Traders in Financial Futures - Futures Only Positions as of March 7, 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 203,816
Positions
61,428 3,611 7,805 21,453 91,861 5,702 56,438 44,182 8,436 12,599 1,997 0 29,955 40,222
Changes from: February 28, 2023 Total Change is: 38,719
3,119 130 6,995 -44 15,362 -332 29,569 9,568 1,451 -520 -817 0 -1,519 6,362
Percent of Open Interest Represented by Each Category of Trader
30.1 1.8 3.8 10.5 45.1 2.8 27.7 21.7 4.1 6.2 1.0 0.0 14.7 19.7
Number of Traders in Each Category Total Traders: 128
14 4 5 6 35 9 17 38 17 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 46,745
Positions
15,689 179 4,286 3,119 11,001 392 12,997 11,725 24 1,980 0 0 8,258 19,138
Changes from: February 28, 2023 Total Change is: 4,754
-907 179 4,148 -35 -151 -84 2,433 1,105 -12 0 0 0 -789 -431
Percent of Open Interest Represented by Each Category of Trader
33.6 0.4 9.2 6.7 23.5 0.8 27.8 25.1 0.1 4.2 0.0 0.0 17.7 40.9
Number of Traders in Each Category Total Traders: 42
6 . 4 . 8 4 10 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 222,558
Positions
72,275 28,993 3,277 31,234 83,041 4,637 77,238 50,659 10,060 1,387 2,930 0 22,450 38,961
Changes from: February 28, 2023 Total Change is: 10,494
-2,219 184 2,796 178 -2,724 374 6,702 3,945 1,353 0 -538 0 1,310 5,104
Percent of Open Interest Represented by Each Category of Trader
32.5 13.0 1.5 14.0 37.3 2.1 34.7 22.8 4.5 0.6 1.3 0.0 10.1 17.5
Number of Traders in Each Category Total Traders: 130
8 8 6 15 34 13 27 32 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 211,297
Positions
62,068 8,972 14,602 79,299 79,224 3,693 19,427 58,884 4,563 2,109 1,523 0 25,536 39,836
Changes from: February 28, 2023 Total Change is: 11,250
4,048 -3,444 6,575 6,891 -1,374 -466 -6,538 7,077 -792 913 598 0 619 3,076
Percent of Open Interest Represented by Each Category of Trader
29.4 4.2 6.9 37.5 37.5 1.7 9.2 27.9 2.2 1.0 0.7 0.0 12.1 18.9
Number of Traders in Each Category Total Traders: 124
12 6 9 18 28 15 13 38 16 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 821,057
Positions
47,380 552,786 17,223 490,588 80,743 21,584 75,936 60,049 20,663 41,463 15,969 9,052 97,168 42,988
Changes from: February 28, 2023 Total Change is: 17,094
3,964 3,707 7,707 2,379 -1,820 409 -9,003 2,037 1,825 1,842 -266 3,965 4,006 -470
Percent of Open Interest Represented by Each Category of Trader
5.8 67.3 2.1 59.8 9.8 2.6 9.2 7.3 2.5 5.0 1.9 1.1 11.8 5.2
Number of Traders in Each Category Total Traders: 313
15 16 10 114 25 47 49 43 26 34 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 34,283
Positions
0 11,109 833 15,363 1,123 2,886 429 15,535 389 0 0 0 14,383 2,408
Changes from: February 28, 2023 Total Change is: 1,255
0 -9 777 6 537 -610 0 864 377 0 0 0 705 -681
Percent of Open Interest Represented by Each Category of Trader
0.0 32.4 2.4 44.8 3.3 8.4 1.3 45.3 1.1 0.0 0.0 0.0 42.0 7.0
Number of Traders in Each Category Total Traders: 28
0 . . 16 . 6 . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 157,990
Positions
24,467 3,090 9,967 44,875 71,515 3,747 45,951 32,517 6,224 3,004 0 0 19,755 30,930
Changes from: February 28, 2023 Total Change is: 31,309
2,330 -6,633 9,842 -2,526 4,407 1,081 16,805 11,733 3,470 -340 0 0 647 7,409
