Traders in Financial Futures - Futures Only Positions as of September 24, 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 213,164
Positions
114,557 7,901 310 28,581 108,406 5,028 16,901 59,466 2,328 13,902 4,011 132 31,425 25,582
Changes from: September 17, 2024 Total Change is: -43,374
-21,757 -14,168 -23,512 -4,628 -2,572 434 7,082 -1,971 -901 628 790 73 -793 -1,547
Percent of Open Interest Represented by Each Category of Trader
53.7 3.7 0.1 13.4 50.9 2.4 7.9 27.9 1.1 6.5 1.9 0.1 14.7 12.0
Number of Traders in Each Category Total Traders: 111
8 7 . 13 26 9 17 27 10 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 60,688
Positions
26,291 1 61 11,673 31,560 466 7,913 12,210 696 0 0 0 13,588 15,694
Changes from: September 17, 2024 Total Change is: 2,134
3,863 -740 -1 -768 954 126 -356 1,039 77 0 0 0 -807 679
Percent of Open Interest Represented by Each Category of Trader
43.3 0.0 0.1 19.2 52.0 0.8 13.0 20.1 1.1 0.0 0.0 0.0 22.4 25.9
Number of Traders in Each Category Total Traders: 51
8 . . 5 12 4 13 12 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 251,641
Positions
6,622 97,720 337 88,060 75,894 4,417 100,193 38,500 6,955 4,122 4,274 0 40,935 23,544
Changes from: September 17, 2024 Total Change is: 39,046
-978 30,228 81 15,008 3,394 127 17,581 1,547 773 3,399 460 0 3,055 2,436
Percent of Open Interest Represented by Each Category of Trader
2.6 38.8 0.1 35.0 30.2 1.8 39.8 15.3 2.8 1.6 1.7 0.0 16.3 9.4
Number of Traders in Each Category Total Traders: 137
7 8 . 20 30 8 42 21 14 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 207,702
Positions
3,063 97,055 130 57,478 26,125 5,008 36,841 42,289 3,447 60,834 4,244 0 40,901 29,404
Changes from: September 17, 2024 Total Change is: 8,239
-4,504 7,343 98 1,228 -133 808 6,775 -3,557 867 4,611 955 0 -1,644 1,858
Percent of Open Interest Represented by Each Category of Trader
1.5 46.7 0.1 27.7 12.6 2.4 17.7 20.4 1.7 29.3 2.0 0.0 19.7 14.2
Number of Traders in Each Category Total Traders: 120
4 14 . 23 15 11 22 28 13 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 679,514
Positions
14,057 372,075 3,334 428,761 125,770 29,774 70,914 66,148 15,122 25,009 15,878 5,231 87,312 46,182
Changes from: September 17, 2024 Total Change is: 1,513
1,052 -10,851 -242 788 3,936 955 -1,576 -624 805 -1,291 2,886 164 858 4,484
Percent of Open Interest Represented by Each Category of Trader
2.1 54.8 0.5 63.1 18.5 4.4 10.4 9.7 2.2 3.7 2.3 0.8 12.8 6.8
Number of Traders in Each Category Total Traders: 281
13 15 5 107 33 42 42 39 23 17 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 30,452
Positions
1,151 7,890 0 14,803 7,861 1,009 946 7,218 0 0 0 0 12,543 6,474
Changes from: September 17, 2024 Total Change is: 798
227 71 0 128 714 0 27 -24 0 0 0 0 416 37
Percent of Open Interest Represented by Each Category of Trader
3.8 25.9 0.0 48.6 25.8 3.3 3.1 23.7 0.0 0.0 0.0 0.0 41.2 21.3
Number of Traders in Each Category Total Traders: 26
. . 0 14 . 5 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 176,442
Positions
26,865 36,376 267 68,866 85,769 3,302 29,593 30,965 516 11,894 0 0 35,139 19,247
Changes from: September 17, 2024 Total Change is: 6,758
-31,489 14,811 -33 12,193 -5,047 -901 16,076 333 -2,249 5,569 0 0 7,592 -156
Percent of Open Interest Represented by Each Category of Trader
15.2 20.6 0.2 39.0 48.6 1.9 16.8 17.5 0.3 6.7 0.0 0.0 19.9 10.9
Number of Traders in Each Category Total Traders: 103
