Traders in Financial Futures - Options and Futures Combined 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 221,079
Positions
63,775 3,827 9,838 21,854 91,729 6,053 53,904 45,234 21,176 12,770 2,372 8 31,701 40,841
Changes from: February 28, 2023 Total Change is: 39,282
4,914 -42 7,136 -35 15,628 -426 28,306 10,046 2,003 -473 -834 3 -2,146 5,768
Percent of Open Interest Represented by Each Category of Trader
28.8 1.7 4.5 9.9 41.5 2.7 24.4 20.5 9.6 5.8 1.1 0.0 14.3 18.5
Number of Traders in Each Category Total Traders: 131
15 . 7 8 33 11 16 39 20 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 50,983
Positions
15,842 179 5,280 3,119 11,001 392 13,049 11,914 2,836 1,980 0 0 8,485 19,381
Changes from: February 28, 2023 Total Change is: 5,372
-893 179 4,126 -35 -151 -84 2,215 918 729 0 0 0 -686 -346
Percent of Open Interest Represented by Each Category of Trader
31.1 0.4 10.4 6.1 21.6 0.8 25.6 23.4 5.6 3.9 0.0 0.0 16.6 38.0
Number of Traders in Each Category Total Traders: 43
6 . 6 . 8 4 10 13 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 253,183
Positions
78,939 26,733 10,442 31,512 82,420 5,600 70,769 54,653 29,929 2,262 2,934 241 23,489 40,231
Changes from: February 28, 2023 Total Change is: 3,563
1,906 1,937 -2,504 558 -1,954 -425 9,262 8,198 -6,547 -194 -538 232 1,276 5,164
Percent of Open Interest Represented by Each Category of Trader
31.2 10.6 4.1 12.4 32.6 2.2 28.0 21.6 11.8 0.9 1.2 0.1 9.3 15.9
Number of Traders in Each Category Total Traders: 134
9 7 7 17 33 17 25 34 21 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 232,368
Positions
64,355 8,396 17,865 79,536 78,862 4,613 17,930 61,372 18,437 2,333 1,750 2 27,297 41,070
Changes from: February 28, 2023 Total Change is: 452
5,530 -2,091 4,500 2,217 1,070 -2,791 -444 5,460 -8,961 822 615 0 -421 2,651
Percent of Open Interest Represented by Each Category of Trader
27.7 3.6 7.7 34.2 33.9 2.0 7.7 26.4 7.9 1.0 0.8 0.0 11.7 17.7
Number of Traders in Each Category Total Traders: 132
12 6 11 21 26 20 13 40 23 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 911,721
Positions
48,090 569,503 29,010 514,520 80,477 26,135 69,701 62,100 73,801 41,472 15,738 9,357 99,635 45,599
Changes from: February 28, 2023 Total Change is: -15,663
3,938 -4,794 6,089 -10,000 129 -2,086 -2,205 2,595 -20,676 1,842 -221 3,926 3,508 -625
Percent of Open Interest Represented by Each Category of Trader
5.3 62.5 3.2 56.4 8.8 2.9 7.6 6.8 8.1 4.5 1.7 1.0 10.9 5.0
Number of Traders in Each Category Total Traders: 319
15 16 16 116 25 53 49 45 34 36 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 167,213
Positions
24,342 3,067 10,826 45,693 71,148 4,296 44,396 33,099 13,112 3,004 0 0 21,545 31,666
Changes from: February 28, 2023 Total Change is: 25,709
2,205 -6,862 10,073 -5,088 4,666 878 18,601 11,024 -1,544 -340 0 0 924 7,475
Percent of Open Interest Represented by Each Category of Trader
14.6 1.8 6.5 27.3 42.5 2.6 26.6 19.8 7.8 1.8 0.0 0.0 12.9 18.9
Number of Traders in Each Category Total Traders: 90
5 6 8 15 15 13 23 22 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 376,747
Positions
809 207,619 23,551 163,105 9,079 209 115,691 53,677 22,229 7,257 22,690 34,489 9,407 3,204
Changes from: February 28, 2023 Total Change is: 80,798
118 6,486 22,223 3,468 720 -6 2,591 1,651 17,976 -962 -2,646 34,469 921 -75
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 0.9
Number of Traders in Each Category Total Traders: 180
4 10 . 28 7 . 72 31 17 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 48,781
Positions
11,436 4,769 3,369 4,597 17,570 128 22,450 14,223 3,494 349 432 14 2,944 4,782
Changes from: February 28, 2023 Total Change is: 8,767
1,896 -420 3,082 512 2,276 -113 1,013 1,300 3,194 -37 -675 0 -780 123