Percent of Open Interest Represented by Each Category of Trader
15.5 2.0 6.3 28.4 45.3 2.4 29.1 20.6 3.9 1.9 0.0 0.0 12.5 19.6
Number of Traders in Each Category Total Traders: 90
6 5 7 13 17 10 25 20 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 376,712
Positions
809 207,619 23,551 163,105 9,079 209 115,691 53,668 22,217 7,257 22,690 34,489 9,384 3,190
Changes from: February 28, 2023 Total Change is: 81,971
118 6,486 22,223 3,468 720 -6 2,591 1,647 19,152 -962 -2,646 34,469 918 -74
Percent of Open Interest Represented by Each Category of Trader
0.2 55.1 6.3 43.3 2.4 0.1 30.7 14.2 5.9 1.9 6.0 9.2 2.5 0.8
Number of Traders in Each Category Total Traders: 180
4 10 . 28 7 . 72 31 15 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 42,102
Positions
169 35,159 455 23,673 1,326 0 12,301 2,171 0 841 1,443 0 4,663 1,548
Changes from: February 28, 2023 Total Change is: -5,527
-84 410 -3,104 -1,430 -41 0 -876 -1,476 -295 -132 50 -50 444 -1,021
Percent of Open Interest Represented by Each Category of Trader
0.4 83.5 1.1 56.2 3.1 0.0 29.2 5.2 0.0 2.0 3.4 0.0 11.1 3.7
Number of Traders in Each Category Total Traders: 56
. 5 . 15 4 0 18 . 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 48,777
Positions
11,436 4,769 3,369 4,597 17,570 128 22,450 14,223 3,494 349 432 14 2,940 4,778
Changes from: February 28, 2023 Total Change is: 8,771
1,896 -420 3,082 512 2,276 -113 1,013 1,300 3,194 -37 -675 0 -776 127
Percent of Open Interest Represented by Each Category of Trader
23.4 9.8 6.9 9.4 36.0 0.3 46.0 29.2 7.2 0.7 0.9 0.0 6.0 9.8
Number of Traders in Each Category Total Traders: 89
10 4 5 14 16 . 17 22 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 28,140
Positions
6,827 1,729 167 537 21,793 0 18,624 2,044 361 0 301 0 1,624 1,745
Changes from: February 28, 2023 Total Change is: 3,644
522 0 31 -6 2,523 0 2,614 664 355 0 74 0 128 -3
Percent of Open Interest Represented by Each Category of Trader
24.3 6.1 0.6 1.9 77.4 0.0 66.2 7.3 1.3 0.0 1.1 0.0 5.8 6.2
Number of Traders in Each Category Total Traders: 35
4 . . . 6 0 9 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,709
Positions
14,476 11,684 1,110 8,225 4,944 118 12,080 8,307 665 1,787 9,182 0 6,250 8,701
Changes from: February 28, 2023 Total Change is: -247
637 1,698 289 55 61 -187 -466 -895 -1,168 1,686 -706 -13 -1,080 674
Percent of Open Interest Represented by Each Category of Trader
32.4 26.1 2.5 18.4 11.1 0.3 27.0 18.6 1.5 4.0 20.5 0.0 14.0 19.5
Number of Traders in Each Category Total Traders: 86
14 14 6 15 7 . 17 15 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 89,418
Positions
28,952 23,368 2,219 16,449 9,887 236 24,160 16,613 1,330 3,573 18,363 0 12,499 17,402
Changes from: February 28, 2023 Total Change is: -494
1,273 3,395 578 109 122 -374 -931 -1,789 -2,336 3,371 -1,412 -25 -2,159 1,347
Percent of Open Interest Represented by Each Category of Trader
32.4 26.1 2.5 18.4 11.1 0.3 27.0 18.6 1.5 4.0 20.5 0.0 14.0 19.5
Number of Traders in Each Category Total Traders: 86
14 14 6 15 7 . 17 15 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 44,914
Positions
18,864 37,324 0 18,622 1,678 1,711 3,251 2,870 0 0 0 0 2,466 1,331
Changes from: February 28, 2023 Total Change is: -221
