Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 235,450 Positions 108,749 20,420 2,951 37,796 103,648 4,694 15,069 59,419 16,765 15,622 4,032 108 33,696 23,413 Changes from: September 24, 2024 Total Change is: 1,459 -7,006 11,574 -192 9,295 -4,883 -497 -2,050 -193 -434 1,720 -198 -24 646 -3,694 Percent of Open Interest Represented by Each Category of Trader 46.2 8.7 1.3 16.1 44.0 2.0 6.4 25.2 7.1 6.6 1.7 0.0 14.3 9.9 Number of Traders in Each Category Total Traders: 114 6 9 10 15 25 11 19 26 13 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 84,782 Positions 26,608 428 1,418 13,142 31,957 526 5,837 13,940 21,979 0 493 0 15,271 14,041 Changes from: September 24, 2024 Total Change is: -555 574 428 -71 1,469 397 60 -1,757 2,233 -2,323 0 493 0 1,493 -1,772 Percent of Open Interest Represented by Each Category of Trader 31.4 0.5 1.7 15.5 37.7 0.6 6.9 16.4 25.9 0.0 0.6 0.0 18.0 16.6 Number of Traders in Each Category Total Traders: 55 8 . 4 6 13 4 10 16 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 312,606 Positions 5,926 107,009 19,408 92,669 81,870 8,812 101,798 29,099 36,187 4,887 4,493 435 42,484 25,293 Changes from: September 24, 2024 Total Change is: 8,367 -206 3,170 -843 5,274 5,434 747 -4,971 -6,074 6,565 820 -714 144 838 -62 Percent of Open Interest Represented by Each Category of Trader 1.9 34.2 6.2 29.6 26.2 2.8 32.6 9.3 11.6 1.6 1.4 0.1 13.6 8.1 Number of Traders in Each Category Total Traders: 126 4 11 10 17 33 15 40 13 16 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 253,032 Positions 7,746 95,813 22,807 52,610 23,332 6,394 37,008 35,365 30,483 54,993 8,927 16 40,975 29,895 Changes from: September 24, 2024 Total Change is: -8,560 2,930 -4,573 -1,241 -4,890 -2,566 222 -1,692 -8,263 4,757 -6,084 4,481 -12 -2,552 -1,367 Percent of Open Interest Represented by Each Category of Trader 3.1 37.9 9.0 20.8 9.2 2.5 14.6 14.0 12.0 21.7 3.5 0.0 16.2 11.8 Number of Traders in Each Category Total Traders: 131 8 11 8 25 15 14 29 25 20 11 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 789,795 Positions 13,688 374,754 23,249 444,785 127,343 35,863 67,052 74,183 81,020 24,801 13,841 7,212 92,126 52,331 Changes from: September 24, 2024 Total Change is: -2,113 -2,420 -17,984 1,841 -6,229 1,428 3,227 -2,307 4,731 2,338 94 -646 -34 1,376 2,986 Percent of Open Interest Represented by Each Category of Trader 1.7 47.4 2.9 56.3 16.1 4.5 8.5 9.4 10.3 3.1 1.8 0.9 11.7 6.6 Number of Traders in Each Category Total Traders: 292 11 16 13 105 38 47 47 43 34 17 14 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 31,219 Positions 1,151 8,335 0 15,605 7,557 1,009 481 7,916 0 0 0 0 12,973 6,402 Changes from: September 24, 2024 Total Change is: 767 0 445 0 802 -304 0 -465 698 0 0 0 0 430 -72 Percent of Open Interest Represented by Each Category of Trader 3.7 26.7 0.0 50.0 24.2 3.2 1.5 25.4 0.0 0.0 0.0 0.0 41.6 20.5 Number of Traders in Each Category Total Traders: 26 . . 0 14 . 5 . 