Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 206,745
Positions
64,301 12,412 4,220 29,797 82,432 6,878 44,986 43,431 17,088 4,478 2,612 61 34,937 37,610
Changes from: August 29, 2023 Total Change is: 15,351
9,591 -2,075 1,145 36 4,044 850 1,418 6,351 2,690 -38 505 -9 -332 1,850
Percent of Open Interest Represented by Each Category of Trader
31.1 6.0 2.0 14.4 39.9 3.3 21.8 21.0 8.3 2.2 1.3 0.0 16.9 18.2
Number of Traders in Each Category Total Traders: 111
9 4 8 16 20 14 18 33 15 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 51,634
Positions
15,753 4,257 1,949 5,493 17,733 115 11,912 7,393 2,431 1,710 0 0 12,270 17,756
Changes from: August 29, 2023 Total Change is: 4,072
1,110 -1,599 489 208 1,670 1 4,042 1,681 480 0 0 0 -2,257 1,350
Percent of Open Interest Represented by Each Category of Trader
30.5 8.2 3.8 10.6 34.3 0.2 23.1 14.3 4.7 3.3 0.0 0.0 23.8 34.4
Number of Traders in Each Category Total Traders: 44
4 . . 6 8 . 13 8 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 270,199
Positions
4,479 58,269 15,677 85,295 69,006 8,378 69,517 33,877 49,758 0 1,886 536 36,559 32,812
Changes from: August 29, 2023 Total Change is: 3,452
952 -10,722 3,880 -969 4,715 -188 -6,868 -6,285 5,139 -358 518 -762 2,626 7,157
Percent of Open Interest Represented by Each Category of Trader
1.7 21.6 5.8 31.6 25.5 3.1 25.7 12.5 18.4 0.0 0.7 0.2 13.5 12.1
Number of Traders in Each Category Total Traders: 124
. 14 10 23 25 20 30 23 21 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 298,672
Positions
108,820 11,541 12,426 66,937 108,551 6,559 30,119 81,944 25,914 10,520 5,270 24 37,352 46,443
Changes from: August 29, 2023 Total Change is: 26,801
11,895 -6,768 4,632 50 7,668 107 5,295 10,856 4,368 1,130 1,828 -1 -675 4,111
Percent of Open Interest Represented by Each Category of Trader
36.4 3.9 4.2 22.4 36.3 2.2 10.1 27.4 8.7 3.5 1.8 0.0 12.5 15.5
Number of Traders in Each Category Total Traders: 159
13 5 8 26 29 17 25 41 23 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 880,232
Positions
29,235 470,196 31,301 486,963 102,062 28,458 66,271 72,692 107,954 31,132 8,788 5,414 93,504 53,368
Changes from: August 29, 2023 Total Change is: 23,491
2,567 -12,512 4,211 -161 5,542 2,240 -254 8,791 11,092 874 -189 258 2,663 4,057
Percent of Open Interest Represented by Each Category of Trader
3.3 53.4 3.6 55.3 11.6 3.2 7.5 8.3 12.3 3.5 1.0 0.6 10.6 6.1
Number of Traders in Each Category Total Traders: 305
13 17 15 119 28 53 47 46 39 23 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,558
Positions
0 11,952 0 14,331 5,204 2,911 709 2,950 0 0 0 0 11,607 6,541
Changes from: August 29, 2023 Total Change is: 75
0 2 0 -398 17 403 0 -13 0 0 0 0 70 -334
Percent of Open Interest Represented by Each Category of Trader
0.0 40.4 0.0 48.5 17.6 9.8 2.4 10.0 0.0 0.0 0.0 0.0 39.3 22.1
Number of Traders in Each Category Total Traders: 27
0 . 0 16 4 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 256,354
Positions
110,149 3,426 7,563 39,053 133,970 5,091 42,233 44,634 23,986 2,508 942 0 25,771 36,742
Changes from: August 29, 2023 Total Change is: 17,127
12,259 -716 3,860 1,015 1,913 375 -7,523 3,644 5,348 511 406 0 1,282 2,298
Percent of Open Interest Represented by Each Category of Trader