10 6 . 24 9 9 26 20 9 8 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 134,947
Positions
4,350 32,011 83 70,450 27,249 7,300 43,580 51,355 2,605 2,452 8,643 0 4,127 5,701
Changes from: September 17, 2024 Total Change is: 4,303
-836 6,475 83 2,429 56 248 3,093 -1,226 -715 223 -599 0 -222 -19
Percent of Open Interest Represented by Each Category of Trader
3.2 23.7 0.1 52.2 20.2 5.4 32.3 38.1 1.9 1.8 6.4 0.0 3.1 4.2
Number of Traders in Each Category Total Traders: 136
4 10 . 15 18 8 35 30 6 9 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 68,689
Positions
30,073 7,250 1,047 15,668 23,170 65 8,385 27,868 432 9,340 5,663 796 2,883 2,398
Changes from: September 17, 2024 Total Change is: 2,030
-2,212 2,630 920 2,540 -15,623 -775 181 13,073 121 976 1,905 61 218 -282
Percent of Open Interest Represented by Each Category of Trader
43.8 10.6 1.5 22.8 33.7 0.1 12.2 40.6 0.6 13.6 8.2 1.2 4.2 3.5
Number of Traders in Each Category Total Traders: 100
5 6 . 7 14 . 15 26 . 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 55,135
Positions
9,452 13,802 0 18,866 22,201 494 18,919 9,900 13 1,584 5,304 15 5,792 3,406
Changes from: September 17, 2024 Total Change is: 5,834
-1,451 576 0 2,186 4,316 22 4,379 -497 -153 638 1,591 0 213 -21
Percent of Open Interest Represented by Each Category of Trader
17.1 25.0 0.0 34.2 40.3 0.9 34.3 18.0 0.0 2.9 9.6 0.0 10.5 6.2
Number of Traders in Each Category Total Traders: 101
6 6 0 18 11 4 30 17 . 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 41,841
Positions
603 35,590 43 32,441 1,825 77 5,130 2,948 208 680 325 0 2,659 825
Changes from: September 17, 2024 Total Change is: 725
269 351 -2 275 116 0 567 385 5 -526 195 0 137 -325
Percent of Open Interest Represented by Each Category of Trader
1.4 85.1 0.1 77.5 4.4 0.2 12.3 7.0 0.5 1.6 0.8 0.0 6.4 2.0
Number of Traders in Each Category Total Traders: 52
. 5 . 13 . . 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 87,645
Positions
26,634 49,018 619 23,489 10,210 467 20,321 12,484 1,222 0 2,149 0 14,893 11,476
Changes from: September 17, 2024 Total Change is: -13,889
-4,059 1,009 -3,624 5,125 -1,156 -466 -2,171 120 -4,450 -105 -669 -223 -3,916 -4,429
Percent of Open Interest Represented by Each Category of Trader
30.4 55.9 0.7 26.8 11.6 0.5 23.2 14.2 1.4 0.0 2.5 0.0 17.0 13.1
Number of Traders in Each Category Total Traders: 89
8 12 . 21 7 6 24 13 10 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 87,645
Positions
26,634 49,018 619 23,489 10,210 467 20,321 12,484 1,222 0 2,149 0 14,893 11,476
Changes from: September 17, 2024 Total Change is: -10,486
-4,059 1,342 -3,624 5,150 -1,156 -466 -1,933 1,165 -4,031 0 -143 -221 -1,302 -3,352
Percent of Open Interest Represented by Each Category of Trader
30.4 55.9 0.7 26.8 11.6 0.5 23.2 14.2 1.4 0.0 2.5 0.0 17.0 13.1
Number of Traders in Each Category Total Traders: 89
8 12 . 21 7 6 24 13 10 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 63,960
Positions
4,934 46,593 1,245 49,675 8,568 1,572 3,031 4,632 0 0 626 0 3,503 724
Changes from: September 17, 2024 Total Change is: -16,946
-7,565 -7,869 -6,123 2,044 168 0 105 -544 -182 0 -116 0 -5,225 -2,280
Percent of Open Interest Represented by Each Category of Trader
7.7 72.8 1.9 77.7 13.4 2.5 4.7 7.2 0.0 0.0 1.0 0.0 5.5 1.1
Number of Traders in Each Category Total Traders: 48
. 7 . 27 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 2,055,631
Positions
116,835 975,008 27,272 1,219,333 148,938 105,935 167,965 488,161 28,472 116,387 102,076 11,968 261,465 167,803
