Traders in Financial Futures - Futures Only Positions as of March 28, 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 176,559
Positions
85,729 3,231 377 19,800 87,342 4,847 18,535 36,731 4,337 12,190 2,358 0 30,744 37,336
Changes from: March 21, 2023 Total Change is: -1,626
-2,882 -242 -168 890 -1,817 -116 337 409 171 -885 146 0 1,027 -9
Percent of Open Interest Represented by Each Category of Trader
48.6 1.8 0.2 11.2 49.5 2.7 10.5 20.8 2.5 6.9 1.3 0.0 17.4 21.1
Number of Traders in Each Category Total Traders: 108
11 . . 8 28 11 16 29 9 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 34,856
Positions
15,744 1,413 3 1,775 10,450 257 4,157 7,061 828 1,907 0 0 10,185 14,844
Changes from: March 21, 2023 Total Change is: -981
-71 1,413 -15 -54 206 88 -544 -1,633 -592 0 0 0 207 -448
Percent of Open Interest Represented by Each Category of Trader
45.2 4.1 0.0 5.1 30.0 0.7 11.9 20.3 2.4 5.5 0.0 0.0 29.2 42.6
Number of Traders in Each Category Total Traders: 31
4 . . . 8 . 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 199,868
Positions
64,672 41,019 2,972 38,907 68,151 5,166 44,539 38,219 15,961 1,387 3,623 0 26,264 24,757
Changes from: March 21, 2023 Total Change is: 9,072
-1,259 12,210 855 6,556 -3,539 -118 -150 2,298 300 0 693 0 2,888 -3,627
Percent of Open Interest Represented by Each Category of Trader
32.4 20.5 1.5 19.5 34.1 2.6 22.3 19.1 8.0 0.7 1.8 0.0 13.1 12.4
Number of Traders in Each Category Total Traders: 114
7 7 . 16 29 12 21 25 14 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 169,473
Positions
46,401 18,332 1,422 72,482 56,242 4,110 14,688 57,172 2,954 2,823 1,061 0 24,593 28,180
Changes from: March 21, 2023 Total Change is: 285
-2,807 6,664 -297 1,162 897 214 4,066 -4,727 -145 -2,165 -26 0 257 -2,295
Percent of Open Interest Represented by Each Category of Trader
27.4 10.8 0.8 42.8 33.2 2.4 8.7 33.7 1.7 1.7 0.6 0.0 14.5 16.6
Number of Traders in Each Category Total Traders: 116
9 8 . 20 24 17 16 33 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 732,506
Positions
23,428 500,750 3,200 483,631 80,327 20,829 58,664 55,651 13,347 38,568 13,786 5,115 85,724 39,501
Changes from: March 21, 2023 Total Change is: -4,931
-949 -8,011 519 3,840 -1,267 -279 -2,883 7,445 2,044 -1,190 545 -4,069 -1,964 -1,858
Percent of Open Interest Represented by Each Category of Trader
3.2 68.4 0.4 66.0 11.0 2.8 8.0 7.6 1.8 5.3 1.9 0.7 11.7 5.4
Number of Traders in Each Category Total Traders: 302
15 13 6 119 25 49 44 37 26 33 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,676
Positions
459 20,842 35 13,430 563 2,932 429 1,994 0 0 0 0 12,391 3,310
Changes from: March 21, 2023 Total Change is: -237
14 7 -7 -58 -573 64 0 0 0 0 0 0 -250 272
Percent of Open Interest Represented by Each Category of Trader
1.5 70.2 0.1 45.3 1.9 9.9 1.4 6.7 0.0 0.0 0.0 0.0 41.8 11.2
Number of Traders in Each Category Total Traders: 24
. . . 16 . 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 151,238
Positions
48,580 2,786 174 42,807 85,016 3,819 32,010 27,602 1,607 2,911 427 0 19,330 29,807
Changes from: March 21, 2023 Total Change is: -598
-2,007 1,186 95 3,767 -67 -541 -2,694 -812 -693 50 427 0 1,425 -193
Percent of Open Interest Represented by Each Category of Trader
32.1 1.8 0.1 28.3 56.2 2.5 21.2 18.3 1.1 1.9 0.3 0.0 12.8 19.7
Number of Traders in Each Category Total Traders: 81