43.0 1.3 3.0 15.2 52.3 2.0 16.5 17.4 9.4 1.0 0.4 0.0 10.1 14.3
Number of Traders in Each Category Total Traders: 112
10 . 9 14 24 12 19 35 19 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 246,538
Positions
1,434 65,635 3,748 142,522 8,621 2,260 75,443 41,808 10,774 3,255 110,772 1 7,102 2,920
Changes from: August 29, 2023 Total Change is: 7,334
-20 1,844 2,349 5,332 595 -792 -4,049 -2,762 6,022 39 648 -34 -1,513 -536
Percent of Open Interest Represented by Each Category of Trader
0.6 26.6 1.5 57.8 3.5 0.9 30.6 17.0 4.4 1.3 44.9 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 169
4 9 5 29 10 6 57 30 16 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,872
Positions
1,887 18,055 568 12,476 3,604 12 12,496 6,744 418 3,696 3,788 0 3,319 1,683
Changes from: August 29, 2023 Total Change is: -18,293
-4,103 -12,232 -4,291 857 -633 -105 -6,732 1,903 -2,992 -800 339 0 -127 -282
Percent of Open Interest Represented by Each Category of Trader
5.4 51.8 1.6 35.8 10.3 0.0 35.8 19.3 1.2 10.6 10.9 0.0 9.5 4.8
Number of Traders in Each Category Total Traders: 81
. 4 . 14 9 . 22 12 . 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 56,507
Positions
27,456 0 70 5,688 33,751 395 17,246 12,898 2,481 161 611 18 2,992 6,283
Changes from: August 29, 2023 Total Change is: -152
922 -126 2 1,040 593 197 -2,702 -1,091 37 161 -325 0 191 561
Percent of Open Interest Represented by Each Category of Trader
48.6 0.0 0.1 10.1 59.7 0.7 30.5 22.8 4.4 0.3 1.1 0.0 5.3 11.1
Number of Traders in Each Category Total Traders: 93
11 0 . 7 25 . 20 24 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 25,151
Positions
21,004 7,135 0 608 3,322 77 2,014 12,839 9 291 0 0 1,148 1,769
Changes from: August 29, 2023 Total Change is: 564
-27 57 0 195 -1,081 0 510 1,518 -154 0 0 0 40 224
Percent of Open Interest Represented by Each Category of Trader
83.5 28.4 0.0 2.4 13.2 0.3 8.0 51.0 0.0 1.2 0.0 0.0 4.6 7.0
Number of Traders in Each Category Total Traders: 35
. . 0 . 5 . 9 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 93,954
Positions
39,216 26,429 1,525 17,035 7,554 730 8,271 23,479 3,789 8,785 17,339 0 14,603 13,109
Changes from: August 29, 2023 Total Change is: -3,033
-739 -1,089 -330 1,307 -1,076 560 -3,445 -1,056 91 -756 -732 0 279 599
Percent of Open Interest Represented by Each Category of Trader
41.7 28.1 1.6 18.1 8.0 0.8 8.8 25.0 4.0 9.4 18.5 0.0 15.5 14.0
Number of Traders in Each Category Total Traders: 89
13 12 4 16 9 6 17 16 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 93,954
Positions
39,216 26,429 1,525 17,035 7,554 730 8,271 23,479 3,789 8,785 17,339 0 14,603 13,109
Changes from: August 29, 2023 Total Change is: -3,033
-739 -1,089 -330 1,307 -1,076 560 -3,445 -1,056 91 -756 -732 0 279 599
Percent of Open Interest Represented by Each Category of Trader
41.7 28.1 1.6 18.1 8.0 0.8 8.8 25.0 4.0 9.4 18.5 0.0 15.5 14.0
Number of Traders in Each Category Total Traders: 89
13 12 4 16 9 6 17 16 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 42,486
Positions
10,055 29,646 0 25,297 3,619 1,857 2,913 6,276 9 0 0 0 2,355 1,079
Changes from: August 29, 2023 Total Change is: 558
-1,793 375 0 2,151 518 -281 15 -93 9 0 0 0 457 30
Percent of Open Interest Represented by Each Category of Trader
23.7 69.8 0.0 59.5 8.5 4.4 6.9 14.8 0.0 0.0 0.0 0.0 5.5 2.5