Changes from: September 17, 2024 Total Change is: -541,702
-35,671 92,038 -276,280 37,222 -11,948 -42,475 -27,428 -60,788 -160,552 21,875 -16,756 -33,634 -24,758 -31,307
Percent of Open Interest Represented by Each Category of Trader
5.7 47.4 1.3 59.3 7.2 5.2 8.2 23.7 1.4 5.7 5.0 0.6 12.7 8.2
Number of Traders in Each Category Total Traders: 471
22 39 13 175 49 98 67 82 59 18 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 20,279
Positions
7,494 8,051 0 8,434 10,568 480 525 527 0 0 0 0 3,346 653
Changes from: September 17, 2024 Total Change is: -7,673
1,395 2,346 -10,541 1,585 2,193 -53 272 -1,428 0 0 0 0 -331 -190
Percent of Open Interest Represented by Each Category of Trader
37.0 39.7 0.0 41.6 52.1 2.4 2.6 2.6 0.0 0.0 0.0 0.0 16.5 3.2
Number of Traders in Each Category Total Traders: 24
5 . 0 6 7 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 16,485
Positions
7,817 8,272 0 6,265 4,469 0 376 2,367 0 0 0 0 2,027 1,377
Changes from: September 17, 2024 Total Change is: -5,094
-2,899 -2,717 -1,570 993 -839 0 -201 633 -588 0 0 0 -829 -13
Percent of Open Interest Represented by Each Category of Trader
47.4 50.2 0.0 38.0 27.1 0.0 2.3 14.4 0.0 0.0 0.0 0.0 12.3 8.4
Number of Traders in Each Category Total Traders: 26
4 6 0 7 4 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 2,046,032
Positions
116,627 975,008 27,272 1,216,873 149,049 105,698 167,513 486,967 27,486 116,547 102,208 11,676 256,340 160,668
Changes from: September 17, 2024 Total Change is: -533,828
-35,465 92,038 -276,280 37,341 -11,948 -42,466 -26,973 -58,905 -157,497 22,036 -13,777 -33,602 -20,922 -31,391
Percent of Open Interest Represented by Each Category of Trader
5.7 47.7 1.3 59.5 7.3 5.2 8.2 23.8 1.3 5.7 5.0 0.6 12.5 7.9
Number of Traders in Each Category Total Traders: 461
21 39 13 171 49 96 64 80 55 18 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2024
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 48,660
Positions
32,642 46,643 0 12,199 647 0 1,041 538 0 0 0 0 2,778 832
Changes from: September 17, 2024 Total Change is: -6,389
1,500 5,609 -7,602 78 -369 0 372 -3,337 -244 0 0 0 -493 -446
Percent of Open Interest Represented by Each Category of Trader
67.1 95.9 0.0 25.1 1.3 0.0 2.1 1.1 0.0 0.0 0.0 0.0 5.7 1.7
Number of Traders in Each Category Total Traders: 27
6 5 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 12,718
Positions
1,390 10,826 0 8,946 514 0 0 814 0 0 0 0 2,382 564
Changes from: September 17, 2024 Total Change is: -10,521
-1,607 701 -8,321 -18 514 0 0 -2,924 -114 0 0 0 -461 -377
Percent of Open Interest Represented by Each Category of Trader
10.9 85.1 0.0 70.3 4.0 0.0 0.0 6.4 0.0 0.0 0.0 0.0 18.7 4.4
Number of Traders in Each Category Total Traders: 22
. 8 0 9 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 28,986
Positions
5,633 20,351 0 16,840 5,185 165 2,054 2,305 1 0 0 0 4,293 979
Changes from: September 17, 2024 Total Change is: -16,766
-719 -8,524 -8,025 -421 874 -241 -6,876 -559 -189 0 0 0 -295 -102
Percent of Open Interest Represented by Each Category of Trader
19.4 70.2 0.0 58.1 17.9 0.6 7.1 8.0 0.0 0.0 0.0 0.0 14.8 3.4
Number of Traders in Each Category Total Traders: 36
. 7 0 15 . . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 95,993
Positions
2,080 0 0 26,036 319 932 14,232 21,652 140 1,321 1,601 0 51,252 71,349
Changes from: September 17, 2024 Total Change is: -78,738
-2,064 0 0 -1,278 -88 -2 -22,077 -36,351 -13,028 342 -27,835 -2,271 -38,360 837
