Traders in Financial Futures - Futures Only Positions as of August 20, 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 314,073 Positions 221,945 3,017 1,545 25,160 160,924 4,537 10,354 99,611 6,140 14,256 5,567 74 30,062 32,658 Changes from: August 13, 2024 Total Change is: -9,094 -7,717 -418 141 -1,100 2,661 4 808 -13,069 289 -418 1,150 0 -1,101 148 Percent of Open Interest Represented by Each Category of Trader 70.7 1.0 0.5 8.0 51.2 1.4 3.3 31.7 2.0 4.5 1.8 0.0 9.6 10.4 Number of Traders in Each Category Total Traders: 117 9 . . 9 39 10 10 35 8 6 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 67,104 Positions 35,279 1,870 68 11,599 33,459 359 7,248 14,415 222 0 0 0 12,329 16,711 Changes from: August 13, 2024 Total Change is: 1,353 2,650 -419 0 -778 1,311 26 -562 680 -135 0 0 0 152 -110 Percent of Open Interest Represented by Each Category of Trader 52.6 2.8 0.1 17.3 49.9 0.5 10.8 21.5 0.3 0.0 0.0 0.0 18.4 24.9 Number of Traders in Each Category Total Traders: 49 10 . . . 11 . 12 11 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 231,383 Positions 15,547 59,970 5,052 68,865 77,300 3,782 83,572 39,807 16,782 0 3,351 173 37,610 25,166 Changes from: August 13, 2024 Total Change is: 25,814 -8,325 22,481 1,666 19,789 -11,081 1,661 6,151 7,899 3,720 0 232 0 1,152 -764 Percent of Open Interest Represented by Each Category of Trader 6.7 25.9 2.2 29.8 33.4 1.6 36.1 17.2 7.3 0.0 1.4 0.1 16.3 10.9 Number of Traders in Each Category Total Traders: 127 6 9 4 18 28 10 39 22 17 0 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 316,197 Positions 134,081 153,299 1,381 50,500 49,244 6,407 37,384 47,877 3,567 46,888 23,249 0 35,989 31,173 Changes from: August 13, 2024 Total Change is: 859 1,068 4,658 -297 1,498 -2,765 -1,226 -6,475 1,603 489 3,014 2 0 2,788 -1,605 Percent of Open Interest Represented by Each Category of Trader 42.4 48.5 0.4 16.0 15.6 2.0 11.8 15.1 1.1 14.8 7.4 0.0 11.4 9.9 Number of Traders in Each Category Total Traders: 125 10 7 5 19 20 14 26 29 17 10 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 692,017 Positions 11,271 358,161 8,284 436,430 131,472 31,835 75,339 78,023 15,632 25,859 14,450 4,850 82,517 49,310 Changes from: August 13, 2024 Total Change is: 24,667 837 53,496 -705 11,525 -16,318 2,467 4,330 -16,404 959 254 2,335 72 4,928 -1,235 Percent of Open Interest Represented by Each Category of Trader 1.6 51.8 1.2 63.1 19.0 4.6 10.9 11.3 2.3 3.7 2.1 0.7 11.9 7.1 Number of Traders in Each Category Total Traders: 288 11 17 7 107 32 43 43 45 24 19 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 27,382 Positions 0 5,257 0 14,878 1,404 1,056 0 14,661 0 0 0 0 11,448 5,004 Changes from: August 13, 2024 Total Change is: 754 0 441 0 816 -1,000 -288 0 1,450 0 0 0 0 226 151 Percent of Open Interest Represented by Each Category of Trader 0.0 19.2 0.0 54.3 5.1 3.9 0.0 53.5 0.0 0.0 0.0 0.0 41.8 18.3 Number of Traders in Each Category Total Traders: 25 0 4 0 15 . 6 0 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 187,360 Positions 63,960 10,620 1,465 61,418 101,363 3,456 16,862 43,949 1,688 13,173 0 0 25,338 24,819 Changes from: August 13, 2024 Total Change is: -938 -8,433 2,796 680 3,826 -4,350 -70 3,380 7,699 -1,584 561 -427 0 702 -5,682 Percent of Open Interest Represented by Each Category of Trader 34.1 5.7 0.8 32.8 54.1 1.8 9.0 23.5 0.9 7.0 0.0 0.0 13.5 13.2 Number of Traders in Each Category Total Traders: 104 9 6 4 23 14 9 16 30 13 6 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 174,530 Positions 23,155 54,609 675 73,278 17,132 5,082 61,821 46,965 3,913 2,657 40,969 1 3,948 5,184 Changes from: August 13, 2024 Total Change is: -10,399 2,118 -11,277 460 -9,616 -1,040 1,365 -4,918 -185 392 -304 -68 1 103 -47 Percent of Open Interest Represented by Each Category of Trader 13.3 31.3 0.4 42.0 9.8 2.9 35.4 26.9 2.2 1.5 23.5 0.0 2.3 3.0 Number of Traders in Each Category Total Traders: 148 6 6 . 