Number of Traders in Each Category Total Traders: 40
6 4 0 18 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,211,554
Positions
327,685 695,470 253,089 1,108,022 331,469 211,549 127,162 471,539 697,804 129,965 192,331 46,823 309,455 311,480
Changes from: August 29, 2023 Total Change is: -44,417
-8,628 22,253 -4,325 13,309 -11,788 -1,863 -9,888 -30,546 -16,791 -11,030 8,185 -195 -5,006 -9,348
Percent of Open Interest Represented by Each Category of Trader
10.2 21.7 7.9 34.5 10.3 6.6 4.0 14.7 21.7 4.0 6.0 1.5 9.6 9.7
Number of Traders in Each Category Total Traders: 573
40 34 55 173 71 113 72 101 109 43 32 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 22,836
Positions
10,846 8,236 0 7,867 10,834 648 1,849 1,073 0 0 0 0 1,626 2,045
Changes from: August 29, 2023 Total Change is: 104
202 -166 0 -169 -164 145 384 137 0 0 0 0 -458 152
Percent of Open Interest Represented by Each Category of Trader
47.5 36.1 0.0 34.4 47.4 2.8 8.1 4.7 0.0 0.0 0.0 0.0 7.1 9.0
Number of Traders in Each Category Total Traders: 27
7 5 0 4 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 31,815
Positions
5,561 26,375 0 12,705 2,937 0 10,688 1,145 0 0 0 0 2,861 1,358
Changes from: August 29, 2023 Total Change is: 1,708
290 1,705 0 565 110 0 880 -230 0 0 0 0 -27 123
Percent of Open Interest Represented by Each Category of Trader
17.5 82.9 0.0 39.9 9.2 0.0 33.6 3.6 0.0 0.0 0.0 0.0 9.0 4.3
Number of Traders in Each Category Total Traders: 38
4 7 0 13 . 0 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,184,653
Positions
328,501 696,495 250,909 1,106,376 331,368 210,803 128,116 481,763 682,972 131,471 192,963 41,928 303,578 295,453
Changes from: August 29, 2023 Total Change is: -45,750
-8,752 22,251 -4,539 13,293 -11,893 -1,911 -7,753 -28,967 -19,480 -13,182 5,620 1,958 -5,383 -8,788
Percent of Open Interest Represented by Each Category of Trader
10.3 21.9 7.9 34.7 10.4 6.6 4.0 15.1 21.4 4.1 6.1 1.3 9.5 9.3
Number of Traders in Each Category Total Traders: 560
39 35 54 169 69 109 68 99 107 43 32 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,242
Positions
22,359 32,014 0 13,072 880 0 1,044 3,526 0 0 0 0 1,767 1,822
Changes from: August 29, 2023 Total Change is: 242
1,133 1 0 -1,079 244 0 156 -352 0 0 0 0 32 349
Percent of Open Interest Represented by Each Category of Trader
58.5 83.7 0.0 34.2 2.3 0.0 2.7 9.2 0.0 0.0 0.0 0.0 4.6 4.8
Number of Traders in Each Category Total Traders: 28
7 7 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,595
Positions
4,723 12,920 0 5,913 1,133 0 1,987 386 0 0 0 0 2,972 1,156
Changes from: August 29, 2023 Total Change is: -277
-179 -201 -2 0 -241 0 28 79 0 0 0 0 -124 88
Percent of Open Interest Represented by Each Category of Trader
30.3 82.8 0.0 37.9 7.3 0.0 12.7 2.5 0.0 0.0 0.0 0.0 19.1 7.4
Number of Traders in Each Category Total Traders: 21
6 6 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 47,436
Positions
23,511 15,746 0 20,669 5,925 132 1,450 23,691 57 0 0 0 1,617 1,885
Changes from: August 29, 2023 Total Change is: 399
4,934 -100 0 -4,450 -361 0 61 607 2 0 0 0 -148 251
Percent of Open Interest Represented by Each Category of Trader
49.6 33.2 0.0 43.6 12.5 0.3 3.1 49.9 0.1 0.0 0.0 0.0 3.4 4.0
Number of Traders in Each Category Total Traders: 34