155 -504 0 -662 74 10 158 14 -145 0 0 0 263 330
Percent of Open Interest Represented by Each Category of Trader
42.0 83.1 0.0 41.5 3.7 3.8 7.2 6.4 0.0 0.0 0.0 0.0 5.5 3.0
Number of Traders in Each Category Total Traders: 33
5 5 0 16 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 $250.00)
CFTC Code #13874+ Open Interest is 426,634
Positions
61,143 76,388 14,787 191,927 87,526 49,162 29,795 90,633 12,540 19,326 42,005 1,134 46,819 52,458
Changes from: February 28, 2023 Total Change is: 4,002
831 -5,402 4,903 724 -4,068 1,537 -3,893 -2,839 2,616 999 5,525 -687 -3,028 2,416
Percent of Open Interest Represented by Each Category of Trader
14.3 17.9 3.5 45.0 20.5 11.5 7.0 21.2 2.9 4.5 9.8 0.3 11.0 12.3
Number of Traders in Each Category Total Traders: 540
30 31 24 141 99 111 66 110 79 33 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 26,927
Positions
4,697 23,655 0 15,046 619 0 3,234 1,079 0 0 0 0 3,950 1,574
Changes from: February 28, 2023 Total Change is: 2,466
899 2,493 0 2,476 0 0 505 170 0 0 0 0 -1,414 -197
Percent of Open Interest Represented by Each Category of Trader
17.4 87.8 0.0 55.9 2.3 0.0 12.0 4.0 0.0 0.0 0.0 0.0 14.7 5.8
Number of Traders in Each Category Total Traders: 32
. 6 0 13 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 2,133,169
Positions
305,715 381,938 73,936 959,636 437,632 245,812 148,976 453,166 62,701 96,629 210,025 5,671 234,093 262,288
Changes from: February 28, 2023 Total Change is: 20,010
4,156 -27,008 24,515 3,621 -20,338 7,684 -19,465 -14,193 13,080 4,995 27,626 -3,436 -15,140 12,080
Percent of Open Interest Represented by Each Category of Trader
14.3 17.9 3.5 45.0 20.5 11.5 7.0 21.2 2.9 4.5 9.8 0.3 11.0 12.3
Number of Traders in Each Category Total Traders: 540
30 31 24 141 99 111 66 110 79 33 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 55,868
Positions
16,606 36,037 15,986 18,833 0 178 587 1,283 1,467 0 0 0 2,211 917
Changes from: February 28, 2023 Total Change is: 17,266
1,086 1,245 15,986 -1,316 0 1 27 0 1,467 0 0 0 15 -1,433
Percent of Open Interest Represented by Each Category of Trader
29.7 64.5 28.6 33.7 0.0 0.3 1.1 2.3 2.6 0.0 0.0 0.0 4.0 1.6
Number of Traders in Each Category Total Traders: 24
4 11 4 6 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,552
Positions
1,325 18,390 0 13,653 0 0 1,171 145 66 0 0 0 3,337 951
Changes from: February 28, 2023 Total Change is: -861
-2 -551 0 -443 0 0 -1,027 -142 -1 0 0 0 612 -167
Percent of Open Interest Represented by Each Category of Trader
6.8 94.1 0.0 69.8 0.0 0.0 6.0 0.7 0.3 0.0 0.0 0.0 17.1 4.9
Number of Traders in Each Category Total Traders: 23
. 10 0 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 17,709
Positions
7,587 11,381 0 7,506 3,642 0 906 994 0 0 0 0 1,710 1,692
Changes from: February 28, 2023 Total Change is: -5,133
55 -5,052 0 -5,679 0 0 285 -27 0 0 0 0 206 -54
Percent of Open Interest Represented by Each Category of Trader
42.8 64.3 0.0 42.4 20.6 0.0 5.1 5.6 0.0 0.0 0.0 0.0 9.7 9.6
Number of Traders in Each Category Total Traders: 23
7 5 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 6,268
Positions
1,613 4,478 0 2,598 642 0 822 342 0 0 0 0 1,235 806
Changes from: February 28, 2023 Total Change is: 119
0 1,012 0 285 0 0 -177 -837 0 0 0 0 11 -56
