Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 176,520 Positions 50,244 28,852 4,911 52,787 56,328 3,219 9,797 39,618 11,915 10,212 2,803 571 32,865 28,304 Changes from: January 30, 2024 Total Change is: 3,012 1,352 -7,427 1,323 6,542 1,401 -52 -7,177 2,296 2,593 -279 926 -41 -1,250 1,992 Percent of Open Interest Represented by Each Category of Trader 28.5 16.3 2.8 29.9 31.9 1.8 5.5 22.4 6.8 5.8 1.6 0.3 18.6 16.0 Number of Traders in Each Category Total Traders: 107 6 8 7 19 22 8 11 29 16 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 59,271 Positions 14,567 5,939 817 14,135 18,773 615 9,236 10,773 6,326 1,238 0 0 12,336 16,027 Changes from: January 30, 2024 Total Change is: 5,702 3,959 -362 -102 895 873 11 -663 3,306 1,739 0 0 0 -136 238 Percent of Open Interest Represented by Each Category of Trader 24.6 10.0 1.4 23.8 31.7 1.0 15.6 18.2 10.7 2.1 0.0 0.0 20.8 27.0 Number of Traders in Each Category Total Traders: 49 7 4 . 6 13 4 11 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 232,121 Positions 36,277 9,374 12,888 46,956 91,462 7,119 68,052 40,446 33,629 408 4,282 1,045 25,747 31,876 Changes from: January 30, 2024 Total Change is: 7,664 10,389 -7,187 595 -6,532 4,509 -830 10,175 7,916 -1,599 229 503 -44 -4,718 3,803 Percent of Open Interest Represented by Each Category of Trader 15.6 4.0 5.6 20.2 39.4 3.1 29.3 17.4 14.5 0.2 1.8 0.5 11.1 13.7 Number of Traders in Each Category Total Traders: 123 7 6 7 13 31 12 30 27 19 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 295,757 Positions 81,549 13,080 5,497 68,826 107,236 8,131 37,444 85,023 32,542 17,762 2,784 0 44,006 41,465 Changes from: January 30, 2024 Total Change is: 22,385 9,775 2,749 522 1,226 7,712 322 4,464 6,741 4,897 1,529 972 0 -350 -1,529 Percent of Open Interest Represented by Each Category of Trader 27.6 4.4 1.9 23.3 36.3 2.7 12.7 28.7 11.0 6.0 0.9 0.0 14.9 14.0 Number of Traders in Each Category Total Traders: 164 14 5 6 25 32 16 29 41 21 13 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 835,474 Positions 25,742 393,370 29,659 484,734 127,919 36,595 60,086 95,943 81,109 32,764 11,441 4,044 80,741 55,395 Changes from: January 30, 2024 Total Change is: 16,757 4,438 -39,054 5,991 -2,432 17,402 1,804 -2,583 20,728 7,506 2,702 949 -113 -556 1,543 Percent of Open Interest Represented by Each Category of Trader 3.1 47.1 3.6 58.0 15.3 4.4 7.2 11.5 9.7 3.9 1.4 0.5 9.7 6.6 Number of Traders in Each Category Total Traders: 315 14 18 15 113 41 51 38 54 33 25 12 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 29,386 Positions 485 10,940 0 15,585 7,506 1,456 453 2,391 0 0 0 0 11,407 7,093 Changes from: January 30, 2024 Total Change is: 200 6 17 0 42 855 0 0 -539 0 0 0 0 152 -133 Percent of Open Interest Represented by Each Category of Trader 1.7 37.2 0.0 53.0 25.5 5.0 1.5 8.1 0.0 0.0 0.0 0.0 38.8 24.1 Number of Traders in Each Category Total Traders: 24 . . 0 15 . 5 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 197,106 Positions 83,856 1,750 1,916 32,320 122,083 5,189 28,003 19,192 17,206 6,950 433 58 21,607 29,279 Changes from: January 30, 2024 Total Change is: 15,885 14,525 -198 -52 1,486 12,581 -1,255 4,867 916 -2,197 -121 3 -43 -1,325 6,129 Percent of Open Interest Represented by Each Category of Trader 42.5 0.9 1.0 16.4 61.9 2.6 14.2 9.7 8.7 3.5 0.2 0.0 11.0 14.9 Number of Traders in Each Category Total Traders: 109 12 . 