Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 182,994
Positions
81,782 4,345 1,626 21,355 82,829 5,755 14,551 41,238 12,929 11,823 2,484 5 33,169 31,783
Changes from: March 28, 2023 Total Change is: -6,711
-5,352 1,315 -485 1,555 -4,656 672 -4,092 2,004 717 -372 -50 2 645 -6,229
Percent of Open Interest Represented by Each Category of Trader
44.7 2.4 0.9 11.7 45.3 3.1 8.0 22.5 7.1 6.5 1.4 0.0 18.1 17.4
Number of Traders in Each Category Total Traders: 117
12 . 6 10 29 13 16 31 15 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 40,889
Positions
15,757 1,663 1,281 1,800 11,004 0 3,423 7,541 3,905 1,907 0 0 12,817 15,495
Changes from: March 28, 2023 Total Change is: 2,819
-155 250 170 25 554 -257 -482 472 1,377 0 0 0 2,141 253
Percent of Open Interest Represented by Each Category of Trader
38.5 4.1 3.1 4.4 26.9 0.0 8.4 18.4 9.5 4.7 0.0 0.0 31.3 37.9
Number of Traders in Each Category Total Traders: 32
. 4 . . 7 0 7 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 264,072
Positions
60,428 51,160 16,518 47,488 59,216 8,608 53,192 53,835 43,019 1,432 3,203 1,245 32,142 27,267
Changes from: March 28, 2023 Total Change is: 30,307
-3,676 17,094 1,245 10,391 -9,183 1,263 11,485 14,576 4,507 -238 -426 509 4,822 723
Percent of Open Interest Represented by Each Category of Trader
22.9 19.4 6.3 18.0 22.4 3.3 20.1 20.4 16.3 0.5 1.2 0.5 12.2 10.3
Number of Traders in Each Category Total Traders: 129
6 8 5 18 28 15 29 29 21 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 204,019
Positions
45,889 30,928 7,082 72,418 51,844 6,675 15,341 56,896 19,648 2,773 2,193 0 34,194 28,753
Changes from: March 28, 2023 Total Change is: 8,858
365 12,295 797 1,517 -5,147 -46 1,010 2,855 -2,127 -50 1,028 0 7,392 -797
Percent of Open Interest Represented by Each Category of Trader
22.5 15.2 3.5 35.5 25.4 3.3 7.5 27.9 9.6 1.4 1.1 0.0 16.8 14.1
Number of Traders in Each Category Total Traders: 124
8 10 8 19 24 20 21 32 20 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 884,761
Positions
23,690 534,252 22,433 505,325 74,591 32,356 62,991 60,784 98,196 38,645 12,893 5,745 95,381 43,513
Changes from: March 28, 2023 Total Change is: 25,997
-2,471 12,926 2,465 98 -5,929 2,366 7,531 4,663 9,080 8 -1,105 72 6,848 1,460
Percent of Open Interest Represented by Each Category of Trader
2.7 60.4 2.5 57.1 8.4 3.7 7.1 6.9 11.1 4.4 1.5 0.6 10.8 4.9
Number of Traders in Each Category Total Traders: 317
13 15 12 122 24 54 51 38 37 34 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 29,744
Positions
426 20,652 32 13,475 1,289 2,932 0 2,441 0 0 0 0 12,879 2,398
Changes from: March 28, 2023 Total Change is: 68
-33 -190 -3 45 726 0 -429 447 0 0 0 0 488 -912
Percent of Open Interest Represented by Each Category of Trader
1.4 69.4 0.1 45.3 4.3 9.9 0.0 8.2 0.0 0.0 0.0 0.0 43.3 8.1
Number of Traders in Each Category Total Traders: 25
. . . 16 . 6 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 162,563
Positions
44,093 5,545 985 46,128 83,797 4,578 32,324 27,014 10,688 3,437 0 883 19,447 29,072
Changes from: March 28, 2023 Total Change is: 133
-4,541 2,791 21 3,213 -1,186 119 195 -1,264 825 526 -427 883 -1,107 -1,629
Percent of Open Interest Represented by Each Category of Trader
27.1 3.4 0.6 28.4 51.5 2.8 19.9 16.6 6.6 2.1 0.0 0.5 12.0 17.9
Number of Traders in Each Category Total Traders: 88
5 5 5 12 20 12 19 22 13 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 250,463