Percent of Open Interest Represented by Each Category of Trader
25.7 71.4 0.0 41.4 10.2 0.0 13.1 5.5 0.0 0.0 0.0 0.0 19.7 12.9
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 28,269
Positions
13,824 6,006 0 8,787 17,430 1,870 2,669 1,762 2 0 0 0 1,117 1,199
Changes from: February 28, 2023 Total Change is: 6,226
1,366 1,543 0 5,001 7,060 0 -325 611 2 0 0 0 182 -2,990
Percent of Open Interest Represented by Each Category of Trader
48.9 21.2 0.0 31.1 61.7 6.6 9.4 6.2 0.0 0.0 0.0 0.0 4.0 4.2
Number of Traders in Each Category Total Traders: 30
7 4 0 8 4 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 188,335
Positions
7,445 6,630 140 28,056 4,339 2,802 87,425 91,307 4,546 0 17,957 0 57,921 60,614
Changes from: February 28, 2023 Total Change is: -1,856
-6,368 537 140 -842 -175 1,333 6,970 3,489 723 0 1,571 0 -3,812 -9,474
Percent of Open Interest Represented by Each Category of Trader
4.0 3.5 0.1 14.9 2.3 1.5 46.4 48.5 2.4 0.0 9.5 0.0 30.8 32.2
Number of Traders in Each Category Total Traders: 30
. . . 10 . . 8 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 307,515
Positions
116,687 81,107 137,031 0 32,000 0 4,000 18,192 35,477 9,666 0 0 4,654 3,708
Changes from: February 28, 2023 Total Change is: 18,158
6,018 1,768 7,140 0 0 0 250 4,500 4,750 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
37.9 26.4 44.6 0.0 10.4 0.0 1.3 5.9 11.5 3.1 0.0 0.0 1.5 1.2
Number of Traders in Each Category Total Traders: 26
11 4 13 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 44,677
Positions
7,721 9,532 185 25,719 25,595 2,429 1,499 1,629 142 0 503 0 6,982 4,662
Changes from: February 28, 2023 Total Change is: -83
-63 -122 3 1,076 -1,479 140 -422 108 0 0 503 0 -817 764
Percent of Open Interest Represented by Each Category of Trader
17.3 21.3 0.4 57.6 57.3 5.4 3.4 3.6 0.3 0.0 1.1 0.0 15.6 10.4
Number of Traders in Each Category Total Traders: 64
4 8 . 27 17 12 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 $100)
CFTC Code #20974+ Open Interest is 52,162
Positions
14,032 6,392 353 14,293 9,442 1,613 11,958 17,529 1,386 1,918 4,107 14 6,595 11,325
Changes from: February 28, 2023 Total Change is: -1,489
-1,317 -989 71 -503 -517 -92 226 -442 135 198 -543 -2 -204 891
Percent of Open Interest Represented by Each Category of Trader
26.9 12.3 0.7 27.4 18.1 3.1 22.9 33.6 2.7 3.7 7.9 0.0 12.6 21.7
Number of Traders in Each Category Total Traders: 301
30 16 6 57 44 33 38 73 29 16 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 260,810
Positions
70,161 31,962 1,763 71,463 47,212 8,066 59,788 87,644 6,932 9,591 20,535 69 32,977 56,627
Changes from: February 28, 2023 Total Change is: -7,443
-6,583 -4,945 353 -2,515 -2,583 -459 1,130 -2,210 673 991 -2,714 -11 -1,022 4,453
Percent of Open Interest Represented by Each Category of Trader
26.9 12.3 0.7 27.4 18.1 3.1 22.9 33.6 2.7 3.7 7.9 0.0 12.6 21.7
Number of Traders in Each Category Total Traders: 301
30 16 6 57 44 33 38 73 29 16 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 189,522
Positions
14,690 8,698 0 2,179 1,164 1,363 28,673 129,517 8,981 1,781 3,428 17 131,838 36,354
Changes from: February 28, 2023 Total Change is: 9,748
423 1,145 0 -293 -192 -18 -2,933 -2,572 7,791 78 1,205 17 4,683 2,372