6 16 23 13 25 24 19 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 262,536 Positions 1,708 93,779 2,167 152,241 3,227 880 89,621 61,006 5,369 2,750 93,792 29 7,771 2,287 Changes from: January 30, 2024 Total Change is: 11,180 -244 7,728 431 5,899 50 13 6,954 4,043 -2,262 426 1,375 1 -39 -200 Percent of Open Interest Represented by Each Category of Trader 0.7 35.7 0.8 58.0 1.2 0.3 34.1 23.2 2.0 1.0 35.7 0.0 3.0 0.9 Number of Traders in Each Category Total Traders: 179 . 9 4 33 7 4 73 23 12 13 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 61,058 Positions 3,898 35,171 138 38,387 2,868 1 11,966 18,856 0 3,518 2,820 0 3,150 1,204 Changes from: January 30, 2024 Total Change is: -16,338 1,291 -1,363 -9,539 1,934 724 -159 -2,338 22 -5,681 -1,457 -133 -150 -239 -59 Percent of Open Interest Represented by Each Category of Trader 6.4 57.6 0.2 62.9 4.7 0.0 19.6 30.9 0.0 5.8 4.6 0.0 5.2 2.0 Number of Traders in Each Category Total Traders: 77 5 6 . 15 5 . 21 10 0 9 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 39,310 Positions 6,468 1,757 8 10,716 19,182 2,123 14,397 10,891 750 516 407 0 4,332 4,192 Changes from: January 30, 2024 Total Change is: 2,328 -496 -112 -13 1,442 -688 819 554 965 165 116 262 0 -259 930 Percent of Open Interest Represented by Each Category of Trader 16.5 4.5 0.0 27.3 48.8 5.4 36.6 27.7 1.9 1.3 1.0 0.0 11.0 10.7 Number of Traders in Each Category Total Traders: 85 7 5 . 10 20 6 18 19 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 11,007 Positions 0 2,776 0 5,286 2,235 77 4,426 4,256 0 105 0 0 1,113 1,663 Changes from: January 30, 2024 Total Change is: -1,242 0 328 0 -91 -262 0 -1,030 -1,212 0 105 0 0 -226 -96 Percent of Open Interest Represented by Each Category of Trader 0.0 25.2 0.0 48.0 20.3 0.7 40.2 38.7 0.0 1.0 0.0 0.0 10.1 15.1 Number of Traders in Each Category Total Traders: 28 0 4 0 . 4 . 8 9 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 104,460 Positions 31,927 63,448 1,332 22,715 2,033 4,412 26,562 15,910 1,525 1,231 3,750 13 14,744 12,037 Changes from: January 30, 2024 Total Change is: -5,960 1,375 -1,712 -46 198 -1,884 1,009 -6,257 -362 -388 -1,136 -24 -4 -711 -2,549 Percent of Open Interest Represented by Each Category of Trader 30.6 60.7 1.3 21.7 1.9 4.2 25.4 15.2 1.5 1.2 3.6 0.0 14.1 11.5 Number of Traders in Each Category Total Traders: 103 10 16 7 22 4 6 26 17 16 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 104,460 Positions 31,927 63,448 1,332 22,715 2,033 4,412 26,562 15,910 1,525 1,231 3,750 13 14,744 12,037 Changes from: January 30, 2024 Total Change is: -3,463 1,448 -1,547 -44 198 -1,884 1,009 -5,023 -228 222 -1,058 -4 -4 -211 -983 Percent of Open Interest Represented by Each Category of Trader 30.6 60.7 1.3 21.7 1.9 4.2 25.4 15.2 1.5 1.2 3.6 0.0 14.1 11.5 Number of Traders in Each Category Total Traders: 103 10 16 7 22 4 6 26 17 16 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 58,070 Positions 24,021 45,725 0 26,112 5,978 1,819 3,393 3,582 0 0 0 0 2,725 966 Changes from: January 30, 2024 Total Change is: -3,615 -462 -4,855 0 -3,476 347 358 101 445 0 0 0 0 -136 90 Percent of Open Interest Represented by Each Category of Trader 41.4 78.7 0.0 45.0 10.3 3.1 5.8 6.2 0.0 0.0 0.0 0.0 4.7 1.7 Number of Traders in Each Category Total Traders: 38 5 6 0 16 4 . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 3,331,484 Positions 282,048 819,631 266,369 1,173,946 261,084 175,303 150,615 574,570 806,787 147,801 159,547 16,529 312,085 251,664 Changes from: January 30, 2024 Total Change is: -23,357 25,656 -21,255 4,893 -32,225 21,716 1,124 -16,018 -24,687 -3,922 10,735 3,097 -4,231 -9,371 -92 Percent of Open Interest Represented by Each Category of Trader 8.5 24.6 8.0 35.2 7.8 5.3 4.5 17.2 24.2 4.4 4.8 0.5 9.4 7.6 Number of Traders in Each Category Total Traders: 584 36 36 43 177 68 116 76 98 117 55 35 55 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 23,801 Positions 11,316 13,601 0 5,204 7,882 65 5,361 828 0 0 0 0 1,855 1,425 Changes from: January 30, 2024 Total Change is: 4,995 1,612 -455 0 137 5,295 0 2,991 -49 0 0 0 0 255 204 Percent of Open Interest Represented by Each Category of Trader 47.5 57.1 0.0 21.9 33.1 0.3 22.5 3.5 0.0 0.0 0.0 0.0 7.8 6.0 Number of Traders in Each Category Total Traders: 27 6 5 0 . 6 . 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 25,336 Positions 7,615 20,740 12 10,568 2,234 257 4,633 750 0 0 0 0 2,251 1,343 Changes from: January 30, 2024 Total Change is: 1,182 1,513 -663 0 -2,561 1,905 31 2,026 266 0 0 0 0 173 -357 Percent of Open Interest Represented by Each Category of Trader 30.1 81.9 0.0 41.7 8.8 1.0 18.3 3.0 0.0 0.0 0.0 0.0 8.9 5.3 Number of Traders in Each Category Total Traders: 35 7 9 . 11 . . 4 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 3,312,005 Positions 281,594 819,683 266,061 1,172,400 261,209 174,896 151,487 579,293 794,985 147,801 156,270 16,517 306,262 243,091 Changes from: January 30, 2024 Total Change is: -22,610 25,657 -21,208 4,830 -31,691 21,858 1,130 -14,413 -24,400 -5,418 10,911 2,263 -4,235 -9,382 2,571 Percent of Open Interest Represented by Each Category of Trader 8.5 24.7 8.0 35.4 7.9 5.3 4.6 17.5 24.0 4.5 4.7 0.5 9.2 7.3 Number of Traders in Each Category Total Traders: 574 35 35 42 175 68 115 75 97 114 55 32 53 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 41,157 Positions 27,547 37,816 0 10,242 528 0 801 1,311 0 0 0 0 2,567 1,502 Changes from: January 30, 2024 Total Change is: 1,567 200 1,598 0 1,421 0 0 79 -89 0 0 0 0 -133 58 Percent of Open Interest Represented by Each Category of Trader 66.9 91.9 0.0 24.9 1.3 0.0 1.9 3.2 0.0 0.0 0.0 0.0 6.2 3.6 Number of Traders in Each Category Total Traders: 30 5 8 0 9 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 32,899 Positions 6,286 18,447 0 8,243 9,398 161 15,852 2,874 11 0 0 0 2,346 2,008 Changes from: January 30, 2024 Total Change is: -3,120 -407 -6,944 0 -7,474 3,582 0 5,351 39 0 0 0 0 -590 203 Percent of Open Interest Represented by Each Category of Trader 19.1 56.1 0.0 25.1 28.6 0.5 48.2 8.7 0.0 0.0 0.0 0.0 7.1 6.1 Number of Traders in Each Category Total Traders: 35 6 6 0 9 5 . . 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 25,828 Positions 5,895 21,851 0 17,743 1,448 0 860 1,584 0 0 0 0 1,330 945 Changes from: January 30, 2024 Total Change is: -80 0 -118 0 -18 0 0 -46 156 0 0 0 0 -16 -118 Percent of Open Interest Represented by Each Category of Trader 22.8 84.6 0.0 68.7 5.6 0.0 3.3 6.1 0.0 0.0 0.0 0.0 5.1 3.7 Number of Traders in Each Category Total Traders: 22 . 7 0 7 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 194,789 Positions 7,583 2,528 27 18,724 2,016 812 70,436 31,929 38,859 0 32,775 119 58,229 85,725 Changes from: January 30, 2024 Total Change is: -7,472 628 159 -5 -3,899 23 -1,493 -1,831 11,353 746 -1,767 8,334 39 109 -26,628 Percent of Open Interest Represented by Each Category of Trader 3.9 1.3 0.0 9.6 1.0 0.4 36.2 16.4 19.9 0.0 16.8 0.1 29.9 44.0 Number of Traders in Each Category Total Traders: 33 . . . 