Traders in Financial Futures - Options and Futures Combined 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 226,481
Positions
84,054 7,458 11,629 26,658 100,847 5,518 44,367 43,045 16,667 4,226 1,564 65 33,297 39,688
Changes from: September 5, 2023 Total Change is: 19,736
19,754 -4,954 7,410 -3,139 18,415 -1,360 -619 -387 -422 -251 -1,048 4 -1,640 2,078
Percent of Open Interest Represented by Each Category of Trader
37.1 3.3 5.1 11.8 44.5 2.4 19.6 19.0 7.4 1.9 0.7 0.0 14.7 17.5
Number of Traders in Each Category Total Traders: 112
10 4 9 14 28 14 16 31 16 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 55,142
Positions
16,228 3,999 3,980 4,780 20,213 51 11,109 6,497 3,428 1,710 0 0 13,857 16,974
Changes from: September 5, 2023 Total Change is: 3,508
475 -258 2,030 -713 2,480 -64 -804 -895 997 0 0 0 1,586 -782
Percent of Open Interest Represented by Each Category of Trader
29.4 7.3 7.2 8.7 36.7 0.1 20.1 11.8 6.2 3.1 0.0 0.0 25.1 30.8
Number of Traders in Each Category Total Traders: 46
8 . 5 4 10 . 13 8 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 265,888
Positions
3,500 47,904 21,458 80,399 72,123 5,961 70,311 36,509 49,999 0 3,334 0 34,261 28,601
Changes from: September 5, 2023 Total Change is: -4,311
-979 -10,365 5,781 -4,897 3,117 -2,417 794 2,631 240 0 1,448 -536 -2,298 -4,211
Percent of Open Interest Represented by Each Category of Trader
1.3 18.0 8.1 30.2 27.1 2.2 26.4 13.7 18.8 0.0 1.3 0.0 12.9 10.8
Number of Traders in Each Category Total Traders: 130
4 12 12 22 26 21 30 29 26 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 294,516
Positions
105,057 14,747 9,801 67,990 113,348 3,899 30,100 72,982 28,931 11,114 5,491 24 37,600 45,293
Changes from: September 5, 2023 Total Change is: -4,156
-3,762 3,206 -2,625 1,052 4,797 -2,661 -19 -8,961 3,016 594 222 0 248 -1,150
Percent of Open Interest Represented by Each Category of Trader
35.7 5.0 3.3 23.1 38.5 1.3 10.2 24.8 9.8 3.8 1.9 0.0 12.8 15.4
Number of Traders in Each Category Total Traders: 156
13 6 10 25 29 17 27 37 24 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 846,117
Positions
25,472 440,531 43,309 470,704 107,265 24,767 57,844 65,644 91,103 31,228 8,891 5,857 95,832 58,750
Changes from: September 5, 2023 Total Change is: -34,115
-3,763 -29,665 12,009 -16,259 5,203 -3,691 -8,427 -7,048 -16,851 96 103 443 2,328 5,382
Percent of Open Interest Represented by Each Category of Trader
3.0 52.1 5.1 55.6 12.7 2.9 6.8 7.8 10.8 3.7 1.1 0.7 11.3 6.9
Number of Traders in Each Category Total Traders: 295
12 19 20 113 31 54 43 45 31 20 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 265,634
Positions
112,217 3,490 25,429 38,951 135,159 3,783 34,803 33,615 24,669 2,357 1,090 135 23,291 38,264
Changes from: September 5, 2023 Total Change is: 9,280
2,068 64 17,866 -102 1,188 -1,308 -7,429 -11,019 683 -151 148 135 -2,481 1,522
Percent of Open Interest Represented by Each Category of Trader
42.2 1.3 9.6 14.7 50.9 1.4 13.1 12.7 9.3 0.9 0.4 0.1 8.8 14.4
Number of Traders in Each Category Total Traders: 110
11 . 10 13 26 11 19 29 20 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 238,301
Positions
1,458 58,717 9,813 130,926 8,538 2,055 71,951 33,650 13,278 1,529 109,574 12 7,280 2,665
Changes from: September 5, 2023 Total Change is: -8,237
24 -6,918 6,065 -11,596 -83 -205 -3,492 -8,158 2,504 -1,726 -1,198 11 178 -255
Percent of Open Interest Represented by Each Category of Trader
0.6 24.6 4.1 54.9 3.6 0.9 30.2 14.1 5.6 0.6 46.0 0.0 3.1 1.1
Number of Traders in Each Category Total Traders: 149
4 9 6 25 10 6 55 20 17 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 34,970
Positions
1,635 17,479 565 12,306 3,643 15 12,981 7,714 413 3,749 3,818 0 3,306 1,323
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 - Options and Futures Combined 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 67,495