Percent of Open Interest Represented by Each Category of Trader
7.8 4.6 0.0 1.1 0.6 0.7 15.1 68.3 4.7 0.9 1.8 0.0 69.6 19.2
Number of Traders in Each Category Total Traders: 41
. 6 0 5 . . 6 10 6 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 440,865
Positions
84,512 48,870 3,480 180,974 164,343 39,958 71,945 122,377 8,847 26,838 34,084 43 24,268 18,863
Changes from: February 28, 2023 Total Change is: 723
10,928 2,887 -344 -4,881 -2,566 -1,358 -4,155 2,067 1,498 -821 2,631 4 -148 -4,096
Percent of Open Interest Represented by Each Category of Trader
19.2 11.1 0.8 41.0 37.3 9.1 16.3 27.8 2.0 6.1 7.7 0.0 5.5 4.3
Number of Traders in Each Category Total Traders: 312
25 16 8 80 65 44 42 63 23 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 18,700
Positions
6,027 17,195 0 9,305 603 0 2,216 585 0 0 0 0 1,152 317
Changes from: February 28, 2023 Total Change is: -522
0 -494 0 -259 -7 0 -325 0 0 0 0 0 62 -21
Percent of Open Interest Represented by Each Category of Trader
32.2 92.0 0.0 49.8 3.2 0.0 11.9 3.1 0.0 0.0 0.0 0.0 6.2 1.7
Number of Traders in Each Category Total Traders: 26
. 5 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 16,120
Positions
425 2,244 810 6,537 2,197 22 2,409 3,054 362 1,216 4,005 8 4,331 3,418
Changes from: February 28, 2023 Total Change is: 3,078
-288 218 810 290 -6 15 659 890 332 2 582 0 1,258 237
Percent of Open Interest Represented by Each Category of Trader
2.6 13.9 5.0 40.6 13.6 0.1 14.9 18.9 2.2 7.5 24.8 0.0 26.9 21.2
Number of Traders in Each Category Total Traders: 27
. . . 8 4 . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 54,238
Positions
2,733 13,585 3,553 14,979 2,313 1,730 12,451 4,751 1,990 9,947 300 69 6,786 25,947
Changes from: February 28, 2023 Total Change is: 11,855
-616 882 2,909 1,379 -328 -413 2,760 -1,972 1,460 2,878 300 69 1,429 8,948
Percent of Open Interest Represented by Each Category of Trader
5.0 25.0 6.6 27.6 4.3 3.2 23.0 8.8 3.7 18.3 0.6 0.1 12.5 47.8
Number of Traders in Each Category Total Traders: 59
6 8 6 11 4 7 15 9 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 391,261
Positions
31,229 206,590 4,197 261,001 79,453 34,862 29,012 17,247 1,535 18,121 41,590 0 11,304 5,787
Changes from: February 28, 2023 Total Change is: -6,585
2,799 8,446 501 -11,834 -2,361 591 1,650 -9,427 -34 -240 -4,551 -3 -15 253
Percent of Open Interest Represented by Each Category of Trader
8.0 52.8 1.1 66.7 20.3 8.9 7.4 4.4 0.4 4.6 10.6 0.0 2.9 1.5
Number of Traders in Each Category Total Traders: 194
13 16 6 70 44 32 24 14 12 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,189,480
Positions
83,940 620,488 17,110 761,419 259,956 120,558 92,105 111,920 7,341 56,096 32,230 2,649 48,262 17,228
Changes from: February 28, 2023 Total Change is: -25,162
6,741 -3,543 -126 -21,529 11,199 -2,642 -9,525 -18,319 -1,115 1,358 -11,574 -8 1,684 966
Percent of Open Interest Represented by Each Category of Trader
7.1 52.2 1.4 64.0 21.9 10.1 7.7 9.4 0.6 4.7 2.7 0.2 4.1 1.4
Number of Traders in Each Category Total Traders: 403
31 16 16 157 66 79 56 37 31 29 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 176,817
Positions
23,349 119,823 32,631 31,350 0 2,413 70,145 5,502 10,635 5,806 5,616 140 348 57
Changes from: February 28, 2023 Total Change is: -3,948
