Traders in Financial Futures - Futures Only Positions as of September 12, 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 217,080
Positions
83,253 7,734 9,585 26,309 100,728 4,987 45,839 41,961 11,384 3,913 1,499 43 31,767 39,159
Changes from: September 5, 2023 Total Change is: 27,420
23,357 -4,268 8,523 -2,319 16,812 -334 -4,941 1,474 4,041 -212 -1,027 0 -695 2,199
Percent of Open Interest Represented by Each Category of Trader
38.4 3.6 4.4 12.1 46.4 2.3 21.1 19.3 5.2 1.8 0.7 0.0 14.6 18.0
Number of Traders in Each Category Total Traders: 107
10 4 5 13 26 11 18 29 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 49,945
Positions
16,826 3,999 1,846 4,780 20,213 51 9,926 6,017 1,035 1,710 0 0 13,771 16,784
Changes from: September 5, 2023 Total Change is: 3,275
623 -61 1,846 -713 2,480 -64 -509 -669 489 0 0 0 1,603 -746
Percent of Open Interest Represented by Each Category of Trader
33.7 8.0 3.7 9.6 40.5 0.1 19.9 12.0 2.1 3.4 0.0 0.0 27.6 33.6
Number of Traders in Each Category Total Traders: 45
8 . . 4 10 . 12 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 227,437
Positions
3,796 53,933 10,238 80,068 72,484 5,120 78,429 37,539 17,653 0 3,331 0 32,133 27,139
Changes from: September 5, 2023 Total Change is: 2,033
-896 -8,214 5,946 -3,001 2,530 -2,222 2,594 4,352 1,882 0 1,452 -536 -1,734 -3,157
Percent of Open Interest Represented by Each Category of Trader
1.7 23.7 4.5 35.2 31.9 2.3 34.5 16.5 7.8 0.0 1.5 0.0 14.1 11.9
Number of Traders in Each Category Total Traders: 124
5 10 7 20 26 18 33 24 21 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 270,854
Positions
99,063 15,756 4,660 66,782 112,799 3,402 35,535 70,979 14,247 11,107 5,022 15 36,043 43,974
Changes from: September 5, 2023 Total Change is: 2,510
-3,727 19 721 606 3,890 -1,153 -1,074 -6,993 5,431 593 282 0 1,113 313
Percent of Open Interest Represented by Each Category of Trader
36.6 5.8 1.7 24.7 41.6 1.3 13.1 26.2 5.3 4.1 1.9 0.0 13.3 16.2
Number of Traders in Each Category Total Traders: 146
13 6 6 21 29 15 26 36 15 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 743,759
Positions
25,933 442,298 18,160 450,698 107,951 22,692 72,898 59,469 23,555 31,791 8,503 5,248 92,784 55,883
Changes from: September 5, 2023 Total Change is: -10,504
-3,821 -28,099 15,918 -10,341 598 815 -16,629 -5,988 -149 354 330 568 2,781 5,503
Percent of Open Interest Represented by Each Category of Trader
3.5 59.5 2.4 60.6 14.5 3.1 9.8 8.0 3.2 4.3 1.1 0.7 12.5 7.5
Number of Traders in Each Category Total Traders: 285
13 18 12 109 32 48 44 39 23 21 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 31,040
Positions
443 11,324 0 14,028 6,005 2,813 1,041 3,724 417 0 0 0 12,298 6,757
Changes from: September 5, 2023 Total Change is: 1,482
443 -628 0 -303 801 -98 332 774 417 0 0 0 691 216
Percent of Open Interest Represented by Each Category of Trader
1.4 36.5 0.0 45.2 19.3 9.1 3.4 12.0 1.3 0.0 0.0 0.0 39.6 21.8
Number of Traders in Each Category Total Traders: 28
. . 0 15 4 9 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,569
Positions
2,915 5,534 54 4,822 7,759 1,068 5,368 1,000 30 0 1,820 0 9,312 6,304
Changes from: September 5, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.4 23.5 0.2 20.5 32.9 4.5 22.8 4.2 0.1 0.0 7.7 0.0 39.5 26.7
Number of Traders in Each Category Total Traders: 21
. . . 5 6 4 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 256,219