19 17 8 42 36 12 8 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 79,462 Positions 49,681 6,497 59 9,194 40,241 1 10,946 26,160 271 7,010 3,653 0 2,300 2,580 Changes from: August 13, 2024 Total Change is: -3,949 -6,259 4,827 44 1,809 -10,583 0 12 1,975 270 -8 -569 0 183 87 Percent of Open Interest Represented by Each Category of Trader 62.5 8.2 0.1 11.6 50.6 0.0 13.8 32.9 0.3 8.8 4.6 0.0 2.9 3.2 Number of Traders in Each Category Total Traders: 91 6 6 . 7 10 . 14 23 . 15 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 66,846 Positions 33,899 17,188 484 8,145 21,901 1,875 16,718 14,985 587 658 5,115 15 4,465 4,696 Changes from: August 13, 2024 Total Change is: 250 -3,942 1,906 322 2,516 -3,113 727 -82 199 237 247 703 0 225 -731 Percent of Open Interest Represented by Each Category of Trader 50.7 25.7 0.7 12.2 32.8 2.8 25.0 22.4 0.9 1.0 7.7 0.0 6.7 7.0 Number of Traders in Each Category Total Traders: 96 7 7 . 14 14 6 19 23 9 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 46,245 Positions 2,118 16,264 166 33,178 1,764 77 6,099 26,220 195 2,111 756 0 2,301 803 Changes from: August 13, 2024 Total Change is: 3,572 -221 1,065 -2 2,292 -754 0 1,033 3,077 3 620 367 0 -153 -184 Percent of Open Interest Represented by Each Category of Trader 4.6 35.2 0.4 71.7 3.8 0.2 13.2 56.7 0.4 4.6 1.6 0.0 5.0 1.7 Number of Traders in Each Category Total Traders: 66 . 7 . 13 . . 19 13 . 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 87,145 Positions 31,881 33,959 935 19,520 16,855 1,251 18,797 14,473 981 0 5,793 152 13,628 12,746 Changes from: August 13, 2024 Total Change is: 5,264 -610 5,129 39 3,848 -704 319 2,241 -334 -691 0 -277 6 112 1,777 Percent of Open Interest Represented by Each Category of Trader 36.6 39.0 1.1 22.4 19.3 1.4 21.6 16.6 1.1 0.0 6.6 0.2 15.6 14.6 Number of Traders in Each Category Total Traders: 85 11 10 . 19 8 7 19 14 8 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 87,145 Positions 31,881 33,959 935 19,520 16,855 1,251 18,797 14,473 981 0 5,793 152 13,628 12,746 Changes from: August 13, 2024 Total Change is: 5,264 -610 5,129 39 3,848 -704 319 2,241 -334 -691 0 -277 6 112 1,777 Percent of Open Interest Represented by Each Category of Trader 36.6 39.0 1.1 22.4 19.3 1.4 21.6 16.6 1.1 0.0 6.6 0.2 15.6 14.6 Number of Traders in Each Category Total Traders: 85 11 10 . 19 8 7 19 14 8 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 64,508 Positions 17,509 49,015 0 40,104 7,739 1,694 1,786 5,408 0 0 0 0 3,415 652 Changes from: August 13, 2024 Total Change is: 1,395 3,879 250 0 -2,727 1,162 0 125 20 0 0 0 0 118 -37 Percent of Open Interest Represented by Each Category of Trader 27.1 76.0 0.0 62.2 12.0 2.6 2.8 8.4 0.0 0.0 0.0 0.0 5.3 1.0 Number of Traders in Each Category Total Traders: 42 6 5 0 22 . . . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,066,099 Positions 150,826 860,126 34,637 1,131,607 161,563 121,472 184,176 539,003 62,109 92,180 91,490 20,329 268,764 175,371 Changes from: August 13, 2024 Total Change is: 20,037 -2,003 -15,309 5,177 -2,932 -21,502 3,827 9,304 85,066 2,389 -21,980 -46,029 15,233 11,023 -8,816 Percent of Open Interest Represented by Each Category of Trader 7.3 41.6 1.7 54.8 7.8 5.9 8.9 26.1 3.0 4.5 4.4 1.0 13.0 8.5 Number of Traders in Each Category Total Traders: 480 21 41 23 171 50 98 67 89 66 19 21 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 14,690 Positions 6,490 6,585 0 4,223 5,127 359 1,244 1,394 0 0 0 0 2,374 1,225 Changes from: August 13, 2024 Total Change is: -57 5 -2,081 0 -361 755 206 36 1,038 0 0 0 0 57 25 Percent of Open Interest Represented by Each Category of Trader 44.2 44.8 0.0 28.7 34.9 2.4 8.5 9.5 0.0 0.0 0.0 0.0 16.2 8.3 Number of Traders in Each Category Total Traders: 22 . 4 0 5 7 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 21,346 Positions 7,351 13,527 0 10,749 5,025 0 261 1,301 0 0 0 0 2,985 1,493 Changes from: August 13, 2024 Total Change is: 3,015 2,064 -952 0 1,156 3,849 0 33 383 0 0 0 0 -238 -265 Percent of Open Interest Represented by Each Category of Trader 34.4 63.4 0.0 50.4 23.5 0.0 1.2 6.1 0.0 0.0 0.0 0.0 14.0 7.0 Number of Traders in Each Category Total Traders: 28 . 6 0 13 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,050,976 Positions 150,826 859,317 34,496 1,129,086 161,677 121,238 184,653 535,744 58,125 92,210 89,179 20,178 260,164 171,022 Changes from: August 13, 2024 Total Change is: 17,968 -2,003 -15,734 5,151 -3,029 -21,502 3,826 9,460 84,097 1,923 -24,059 -48,319 17,435 9,264 -8,909 Percent of Open Interest Represented by Each Category of Trader 7.4 41.9 1.7 55.1 7.9 5.9 9.0 26.1 2.8 4.5 4.3 1.0 12.7 8.3 Number of Traders in Each Category Total Traders: 468 21 39 23 169 50 97 61 88 58 20 19 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 61,013 Positions 31,919 57,092 0 25,001 243 0 1,206 2,437 0 0 0 0 2,887 1,241 Changes from: August 13, 2024 Total Change is: 6,055 1,411 5,618 0 4,573 -167 -203 267 535 0 0 0 0 7 272 Percent of Open Interest Represented by Each Category of Trader 52.3 93.6 0.0 41.0 0.4 0.0 2.0 4.0 0.0 0.0 0.0 0.0 4.7 2.0 Number of Traders in Each Category Total Traders: 30 6 7 0 10 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 15,221 Positions 1,433 10,600 0 11,320 0 0 0 4,111 0 0 0 0 2,468 510 Changes from: August 13, 2024 Total Change is: 1,353 24 1,476 0 1,916 -620 0 0 914 0 0 0 0 -587 -417 Percent of Open Interest Represented by Each Category of Trader 9.4 69.6 0.0 74.4 0.0 0.0 0.0 27.0 0.0 0.0 0.0 0.0 16.2 3.4 Number of Traders in Each Category Total Traders: 26 . 10 0 11 0 0 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 32,147 Positions 6,616 23,449 0 11,460 3,017 231 10,638 2,765 1 201 0 0 3,000 2,684 Changes from: August 13, 2024 Total Change is: 2,575 -821 -1,964 0 1,031 3,017 0 2,726 275 0 201 0 0 -562 1,247 Percent of Open Interest Represented by Each Category of Trader 20.6 72.9 0.0 35.6 9.4 0.7 33.1 8.6 0.0 0.6 0.0 0.0 9.3 8.3 Number of Traders in Each Category Total Traders: 37 4 7 0 12 . . 5 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 8,181 Positions 695 4,783 0 5,084 2,282 3 204 494 0 204 0 0 1,991 619 Changes from: August 13, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 8.5 58.5 0.0 62.1 27.9 0.0 2.5 6.0 0.0 2.5 0.0 0.0 24.3 7.6 Number of Traders in Each Category Total Traders: 20 . 6 0 5 . . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 151,227 Positions 1,409 9,499 0 26,737 384 809 29,879 67,243 5,189 897 24,304 308 85,999 43,491 Changes from: August 13, 2024 Total Change is: 20,689 256 4,507 0 1,230 264 -252 3,900 15,152 -800 -1,230 888 0 17,585 930 Percent of Open Interest Represented by Each Category of Trader 0.9 6.3 0.0 17.7 0.3 0.5 19.8 44.5 3.4 0.6 16.1 0.2 56.9 28.8 Number of Traders in Each Category Total Traders: 36 . . 