Traders in Financial Futures - Futures Only Positions as of June 25, 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 278,437 Positions 173,958 6,930 730 30,649 139,986 5,779 17,798 79,512 5,658 14,691 6,750 111 29,063 32,981 Changes from: June 18, 2024 Total Change is: -73,021 -20,443 2,536 -55,445 1,833 -9,670 -1 2,356 -6,066 -3,811 -780 2,696 6 3,264 -3,266 Percent of Open Interest Represented by Each Category of Trader 62.5 2.5 0.3 11.0 50.3 2.1 6.4 28.6 2.0 5.3 2.4 0.0 10.4 11.8 Number of Traders in Each Category Total Traders: 130 9 5 . 14 34 11 18 35 14 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 84,204 Positions 48,349 2,010 387 19,415 36,334 27 5,442 20,493 453 878 973 0 9,253 23,527 Changes from: June 18, 2024 Total Change is: -4,086 446 -2,144 261 -1,718 -4,024 -171 375 -1,331 437 438 0 0 -4,154 2,886 Percent of Open Interest Represented by Each Category of Trader 57.4 2.4 0.5 23.1 43.1 0.0 6.5 24.3 0.5 1.0 1.2 0.0 11.0 27.9 Number of Traders in Each Category Total Traders: 57 8 . . . 18 . 8 14 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 207,697 Positions 38,997 27,936 3,296 52,784 100,796 2,890 71,065 32,385 10,283 0 2,707 173 28,209 27,231 Changes from: June 18, 2024 Total Change is: 394 6,311 -3,602 -325 -4,389 5,077 -2,024 1,480 1,766 171 0 0 0 -830 -669 Percent of Open Interest Represented by Each Category of Trader 18.8 13.5 1.6 25.4 48.5 1.4 34.2 15.6 5.0 0.0 1.3 0.1 13.6 13.1 Number of Traders in Each Category Total Traders: 115 7 8 . 10 34 10 23 28 13 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 340,237 Positions 203,072 5,635 2,159 29,810 127,595 8,510 30,032 139,676 5,985 22,775 4,825 3 37,891 45,849 Changes from: June 18, 2024 Total Change is: 43,120 30,981 1,941 343 1,446 13,115 159 4,399 23,646 2,357 -714 1,465 3 4,146 91 Percent of Open Interest Represented by Each Category of Trader 59.7 1.7 0.6 8.8 37.5 2.5 8.8 41.1 1.8 6.7 1.4 0.0 11.1 13.5 Number of Traders in Each Category Total Traders: 166 12 5 . 17 37 15 19 57 14 12 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 650,087 Positions 13,201 278,823 8,327 396,476 155,008 34,823 78,729 90,328 11,717 30,551 12,996 4,871 71,392 53,194 Changes from: June 18, 2024 Total Change is: -301 1,070 -11,026 741 -2,753 5,704 738 333 3,113 -1,224 1,293 437 94 -593 1,122 Percent of Open Interest Represented by Each Category of Trader 2.0 42.9 1.3 61.0 23.8 5.4 12.1 13.9 1.8 4.7 2.0 0.7 11.0 8.2 Number of Traders in Each Category Total Traders: 288 10 15 5 100 45 44 39 47 23 20 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 26,506 Positions 0 3,323 0 13,859 12,087 1,170 0 3,296 0 0 0 0 11,477 6,630 Changes from: June 18, 2024 Total Change is: 567 0 64 0 38 178 0 0 639 0 0 0 0 529 -314 Percent of Open Interest Represented by Each Category of Trader 0.0 12.5 0.0 52.3 45.6 4.4 0.0 12.4 0.0 0.0 0.0 0.0 43.3 25.0 Number of Traders in Each Category Total Traders: 24 0 . 0 14 . 5 0 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 181,071 Positions 62,236 18,180 498 51,395 100,592 5,933 25,149 28,558 1,107 7,383 3,166 0 27,370 23,037 Changes from: June 18, 2024 Total Change is: 6,376 -4,057 14,256 40 4,678 -9,462 67 3,811 -3,546 70 403 2,648 0 1,364 2,303 Percent of Open Interest Represented by Each Category of Trader 34.4 10.0 0.3 28.4 55.6 3.3 13.9 15.8 0.6 4.1 1.7 0.0 15.1 12.7 Number of Traders in Each Category Total Traders: 95 7 6 . 