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 220,180 Positions 26,220 68,136 1,043 76,464 87,115 4,128 42,625 23,795 16,311 15,638 544 128 37,623 18,981 Changes from: September 24, 2024 Total Change is: 27,285 -626 31,360 63 8,622 1,153 -503 11,537 -6,281 3,288 3,651 544 2 1,251 -2,342 Percent of Open Interest Represented by Each Category of Trader 11.9 30.9 0.5 34.7 39.6 1.9 19.4 10.8 7.4 7.1 0.2 0.1 17.1 8.6 Number of Traders in Each Category Total Traders: 108 10 7 6 27 11 11 32 13 14 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 151,097 Positions 4,562 39,763 143 68,216 28,164 8,283 50,688 48,205 11,157 2,640 8,285 800 4,609 6,297 Changes from: September 24, 2024 Total Change is: 7,103 212 7,752 60 -2,234 1,140 758 6,788 -2,884 248 909 -358 0 363 387 Percent of Open Interest Represented by Each Category of Trader 3.0 26.3 0.1 45.1 18.6 5.5 33.5 31.9 7.4 1.7 5.5 0.5 3.1 4.2 Number of Traders in Each Category Total Traders: 142 5 10 . 16 16 10 32 38 11 10 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 78,123 Positions 30,742 13,053 4,693 16,684 13,754 9 11,326 32,514 1,734 7,981 8,726 1,229 3,725 2,411 Changes from: September 24, 2024 Total Change is: 9,434 669 5,803 3,646 1,016 -9,416 -56 2,941 4,646 1,302 -1,359 3,063 433 842 13 Percent of Open Interest Represented by Each Category of Trader 39.4 16.7 6.0 21.4 17.6 0.0 14.5 41.6 2.2 10.2 11.2 1.6 4.8 3.1 Number of Traders in Each Category Total Traders: 92 5 5 . 7 12 . 17 19 4 14 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 61,246 Positions 9,327 20,551 0 24,387 22,261 305 18,631 9,892 397 1,774 4,858 0 6,425 2,982 Changes from: September 24, 2024 Total Change is: 6,091 -125 6,748 0 5,521 60 -189 -288 -8 384 190 -446 -15 613 -443 Percent of Open Interest Represented by Each Category of Trader 15.2 33.6 0.0 39.8 36.3 0.5 30.4 16.2 0.6 2.9 7.9 0.0 10.5 4.9 Number of Traders in Each Category Total Traders: 96 5 6 0 18 11 . 23 21 5 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 41,107 Positions 116 35,582 0 31,034 1,620 107 6,498 2,154 220 309 518 0 2,823 906 Changes from: September 24, 2024 Total Change is: -734 -487 -8 -43 -1,407 -205 30 1,368 -794 12 -371 193 0 164 81 Percent of Open Interest Represented by Each Category of Trader 0.3 86.6 0.0 75.5 3.9 0.3 15.8 5.2 0.5 0.8 1.3 0.0 6.9 2.2 Number of Traders in Each Category Total Traders: 49 . 5 0 13 . . 17 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 89,644 Positions 26,208 50,697 598 24,191 9,506 396 23,302 12,006 932 0 3,072 36 13,980 12,401 Changes from: September 24, 2024 Total Change is: 1,970 -426 1,679 -21 702 -704 -71 2,975 -476 -299 0 923 36 -926 904 Percent of Open Interest Represented by Each Category of Trader 29.2 56.6 0.7 27.0 10.6 0.4 26.0 13.4 1.0 0.0 3.4 0.0 15.6 13.8 Number of Traders in Each Category Total Traders: 85 8 13 . 20 6 4 24 10 11 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 89,644 Positions 26,208 50,697 598 24,191 9,506 396 23,302 12,006 932 0 3,072 36 13,980 12,401 Changes from: September 24, 2024 Total Change is: 1,970 -426 1,679 -21 702 -704 -71 2,975 -476 -299 0 923 36 -926 904 Percent of Open Interest Represented by Each Category of Trader 29.2 56.6 0.7 27.0 10.6 0.4 26.0 13.4 1.0 0.0 3.4 0.0 15.6 13.8 Number of Traders in Each Category Total Traders: 85 8 13 . 20 6 4 24 10 11 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 69,110 Positions 7,163 49,556 1,038 51,401 8,322 1,613 4,202 6,142 0 0 1,773 0 3,693 666 Changes from: September 24, 2024 Total Change is: 5,150 2,229 2,963 -207 1,726 -246 41 1,171 1,510 0 0 1,147 0 190 -58 Percent of Open Interest Represented by Each Category of Trader 10.4 71.7 1.5 74.4 12.0 2.3 6.1 8.9 0.0 0.0 2.6 0.0 5.3 1.0 Number of Traders in Each Category Total Traders: 52 4 7 . 28 . . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,978,814 Positions 128,456 993,528 209,920 1,212,399 164,692 124,405 177,354 479,631 655,217 138,064 89,935 30,647 302,351 230,838 Changes from: September 24, 2024 Total Change is: 31,093 9,464 44,111 -806 -3,334 16,232 3,028 10,128 -16,230 -9,905 21,684 -19,384 -1,219 2,054 15,267 Percent of Open Interest Represented by Each Category of Trader 4.3 33.4 7.0 40.7 5.5 4.2 6.0 16.1 22.0 4.6 3.0 1.0 10.2 7.7 Number of Traders in Each Category Total Traders: 507 23 39 36 180 49 108 67 88 104 37 22 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 22,750 Positions 10,155 8,051 0 8,315 13,004 480 366 388 0 0 0 0 3,434 827 Changes from: September 24, 2024 Total Change is: 2,471 2,661 0 0 -119 2,436 0 -159 -139 0 0 0 0 88 174 Percent of Open Interest Represented by Each Category of Trader 44.6 35.4 0.0 36.5 57.2 2.1 1.6 1.7 0.0 0.0 0.0 0.0 15.1 3.6 Number of Traders in Each Category Total Traders: 24 6 . 0 6 7 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 15,312 Positions 6,251 9,377 0 6,660 2,084 0 0 2,388 0 0 0 0 2,401 1,463 Changes from: September 24, 2024 Total Change is: -1,173 -1,566 1,105 0 395 -2,385 0 -376 21 0 0 0 0 374 86 Percent of Open Interest Represented by Each Category of Trader 40.8 61.2 0.0 43.5 13.6 0.0 0.0 15.6 0.0 0.0 0.0 0.0 15.7 9.6 Number of Traders in Each Category Total Traders: 26 4 7 0 7 4 0 0 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,964,578 Positions 127,922 993,528 209,920 1,210,037 164,800 124,184 177,870 480,107 649,420 138,228 89,919 30,475 296,522 222,225 Changes from: September 24, 2024 Total Change is: 29,259 9,138 44,111 -806 -3,235 16,228 3,043 11,091 -14,730 -12,356 21,688 -19,518 -1,092 1,789 14,379 Percent of Open Interest Represented by Each Category of Trader 4.3 33.5 7.1 40.8 5.6 4.2 6.0 16.2 21.9 4.7 3.0 1.0 10.0 7.5 Number of Traders in Each Category Total Traders: 494 22 39 36 177 49 107 65 82 99 37 21 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 47,757 Positions 32,667 45,764 0 11,814 647 0 533 494 0 0 0 0 2,743 852 Changes from: September 24, 2024 Total Change is: -903 25 -879 0 -385 0 0 -508 -44 0 0 0 0 -35 20 Percent of Open Interest Represented by Each Category of Trader 68.4 95.8 0.0 24.7 1.4 0.0 1.1 1.0 0.0 0.0 0.0 0.0 5.7 1.8 Number of Traders in Each Category Total Traders: 24 6 5 0 8 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 12,824 Positions 1,435 10,907 0 8,865 514 0 0 845 0 0 0 0 2,524 558 Changes from: September 24, 2024 Total Change is: 106 45 81 0 -81 0 0 0 31 0 0 0 0 142 -6 Percent of Open Interest Represented by Each Category of Trader 11.2 85.1 0.0 69.1 4.0 0.0 0.0 6.6 0.0 0.0 0.0 0.0 19.7 4.4 Number of Traders in Each Category Total Traders: 22 . 8 0 9 . 0 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 30,300 Positions 6,562 22,039 0 17,489 5,185 173 1,588 1,617 0 0 0 0 4,488 1,286 Changes from: September 24, 2024 Total Change is: 1,314 929 1,688 0 649 0 8 -466 -688 -1 0 0 0 195 307 Percent of Open Interest Represented by Each Category of Trader 21.7 72.7 0.0 57.7 17.1 0.6 5.2 5.3 0.0 0.0 0.0 0.0 14.8 4.2 Number of Traders in Each Category Total Traders: 36 . 8 0 16 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 142,357 Positions 5,339 0 0 25,089 389 743 22,414 22,818 30,395 0 1,798 82 58,295 86,133 Changes from: September 24, 2024 Total Change is: 18,340 3,259 0 0 -947 70 -189 5,433 61 9,446 -1,321 58 14 2,645 8,880 Percent of Open Interest Represented by Each Category of Trader 3.8 0.0 0.0 17.6 0.3 0.5 15.7 16.0 21.4 0.0 1.3 0.1 40.9 60.5 Number of Traders in Each Category Total Traders: 31 . 