7 . . 11 20 9 17 20 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 233,669
Positions
6,372 90,547 858 154,941 7,644 0 60,849 74,075 714 2,782 57,227 74 7,079 2,530
Changes from: March 21, 2023 Total Change is: 11,539
-101 1,674 -46 5,888 -111 -2 7,541 9,842 374 -2,097 -508 13 -31 303
Percent of Open Interest Represented by Each Category of Trader
2.7 38.8 0.4 66.3 3.3 0.0 26.0 31.7 0.3 1.2 24.5 0.0 3.0 1.1
Number of Traders in Each Category Total Traders: 143
4 9 . 25 6 0 47 27 8 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 42,663
Positions
1,191 34,958 356 9,663 1,360 4 20,826 1,991 1,107 1,087 1,497 0 8,429 1,390
Changes from: March 21, 2023 Total Change is: 441
586 213 -8 -5,767 11 4 3,577 -509 508 252 54 0 1,289 168
Percent of Open Interest Represented by Each Category of Trader
2.8 81.9 0.8 22.6 3.2 0.0 48.8 4.7 2.6 2.5 3.5 0.0 19.8 3.3
Number of Traders in Each Category Total Traders: 65
. 4 . 16 4 . 22 4 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 31,981
Positions
12,396 1,357 30 5,380 15,446 136 9,971 10,859 192 389 531 20 3,467 3,410
Changes from: March 21, 2023 Total Change is: -198
-2,761 1,201 -4 288 -57 -355 2,612 -1,219 131 -184 200 0 75 -95
Percent of Open Interest Represented by Each Category of Trader
38.8 4.2 0.1 16.8 48.3 0.4 31.2 34.0 0.6 1.2 1.7 0.1 10.8 10.7
Number of Traders in Each Category Total Traders: 76
9 4 . 10 15 . 16 16 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 30,632
Positions
16,167 101 64 500 26,552 0 12,246 1,882 0 371 174 0 1,284 1,859
Changes from: March 21, 2023 Total Change is: 2,797
480 0 -10 -435 2,685 0 2,311 88 -6 235 0 0 222 40
Percent of Open Interest Represented by Each Category of Trader
52.8 0.3 0.2 1.6 86.7 0.0 40.0 6.1 0.0 1.2 0.6 0.0 4.2 6.1
Number of Traders in Each Category Total Traders: 37
4 . . . 6 0 10 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 38,175
Positions
19,218 6,671 386 5,933 4,900 286 6,304 7,571 379 744 8,557 0 4,926 9,427
Changes from: March 21, 2023 Total Change is: -2,699
770 -69 112 -1,054 442 66 -1,280 -2,805 228 -1,175 -850 0 -365 179
Percent of Open Interest Represented by Each Category of Trader
50.3 17.5 1.0 15.5 12.8 0.7 16.5 19.8 1.0 1.9 22.4 0.0 12.9 24.7
Number of Traders in Each Category Total Traders: 83
15 10 . 9 12 4 11 23 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 76,349
Positions
38,436 13,341 771 11,865 9,799 572 12,607 15,142 758 1,488 17,113 0 9,852 18,853
Changes from: March 21, 2023 Total Change is: -5,398
1,539 -138 223 -2,107 884 131 -2,560 -5,610 455 -2,350 -1,700 0 -729 357
Percent of Open Interest Represented by Each Category of Trader
50.3 17.5 1.0 15.5 12.8 0.7 16.5 19.8 1.0 1.9 22.4 0.0 12.9 24.7
Number of Traders in Each Category Total Traders: 83
15 10 . 9 12 4 11 23 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 40,706
Positions
9,467 27,781 0 23,604 2,123 1,758 3,316 7,597 0 0 0 0 2,561 1,447
Changes from: March 21, 2023 Total Change is: 1,721
176 1,066 0 482 71 6 708 903 0 0 0 0 349 -325
Percent of Open Interest Represented by Each Category of Trader
23.3 68.2 0.0 58.0 5.2 4.3 8.1 18.7 0.0 0.0 0.0 0.0 6.3 3.6
Number of Traders in Each Category Total Traders: 35
5 4 0 17 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 428,446
Positions
92,527 55,281 7,442 190,005 104,174 49,352 17,482 107,566 9,159 18,783 42,512 1,993 41,704 50,968