5 7 0 9 . . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 269,010
Positions
13,494 11,400 153 20,812 5,358 3,120 121,643 28,945 17,133 31,911 40,650 1,983 58,761 160,268
Changes from: August 29, 2023 Total Change is: 13,331
3,228 2,010 153 -530 364 1,168 5,090 10,642 465 -59 4,076 47 3,769 -5,595
Percent of Open Interest Represented by Each Category of Trader
5.0 4.2 0.1 7.7 2.0 1.2 45.2 10.8 6.4 11.9 15.1 0.7 21.8 59.6
Number of Traders in Each Category Total Traders: 32
. . . 10 4 6 8 4 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 371,290
Positions
106,247 116,190 156,448 0 38,000 0 36,455 8,832 43,657 23,285 0 0 5,198 8,163
Changes from: August 29, 2023 Total Change is: -495
-2,750 -2,520 2,525 0 0 0 230 0 -500 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
28.6 31.3 42.1 0.0 10.2 0.0 9.8 2.4 11.8 6.3 0.0 0.0 1.4 2.2
Number of Traders in Each Category Total Traders: 33
8 10 18 0 . 0 5 . 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,527
Positions
3,831 4,954 155 21,259 22,845 2,315 2,298 1,080 74 0 2,486 0 8,595 4,618
Changes from: August 29, 2023 Total Change is: 366
236 -380 36 449 808 -220 -294 -1,558 56 0 1,711 0 103 -87
Percent of Open Interest Represented by Each Category of Trader
9.9 12.9 0.4 55.2 59.3 6.0 6.0 2.8 0.2 0.0 6.5 0.0 22.3 12.0
Number of Traders in Each Category Total Traders: 60
4 4 . 27 15 10 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 343,385
Positions
58,524 61,030 21,287 86,825 25,667 7,867 45,694 74,145 63,312 6,839 29,673 5,292 47,746 55,113
Changes from: August 29, 2023 Total Change is: 4,321
5,263 664 42 -1,056 1,240 131 1,739 2,047 -573 39 636 18 -1,284 114
Percent of Open Interest Represented by Each Category of Trader
17.0 17.8 6.2 25.3 7.5 2.3 13.3 21.6 18.4 2.0 8.6 1.5 13.9 16.0
Number of Traders in Each Category Total Traders: 351
26 29 20 82 36 40 49 61 51 24 42 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 326,046
Positions
58,385 60,650 20,965 86,257 25,736 7,788 54,764 82,138 45,049 7,877 29,255 4,083 40,878 50,383
Changes from: August 29, 2023 Total Change is: 3,653
5,049 431 206 -1,110 1,238 131 4,668 5,138 -4,078 415 635 -279 -1,349 230
Percent of Open Interest Represented by Each Category of Trader
17.9 18.6 6.4 26.5 7.9 2.4 16.8 25.2 13.8 2.4 9.0 1.3 12.5 15.5
Number of Traders in Each Category Total Traders: 319
23 26 19 77 36 39 47 57 49 19 34 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 173,389
Positions
4,609 7,021 0 6,361 0 97 87,197 97,960 4,738 1,608 16,170 103 68,676 47,301
Changes from: August 29, 2023 Total Change is: 6,675
507 706 -5 526 0 19 6,152 4,535 -394 -778 2,984 -2 650 -1,167
Percent of Open Interest Represented by Each Category of Trader
2.7 4.0 0.0 3.7 0.0 0.1 50.3 56.5 2.7 0.9 9.3 0.1 39.6 27.3
Number of Traders in Each Category Total Traders: 49
. 5 0 8 0 . 11 8 9 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 520,138
Positions
138,554 113,957 10,314 189,439 160,948 37,501 72,992 113,404 12,758 30,541 44,304 230 27,809 26,723
Changes from: August 29, 2023 Total Change is: 1,892
4,406 -1,828 550 537 4,998 -2,150 -2,048 -11,021 1,285 -1,760 6,391 -8 1,081 3,675
Percent of Open Interest Represented by Each Category of Trader
26.6 21.9 2.0 36.4 30.9 7.2 14.0 21.8 2.5 5.9 8.5 0.0 5.3 5.1