0 11 . 4 12 6 12 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 571,966 Positions 170,373 150,543 200,769 1,634 38,000 0 44,382 51,051 127,309 25,277 0 250 1,972 4,044 Changes from: August 13, 2024 Total Change is: 9,529 -1,476 9,609 4,434 0 0 0 7,291 -3,439 -439 0 0 0 -281 -636 Percent of Open Interest Represented by Each Category of Trader 29.8 26.3 35.1 0.3 6.6 0.0 7.8 8.9 22.3 4.4 0.0 0.0 0.3 0.7 Number of Traders in Each Category Total Traders: 50 11 14 18 . . 0 8 7 17 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 33,783 Positions 6,536 2,467 137 15,698 23,480 1,286 1,309 1,291 42 230 390 0 8,545 4,690 Changes from: August 13, 2024 Total Change is: 100 60 -63 3 218 -862 -325 -294 9 -1 -172 390 0 611 949 Percent of Open Interest Represented by Each Category of Trader 19.3 7.3 0.4 46.5 69.5 3.8 3.9 3.8 0.1 0.7 1.2 0.0 25.3 13.9 Number of Traders in Each Category Total Traders: 61 8 . . 26 15 8 4 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 253,133 Positions 28,551 84,382 9,751 95,896 24,908 5,359 27,006 82,930 7,569 35,326 4,798 1,089 42,586 32,347 Changes from: August 13, 2024 Total Change is: 153 8,179 -10,316 1,699 145 2 -1,240 -869 10,566 1,071 -6,284 -86 -814 -1,735 -730 Percent of Open Interest Represented by Each Category of Trader 11.3 33.3 3.9 37.9 9.8 2.1 10.7 32.8 3.0 14.0 1.9 0.4 16.8 12.8 Number of Traders in Each Category Total Traders: 288 22 26 17 81 22 26 50 49 31 18 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 244,230 Positions 28,322 85,499 8,351 95,604 24,908 5,352 27,735 83,485 3,820 35,902 4,495 150 38,994 28,170 Changes from: August 13, 2024 Total Change is: 169 8,165 -10,190 1,572 104 2 -1,240 -217 10,207 624 -6,344 -224 -656 -1,839 74 Percent of Open Interest Represented by Each Category of Trader 11.6 35.0 3.4 39.1 10.2 2.2 11.4 34.2 1.6 14.7 1.8 0.1 16.0 11.5 Number of Traders in Each Category Total Traders: 252 19 24 14 78 22 26 40 46 23 10 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 89,025 Positions 16,262 2,799 22 2,921 0 73 25,173 26,914 5,026 3,377 12,172 249 35,922 41,770 Changes from: August 13, 2024 Total Change is: -156 1,400 1 13 411 0 4 -1,664 8,448 -382 -982 -198 0 1,044 -8,042 Percent of Open Interest Represented by Each Category of Trader 18.3 3.1 0.0 3.3 0.0 0.1 28.3 30.2 5.6 3.8 13.7 0.3 40.4 46.9 Number of Traders in Each Category Total Traders: 57 6 . . 6 0 . 17 11 11 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 422,443 Positions 81,132 96,033 3,737 184,959 130,447 33,275 52,082 116,759 6,723 29,147 17,151 156 31,232 18,162 Changes from: August 13, 2024 Total Change is: -2,101 1,227 -4,031 88 629 2,386 2,466 -10,769 3,094 -1,128 3,957 -2,011 -9 1,438 -2,956 Percent of Open Interest Represented by Each Category of Trader 19.2 22.7 0.9 43.8 30.9 7.9 12.3 27.6 1.6 6.9 4.1 0.0 7.4 4.3 Number of Traders in Each Category Total Traders: 353 36 15 6 94 59 38 42 79 28 10 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 31,070 Positions 15,927 12,835 0 12,614 16,855 296 924 216 0 0 0 0 1,309 868 Changes from: August 13, 2024 Total Change is: 4 -373 484 0 1,487 -670 -8 -626 8 0 0 -216 0 -476 406 Percent of Open Interest Represented by Each Category of Trader 51.3 41.3 0.0 40.6 54.2 1.0 3.0 0.7 0.0 0.0 0.0 0.0 4.2 2.8 Number of Traders in Each Category Total Traders: 29 . 