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 - Options and Futures Combined 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 - Options and Futures Combined 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 44,790
Positions
14,469 11,684 1,116 8,225 4,944 118 12,080 8,310 697 1,787 9,182 0 6,297 8,739
Changes from: February 28, 2023 Total Change is: -226
640 1,698 285 55 61 -187 -465 -883 -1,161 1,686 -706 -13 -1,066 680
Percent of Open Interest Represented by Each Category of Trader
32.3 26.1 2.5 18.4 11.0 0.3 27.0 18.6 1.6 4.0 20.5 0.0 14.1 19.5
Number of Traders in Each Category Total Traders: 86
14 14 7 15 7 . 17 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 89,579
Positions
28,939 23,368 2,232 16,449 9,887 236 24,161 16,620 1,395 3,573 18,363 0 12,594 17,478
Changes from: February 28, 2023 Total Change is: -452
1,281 3,395 570 109 122 -374 -930 -1,765 -2,322 3,371 -1,412 -25 -2,132 1,359
Percent of Open Interest Represented by Each Category of Trader
32.3 26.1 2.5 18.4 11.0 0.3 27.0 18.6 1.6 4.0 20.5 0.0 14.1 19.5
Number of Traders in Each Category Total Traders: 86
14 14 7 15 7 . 17 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 628,146
Positions
62,163 75,667 27,125 190,234 88,280 53,630 30,622 87,946 185,683 19,137 42,658 3,728 55,824 63,429
Changes from: February 28, 2023 Total Change is: 5,852
734 -5,356 4,909 295 -4,403 2,151 -4,466 -2,926 4,625 1,004 5,545 -734 -2,668 2,040
Percent of Open Interest Represented by Each Category of Trader
9.9 12.0 4.3 30.3 14.1 8.5 4.9 14.0 29.6 3.0 6.8 0.6 8.9 10.1
Number of Traders in Each Category Total Traders: 588
32 30 45 142 101 126 67 120 131 56 37 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,140,730
Positions
310,817 378,337 135,626 951,170 441,400 268,149 153,112 439,730 928,416 95,684 213,288 18,640 279,118 317,145
Changes from: February 28, 2023 Total Change is: 29,260
3,672 -26,780 24,546 1,475 -22,015 10,757 -22,330 -14,632 23,127 5,020 27,723 -3,669 -13,339 10,202
Percent of Open Interest Represented by Each Category of Trader
9.9 12.0 4.3 30.3 14.1 8.5 4.9 14.0 29.6 3.0 6.8 0.6 8.9 10.1
Number of Traders in Each Category Total Traders: 588
32 30 45 142 101 126 67 120 131 56 37 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 202,427
Positions
7,445 6,630 140 28,056 4,339 2,802 87,680 90,697 13,801 3 17,957 2 62,498 66,059
Changes from: February 28, 2023 Total Change is: -1,841
-6,368 537 140 -842 -175 1,333 7,582 3,550 645 3 1,571 2 -4,336 -9,444
Percent of Open Interest Represented by Each Category of Trader
3.7 3.3 0.1 13.9 2.1 1.4 43.3 44.8 6.8 0.0 8.9 0.0 30.9 32.6
Number of Traders in Each Category Total Traders: 31
. . . 10 . . 8 7 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 61,507
Positions
13,560 6,380 952 14,752 9,392 1,803 11,457 17,129 9,393 1,889 4,121 253 7,446 12,083
Changes from: February 28, 2023 Total Change is: -844
-1,522 -1,054 290 -642 -615 -26 14 -324 683 222 -591 10 126 783
Percent of Open Interest Represented by Each Category of Trader
22.0 10.4 1.5 24.0 15.3 2.9 18.6 27.8 15.3 3.1 6.7 0.4 12.1 19.6
Number of Traders in Each Category Total Traders: 316
31 15 12 58 43 37 36 82 50 19 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 307,536
Positions
67,802 31,902 4,762 73,762 46,958 9,016 57,287 85,647 46,966 9,445 20,606 1,264 37,232 60,415
Changes from: February 28, 2023 Total Change is: -4,222
-7,610 -5,272 1,449 -3,209 -3,076 -128 68 -1,621 3,416 1,112 -2,955 48 632 3,917
Percent of Open Interest Represented by Each Category of Trader
22.0 10.4 1.5 24.0 15.3 2.9 18.6 27.8 15.3 3.1 6.7 0.4 12.1 19.6
Number of Traders in Each Category Total Traders: 316
31 15 12 58 43 37 36 82 50 19 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 191,542
Positions
14,690 8,698 0 2,179 1,164 1,363 28,673 129,210 10,229 1,781 3,428 17 132,610 37,433