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.0 27.1 0.3 1.0 14.8 22.6 0.1 1.4 1.7 0.0 53.4 74.3
Number of Traders in Each Category Total Traders: 30
. 0 0 13 . 5 6 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 527,573
Positions
207,075 199,418 132,343 1,634 38,000 0 77,164 56,547 93,016 11,061 634 1,250 4,030 6,365
Changes from: September 17, 2024 Total Change is: -79,229
28,552 37,206 -65,074 0 0 0 14,040 4,363 -57,882 599 634 -634 1,170 2,158
Percent of Open Interest Represented by Each Category of Trader
39.3 37.8 25.1 0.3 7.2 0.0 14.6 10.7 17.6 2.1 0.1 0.2 0.8 1.2
Number of Traders in Each Category Total Traders: 47
10 14 17 . . 0 9 5 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 32,422
Positions
3,327 4,472 115 17,535 21,017 1,325 1,025 1,148 19 0 688 0 9,076 3,638
Changes from: September 17, 2024 Total Change is: -2,314
-2,048 1,415 -1,109 824 -1,834 -30 -138 -101 14 -236 -694 0 409 25
Percent of Open Interest Represented by Each Category of Trader
10.3 13.8 0.4 54.1 64.8 4.1 3.2 3.5 0.1 0.0 2.1 0.0 28.0 11.2
Number of Traders in Each Category Total Traders: 63
4 8 . 28 15 9 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 232,823
Positions
33,745 92,424 4,062 85,948 21,153 3,746 25,587 73,295 3,789 32,508 4,998 544 42,894 28,812
Changes from: September 17, 2024 Total Change is: -45,549
1,618 -3,100 -11,431 8,773 -1,845 -8,218 2,680 -3,515 -11,194 -23,489 -165 -1,307 -2,981 -4,774
Percent of Open Interest Represented by Each Category of Trader
14.5 39.7 1.7 36.9 9.1 1.6 11.0 31.5 1.6 14.0 2.1 0.2 18.4 12.4
Number of Traders in Each Category Total Traders: 259
24 21 10 73 18 18 46 43 29 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 227,746
Positions
33,555 92,593 3,771 85,670 21,153 3,739 26,508 72,809 2,124 32,294 4,856 482 39,603 26,219
Changes from: September 17, 2024 Total Change is: -39,704
1,369 -4,695 -9,646 8,770 -1,845 -8,217 2,390 -5,821 -7,059 -24,712 -133 -90 -2,509 -2,198
Percent of Open Interest Represented by Each Category of Trader
14.7 40.7 1.7 37.6 9.3 1.6 11.6 32.0 0.9 14.2 2.1 0.2 17.4 11.5
Number of Traders in Each Category Total Traders: 232
20 20 8 70 18 18 42 38 24 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 50,770
Positions
4,800 1,207 8 2,781 0 69 5,773 19,843 1,666 2,767 2,046 0 32,906 25,931
Changes from: September 17, 2024 Total Change is: -58,448
-15,364 -1,901 4 27 0 -8 -27,816 -7,663 -10,633 346 -12,207 -284 -4,720 -25,756
Percent of Open Interest Represented by Each Category of Trader
9.5 2.4 0.0 5.5 0.0 0.1 11.4 39.1 3.3 5.5 4.0 0.0 64.8 51.1
Number of Traders in Each Category Total Traders: 44
4 . . 6 0 . 10 11 8 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 442,047
Positions
49,323 147,136 5,125 228,310 113,936 29,777 55,701 96,287 12,035 29,196 19,705 35 32,545 18,011
Changes from: September 17, 2024 Total Change is: -85,093
-14,038 14,639 -47,360 16,979 -3,706 -8,558 -5,875 -11,871 -24,638 147 -34 -1,888 138 -1,677
Percent of Open Interest Represented by Each Category of Trader
11.2 33.3 1.2 51.6 25.8 6.7 12.6 21.8 2.7 6.6 4.5 0.0 7.4 4.1
Number of Traders in Each Category Total Traders: 332
26 21 4 102 46 37 45 71 24 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 29,650
Positions
14,258 12,397 0 12,262 16,466 296 1,102 0 0 0 0 0 1,732 491
Changes from: September 17, 2024 Total Change is: -5,432
-2,537 -2,929 -1,901 -221 106 0 204 -207 -478 0 0 0 -499 -23