Positions
6,020 92,402 834 161,339 8,570 0 70,541 89,014 476 3,290 56,468 95 7,868 2,604
Changes from: March 28, 2023 Total Change is: 16,723
-352 1,855 -24 6,398 926 0 9,692 14,939 -238 508 -759 21 718 3
Percent of Open Interest Represented by Each Category of Trader
2.4 36.9 0.3 64.4 3.4 0.0 28.2 35.5 0.2 1.3 22.5 0.0 3.1 1.0
Number of Traders in Each Category Total Traders: 153
. 10 . 27 6 0 52 27 10 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 35,244
Positions
977 17,082 311 11,799 1,592 0 16,217 11,796 605 1,631 1,713 0 3,704 2,145
Changes from: March 28, 2023 Total Change is: -7,419
-214 -17,876 -45 2,136 232 -4 -4,609 9,805 -502 544 216 0 -4,725 755
Percent of Open Interest Represented by Each Category of Trader
2.8 48.5 0.9 33.5 4.5 0.0 46.0 33.5 1.7 4.6 4.9 0.0 10.5 6.1
Number of Traders in Each Category Total Traders: 65
. 4 . 14 5 0 21 7 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 36,115
Positions
11,700 4,540 50 5,516 15,480 212 13,202 12,129 176 729 306 20 4,510 3,202
Changes from: March 28, 2023 Total Change is: 4,114
-680 3,200 -13 136 34 76 3,231 1,270 -16 340 -225 0 1,040 -212
Percent of Open Interest Represented by Each Category of Trader
32.4 12.6 0.1 15.3 42.9 0.6 36.6 33.6 0.5 2.0 0.8 0.1 12.5 8.9
Number of Traders in Each Category Total Traders: 76
6 5 . 13 14 4 20 12 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 29,735
Positions
16,178 0 53 668 26,253 0 10,838 1,413 116 378 262 0 1,504 1,638
Changes from: March 28, 2023 Total Change is: -897
11 -101 -11 168 -299 0 -1,408 -469 116 7 88 0 220 -221
Percent of Open Interest Represented by Each Category of Trader
54.4 0.0 0.2 2.2 88.3 0.0 36.4 4.8 0.4 1.3 0.9 0.0 5.1 5.5
Number of Traders in Each Category Total Traders: 36
4 0 . . 5 0 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 44,173
Positions
22,583 7,588 249 5,616 5,225 304 7,944 10,302 464 531 9,057 0 6,485 10,986
Changes from: March 28, 2023 Total Change is: 5,977
3,365 918 -137 -317 325 18 1,642 2,731 74 -214 500 0 1,546 1,549
Percent of Open Interest Represented by Each Category of Trader
51.1 17.2 0.6 12.7 11.8 0.7 18.0 23.3 1.0 1.2 20.5 0.0 14.7 24.9
Number of Traders in Each Category Total Traders: 85
14 13 . 10 10 4 12 20 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 88,345
Positions
45,165 15,176 497 11,231 10,449 607 15,887 20,603 928 1,061 18,113 0 12,969 21,972
Changes from: March 28, 2023 Total Change is: 11,953
6,729 1,835 -274 -634 650 35 3,284 5,461 148 -427 1,000 0 3,092 3,098
Percent of Open Interest Represented by Each Category of Trader
51.1 17.2 0.6 12.7 11.8 0.7 18.0 23.3 1.0 1.2 20.5 0.0 14.7 24.9
Number of Traders in Each Category Total Traders: 85
14 13 . 10 10 4 12 20 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 44,084
Positions
9,304 30,445 0 26,190 2,229 2,054 3,976 7,840 0 0 0 0 2,560 1,516
Changes from: March 28, 2023 Total Change is: 3,378
-163 2,664 0 2,586 106 296 660 243 0 0 0 0 -1 69
Percent of Open Interest Represented by Each Category of Trader
21.1 69.1 0.0 59.4 5.1 4.7 9.0 17.8 0.0 0.0 0.0 0.0 5.8 3.4
Number of Traders in Each Category Total Traders: 37
5 5 0 18 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 636,930
Positions
96,366 60,554 20,043 185,345 88,978 50,960 17,975 126,664 178,307 13,445 41,760 5,264 69,224 64,400
Changes from: March 28, 2023 Total Change is: 11,532
