Traders in Financial Futures - Options and Futures Combined 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 189,705
Positions
87,134 3,030 2,112 19,800 87,485 5,083 18,642 39,234 12,212 12,194 2,534 3 32,524 38,012
Changes from: March 21, 2023 Total Change is: -3,476
-2,838 -241 -457 875 -1,462 -327 2,773 2,384 -3,500 -881 79 -4 883 52
Percent of Open Interest Represented by Each Category of Trader
45.9 1.6 1.1 10.4 46.1 2.7 9.8 20.7 6.4 6.4 1.3 0.0 17.1 20.0
Number of Traders in Each Category Total Traders: 111
12 . 6 8 29 14 13 32 14 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 38,070
Positions
15,912 1,413 1,111 1,775 10,450 257 3,905 7,069 2,528 1,907 0 0 10,676 15,242
Changes from: March 21, 2023 Total Change is: -921
235 1,297 -29 -54 206 88 -899 -1,508 -430 0 0 0 168 -545
Percent of Open Interest Represented by Each Category of Trader
41.8 3.7 2.9 4.7 27.4 0.7 10.3 18.6 6.6 5.0 0.0 0.0 28.0 40.0
Number of Traders in Each Category Total Traders: 31
4 . . . 8 . 5 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 233,765
Positions
64,104 34,066 15,273 37,098 68,400 7,345 41,708 39,259 38,512 1,670 3,629 736 27,320 26,544
Changes from: March 21, 2023 Total Change is: 13,081
-2,132 10,646 2,387 5,240 -3,847 1,167 -445 1,328 3,839 -160 694 142 3,043 -3,275
Percent of Open Interest Represented by Each Category of Trader
27.4 14.6 6.5 15.9 29.3 3.1 17.8 16.8 16.5 0.7 1.6 0.3 11.7 11.4
Number of Traders in Each Category Total Traders: 118
7 7 7 15 31 16 20 27 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 195,161
Positions
45,524 18,633 6,285 70,901 56,991 6,722 14,331 54,040 21,775 2,823 1,165 0 26,802 29,551
Changes from: March 21, 2023 Total Change is: 3,163
-3,094 7,320 -275 703 1,523 811 4,669 -5,905 1,961 -2,165 -61 0 552 -2,212
Percent of Open Interest Represented by Each Category of Trader
23.3 9.5 3.2 36.3 29.2 3.4 7.3 27.7 11.2 1.4 0.6 0.0 13.7 15.1
Number of Traders in Each Category Total Traders: 124
7 10 6 20 26 20 16 35 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 858,764
Positions
26,161 521,326 19,968 505,227 80,520 29,989 55,460 56,121 89,116 38,637 13,998 5,673 88,533 42,053
Changes from: March 21, 2023 Total Change is: -4,108
4,813 -8,740 1,269 -4,847 -2,025 720 -3,673 5,451 4,415 -1,176 387 -3,925 -1,704 -1,659
Percent of Open Interest Represented by Each Category of Trader
3.0 60.7 2.3 58.8 9.4 3.5 6.5 6.5 10.4 4.5 1.6 0.7 10.3 4.9
Number of Traders in Each Category Total Traders: 315
15 14 13 120 27 54 44 41 34 34 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 162,430
Positions
48,634 2,754 964 42,916 84,983 4,459 32,129 28,279 9,863 2,911 427 0 20,554 30,701
Changes from: March 21, 2023 Total Change is: -1,104
-2,212 1,154 124 3,703 140 -619 -1,824 -420 -1,686 50 427 0 1,359 -224
Percent of Open Interest Represented by Each Category of Trader
29.9 1.7 0.6 26.4 52.3 2.7 19.8 17.4 6.1 1.8 0.3 0.0 12.7 18.9
Number of Traders in Each Category Total Traders: 83
7 . 4 11 22 13 16 21 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 233,740
Positions
6,372 90,547 858 154,941 7,644 0 60,849 74,075 714 2,782 57,227 74 7,150 2,601
Changes from: March 21, 2023 Total Change is: 11,533
-101 1,674 -46 5,888 -111 -2 7,541 9,842 374 -2,097 -508 13 -37 297
Percent of Open Interest Represented by Each Category of Trader
2.7 38.7 0.4 66.3 3.3 0.0 26.0 31.7 0.3 1.2 24.5 0.0 3.1 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 - Options and Futures Combined 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 - Options and Futures Combined 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 32,001
Positions
12,380 1,341 63 5,380 15,446 136 9,971 10,859 192 389 531 20 3,471 3,414