21 12 9 23 18 8 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 172,171 Positions 2,235 73,424 71 96,490 7,837 1,489 63,541 43,811 1,003 2,224 40,575 98 5,020 3,863 Changes from: June 18, 2024 Total Change is: 7,770 -2,446 3,281 29 11,142 -996 339 -1,868 5,031 127 -218 -97 98 567 -42 Percent of Open Interest Represented by Each Category of Trader 1.3 42.6 0.0 56.0 4.6 0.9 36.9 25.4 0.6 1.3 23.6 0.1 2.9 2.2 Number of Traders in Each Category Total Traders: 144 . 10 . 20 14 4 40 36 11 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 97,680 Positions 50,252 6,758 14,904 8,348 46,457 1 13,985 20,419 3,005 5,078 2,872 0 2,107 3,264 Changes from: June 18, 2024 Total Change is: 17,323 2,598 -1,208 13,466 970 1,277 0 -2,790 771 2,781 46 -137 0 252 373 Percent of Open Interest Represented by Each Category of Trader 51.4 6.9 15.3 8.5 47.6 0.0 14.3 20.9 3.1 5.2 2.9 0.0 2.2 3.3 Number of Traders in Each Category Total Traders: 93 6 4 4 4 13 . 15 31 . 12 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 60,495 Positions 1,964 27,692 11 30,496 19,544 1,491 20,006 7,443 463 1,484 196 40 4,540 3,615 Changes from: June 18, 2024 Total Change is: 2,059 -1,674 4,052 -1 1,286 -2,145 135 2,139 -609 -59 603 -200 25 -395 861 Percent of Open Interest Represented by Each Category of Trader 3.2 45.8 0.0 50.4 32.3 2.5 33.1 12.3 0.8 2.5 0.3 0.1 7.5 6.0 Number of Traders in Each Category Total Traders: 86 . 9 . 16 12 7 19 18 4 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 48,393 Positions 2,012 8,992 131 38,466 743 77 4,413 37,436 0 1,046 125 71 2,177 818 Changes from: June 18, 2024 Total Change is: 14,488 184 2,707 15 12,074 -82 0 1,292 11,978 0 811 -198 16 96 52 Percent of Open Interest Represented by Each Category of Trader 4.2 18.6 0.3 79.5 1.5 0.2 9.1 77.4 0.0 2.2 0.3 0.1 4.5 1.7 Number of Traders in Each Category Total Traders: 54 . 6 . 13 . . 14 9 0 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 84,823 Positions 29,734 34,533 776 20,780 15,511 178 15,135 16,763 3,863 625 1,326 154 13,578 11,719 Changes from: June 18, 2024 Total Change is: -29,410 -14,670 -9,453 -8,797 2,708 -112 -925 1,001 -3,583 -2,796 -1,681 471 -3,727 -523 -488 Percent of Open Interest Represented by Each Category of Trader 35.1 40.7 0.9 24.5 18.3 0.2 17.8 19.8 4.6 0.7 1.6 0.2 16.0 13.8 Number of Traders in Each Category Total Traders: 87 11 12 . 17 6 4 14 19 9 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 84,823 Positions 29,734 34,533 776 20,780 15,511 178 15,135 16,763 3,863 625 1,326 154 13,578 11,719 Changes from: June 18, 2024 Total Change is: -29,410 -14,670 -9,453 -8,797 2,708 -112 -925 1,001 -3,583 -2,796 -1,681 471 -3,727 -523 -488 Percent of Open Interest Represented by Each Category of Trader 35.1 40.7 0.9 24.5 18.3 0.2 17.8 19.8 4.6 0.7 1.6 0.2 16.0 13.8 Number of Traders in Each Category Total Traders: 87 11 12 . 17 6 4 14 19 9 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 43,898 Positions 7,388 30,789 0 29,463 5,369 1,891 2,742 4,822 0 0 0 0 2,414 1,027 Changes from: June 18, 2024 Total Change is: -22,184 -9,436 -11,100 -8,353 -2,025 -158 -3 -1,101 -1,738 -38 0 0 0 -1,228 -794 Percent of Open Interest Represented by Each Category of Trader 16.8 70.1 0.0 67.1 12.2 4.3 6.2 11.0 0.0 0.0 0.0 0.0 5.5 2.3 Number of Traders in Each Category Total Traders: 41 . 6 0 23 . . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,986,672 Positions 126,570 923,404 22,230 1,148,712 172,082 136,492 134,364 424,451 28,081 114,189 114,532 3,538 272,497 161,863 Changes from: June 18, 2024 Total Change is: -640,232 -84,108 -5,009 -233,054 1,364 -5,109 -38,505 -35,331 -103,389 -168,964 -24,285 -8,650 -25,009 -32,341 -52,543 Percent of Open Interest Represented by Each Category of Trader 6.4 46.5 1.1 57.8 8.7 6.9 6.8 21.4 1.4 5.7 5.8 0.2 13.7 8.1 Number of Traders in Each Category Total Traders: 479 20 43 20 173 49 93 70 81 56 26 15 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 16,009 Positions 7,371 3,722 0 4,955 10,478 0 1,253 670 0 0 0 0 2,430 1,139 Changes from: June 18, 2024 Total Change is: -17,369 -4,355 -2,110 -9,440 -48 -818 -379 434 -2,224 -260 0 0 0 -3,321 -2,138 Percent of Open Interest Represented by Each Category of Trader 46.0 23.2 0.0 31.0 65.5 0.0 7.8 4.2 0.0 0.0 0.0 0.0 15.2 7.1 Number of Traders in Each Category Total Traders: 27 4 5 0 7 6 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 21,074 Positions 5,453 9,242 0 11,268 9,374 0 439 1,444 0 0 0 0 3,914 1,014 Changes from: June 18, 2024 Total Change is: -10,851 -2,913 -7,000 -3,487 512 -1 0 -3,756 332 -601 0 0 0 -606 -94 Percent of Open Interest Represented by Each Category of Trader 25.9 43.9 0.0 53.5 44.5 0.0 2.1 6.9 0.0 0.0 0.0 0.0 18.6 4.8 Number of Traders in Each Category Total Traders: 29 . 4 0 14 . 0 . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,976,080 Positions 126,570 923,272 22,127 1,146,091 172,192 136,348 135,213 423,985 25,049 114,578 114,349 3,143 266,961 155,615 Changes from: June 18, 2024 Total Change is: -619,510 -83,840 -4,195 -233,157 1,305 -5,139 -38,475 -32,790 -115,428 -151,321 -25,645 -8,833 -23,342 -32,245 -39,620 Percent of Open Interest Represented by Each Category of Trader 6.4 46.7 1.1 58.0 8.7 6.9 6.8 21.5 1.3 5.8 5.8 0.2 13.5 7.9 Number of Traders in Each Category Total Traders: 469 20 42 20 170 49 91 71 75 49 26 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 43,840 Positions 29,160 40,598 0 11,958 1,477 0 246 1,146 0 0 0 0 2,476 619 Changes from: June 18, 2024 Total Change is: -10,544 -1,313 1,706 -8,938 352 0 -203 246 -2,295 -226 0 0 0 -462 -588 Percent of Open Interest Represented by Each Category of Trader 66.5 92.6 0.0 27.3 3.4 0.0 0.6 2.6 0.0 0.0 0.0 0.0 5.6 1.4 Number of Traders in Each Category Total Traders: 27 6 7 0 7 . 0 . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 13,740 Positions 0 11,307 0 8,639 244 0 1,982 698 0 0 0 0 3,119 1,491 Changes from: June 18, 2024 Total Change is: -2,260 -810 -597 -884 9 -201 -201 100 358 -376 0 0 0 -98 -359 Percent of Open Interest Represented by Each Category of Trader 0.0 82.3 0.0 62.9 1.8 0.0 14.4 5.1 0.0 0.0 0.0 0.0 22.7 10.9 Number of Traders in Each Category Total Traders: 21 0 6 0 7 . 0 6 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price) CFTC Code #13874I Open Interest is 13,241 Positions 2,523 10,997 0 8,001 0 0 0 1,439 0 0 0 0 2,717 805 Changes from: June 18, 2024 Total Change is: -7,822 350 -1,847 -4,779 -3,171 0 0 0 490 -486 0 0 0 264 -1,200 Percent of Open Interest Represented by Each Category of Trader 19.1 83.1 0.0 60.4 0.0 0.0 0.0 10.9 0.0 0.0 0.0 0.0 20.5 6.1 Number of Traders in Each Category Total Traders: 23 5 6 0 10 0 0 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 24,140 Positions 3,564 15,651 0 16,728 3,925 209 619 2,997 0 0 0 0 3,020 1,358 Changes from: June 18, 2024 Total Change is: -21,761 -4,954 -1,035 -15,067 -1,435 -46 0 0 -3,422 -215 0 0 0 -90 -1,976 Percent of Open Interest Represented by Each Category of Trader 14.8 64.8 0.0 69.3 16.3 0.9 2.6 12.4 0.0 0.0 0.0 0.0 12.5 5.6 Number of Traders in Each Category Total Traders: 35 4 6 0 12 5 . . 