Positions
112,017 3,519 24,443 37,663 135,223 3,352 35,599 32,256 18,754 2,118 942 0 22,273 37,730
Changes from: September 5, 2023 Total Change is: 15,018
3,004 -316 18,607 -716 366 -789 -8,559 -10,325 5,609 -376 0 0 -1,762 1,866
Percent of Open Interest Represented by Each Category of Trader
43.7 1.4 9.5 14.7 52.8 1.3 13.9 12.6 7.3 0.8 0.4 0.0 8.7 14.7
Number of Traders in Each Category Total Traders: 105
10 . 7 12 25 8 23 25 17 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 235,720
Positions
1,458 58,717 9,813 130,926 8,538 2,055 71,628 33,661 11,031 1,529 109,246 12 7,268 2,647
Changes from: September 5, 2023 Total Change is: -10,341
24 -6,918 6,065 -11,596 -83 -205 -3,379 -8,147 280 -1,726 -1,119 12 184 -226
Percent of Open Interest Represented by Each Category of Trader
0.6 24.9 4.2 55.5 3.6 0.9 30.4 14.3 4.7 0.6 46.3 0.0 3.1 1.1
Number of Traders in Each Category Total Traders: 148
4 9 6 25 10 6 53 21 15 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 34,969
Positions
1,635 17,479 565 12,306 3,643 15 12,981 7,714 413 3,749 3,818 0 3,305 1,322
Changes from: September 5, 2023 Total Change is: 98
-252 -576 -3 -170 39 3 485 970 -5 53 30 0 -13 -360
Percent of Open Interest Represented by Each Category of Trader
4.7 50.0 1.6 35.2 10.4 0.0 37.1 22.1 1.2 10.7 10.9 0.0 9.5 3.8
Number of Traders in Each Category Total Traders: 79
. 4 . 13 9 . 20 12 . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 67,487
Positions
28,190 0 8,496 4,776 33,626 261 15,845 12,084 6,281 200 664 18 3,420 6,057
Changes from: September 5, 2023 Total Change is: 11,025
734 0 8,426 -912 -125 -134 -1,401 -814 3,800 39 53 0 473 -181
Percent of Open Interest Represented by Each Category of Trader
41.8 0.0 12.6 7.1 49.8 0.4 23.5 17.9 9.3 0.3 1.0 0.0 5.1 9.0
Number of Traders in Each Category Total Traders: 82
12 0 5 6 21 . 17 19 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 25,710
Positions
20,999 7,151 29 583 3,214 77 1,918 12,627 727 308 0 0 1,069 1,885
Changes from: September 5, 2023 Total Change is: 559
-5 16 29 -25 -108 0 -96 -212 718 17 0 0 -79 116
Percent of Open Interest Represented by Each Category of Trader
81.7 27.8 0.1 2.3 12.5 0.3 7.5 49.1 2.8 1.2 0.0 0.0 4.2 7.3
Number of Traders in Each Category Total Traders: 33
. . . . 4 . 9 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 102,910
Positions
42,093 25,529 4,892 16,342 10,116 166 9,981 24,318 5,235 9,108 18,024 515 14,578 14,115
Changes from: September 5, 2023 Total Change is: 8,977
2,877 -900 3,367 -693 2,562 -564 1,709 831 1,455 323 685 515 -12 1,026
Percent of Open Interest Represented by Each Category of Trader
40.9 24.8 4.8 15.9 9.8 0.2 9.7 23.6 5.1 8.9 17.5 0.5 14.2 13.7
Number of Traders in Each Category Total Traders: 95
15 11 12 16 11 5 17 14 11 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 102,910
Positions
42,093 25,529 4,892 16,342 10,116 166 9,981 24,318 5,235 9,108 18,024 515 14,578 14,115
Changes from: September 5, 2023 Total Change is: 8,977
2,877 -900 3,367 -693 2,562 -564 1,709 831 1,455 323 685 515 -12 1,026
Percent of Open Interest Represented by Each Category of Trader
40.9 24.8 4.8 15.9 9.8 0.2 9.7 23.6 5.1 8.9 17.5 0.5 14.2 13.7
Number of Traders in Each Category Total Traders: 95
15 11 12 16 11 5 17 14 11 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 61,376
Positions