Number of Traders in Each Category Total Traders: 343
29 20 7 90 62 49 46 69 37 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 13,996
Positions
3,756 6,533 0 8,788 6,293 0 800 387 0 0 0 0 652 783
Changes from: August 29, 2023 Total Change is: 169
-512 -264 0 861 8 0 285 387 0 0 0 0 -465 38
Percent of Open Interest Represented by Each Category of Trader
26.8 46.7 0.0 62.8 45.0 0.0 5.7 2.8 0.0 0.0 0.0 0.0 4.7 5.6
Number of Traders in Each Category Total Traders: 26
. 5 0 9 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 26,111
Positions
1,839 218 0 374 215 42 6,281 13,519 2,359 2,323 1,530 0 12,893 8,228
Changes from: August 29, 2023 Total Change is: 3,871
59 -649 0 -477 -10 0 1,083 1,144 1,982 -258 65 0 1,482 1,339
Percent of Open Interest Represented by Each Category of Trader
7.0 0.8 0.0 1.4 0.8 0.2 24.1 51.8 9.0 8.9 5.9 0.0 49.4 31.5
Number of Traders in Each Category Total Traders: 21
. . 0 . . . 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 24,684
Positions
0 11,803 4,257 10,348 0 8 4,363 3,647 679 565 1,167 11 4,453 3,112
Changes from: August 29, 2023 Total Change is: 6,898
0 996 4,257 485 0 1 808 563 679 201 13 1 466 388
Percent of Open Interest Represented by Each Category of Trader
0.0 47.8 17.2 41.9 0.0 0.0 17.7 14.8 2.8 2.3 4.7 0.0 18.0 12.6
Number of Traders in Each Category Total Traders: 30
0 4 . 11 0 . 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 66,338
Positions
10,647 11,016 9,927 20,449 1,568 568 12,458 7,893 2,293 1,937 4,431 139 7,920 28,503
Changes from: August 29, 2023 Total Change is: 14,466
653 -618 9,316 -321 -43 32 2,354 521 2,014 -18 -172 139 297 3,277
Percent of Open Interest Represented by Each Category of Trader
16.0 16.6 15.0 30.8 2.4 0.9 18.8 11.9 3.5 2.9 6.7 0.2 11.9 43.0
Number of Traders in Each Category Total Traders: 69
11 8 7 14 . 5 15 11 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 390,404
Positions
35,355 204,079 4,112 259,713 67,591 40,723 19,302 54,216 2,143 18,757 10,974 612 9,687 5,954
Changes from: August 29, 2023 Total Change is: -157
-553 -10,068 -76 1,968 -2,790 371 -2,376 6,237 669 -3 5,810 33 -190 -343
Percent of Open Interest Represented by Each Category of Trader
9.1 52.3 1.1 66.5 17.3 10.4 4.9 13.9 0.5 4.8 2.8 0.2 2.5 1.5
Number of Traders in Each Category Total Traders: 192
12 15 7 77 44 34 17 17 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,072,046
Positions
87,243 481,206 18,481 639,721 335,873 106,208 120,185 60,316 6,156 61,869 47,415 1,769 30,414 14,622
Changes from: August 29, 2023 Total Change is: -14,033
-1,776 2,289 8,274 -3,851 -12,373 -11,571 2,088 -2,651 -1,040 4,818 4,587 170 -11,145 -1,718
Percent of Open Interest Represented by Each Category of Trader
8.1 44.9 1.7 59.7 31.3 9.9 11.2 5.6 0.6 5.8 4.4 0.2 2.8 1.4
Number of Traders in Each Category Total Traders: 402
29 19 13 159 70 72 55 31 29 27 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 217,772
Positions
14,753 154,920 31,770 42,581 0 2,072 102,126 5,088 18,259 5,769 5,469 140 302 54
Changes from: August 29, 2023 Total Change is: -390
-743 889 -1,511 70 0 0 2,815 255 -23 -998 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
6.8 71.1 14.6 19.6 0.0 1.0 46.9 2.3 8.4 2.6 2.5 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