6 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 105,916 Positions 1,027 2,351 0 27,310 0 335 20,253 33,406 1,574 0 5,721 54 55,363 62,475 Changes from: June 18, 2024 Total Change is: -207,221 -1,650 -7,114 0 293 0 0 -184,235 -38,441 -17,603 -1,268 -13,037 -1,801 -957 -129,225 Percent of Open Interest Represented by Each Category of Trader 1.0 2.2 0.0 25.8 0.0 0.3 19.1 31.5 1.5 0.0 5.4 0.1 52.3 59.0 Number of Traders in Each Category Total Traders: 31 . . 0 13 0 . 6 8 8 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 477,908 Positions 166,526 139,118 156,560 1,634 38,000 0 28,746 42,492 97,359 25,277 0 250 1,556 4,129 Changes from: June 18, 2024 Total Change is: -67,224 -23,926 10,229 -31,861 0 -1,767 0 6,344 -26,478 -17,746 0 0 0 -35 399 Percent of Open Interest Represented by Each Category of Trader 34.8 29.1 32.8 0.3 8.0 0.0 6.0 8.9 20.4 5.3 0.0 0.1 0.3 0.9 Number of Traders in Each Category Total Traders: 44 10 13 18 . . 0 7 6 15 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 36,299 Positions 5,102 5,516 151 16,783 22,547 2,190 2,272 1,033 0 0 445 455 9,346 3,962 Changes from: June 18, 2024 Total Change is: -2,502 -275 -1,324 -945 -808 868 -152 -733 -422 -3 0 -441 233 181 -316 Percent of Open Interest Represented by Each Category of Trader 14.1 15.2 0.4 46.2 62.1 6.0 6.3 2.8 0.0 0.0 1.2 1.3 25.7 10.9 Number of Traders in Each Category Total Traders: 61 5 5 . 28 15 8 5 . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 252,655 Positions 27,551 83,332 5,944 109,006 21,066 5,332 43,263 82,764 4,914 8,532 11,460 4,011 44,103 33,833 Changes from: June 18, 2024 Total Change is: -92,463 -9,030 18,323 -45,935 7,735 -3,831 -6,418 306 -14,863 -17,553 -8,535 -4,241 -10,213 -2,819 -7,731 Percent of Open Interest Represented by Each Category of Trader 10.9 33.0 2.4 43.1 8.3 2.1 17.1 32.8 1.9 3.4 4.5 1.6 17.5 13.4 Number of Traders in Each Category Total Traders: 301 24 31 10 83 20 27 56 51 35 18 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 246,417 Positions 27,331 82,955 5,944 108,644 20,811 5,325 41,822 82,230 3,940 8,411 11,077 3,966 41,034 30,169 Changes from: June 18, 2024 Total Change is: -87,618 -9,158 16,910 -44,348 7,750 -4,014 -6,418 -429 -17,634 -13,399 -8,259 -2,490 -10,239 -3,118 -5,986 Percent of Open Interest Represented by Each Category of Trader 11.1 33.7 2.4 44.1 8.4 2.2 17.0 33.4 1.6 3.4 4.5 1.6 16.7 12.2 Number of Traders in Each Category Total Traders: 267 19 28 10 79 18 27 48 49 26 13 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 62,384 Positions 2,202 3,769 0 3,616 2,547 72 21,472 12,408 2,679 1,534 4,152 119 30,690 36,638 Changes from: June 18, 2024 Total Change is: -48,449 -13,514 -662 -1,077 -150 1,829 -3 -28,726 -8,369 -5,466 -2,435 -17,188 -68 2,990 -17,445 Percent of Open Interest Represented by Each Category of Trader 3.5 6.0 0.0 5.8 4.1 0.1 34.4 19.9 4.3 2.5 6.7 0.2 49.2 58.7 Number of Traders in Each Category Total Traders: 51 5 5 0 5 . . 