1,232 -641 322 0 0 0 -1,242 607 -4,148 -25 0 0 -87 -88
Percent of Open Interest Represented by Each Category of Trader
13.2 67.8 18.5 17.7 0.0 1.4 39.7 3.1 6.0 3.3 3.2 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 91
9 23 14 16 0 . 27 6 9 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,220,465
Positions
37,401 113,066 12,214 669,064 308,355 164,701 69,707 373,611 28,510 71,164 67,511 0 167,704 152,497
Changes from: February 28, 2023 Total Change is: 9,358
-3,128 5,133 8,988 465 5,424 2,010 7,251 -166 -1,004 -1,972 -11,892 0 -3,252 865
Percent of Open Interest Represented by Each Category of Trader
3.1 9.3 1.0 54.8 25.3 13.5 5.7 30.6 2.3 5.8 5.5 0.0 13.7 12.5
Number of Traders in Each Category Total Traders: 191
6 17 5 63 34 60 18 40 21 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,468,489
Positions
5,581 82,107 1,231 870,828 248,172 268,401 89,904 694,744 28,248 52,147 23,076 0 152,149 122,510
Changes from: February 28, 2023 Total Change is: -6,922
-753 -6,521 729 -32,924 -132 22,908 28,902 2,981 -23,184 269 17 0 -2,869 -3,720
Percent of Open Interest Represented by Each Category of Trader
0.4 5.6 0.1 59.3 16.9 18.3 6.1 47.3 1.9 3.6 1.6 0.0 10.4 8.3
Number of Traders in Each Category Total Traders: 170
. 10 . 77 28 65 18 24 20 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 2,555,268
Positions
60,177 239,198 12,788 1,331,135 554,013 299,417 399,198 1,062,123 68,098 168,498 120,180 6,558 209,399 192,893
Changes from: February 28, 2023 Total Change is: -88,883
2,447 -38,800 4,727 18,389 -4,032 5,054 -74,859 -19,848 -20,752 -22,448 -13,023 598 -2,039 -2,807
Percent of Open Interest Represented by Each Category of Trader
2.4 9.4 0.5 52.1 21.7 11.7 15.6 41.6 2.7 6.6 4.7 0.3 8.2 7.5
Number of Traders in Each Category Total Traders: 395
22 32 11 129 49 88 43 63 31 35 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 4,270,574
Positions
80,643 303,047 19,030 2,233,166 1,180,992 778,231 339,192 1,183,995 142,400 345,066 209,777 3,875 328,971 449,227
Changes from: February 28, 2023 Total Change is: -33,909
-19,916 33,448 -420 -49 4,739 19,132 -13,433 -17,279 -17,176 10,799 -62,911 -11 -12,835 6,569
Percent of Open Interest Represented by Each Category of Trader
1.9 7.1 0.4 52.3 27.7 18.2 7.9 27.7 3.3 8.1 4.9 0.1 7.7 10.5
Number of Traders in Each Category Total Traders: 423
15 33 13 113 79 104 42 92 43 28 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,552,496
Positions
65,658 41,309 2,790 747,310 608,325 213,442 171,672 340,208 18,070 168,837 48,701 968 163,749 278,683
Changes from: February 28, 2023 Total Change is: 21,549
1,361 -1,429 -2,244 19,822 14,259 -1,269 7,300 11,683 3,129 -3,528 -13,635 269 -3,291 10,786
Percent of Open Interest Represented by Each Category of Trader
4.2 2.7 0.2 48.1 39.2 13.7 11.1 21.9 1.2 10.9 3.1 0.1 10.5 18.0
Number of Traders in Each Category Total Traders: 148
6 9 6 41 49 60 10 18 12 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 3,062
Positions
0 0 0 0 0 0 263 1,552 161 1,281 450 31 1,326 868
Changes from: February 28, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 8.6 50.7 5.3 41.8 14.7 1.0 43.3 28.3
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 . 4 . 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 4,232,280