Changes from: March 21, 2023 Total Change is: -183
-2,777 1,185 29 288 -57 -355 2,612 -1,219 131 -184 200 0 74 -96
Percent of Open Interest Represented by Each Category of Trader
38.7 4.2 0.2 16.8 48.3 0.4 31.2 33.9 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 - Options and Futures Combined 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 - Options and Futures Combined 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 38,196
Positions
19,218 6,671 386 5,933 4,900 286 6,302 7,571 390 744 8,557 0 4,938 9,437
Changes from: March 21, 2023 Total Change is: -2,705
770 -69 112 -1,054 442 66 -1,277 -2,805 224 -1,175 -850 0 -371 176
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 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 76,392
Positions
38,436 13,341 771 11,865 9,799 572 12,604 15,142 780 1,488 17,113 0 9,877 18,874
Changes from: March 21, 2023 Total Change is: -5,410
1,539 -138 223 -2,107 884 131 -2,553 -5,610 449 -2,350 -1,700 0 -741 351
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 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 625,398
Positions
94,196 54,990 19,318 189,897 105,124 52,035 16,376 105,562 180,225 18,881 42,319 4,271 50,198 61,554
Changes from: March 21, 2023 Total Change is: -2,205
4,780 -4,604 363 -5,671 3,688 -746 618 -895 -1,334 -395 4,743 -349 528 -3,071
Percent of Open Interest Represented by Each Category of Trader
15.1 8.8 3.1 30.4 16.8 8.3 2.6 16.9 28.8 3.0 6.8 0.7 8.0 9.8
Number of Traders in Each Category Total Traders: 569
33 28 39 140 106 125 59 111 108 54 35 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,126,990
Positions
470,982 274,951 96,590 949,485 525,618 260,177 81,879 527,809 901,127 94,405 211,595 21,354 250,991 307,769
Changes from: March 21, 2023 Total Change is: -11,027
23,900 -23,022 1,816 -28,353 18,442 -3,732 3,092 -4,473 -6,670 -1,976 23,714 -1,746 2,642 -15,356
Percent of Open Interest Represented by Each Category of Trader
15.1 8.8 3.1 30.4 16.8 8.3 2.6 16.9 28.8 3.0 6.8 0.7 8.0 9.8
Number of Traders in Each Category Total Traders: 569
33 28 39 140 106 125 59 111 108 54 35 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 113,147
Positions
3,351 2,590 0 28,754 5,379 1,173 25,037 31,430 4,253 1,023 3,404 0 49,556 64,918
Changes from: March 21, 2023 Total Change is: 11,403
3,351 925 0 -249 -524 -4 35 4,770 364 9 1,345 0 7,897 4,527
Percent of Open Interest Represented by Each Category of Trader
3.0 2.3 0.0 25.4 4.8 1.0 22.1 27.8 3.8 0.9 3.0 0.0 43.8 57.4
Number of Traders in Each Category Total Traders: 26
. . 0 10 . . 4 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 52,409
Positions
9,312 3,684 358 14,884 10,103 1,843 8,492 16,123 7,884 2,155 3,164 342 7,137 8,906
Changes from: March 21, 2023 Total Change is: 452
728 -11 -5 -32 29 -304 -704 1,450 -134 531 14 -9 380 -579
Percent of Open Interest Represented by Each Category of Trader
17.8 7.0 0.7 28.4 19.3 3.5 16.2 30.8 15.0 4.1 6.0 0.7 13.6 17.0
Number of Traders in Each Category Total Traders: 279
25 17 9 57 41 32 33 65 40 9 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 262,043
Positions
46,558 18,422 1,792 74,421 50,517 9,217 42,461 80,616 39,420 10,776 15,820 1,711 35,687 44,528
Changes from: March 21, 2023 Total Change is: 2,261
3,641 -54 -23 -158 143 -1,518 -3,520 7,250 -672 2,654 70 -43 1,900 -2,893
Percent of Open Interest Represented by Each Category of Trader
17.8 7.0 0.7 28.4 19.3 3.5 16.2 30.8 15.0 4.1 6.0 0.7 13.6 17.0
Number of Traders in Each Category Total Traders: 279
25 17 9 57 41 32 33 65 40 9 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 72,877
Positions
0 4,489 0 3,223 0 0 24,259 30,704 1,783 2,377 1,804 275 40,960 33,822
Changes from: March 21, 2023 Total Change is: 9,107