14 9 10 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 418,596 Positions 112,716 49,386 3,519 171,516 146,034 29,098 43,816 137,650 6,774 25,079 26,429 26 26,052 19,680 Changes from: June 18, 2024 Total Change is: -110,722 -2,002 -8,848 -39,813 -3,678 9,164 -7,087 6,957 -10,702 -27,418 -9,863 2,880 -24,031 -3,787 -4,867 Percent of Open Interest Represented by Each Category of Trader 26.9 11.8 0.8 41.0 34.9 7.0 10.5 32.9 1.6 6.0 6.3 0.0 6.2 4.7 Number of Traders in Each Category Total Traders: 344 40 10 4 96 55 42 40 80 30 8 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 29,920 Positions 14,768 12,278 0 11,847 16,151 149 1,747 597 0 0 0 0 1,409 745 Changes from: June 18, 2024 Total Change is: -7,167 -5,614 -5,050 -1,868 1,761 0 0 604 -182 -185 0 0 0 -1,865 118 Percent of Open Interest Represented by Each Category of Trader 49.4 41.0 0.0 39.6 54.0 0.5 5.8 2.0 0.0 0.0 0.0 0.0 4.7 2.5 Number of Traders in Each Category Total Traders: 28 . 7 0 10 5 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 13,555 Positions 0 5,230 0 9,050 204 6 600 3,253 0 232 2,178 0 3,667 2,684 Changes from: June 18, 2024 Total Change is: 334 0 0 0 244 -3 0 -259 -549 0 0 251 0 349 635 Percent of Open Interest Represented by Each Category of Trader 0.0 38.6 0.0 66.8 1.5 0.0 4.4 24.0 0.0 1.7 16.1 0.0 27.1 19.8 Number of Traders in Each Category Total Traders: 22 0 5 0 9 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 48,894 Positions 10,541 12,149 298 14,443 2,443 767 11,714 7,870 11 3,657 736 0 7,463 24,620 Changes from: June 18, 2024 Total Change is: 1,097 -761 -340 -73 1,150 112 166 -220 5,704 -37 434 270 0 438 -4,705 Percent of Open Interest Represented by Each Category of Trader 21.6 24.8 0.6 29.5 5.0 1.6 24.0 16.1 0.0 7.5 1.5 0.0 15.3 50.4 Number of Traders in Each Category Total Traders: 62 9 . . 18 4 . 15 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 414,528 Positions 32,274 236,446 2,963 302,890 66,654 36,432 19,657 32,278 1,563 5,997 32,388 1,194 11,558 4,610 Changes from: June 18, 2024 Total Change is: -72,475 1,771 2,423 -59,155 -1,660 25 -2,302 726 11,937 -8,203 453 -13,891 -1,193 -2,912 -2,116 Percent of Open Interest Represented by Each Category of Trader 7.8 57.0 0.7 73.1 16.1 8.8 4.7 7.8 0.4 1.4 7.8 0.3 2.8 1.1 Number of Traders in Each Category Total Traders: 188 11 15 5 82 39 37 21 13 12 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,060,599 Positions 80,084 587,693 21,961 695,464 178,760 86,879 112,207 122,727 6,236 22,871 43,176 2,032 32,865 11,135 Changes from: June 18, 2024 Total Change is: -367,120 -4,274 96,968 -253,565 24,545 -37,468 -55,250 -7,809 -20,309 -21,458 -17,328 -31,189 -20,312 -11,669 -24,537 Percent of Open Interest Represented by Each Category of Trader 7.6 55.4 2.1 65.6 16.9 8.2 10.6 11.6 0.6 2.2 4.1 0.2 3.1 1.0 Number of Traders in Each Category Total Traders: 386 26 17 7 172 50 81 62 29 23 21 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 246,810 Positions 31,513 171,501 21,006 56,990 0 1,725 94,911 24,036 22,425 15,284 5,015 0 2,956 1,102 Changes from: June 18, 2024 Total Change is: -4,283 327 -2,198 -1,522 -749 0 0 -792 645 -1,228 2 10 0 -321 10 Percent of Open Interest Represented by Each Category of Trader 12.8 69.5 8.5 23.1 0.0 0.7 38.5 9.7 9.1 6.2 2.0 0.0 1.2 0.4 Number of Traders in Each Category Total Traders: 80 10 18 16 12 0 . 