Percent of Open Interest Represented by Each Category of Trader
48.1 41.8 0.0 41.4 55.5 1.0 3.7 0.0 0.0 0.0 0.0 0.0 5.8 1.7
Number of Traders in Each Category Total Traders: 25
. 5 0 12 4 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 36,643
Positions
11,695 506 747 8,562 1,265 1,436 6,344 2,026 1 325 1,701 97 7,436 28,864
Changes from: September 17, 2024 Total Change is: 1,370
1,197 24 -15 -337 76 0 216 -3 -1 31 935 97 182 257
Percent of Open Interest Represented by Each Category of Trader
31.9 1.4 2.0 23.4 3.5 3.9 17.3 5.5 0.0 0.9 4.6 0.3 20.3 78.8
Number of Traders in Each Category Total Traders: 45
12 . . 10 . 4 11 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 413,438
Positions
29,735 236,576 1,412 298,216 66,570 35,577 26,910 26,359 327 6,936 41,052 518 13,807 5,047
Changes from: September 17, 2024 Total Change is: -101,712
-3,757 12,486 -90,201 2,901 654 -2,407 3,081 -4,027 -4,126 -9 -4,743 -1,230 -5,964 -8,118
Percent of Open Interest Represented by Each Category of Trader
7.2 57.2 0.3 72.1 16.1 8.6 6.5 6.4 0.1 1.7 9.9 0.1 3.3 1.2
Number of Traders in Each Category Total Traders: 184
11 15 4 79 36 37 23 13 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,105,050
Positions
68,077 564,481 20,992 700,195 126,988 93,364 127,676 146,996 6,556 56,281 133,213 1,252 30,657 11,208
Changes from: September 17, 2024 Total Change is: -276,828
-3,854 -65,767 -204,330 30,616 -17,808 -13,030 7,848 48,421 -11,909 10,812 77,079 -71,235 -21,746 -18,249
Percent of Open Interest Represented by Each Category of Trader
6.2 51.1 1.9 63.4 11.5 8.4 11.6 13.3 0.6 5.1 12.1 0.1 2.8 1.0
Number of Traders in Each Category Total Traders: 389
25 18 7 178 39 71 63 30 19 24 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 318,307
Positions
20,101 229,341 33,211 69,856 0 1,350 152,956 16,270 31,329 6,722 5,832 0 2,782 974
Changes from: September 17, 2024 Total Change is: 21,629
-2,879 24,229 1,161 2,237 0 0 20,513 -4,183 332 303 0 0 -38 90
Percent of Open Interest Represented by Each Category of Trader
6.3 72.1 10.4 21.9 0.0 0.4 48.1 5.1 9.8 2.1 1.8 0.0 0.9 0.3
Number of Traders in Each Category Total Traders: 80
9 20 17 13 0 . 28 . 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 30,973
Positions
3,097 10,541 1,001 3,566 0 0 23,065 19,189 242 0 0 0 2 0
Changes from: September 17, 2024 Total Change is: -13,993
-1,502 -10,307 -365 -2,096 0 0 -9,010 -2,316 -1,005 0 0 0 -15 0
Percent of Open Interest Represented by Each Category of Trader
10.0 34.0 3.2 11.5 0.0 0.0 74.5 62.0 0.8 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
6 6 5 . 0 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,755,961
Positions
37,137 131,633 3,018 934,484 415,195 196,316 205,130 796,799 7,238 119,361 65,221 2,200 251,077 138,341
Changes from: September 17, 2024 Total Change is: -1,689
-7,281 -10,736 -629 -4,659 -2,573 970 10,840 7,370 -4,931 839 5,761 -6 3,168 3,085
Percent of Open Interest Represented by Each Category of Trader
2.1 7.5 0.2 53.2 23.6 11.2 11.7 45.4 0.4 6.8 3.7 0.1 14.3 7.9
Number of Traders in Each Category Total Traders: 217
9 23 5 75 27 54 15 43 19 13 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,710,877
Positions
8,525 67,164 3,660 1,081,574 363,767 283,121 71,213 724,014 23,072 53,270 87,069 0 186,442 159,010
Changes from: September 17, 2024 Total Change is: -14,272
67 -17,170 1,212 -1,967 13,632 -922 1,171 -15,359 3,864 -3,728 -3,703 0 -13,969 4,174
Percent of Open Interest Represented by Each Category of Trader
