11,143 18,051 24,267 34,238 35,292 Changes from: May 21, 2024 Total Change is: 54,957 -28,638 -20,184 30,287 11,636 0 -8,320 22,280 35,080 25,777 -5 837 -3,169 5,109 -5,351 Percent of Open Interest Represented by Each Category of Trader 18.3 17.5 25.5 4.7 1.3 1.1 19.8 23.4 26.8 0.6 1.0 1.4 2.0 2.0 Number of Traders in Each Category Total Traders: 160 36 27 54 6 5 . 29 44 54 5 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 56,480 Positions 23,638 18,898 16,306 804 9 100 933 7,483 13,564 1,035 0 97 3 23 Changes from: May 21, 2024 Total Change is: 2,556 2,349 1,356 719 -20 0 20 -471 1,313 -840 800 0 0 -1 -12 Percent of Open Interest Represented by Each Category of Trader 41.9 33.5 28.9 1.4 0.0 0.2 1.7 13.2 24.0 1.8 0.0 0.2 0.0 0.0 Number of Traders in Each Category Total Traders: 55 17 11 11 . . . 5 15 17 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 is10,685,882 Positions 2,263,039 1,834,966 2,047,306 767,491 1,052,851 893,122 1,425,831 1,368,647 3,018,863 73,647 271,049 160,928 35,655 38,150 Changes from: May 21, 2024 Total Change is: 32,682 29,054 103,431 -4,675 84,859 35,552 47,333 -52,698 -97,908 -66,135 -2,659 13,577 4,253 -6,650 -2,746 Percent of Open Interest Represented by Each Category of Trader 21.2 17.2 19.2 7.2 9.9 8.4 13.3 12.8 28.3 0.7 2.5 1.5 0.3 0.4 Number of Traders in Each Category Total Traders: 917 93 101 138 55 89 64 122 190 176 111 109 87 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 958,075 Positions 390,359 137,413 203,949 3,013 45,618 11,316 145,173 341,088 180,723 5,886 20,304 17,392 264 272 Changes from: May 21, 2024 Total Change is: 173,800 60,951 2,841 13,757 9 -4,066 666 56,349 97,080 41,030 -13,865 7,640 14,887 16 -35 Percent of Open Interest Represented by Each Category of Trader 40.7 14.3 21.3 0.3 4.8 1.2 15.2 35.6 18.9 0.6 2.1 1.8 0.0 0.0 Number of Traders in Each Category Total Traders: 188 42 38 56 7 7 4 26 52 47 4 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 93,554 Positions 4,061 1,555 28,510 278 0 0 3,770 40,023 22,590 34,328 870 0 17 6 Changes from: May 21, 2024 Total Change is: 1,915 0 0 0 0 0 0 0 990 900 1,015 25 0 0 0 Percent of Open Interest Represented by Each Category of Trader 4.3 1.7 30.5 0.3 0.0 0.0 4.0 42.8 24.1 36.7 0.9 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 30 . . . . 0 0 . 5 . 12 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 41,128 Positions 6,704 182 1,253 60 0 0 4,484 26,121 3,091 25,516 10,413 0 20 68 Changes from: May 21, 2024 Total Change is: 39 0 0 0 0 0 0 447 764 -658 270 -67 0 -20 0 Percent of Open Interest Represented by Each Category of Trader 16.3 0.4 3.0 0.1 0.0 0.0 10.9 63.5 7.5 62.0 25.3 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 31 . . . . 0 0 . 8 . 7 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 30,255 Positions 1,277 3,924 539 18,594 773 143 2,140 19,191 2,502 1,919 946 1,378 1,763 859 Changes from: May 21, 2024 Total Change is: -439 23 -240 7 -140 67 -25 -192 37 349 -179 -216 -459 177 41 Percent of Open Interest Represented by Each Category of Trader 4.2 13.0 1.8 61.5 2.6 0.5 7.1 63.4 8.3 6.3 3.1 4.6 5.8 2.8 Number of Traders in Each Category Total Traders: 122 6 7 5 16 4 . 26 44 21 9 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 32,606 Positions 4,065 2,663 676 2,884 43 7 13,004 22,712 2,380 4,088 2,458 121 5,381 1,546 Changes from: May 21, 2024 Total Change is: 1,066 -2,822 -616 506 2,165 43 7 471 1,051 770 33 -645 18 -82 -68 Percent of Open Interest Represented by Each Category of Trader 12.5 8.2 2.1 8.8 0.1 0.0 39.9 69.7 7.3 12.5 7.5 0.4 16.5 4.7 Number of Traders in Each Category Total Traders: 153 5 4 4 8 . . 