10 . 5 7 7 6 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 400,068 Positions 157,519 149,053 126,890 1,634 38,000 0 22,803 18,765 63,171 25,277 0 250 2,524 3,939 Changes from: January 30, 2024 Total Change is: 13,764 8,038 -3,061 4,500 0 0 0 -7,864 2,200 9,089 0 0 0 1 1,036 Percent of Open Interest Represented by Each Category of Trader 39.4 37.3 31.7 0.4 9.5 0.0 5.7 4.7 15.8 6.3 0.0 0.1 0.6 1.0 Number of Traders in Each Category Total Traders: 38 11 11 18 . . 0 4 5 8 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 37,738 Positions 5,180 6,409 131 20,762 21,189 2,563 1,081 2,660 216 0 404 0 7,805 4,166 Changes from: January 30, 2024 Total Change is: -3,440 217 -3,391 -4 -2,833 -193 393 -777 -1,353 201 0 404 0 -637 503 Percent of Open Interest Represented by Each Category of Trader 13.7 17.0 0.3 55.0 56.1 6.8 2.9 7.0 0.6 0.0 1.1 0.0 20.7 11.0 Number of Traders in Each Category Total Traders: 67 7 4 . 31 15 11 . 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 345,977 Positions 47,134 115,233 16,145 121,139 25,129 4,471 47,935 80,571 50,511 9,739 8,714 2,452 46,450 42,750 Changes from: January 30, 2024 Total Change is: -12,202 -3,832 -9,014 70 -1,815 -671 943 -6,512 403 -2,236 3,721 -2,344 414 -2,953 234 Percent of Open Interest Represented by Each Category of Trader 13.6 33.3 4.7 35.0 7.3 1.3 13.9 23.3 14.6 2.8 2.5 0.7 13.4 12.4 Number of Traders in Each Category Total Traders: 325 28 25 15 86 23 34 51 53 41 23 35 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 329,487 Positions 47,358 115,676 14,981 120,900 25,129 4,460 56,520 90,454 30,651 10,827 8,204 1,226 42,563 38,705 Changes from: January 30, 2024 Total Change is: -13,690 -3,779 -8,853 -207 -1,813 -671 943 -4,557 2,272 -5,401 4,344 -1,872 -250 -2,971 349 Percent of Open Interest Represented by Each Category of Trader 14.4 35.1 4.5 36.7 7.6 1.4 17.2 27.5 9.3 3.3 2.5 0.4 12.9 11.7 Number of Traders in Each Category Total Traders: 295 25 24 12 83 23 33 45 48 36 20 27 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 164,902 Positions 9,374 7,193 21 2,388 0 108 109,593 96,605 3,168 932 16,909 448 38,870 40,449 Changes from: January 30, 2024 Total Change is: 14,877 2,230 1,143 1 -28 0 2 12,390 13,250 -290 385 1,903 11 176 -1,144 Percent of Open Interest Represented by Each Category of Trader 5.7 4.4 0.0 1.4 0.0 0.1 66.5 58.6 1.9 0.6 10.3 0.3 23.6 24.5 Number of Traders in Each Category Total Traders: 47 4 . . 4 0 . 11 12 8 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 497,139 Positions 93,806 132,436 13,608 189,872 152,631 34,409 91,244 109,944 16,378 22,615 13,959 1,094 34,112 22,679 Changes from: January 30, 2024 Total Change is: -32,434 931 -5,618 -447 -20,094 -13,927 2,890 -13,319 -12,331 753 -1,345 -2,430 22 -1,825 -1,346 Percent of Open Interest Represented by Each Category of Trader 18.9 26.6 2.7 38.2 30.7 6.9 18.4 22.1 3.3 4.5 2.8 0.2 6.9 4.6 Number of Traders in Each Category Total Traders: 359 35 19 8 100 60 45 54 66 35 10 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50) CFTC Code #239744 Open Interest is 30,943 Positions 16,611 14,733 0 12,688 14,360 0 630 828 0 0 0 0 1,014 1,022 Changes from: January 30, 2024 Total Change is: 481 68 321 0 474 36 0 41 0 0 0 0 0 -102 124 Percent of Open Interest Represented by Each Category of Trader 53.7 47.6 0.0 41.0 46.4 0.0 2.0 2.7 0.0 0.0 0.0 0.0 3.3 3.3 Number of Traders in Each Category Total Traders: 26 . 