10,156 30,617 18,728 24,918 3,482 1,957 3,088 5,509 13 0 0 0 2,516 1,070
Changes from: September 5, 2023 Total Change is: 18,890
101 971 18,728 -379 -137 100 175 -767 4 0 0 0 161 -9
Percent of Open Interest Represented by Each Category of Trader
16.5 49.9 30.5 40.6 5.7 3.2 5.0 9.0 0.0 0.0 0.0 0.0 4.1 1.7
Number of Traders in Each Category Total Traders: 41
6 4 4 19 4 . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 2,547,762
Positions
277,838 753,232 138,522 1,100,501 317,823 239,691 177,330 416,335 143,146 123,171 205,408 55,156 292,408 278,450
Changes from: September 5, 2023 Total Change is: 263,095
-44,865 32,987 103,043 -9,085 -10,079 37,102 51,867 -35,280 64,491 -8,882 4,740 39,342 30,083 26,751
Percent of Open Interest Represented by Each Category of Trader
10.9 29.6 5.4 43.2 12.5 9.4 7.0 16.3 5.6 4.8 8.1 2.2 11.5 10.9
Number of Traders in Each Category Total Traders: 529
35 43 42 174 64 110 68 97 87 22 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 28,854
Positions
10,317 8,357 5,534 7,984 10,931 752 2,190 866 4 0 0 0 2,073 2,410
Changes from: September 5, 2023 Total Change is: 6,018
-529 121 5,534 117 97 104 341 -207 4 0 0 0 447 365
Percent of Open Interest Represented by Each Category of Trader
35.8 29.0 19.2 27.7 37.9 2.6 7.6 3.0 0.0 0.0 0.0 0.0 7.2 8.4
Number of Traders in Each Category Total Traders: 28
7 6 4 . 6 . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 33,495
Positions
5,537 28,462 1,064 12,086 1,001 0 10,771 1,430 477 0 0 0 3,560 1,061
Changes from: September 5, 2023 Total Change is: 1,680
-24 2,087 1,064 -619 -1,936 0 83 285 477 0 0 0 699 -297
Percent of Open Interest Represented by Each Category of Trader
16.5 85.0 3.2 36.1 3.0 0.0 32.2 4.3 1.4 0.0 0.0 0.0 10.6 3.2
Number of Traders in Each Category Total Traders: 37
4 7 . 11 . 0 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 2,520,164
Positions
278,270 753,555 136,845 1,098,908 317,610 239,140 176,348 426,460 128,603 123,171 208,360 51,985 286,894 257,606
Changes from: September 5, 2023 Total Change is: 261,004
-45,249 32,284 103,547 -9,032 -10,191 37,298 50,100 -35,090 63,836 -10,388 7,072 40,868 30,024 21,380
Percent of Open Interest Represented by Each Category of Trader
11.0 29.9 5.4 43.6 12.6 9.5 7.0 16.9 5.1 4.9 8.3 2.1 11.4 10.2
Number of Traders in Each Category Total Traders: 517
36 42 42 170 63 107 65 95 83 22 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 41,566
Positions
22,202 26,383 8,733 7,572 880 0 309 3,602 412 0 0 0 2,338 1,556
Changes from: September 5, 2023 Total Change is: 3,324
-157 -5,631 8,733 -5,500 0 0 -735 76 412 0 0 0 571 -266
Percent of Open Interest Represented by Each Category of Trader
53.4 63.5 21.0 18.2 2.1 0.0 0.7 8.7 1.0 0.0 0.0 0.0 5.6 3.7
Number of Traders in Each Category Total Traders: 25
7 7 8 4 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 15,304
Positions
3,519 10,961 2,284 6,409 0 0 0 737 220 0 0 0 2,872 1,102
Changes from: September 5, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
23.0 71.6 14.9 41.9 0.0 0.0 0.0 4.8 1.4 0.0 0.0 0.0 18.8 7.2
Number of Traders in Each Category Total Traders: 22
4 8 4 7 0 0 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 45,525
Positions
15,133 10,793 5,270 21,149 3,148 132 1,511 23,616 57 0 0 0 2,273 2,509
Changes from: September 5, 2023 Total Change is: -1,911
-8,378 -4,953 5,270 480 -2,777 0 61 -75 0 0 0 0 656 624