10 26 15 16 0 4 37 4 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,488,312
Positions
25,408 173,364 32,280 784,630 239,970 189,171 35,879 504,523 116,973 88,114 65,409 10,991 204,867 155,632
Changes from: August 29, 2023 Total Change is: 9,622
2,025 -6,553 1,795 18,432 14,565 -9,695 1,481 30,122 -7,107 2,474 -2,006 -1,728 1,945 -9,770
Percent of Open Interest Represented by Each Category of Trader
1.7 11.6 2.2 52.7 16.1 12.7 2.4 33.9 7.9 5.9 4.4 0.7 13.8 10.5
Number of Traders in Each Category Total Traders: 212
10 17 18 60 39 61 26 41 45 8 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,551,017
Positions
6,287 79,777 5,193 915,136 271,492 281,427 87,714 702,358 24,476 56,297 34,543 60 174,427 151,691
Changes from: August 29, 2023 Total Change is: -981
-585 10,891 -4,584 6,277 5,656 3,193 10,334 -17,742 -8,263 -1,531 6,390 -513 -5,309 3,991
Percent of Open Interest Represented by Each Category of Trader
0.4 5.1 0.3 59.0 17.5 18.1 5.7 45.3 1.6 3.6 2.2 0.0 11.2 9.8
Number of Traders in Each Category Total Traders: 172
. 10 5 76 29 56 12 27 15 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,698,767
Positions
131,293 287,654 9,047 1,657,373 511,663 325,049 809,164 2,132,775 79,191 405,504 173,795 24,837 257,308 154,757
Changes from: August 29, 2023 Total Change is: -84,666
-3,605 -69,539 -14,250 -51,059 38,727 33,024 19,636 -13,689 -54,136 -2,256 590 -1,806 -10,216 -3,588
Percent of Open Interest Represented by Each Category of Trader
3.5 7.8 0.2 44.8 13.8 8.8 21.9 57.7 2.1 11.0 4.7 0.7 7.0 4.2
Number of Traders in Each Category Total Traders: 431
30 23 12 158 42 97 62 60 39 45 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,267,297
Positions
100,476 319,300 138,214 2,639,393 1,193,609 668,541 340,626 1,780,576 464,290 410,137 221,061 68,215 437,407 413,493
Changes from: August 29, 2023 Total Change is: -86,772
1,828 -28,063 -20,814 -20,766 -38,198 -785 4,532 23,833 -38,281 2,212 11,805 14,080 -28,780 -10,350
Percent of Open Interest Represented by Each Category of Trader
1.9 6.1 2.6 50.1 22.7 12.7 6.5 33.8 8.8 7.8 4.2 1.3 8.3 7.9
Number of Traders in Each Category Total Traders: 423
20 32 36 132 61 107 49 82 87 29 18 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,772,317
Positions
66,188 108,031 2,106 907,199 601,376 276,888 172,755 416,988 20,379 146,521 74,512 716 179,565 271,321
Changes from: August 29, 2023 Total Change is: -80,462
2,319 -2,585 421 -1,743 -7,524 1,395 -37,438 -33,467 -37,561 -7,612 2,609 -150 -93 -3,600
Percent of Open Interest Represented by Each Category of Trader
3.7 6.1 0.1 51.2 33.9 15.6 9.7 23.5 1.1 8.3 4.2 0.0 10.1 15.3
Number of Traders in Each Category Total Traders: 177
5 12 . 52 51 59 14 24 14 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,177
Positions
0 0 0 0 0 0 1,992 878 3,864 405 822 0 916 1,613
Changes from: August 29, 2023 Total Change is: 855
0 0 0 0 0 0 -572 -465 1,368 38 -11 0 21 -37
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 27.8 12.2 53.8 5.6 11.5 0.0 12.8 22.5
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . . 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 5,705,544
Positions
114,635 752,677 78,440 2,683,961 937,306 704,136 822,132 2,515,054 226,129 631,534 133,629 20,026 424,553 338,148