2,169 5,564 725 -4,552 -16,146 -1,076 1,600 21,103 -1,918 -5,436 -559 994 19,026 2,846
Percent of Open Interest Represented by Each Category of Trader
15.1 9.5 3.1 29.1 14.0 8.0 2.8 19.9 28.0 2.1 6.6 0.8 10.9 10.1
Number of Traders in Each Category Total Traders: 571
35 26 39 136 105 124 59 118 112 43 46 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 13,608
Positions
279 10,461 2 8,897 1,343 59 2,457 278 100 0 0 0 1,814 1,365
Changes from: March 28, 2023 Total Change is: -270
24 -222 2 144 0 0 -97 -30 0 0 0 0 -343 -20
Percent of Open Interest Represented by Each Category of Trader
2.1 76.9 0.0 65.4 9.9 0.4 18.1 2.0 0.7 0.0 0.0 0.0 13.3 10.0
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 21,135
Positions
5,196 18,020 0 11,261 576 0 1,599 884 0 0 0 0 3,079 1,655
Changes from: March 28, 2023 Total Change is: 1,230
-474 1,195 0 1,151 24 0 516 203 -70 0 0 0 107 -122
Percent of Open Interest Represented by Each Category of Trader
24.6 85.3 0.0 53.3 2.7 0.0 7.6 4.2 0.0 0.0 0.0 0.0 14.6 7.8
Number of Traders in Each Category Total Traders: 33
4 8 0 12 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 3,184,651
Positions
481,829 302,769 100,217 926,727 444,888 254,798 89,877 633,322 891,535 67,224 208,800 26,322 346,122 322,000
Changes from: March 28, 2023 Total Change is: 57,661
10,847 27,819 3,627 -22,758 -80,730 -5,379 7,998 105,513 -9,592 -27,182 -2,794 4,968 95,131 14,230
Percent of Open Interest Represented by Each Category of Trader
15.1 9.5 3.1 29.1 14.0 8.0 2.8 19.9 28.0 2.1 6.6 0.8 10.9 10.1
Number of Traders in Each Category Total Traders: 571
35 26 39 136 105 124 59 118 112 43 46 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 16,302
Positions
12,524 9,902 0 1,199 4,236 266 495 723 0 0 0 0 1,818 1,175
Changes from: March 28, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
76.8 60.7 0.0 7.4 26.0 1.6 3.0 4.4 0.0 0.0 0.0 0.0 11.2 7.2
Number of Traders in Each Category Total Traders: 20
7 5 0 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 25,401
Positions
8,642 9,681 0 10,624 10,100 1,822 2,781 2,704 3 0 0 0 1,529 1,091
Changes from: March 28, 2023 Total Change is: -284
59 -301 0 100 69 -25 -221 97 1 0 0 0 -198 -125
Percent of Open Interest Represented by Each Category of Trader
34.0 38.1 0.0 41.8 39.8 7.2 10.9 10.6 0.0 0.0 0.0 0.0 6.0 4.3
Number of Traders in Each Category Total Traders: 31
. 7 0 8 . . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 152,155
Positions
9,109 5,087 0 26,720 6,863 1,147 62,577 39,995 5,530 0 7,215 0 47,072 86,318
Changes from: March 28, 2023 Total Change is: 39,008
5,758 2,497 0 -2,034 1,484 -26 37,540 8,565 1,277 -1,023 3,811 0 -2,484 21,400
Percent of Open Interest Represented by Each Category of Trader
6.0 3.3 0.0 17.6 4.5 0.8 41.1 26.3 3.6 0.0 4.7 0.0 30.9 56.7
Number of Traders in Each Category Total Traders: 27
. . 0 9 . . 4 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 308,155
Positions
119,318 92,830 134,948 0 33,500 0 5,750 8,437 35,232 9,703 0 0 3,204 3,208
Changes from: March 28, 2023 Total Change is: 7,250
-1,550 1,200 4,750 0 0 0 1,750 -500 1,800 0 0 0 500 0
Percent of Open Interest Represented by Each Category of Trader
38.7 30.1 43.8 0.0 10.9 0.0 1.9 2.7 11.4 3.1 0.0 0.0 1.0 1.0
Number of Traders in Each Category Total Traders: 27
10 6 12 0 . 0 . . 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 40,238
Positions
4,546 3,903 15 24,178 25,280 2,759 1,845 2,998 87 0 0 0 6,808 5,196