0.5 3.9 0.2 63.2 21.3 16.5 4.2 42.3 1.3 3.1 5.1 0.0 10.9 9.3
Number of Traders in Each Category Total Traders: 177
. 13 6 80 30 59 10 28 11 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 4,473,020
Positions
170,358 434,336 7,026 2,579,540 475,955 393,825 445,448 2,738,950 101,190 484,807 217,198 2,234 288,592 102,306
Changes from: September 17, 2024 Total Change is: 158,679
27,524 -21,125 2,203 15,334 74,360 -4,087 77,876 116,923 233 30,151 8,465 152 9,293 -18,445
Percent of Open Interest Represented by Each Category of Trader
3.8 9.7 0.2 57.7 10.6 8.8 10.0 61.2 2.3 10.8 4.9 0.0 6.5 2.3
Number of Traders in Each Category Total Traders: 463
43 29 10 164 29 88 75 62 35 48 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 4,942,174
Positions
415,555 495,659 31,736 2,534,708 824,687 624,145 246,252 2,307,097 85,587 518,974 208,679 9,039 476,178 355,545
Changes from: September 17, 2024 Total Change is: 42,829
-33,429 18,397 -6,603 71,717 -2,791 -37,874 59,170 35,623 -5,353 -8,774 7,916 7,159 -3,184 26,355
Percent of Open Interest Represented by Each Category of Trader
8.4 10.0 0.6 51.3 16.7 12.6 5.0 46.7 1.7 10.5 4.2 0.2 9.6 7.2
Number of Traders in Each Category Total Traders: 394
26 30 9 126 50 92 45 77 39 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 2,121,928
Positions
25,900 218,648 4,993 991,208 701,414 417,070 251,284 328,866 24,112 149,207 110,590 33,707 224,447 282,528
Changes from: September 17, 2024 Total Change is: 9,822
650 -1,190 -723 -16,099 -23,747 16,347 5,148 22,732 -2,760 -4,883 -10,703 298 11,844 9,568
Percent of Open Interest Represented by Each Category of Trader
1.2 10.3 0.2 46.7 33.1 19.7 11.8 15.5 1.1 7.0 5.2 1.6 10.6 13.3
Number of Traders in Each Category Total Traders: 201
. 22 . 53 58 64 16 30 12 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 4,286
Positions
0 0 0 0 0 0 1,385 184 1,797 346 873 0 758 1,432
Changes from: September 17, 2024 Total Change is: 644
0 0 0 0 0 0 -705 -1,623 1,715 -140 290 0 -226 262
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 32.3 4.3 41.9 8.1 20.4 0.0 17.7 33.4
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 4 . . 5 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 6,425,290
Positions
128,671 683,335 16,550 3,771,233 913,988 641,082 554,714 3,642,437 116,468 718,090 175,969 1,228 477,254 234,233
Changes from: September 17, 2024 Total Change is: 29,197
-719 62,904 -92 -10,336 4,048 669 6,903 -8,544 -8,402 18,365 -3,707 1,060 21,749 -18,739
Percent of Open Interest Represented by Each Category of Trader
2.0 10.6 0.3 58.7 14.2 10.0 8.6 56.7 1.8 11.2 2.7 0.0 7.4 3.6
Number of Traders in Each Category Total Traders: 411
23 31 9 156 32 96 57 70 36 28 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 2,285,187
Positions
387,991 360,765 470,433 45,667 29,561 75,259 606,571 654,743 628,026 38,620 14,764 1,915 30,705 49,721
Changes from: September 17, 2024 Total Change is: 16,726
-15,722 1,420 26,201 30,963 -45,753 7,587 -87,903 -726 48,048 19,075 -4,574 -2,192 -9,331 -13,285
Percent of Open Interest Represented by Each Category of Trader
17.0 15.8 20.6 2.0 1.3 3.3 26.5 28.7 27.5 1.7 0.6 0.1 1.3 2.2
Number of Traders in Each Category Total Traders: 173
31 40 56 4 8 5 40 43 56 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 60,560
Positions
23,927 19,552 6,828 123 90 87 2,099 7,519 26,390 1,028 0 57 21 37
Changes from: September 17, 2024 Total Change is: -14,939