6 0 14 4 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 19,404 Positions 416 1,680 0 2,017 0 0 4,404 7,712 258 996 1,130 0 11,313 8,624 Changes from: August 13, 2024 Total Change is: 2,220 22 295 0 824 0 0 1,557 1,375 150 -63 15 0 -270 385 Percent of Open Interest Represented by Each Category of Trader 2.1 8.7 0.0 10.4 0.0 0.0 22.7 39.7 1.3 5.1 5.8 0.0 58.3 44.4 Number of Traders in Each Category Total Traders: 25 . . 0 4 0 0 9 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 14,529 Positions 0 6,335 0 8,245 238 3 2,758 3,811 0 0 1,668 0 3,523 2,474 Changes from: August 13, 2024 Total Change is: 1,099 0 -884 0 525 -10 -3 -100 1,974 0 0 542 0 677 -520 Percent of Open Interest Represented by Each Category of Trader 0.0 43.6 0.0 56.7 1.6 0.0 19.0 26.2 0.0 0.0 11.5 0.0 24.2 17.0 Number of Traders in Each Category Total Traders: 27 0 6 0 10 . . . 5 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 50,100 Positions 13,658 21,530 1,067 10,562 1,192 566 9,208 7,378 736 6,613 466 0 7,690 17,165 Changes from: August 13, 2024 Total Change is: 698 -1,827 -9 89 857 88 92 519 -880 205 1,931 0 -10 -1,158 1,123 Percent of Open Interest Represented by Each Category of Trader 27.3 43.0 2.1 21.1 2.4 1.1 18.4 14.7 1.5 13.2 0.9 0.0 15.3 34.3 Number of Traders in Each Category Total Traders: 54 15 . . 12 . . 11 7 5 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 416,344 Positions 36,222 229,825 1,750 297,427 63,772 39,913 20,262 30,383 431 6,626 42,564 1,117 12,596 6,589 Changes from: August 13, 2024 Total Change is: -2,165 162 6,658 -151 -3,584 -4,380 755 676 -6,951 -5 -740 1,393 8 714 508 Percent of Open Interest Represented by Each Category of Trader 8.7 55.2 0.4 71.4 15.3 9.6 4.9 7.3 0.1 1.6 10.2 0.3 3.0 1.6 Number of Traders in Each Category Total Traders: 184 13 15 5 78 37 37 18 16 6 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,011,484 Positions 68,606 582,190 18,530 655,839 156,155 84,436 117,860 102,289 5,198 27,781 48,916 1,584 31,650 12,186 Changes from: August 13, 2024 Total Change is: 5,589 -864 -9,588 -139 -1,818 -8,609 -194 4,358 5,961 1,150 607 14,730 122 2,367 2,156 Percent of Open Interest Represented by Each Category of Trader 6.8 57.6 1.8 64.8 15.4 8.3 11.7 10.1 0.5 2.7 4.8 0.2 3.1 1.2 Number of Traders in Each Category Total Traders: 382 25 17 7 167 55 71 53 33 24 22 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 263,495 Positions 27,864 177,814 24,609 60,772 0 1,650 116,690 28,114 24,384 4,752 5,786 0 2,774 1,138 Changes from: August 13, 2024 Total Change is: 3,302 551 3,276 965 1,369 0 0 1,231 35 -1,062 230 332 0 18 -244 Percent of Open Interest Represented by Each Category of Trader 10.6 67.5 9.3 23.1 0.0 0.6 44.3 10.7 9.3 1.8 2.2 0.0 1.1 0.4 Number of Traders in Each Category Total Traders: 81 11 18 16 13 0 . 28 4 12 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 42,014 Positions 3,362 20,165 806 5,662 0 0 30,596 19,472 1,571 0 0 0 17 0 Changes from: August 13, 2024 Total Change is: 789 50 700 0 0 0 0 840 190 -101 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 8.0 48.0 1.9 13.5 0.0 0.0 72.8 46.3 3.7 0.0 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 21 7 6 4 . 0 0 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,781,757 Positions 45,503 137,817 7,076 880,342 406,054 207,258 203,141 726,692 72,199 123,245 77,508 12,401 230,592 134,752 Changes from: August 13, 2024 Total Change is: 46,626 4,793 -30,128 1,715 4,891 6,942 5,386 -6,334 19,819 29,708 -203 2,321 10,396 -3,726 467 Percent of Open Interest Represented by Each Category of Trader 2.6 7.7 0.4 49.4 22.8 11.6 11.4 40.8 4.1 6.9 4.4 0.7 12.9 7.6 Number of Traders in Each Category Total Traders: 225 13 20 13 78 27 53 16 44 28 14 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,688,695 Positions 7,542 79,493 6,781 1,062,102 331,188 266,901 64,285 728,827 52,805 42,558 60,684 1,548 184,173 160,468 Changes from: August 13, 2024 Total Change is: -10,878 1,005 -19,196 4,895 -24,706 6,223 6,586 -5,912 -30,672 6,527 -2,462 4,980 1,406 1,783 8,373 Percent of Open Interest Represented by Each Category of Trader 0.4 4.7 0.4 62.9 19.6 15.8 3.8 43.2 3.1 2.5 3.6 0.1 10.9 9.5 Number of Traders in Each Category Total Traders: 170 . 