Changes from: March 28, 2023 Total Change is: -445
-834 438 -162 -557 -3,612 411 -327 2,546 57 0 0 0 967 -123
Percent of Open Interest Represented by Each Category of Trader
11.3 9.7 0.0 60.1 62.8 6.9 4.6 7.5 0.2 0.0 0.0 0.0 16.9 12.9
Number of Traders in Each Category Total Traders: 63
. 5 . 27 18 15 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 55,405
Positions
8,400 5,670 576 13,823 7,310 1,597 9,527 17,638 9,184 1,253 3,008 355 10,690 10,067
Changes from: March 28, 2023 Total Change is: 2,996
-912 1,986 217 -1,061 -2,794 -246 1,035 1,515 1,300 -903 -156 13 3,553 1,161
Percent of Open Interest Represented by Each Category of Trader
15.2 10.2 1.0 24.9 13.2 2.9 17.2 31.8 16.6 2.3 5.4 0.6 19.3 18.2
Number of Traders in Each Category Total Traders: 281
23 21 9 59 36 38 34 68 40 14 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 277,024
Positions
41,998 28,350 2,878 69,115 36,548 7,987 47,636 88,191 45,920 6,264 15,040 1,774 53,452 50,334
Changes from: March 28, 2023 Total Change is: 14,981
-4,560 9,928 1,087 -5,306 -13,968 -1,230 5,175 7,575 6,500 -4,513 -780 63 17,765 5,806
Percent of Open Interest Represented by Each Category of Trader
15.2 10.2 1.0 24.9 13.2 2.9 17.2 31.8 16.6 2.3 5.4 0.6 19.3 18.2
Number of Traders in Each Category Total Traders: 281
23 21 9 59 36 38 34 68 40 14 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 79,414
Positions
0 6,013 0 3,408 0 0 36,878 21,597 2,318 1,666 3,213 295 34,849 45,978
Changes from: March 28, 2023 Total Change is: 6,537
0 1,524 0 185 0 0 12,619 -9,107 535 -711 1,409 20 -6,111 12,156
Percent of Open Interest Represented by Each Category of Trader
0.0 7.6 0.0 4.3 0.0 0.0 46.4 27.2 2.9 2.1 4.0 0.4 43.9 57.9
Number of Traders in Each Category Total Traders: 40
0 4 0 5 0 0 10 10 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 502,416
Positions
133,651 61,185 4,027 177,006 194,865 42,495 82,328 120,734 15,432 25,284 36,447 819 21,374 26,412
Changes from: March 28, 2023 Total Change is: 12,650
19,889 -9,510 2,276 -3,931 3,842 -1,881 -466 12,950 1,411 -2,169 1,751 763 -3,242 1,049
Percent of Open Interest Represented by Each Category of Trader
26.6 12.2 0.8 35.2 38.8 8.5 16.4 24.0 3.1 5.0 7.3 0.2 4.3 5.3
Number of Traders in Each Category Total Traders: 343
31 14 . 79 72 46 47 71 33 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 12,413
Positions
1,003 7,451 0 9,168 1,219 0 851 312 0 0 0 0 1,391 3,431
Changes from: March 28, 2023 Total Change is: -338
0 -3,319 0 -537 -4 0 12 0 0 0 0 0 187 2,985
Percent of Open Interest Represented by Each Category of Trader
8.1 60.0 0.0 73.9 9.8 0.0 6.9 2.5 0.0 0.0 0.0 0.0 11.2 27.6
Number of Traders in Each Category Total Traders: 22
. 5 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 10,833
Positions
0 1,519 0 6,308 2,068 9 250 3,492 0 0 974 0 4,266 2,771
Changes from: March 28, 2023 Total Change is: 607
0 0 0 -14 -178 0 0 659 0 -919 331 0 1,540 -205
Percent of Open Interest Represented by Each Category of Trader
0.0 14.0 0.0 58.2 19.1 0.1 2.3 32.2 0.0 0.0 9.0 0.0 39.4 25.6
Number of Traders in Each Category Total Traders: 21
0 . 0 7 . . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 36,670
Positions
4,557 5,045 707 15,278 3,633 1,658 7,031 3,596 28 1,733 0 4 5,674 21,999
Changes from: March 28, 2023 Total Change is: 3,173
-590 139 79 1,632 -676 -72 1,005 -1,365 23 922 -1,707 4 170 6,748
Percent of Open Interest Represented by Each Category of Trader