0 0 11 . . 7 9 12 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 537,518 Positions 216,577 204,056 126,422 1,634 38,000 0 75,194 60,772 102,396 11,061 384 1,500 2,734 3,988 Changes from: September 24, 2024 Total Change is: 9,945 9,502 4,638 -5,921 0 0 0 -1,970 4,225 9,380 0 -250 250 -1,296 -2,377 Percent of Open Interest Represented by Each Category of Trader 40.3 38.0 23.5 0.3 7.1 0.0 14.0 11.3 19.0 2.1 0.1 0.3 0.5 0.7 Number of Traders in Each Category Total Traders: 50 10 15 19 . . 0 9 7 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 32,200 Positions 2,851 5,491 115 18,079 20,016 1,269 816 1,161 0 0 871 0 9,070 3,277 Changes from: September 24, 2024 Total Change is: -222 -476 1,019 0 544 -1,001 -56 -209 13 -19 0 183 0 -6 -361 Percent of Open Interest Represented by Each Category of Trader 8.9 17.1 0.4 56.1 62.2 3.9 2.5 3.6 0.0 0.0 2.7 0.0 28.2 10.2 Number of Traders in Each Category Total Traders: 64 5 7 . 31 14 9 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 279,698 Positions 36,702 89,657 11,423 91,870 23,833 4,814 23,827 73,793 28,308 28,046 4,286 9,150 45,559 34,435 Changes from: September 24, 2024 Total Change is: 1,335 3,463 -3,117 -1,133 922 2,075 -94 -2,346 2,331 864 231 -655 -610 38 1,675 Percent of Open Interest Represented by Each Category of Trader 13.1 32.1 4.1 32.8 8.5 1.7 8.5 26.4 10.1 10.0 1.5 3.3 16.3 12.3 Number of Traders in Each Category Total Traders: 274 21 20 13 73 21 23 45 55 38 19 18 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 273,558 Positions 36,588 89,578 11,423 91,633 23,833 4,807 24,386 72,994 26,051 28,044 4,061 8,965 41,662 31,846 Changes from: September 24, 2024 Total Change is: 901 3,539 -3,365 -843 963 2,075 -94 -2,741 1,944 850 443 -736 -732 -484 1,803 Percent of Open Interest Represented by Each Category of Trader 13.4 32.7 4.2 33.5 8.7 1.8 8.9 26.7 9.5 10.3 1.5 3.3 15.2 11.6 Number of Traders in Each Category Total Traders: 246 18 18 13 72 21 23 40 50 36 14 13 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 61,403 Positions 1,140 785 0 2,372 0 70 9,874 23,463 7,104 1,870 4,088 1 38,972 25,892 Changes from: September 24, 2024 Total Change is: 4,342 -3,660 -422 -8 -409 0 1 4,101 4,019 -5 -898 2,042 1 5,219 -1,286 Percent of Open Interest Represented by Each Category of Trader 1.9 1.3 0.0 3.9 0.0 0.1 16.1 38.2 11.6 3.0 6.7 0.0 63.5 42.2 Number of Traders in Each Category Total Traders: 46 . . 0 4 0 . 13 12 8 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 462,953 Positions 54,898 148,089 7,470 234,263 114,994 28,265 50,155 101,747 20,721 33,448 21,436 392 33,341 19,840 Changes from: September 24, 2024 Total Change is: 9,800 5,301 1,931 -1,155 5,881 1,058 -1,512 -4,874 4,533 2,745 3,997 1,535 -33 -551 697 Percent of Open Interest Represented by Each Category of Trader 11.9 32.0 1.6 50.6 24.8 6.1 10.8 22.0 4.5 7.2 4.6 0.1 7.2 4.3 Number of Traders in Each Category Total Traders: 339 28 19 9 103 45 37 43 76 31 13 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 29,901 Positions 14,458 12,156 0 11,979 16,466 296 1,121 0 0 0 543 0 2,047 440 Changes from: September 24, 2024 Total Change is: 251 200 -241 0 -283 0 0 19 0 0 0 543 0 315 -51 Percent of Open Interest Represented by Each Category of Trader 48.4 40.7 0.0 40.1 55.1 1.0 3.7 0.0 0.0 0.0 1.8 0.0 6.8 1.5 Number of Traders in Each Category Total Traders: 25 . 