0 190 0 -282 0 0 -8,553 16,109 706 575 -900 -276 16,937 -6,722
Percent of Open Interest Represented by Each Category of Trader
0.0 6.2 0.0 4.4 0.0 0.0 33.3 42.1 2.4 3.3 2.5 0.4 56.2 46.4
Number of Traders in Each Category Total Traders: 38
0 5 0 5 0 0 13 5 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 489,766
Positions
113,762 70,695 1,751 180,937 191,023 44,376 82,794 107,785 14,021 27,453 34,696 56 24,616 25,364
Changes from: March 21, 2023 Total Change is: -1,572
-4,011 -2,116 712 -14,762 -161 4,402 10,387 -5,395 -907 1,430 -320 3 1,174 2,209
Percent of Open Interest Represented by Each Category of Trader
23.2 14.4 0.4 36.9 39.0 9.1 16.9 22.0 2.9 5.6 7.1 0.0 5.0 5.2
Number of Traders in Each Category Total Traders: 331
29 17 . 75 68 43 43 68 28 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,320,938
Positions
25,052 155,728 36,895 680,236 341,958 153,350 77,708 363,486 85,067 76,847 67,679 4,961 180,821 111,814
Changes from: March 21, 2023 Total Change is: -101,255
2,252 4,940 -22,955 7,947 4,645 -33,799 -5,226 9,307 -46,679 -4,384 -1,954 -2,002 3,589 -12,759
Percent of Open Interest Represented by Each Category of Trader
1.9 11.8 2.8 51.5 25.9 11.6 5.9 27.5 6.4 5.8 5.1 0.4 13.7 8.5
Number of Traders in Each Category Total Traders: 196
8 15 15 65 31 62 25 35 40 10 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,416,280
Positions
6,290 101,337 1,240 857,434 223,376 247,951 54,959 693,186 22,357 55,374 14,221 0 170,675 112,612
Changes from: March 21, 2023 Total Change is: -11,688
-223 -1,998 854 -20,063 -406 -1,769 -10,482 -17,266 2,413 4,545 -510 0 13,037 6,994
Percent of Open Interest Represented by Each Category of Trader
0.4 7.2 0.1 60.5 15.8 17.5 3.9 48.9 1.6 3.9 1.0 0.0 12.1 8.0
Number of Traders in Each Category Total Traders: 160
. 11 . 80 22 61 12 22 12 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,405,787
Positions
58,245 278,972 18,649 1,190,969 492,319 293,325 464,488 927,188 58,262 115,505 152,447 7,323 199,021 177,302
Changes from: March 21, 2023 Total Change is: 26,290
13,013 27,337 3,155 58,889 -11,053 -16,705 -5,806 80,537 -44,159 10,584 -17,855 -366 7,684 5,399
Percent of Open Interest Represented by Each Category of Trader
2.4 11.6 0.8 49.5 20.5 12.2 19.3 38.5 2.4 4.8 6.3 0.3 8.3 7.4
Number of Traders in Each Category Total Traders: 375
17 37 19 116 45 84 49 55 38 27 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,916,862
Positions
79,186 264,683 138,196 2,165,676 1,223,313 820,691 293,255 1,240,934 550,328 349,114 193,134 117,434 402,981 368,148
Changes from: March 21, 2023 Total Change is: -334,431
768 -8,806 -121,738 23,824 -3,355 -16,577 -42,525 47,690 -179,969 20,865 -18,555 -30,117 11,038 -3,004
Percent of Open Interest Represented by Each Category of Trader
1.6 5.4 2.8 44.0 24.9 16.7 6.0 25.2 11.2 7.1 3.9 2.4 8.2 7.5
Number of Traders in Each Category Total Traders: 395
18 29 34 118 65 105 47 68 77 33 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,558,490
Positions
55,271 78,717 1,112 754,166 540,040 218,723 179,918 420,005 11,033 167,676 37,686 0 170,591 251,174
Changes from: March 21, 2023 Total Change is: -17,829
-3,356 -6,422 133 11,977 -29,484 4,023 -4,424 13,165 -7,530 -13,110 -6,343 -51 -5,491 14,681
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 0.1 48.4 34.7 14.0 11.5 26.9 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 60 10 20 12 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,843,835
Positions
44,166 650,319 105,475 2,094,288 638,491 692,365 664,050 1,739,192 410,512 434,069 262,102 13,095 385,815 332,285
Changes from: March 21, 2023 Total Change is: -123,663
7,795 40,827 -35,844 45,705 -12,912 -95,395 5,941 78,571 -88,851 3,415 5,991 -8,144 41,715 -7,907