Percent of Open Interest Represented by Each Category of Trader
33.2 23.7 11.6 46.5 6.9 0.3 3.3 51.9 0.1 0.0 0.0 0.0 5.0 5.5
Number of Traders in Each Category Total Traders: 34
4 8 . 9 . . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 275,982
Positions
11,401 12,495 1,044 18,328 4,521 3,111 128,711 17,647 26,535 31,710 2,191 0 55,142 208,438
Changes from: September 5, 2023 Total Change is: 20,913
-2,093 1,095 891 -2,484 -837 -9 8,378 -11,198 15,842 -200 -38,584 0 588 53,713
Percent of Open Interest Represented by Each Category of Trader
4.1 4.5 0.4 6.6 1.6 1.1 46.6 6.4 9.6 11.5 0.8 0.0 20.0 75.5
Number of Traders in Each Category Total Traders: 29
. . . 9 . 5 7 4 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 376,379
Positions
107,194 118,424 157,829 0 38,000 0 36,755 8,832 45,126 24,277 0 0 5,198 8,168
Changes from: September 5, 2023 Total Change is: 5,089
947 2,234 1,381 0 0 0 300 0 1,469 992 0 0 0 5
Percent of Open Interest Represented by Each Category of Trader
28.5 31.5 41.9 0.0 10.1 0.0 9.8 2.3 12.0 6.5 0.0 0.0 1.4 2.2
Number of Traders in Each Category Total Traders: 34
9 10 18 0 . 0 5 . 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 42,118
Positions
4,205 6,284 2,206 22,956 22,269 2,170 2,888 1,865 76 0 2,115 0 7,617 5,133
Changes from: September 5, 2023 Total Change is: 3,591
374 1,330 2,051 1,697 -576 -145 590 785 2 0 -371 0 -978 515
Percent of Open Interest Represented by Each Category of Trader
10.0 14.9 5.2 54.5 52.9 5.2 6.9 4.4 0.2 0.0 5.0 0.0 18.1 12.2
Number of Traders in Each Category Total Traders: 61
5 6 6 27 12 9 6 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 319,625
Positions
52,776 57,159 37,550 81,382 30,425 10,103 39,088 71,672 31,862 7,913 25,378 7,759 51,192 47,717
Changes from: September 5, 2023 Total Change is: 27,917
-4,861 -5,341 31,747 -5,513 5,239 2,339 -7,152 -2,970 -278 1,348 -3,989 3,894 6,393 -2,723
Percent of Open Interest Represented by Each Category of Trader
16.5 17.9 11.7 25.5 9.5 3.2 12.2 22.4 10.0 2.5 7.9 2.4 16.0 14.9
Number of Traders in Each Category Total Traders: 324
23 31 29 77 34 46 45 60 47 16 33 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 303,321
Positions
52,876 57,386 36,715 81,069 30,492 10,025 48,275 77,439 14,018 7,818 25,173 7,634 44,891 44,439
Changes from: September 5, 2023 Total Change is: 28,620
-4,622 -4,734 31,234 -5,258 5,237 2,339 -7,016 -5,072 -103 212 -3,809 4,978 6,856 -1,450
Percent of Open Interest Represented by Each Category of Trader
17.4 18.9 12.1 26.7 10.1 3.3 15.9 25.5 4.6 2.6 8.3 2.5 14.8 14.7
Number of Traders in Each Category Total Traders: 298
21 28 26 72 34 44 42 58 42 10 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 163,043
Positions
7,215 5,941 133 3,800 0 108 77,404 111,605 9,167 2,084 3,186 121 63,011 32,782
Changes from: September 5, 2023 Total Change is: -7,031
2,606 -1,080 133 -2,561 0 11 -8,730 13,645 5,628 497 -12,659 20 -4,635 -12,729
Percent of Open Interest Represented by Each Category of Trader
4.4 3.6 0.1 2.3 0.0 0.1 47.5 68.5 5.6 1.3 2.0 0.1 38.6 20.1
Number of Traders in Each Category Total Traders: 43
. 5 . 7 0 . 9 9 7 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 541,216
Positions
131,091 117,683 29,888 178,042 153,535 42,064 77,002 112,361 20,046 31,362 38,500 413 31,308 26,726
Changes from: September 5, 2023 Total Change is: 29,009