Changes from: March 21, 2023 Total Change is: -1,355
4,116 -4,838 199 -5,782 3,619 -837 1,133 -1,123 96 -498 4,841 -331 550 -2,981
Percent of Open Interest Represented by Each Category of Trader
21.6 12.9 1.7 44.3 24.3 11.5 4.1 25.1 2.1 4.4 9.9 0.5 9.7 11.9
Number of Traders in Each Category Total Traders: 522
29 31 18 140 103 115 57 100 53 27 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 13,878
Positions
255 10,683 0 8,753 1,343 59 2,554 308 100 0 0 0 2,157 1,385
Changes from: March 21, 2023 Total Change is: 1,279
-232 1,592 0 543 0 59 767 -144 0 0 0 0 142 -228
Percent of Open Interest Represented by Each Category of Trader
1.8 77.0 0.0 63.1 9.7 0.4 18.4 2.2 0.7 0.0 0.0 0.0 15.5 10.0
Number of Traders in Each Category Total Traders: 23
. 10 0 5 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 19,905
Positions
5,670 16,825 0 10,110 552 0 1,083 681 70 0 0 0 2,972 1,777
Changes from: March 21, 2023 Total Change is: 48
9 872 0 66 -873 0 154 73 -73 0 0 0 -108 49
Percent of Open Interest Represented by Each Category of Trader
28.5 84.5 0.0 50.8 2.8 0.0 5.4 3.4 0.4 0.0 0.0 0.0 14.9 8.9
Number of Traders in Each Category Total Traders: 30
5 7 0 11 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 2,142,232
Positions
462,636 276,404 37,210 950,025 520,869 246,762 87,408 537,831 45,793 93,916 212,559 9,963 208,519 254,841
Changes from: March 21, 2023 Total Change is: -6,773
20,581 -24,190 994 -28,910 18,096 -4,185 5,663 -5,613 481 -2,490 24,204 -1,656 2,749 -14,904
Percent of Open Interest Represented by Each Category of Trader
21.6 12.9 1.7 44.3 24.3 11.5 4.1 25.1 2.1 4.4 9.9 0.5 9.7 11.9
Number of Traders in Each Category Total Traders: 522
29 31 18 140 103 115 57 100 53 27 33 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 25,685
Positions
8,583 9,982 0 10,524 10,031 1,847 3,002 2,607 2 0 0 0 1,727 1,216
Changes from: March 21, 2023 Total Change is: 949
35 -427 0 22 1,582 23 612 57 1 0 0 0 256 -287
Percent of Open Interest Represented by Each Category of Trader
33.4 38.9 0.0 41.0 39.1 7.2 11.7 10.1 0.0 0.0 0.0 0.0 6.7 4.7
Number of Traders in Each Category Total Traders: 29
. 7 0 8 . . 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 104,426
Positions
3,351 2,590 0 28,754 5,379 1,173 23,924 31,430 473 1,023 3,404 0 45,728 59,977
Changes from: March 21, 2023 Total Change is: 11,960
3,351 925 0 -249 -524 -4 687 4,721 106 9 1,345 0 8,060 5,391
Percent of Open Interest Represented by Each Category of Trader
3.2 2.5 0.0 27.5 5.2 1.1 22.9 30.1 0.5 1.0 3.3 0.0 43.8 57.4
Number of Traders in Each Category Total Traders: 26
. . 0 10 . . 4 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 300,905
Positions
120,868 91,630 130,198 0 33,500 0 4,000 8,937 33,432 9,703 0 0 2,704 3,208
Changes from: March 21, 2023 Total Change is: -250
-500 250 2,000 0 0 0 0 -500 -1,000 0 0 0 -750 -1,000
Percent of Open Interest Represented by Each Category of Trader
40.2 30.5 43.3 0.0 11.1 0.0 1.3 3.0 11.1 3.2 0.0 0.0 0.9 1.1
Number of Traders in Each Category Total Traders: 26
11 5 12 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 40,683
Positions
5,380 3,465 177 24,735 28,892 2,348 2,172 452 30 0 0 0 5,841 5,319
Changes from: March 21, 2023 Total Change is: -359
-845 118 143 269 -470 -7 254 -287 -104 -336 0 0 267 248