Changes from: August 29, 2023 Total Change is: 25,831
12,696 -16,208 -4,103 140,278 -1,352 -20,811 -4,448 174,328 -106,912 46,189 5,828 -735 -36,323 -4,205
Percent of Open Interest Represented by Each Category of Trader
2.0 13.2 1.4 47.0 16.4 12.3 14.4 44.1 4.0 11.1 2.3 0.4 7.4 5.9
Number of Traders in Each Category Total Traders: 403
20 32 24 144 40 98 47 73 60 32 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,352,672
Positions
410,381 213,077 243,988 18,075 82,888 18,327 187,179 316,126 432,299 10,366 700 2,400 29,657 42,867
Changes from: August 29, 2023 Total Change is: -336,253
-101,776 55,142 -122,074 7,346 -14,390 -17,034 42,977 -83,223 -146,054 6,965 -5,272 0 -6,603 -3,348
Percent of Open Interest Represented by Each Category of Trader
30.3 15.8 18.0 1.3 6.1 1.4 13.8 23.4 32.0 0.8 0.1 0.2 2.2 3.2
Number of Traders in Each Category Total Traders: 137
27 27 46 . 4 7 33 30 53 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 12,132
Positions
3,786 2,437 4,578 199 0 343 263 1,497 2,802 0 335 23 138 117
Changes from: August 29, 2023 Total Change is: 10
-487 -882 955 -23 0 -26 -62 354 -396 0 0 0 49 5
Percent of Open Interest Represented by Each Category of Trader
31.2 20.1 37.7 1.6 0.0 2.8 2.2 12.3 23.1 0.0 2.8 0.2 1.1 1.0
Number of Traders in Each Category Total Traders: 30
6 7 8 . 0 . 6 8 12 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is22,869,033
Positions
2,422,843 2,765,106 3,749,563 333,861 597,452 1,568,951 1,627,980 870,708 12,624,257 134,076 280,143 371,652 35,850 41,200
Changes from: August 29, 2023 Total Change is: 380,979
55,288 -48,860 42,992 -11,394 93,086 105,810 -33,608 -18,264 208,439 12,580 1,856 2,524 -1,650 -6,603
Percent of Open Interest Represented by Each Category of Trader
10.6 12.1 16.4 1.5 2.6 6.9 7.1 3.8 55.2 0.6 1.2 1.6 0.2 0.2
Number of Traders in Each Category Total Traders: 1,074
70 112 141 59 72 83 144 194 236 196 167 188
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 797,779
Positions
369,819 185,617 146,802 12,580 5,445 6,405 114,242 275,170 145,548 1,961 32,350 121 301 321
Changes from: August 29, 2023 Total Change is: -251,346
-154,743 -21,682 -48,400 11,632 -5,276 -10,860 -2,315 -107,807 -46,998 368 -10,422 -4 -26 103
Percent of Open Interest Represented by Each Category of Trader
46.4 23.3 18.4 1.6 0.7 0.8 14.3 34.5 18.2 0.2 4.1 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 177
32 49 52 . 6 . 26 51 44 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 74,367
Positions
2,743 1,529 31,388 40 180 0 4,179 18,976 21,391 14,623 879 0 3 24
Changes from: August 29, 2023 Total Change is: -252
0 0 0 0 0 0 50 -255 0 -302 3 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 2.1 42.2 0.1 0.2 0.0 5.6 25.5 28.8 19.7 1.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 4 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 21,734
Positions
7,078 0 1,113 0 524 0 2,380 11,558 2,468 8,695 6,009 0 0 62
Changes from: August 29, 2023 Total Change is: -458
0 0 0 0 0 0 -501 -429 43 0 -72 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.6 0.0 5.1 0.0 2.4 0.0 11.0 53.2 11.4 40.0 27.6 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 25
. 0 . 0 . 0 . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,493
Positions