29 4 12 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,646,057 Positions 35,284 167,744 8,536 888,152 413,558 202,420 166,458 564,534 10,129 121,049 138,571 227 213,802 140,338 Changes from: June 18, 2024 Total Change is: -10,350 3,341 -10,518 4,168 -6,029 -16,028 -5,475 -11,488 15,351 2,946 -2,858 3,483 -1 5,046 -4,276 Percent of Open Interest Represented by Each Category of Trader 2.1 10.2 0.5 54.0 25.1 12.3 10.1 34.3 0.6 7.4 8.4 0.0 13.0 8.5 Number of Traders in Each Category Total Traders: 219 10 21 6 77 30 56 20 40 21 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,687,661 Positions 6,769 72,832 1,485 1,085,504 323,846 289,323 60,158 760,009 13,980 48,709 64,963 0 181,733 161,223 Changes from: June 18, 2024 Total Change is: -1,256 29 -8,203 40 -7,352 -2,625 493 -9 12,032 -409 -2,414 4,345 0 8,366 -6,929 Percent of Open Interest Represented by Each Category of Trader 0.4 4.3 0.1 64.3 19.2 17.1 3.6 45.0 0.8 2.9 3.8 0.0 10.8 9.6 Number of Traders in Each Category Total Traders: 179 . 10 4 77 28 56 12 38 18 6 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 4,152,850 Positions 147,185 442,222 18,510 2,329,917 461,579 381,038 365,932 2,512,545 77,543 547,620 126,195 13,014 272,091 120,204 Changes from: June 18, 2024 Total Change is: 47,083 -14,870 16,413 -850 71,837 914 -32,019 28,964 76,999 -7,039 216 -492 1,068 -224 -7,911 Percent of Open Interest Represented by Each Category of Trader 3.5 10.6 0.4 56.1 11.1 9.2 8.8 60.5 1.9 13.2 3.0 0.3 6.6 2.9 Number of Traders in Each Category Total Traders: 494 37 29 11 177 36 95 78 68 35 56 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 4,329,856 Positions 182,216 498,293 27,163 2,284,583 1,052,492 621,540 248,168 1,454,988 83,718 465,117 214,993 508 416,843 376,161 Changes from: June 18, 2024 Total Change is: -14,832 7,315 36,237 5,575 -22,245 -61,343 18,932 13,170 17,598 -30,928 -983 8,255 -8 -5,660 -9,150 Percent of Open Interest Represented by Each Category of Trader 4.2 11.5 0.6 52.8 24.3 14.4 5.7 33.6 1.9 10.7 5.0 0.0 9.6 8.7 Number of Traders in Each Category Total Traders: 396 21 34 9 118 55 97 47 70 43 26 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 2,053,436 Positions 60,038 165,995 4,238 1,008,099 692,293 403,866 169,079 384,632 30,522 157,949 89,711 19,642 200,003 262,537 Changes from: June 18, 2024 Total Change is: 4,366 382 16,438 -1,351 7,656 -2,186 700 1,741 -5,733 6,167 180 -3,645 735 -11,844 -6,759 Percent of Open Interest Represented by Each Category of Trader 2.9 8.1 0.2 49.1 33.7 19.7 8.2 18.7 1.5 7.7 4.4 1.0 9.7 12.8 Number of Traders in Each Category Total Traders: 199 4 20 4 57 57 68 18 22 17 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 4,117 Positions 0 0 0 0 0 0 1,667 1,353 1,245 294 481 0 911 1,038 Changes from: June 18, 2024 Total Change is: -579 0 0 0 0 0 0 -603 -425 -53 100 -226 0 -23 125 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 40.5 32.9 30.2 7.1 11.7 0.0 22.1 25.2 Number of Traders in Each Category Total Traders: 23 0 0 0 0 0 0 . . . 8 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 6,200,123 Positions 150,618 750,093 18,111 3,582,710 1,014,256 740,859 459,215 3,149,442 103,997 684,760 136,734 970 458,883 285,661 Changes from: June 18, 2024 Total Change is: -1,893 -5,799 -84,344 -5,454 -16,754 -13,603 11,338 1,279 93,856 10,268 -17,891 -28,749 109 21,011 14,686 Percent of Open Interest Represented by Each Category of Trader 2.4 12.1 0.3 57.8 16.4 11.9 7.4 50.8 1.7 11.0 2.2 0.0 7.4 4.6 Number of Traders in Each Category Total Traders: 406 16 29 8 151 29 99 58 74 37 34 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,681,287 Positions 415,384 302,395 497,596 101,081 21,351 26,397 168,427 361,423 396,529 10,430 15,359 22,390 43,053 37,847 Changes from: June 18, 2024 Total Change is: 26,333 -1,256 2,901 