Percent of Open Interest Represented by Each Category of Trader
13.2 8.5 0.4 60.8 71.0 5.8 5.3 1.1 0.1 0.0 0.0 0.0 14.4 13.1
Number of Traders in Each Category Total Traders: 63
5 6 . 29 17 12 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 44,015
Positions
9,385 3,680 241 14,944 10,080 1,623 8,215 16,394 651 2,227 3,118 6 6,723 8,222
Changes from: March 21, 2023 Total Change is: 1,040
697 -13 66 -37 -32 -136 -467 1,626 -21 549 10 6 383 -465
Percent of Open Interest Represented by Each Category of Trader
21.3 8.4 0.5 34.0 22.9 3.7 18.7 37.2 1.5 5.1 7.1 0.0 15.3 18.7
Number of Traders in Each Category Total Traders: 273
25 17 5 57 40 31 35 61 25 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 220,074
Positions
46,923 18,398 1,205 74,720 50,400 8,114 41,075 81,969 3,256 11,135 15,588 32 33,614 41,112
Changes from: March 21, 2023 Total Change is: 5,198
3,485 -65 330 -183 -162 -681 -2,336 8,129 -107 2,744 48 29 1,917 -2,323
Percent of Open Interest Represented by Each Category of Trader
21.3 8.4 0.5 34.0 22.9 3.7 18.7 37.2 1.5 5.1 7.1 0.0 15.3 18.7
Number of Traders in Each Category Total Traders: 273
25 17 5 57 40 31 35 61 25 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 70,957
Positions
0 4,489 0 3,223 0 0 23,966 30,704 863 2,377 1,804 275 40,253 32,822
Changes from: March 21, 2023 Total Change is: 9,281
0 190 0 -282 0 0 -8,449 16,109 699 575 -1,136 -40 16,778 -6,541
Percent of Open Interest Represented by Each Category of Trader
0.0 6.3 0.0 4.5 0.0 0.0 33.8 43.3 1.2 3.3 2.5 0.4 56.7 46.3
Number of Traders in Each Category Total Traders: 38
0 5 0 5 0 0 13 5 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 478,841
Positions
114,108 70,695 1,388 180,770 191,023 44,376 83,460 108,666 3,391 27,418 34,620 52 23,878 24,630
Changes from: March 21, 2023 Total Change is: -1,648
-3,956 -2,116 680 -14,929 -64 4,402 9,872 -6,088 -359 1,395 -396 0 1,247 2,293
Percent of Open Interest Represented by Each Category of Trader
23.8 14.8 0.3 37.8 39.9 9.3 17.4 22.7 0.7 5.7 7.2 0.0 5.0 5.1
Number of Traders in Each Category Total Traders: 329
29 17 . 74 68 43 43 68 19 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 12,751
Positions
1,003 10,770 0 9,705 1,223 0 839 312 0 0 0 0 1,204 446
Changes from: March 21, 2023 Total Change is: 842
0 432 0 555 298 0 16 0 0 0 0 0 271 112
Percent of Open Interest Represented by Each Category of Trader
7.9 84.5 0.0 76.1 9.6 0.0 6.6 2.4 0.0 0.0 0.0 0.0 9.4 3.5
Number of Traders in Each Category Total Traders: 25
. 6 0 12 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 10,226
Positions
0 1,519 0 6,322 2,246 9 250 2,833 0 919 643 0 2,726 2,976
Changes from: March 21, 2023 Total Change is: -193
0 1 0 38 -430 -4 -210 -414 0 0 286 0 -17 368
Percent of Open Interest Represented by Each Category of Trader
0.0 14.9 0.0 61.8 22.0 0.1 2.4 27.7 0.0 9.0 6.3 0.0 26.7 29.1
Number of Traders in Each Category Total Traders: 22
0 . 0 8 4 . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 33,497
Positions
5,147 4,906 628 13,646 4,309 1,730 6,026 4,961 5 811 1,707 0 5,504 15,251
Changes from: March 21, 2023 Total Change is: -1,102
89 -181 603 97 -233 54 -1,238 2,094 -34 69 -443 0 -742 -2,962
Percent of Open Interest Represented by Each Category of Trader
15.4 14.6 1.9 40.7 12.9 5.2 18.0 14.8 0.0 2.4 5.1 0.0 16.4 45.5
Number of Traders in Each Category Total Traders: 50