10 7 76 25 55 11 32 18 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,473,479 Positions 200,605 407,557 18,604 2,549,495 478,424 412,909 400,480 2,743,183 118,733 463,198 177,157 2,115 307,340 114,797 Changes from: August 13, 2024 Total Change is: 14,650 19,934 -29,297 8,727 20,400 23,684 -12,501 -55,172 1,559 30,089 5,747 -15,564 -322 -2,252 8,275 Percent of Open Interest Represented by Each Category of Trader 4.5 9.1 0.4 57.0 10.7 9.2 9.0 61.3 2.7 10.4 4.0 0.0 6.9 2.6 Number of Traders in Each Category Total Traders: 467 46 24 17 176 29 91 68 63 42 47 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 5,283,780 Positions 370,595 533,541 80,238 2,618,897 887,952 677,970 188,809 2,373,719 190,555 605,721 128,795 57,923 493,072 353,087 Changes from: August 13, 2024 Total Change is: 255,353 32,657 -23,174 29,732 36,106 -29,124 1,886 -39,690 136,124 71,196 57,326 -2,219 54,202 11,938 16,730 Percent of Open Interest Represented by Each Category of Trader 7.0 10.1 1.5 49.6 16.8 12.8 3.6 44.9 3.6 11.5 2.4 1.1 9.3 6.7 Number of Traders in Each Category Total Traders: 405 28 35 16 127 48 100 51 70 51 31 15 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,196,148 Positions 44,966 248,489 6,279 1,066,719 667,003 387,990 227,671 432,065 38,677 172,265 121,829 26,176 225,405 267,640 Changes from: August 13, 2024 Total Change is: 23,501 -8 -2,139 -1,866 -29,499 18,155 14,370 24,207 -25,401 9,359 2,293 -1,545 1,191 3,454 11,377 Percent of Open Interest Represented by Each Category of Trader 2.0 11.3 0.3 48.6 30.4 17.7 10.4 19.7 1.8 7.8 5.5 1.2 10.3 12.2 Number of Traders in Each Category Total Traders: 203 4 15 5 57 55 61 19 30 21 9 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,156 Positions 0 0 0 0 25 0 1,218 364 1,910 236 692 0 792 1,165 Changes from: August 13, 2024 Total Change is: 840 0 0 0 -37 0 0 -763 -744 1,515 -2 12 0 127 57 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.6 0.0 29.3 8.8 46.0 5.7 16.7 0.0 19.1 28.0 Number of Traders in Each Category Total Traders: 25 0 0 0 0 . 0 . . . 5 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 6,855,335 Positions 133,580 785,013 36,550 3,965,708 1,064,705 692,533 535,546 3,606,743 230,151 762,626 191,294 10,219 488,422 238,127 Changes from: August 13, 2024 Total Change is: 50,234 -44,837 -30,959 13,338 -4,995 36,552 33,488 -18,652 -61,686 66,308 -5,168 -14,394 7,814 2,938 -227 Percent of Open Interest Represented by Each Category of Trader 1.9 11.5 0.5 57.8 15.5 10.1 7.8 52.6 3.4 11.1 2.8 0.1 7.1 3.5 Number of Traders in Each Category Total Traders: 424 21 35 15 156 31 100 62 69 53 29 19 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,732,281 Positions 572,001 343,200 470,042 65,857 28,018 35,032 198,325 420,847 336,043 6,530 41,548 19,501 28,950 38,050 Changes from: August 13, 2024 Total Change is: 56,357 74,897 11,120 -15,557 9,424 459 -4,337 -44,297 29,895 37,002 -1,189 -1,424 359 55 -1,160 Percent of Open Interest Represented by Each Category of Trader 33.0 19.8 27.1 3.8 1.6 2.0 11.4 24.3 19.4 0.4 2.4 1.1 1.7 2.2 Number of Traders in Each Category Total Traders: 177 31 35 53 4 6 8 40 40 53 6 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 62,590 Positions 23,784 22,513 11,914 101 70 46 1,708 4,148 23,679 1,229 78 112 17 30 Changes from: August 13, 2024 Total Change is: 2,421 97 142 157 0 0 0 162 175 2,024 0 -66 -20 1 9 Percent of Open Interest Represented by Each Category of Trader 38.0 36.0 19.0 0.2 0.1 0.1 2.7 6.6 37.8 2.0 0.1 0.2 0.0 0.0 Number of Traders in Each Category Total Traders: 48 13 13 20 . . . 