5 0 11 4 . . 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 35,116 Positions 11,656 1,041 698 9,336 1,415 1,675 3,975 2,379 0 644 766 0 7,132 27,142 Changes from: September 24, 2024 Total Change is: -1,527 -39 535 -49 774 150 239 -2,369 353 -1 319 -935 -97 -304 -1,722 Percent of Open Interest Represented by Each Category of Trader 33.2 3.0 2.0 26.6 4.0 4.8 11.3 6.8 0.0 1.8 2.2 0.0 20.3 77.3 Number of Traders in Each Category Total Traders: 46 11 4 . 12 . 4 7 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 411,808 Positions 29,195 235,621 1,357 292,015 66,107 37,538 27,264 26,994 800 10,146 36,306 518 12,975 6,567 Changes from: September 24, 2024 Total Change is: -1,630 -540 -955 -55 -6,201 -463 1,961 354 635 473 3,210 -4,746 0 -832 1,520 Percent of Open Interest Represented by Each Category of Trader 7.1 57.2 0.3 70.9 16.1 9.1 6.6 6.6 0.2 2.5 8.8 0.1 3.2 1.6 Number of Traders in Each Category Total Traders: 188 11 15 4 82 36 36 22 15 11 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,113,340 Positions 69,329 614,726 19,697 710,295 126,143 86,025 131,425 118,140 9,133 53,126 129,131 1,512 32,798 8,833 Changes from: September 24, 2024 Total Change is: 8,290 1,252 50,245 -1,295 10,100 -845 -7,339 3,749 -28,856 2,577 -3,155 -4,082 260 2,141 -2,375 Percent of Open Interest Represented by Each Category of Trader 6.2 55.2 1.8 63.8 11.3 7.7 11.8 10.6 0.8 4.8 11.6 0.1 2.9 0.8 Number of Traders in Each Category Total Traders: 397 27 17 7 184 39 71 66 29 24 23 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 365,961 Positions 18,711 247,817 45,577 77,056 0 1,499 166,635 17,173 46,806 6,346 5,483 514 2,818 1,093 Changes from: September 24, 2024 Total Change is: 12,617 247 9,120 799 7,338 0 -237 2,353 857 2,005 -220 -349 358 -26 66 Percent of Open Interest Represented by Each Category of Trader 5.1 67.7 12.5 21.1 0.0 0.4 45.5 4.7 12.8 1.7 1.5 0.1 0.8 0.3 Number of Traders in Each Category Total Traders: 82 8 21 20 13 0 . 30 . 17 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 32,305 Positions 3,817 11,816 851 3,566 0 0 23,812 19,381 257 0 0 0 2 0 Changes from: September 24, 2024 Total Change is: 1,332 720 1,275 -150 0 0 0 747 192 15 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 11.8 36.6 2.6 11.0 0.0 0.0 73.7 60.0 0.8 0.0 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 21 7 6 5 . 0 0 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,884,425 Positions 34,423 141,186 29,130 912,498 437,516 209,029 209,270 735,802 92,722 120,806 71,835 11,395 265,152 155,809 Changes from: September 24, 2024 Total Change is: -3,184 -410 8,710 500 -23,004 20,076 3,250 6,994 -56,664 9,743 910 7,193 86 -1,253 3,922 Percent of Open Interest Represented by Each Category of Trader 1.8 7.5 1.5 48.4 23.2 11.1 11.1 39.0 4.9 6.4 3.8 0.6 14.1 8.3 Number of Traders in Each Category Total Traders: 220 11 23 22 74 26 53 15 42 33 15 14 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,718,450 Positions 12,006 90,822 1,612 1,095,483 358,087 279,781 69,038 721,721 17,269 58,309 83,962 0 184,952 165,197 Changes from: September 24, 2024 Total Change is: 6,151 3,481 23,658 -2,048 13,909 -5,635 -3,388 -2,447 -2,379 -6,312 5,039 -3,107 0 -2,083 5,362 Percent of Open Interest Represented by Each Category of Trader 0.7 5.3 0.1 63.7 20.8 16.3 4.0 42.0 1.0 3.4 4.9 0.0 10.8 9.6 Number of Traders in Each Category Total Traders: 177 . 