Positions
42,425 542,044 13,699 2,116,381 746,512 672,244 551,096 1,526,337 72,362 429,081 247,114 608 334,384 411,360
Changes from: February 28, 2023 Total Change is: 50,112
8,014 74,232 -2,939 143,603 57,582 -46,816 -18,186 -5,483 -28,710 -9,288 -25,725 34 4,400 27,937
Percent of Open Interest Represented by Each Category of Trader
1.0 12.8 0.3 50.0 17.6 15.9 13.0 36.1 1.7 10.1 5.8 0.0 7.9 9.7
Number of Traders in Each Category Total Traders: 370
13 38 10 119 47 90 40 73 30 22 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 1,704,780
Positions
329,912 229,696 595,180 15,022 43,529 19,091 316,649 389,857 372,798 22,735 7,475 1,802 31,591 45,352
Changes from: February 28, 2023 Total Change is: -304,124
-51,297 2,289 -88,858 3,469 -77,101 1,398 -119,473 -39,878 -38,441 6,672 -43,980 -14,843 -2,751 -4,710
Percent of Open Interest Represented by Each Category of Trader
19.4 13.5 34.9 0.9 2.6 1.1 18.6 22.9 21.9 1.3 0.4 0.1 1.9 2.7
Number of Traders in Each Category Total Traders: 141
29 28 53 5 . 5 21 40 50 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 5,640,245
Positions
2,148,699 1,099,212 989,687 115,793 56,238 126,834 681,108 1,477,590 1,219,391 36,423 103,965 67,885 254,425 499,443
Changes from: February 28, 2023 Total Change is: -69,627
-53,472 -7,749 -5,185 -10,711 -2,177 -1,204 15,918 -38,467 -3,891 -706 -5,300 2,316 -12,692 -7,970
Percent of Open Interest Represented by Each Category of Trader
38.1 19.5 17.5 2.1 1.0 2.2 12.1 26.2 21.6 0.6 1.8 1.2 4.5 8.9
Number of Traders in Each Category Total Traders: 127
27 19 43 5 5 6 24 30 50 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 is10,232,834
Positions
3,255,679 2,601,512 1,458,654 473,198 595,726 403,678 1,780,322 2,220,496 2,640,009 77,254 167,643 91,616 52,424 53,500
Changes from: February 28, 2023 Total Change is: 334,782
127,432 -138,082 77,054 10,824 11,684 36,190 151,615 407,452 -46,219 -5,205 11,094 -2,039 -14,870 -22,352
Percent of Open Interest Represented by Each Category of Trader
31.8 25.4 14.3 4.6 5.8 3.9 17.4 21.7 25.8 0.8 1.6 0.9 0.5 0.5
Number of Traders in Each Category Total Traders: 676
69 83 118 28 47 48 66 149 161 53 104 102
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 664,466
Positions
185,789 165,381 206,759 100 35,502 11,667 131,648 106,636 127,666 345 10,316 148 344 391
Changes from: February 28, 2023 Total Change is: -148,882
-37,545 -38,505 -25,248 0 18,342 -8,617 -42,288 -54,589 -34,109 -608 -4,964 -264 -203 -928
Percent of Open Interest Represented by Each Category of Trader
28.0 24.9 31.1 0.0 5.3 1.8 19.8 16.0 19.2 0.1 1.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 166
31 40 47 . . . 36 37 45 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 12,821
Positions
414 4,185 159 6,470 362 649 2,346 5,259 463 1,161 696 69 1,090 979
Changes from: February 28, 2023 Total Change is: -2,340
45 -955 -47 -577 122 -6 -2,181 -847 181 479 -756 -92 -142 60
Percent of Open Interest Represented by Each Category of Trader
3.2 32.6 1.2 50.5 2.8 5.1 18.3 41.0 3.6 9.1 5.4 0.5 8.5 7.6
Number of Traders in Each Category Total Traders: 105
6 7 4 10 . 4 20 37 10 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 9,440
Positions