-7,473 3,398 21,144 -11,397 -6,978 4,600 4,178 -816 12,469 827 -5,792 197 4,464 787
Percent of Open Interest Represented by Each Category of Trader
24.2 21.7 5.5 32.9 28.4 7.8 14.2 20.8 3.7 5.8 7.1 0.1 5.8 4.9
Number of Traders in Each Category Total Traders: 340
29 25 23 84 65 45 48 64 36 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 16,964
Positions
3,774 6,441 2,866 8,477 6,111 0 841 523 198 0 0 0 808 825
Changes from: September 5, 2023 Total Change is: 2,968
18 -92 2,866 -311 -182 0 41 136 198 0 0 0 156 42
Percent of Open Interest Represented by Each Category of Trader
22.2 38.0 16.9 50.0 36.0 0.0 5.0 3.1 1.2 0.0 0.0 0.0 4.8 4.9
Number of Traders in Each Category Total Traders: 25
. 6 4 8 5 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 16,425
Positions
0 11,949 0 10,392 200 7 2,067 265 0 565 1,014 11 3,383 2,979
Changes from: September 5, 2023 Total Change is: -8,259
0 146 -4,257 44 200 -1 -2,296 -3,382 -679 0 -153 0 -1,070 -133
Percent of Open Interest Represented by Each Category of Trader
0.0 72.7 0.0 63.3 1.2 0.0 12.6 1.6 0.0 3.4 6.2 0.1 20.6 18.1
Number of Traders in Each Category Total Traders: 27
0 5 0 11 . . 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 46,463
Positions
10,499 16,326 613 18,464 2,428 544 6,807 4,594 192 1,468 3,355 0 7,876 18,411
Changes from: September 5, 2023 Total Change is: -19,875
-148 5,310 -9,314 -1,985 860 -24 -5,651 -3,299 -2,101 -469 -1,076 -139 -44 -10,092
Percent of Open Interest Represented by Each Category of Trader
22.6 35.1 1.3 39.7 5.2 1.2 14.7 9.9 0.4 3.2 7.2 0.0 17.0 39.6
Number of Traders in Each Category Total Traders: 49
9 . . 12 4 5 10 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 460,065
Positions
54,090 202,164 44,277 263,123 72,353 39,432 17,117 50,710 6,521 18,604 31,891 3,974 12,927 8,743
Changes from: September 5, 2023 Total Change is: 69,661
18,735 -1,915 40,165 3,410 4,762 -1,291 -2,185 -3,506 4,378 -153 20,917 3,362 3,240 2,789
Percent of Open Interest Represented by Each Category of Trader
11.8 43.9 9.6 57.2 15.7 8.6 3.7 11.0 1.4 4.0 6.9 0.9 2.8 1.9
Number of Traders in Each Category Total Traders: 197
15 14 13 77 45 34 18 17 13 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 1,262,724
Positions
87,652 470,871 184,739 631,453 300,966 112,586 93,147 61,995 12,396 51,866 47,706 22,680 66,205 48,785
Changes from: September 5, 2023 Total Change is: 190,678
409 -10,335 166,258 -8,268 -34,907 6,378 -27,038 1,679 6,240 -10,003 291 20,911 35,791 34,163
Percent of Open Interest Represented by Each Category of Trader
6.9 37.3 14.6 50.0 23.8 8.9 7.4 4.9 1.0 4.1 3.8 1.8 5.2 3.9
Number of Traders in Each Category Total Traders: 393
30 19 19 153 69 79 52 31 30 24 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 225,664
Positions
12,234 152,678 35,313 42,823 0 2,048 102,252 5,244 24,718 5,793 5,469 140 343 54
Changes from: September 5, 2023 Total Change is: 7,892
-2,519 -2,242 3,543 242 0 -24 126 156 6,459 24 0 0 41 0
Percent of Open Interest Represented by Each Category of Trader
5.4 67.7 15.6 19.0 0.0 0.9 45.3 2.3 11.0 2.6 2.4 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 105
9 27 16 16 0 . 35 6 12 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 1,339,675
Positions
31,324 162,141 411 780,919 242,784 179,013 30,890 504,622 32,622 92,590 66,200 566 191,340 151,316
Changes from: September 5, 2023 Total Change is: -3,382