Changes from: February 28, 2023 Total Change is: 9,920
423 1,145 0 -293 -192 -18 -2,933 -2,702 7,917 78 1,205 17 4,729 2,548
Percent of Open Interest Represented by Each Category of Trader
7.7 4.5 0.0 1.1 0.6 0.7 15.0 67.5 5.3 0.9 1.8 0.0 69.2 19.5
Number of Traders in Each Category Total Traders: 41
. 6 0 5 . . 6 10 7 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 450,248
Positions
84,384 48,870 3,721 180,974 164,343 39,958 69,813 120,129 19,347 26,838 34,196 61 25,152 19,622
Changes from: February 28, 2023 Total Change is: 758
10,884 2,887 -323 -4,881 -3,068 -1,361 -4,447 2,462 1,827 -821 2,698 22 -143 -4,387
Percent of Open Interest Represented by Each Category of Trader
18.7 10.9 0.8 40.2 36.5 8.9 15.5 26.7 4.3 6.0 7.6 0.0 5.6 4.4
Number of Traders in Each Category Total Traders: 314
25 16 9 80 65 44 42 63 28 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,391,702
Positions
26,209 107,206 57,672 664,683 306,877 178,567 70,240 368,090 136,704 71,365 65,896 7,996 178,266 162,693
Changes from: February 28, 2023 Total Change is: 35,621
-7,850 1,397 18,286 -5,343 5,952 9,065 9,025 -5,181 14,636 -1,173 -11,852 323 -1,348 2,995
Percent of Open Interest Represented by Each Category of Trader
1.9 7.7 4.1 47.8 22.1 12.8 5.0 26.4 9.8 5.1 4.7 0.6 12.8 11.7
Number of Traders in Each Category Total Traders: 197
6 17 18 64 33 60 20 41 43 7 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,468,724
Positions
5,581 82,107 1,231 870,837 248,176 268,401 89,904 694,744 28,248 52,147 23,076 0 152,375 122,741
Changes from: February 28, 2023 Total Change is: -6,880
-753 -6,521 729 -32,915 -132 22,908 28,902 2,973 -23,185 269 17 0 -2,835 -3,669
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 8.4
Number of Traders in Each Category Total Traders: 170
. 10 . 77 28 65 18 24 20 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,596,303
Positions
60,846 239,905 13,272 1,326,506 555,745 304,794 402,061 1,062,164 99,243 171,037 119,795 6,943 211,600 194,443
Changes from: February 28, 2023 Total Change is: -76,047
2,756 -37,827 4,565 19,035 -2,284 5,140 -71,996 -17,740 -12,820 -21,881 -13,306 881 -1,727 -2,656
Percent of Open Interest Represented by Each Category of Trader
2.3 9.2 0.5 51.1 21.4 11.7 15.5 40.9 3.8 6.6 4.6 0.3 8.2 7.5
Number of Traders in Each Category Total Traders: 397
22 32 14 128 50 89 44 63 38 36 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,027,412
Positions
75,988 286,724 178,029 2,240,034 1,198,428 835,374 324,697 1,173,545 607,442 342,206 204,940 75,778 347,864 467,150
Changes from: February 28, 2023 Total Change is: 56,730
-23,579 10,974 23,451 -1,156 2,205 35,827 -15,890 4,076 16,624 16,446 -61,599 14,309 -9,303 10,862
Percent of Open Interest Represented by Each Category of Trader
1.5 5.7 3.5 44.6 23.8 16.6 6.5 23.3 12.1 6.8 4.1 1.5 6.9 9.3
Number of Traders in Each Category Total Traders: 438
16 32 35 113 79 110 49 95 95 32 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,552,536
Positions
65,658 41,309 2,790 747,310 608,310 213,464 171,672 340,208 18,070 168,837 48,701 968 163,767 278,716
Changes from: February 28, 2023 Total Change is: 21,567
1,361 -1,429 -2,244 19,822 14,249 -1,253 7,300 11,683 3,129 -3,528 -13,635 269 -3,289 10,797
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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,658,193
Positions
39,747 524,470 104,186 2,124,489 753,044 717,950 535,525 1,535,011 339,935 429,936 241,684 19,198 347,226 422,716
Changes from: February 28, 2023 Total Change is: 140,635
-1,214 70,338 22,495 147,202 56,878 -34,001 -19,416 44 19,344 -8,443 -31,223 7,115 7,552 29,645
Percent of Open Interest Represented by Each Category of Trader
0.9 11.3 2.2 45.6 16.2 15.4 11.5 33.0 7.3 9.2 5.2 0.4 7.5 9.1
Number of Traders in Each Category Total Traders: 377