-8,286 -8,248 -6,574 22 -269 -63 -703 -188 835 -201 -189 12 19 -255
Percent of Open Interest Represented by Each Category of Trader
39.5 32.3 11.3 0.2 0.1 0.1 3.5 12.4 43.6 1.7 0.0 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 51
13 14 15 . . . 7 10 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 is10,899,027
Positions
1,509,976 2,492,201 2,006,975 779,719 550,124 937,356 1,875,889 1,044,850 3,405,680 231,806 311,079 117,967 33,659 32,795
Changes from: September 17, 2024 Total Change is: -931,556
-148,463 -257,435 -220,171 -212,291 -35,137 -35,847 104,151 33,163 -368,951 -24,449 -29,746 -8,799 -16,736 -8,633
Percent of Open Interest Represented by Each Category of Trader
13.9 22.9 18.4 7.2 5.0 8.6 17.2 9.6 31.2 2.1 2.9 1.1 0.3 0.3
Number of Traders in Each Category Total Traders: 930
69 120 141 59 75 65 161 152 185 83 152 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,342,702
Positions
290,866 299,895 246,555 7,031 76,540 12,728 445,323 365,669 326,277 12,010 12,509 1,493 419 1,036
Changes from: September 17, 2024 Total Change is: 13,639
-13,672 36,318 -8,911 -1,379 11,734 1,047 -5,700 -61,548 41,112 859 -3,004 243 40 -3,352
Percent of Open Interest Represented by Each Category of Trader
21.7 22.3 18.4 0.5 5.7 0.9 33.2 27.2 24.3 0.9 0.9 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 213
39 49 63 5 10 5 40 50 57 11 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 27,443
Positions
0 100 0 57 58 0 18,372 12,329 8,180 824 6,732 0 10 44
Changes from: September 17, 2024 Total Change is: -546
0 0 0 0 0 0 1,584 1,440 -2,077 -53 71 0 0 20
Percent of Open Interest Represented by Each Category of Trader
0.0 0.4 0.0 0.2 0.2 0.0 66.9 44.9 29.8 3.0 24.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 20
0 . 0 . . 0 . 5 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 129,105
Positions
4,191 6,222 26,710 311 0 0 4,875 74,080 20,891 72,107 1,177 0 20 25
Changes from: September 17, 2024 Total Change is: -7,675
-11 -142 -1,758 0 0 0 0 -1,545 -4,278 -1,628 48 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.2 4.8 20.7 0.2 0.0 0.0 3.8 57.4 16.2 55.9 0.9 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 33
. . . . 0 0 . 4 . 16 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 92,116
Positions
7,332 9,867 1,253 65 36 0 1,040 61,438 10,263 72,144 9,184 0 19 75
Changes from: September 17, 2024 Total Change is: -1,237
-1 0 0 0 0 0 215 569 -2,801 1,350 1,000 0 0 -5
Percent of Open Interest Represented by Each Category of Trader
8.0 10.7 1.4 0.1 0.0 0.0 1.1 66.7 11.1 78.3 10.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 37
4 . . . . 0 . 9 . 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 30,542
Positions
1,040 3,833 1,302 9,233 365 406 1,985 20,623 1,511 13,060 950 572 1,433 980
Changes from: September 17, 2024 Total Change is: -453
26 73 404 -2,441 -51 -98 71 660 -287 2,847 -103 -1,170 195 119
Percent of Open Interest Represented by Each Category of Trader
3.4 12.5 4.3 30.2 1.2 1.3 6.5 67.5 4.9 42.8 3.1 1.9 4.7 3.2
Number of Traders in Each Category Total Traders: 116
7 6 5 14 . 4 20 51 22 6 9 .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 21,828
Positions
70 2,181 41 2,347 127 63 5,109 9,666 7,426 2,687 757 38 4,047 1,529
Changes from: September 17, 2024 Total Change is: -3,748
-23 953 36 1,636 0 -6 -3,629 -2,273 -2,351 380 -123 3 206 13
Percent of Open Interest Represented by Each Category of Trader
0.3 10.0 0.2 10.8 0.6 0.3 23.4 44.3 34.0 12.3 3.5 0.2 18.5 7.0