7 8 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 is10,973,469 Positions 1,937,719 2,424,840 2,003,963 671,820 607,708 965,474 1,487,555 1,068,819 3,493,734 248,454 242,911 125,989 38,761 40,031 Changes from: August 13, 2024 Total Change is: 311,335 47,697 3,566 94,168 -115,251 -21,035 62,945 28,730 -86,610 256,719 -63,262 -833 1,089 -1,500 1,326 Percent of Open Interest Represented by Each Category of Trader 17.7 22.1 18.3 6.1 5.5 8.8 13.6 9.7 31.8 2.3 2.2 1.1 0.4 0.4 Number of Traders in Each Category Total Traders: 895 75 115 142 63 67 59 168 135 185 96 129 94 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 983,848 Positions 366,652 347,482 175,186 12,818 20,079 16,972 179,891 174,907 222,844 1,225 17,526 7,915 345 937 Changes from: August 13, 2024 Total Change is: 52,388 15,179 25,674 -1,568 1,514 4,631 212 11,136 2,943 26,267 -328 -5,561 -22 -2 -188 Percent of Open Interest Represented by Each Category of Trader 37.3 35.3 17.8 1.3 2.0 1.7 18.3 17.8 22.7 0.1 1.8 0.8 0.0 0.1 Number of Traders in Each Category Total Traders: 199 39 44 57 5 8 6 35 50 53 9 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #342603 Open Interest is 25,507 Positions 320 300 0 57 35 0 15,981 8,698 8,220 919 8,241 0 10 13 Changes from: August 13, 2024 Total Change is: 186 0 0 0 0 0 0 917 -2,079 2,269 -3,000 -6 0 0 2 Percent of Open Interest Represented by Each Category of Trader 1.3 1.2 0.0 0.2 0.1 0.0 62.7 34.1 32.2 3.6 32.3 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 22 . . 0 . . 0 . 7 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 127,003 Positions 4,252 7,364 28,468 293 0 0 4,700 71,642 18,590 70,680 914 0 20 25 Changes from: August 13, 2024 Total Change is: 685 0 1,000 0 0 0 0 0 -335 0 685 20 0 0 0 Percent of Open Interest Represented by Each Category of Trader 3.3 5.8 22.4 0.2 0.0 0.0 3.7 56.4 14.6 55.7 0.7 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 33 . . . . 0 0 . 5 . 14 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 85,290 Positions 7,443 9,867 1,253 65 35 0 275 59,709 7,095 69,140 7,246 0 19 85 Changes from: August 13, 2024 Total Change is: -51 0 0 0 0 0 0 0 -64 9 -60 -1 0 0 5 Percent of Open Interest Represented by Each Category of Trader 8.7 11.6 1.5 0.1 0.0 0.0 0.3 70.0 8.3 81.1 8.5 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 35 4 . . . . 0 . 10 . 8 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 29,630 Positions 940 4,278 924 18,784 620 202 1,905 19,036 1,445 2,997 918 1,218 1,215 989 Changes from: August 13, 2024 Total Change is: 1,756 72 29 342 176 22 31 -298 -455 334 -3 296 1,035 67 122 Percent of Open Interest Represented by Each Category of Trader 3.2 14.4 3.1 63.4 2.1 0.7 6.4 64.2 4.9 10.1 3.1 4.1 4.1 3.3 Number of Traders in Each Category Total Traders: 128 8 7 7 12 4 . 14 60 22 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 46,944 Positions 5,991 9,968 1,432 728 78 50 27,473 29,492 2,512 4,059 1,800 8 4,691 1,604 Changes from: August 13, 2024 Total Change is: 15,646 -3,038 4,561 412 121 -44 -4 15,730 8,983 1,633 486 43 -10 316 72 Percent of Open Interest Represented by Each Category of Trader 12.8 21.2 3.1 1.6 0.2 0.1 58.5 62.8 5.4 8.6 3.8 0.0 10.0 3.4 Number of Traders in Each Category Total Traders: 140 6 4 . 