12 5 79 29 57 12 28 13 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 4,523,095 Positions 169,738 386,800 16,529 2,605,971 489,703 400,934 430,799 2,806,697 125,373 477,320 194,263 2,806 293,624 99,990 Changes from: September 24, 2024 Total Change is: 5,304 906 -47,413 5,055 25,588 14,085 4,815 -14,543 67,513 -11,638 -7,499 -22,932 269 2,349 -4,450 Percent of Open Interest Represented by Each Category of Trader 3.8 8.6 0.4 57.6 10.8 8.9 9.5 62.1 2.8 10.6 4.3 0.1 6.5 2.2 Number of Traders in Each Category Total Traders: 462 46 24 11 164 29 89 74 63 50 51 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 5,635,650 Positions 447,253 474,993 193,591 2,554,671 798,944 637,929 196,028 2,366,634 492,824 517,557 225,658 88,814 506,982 356,261 Changes from: September 24, 2024 Total Change is: 131,647 36,254 -41,214 39,493 21,328 -28,925 -11,862 -29,299 80,403 76,242 -30,026 20,474 23,600 5,917 -26,564 Percent of Open Interest Represented by Each Category of Trader 7.9 8.4 3.4 45.3 14.2 11.3 3.5 42.0 8.7 9.2 4.0 1.6 9.0 6.3 Number of Traders in Each Category Total Traders: 402 28 26 34 125 55 98 47 78 77 28 15 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,147,302 Positions 22,194 213,397 6,956 1,042,505 694,848 401,242 245,243 399,014 26,817 155,783 96,151 31,464 215,099 277,413 Changes from: September 24, 2024 Total Change is: 24,385 -3,706 -5,251 1,963 51,297 -6,447 -15,947 -6,041 70,192 2,383 6,576 -14,439 -2,243 -9,895 -5,826 Percent of Open Interest Represented by Each Category of Trader 1.0 9.9 0.3 48.5 32.4 18.7 11.4 18.6 1.2 7.3 4.5 1.5 10.0 12.9 Number of Traders in Each Category Total Traders: 208 . 22 5 53 59 61 18 32 15 7 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,010 Positions 0 0 0 0 0 0 903 183 163 441 557 0 503 1,107 Changes from: September 24, 2024 Total Change is: -2,276 0 0 0 0 0 0 -482 -1 -1,634 95 -316 0 -255 -325 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 44.9 9.1 8.1 21.9 27.7 0.0 25.0 55.1 Number of Traders in Each Category Total Traders: 22 0 0 0 0 0 0 . . . 7 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 6,606,127 Positions 112,561 642,158 62,620 3,784,598 867,685 699,681 521,702 3,637,312 259,533 688,787 175,607 3,765 472,880 257,767 Changes from: September 24, 2024 Total Change is: -33,432 -13,279 -37,699 -1,374 14,499 -49,458 26,680 -32,015 -1,060 13,742 -29,186 -585 -600 -11,900 16,921 Percent of Open Interest Represented by Each Category of Trader 1.7 9.7 0.9 57.3 13.1 10.6 7.9 55.1 3.9 10.4 2.7 0.1 7.2 3.9 Number of Traders in Each Category Total Traders: 403 21 27 27 157 32 101 54 71 64 27 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,012,976 Positions 320,831 334,407 441,908 49,985 20,167 67,077 541,173 559,320 536,887 22,682 6,163 4,545 27,888 42,502 Changes from: September 24, 2024 Total Change is: -272,211 -67,160 -26,358 -28,525 4,318 -9,394 -8,182 -65,398 -95,423 -91,139 -15,938 -8,601 2,630 -2,817 -7,219 Percent of Open Interest Represented by Each Category of Trader 15.9 16.6 22.0 2.5 1.0 3.3 26.9 27.8 26.7 1.1 0.3 0.2 1.4 2.1 Number of Traders in Each Category Total Traders: 162 26 42 50 . 7 5 36 43 56 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 58,831 Positions 22,085 18,314 7,966 231 15 21 3,313 7,501 24,945 220 0 43 7 26 Changes from: September 24, 2024 Total Change is: -1,729 -1,842 -1,238 1,138 108 -75 -66 1,214 -18 -1,445 -808 0 -14 -14 -11 Percent of Open Interest Represented by Each Category of Trader 37.5 31.1 13.5 0.4 0.0 0.0 5.6 12.8 42.4 0.4 0.0 0.1 0.0 0.0 Number of Traders in Each Category Total Traders: 51 14 14 17 . . . 