20,023 1,870 3,790 1,067 2,768 14,491 -2,811 1,909 -8,509 -1,465 4,228 -3,154 Percent of Open Interest Represented by Each Category of Trader 24.7 18.0 29.6 6.0 1.3 1.6 10.0 21.5 23.6 0.6 0.9 1.3 2.6 2.3 Number of Traders in Each Category Total Traders: 167 34 29 53 6 4 4 29 49 56 6 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 41,456 Positions 21,832 17,588 9,050 101 85 46 0 5,368 9,133 1,229 113 29 36 44 Changes from: June 18, 2024 Total Change is: -15,865 -3,450 -3,446 -8,853 -740 85 -103 -738 -1,385 -1,919 0 74 -74 12 -244 Percent of Open Interest Represented by Each Category of Trader 52.7 42.4 21.8 0.2 0.2 0.1 0.0 12.9 22.0 3.0 0.3 0.1 0.1 0.1 Number of Traders in Each Category Total Traders: 43 13 11 12 . . . 0 15 13 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 is 9,434,971 Positions 2,053,301 2,139,737 1,581,998 779,641 717,669 805,605 1,393,334 1,215,237 2,541,252 104,737 255,545 152,766 22,337 25,162 Changes from: June 18, 2024 Total Change is: -894,416 -116,322 -128,297 -338,063 -36,451 -34,415 -73,221 -20,322 52,183 -280,016 10,905 -52,140 -20,701 -20,225 -19,746 Percent of Open Interest Represented by Each Category of Trader 21.8 22.7 16.8 8.3 7.6 8.5 14.8 12.9 26.9 1.1 2.7 1.6 0.2 0.3 Number of Traders in Each Category Total Traders: 865 85 100 142 51 79 66 133 165 181 104 100 80 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,011,934 Positions 387,590 217,644 225,836 2,600 20,951 15,874 149,485 278,041 209,561 2,308 22,650 18,372 308 3,005 Changes from: June 18, 2024 Total Change is: 83,445 61,303 40,887 6,191 -203 -660 1,702 -4,521 13,200 14,273 -495 -36 5,113 82 2,775 Percent of Open Interest Represented by Each Category of Trader 38.3 21.5 22.3 0.3 2.1 1.6 14.8 27.5 20.7 0.2 2.2 1.8 0.0 0.3 Number of Traders in Each Category Total Traders: 196 45 36 53 . 9 4 32 49 45 10 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 99,866 Positions 4,202 1,636 28,468 288 0 0 4,075 50,092 18,590 44,226 1,056 0 17 24 Changes from: June 18, 2024 Total Change is: 1,753 21 21 -42 0 0 0 99 1,692 0 1,675 82 0 0 0 Percent of Open Interest Represented by Each Category of Trader 4.2 1.6 28.5 0.3 0.0 0.0 4.1 50.2 18.6 44.3 1.1 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 32 . . . . 0 0 . 5 . 13 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 68,161 Positions 7,019 8,882 1,253 65 25 0 275 40,470 7,474 52,041 9,989 0 34 68 Changes from: June 18, 2024 Total Change is: -512 250 0 0 0 25 0 0 843 -1,501 725 121 0 14 0 Percent of Open Interest Represented by Each Category of Trader 10.3 13.0 1.8 0.1 0.0 0.0 0.4 59.4 11.0 76.4 14.7 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 33 4 . . . . 0 . 10 . 6 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 30,171 Positions 1,187 3,790 842 17,398 493 252 1,655 18,592 3,430 2,783 531 1,125 1,499 1,116 Changes from: June 18, 2024 Total Change is: -456 -27 -9 293 -513 -161 86 -822 -956 826 246 -105 -505 -40 75 Percent of Open Interest Represented by Each Category of Trader 3.9 12.6 2.8 57.7 1.6 0.8 5.5 61.6 11.4 9.2 1.8 3.7 5.0 3.7 Number of Traders in Each Category Total Traders: 119 6 7 5 14 . 4 18 49 23 11 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 24,927 Positions 2,315 2,922 1 2,803 10 52 9,282 16,676 1,205 4,022 2,253 170 5,077 1,638 Changes from: June 18, 2024 Total Change is: -3,717 -2,806 2,282 -339 -188 10 -13 -1,617 -6,424 771 -144 -19 110 509 -95 Percent of Open Interest Represented by Each Category of Trader 9.3 11.7 0.0 11.2 0.0 0.2 37.2 66.9 4.8 16.1 9.0 0.7 20.4 6.6 Number of Traders in Each Category Total Traders: 150 5 . . 