Percent of Open Interest Represented by Each Category of Trader
0.9 13.4 2.2 43.2 13.2 14.3 13.7 35.9 8.5 9.0 5.4 0.3 8.0 6.9
Number of Traders in Each Category Total Traders: 355
12 33 25 117 39 92 53 62 73 21 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 5,997,017
Positions
1,730,132 877,578 1,122,671 121,233 73,065 154,162 400,738 1,084,455 2,125,303 31,301 75,054 46,633 264,843 438,095
Changes from: March 21, 2023 Total Change is: -83,768
-17,873 -8,881 -12,686 7,762 -1,773 588 -8,925 1,313 -32,623 -3,832 -3,710 -2,678 -13,500 -23,317
Percent of Open Interest Represented by Each Category of Trader
28.8 14.6 18.7 2.0 1.2 2.6 6.7 18.1 35.4 0.5 1.3 0.8 4.4 7.3
Number of Traders in Each Category Total Traders: 118
21 18 38 5 5 10 31 25 50 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is21,495,742
Positions
1,914,529 2,489,492 4,094,994 628,911 650,706 927,999 1,638,395 998,251 11,785,297 177,362 217,172 235,189 93,066 96,641
Changes from: March 21, 2023 Total Change is: -196,088
-137,897 -118,799 92,928 -44,330 -45,450 16,374 10,935 4,053 -146,326 8,533 5,269 6,297 -2,601 -10,434
Percent of Open Interest Represented by Each Category of Trader
8.9 11.6 19.1 2.9 3.0 4.3 7.6 4.6 54.8 0.8 1.0 1.1 0.4 0.4
Number of Traders in Each Category Total Traders: 763
59 93 126 26 58 59 93 151 187 116 137 152
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 17,597
Positions
285 3,982 558 6,514 220 596 4,236 7,499 2,669 740 657 481 1,518 934
Changes from: March 21, 2023 Total Change is: 543
-7 453 -25 -462 -23 73 746 -459 485 -97 40 -178 9 177
Percent of Open Interest Represented by Each Category of Trader
1.6 22.6 3.2 37.0 1.3 3.4 24.1 42.6 15.2 4.2 3.7 2.7 8.6 5.3
Number of Traders in Each Category Total Traders: 129
4 12 . 11 . 4 34 37 21 15 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 16,466
Positions
2,132 3,492 131 160 36 26 4,301 6,465 2,707 4,028 1,601 71 2,911 1,937
Changes from: March 21, 2023 Total Change is: 1,805
272 193 131 2 25 3 281 367 858 307 108 24 -73 96
Percent of Open Interest Represented by Each Category of Trader
12.9 21.2 0.8 1.0 0.2 0.2 26.1 39.3 16.4 24.5 9.7 0.4 17.7 11.8
Number of Traders in Each Category Total Traders: 102
. . . 4 . . 18 11 11 44 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,575
Positions
77 398 133 835 126 49 1,662 2,469 428 432 391 58 900 522
Changes from: March 21, 2023 Total Change is: -481
-2 -19 -7 -122 -36 5 -209 -88 -145 -10 -186 -7 16 2
Percent of Open Interest Represented by Each Category of Trader
1.7 8.7 2.9 18.3 2.8 1.1 36.3 54.0 9.4 9.4 8.5 1.3 19.7 11.4
Number of Traders in Each Category Total Traders: 69
. 6 . 5 . . 17 22 11 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 27,996
Positions
9,273 2,796 65 243 0 0 4,382 14,985 2,450 9,749 6,224 996 838 481
Changes from: March 21, 2023 Total Change is: 2,700
2,923 -300 65 164 -71 0 230 2,618 -291 -483 551 64 27 64
Percent of Open Interest Represented by Each Category of Trader
33.1 10.0 0.2 0.9 0.0 0.0 15.7 53.5 8.8 34.8 22.2 3.6 3.0 1.7
Number of Traders in Each Category Total Traders: 100
. . . . 0 0 8 7 5 60 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 31,210
Positions
76 11,163 0 14,888 1,195 823 7,163 13,498 562 2,908 1,556 39 4,751 2,374
Changes from: March 21, 2023 Total Change is: -2,678
76 0 0 -1,205 -378 86 -296 -2,599 -145 -1,077 280 10 -126 68
Percent of Open Interest Represented by Each Category of Trader
0.2 35.8 0.0 47.7 3.8 2.6 23.0 43.2 1.8 9.3 5.0 0.1 15.2 7.6
Number of Traders in Each Category Total Traders: 90
. . 0 11 5 4 16 25 7 19 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 . .
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Updated March 31, 2023