-2,070 -3,501 -577 7,492 1,201 2,753 -5,750 -1,272 -3,025 3,156 549 -4,781 -580 5,271
Percent of Open Interest Represented by Each Category of Trader
2.3 12.1 0.0 58.3 18.1 13.4 2.3 37.7 2.4 6.9 4.9 0.0 14.3 11.3
Number of Traders in Each Category Total Traders: 208
11 14 . 64 36 60 17 48 15 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 1,545,926
Positions
8,171 88,938 6,121 910,264 270,837 280,291 90,981 709,540 20,804 57,020 30,247 60 172,214 139,088
Changes from: September 5, 2023 Total Change is: -2,293
1,884 9,161 928 -4,872 -655 -1,136 2,010 7,182 -2,321 723 -4,296 0 491 -11,156
Percent of Open Interest Represented by Each Category of Trader
0.5 5.8 0.4 58.9 17.5 18.1 5.9 45.9 1.3 3.7 2.0 0.0 11.1 9.0
Number of Traders in Each Category Total Traders: 176
. 11 4 76 30 56 13 27 12 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 3,653,520
Positions
153,781 338,631 5,972 1,688,334 510,717 303,923 767,322 2,096,753 56,961 393,042 167,448 24,575 259,610 148,540
Changes from: September 5, 2023 Total Change is: -8,421
22,794 50,810 -2,504 30,878 -1,117 -17,146 -37,662 -33,526 2,996 -12,489 -4,934 589 4,123 -3,589
Percent of Open Interest Represented by Each Category of Trader
4.2 9.3 0.2 46.2 14.0 8.3 21.0 57.4 1.6 10.8 4.6 0.7 7.1 4.1
Number of Traders in Each Category Total Traders: 428
39 24 9 153 43 94 60 56 28 43 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 4,681,032
Positions
95,223 359,118 26,357 2,647,852 1,233,328 621,506 331,316 1,713,291 108,867 444,579 237,325 627 404,705 380,613
Changes from: September 5, 2023 Total Change is: -37,750
-1,198 26,801 -9,958 17,131 38,589 -7,020 -19,593 -46,266 -22,565 18,614 -928 -1,000 -12,161 -15,403
Percent of Open Interest Represented by Each Category of Trader
2.0 7.7 0.6 56.6 26.3 13.3 7.1 36.6 2.3 9.5 5.1 0.0 8.6 8.1
Number of Traders in Each Category Total Traders: 420
20 35 11 133 61 99 48 77 42 29 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 1,781,260
Positions
70,442 107,795 1,864 884,099 596,449 288,411 182,809 413,194 18,681 143,402 75,812 1,663 189,889 277,391
Changes from: September 5, 2023 Total Change is: 9,029
4,254 -236 -242 -23,100 -4,927 11,523 10,054 -3,721 -1,698 -3,119 1,300 947 10,410 6,083
Percent of Open Interest Represented by Each Category of Trader
4.0 6.1 0.1 49.6 33.5 16.2 10.3 23.2 1.0 8.1 4.3 0.1 10.7 15.6
Number of Traders in Each Category Total Traders: 177
7 14 5 47 52 57 13 25 14 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 8,368
Positions
0 0 0 0 0 0 2,759 1,325 4,239 402 1,017 0 968 1,787
Changes from: September 5, 2023 Total Change is: 1,191
0 0 0 0 0 0 767 447 375 -3 195 0 52 174
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 33.0 15.8 50.7 4.8 12.2 0.0 11.6 21.4
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 . 4 . 5 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 5,391,830
Positions
75,920 708,624 21,342 2,618,440 986,400 702,294 873,750 2,468,898 49,115 643,609 124,383 1,562 405,798 329,212
Changes from: September 5, 2023 Total Change is: -24,002
-26,229 -35,317 -306 -27,474 47,212 11,290 18,396 -43,404 4,508 6,883 -7,184 -1,958 -9,112 1,157
Percent of Open Interest Represented by Each Category of Trader
1.4 13.1 0.4 48.6 18.3 13.0 16.2 45.8 0.9 11.9 2.3 0.0 7.5 6.1
Number of Traders in Each Category Total Traders: 395