9 0 8 4 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 16,506 Positions 0 8,583 0 10,749 0 6 1,452 1,732 0 423 3,925 0 3,876 2,260 Changes from: January 30, 2024 Total Change is: -294 0 88 0 -39 0 0 2 -1,006 0 0 486 0 -257 138 Percent of Open Interest Represented by Each Category of Trader 0.0 52.0 0.0 65.1 0.0 0.0 8.8 10.5 0.0 2.6 23.8 0.0 23.5 13.7 Number of Traders in Each Category Total Traders: 27 0 5 0 12 0 . . 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 49,116 Positions 7,159 15,315 1,596 13,063 1,554 692 12,516 8,141 659 5,806 2,071 0 7,625 19,088 Changes from: January 30, 2024 Total Change is: 446 374 -703 30 -129 8 -3 -38 1,880 332 491 -270 0 -611 -828 Percent of Open Interest Represented by Each Category of Trader 14.6 31.2 3.2 26.6 3.2 1.4 25.5 16.6 1.3 11.8 4.2 0.0 15.5 38.9 Number of Traders in Each Category Total Traders: 62 8 6 . 13 . 5 18 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 425,165 Positions 37,236 245,394 1,325 306,499 69,629 23,703 30,768 17,740 1,244 10,448 56,980 993 12,949 8,157 Changes from: January 30, 2024 Total Change is: 2,634 96 4,382 144 9,793 -500 -4,786 -1,487 -544 402 -868 3,597 39 -699 -100 Percent of Open Interest Represented by Each Category of Trader 8.8 57.7 0.3 72.1 16.4 5.6 7.2 4.2 0.3 2.5 13.4 0.2 3.0 1.9 Number of Traders in Each Category Total Traders: 198 10 17 6 80 39 35 26 16 10 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,039,510 Positions 102,500 306,912 11,565 621,264 396,311 105,778 106,385 143,192 5,668 55,638 53,725 3,042 27,670 13,317 Changes from: January 30, 2024 Total Change is: 4,317 823 -1,762 830 13,099 14,666 -11,213 1,769 -10,366 -1,608 621 13,954 -230 226 46 Percent of Open Interest Represented by Each Category of Trader 9.9 29.5 1.1 59.8 38.1 10.2 10.2 13.8 0.5 5.4 5.2 0.3 2.7 1.3 Number of Traders in Each Category Total Traders: 390 27 18 8 150 70 78 53 38 26 23 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 211,109 Positions 12,456 141,527 22,947 44,926 0 1,719 84,768 7,968 31,316 9,869 4,605 0 3,108 1,027 Changes from: January 30, 2024 Total Change is: 6,631 1,156 961 1,375 207 0 18 1,527 2,006 1,782 8 0 0 558 490 Percent of Open Interest Represented by Each Category of Trader 5.9 67.0 10.9 21.3 0.0 0.8 40.2 3.8 14.8 4.7 2.2 0.0 1.5 0.5 Number of Traders in Each Category Total Traders: 76 6 19 15 10 0 . 28 5 13 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 55,897 Positions 605 27,347 2,896 8,894 0 0 41,634 23,938 1,716 150 0 0 2 0 Changes from: January 30, 2024 Total Change is: 450 150 378 -164 100 0 0 360 232 4 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 1.1 48.9 5.2 15.9 0.0 0.0 74.5 42.8 3.1 0.3 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 20 . 10 6 . 