520 2,005 317 7,856 1,539 354 1,401 8,755 2,324 2,153 167 294 1,275 739
Changes from: August 29, 2023 Total Change is: -1,187
-45 -759 34 -83 603 9 -887 -1,324 319 -406 -1 -79 -49 11
Percent of Open Interest Represented by Each Category of Trader
3.2 12.2 1.9 47.6 9.3 2.1 8.5 53.1 14.1 13.1 1.0 1.8 7.7 4.5
Number of Traders in Each Category Total Traders: 114
4 7 . 9 8 4 16 53 22 11 5 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,068
Positions
239 999 288 360 757 29 3,057 3,766 2,892 2,609 1,963 117 2,477 1,257
Changes from: August 29, 2023 Total Change is: -406
-59 868 -123 27 64 14 428 427 -1,092 363 -911 -45 80 391
Percent of Open Interest Represented by Each Category of Trader
2.0 8.3 2.4 3.0 6.3 0.2 25.3 31.2 24.0 21.6 16.3 1.0 20.5 10.4
Number of Traders in Each Category Total Traders: 108
. . . . . . 15 12 10 51 19 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,452
Positions
322 152 240 248 905 5 2,054 2,644 714 1,325 225 82 463 485
Changes from: August 29, 2023 Total Change is: 593
-2 14 67 -88 199 5 993 208 -61 -157 101 37 -201 23
Percent of Open Interest Represented by Each Category of Trader
5.9 2.8 4.4 4.5 16.6 0.1 37.7 48.5 13.1 24.3 4.1 1.5 8.5 8.9
Number of Traders in Each Category Total Traders: 75
6 . . . 4 . 21 24 14 9 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 16,337
Positions
1,047 0 765 0 712 0 4,469 6,178 2,780 6,404 5,171 432 440 299
Changes from: August 29, 2023 Total Change is: -220
436 -1,925 73 0 712 0 1,238 2,430 -1,913 69 510 -133 10 26
Percent of Open Interest Represented by Each Category of Trader
6.4 0.0 4.7 0.0 4.4 0.0 27.4 37.8 17.0 39.2 31.7 2.6 2.7 1.8
Number of Traders in Each Category Total Traders: 85
. 0 . 0 . 0 7 5 5 50 20 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,634
Positions
0 7,101 0 16,583 1,408 747 10,580 20,668 950 3,139 2,800 10 4,626 2,951
Changes from: August 29, 2023 Total Change is: -172
-98 972 0 -1,229 389 0 189 -1,861 -141 752 691 -8 363 -213
Percent of Open Interest Represented by Each Category of Trader
0.0 19.4 0.0 45.3 3.8 2.0 28.9 56.4 2.6 8.6 7.6 0.0 12.6 8.1
Number of Traders in Each Category Total Traders: 103
0 . 0 10 7 . 26 26 9 17 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 402,061
Positions
54,687 32,575 15,999 93,156 82,737 53,702 80,127 109,347 55,288 4,840 6,612 17,832 26,430 27,969
Changes from: August 29, 2023 Total Change is: 17,217
10,784 -619 1,396 -3,533 9,767 1,799 9,091 511 -629 -6,527 3,400 2,427 2,409 -835
Percent of Open Interest Represented by Each Category of Trader
13.6 8.1 4.0 23.2 20.6 13.4 19.9 27.2 13.8 1.2 1.6 4.4 6.6 7.0
Number of Traders in Each Category Total Traders: 205
14 13 22 25 31 27 38 48 53 10 14 22
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Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 62,372
Positions
47,045 46,219 0 9,550 2,728 765 4,164 11,972 338 179 187 53 278 110
Changes from: August 29, 2023 Total Change is: 995
0 0 0 873 -500 108 10 1,442 -49 57 -8 6 -10 -4
Percent of Open Interest Represented by Each Category of Trader
75.4 74.1 0.0 15.3 4.4 1.2 6.7 19.2 0.5 0.3 0.3 0.1 0.4 0.2
Number of Traders in Each Category Total Traders: 40
5 . 0 13 . . 7 5 . . . .
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Updated September 8, 2023