8 . . 23 15 9 69 26 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 37,566 Positions 0 113 0 0 0 0 2,868 25,338 0 30,409 11,444 0 4,289 671 Changes from: June 18, 2024 Total Change is: 805 0 -2,735 0 0 0 0 2,143 82 -12 -1,440 3,520 0 114 -50 Percent of Open Interest Represented by Each Category of Trader 0.0 0.3 0.0 0.0 0.0 0.0 7.6 67.4 0.0 80.9 30.5 0.0 11.4 1.8 Number of Traders in Each Category Total Traders: 285 0 . 0 0 0 0 5 4 0 229 46 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 7,450 Positions 290 946 130 2,230 139 58 2,843 3,968 391 532 1,347 106 870 365 Changes from: June 18, 2024 Total Change is: 123 11 -256 -25 62 -87 -29 141 255 264 16 237 -288 -29 52 Percent of Open Interest Represented by Each Category of Trader 3.9 12.7 1.7 29.9 1.9 0.8 38.2 53.3 5.2 7.1 18.1 1.4 11.7 4.9 Number of Traders in Each Category Total Traders: 72 4 4 . 10 . . 28 17 8 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 49,936 Positions 5,240 10,701 0 2,055 1,399 499 24,456 31,643 531 15,543 4,917 0 1,612 246 Changes from: June 18, 2024 Total Change is: 2,922 -397 198 -761 514 -60 -314 1,910 5,412 178 1,912 -1,694 0 -120 -37 Percent of Open Interest Represented by Each Category of Trader 10.5 21.4 0.0 4.1 2.8 1.0 49.0 63.4 1.1 31.1 9.8 0.0 3.2 0.5 Number of Traders in Each Category Total Traders: 157 . . 0 5 . . 14 9 . 103 19 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 23,756 Positions 0 829 0 0 0 0 3,341 16,997 217 17,899 5,343 0 2,299 370 Changes from: June 18, 2024 Total Change is: -1,554 0 -2,872 0 0 0 0 2,439 -453 2 -3,777 1,709 0 -218 60 Percent of Open Interest Represented by Each Category of Trader 0.0 3.5 0.0 0.0 0.0 0.0 14.1 71.5 0.9 75.3 22.5 0.0 9.7 1.6 Number of Traders in Each Category Total Traders: 148 0 . 0 0 0 0 6 . . 113 25 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 43,147 Positions 87 22,398 0 14,511 830 534 18,877 14,981 540 4,750 1,859 0 3,848 2,005 Changes from: June 18, 2024 Total Change is: 2,910 -40 20 0 1,083 366 5 1,480 1,982 101 99 170 0 182 266 Percent of Open Interest Represented by Each Category of Trader 0.2 51.9 0.0 33.6 1.9 1.2 43.8 34.7 1.3 11.0 4.3 0.0 8.9 4.6 Number of Traders in Each Category Total Traders: 102 . . 0 19 . . 41 9 . 17 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 414,291 Positions 73,544 22,288 23,344 49,845 97,991 70,640 79,576 85,680 66,391 8,391 2,843 15,560 27,000 29,554 Changes from: June 18, 2024 Total Change is: -43,931 9,927 -5,842 -9,022 -10,693 1,378 850 -13,145 -14,052 -13,180 -1,673 -445 -1,992 -5,003 -1,626 Percent of Open Interest Represented by Each Category of Trader 17.8 5.4 5.6 12.0 23.7 17.1 19.2 20.7 16.0 2.0 0.7 3.8 6.5 7.1 Number of Traders in Each Category Total Traders: 212 21 10 22 15 29 25 50 45 64 10 14 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 113,534 Positions 90,251 89,943 0 15,173 4,895 702 6,520 17,458 0 511 432 2 375 102 Changes from: June 18, 2024 Total Change is: 3,346 11,367 14,049 -4,339 -2 687 -424 326 -2,619 -3,451 -73 -560 2 -60 1 Percent of Open Interest Represented by Each Category of Trader 79.5 79.2 0.0 13.4 4.3 0.6 5.7 15.4 0.0 0.5 0.4 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 46 5 . 0 13 4 . 4 7 0 8 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 28, 2024