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,636,674 Positions 31,158 190,485 45,898 789,244 299,805 187,419 69,251 479,477 180,628 109,862 84,723 5,349 217,866 162,889 Changes from: January 30, 2024 Total Change is: 76,445 330 -13,473 11,021 4,471 16,726 -1,484 -10,705 -1,592 74,349 3,457 -9,535 -417 -4,577 850 Percent of Open Interest Represented by Each Category of Trader 1.9 11.6 2.8 48.2 18.3 11.5 4.2 29.3 11.0 6.7 5.2 0.3 13.3 10.0 Number of Traders in Each Category Total Traders: 205 12 20 22 64 33 57 13 42 41 6 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,654,512 Positions 13,833 84,034 1,215 1,026,581 306,976 290,791 95,017 767,555 18,854 42,808 36,391 14 165,399 148,681 Changes from: January 30, 2024 Total Change is: 5,110 -2,388 -9,956 271 -6,399 7,196 5,099 2,598 5,127 -206 6,572 1,839 0 -437 -4,259 Percent of Open Interest Represented by Each Category of Trader 0.8 5.1 0.1 62.0 18.6 17.6 5.7 46.4 1.1 2.6 2.2 0.0 10.0 9.0 Number of Traders in Each Category Total Traders: 182 5 12 7 77 34 60 15 30 17 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 4,001,448 Positions 145,508 493,051 11,864 1,812,190 486,794 327,010 785,805 2,272,105 105,753 522,980 153,758 20,277 270,060 130,835 Changes from: January 30, 2024 Total Change is: 25,638 14,382 33,892 -2,341 55,793 12,401 -8,985 -65,754 -52,210 14,632 6,152 15,924 4,958 6,800 7,366 Percent of Open Interest Represented by Each Category of Trader 3.6 12.3 0.3 45.3 12.2 8.2 19.6 56.8 2.6 13.1 3.8 0.5 6.7 3.3 Number of Traders in Each Category Total Traders: 457 33 23 18 161 46 91 63 69 46 51 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 5,591,788 Positions 125,400 362,866 271,875 2,443,638 1,068,315 769,072 287,385 1,840,929 618,623 543,109 179,858 88,729 443,957 391,522 Changes from: January 30, 2024 Total Change is: 231,696 -8,837 13,394 33,614 -53,888 -11,843 65,903 -20,047 -70,962 167,864 4,369 -2,161 35,612 7,106 276 Percent of Open Interest Represented by Each Category of Trader 2.2 6.5 4.9 43.7 19.1 13.8 5.1 32.9 11.1 9.7 3.2 1.6 7.9 7.0 Number of Traders in Each Category Total Traders: 425 20 32 38 126 57 109 44 95 90 38 13 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 2,185,915 Positions 90,247 181,887 3,313 987,755 681,522 321,205 370,015 586,248 37,253 184,050 81,233 4,384 187,693 288,870 Changes from: January 30, 2024 Total Change is: 79,106 14,643 894 -983 30,297 39,175 19,106 -3,131 8,291 3,954 18,640 11,932 -3,368 -53 104 Percent of Open Interest Represented by Each Category of Trader 4.1 8.3 0.2 45.2 31.2 14.7 16.9 26.8 1.7 8.4 3.7 0.2 8.6 13.2 Number of Traders in Each Category Total Traders: 192 8 14 6 47 60 62 17 24 18 9 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 4,031 Positions 0 0 0 0 0 0 2,908 1,794 54 175 782 3 891 1,398 Changes from: January 30, 2024 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 72.1 44.5 1.3 4.3 19.4 0.1 22.1 34.7 Number of Traders in Each Category Total Traders: 20 0 0 0 0 0 0 . . . . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 6,138,276 Positions 165,090 655,531 93,802 3,070,211 1,272,814 680,948 769,019 2,720,885 295,104 638,116 116,621 4,459 421,526 298,111 Changes from: January 30, 2024 Total Change is: -47,514 -5,523 -113,530 9,440 -36,483 54,022 -1,016 -59,193 -30,433 25,983 35,885 -2,321 679 -17,285 9,662 Percent of Open Interest Represented by Each Category of Trader 2.7 10.7 1.5 50.0 20.7 11.1 12.5 44.3 4.8 10.4 1.9 0.1 6.9 4.9 Number of Traders in Each Category Total Traders: 396 13 34 25 149 32 100 49 76 61 29 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,808,611 Positions 461,828 232,287 453,939 10,092 24,765 46,094 328,087 449,422 456,644 6,642 91,733 13,082 32,203 40,645 Changes from: January 30, 2024 Total Change is: -216,638 -8,016 27,047 -62,665 -16,866 -1,170 -2,783 -24,968 -73,286 -105,622 -3,720 -1,121 3,537 4,465 -575 Percent of Open Interest Represented by Each Category of Trader 25.5 12.8 25.1 0.6 1.4 2.5 18.1 24.8 25.2 0.4 5.1 0.7 1.8 2.2 Number of Traders in Each Category Total Traders: 153 35 22 50 . 