10 4 . 10 6 6 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 395,960
Positions
30,983 203,197 3,824 272,724 98,962 35,952 23,834 17,511 1,179 18,323 32,332 113 9,028 2,890
Changes from: March 21, 2023 Total Change is: 6,721
-1,435 8,551 -205 4,420 -598 1,638 2,145 -981 -207 -203 -2,442 -6 574 971
Percent of Open Interest Represented by Each Category of Trader
7.8 51.3 1.0 68.9 25.0 9.1 6.0 4.4 0.3 4.6 8.2 0.0 2.3 0.7
Number of Traders in Each Category Total Traders: 188
10 16 5 73 46 32 17 15 6 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 1,145,268
Positions
70,334 582,095 10,188 736,784 270,722 127,844 91,047 88,045 8,290 59,905 45,733 2,583 38,293 9,768
Changes from: March 21, 2023 Total Change is: -15,726
-348 13,596 -995 2,195 -4,781 -4,217 4,025 3,372 1,909 -5,154 3,839 -30 -13,111 -28,419
Percent of Open Interest Represented by Each Category of Trader
6.1 50.8 0.9 64.3 23.6 11.2 7.9 7.7 0.7 5.2 4.0 0.2 3.3 0.9
Number of Traders in Each Category Total Traders: 396
28 19 14 147 68 76 52 43 31 29 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 198,233
Positions
32,833 129,761 34,694 34,001 0 2,420 75,674 12,104 12,842 4,740 5,642 665 364 105
Changes from: March 21, 2023 Total Change is: 5,371
1,115 2,607 652 2,121 0 7 -842 520 2,083 216 1 0 19 -499
Percent of Open Interest Represented by Each Category of Trader
16.6 65.5 17.5 17.2 0.0 1.2 38.2 6.1 6.5 2.4 2.8 0.3 0.2 0.1
Number of Traders in Each Category Total Traders: 94
10 22 16 17 0 4 28 7 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 1,201,699
Positions
34,369 157,623 84 669,393 340,750 149,435 82,250 366,576 17,481 76,002 66,778 0 172,685 102,972
Changes from: March 21, 2023 Total Change is: -33,398
-7,041 120 -3,904 -14,605 526 -5,440 -925 -9,994 -1,404 -3,432 -2,738 0 3,353 -10,564
Percent of Open Interest Represented by Each Category of Trader
2.9 13.1 0.0 55.7 28.4 12.4 6.8 30.5 1.5 6.3 5.6 0.0 14.4 8.6
Number of Traders in Each Category Total Traders: 190
9 14 . 64 31 61 24 34 15 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 1,415,850
Positions
6,290 101,337 1,240 857,418 223,376 247,951 54,959 693,186 22,357 55,374 14,221 0 170,261 112,182
Changes from: March 21, 2023 Total Change is: -11,534
-223 -1,998 854 -20,064 -406 -1,769 -10,482 -17,266 2,413 4,545 -510 0 13,192 7,148
Percent of Open Interest Represented by Each Category of Trader
0.4 7.2 0.1 60.6 15.8 17.5 3.9 49.0 1.6 3.9 1.0 0.0 12.0 7.9
Number of Traders in Each Category Total Traders: 160
. 11 . 80 22 61 12 22 12 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 2,356,318
Positions
59,092 277,676 14,918 1,192,726 492,313 288,325 464,902 930,149 18,317 114,663 152,327 7,323 196,052 174,970
Changes from: March 21, 2023 Total Change is: 41,654
12,657 28,750 2,758 55,258 -8,626 -15,272 -5,302 72,052 -26,645 10,788 -17,794 -344 7,756 6,775
Percent of Open Interest Represented by Each Category of Trader
2.5 11.8 0.6 50.6 20.9 12.2 19.7 39.5 0.8 4.9 6.5 0.3 8.3 7.4
Number of Traders in Each Category Total Traders: 374
18 36 12 116 45 82 49 55 27 27 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 4,127,917
Positions
86,420 269,040 15,345 2,154,045 1,234,938 751,158 339,361 1,225,470 89,347 308,341 193,800 4,234 379,666 344,585
Changes from: March 21, 2023 Total Change is: -27,847