12 41 31 120 46 92 38 78 61 24 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 7,440,943
Positions
1,988,558 1,207,923 1,326,837 202,663 55,889 167,919 625,896 1,248,924 2,721,472 39,120 96,262 90,952 277,526 524,765
Changes from: February 28, 2023 Total Change is: -84,084
-7,893 -3,409 -59,737 -3,344 -634 -2,665 9,713 6,407 -13,226 -366 -3,528 -722 -5,843 -6,569
Percent of Open Interest Represented by Each Category of Trader
26.7 16.2 17.8 2.7 0.8 2.3 8.4 16.8 36.6 0.5 1.3 1.2 3.7 7.1
Number of Traders in Each Category Total Traders: 142
25 21 45 8 4 10 34 30 58 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is25,843,259
Positions
3,072,846 2,826,226 3,120,417 399,157 578,511 933,663 1,808,579 1,815,105 16,017,465 123,651 185,870 306,320 61,161 59,683
Changes from: February 28, 2023 Total Change is: 2,585,262
101,592 -170,601 286,718 -42,174 6,346 149,000 51,545 268,093 2,026,468 -12,449 7,942 38,237 -13,676 -26,941
Percent of Open Interest Represented by Each Category of Trader
11.9 10.9 12.1 1.5 2.2 3.6 7.0 7.0 62.0 0.5 0.7 1.2 0.2 0.2
Number of Traders in Each Category Total Traders: 799
64 90 123 38 50 59 87 155 198 121 131 171
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 14,607
Positions
414 4,325 359 6,694 362 657 2,341 5,297 1,407 1,110 699 500 1,125 1,001
Changes from: February 28, 2023 Total Change is: -2,206
45 -956 -64 -512 122 -4 -2,186 -853 240 355 -805 58 -137 56
Percent of Open Interest Represented by Each Category of Trader
2.8 29.6 2.5 45.8 2.5 4.5 16.0 36.3 9.6 7.6 4.8 3.4 7.7 6.9
Number of Traders in Each Category Total Traders: 111
6 7 4 12 . 5 20 37 15 13 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 11,122
Positions
945 2,626 0 547 0 19 3,108 4,186 1,813 2,533 1,045 34 2,123 1,399
Changes from: February 28, 2023 Total Change is: 1,286
648 1,223 0 50 0 19 1,128 609 -796 109 290 4 123 -63
Percent of Open Interest Represented by Each Category of Trader
8.5 23.6 0.0 4.9 0.0 0.2 27.9 37.6 16.3 22.8 9.4 0.3 19.1 12.6
Number of Traders in Each Category Total Traders: 82
. . 0 5 0 . 9 13 9 31 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,969
Positions
142 327 100 720 225 71 1,419 1,808 367 463 392 41 644 638
Changes from: February 28, 2023 Total Change is: -526
1 -28 -20 -279 96 21 -51 -705 -199 106 127 5 -111 178
Percent of Open Interest Represented by Each Category of Trader
3.6 8.2 2.5 18.1 5.7 1.8 35.8 45.5 9.3 11.7 9.9 1.0 16.2 16.1
Number of Traders in Each Category Total Traders: 66
. 4 . 5 . . 11 23 8 9 6 .
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Traders in Financial Futures - Options and Futures Combined 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 23,193
Positions
78 974 0 1,270 0 0 4,913 9,417 6,287 9,641 5,522 366 638 626
Changes from: February 28, 2023 Total Change is: 3,722
78 -125 0 -131 0 0 853 -1,429 2,800 264 2,442 -181 40 215
Percent of Open Interest Represented by Each Category of Trader
0.3 4.2 0.0 5.5 0.0 0.0 21.2 40.6 27.1 41.6 23.8 1.6 2.8 2.7
Number of Traders in Each Category Total Traders: 102
. . 0 . 0 0 7 8 7 58 23 6
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Traders in Financial Futures - Options and Futures Combined 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 37,003
Positions
102 12,758 0 17,012 1,307 803 9,550 16,784 1,739 2,256 1,162 90 5,452 2,360
Changes from: February 28, 2023 Total Change is: -319
102 0 0 541 120 -14 2,019 -1,122 905 -2,673 -82 -76 -1,123 -51
Percent of Open Interest Represented by Each Category of Trader
0.3 34.5 0.0 46.0 3.5 2.2 25.8 45.4 4.7 6.1 3.1 0.2 14.7 6.4
Number of Traders in Each Category Total Traders: 88
. . 0 10 5 . 20 24 9 17 9 .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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