5 12 14 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 is20,266,761 Positions 1,769,983 2,450,608 3,520,031 878,878 684,314 1,488,426 1,627,080 1,062,919 10,433,461 217,639 302,836 282,598 48,664 41,568 Changes from: September 24, 2024 Total Change is: 332,696 176,955 -87,683 36,879 -55,545 102,562 -4,479 -96,766 -25,343 255,825 -25,925 13,755 37,206 8,545 3,974 Percent of Open Interest Represented by Each Category of Trader 8.7 12.1 17.4 4.3 3.4 7.3 8.0 5.2 51.5 1.1 1.5 1.4 0.2 0.2 Number of Traders in Each Category Total Traders: 1,129 72 119 146 67 81 88 184 173 244 175 213 182 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,110,826 Positions 267,578 242,260 199,732 5,435 77,287 11,965 343,367 299,294 271,543 9,291 6,162 1,538 377 1,045 Changes from: September 24, 2024 Total Change is: -231,876 -23,288 -57,635 -46,823 -1,596 747 -763 -101,956 -66,375 -54,734 -2,719 -6,347 45 -42 9 Percent of Open Interest Represented by Each Category of Trader 24.1 21.8 18.0 0.5 7.0 1.1 30.9 26.9 24.4 0.8 0.6 0.1 0.0 0.1 Number of Traders in Each Category Total Traders: 208 43 43 60 7 8 5 36 49 55 11 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 26,537 Positions 0 100 0 107 58 0 18,228 12,540 7,368 824 6,447 0 10 24 Changes from: September 24, 2024 Total Change is: -906 0 0 0 50 0 0 -144 211 -812 0 -285 0 0 -20 Percent of Open Interest Represented by Each Category of Trader 0.0 0.4 0.0 0.4 0.2 0.0 68.7 47.3 27.8 3.1 24.3 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 21 0 . 0 . . 0 . 8 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 133,161 Positions 9,413 3,294 26,710 311 0 0 6,636 80,894 20,891 69,180 1,347 0 20 25 Changes from: September 24, 2024 Total Change is: 4,056 5,222 -2,928 0 0 0 0 1,761 6,814 0 -2,927 170 0 0 0 Percent of Open Interest Represented by Each Category of Trader 7.1 2.5 20.1 0.2 0.0 0.0 5.0 60.7 15.7 52.0 1.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 32 . . . . 0 0 . 4 . 14 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 92,142 Positions 7,012 9,867 1,253 65 36 0 1,241 62,678 10,408 72,144 7,825 0 19 75 Changes from: September 24, 2024 Total Change is: 26 -320 0 0 0 0 0 201 1,240 145 0 -1,359 0 0 0 Percent of Open Interest Represented by Each Category of Trader 7.6 10.7 1.4 0.1 0.0 0.0 1.3 68.0 11.3 78.3 8.5 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 37 4 . . . . 0 . 10 . 9 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 29,426 Positions 1,061 4,180 1,003 9,259 359 345 2,718 20,124 1,504 12,164 791 151 1,221 969 Changes from: September 24, 2024 Total Change is: -2,733 21 422 -375 -55 -6 -65 684 -638 -1,254 -795 -165 -571 -323 -81 Percent of Open Interest Represented by Each Category of Trader 3.6 14.2 3.4 31.5 1.2 1.2 9.2 68.4 5.1 41.3 2.7 0.5 4.2 3.3 Number of Traders in Each Category Total Traders: 125 8 7 5 15 . . 27 42 25 12 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 17,972 Positions 2,392 936 37 2,814 0 0 3,338 13,095 1,376 3,533 911 311 4,173 1,307 Changes from: September 24, 2024 Total Change is: -7,150 2,322 -1,245 -4 467 -127 -63 -1,664 3,132 -7,910 333 6 -593 -38 -347 Percent of Open Interest Represented by Each Category of Trader 13.3 5.2 0.2 15.7 0.0 0.0 18.6 72.9 7.7 19.7 5.1 1.7 23.2 7.3 Number of Traders in Each Category Total Traders: 145 . 