-42,117 -62,581 -2,418 15,857 85,758 7,022 -20,216 -30,065 -12,151 19,803 -15,666 -742 7,115 2,996
Percent of Open Interest Represented by Each Category of Trader
2.1 6.5 0.4 52.2 29.9 18.2 8.2 29.7 2.2 7.5 4.7 0.1 9.2 8.3
Number of Traders in Each Category Total Traders: 385
17 29 11 117 64 97 47 65 43 28 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 1,558,453
Positions
55,271 78,717 1,112 754,166 540,030 218,714 179,918 420,005 11,033 167,676 37,686 0 170,563 251,156
Changes from: March 21, 2023 Total Change is: -17,822
-3,356 -6,422 133 11,977 -29,494 4,026 -4,424 13,165 -7,530 -13,110 -6,343 -51 -5,487 14,694
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 0.1 48.4 34.7 14.0 11.5 27.0 0.7 10.8 2.4 0.0 10.9 16.1
Number of Traders in Each Category Total Traders: 153
4 11 5 41 54 59 10 20 12 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 4,378,900
Positions
43,748 657,900 22,630 2,103,536 632,863 622,080 680,344 1,756,067 99,430 429,478 264,453 557 377,097 322,920
Changes from: March 21, 2023 Total Change is: 28,598
9,096 29,390 -2,501 -38,454 -17,854 -4,713 23,364 31,532 1,315 -872 -880 -10 41,373 -7,681
Percent of Open Interest Represented by Each Category of Trader
1.0 15.0 0.5 48.0 14.5 14.2 15.5 40.1 2.3 9.8 6.0 0.0 8.6 7.4
Number of Traders in Each Category Total Traders: 348
11 33 9 116 39 89 51 61 36 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 1,779,647
Positions
379,913 259,672 693,334 37,936 42,444 15,502 274,147 378,838 337,479 7,380 12,989 381 33,575 39,008
Changes from: March 21, 2023 Total Change is: -68,145
74,703 -55,531 -43,424 17,007 2,052 -3,957 -94,676 57,618 -14,539 6,380 68 -1,748 -7,891 -8,684
Percent of Open Interest Represented by Each Category of Trader
21.3 14.6 39.0 2.1 2.4 0.9 15.4 21.3 19.0 0.4 0.7 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 138
28 30 51 4 6 4 25 33 48 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 4,708,992
Positions
1,822,808 927,331 830,473 43,525 72,454 104,722 467,239 1,097,663 1,150,119 23,312 73,345 28,148 238,646 424,737
Changes from: March 21, 2023 Total Change is: -70,112
-18,860 -10,328 -5,621 5,972 -1,542 -618 -10,181 -1,912 -21,316 -4,122 -3,602 -2,312 -13,054 -22,861
Percent of Open Interest Represented by Each Category of Trader
38.7 19.7 17.6 0.9 1.5 2.2 9.9 23.3 24.4 0.5 1.6 0.6 5.1 9.0
Number of Traders in Each Category Total Traders: 110
22 17 37 4 5 7 26 25 46 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 is 9,412,720
Positions
2,282,845 2,252,225 1,839,849 553,182 649,518 371,039 1,787,405 1,542,551 2,361,275 58,110 231,886 85,265 73,750 79,112
Changes from: March 21, 2023 Total Change is: -58,258
-95,008 -131,781 121,936 -54,241 -31,639 22,014 42,411 65,386 -89,861 306 4,532 1,817 -7,632 -20,662
Percent of Open Interest Represented by Each Category of Trader
24.3 23.9 19.5 5.9 6.9 3.9 19.0 16.4 25.1 0.6 2.5 0.9 0.8 0.8
Number of Traders in Each Category Total Traders: 654
62 86 118 22 51 47 73 139 145 59 114 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 847,691
Positions
215,326 284,842 229,892 100 47,175 7,920 262,444 134,948 128,239 3,152 13,580 347 271 748
Changes from: March 21, 2023 Total Change is: 24,021
-5,931 27,857 2,560 -1,409 653 103 29,419 -7,641 -2,125 1,865 3,271 -43 -418 -614
Percent of Open Interest Represented by Each Category of Trader