Positions
28,190 0 8,496 4,776 33,626 261 15,845 12,084 6,281 200 664 18 3,428 6,065
Changes from: September 5, 2023 Total Change is: 10,988
734 0 8,426 -912 -125 -134 -1,401 -814 3,800 39 53 0 436 -218
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 - Options and Futures Combined 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 - Options and Futures Combined 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 102,939
Positions
42,093 25,529 4,892 16,342 10,116 166 9,981 24,310 5,244 9,108 18,024 515 14,599 14,143
Changes from: September 5, 2023 Total Change is: 8,985
2,877 -900 3,367 -693 2,562 -564 1,709 831 1,455 323 685 515 -4 1,034
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 8.8 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 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 102,939
Positions
42,093 25,529 4,892 16,342 10,116 166 9,981 24,310 5,244 9,108 18,024 515 14,599 14,143
Changes from: September 5, 2023 Total Change is: 8,985
2,877 -900 3,367 -693 2,562 -564 1,709 831 1,455 323 685 515 -4 1,034
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 8.8 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 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,497,627
Positions
280,123 717,666 364,899 1,098,742 322,563 247,869 172,824 438,172 785,096 120,704 193,255 88,078 339,292 340,028
Changes from: September 5, 2023 Total Change is: 286,073
-47,563 22,196 111,810 -9,280 -8,906 36,320 45,662 -33,367 87,292 -9,261 924 41,255 29,838 28,548
Percent of Open Interest Represented by Each Category of Trader
8.0 20.5 10.4 31.4 9.2 7.1 4.9 12.5 22.4 3.5 5.5 2.5 9.7 9.7
Number of Traders in Each Category Total Traders: 583
37 41 62 174 68 122 69 110 129 44 33 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,468,483
Positions
280,554 717,988 363,224 1,097,148 322,350 247,319 172,703 449,223 768,887 120,704 196,219 84,689 333,256 318,585
Changes from: September 5, 2023 Total Change is: 283,830
-47,947 21,493 112,315 -9,227 -9,017 36,516 44,586 -32,540 85,915 -10,767 3,256 42,761 29,678 23,132
Percent of Open Interest Represented by Each Category of Trader
8.1 20.7 10.5 31.6 9.3 7.1 5.0 13.0 22.2 3.5 5.7 2.4 9.6 9.2
Number of Traders in Each Category Total Traders: 571
38 40 62 170 67 119 67 107 125 43 34 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 291,437
Positions
11,401 12,495 1,044 18,328 4,521 3,111 129,362 17,647 33,940 31,711 2,066 2,180 60,360 214,433
Changes from: September 5, 2023 Total Change is: 22,427
-2,093 1,095 891 -2,484 -837 -9 7,719 -11,298 16,807 -200 -38,584 197 1,599 54,165
Percent of Open Interest Represented by Each Category of Trader
3.9 4.3 0.4 6.3 1.6 1.1 44.4 6.1 11.6 10.9 0.7 0.7 20.7 73.6
Number of Traders in Each Category Total Traders: 29
. . . 9 . 5 7 4 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 370,996
Positions
53,966 56,800 51,636 81,184 30,929 10,359 40,390 71,293 62,256 7,135 25,440 10,226 53,844 52,058
Changes from: September 5, 2023 Total Change is: 27,611
-4,558 -4,230 30,349 -5,641 5,262 2,492 -5,304 -2,852 -1,056 297 -4,233 4,934 6,099 -3,055
Percent of Open Interest Represented by Each Category of Trader
14.5 15.3 13.9 21.9 8.3 2.8 10.9 19.2 16.8 1.9 6.9 2.8 14.5 14.0
Number of Traders in Each Category Total Traders: 341
22 32 32 76 36 49 48 61 59 27 36 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 354,429
Positions
54,021 56,983 50,846 80,871 30,996 10,281 48,107 75,596 45,738 7,038 25,234 10,101 47,427 48,655
Changes from: September 5, 2023 Total Change is: 28,383
-4,364 -3,667 29,881 -5,387 5,260 2,492 -6,657 -6,542 689 -839 -4,020 6,018 6,549 -1,728
Percent of Open Interest Represented by Each Category of Trader
15.2 16.1 14.3 22.8 8.7 2.9 13.6 21.3 12.9 2.0 7.1 2.8 13.4 13.7
Number of Traders in Each Category Total Traders: 313