Number of Traders in Each Category Total Traders: 125
. 6 . 9 . . 16 19 10 58 15 .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 35,857
Positions
0 0 0 0 0 0 8,663 14,726 2 23,976 18,995 3 3,213 2,131
Changes from: September 17, 2024 Total Change is: -501
0 0 0 0 0 0 644 -2,949 -1,438 260 3,627 3 30 256
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 24.2 41.1 0.0 66.9 53.0 0.0 9.0 5.9
Number of Traders in Each Category Total Traders: 271
0 0 0 0 0 0 4 6 . 150 111 .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,489
Positions
268 996 0 1,541 122 268 998 3,373 229 2,291 823 81 813 597
Changes from: September 17, 2024 Total Change is: -229
28 49 0 187 -26 48 -143 129 -225 -332 -370 81 127 85
Percent of Open Interest Represented by Each Category of Trader
4.1 15.3 0.0 23.7 1.9 4.1 15.4 52.0 3.5 35.3 12.7 1.2 12.5 9.2
Number of Traders in Each Category Total Traders: 64
. 4 0 9 . 5 10 27 8 5 . .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 28,488
Positions
2,330 1,647 0 2,211 2,673 1,610 4,503 16,842 4,399 12,277 995 105 1,053 217
Changes from: September 17, 2024 Total Change is: -2,955
-1,455 597 -239 -2,640 3 870 -1,275 -4,037 618 1,012 -719 99 55 -147
Percent of Open Interest Represented by Each Category of Trader
8.2 5.8 0.0 7.8 9.4 5.7 15.8 59.1 15.4 43.1 3.5 0.4 3.7 0.8
Number of Traders in Each Category Total Traders: 131
. . 0 6 . . 13 12 5 83 9 .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 20,040
Positions
0 0 0 0 0 0 509 14,222 24 17,298 5,137 0 2,209 657
Changes from: September 17, 2024 Total Change is: 1,497
0 0 0 0 0 0 -424 1,494 24 2,168 -166 0 -271 145
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 2.5 71.0 0.1 86.3 25.6 0.0 11.0 3.3
Number of Traders in Each Category Total Traders: 156
0 0 0 0 0 0 4 6 . 106 40 0
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 27,029
Positions
3,246 0 0 5,736 7,334 660 13,306 11,758 1,108 859 2,197 17 2,097 3,955
Changes from: September 17, 2024 Total Change is: 2,270
27 0 0 -141 832 30 2,094 1,458 1 102 -185 -5 162 139
Percent of Open Interest Represented by Each Category of Trader
12.0 0.0 0.0 21.2 27.1 2.4 49.2 43.5 4.1 3.2 8.1 0.1 7.8 14.6
Number of Traders in Each Category Total Traders: 91
. 0 0 13 6 . 16 27 4 6 21 .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 317,480
Positions
25,056 25,320 21,405 45,587 41,309 25,961 69,545 74,734 62,447 8,046 5,271 31,468 27,965 29,565
Changes from: September 17, 2024 Total Change is: -38,588
-18,516 3,041 -4,892 -7,051 -2,415 316 13,955 -8,075 -26,168 752 -221 625 2,391 -799
Percent of Open Interest Represented by Each Category of Trader
7.9 8.0 6.7 14.4 13.0 8.2 21.9 23.5 19.7 2.5 1.7 9.9 8.8 9.3
Number of Traders in Each Category Total Traders: 184
16 12 22 15 24 23 37 41 48 14 11 21
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Traders in Financial Futures - Futures Only Positions as of September 24, 2024
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 172,367
Positions
152,106 149,026 0 18,075 11,717 39 1,307 10,909 0 460 533 0 380 143
Changes from: September 17, 2024 Total Change is: -21,577
-4,959 1,447 -12,116 426 -10,159 39 -1,045 487 -1,512 -2,302 383 -126 18 -20
Percent of Open Interest Represented by Each Category of Trader
88.2 86.5 0.0 10.5 6.8 0.0 0.8 6.3 0.0 0.3 0.3 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 55
7 . 0 13 9 . 4 6 0 9 4 0
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Updated September 27, 2024