5 . 7 0 0 22 23 13 65 21 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 39,999 Positions 0 0 0 0 0 0 430 21,450 10 35,489 17,305 0 4,070 1,234 Changes from: September 24, 2024 Total Change is: 4,142 0 0 0 0 0 0 -8,233 6,724 8 11,513 -1,690 -3 857 -897 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 1.1 53.6 0.0 88.7 43.3 0.0 10.2 3.1 Number of Traders in Each Category Total Traders: 285 0 0 0 0 0 0 . 6 . 229 49 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 6,591 Positions 260 1,027 51 1,423 168 239 1,140 2,857 332 2,237 1,153 198 711 566 Changes from: September 24, 2024 Total Change is: -1,349 -8 81 -299 -118 46 -29 64 -636 -778 -53 326 -7 -121 -53 Percent of Open Interest Represented by Each Category of Trader 3.9 15.6 0.8 21.6 2.5 3.6 17.3 43.4 5.0 33.9 17.5 3.0 10.8 8.6 Number of Traders in Each Category Total Traders: 63 . 4 . 7 5 4 15 20 10 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 24,054 Positions 608 1,288 163 2,108 1,744 1,420 8,519 13,618 2,504 7,465 2,983 113 1,154 222 Changes from: September 24, 2024 Total Change is: -9,835 -1,722 -359 163 -103 -933 -191 4,001 -4,000 -5,859 -6,007 1,530 -174 57 -13 Percent of Open Interest Represented by Each Category of Trader 2.5 5.4 0.7 8.8 7.2 5.9 35.4 56.6 10.4 31.0 12.4 0.5 4.8 0.9 Number of Traders in Each Category Total Traders: 120 . . . 6 . . 13 9 7 70 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 16,700 Positions 0 0 0 0 0 0 741 11,429 10 13,915 4,927 0 2,034 334 Changes from: September 24, 2024 Total Change is: -3,340 0 0 0 0 0 0 232 -2,793 -14 -3,383 -210 0 -175 -323 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 0.0 0.0 4.4 68.4 0.1 83.3 29.5 0.0 12.2 2.0 Number of Traders in Each Category Total Traders: 124 0 0 0 0 0 0 4 5 . 91 24 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 26,372 Positions 3,033 97 0 4,892 8,043 761 13,122 9,291 1,540 454 2,335 48 2,523 4,258 Changes from: September 24, 2024 Total Change is: -698 -213 97 0 -844 709 101 -191 -2,467 430 -405 129 14 410 289 Percent of Open Interest Represented by Each Category of Trader 11.5 0.4 0.0 18.5 30.5 2.9 49.8 35.2 5.8 1.7 8.9 0.2 9.6 16.1 Number of Traders in Each Category Total Traders: 90 . . 0 10 10 . 23 18 8 5 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 319,104 Positions 29,304 22,655 19,085 45,766 51,325 24,134 70,297 77,800 62,424 9,162 2,598 29,605 29,327 29,478 Changes from: September 24, 2024 Total Change is: 1,624 4,248 -2,665 -2,320 179 10,016 -1,827 752 3,066 -23 1,116 -2,673 -1,863 1,362 -87 Percent of Open Interest Represented by Each Category of Trader 9.2 7.1 6.0 14.3 16.1 7.6 22.0 24.4 19.6 2.9 0.8 9.3 9.2 9.2 Number of Traders in Each Category Total Traders: 179 17 10 19 13 23 22 39 42 52 12 9 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2024 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 175,359 Positions 150,415 154,320 0 21,183 6,153 1,494 1,381 12,750 1 483 526 0 402 115 Changes from: September 24, 2024 Total Change is: 2,991 -1,691 5,294 0 3,108 -5,564 1,455 74 1,841 1 23 -7 0 21 -29 Percent of Open Interest Represented by Each Category of Trader 85.8 88.0 0.0 12.1 3.5 0.9 0.8 7.3 0.0 0.3 0.3 0.0 0.2 0.1 Number of Traders in Each Category Total Traders: 57 6 5 0 16 6 . 6 6 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 04, 2024