14 32 8 145 43 94 54 64 30 31 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 1,458,261
Positions
453,879 250,808 287,472 31,081 83,934 14,104 196,321 345,140 426,822 10,032 1,345 2,874 35,676 45,762
Changes from: September 5, 2023 Total Change is: 105,589
43,498 37,731 43,484 13,006 1,046 -4,223 9,142 29,014 -5,477 -334 645 474 6,019 2,895
Percent of Open Interest Represented by Each Category of Trader
31.1 17.2 19.7 2.1 5.8 1.0 13.5 23.7 29.3 0.7 0.1 0.2 2.4 3.1
Number of Traders in Each Category Total Traders: 138
27 29 50 . 4 7 32 29 54 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 13,706
Positions
4,238 2,884 5,127 194 0 345 208 1,421 3,486 0 375 23 85 45
Changes from: September 5, 2023 Total Change is: 1,574
452 447 549 -5 0 2 -55 -76 684 0 40 0 -53 -72
Percent of Open Interest Represented by Each Category of Trader
30.9 21.0 37.4 1.4 0.0 2.5 1.5 10.4 25.4 0.0 2.7 0.2 0.6 0.3
Number of Traders in Each Category Total Traders: 31
7 7 6 . 0 . 4 9 14 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 is10,667,873
Positions
2,590,619 2,670,179 2,042,544 238,068 718,572 776,076 1,794,730 1,062,834 3,006,679 85,728 254,487 96,170 37,259 40,332
Changes from: September 5, 2023 Total Change is: 21,786
74,663 62,189 -55,165 -11,954 -896 14,829 36,352 28,741 -35,021 -2,788 8,173 -7,907 8,777 6,843
Percent of Open Interest Represented by Each Category of Trader
24.3 25.0 19.1 2.2 6.7 7.3 16.8 10.0 28.2 0.8 2.4 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 876
71 113 138 43 75 64 103 193 185 90 121 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 859,920
Positions
392,582 187,798 165,743 9,135 5,471 7,926 128,181 297,442 153,632 2,319 34,538 130 272 7,240
Changes from: September 5, 2023 Total Change is: 62,141
22,763 2,181 18,941 -3,445 26 1,521 13,939 22,272 8,084 358 2,188 9 -29 6,919
Percent of Open Interest Represented by Each Category of Trader
45.7 21.8 19.3 1.1 0.6 0.9 14.9 34.6 17.9 0.3 4.0 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 181
33 50 54 . 6 . 27 50 46 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 72,534
Positions
2,743 1,529 31,388 40 168 0 4,160 16,872 21,630 12,496 849 74 3 24
Changes from: September 5, 2023 Total Change is: -1,833
0 0 0 0 -12 0 -19 -2,104 239 -2,127 -30 74 0 0
Percent of Open Interest Represented by Each Category of Trader
3.8 2.1 43.3 0.1 0.2 0.0 5.7 23.3 29.8 17.2 1.2 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . . . 0 . 4 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 22,437
Positions
7,078 0 1,253 0 469 0 2,168 11,937 3,249 8,689 5,467 0 0 62
Changes from: September 5, 2023 Total Change is: 703
0 0 140 0 -55 0 -212 379 781 -6 -542 0 0 0
Percent of Open Interest Represented by Each Category of Trader
31.5 0.0 5.6 0.0 2.1 0.0 9.7 53.2 14.5 38.7 24.4 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 26
. 0 . 0 . 0 4 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 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 15,423
Positions
530 1,679 122 7,295 1,291 336 1,660 9,221 1,771 2,509 114 66 1,134 823
Changes from: September 5, 2023 Total Change is: 461
10 -398 -78 -329 -248 -9 -10 466 705 285 -48 -29 -84 100
Percent of Open Interest Represented by Each Category of Trader
3.4 10.9 0.8 47.3 8.4 2.2 10.8 59.8 11.5 16.3 0.7 0.4 7.4 5.3
Number of Traders in Each Category Total Traders: 101
5 6 . 8 6 . 16 47 16 7 4 .