4 . 33 40 49 . 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 35,485 Positions 17,027 14,027 8,495 477 296 61 693 3,610 8,502 151 382 0 79 112 Changes from: January 30, 2024 Total Change is: 1,003 24 164 -18 0 39 0 51 -182 986 -24 47 0 -16 -33 Percent of Open Interest Represented by Each Category of Trader 48.0 39.5 23.9 1.3 0.8 0.2 2.0 10.2 24.0 0.4 1.1 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 43 12 6 12 . . . 5 13 15 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 is21,500,334 Positions 1,899,028 1,835,659 3,755,131 265,583 930,190 1,554,171 1,594,185 759,080 11,799,245 148,134 361,635 454,038 30,818 51,186 Changes from: January 30, 2024 Total Change is: 265,090 47,191 -250,765 207,185 -3,352 17,511 -51,306 -273,592 -4,919 441,043 34,886 25,388 -135,425 -1,540 16,377 Percent of Open Interest Represented by Each Category of Trader 8.8 8.5 17.5 1.2 4.3 7.2 7.4 3.5 54.9 0.7 1.7 2.1 0.1 0.2 Number of Traders in Each Category Total Traders: 1,070 77 106 148 54 82 83 178 163 231 208 161 205 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 861,712 Positions 281,753 95,143 205,707 27,042 3,968 46,356 126,440 337,504 151,551 12,716 11,870 9,455 692 158 Changes from: January 30, 2024 Total Change is: -296,998 -66,734 -27,162 -80,097 -56,678 -712 15,039 -80,905 -182,088 -22,376 -8,007 -2,302 2,764 -4 -64 Percent of Open Interest Represented by Each Category of Trader 32.7 11.0 23.9 3.1 0.5 5.4 14.7 39.2 17.6 1.5 1.4 1.1 0.1 0.0 Number of Traders in Each Category Total Traders: 196 47 41 62 5 6 . 27 51 48 7 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 80,947 Positions 2,546 40 31,585 220 30 0 3,900 28,115 20,589 22,094 553 0 13 35 Changes from: January 30, 2024 Total Change is: 4,078 0 0 0 0 -19 0 -115 4,118 0 4,193 -21 0 0 0 Percent of Open Interest Represented by Each Category of Trader 3.1 0.0 39.0 0.3 0.0 0.0 4.8 34.7 25.4 27.3 0.7 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 25 . . . . . 0 . . . 11 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 33,529 Positions 6,968 0 1,253 60 67 0 2,030 17,799 9,549 13,656 4,782 0 13 79 Changes from: January 30, 2024 Total Change is: -424 0 0 0 0 0 0 -1,136 -392 0 710 -47 0 2 15 Percent of Open Interest Represented by Each Category of Trader 20.8 0.0 3.7 0.2 0.2 0.0 6.1 53.1 28.5 40.7 14.3 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 28 . 0 . . . 0 . 7 . 7 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 22,776 Positions 1,675 4,964 309 12,408 0 270 2,802 12,266 2,648 679 1,161 305 1,680 853 Changes from: January 30, 2024 Total Change is: 297 100 176 -14 -490 0 47 257 94 361 -150 -566 32 154 166 Percent of Open Interest Represented by Each Category of Trader 7.4 21.8 1.4 54.5 0.0 1.2 12.3 53.9 11.6 3.0 5.1 1.3 7.4 3.7 Number of Traders in Each Category Total Traders: 115 8 7 5 19 0 . 25 37 24 10 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 17,313 Positions 688 5,343 945 797 4,708 53 7,120 3,147 1,448 2,378 752 62 3,822 855 Changes from: January 30, 2024 Total Change is: 4,039 487 2,874 925 -8 0 -3 2,294 -39 79 261 247 12 -8 -55 Percent of Open Interest Represented by Each Category of Trader 4.0 30.9 5.5 4.6 27.2 0.3 41.1 18.2 8.4 13.7 4.3 0.4 22.1 4.9 Number of Traders in Each Category Total Traders: 111 4 . . 