12.4 13.8 1.9 41.7 9.9 4.5 19.2 9.8 0.1 4.7 0.0 0.0 15.5 60.0
Number of Traders in Each Category Total Traders: 50
7 6 . 11 6 5 7 8 . 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 394,570
Positions
27,755 202,952 3,806 261,783 87,778 45,583 24,659 14,973 1,380 17,846 32,905 126 11,632 5,067
Changes from: March 28, 2023 Total Change is: -1,390
-3,228 -245 -18 -10,941 -11,184 9,631 825 -2,538 201 -477 573 13 2,604 2,177
Percent of Open Interest Represented by Each Category of Trader
7.0 51.4 1.0 66.3 22.2 11.6 6.2 3.8 0.3 4.5 8.3 0.0 2.9 1.3
Number of Traders in Each Category Total Traders: 194
12 15 5 73 44 27 26 13 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,147,966
Positions
74,425 591,570 9,605 747,121 264,642 116,234 88,141 87,707 8,344 53,862 52,244 3,004 47,230 14,616
Changes from: March 28, 2023 Total Change is: 2,698
4,091 9,475 -583 10,337 -6,080 -11,610 -2,906 -338 54 -6,043 6,511 421 8,937 4,848
Percent of Open Interest Represented by Each Category of Trader
6.5 51.5 0.8 65.1 23.1 10.1 7.7 7.6 0.7 4.7 4.6 0.3 4.1 1.3
Number of Traders in Each Category Total Traders: 398
28 19 12 149 69 76 55 39 30 27 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 198,849
Positions
29,758 131,142 36,414 33,709 0 1,430 79,204 11,056 12,551 4,900 5,642 515 368 99
Changes from: March 28, 2023 Total Change is: 616
-3,075 1,381 1,720 -292 0 -990 3,530 -1,048 -291 160 0 -150 4 -6
Percent of Open Interest Represented by Each Category of Trader
15.0 66.0 18.3 17.0 0.0 0.7 39.8 5.6 6.3 2.5 2.8 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 95
10 22 16 17 0 4 30 6 8 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,315,414
Positions
23,529 148,442 35,863 695,190 330,619 161,406 56,905 338,677 90,982 73,525 76,409 4,808 173,206 128,209
Changes from: March 28, 2023 Total Change is: -5,524
-1,524 -7,287 -1,032 14,954 -11,340 8,056 -20,803 -24,809 5,915 -3,323 8,730 -153 -7,615 16,395
Percent of Open Interest Represented by Each Category of Trader
1.8 11.3 2.7 52.8 25.1 12.3 4.3 25.7 6.9 5.6 5.8 0.4 13.2 9.7
Number of Traders in Each Category Total Traders: 194
. 19 14 64 30 60 24 37 42 7 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,409,333
Positions
8,000 101,075 1,607 873,464 241,415 244,868 47,559 669,207 24,851 44,646 16,408 0 164,338 109,902
Changes from: March 28, 2023 Total Change is: -6,947
1,710 -262 367 16,031 18,039 -3,083 -7,400 -23,979 2,494 -10,728 2,187 0 -6,338 -2,710
Percent of Open Interest Represented by Each Category of Trader
0.6 7.2 0.1 62.0 17.1 17.4 3.4 47.5 1.8 3.2 1.2 0.0 11.7 7.8
Number of Traders in Each Category Total Traders: 161
4 11 . 80 23 60 12 21 13 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 2,400,714
Positions
50,870 269,161 17,076 1,197,908 512,863 295,905 435,552 920,970 69,335 131,570 132,578 5,462 197,036 177,365
Changes from: March 28, 2023 Total Change is: -5,073
-7,375 -9,811 -1,573 6,939 20,544 2,580 -28,937 -6,218 11,073 16,065 -19,869 -1,861 -1,985 62
Percent of Open Interest Represented by Each Category of Trader
2.1 11.2 0.7 49.9 21.4 12.3 18.1 38.4 2.9 5.5 5.5 0.2 8.2 7.4
Number of Traders in Each Category Total Traders: 376
18 40 16 119 49 86 46 50 41 29 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 5,099,106
Positions
102,693 299,774 149,720 2,246,097 1,208,647 812,377 321,420 1,296,042 601,912 355,211 224,346 111,924 397,753 394,365