23 14 7 70 28 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 30,817 Positions 0 1,703 0 0 0 0 3,973 12,531 0 23,609 16,173 0 3,235 410 Changes from: May 21, 2024 Total Change is: 3,052 0 1,453 -11 0 0 0 946 3,161 0 1,628 -522 0 489 -1,029 Percent of Open Interest Represented by Each Category of Trader 0.0 5.5 0.0 0.0 0.0 0.0 12.9 40.7 0.0 76.6 52.5 0.0 10.5 1.3 Number of Traders in Each Category Total Traders: 227 0 . 0 0 0 0 . . 0 175 47 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 6,544 Positions 285 1,529 165 1,347 202 61 2,499 2,580 450 636 1,077 74 1,027 406 Changes from: May 21, 2024 Total Change is: 580 3 315 22 42 94 26 551 -171 122 79 385 -93 -172 -120 Percent of Open Interest Represented by Each Category of Trader 4.4 23.4 2.5 20.6 3.1 0.9 38.2 39.4 6.9 9.7 16.5 1.1 15.7 6.2 Number of Traders in Each Category Total Traders: 82 4 6 4 9 . . 33 17 12 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 29,487 Positions 693 1,043 4,699 728 1,100 200 6,302 17,085 1,224 13,483 3,871 1 2,157 264 Changes from: May 21, 2024 Total Change is: -6,787 -10,044 -1,169 2,008 -400 -164 0 -3,142 -8,212 -290 4,900 1,054 1 180 -15 Percent of Open Interest Represented by Each Category of Trader 2.4 3.5 15.9 2.5 3.7 0.7 21.4 57.9 4.2 45.7 13.1 0.0 7.3 0.9 Number of Traders in Each Category Total Traders: 161 . . . . . . 15 10 . 109 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 21,554 Positions 0 4,158 0 0 0 0 764 11,258 0 18,725 5,620 0 2,065 518 Changes from: May 21, 2024 Total Change is: 3,910 0 1,874 0 0 0 0 510 5,892 -6 2,754 -3,584 0 652 -266 Percent of Open Interest Represented by Each Category of Trader 0.0 19.3 0.0 0.0 0.0 0.0 3.5 52.2 0.0 86.9 26.1 0.0 9.6 2.4 Number of Traders in Each Category Total Traders: 161 0 . 0 0 0 0 . . 0 120 35 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 40,108 Positions 378 1,487 0 16,127 303 688 15,927 32,200 559 2,808 2,512 0 3,621 2,359 Changes from: May 21, 2024 Total Change is: 188 -45 0 0 -377 53 30 -138 198 28 195 79 0 495 -200 Percent of Open Interest Represented by Each Category of Trader 0.9 3.7 0.0 40.2 0.8 1.7 39.7 80.3 1.4 7.0 6.3 0.0 9.0 5.9 Number of Traders in Each Category Total Traders: 107 . . 0 20 . . 37 18 5 16 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 405,069 Positions 49,624 22,806 21,866 56,815 92,230 74,642 81,405 76,703 73,224 5,049 2,500 12,177 30,267 28,921 Changes from: May 21, 2024 Total Change is: -129,994 -5,619 -5,001 -13,153 -3,150 -4,566 -2,167 -23,051 -19,085 -8,742 -1,089 -3,055 -2,743 -70,280 -71,482 Percent of Open Interest Represented by Each Category of Trader 12.3 5.6 5.4 14.0 22.8 18.4 20.1 18.9 18.1 1.2 0.6 3.0 7.5 7.1 Number of Traders in Each Category Total Traders: 218 18 14 19 23 24 23 54 46 63 15 12 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 102,827 Positions 78,884 75,894 0 16,259 3,959 1,069 5,324 20,759 226 652 839 0 413 81 Changes from: May 21, 2024 Total Change is: 272 200 0 0 460 -94 94 -715 35 213 19 43 0 1 -19 Percent of Open Interest Represented by Each Category of Trader 76.7 73.8 0.0 15.8 3.9 1.0 5.2 20.2 0.2 0.6 0.8 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 48 6 . 0 12 4 . 5 7 . 10 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 31, 2024