25.4 33.6 27.1 0.0 5.6 0.9 31.0 15.9 15.1 0.4 1.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 165
30 46 52 . 4 . 28 40 45 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 14,409
Positions
285 3,767 251 6,428 220 588 4,147 7,217 587 546 749 128 1,449 902
Changes from: March 21, 2023 Total Change is: 360
-7 468 -54 -471 -23 72 663 -529 250 -59 33 -33 -1 176
Percent of Open Interest Represented by Each Category of Trader
2.0 26.1 1.7 44.6 1.5 4.1 28.8 50.1 4.1 3.8 5.2 0.9 10.1 6.3
Number of Traders in Each Category Total Traders: 120
4 12 . 9 . . 32 37 14 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 15,181
Positions
2,132 3,492 131 160 36 26 4,757 6,845 1,136 3,979 1,588 38 2,822 1,889
Changes from: March 21, 2023 Total Change is: 1,842
272 193 131 2 25 3 310 412 835 336 140 -4 -43 107
Percent of Open Interest Represented by Each Category of Trader
14.0 23.0 0.9 1.1 0.2 0.2 31.3 45.1 7.5 26.2 10.5 0.3 18.6 12.4
Number of Traders in Each Category Total Traders: 98
. . . 4 . . 19 10 7 42 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 4,119
Positions
77 452 57 835 126 49 1,647 2,376 95 417 391 58 884 515
Changes from: March 21, 2023 Total Change is: -452
-2 -9 -13 -122 -36 5 -248 -116 -93 10 -186 -6 17 2
Percent of Open Interest Represented by Each Category of Trader
1.9 11.0 1.4 20.3 3.1 1.2 40.0 57.7 2.3 10.1 9.5 1.4 21.5 12.5
Number of Traders in Each Category Total Traders: 63
. 6 . 5 . . 16 19 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 25,299
Positions
9,273 2,796 65 243 0 0 4,230 15,075 296 10,006 6,253 357 829 457
Changes from: March 21, 2023 Total Change is: 3,163
2,923 -300 65 164 -71 0 780 3,224 -391 -414 573 4 32 59
Percent of Open Interest Represented by Each Category of Trader
36.7 11.1 0.3 1.0 0.0 0.0 16.7 59.6 1.2 39.6 24.7 1.4 3.3 1.8
Number of Traders in Each Category Total Traders: 94
. . . . 0 0 7 7 . 55 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 31,128
Positions
76 11,163 0 14,888 1,195 823 7,163 13,525 533 2,908 1,518 0 4,737 2,371
Changes from: March 21, 2023 Total Change is: -2,691
76 0 0 -1,205 -378 86 -296 -2,596 -148 -1,077 274 0 -127 71
Percent of Open Interest Represented by Each Category of Trader
0.2 35.9 0.0 47.8 3.8 2.6 23.0 43.4 1.7 9.3 4.9 0.0 15.2 7.6
Number of Traders in Each Category Total Traders: 90
. . 0 11 5 4 16 25 6 19 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 315,941
Positions
30,576 16,552 12,895 73,811 72,494 39,895 57,895 73,407 51,939 6,914 3,149 14,704 27,312 30,906
Changes from: March 21, 2023 Total Change is: -14,681
-7,811 3,097 -5,451 4,603 5,434 -2,862 6,591 -6,146 -8,473 610 458 -2,611 723 1,873
Percent of Open Interest Represented by Each Category of Trader
9.7 5.2 4.1 23.4 22.9 12.6 18.3 23.2 16.4 2.2 1.0 4.7 8.6 9.8
Number of Traders in Each Category Total Traders: 169
13 12 18 21 28 22 30 32 40 12 4 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,225
Positions
41,306 42,699 0 9,288 8,592 1,082 8,453 8,623 37 742 123 18 299 51
Changes from: March 21, 2023 Total Change is: -202
0 0 0 92 44 0 -387 -176 5 61 3 0 27 -78
Percent of Open Interest Represented by Each Category of Trader
67.5 69.7 0.0 15.2 14.0 1.8 13.8 14.1 0.1 1.2 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 40
5 . 0 9 5 . 8 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 31, 2023