21 28 29 71 36 47 45 59 56 20 32 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 165,667
Positions
7,215 5,941 133 3,800 0 108 77,465 111,605 10,547 2,107 3,187 121 64,172 34,026
Changes from: September 5, 2023 Total Change is: -7,722
2,606 -1,080 133 -2,561 0 11 -9,733 13,645 5,809 498 -12,983 18 -4,504 -13,275
Percent of Open Interest Represented by Each Category of Trader
4.4 3.6 0.1 2.3 0.0 0.1 46.8 67.4 6.4 1.3 1.9 0.1 38.7 20.5
Number of Traders in Each Category Total Traders: 45
. 5 . 7 0 . 9 9 8 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 549,428
Positions
131,091 117,343 31,570 178,042 154,150 42,102 76,749 112,061 25,853 31,371 38,506 424 32,226 27,419
Changes from: September 5, 2023 Total Change is: 29,290
-7,463 3,387 21,256 -11,397 -6,797 4,601 3,757 -1,343 13,096 830 -5,798 194 4,417 696
Percent of Open Interest Represented by Each Category of Trader
23.9 21.4 5.7 32.4 28.1 7.7 14.0 20.4 4.7 5.7 7.0 0.1 5.9 5.0
Number of Traders in Each Category Total Traders: 343
29 25 23 84 66 46 49 65 44 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,483,976
Positions
24,581 167,227 31,286 794,485 242,563 190,662 29,619 507,317 112,292 92,842 65,845 5,393 202,816 161,390
Changes from: September 5, 2023 Total Change is: -4,336
-827 -6,137 -993 9,855 2,593 1,491 -6,261 2,794 -4,681 4,728 436 -5,598 -2,050 5,759
Percent of Open Interest Represented by Each Category of Trader
1.7 11.3 2.1 53.5 16.3 12.8 2.0 34.2 7.6 6.3 4.4 0.4 13.7 10.9
Number of Traders in Each Category Total Traders: 212
11 14 17 63 37 64 24 44 46 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,548,981
Positions
8,171 88,938 6,121 910,264 270,837 280,291 89,251 710,030 22,819 57,020 30,247 60 174,984 139,637
Changes from: September 5, 2023 Total Change is: -2,036
1,884 9,161 928 -4,872 -655 -1,136 1,537 7,672 -1,656 723 -4,296 0 556 -12,054
Percent of Open Interest Represented by Each Category of Trader
0.5 5.7 0.4 58.8 17.5 18.1 5.8 45.8 1.5 3.7 2.0 0.0 11.3 9.0
Number of Traders in Each Category Total Traders: 176
. 11 4 76 30 56 11 29 14 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,699,476
Positions
154,328 338,690 6,765 1,689,080 510,574 307,069 767,859 2,097,389 93,260 393,843 168,556 25,577 261,695 151,597
Changes from: September 5, 2023 Total Change is: 709
23,035 51,036 -2,282 31,707 -1,090 -17,980 -41,305 -35,385 14,069 -11,661 -5,239 739 4,387 -3,160
Percent of Open Interest Represented by Each Category of Trader
4.2 9.2 0.2 45.7 13.8 8.3 20.8 56.7 2.5 10.6 4.6 0.7 7.1 4.1
Number of Traders in Each Category Total Traders: 431
39 24 11 155 42 95 60 57 42 43 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,296,939
Positions
93,359 337,731 158,754 2,653,828 1,228,753 671,990 315,451 1,736,331 476,050 432,680 220,240 67,862 426,964 399,227
Changes from: September 5, 2023 Total Change is: 29,642
-7,117 18,431 20,540 14,435 35,144 3,450 -25,175 -44,245 11,761 22,543 -821 -352 -10,443 -14,265
Percent of Open Interest Represented by Each Category of Trader
1.8 6.4 3.0 50.1 23.2 12.7 6.0 32.8 9.0 8.2 4.2 1.3 8.1 7.5
Number of Traders in Each Category Total Traders: 434
18 38 38 133 61 107 53 78 87 34 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,781,461
Positions
70,442 107,795 1,864 884,099 596,449 288,411 182,809 413,194 18,681 143,402 75,812 1,663 190,090 277,592
Changes from: September 5, 2023 Total Change is: 9,144
4,254 -236 -242 -23,100 -4,927 11,523 10,054 -3,794 -1,698 -3,119 1,300 947 10,525 6,271
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 8.0 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 - Options and Futures Combined 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 - Options and Futures Combined 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 5,714,684
Positions
90,425 719,595 80,395 2,671,673 984,090 720,014 822,148 2,472,490 254,569 640,181 126,030 17,672 417,607 339,829