Changes from: March 28, 2023 Total Change is: 182,244
23,507 35,091 11,524 80,421 -14,666 -8,314 28,165 55,108 51,584 6,096 31,212 -5,510 -5,228 26,217
Percent of Open Interest Represented by Each Category of Trader
2.0 5.9 2.9 44.0 23.7 15.9 6.3 25.4 11.8 7.0 4.4 2.2 7.8 7.7
Number of Traders in Each Category Total Traders: 396
19 30 33 116 65 104 46 69 77 32 19 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,580,099
Positions
55,474 65,467 930 803,678 590,141 221,882 170,582 389,192 9,058 146,406 38,543 700 171,389 264,186
Changes from: March 28, 2023 Total Change is: 21,609
203 -13,250 -182 49,512 50,101 3,158 -9,336 -30,813 -1,975 -21,270 857 700 799 13,012
Percent of Open Interest Represented by Each Category of Trader
3.5 4.1 0.1 50.9 37.3 14.0 10.8 24.6 0.6 9.3 2.4 0.0 10.8 16.7
Number of Traders in Each Category Total Traders: 157
4 12 5 44 53 62 11 21 14 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,004,969
Positions
67,173 652,024 107,455 2,246,168 636,078 704,455 635,297 1,765,002 456,594 397,620 319,736 13,856 376,352 349,770
Changes from: March 28, 2023 Total Change is: 161,134
23,007 1,706 1,980 151,881 -2,413 12,090 -28,753 25,810 46,082 -36,450 57,634 761 -9,463 17,485
Percent of Open Interest Represented by Each Category of Trader
1.3 13.0 2.1 44.9 12.7 14.1 12.7 35.3 9.1 7.9 6.4 0.3 7.5 7.0
Number of Traders in Each Category Total Traders: 370
21 30 31 130 34 98 47 67 77 21 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 1,577,225
Positions
390,418 285,052 530,464 43,431 32,082 15,002 230,164 323,099 327,218 1,500 15,593 375 38,653 48,340
Changes from: March 28, 2023 Total Change is: -202,422
10,505 25,380 -162,870 5,495 -10,362 -500 -43,983 -55,739 -10,261 -5,880 2,604 -6 5,078 9,332
Percent of Open Interest Represented by Each Category of Trader
24.8 18.1 33.6 2.8 2.0 1.0 14.6 20.5 20.7 0.1 1.0 0.0 2.5 3.1
Number of Traders in Each Category Total Traders: 125
25 28 49 4 . 4 20 35 44 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 5,946,775
Positions
1,749,221 871,248 1,090,902 133,475 72,205 152,679 343,710 1,083,085 2,140,318 27,923 67,438 46,940 261,607 421,960
Changes from: March 28, 2023 Total Change is: -50,242
19,089 -6,331 -31,769 12,242 -860 -1,483 -57,029 -1,371 15,015 -3,377 -7,616 306 -3,236 -16,135
Percent of Open Interest Represented by Each Category of Trader
29.4 14.7 18.3 2.2 1.2 2.6 5.8 18.2 36.0 0.5 1.1 0.8 4.4 7.1
Number of Traders in Each Category Total Traders: 119
22 19 40 5 5 10 28 28 50 5 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 is21,103,053
Positions
2,033,110 2,490,416 3,981,493 525,621 597,448 885,763 1,584,877 983,806 11,557,651 181,248 247,944 272,074 81,217 86,458
Changes from: March 28, 2023 Total Change is: -392,689
118,581 925 -113,501 -103,289 -53,258 -42,236 -53,519 -14,445 -227,647 3,886 30,772 36,885 -11,849 -10,184
Percent of Open Interest Represented by Each Category of Trader
9.6 11.8 18.9 2.5 2.8 4.2 7.5 4.7 54.8 0.9 1.2 1.3 0.4 0.4
Number of Traders in Each Category Total Traders: 787
60 95 126 28 62 62 100 154 194 111 139 155
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 714,244
Positions
134,798 225,374 226,710 0 29,206 8,258 227,370 97,848 114,279 2,178 11,498 75 576 996
Changes from: March 28, 2023 Total Change is: -133,447
-80,528 -59,468 -3,182 -100 -17,969 338 -35,074 -37,100 -13,960 -974 -2,082 -272 305 248
Percent of Open Interest Represented by Each Category of Trader