6 . . 17 17 6 70 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 30,251 Positions 0 1,334 0 0 0 0 309 14,995 8 25,243 12,677 0 4,691 1,237 Changes from: August 13, 2024 Total Change is: 1,031 0 -1,953 0 0 0 0 160 2,510 -30 -5 727 0 906 -223 Percent of Open Interest Represented by Each Category of Trader 0.0 4.4 0.0 0.0 0.0 0.0 1.0 49.6 0.0 83.4 41.9 0.0 15.5 4.1 Number of Traders in Each Category Total Traders: 280 0 . 0 0 0 0 . 5 . 200 71 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 7,337 Positions 177 932 107 3,205 102 78 1,038 3,531 957 1,072 1,137 0 703 493 Changes from: August 13, 2024 Total Change is: 501 0 -99 -10 107 -30 6 32 -352 450 -65 442 0 -19 94 Percent of Open Interest Represented by Each Category of Trader 2.4 12.7 1.5 43.7 1.4 1.1 14.1 48.1 13.0 14.6 15.5 0.0 9.6 6.7 Number of Traders in Each Category Total Traders: 69 . 4 . 8 . . 14 28 9 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 65,013 Positions 19,477 84 1,553 3,037 5,460 1,498 25,439 54,705 1 12,730 1,401 1 1,277 310 Changes from: August 13, 2024 Total Change is: 5,500 7,477 0 981 -282 143 445 6,140 3,696 0 -9,159 181 -4 -98 58 Percent of Open Interest Represented by Each Category of Trader 30.0 0.1 2.4 4.7 8.4 2.3 39.1 84.1 0.0 19.6 2.2 0.0 2.0 0.5 Number of Traders in Each Category Total Traders: 143 4 . . 4 4 . 13 13 . 92 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 21,766 Positions 0 1,592 2 0 0 0 662 14,704 3 17,498 5,031 0 3,601 434 Changes from: August 13, 2024 Total Change is: 159 0 429 2 0 0 0 4 -645 3 -137 673 0 287 -303 Percent of Open Interest Represented by Each Category of Trader 0.0 7.3 0.0 0.0 0.0 0.0 3.0 67.6 0.0 80.4 23.1 0.0 16.5 2.0 Number of Traders in Each Category Total Traders: 173 0 . . 0 0 0 6 . . 135 28 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 48,713 Positions 239 22,398 0 5,732 4,733 724 37,049 13,488 1,083 1,525 2,707 0 2,361 3,580 Changes from: August 13, 2024 Total Change is: 3,477 23 0 0 -111 1,113 -45 3,001 1,703 222 220 514 0 167 -30 Percent of Open Interest Represented by Each Category of Trader 0.5 46.0 0.0 11.8 9.7 1.5 76.1 27.7 2.2 3.1 5.6 0.0 4.8 7.3 Number of Traders in Each Category Total Traders: 102 . . 0 11 9 4 19 24 6 12 24 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 411,580 Positions 56,486 27,035 31,437 34,139 55,690 69,363 63,984 88,786 90,133 15,395 1,554 17,942 32,701 29,640 Changes from: August 13, 2024 Total Change is: 10,611 -20,384 -9,156 11,036 -911 -2,937 4,387 3,456 -11,485 11,726 -5,962 992 1,347 5,916 4,701 Percent of Open Interest Represented by Each Category of Trader 13.7 6.6 7.6 8.3 13.5 16.9 15.5 21.6 21.9 3.7 0.4 4.4 7.9 7.2 Number of Traders in Each Category Total Traders: 198 19 12 25 23 24 28 45 40 65 10 10 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 20, 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 177,705 Positions 151,713 152,914 0 13,971 12,467 976 8,215 11,079 23 2,381 135 13 413 98 Changes from: August 13, 2024 Total Change is: 1,721 1,499 0 0 600 1,592 -36 -705 131 -1 331 2 10 23 23 Percent of Open Interest Represented by Each Category of Trader 85.4 86.0 0.0 7.9 7.0 0.5 4.6 6.2 0.0 1.3 0.1 0.0 0.2 0.1 Number of Traders in Each Category Total Traders: 51 8 4 0 12 9 . 5 4 . 8 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 23, 2024