945 2,626 0 547 0 19 3,051 4,057 296 2,473 1,045 34 2,075 1,363
Changes from: February 28, 2023 Total Change is: 1,618
648 1,223 0 50 0 19 739 213 -68 110 291 4 116 -64
Percent of Open Interest Represented by Each Category of Trader
10.0 27.8 0.0 5.8 0.0 0.2 32.3 43.0 3.1 26.2 11.1 0.4 22.0 14.4
Number of Traders in Each Category Total Traders: 80
. . 0 5 0 . 10 12 5 29 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,588
Positions
141 329 55 720 225 71 1,370 1,790 115 448 349 41 627 613
Changes from: February 28, 2023 Total Change is: -538
0 -44 -10 -279 96 21 -119 -750 -147 103 131 5 -112 160
Percent of Open Interest Represented by Each Category of Trader
3.9 9.2 1.5 20.1 6.3 2.0 38.2 49.9 3.2 12.5 9.7 1.1 17.5 17.1
Number of Traders in Each Category Total Traders: 63
. 5 . 5 . . 12 20 4 8 6 .
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Traders in Financial Futures - Futures Only Positions as of March 7, 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 16,097
Positions
78 974 0 1,270 0 0 1,108 5,504 3,369 9,630 5,622 5 637 623
Changes from: February 28, 2023 Total Change is: 2,874
78 -125 0 -131 0 0 -321 -2,735 3,176 32 2,343 0 40 215
Percent of Open Interest Represented by Each Category of Trader
0.5 6.1 0.0 7.9 0.0 0.0 6.9 34.2 20.9 59.8 34.9 0.0 4.0 3.9
Number of Traders in Each Category Total Traders: 96
. . 0 . 0 0 6 8 4 52 24 .
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Traders in Financial Futures - Futures Only Positions as of March 7, 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 36,943
Positions
102 12,758 0 17,012 1,307 803 9,550 16,816 1,706 2,255 1,114 81 5,434 2,358
Changes from: February 28, 2023 Total Change is: -347
102 0 0 541 120 -14 2,019 -1,086 878 -2,673 -119 -75 -1,125 -51
Percent of Open Interest Represented by Each Category of Trader
0.3 34.5 0.0 46.0 3.5 2.2 25.9 45.5 4.6 6.1 3.0 0.2 14.7 6.4
Number of Traders in Each Category Total Traders: 88
. . 0 10 5 . 20 24 8 17 9 .
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Traders in Financial Futures - Futures Only Positions as of March 7, 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 356,442
Positions
40,447 16,672 20,995 97,147 94,233 46,808 60,081 83,665 45,704 6,265 8,710 12,935 26,060 26,720
Changes from: February 28, 2023 Total Change is: 20,121
4,730 2,887 -1,738 6,799 20,648 2,860 5,541 -5,054 -2,506 447 408 2,175 1,813 441
Percent of Open Interest Represented by Each Category of Trader
11.3 4.7 5.9 27.3 26.4 13.1 16.9 23.5 12.8 1.8 2.4 3.6 7.3 7.5
Number of Traders in Each Category Total Traders: 206
19 9 20 32 31 29 39 41 49 17 9 17
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Traders in Financial Futures - Futures Only Positions as of March 7, 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 63,202
Positions
48,120 39,970 151 8,556 2,350 1,282 1,940 19,227 0 1,274 125 27 1,852 70
Changes from: February 28, 2023 Total Change is: 2,427
0 -850 0 -659 383 149 944 2,768 -44 441 -3 21 1,575 3
Percent of Open Interest Represented by Each Category of Trader
76.1 63.2 0.2 13.5 3.7 2.0 3.1 30.4 0.0 2.0 0.2 0.0 2.9 0.1
Number of Traders in Each Category Total Traders: 43
6 . . 8 4 . 8 9 0 4 . .
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Updated March 16, 2023