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Traders in Financial Futures - Futures Only Positions as of September 12, 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 8,760
Positions
238 571 215 400 728 26 2,136 2,507 1,300 1,853 1,984 142 2,450 1,287
Changes from: September 5, 2023 Total Change is: -238
-1 -428 -73 40 -29 -3 825 339 -394 -746 166 72 42 112
Percent of Open Interest Represented by Each Category of Trader
2.7 6.5 2.5 4.6 8.3 0.3 24.4 28.6 14.8 21.2 22.6 1.6 28.0 14.7
Number of Traders in Each Category Total Traders: 90
. . . . . . 15 12 4 40 12 .
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Traders in Financial Futures - Futures Only Positions as of September 12, 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 5,181
Positions
476 155 16 253 1,116 0 2,255 2,957 210 1,441 126 0 530 601
Changes from: September 5, 2023 Total Change is: 666
2 3 -28 5 211 -5 469 361 15 128 -17 0 80 126
Percent of Open Interest Represented by Each Category of Trader
9.2 3.0 0.3 4.9 21.5 0.0 43.5 57.1 4.1 27.8 2.4 0.0 10.2 11.6
Number of Traders in Each Category Total Traders: 69
6 . . . 4 0 15 29 10 7 . 0
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Traders in Financial Futures - Futures Only Positions as of September 12, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 12,651
Positions
2,361 0 601 0 820 0 1,716 4,147 1,174 6,182 5,488 135 482 286
Changes from: September 5, 2023 Total Change is: 1,320
1,314 0 -164 0 108 0 -774 -160 1,091 -191 454 0 44 -9
Percent of Open Interest Represented by Each Category of Trader
18.7 0.0 4.8 0.0 6.5 0.0 13.6 32.8 9.3 48.9 43.4 1.1 3.8 2.3
Number of Traders in Each Category Total Traders: 80
. 0 . 0 . 0 6 9 . 40 21 .
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Traders in Financial Futures - Futures Only Positions as of September 12, 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 40,982
Positions
0 10,082 0 18,292 957 746 11,238 20,763 2,694 3,495 2,879 7 4,510 2,854
Changes from: September 5, 2023 Total Change is: 4,403
0 2,981 0 1,709 -451 -1 658 84 1,757 356 119 1 -77 -87
Percent of Open Interest Represented by Each Category of Trader
0.0 24.6 0.0 44.6 2.3 1.8 27.4 50.7 6.6 8.5 7.0 0.0 11.0 7.0
Number of Traders in Each Category Total Traders: 109
0 . 0 15 6 . 29 24 12 15 15 .
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Traders in Financial Futures - Futures Only Positions as of September 12, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 418,072
Positions
59,317 35,509 19,762 95,127 82,905 47,880 79,688 111,804 63,810 5,221 8,378 20,043 27,224 27,981
Changes from: September 5, 2023 Total Change is: 16,011
4,630 2,934 3,763 1,971 168 -5,822 -439 2,457 8,522 381 1,766 2,211 794 12
Percent of Open Interest Represented by Each Category of Trader
14.2 8.5 4.7 22.8 19.8 11.5 19.1 26.7 15.3 1.2 2.0 4.8 6.5 6.7
Number of Traders in Each Category Total Traders: 217
16 12 23 28 31 26 42 51 56 11 14 24
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Traders in Financial Futures - Futures Only Positions as of September 12, 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 65,192
Positions
47,045 46,219 2,832 9,432 2,862 631 4,354 11,873 271 215 259 56 356 189
Changes from: September 5, 2023 Total Change is: 2,820
0 0 2,832 -118 134 -134 190 -99 -67 36 72 3 78 79
Percent of Open Interest Represented by Each Category of Trader
72.2 70.9 4.3 14.5 4.4 1.0 6.7 18.2 0.4 0.3 0.4 0.1 0.5 0.3
Number of Traders in Each Category Total Traders: 39
5 . . 13 . . 6 5 . . . .
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Updated September 15, 2023