Changes from: September 5, 2023 Total Change is: 9,140
-24,210 -33,082 1,955 -12,288 46,784 15,878 16 -42,564 28,440 8,647 -7,599 -2,354 -6,946 1,681
Percent of Open Interest Represented by Each Category of Trader
1.6 12.6 1.4 46.8 17.2 12.6 14.4 43.3 4.5 11.2 2.2 0.3 7.3 5.9
Number of Traders in Each Category Total Traders: 400
16 31 21 145 43 97 51 68 61 31 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 is23,047,036
Positions
2,495,785 2,820,313 3,729,134 347,576 599,629 1,604,436 1,615,160 877,032 12,725,510 126,596 284,477 363,434 39,405 43,071
Changes from: September 5, 2023 Total Change is: 178,003
72,941 55,207 -20,428 13,715 2,178 35,484 -12,820 6,324 101,252 -7,479 4,334 -8,219 3,556 1,871
Percent of Open Interest Represented by Each Category of Trader
10.8 12.2 16.2 1.5 2.6 7.0 7.0 3.8 55.2 0.5 1.2 1.6 0.2 0.2
Number of Traders in Each Category Total Traders: 1,080
73 113 142 59 71 80 146 195 232 206 162 186
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 17,101
Positions
530 1,615 249 7,492 1,291 343 1,465 9,277 3,108 2,464 119 251 1,199 848
Changes from: September 5, 2023 Total Change is: 608
10 -390 -67 -364 -248 -11 63 522 785 311 -48 -43 -77 109
Percent of Open Interest Represented by Each Category of Trader
3.1 9.4 1.5 43.8 7.5 2.0 8.6 54.2 18.2 14.4 0.7 1.5 7.0 5.0
Number of Traders in Each Category Total Traders: 106
5 6 . 10 6 . 16 48 23 10 4 7
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Traders in Financial Futures - Options and Futures Combined 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 12,278
Positions
238 571 215 400 728 26 3,557 3,815 3,265 1,862 2,120 195 2,521 1,343
Changes from: September 5, 2023 Total Change is: 210
-1 -428 -73 40 -29 -3 500 49 373 -747 157 77 44 86
Percent of Open Interest Represented by Each Category of Trader
1.9 4.7 1.8 3.3 5.9 0.2 29.0 31.1 26.6 15.2 17.3 1.6 20.5 10.9
Number of Traders in Each Category Total Traders: 97
. . . . . . 15 14 9 43 15 7
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Traders in Financial Futures - Options and Futures Combined 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 6,190
Positions
315 155 217 253 1,116 0 2,461 3,001 856 1,429 133 97 562 614
Changes from: September 5, 2023 Total Change is: 738
-7 3 -24 5 211 -5 407 357 143 105 -92 15 99 129
Percent of Open Interest Represented by Each Category of Trader
5.1 2.5 3.5 4.1 18.0 0.0 39.8 48.5 13.8 23.1 2.2 1.6 9.1 9.9
Number of Traders in Each Category Total Traders: 74
6 . . . 4 0 19 27 17 9 . .
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Traders in Financial Futures - Options and Futures Combined 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 18,122
Positions
2,361 0 601 0 820 0 3,948 6,260 4,092 6,220 5,645 414 486 290
Changes from: September 5, 2023 Total Change is: 1,785
1,314 0 -164 0 108 0 -522 82 1,312 -184 474 -18 46 -9
Percent of Open Interest Represented by Each Category of Trader
13.0 0.0 3.3 0.0 4.5 0.0 21.8 34.5 22.6 34.3 31.2 2.3 2.7 1.6
Number of Traders in Each Category Total Traders: 89
. 0 . 0 . 0 7 9 5 47 22 4
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Traders in Financial Futures - Options and Futures Combined 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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 41,024
Positions
0 10,082 0 18,292 957 746 11,238 20,762 2,696 3,495 2,915 9 4,548 2,857
Changes from: September 5, 2023 Total Change is: 4,390
0 2,981 0 1,709 -451 -1 658 94 1,746 356 115 -1 -77 -94
Percent of Open Interest Represented by Each Category of Trader
0.0 24.6 0.0 44.6 2.3 1.8 27.4 50.6 6.6 8.5 7.1 0.0 11.1 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 - Options and Futures Combined 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 - Options and Futures Combined 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