18.9 31.6 31.7 0.0 4.1 1.2 31.8 13.7 16.0 0.3 1.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 164
31 47 50 0 4 . 37 33 43 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 15,695
Positions
321 3,818 258 6,545 170 573 3,335 6,810 2,152 732 952 280 1,500 682
Changes from: March 28, 2023 Total Change is: -1,902
36 -164 -300 31 -50 -23 -901 -689 -517 -8 295 -201 -18 -253
Percent of Open Interest Represented by Each Category of Trader
2.0 24.3 1.6 41.7 1.1 3.6 21.2 43.4 13.7 4.7 6.1 1.8 9.6 4.3
Number of Traders in Each Category Total Traders: 116
5 9 . 11 . . 28 37 21 14 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 8,831
Positions
217 444 0 189 27 20 1,475 3,358 1,660 2,347 1,812 37 2,886 1,473
Changes from: March 28, 2023 Total Change is: -7,635
-1,915 -3,048 -131 29 -9 -6 -2,826 -3,107 -1,047 -1,680 211 -33 -25 -465
Percent of Open Interest Represented by Each Category of Trader
2.5 5.0 0.0 2.1 0.3 0.2 16.7 38.0 18.8 26.6 20.5 0.4 32.7 16.7
Number of Traders in Each Category Total Traders: 97
. . 0 5 . . 14 14 9 43 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 5,054
Positions
72 441 108 867 98 54 1,998 2,931 643 333 307 35 943 437
Changes from: March 28, 2023 Total Change is: 479
-5 43 -25 32 -28 5 336 463 215 -99 -84 -23 43 -86
Percent of Open Interest Represented by Each Category of Trader
1.4 8.7 2.1 17.2 1.9 1.1 39.5 58.0 12.7 6.6 6.1 0.7 18.7 8.6
Number of Traders in Each Category Total Traders: 65
. 8 . 5 . . 20 15 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 12,824
Positions
0 302 0 78 0 0 692 6,421 1,310 9,548 4,008 419 777 364
Changes from: March 28, 2023 Total Change is: -15,172
-9,273 -2,494 -65 -165 0 0 -3,690 -8,564 -1,140 -201 -2,216 -577 -61 -117
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 0.6 0.0 0.0 5.4 50.1 10.2 74.5 31.3 3.3 6.1 2.8
Number of Traders in Each Category Total Traders: 97
0 . 0 . 0 0 6 8 4 63 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 32,184
Positions
136 11,163 0 13,467 2,285 828 9,549 12,962 599 2,833 1,629 58 4,715 2,660
Changes from: March 28, 2023 Total Change is: 974
60 0 0 -1,421 1,090 5 2,386 -535 37 -75 73 18 -36 286
Percent of Open Interest Represented by Each Category of Trader
0.4 34.7 0.0 41.8 7.1 2.6 29.7 40.3 1.9 8.8 5.1 0.2 14.6 8.3
Number of Traders in Each Category Total Traders: 96
. . 0 9 8 . 20 24 6 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 355,008
Positions
33,016 18,353 16,627 87,397 97,215 42,444 71,664 80,709 55,033 7,386 3,881 12,633 28,808 28,113
Changes from: March 28, 2023 Total Change is: 39,067
2,440 1,801 3,732 13,586 24,721 2,549 13,769 7,302 3,094 472 732 -2,071 1,496 -2,793
Percent of Open Interest Represented by Each Category of Trader
9.3 5.2 4.7 24.6 27.4 12.0 20.2 22.7 15.5 2.1 1.1 3.6 8.1 7.9
Number of Traders in Each Category Total Traders: 193
15 12 20 22 30 26 37 42 49 15 5 17
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 59,388
Positions
41,317 42,699 0 10,255 5,625 1,104 5,831 9,727 60 480 106 18 323 49
Changes from: March 28, 2023 Total Change is: -1,837
11 0 0 967 -2,967 22 -2,622 1,104 23 -262 -17 0 24 -2
Percent of Open Interest Represented by Each Category of Trader
69.6 71.9 0.0 17.3 9.5 1.9 9.8 16.4 0.1 0.8 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 39
5 . 0 10 4 . 7 5 . 4 . .
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Updated April 07, 2023