4 . . 22 12 13 45 20 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 12,050 Positions 0 5,851 0 0 0 0 2,000 280 0 8,835 5,093 0 1,215 826 Changes from: January 30, 2024 Total Change is: 836 0 2,897 -17 0 0 0 1,909 -1,515 0 90 693 0 -1,146 -1,222 Percent of Open Interest Represented by Each Category of Trader 0.0 48.6 0.0 0.0 0.0 0.0 16.6 2.3 0.0 73.3 42.3 0.0 10.1 6.9 Number of Traders in Each Category Total Traders: 129 0 . 0 0 0 0 . . 0 78 47 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 6,634 Positions 248 813 204 1,271 33 16 2,106 4,676 555 1,384 0 35 815 303 Changes from: January 30, 2024 Total Change is: 666 11 -170 61 -7 -1 -1 105 642 64 434 0 0 -2 70 Percent of Open Interest Represented by Each Category of Trader 3.7 12.3 3.1 19.2 0.5 0.2 31.7 70.5 8.4 20.9 0.0 0.5 12.3 4.6 Number of Traders in Each Category Total Traders: 77 . 6 . 11 . . 25 24 12 6 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 21,822 Positions 0 5,681 955 1,356 1,643 564 4,594 6,130 4,936 8,207 1,673 61 1,149 180 Changes from: January 30, 2024 Total Change is: 806 0 3,144 -286 -38 90 -114 -547 -893 143 1,622 -1,228 -19 46 -32 Percent of Open Interest Represented by Each Category of Trader 0.0 26.0 4.4 6.2 7.5 2.6 21.1 28.1 22.6 37.6 7.7 0.3 5.3 0.8 Number of Traders in Each Category Total Traders: 107 0 . . . . . 13 8 5 66 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 5,815 Positions 0 1,175 58 0 0 0 76 1,917 0 5,015 2,297 0 666 368 Changes from: January 30, 2024 Total Change is: 134 0 -752 58 0 0 0 -134 719 0 146 -67 0 64 176 Percent of Open Interest Represented by Each Category of Trader 0.0 20.2 1.0 0.0 0.0 0.0 1.3 33.0 0.0 86.2 39.5 0.0 11.5 6.3 Number of Traders in Each Category Total Traders: 59 0 . . 0 0 0 . . 0 40 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 29,253 Positions 302 3,876 0 11,545 2,795 676 10,062 15,554 1,458 1,307 2,127 9 3,895 2,759 Changes from: January 30, 2024 Total Change is: 3,468 134 274 0 523 -197 -9 2,916 2,596 280 -1,364 285 2 986 237 Percent of Open Interest Represented by Each Category of Trader 1.0 13.2 0.0 39.5 9.6 2.3 34.4 53.2 5.0 4.5 7.3 0.0 13.3 9.4 Number of Traders in Each Category Total Traders: 108 . . 0 15 6 . 34 22 8 13 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 361,732 Positions 52,701 33,438 16,618 59,482 70,208 51,975 75,922 85,791 59,340 8,443 2,962 9,356 27,895 32,044 Changes from: January 30, 2024 Total Change is: 13,935 3,975 6,909 -1,025 -4,655 -89 365 14,055 5,355 3,017 -1,089 -1,536 -571 -137 1,510 Percent of Open Interest Represented by Each Category of Trader 14.6 9.2 4.6 16.4 19.4 14.4 21.0 23.7 16.4 2.3 0.8 2.6 7.7 8.9 Number of Traders in Each Category Total Traders: 210 15 12 22 20 36 28 49 44 59 14 8 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 96,237 Positions 82,098 76,557 0 11,880 6,840 57 1,170 12,619 0 748 128 0 284 36 Changes from: January 30, 2024 Total Change is: 2,698 0 0 0 2,390 -749 27 128 3,415 0 150 19 0 3 -14 Percent of Open Interest Represented by Each Category of Trader 85.3 79.6 0.0 12.3 7.1 0.1 1.2 13.1 0.0 0.8 0.1 0.0 0.3 0.0 Number of Traders in Each Category Total Traders: 38 4 . 0 10 6 . 5 4 0 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 09, 2024